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Microcanonical statistics of black holes and bootstrap condition

Wung-Hong Huang

Department of Physics

National Cheng Kung University

Tainan,70101,Taiwan

Abstract

The microcanonical statistics of the Schwarzschild black holes as well as the Reissner-Nordstr$`\ddot{𝗈}`$m black holes are analyzed. In both cases we set up the inequalities in the microcanonical density of states. These are then used to show that the most probable configuration in the gases of black holes is that one black hole acquires all of the mass and all of the charge at high energy limit. Thus the black holes obey the statistical bootstrap condition and, in contrast to the other investigation, we see that U(1) charge does not break the bootstrap property.

Classification Number: 97.60.Lf, 04.20.Cv

E-mail: whhwung@mail.ncku.edu.tw

Typesetting by Latex

1. INTRODUCTION

The thermodynamics and statistical mechanics of black hole are the interesting areas of black hole physics . As the black hole may radiate away completely the incoming pure states will totally evolve into the outcoming mixed states. Thus the quantum coherence is lost in the black hole decay and the unitary principle in the law of quantum mechanics is violated .

An attempt to resolve this problem is to take into account the effect of quantum hair . The quantum hair can have dramatic and computable effects on the thermodynamical behavior of a black hole. It is hoped that black holes will carry a lot of quantum hairs which could generate enough effects to recover the quantum coherence.

Another approach, which is more fundamental, is to find a consistent theory of quantum gravity which can correctly describe the black hole radiation. The only candidate of the quantum gravity, to this day, is the string theory . ,t Hooft, in a series of inspiring articles, had shown that black hole behaves like as a special case of string . Thus the black holes may be thought of being made of string, in some senses. Since the strings carry a lot of massive excitations, thus a lot of quantum hairs therein may recover the quantum coherence. The microcanonical analysis  had found that strings obey the bootstrap condition

$$\frac{\mathrm{\Omega }(E)}{\rho (E)}1,asE\mathrm{}.$$
$`(1.1)`$
where $`\mathrm{\Omega }(E)`$ is the microcanonical density of states and $`\rho (E)`$ the degeneracy of string states. It is therefore interesting to see whether the black hole systems obey the bootstrap condition.

Historically, the bootstrap model was applied to the statistical model of the hadrons, in which the hadrons are assumed to be compounds of hadrons. The bootstrap model of hadron developed by Hagedron , Frautschi and others  in the early 70th can be used to explain the ever-increasing number resonances found in the higher energy. The statistical mechanics of black holes suggested by Harms and Leblanc  treated the black hole as composite objects which are made of other black holes, in the spirit of the old bootstrap model of hadron. Such a description of black hole might be of some interesting - in view of the present uncertainty concerning the black hole entropy problem . In this paper we will reinvestigate the microcanonical density of states of the Schwarzschild as well as the Reissner-Nordstr$`\ddot{𝗈}`$m black holes, which had been studied by Harms and Leblanc.

Two kinds of the degeneracy of the states for Schwarzschild hole will be considered in section II. In the natural units ($`\mathrm{}=c=G=1`$), the first form is

$$\rho (m)=Cexp(4\pi m^2),$$
$`(1.2)`$
where m is the mass of the black hole and C is a model-dependent constant. The second form is the hole with a quantized spectrum and \[12-14\]

$$\rho (n)=Cexp(4\pi n),n=1,2,\mathrm{}$$
$`(1.3)`$
In section III, two kinds of the degeneracy of the states for the Reissner-Nordstr$`\ddot{𝗈}`$m hole will be considered. The first form is

$$\rho (m,q)=Cexp[\pi (m+\sqrt{m^2q^2})^2],$$
$`(1.4)`$
where m and q are the mass and charge of the hole, respectively. The second form is the hole with quantized spectrum and

$$\rho (n,k)=Cexp[\pi (\sqrt{n}+\sqrt{nk})^2],k,n=1,2,\mathrm{}.(kn).$$
$`(1.5)`$
Note that the hole mass is quantized in terms of the Plank mass $`\sqrt{c\mathrm{}/G}`$ while the electric charge is quantized in terms of the Plank charge $`e/\sqrt{\alpha }`$.

In both cases we will set up the useful inequalities in the microcanonical density of states. These are then used to show that the most probable configuration in the gases of Schwarzschild is that one black hole acquires all of the mass in high energy limit. Thus the Schwarzschild black holes naturally obey the bootstrap property. In the Reissner-Nordstr$`\ddot{𝗈}`$m black holes system it shows that the most probable configuration is that one black hole acquires all of the mass and all of the charge at high energy limit. Thus charged black holes obey the statistical bootstrap condition and, in contrast to the other investigation , we see that U(1) charge does not break the bootstrap property.

2. SCHWARZSCHILD BLACK HOLES

A. Black holes with continuous spectrum

The microcanonical density of a gas of Schwarzchild black hole with continuous spectrum can be written as

$$\mathrm{\Omega }(E,V)=\underset{N=1}{\overset{\mathrm{}}{}}\mathrm{\Omega }_N(E,V).$$
$`(2.1)`$
The microcanonical density for the configuration with N black holes is

$$\mathrm{\Omega }_N(E,V)=\frac{1}{N!}[\frac{V}{(2\pi )^3}]^N\underset{i=1}{\overset{N}{}}_{m_0}^{\mathrm{}}𝑑m_i\rho (m_i)_{\mathrm{}}^{\mathrm{}}𝑑p_i^3\delta (E\underset{i}{}E_i)\delta ^3(\underset{i}{}𝐩_i),$$
$`(2.2)`$
where $`m_0`$ is the lightest mass of the black hole, if it exists. The above equation for the density of state first presented by Frautschi (the Eq.(1.8) in reference 9) was used to investigate the statistical bootstrap model of hadrons. It was then adopted by Harms and Leblanc  to investigate the statistical mechanics of black hole, by regarding the black hole as the compound of black holes.

As in  we assume that the black holes obey the dispersion relation, $`m_i^2=E_i^2𝐩_i^2`$. Then from Eq.(1.2) we see that since $`\rho (m_i)=Cexp[4\pi (E_i^2𝐩_i^2)]`$ the high-momentum state in Eq.(2.2) will contribute negligibly to the momentum integration. Therefore we can neglect the momentum-conservation $`\delta `$ function and Eq.(2.2) simply becomes $`N`$ decoupled Gaussian integrals

$$\mathrm{\Omega }_N(E,V)=\frac{1}{N!}[\frac{V}{(2\pi )^3}]^N\underset{i=1}{\overset{N}{}}_{m_0}^{\mathrm{}}𝑑E_i\rho (E_i)\delta (E\underset{i}{}E_i).$$
$`(2.3)`$
We now analyze the microcanonical density Eq.(2.3). When N=1 then

$$\mathrm{\Omega }_1(E,V)=\frac{CV}{(2\pi )^3}e^{4\pi E^2}.$$
$`(2.4)`$
When N=2 then

$$\mathrm{\Omega }_2(E,V)=\frac{1}{2}[\frac{CV}{(2\pi )^3}]^2_{m_0}^{\mathrm{}}𝑑E_1_{m_0}^{\mathrm{}}𝑑E_2e^{4\pi (E_1^2+E_2^2)}\delta (EE_1E_2)$$

$$<\frac{1}{2}[\frac{CV}{(2\pi )^3}]^2_0^{\mathrm{}}𝑑E_1_0^{\mathrm{}}𝑑E_2e^{4\pi (E_1^2+E_2^2)}\delta (EE_1E_2)$$

$$=\frac{1}{2}[\frac{CV}{(2\pi )^3}]^2_0^E𝑑xe^{4\pi [x^2+(Ex)^2]}$$

$$=\frac{1}{2}[\frac{CV}{(2\pi )^3}]^2e^{4\pi E^2}F(E),$$
$`(2.5)`$
in which we define

$$F(E)_0^E𝑑xe^{8\pi (x^2Ex)}<\frac{1}{2\pi E}(1e^{2\pi E^2})<f_00.255,$$
$`(2.6)`$
as shown in the appendix A. Note that the function F(E) is increasing from zero, at $`E=0`$, to the maximum value $`f_0`$, at $`E0.445`$, and then approaches to $`\frac{1}{2\pi E}`$ at large E .

To proceed, we see that Eq.(2.3) can be expressed as

$$\mathrm{\Omega }_N(E,V)<\frac{1}{N!}[\frac{V}{(2\pi )^3}]^N\underset{i=1}{\overset{N}{}}_0^{\mathrm{}}𝑑E_i\rho (E_i)\delta (E\underset{i}{}E_i)$$

$$=\frac{1}{N!}[\frac{CV}{(2\pi )^3}]^Ne^{4\pi E^2}_0^E𝑑x_1e^{8\pi E^2(x_1^2Ex_1)}_0^{Ex_1}𝑑x_2e^{8\pi E^2[x_2^2(Ex_1)x_2]}$$

$$\times \mathrm{}$$

$$\times _0^{Ex_1x_2\mathrm{}x_{N3}}dx_{N2}e^{8\pi E^2[x_{N2}^2(Ex_1x_2\mathrm{}x_{N3})x_{N2}]}$$

$$\times _0^{Ex_1x_2\mathrm{}x_{N2}}dx_{N1}e^{8\pi E^2[x_{N1}^2(Ex_1x_2\mathrm{}x_{N2})x_{N1}]}$$

$$=\frac{1}{N!}[\frac{CV}{(2\pi )^3}]^Ne^{4\pi E^2}_0^E𝑑x_1e^{8\pi E^2(x_1^2Ex_1)}_0^{Ex_1}𝑑x_2e^{8\pi E^2[x_2^2(Ex_1)x_2]}$$

$$\times \mathrm{}$$

$$\times _0^{Ex_1x_2\mathrm{}x_{N3}}dx_{N2}e^{8\pi E^2[x_{N2}^2(Ex_1x_2\mathrm{}x_{N3})x_{N2}]}$$

$$\times F(Ex_1x_2\mathrm{}x_{N2})$$

$$<\frac{1}{N!}[\frac{CV}{(2\pi )^3}]^N(f_0)^{N2}e^{4\pi E^2}F(E)$$

$$<\frac{1}{N!}[\frac{CV}{(2\pi )^3}]^N(f_0)^{N2}e^{4\pi E^2}\frac{1}{2\pi E}(1e^{2\pi E^2}),$$
$`(2.7)`$
if $`N>2`$.

Using this inequality we can obtain the relation

$$\underset{N=2}{\overset{\mathrm{}}{}}\mathrm{\Omega }_N(E,V)<e^{4\pi E^2}\frac{1}{2\pi E}(1e^{2\pi E^2})f_0^2exp[\frac{CV}{(2\pi )^3}f_0].$$
$`(2.8)`$
Thus, at high energy limit

$$E>>\frac{(2\pi )^2}{CV}f_0^2exp[\frac{CV}{(2\pi )^3}f_0],$$
$`(2.9)`$
then

$$\mathrm{\Omega }_1(E,V)>\underset{N=2}{\overset{\mathrm{}}{}}\mathrm{\Omega }_N(E,V),$$
$`(2.10)`$
and the microcanonical density of a gas of black holes can be approximated as

$$\mathrm{\Omega }(E,V)\mathrm{\Omega }_1(E,V)=\frac{CV}{(2\pi )^3}e^{4\pi E^2}.$$
$`(2.11)`$
Thus the most probable configuration for a gas of Schwarzschild black holes with continuous spectrum will be that at N =1. This implies that one hole acquires all of the mass and the bootstrap condition is obeyed.

B. Black holes with discrete spectrum

Next, we investigate the black holes system with discrete spectrum. The microcanonical density a gas of black holes is written as

$$\mathrm{\Omega }(E)=\underset{N=1}{\overset{\mathrm{}}{}}\mathrm{\Omega }(N,E).$$
$`(2.12)`$
The density for the configuration with N black holes is

$$\mathrm{\Omega }(N,E)=\frac{1}{N!}\underset{i=1}{\overset{N}{}}\underset{l_i=1}{\overset{\mathrm{}}{}}\rho (l_i)\delta _{E,_{i=1}^NE_{l_i}}=\frac{1}{N!}\underset{i=1}{\overset{N}{}}\underset{l_i=1}{\overset{\mathrm{}}{}}Cg^{l_i}\delta _{E,_{i=1}^N\sqrt{l_i}},$$
$`(2.13)`$
in which $`ge^{4\pi }`$ according to the Eq.(1.3). Note that the value of $`g`$ (order 1) which may be model-dependent \[12-14\] does not affect the following analysis.

We now analyze the microcanonical density Eq.(2.13). When N=1 then

$$\mathrm{\Omega }(1,E)=Cg^{E^2}.$$
$`(2.14)`$
When N =2 then

$$\mathrm{\Omega }(2,E)=\frac{C^2}{2}\underset{l_1=1}{\overset{\mathrm{}}{}}\underset{l_2=1}{\overset{\mathrm{}}{}}g^{l_1}g^{l_2}\delta _{E,\sqrt{l_1}+\sqrt{l_2}}$$

$$=\frac{C^2}{2}g^{E^2}\underset{l=1}{\overset{(E1)^2}{}}g^{2(lE\sqrt{l})}$$

$$\frac{C^2}{2}g^{E^2}K(E,g).$$
$`(2.15)`$
Now, through a simple calculation we can see that $`K(E,e^{4\pi })`$ is a rapidly decaying function with respect to the variable $`E`$. For examples, $`K(2,e^{4\pi })10^6,K(5,e^{4\pi })10^{22}`$, …,$`K(10,e^{4\pi })10^{49}`$ . Note that the hole mass is quantized in terms of the ”Plank mass”. Keep the property of the function K in mind we see that Eq.(2.13) can be expressed as

$$\mathrm{\Omega }(N,E)=\frac{C^N}{N!}g^{E^2}\underset{l_1=1}{\overset{(E(N1))^2}{}}g^{2(l_1E\sqrt{l_1})}\underset{l_2=1}{\overset{(E(N2)\sqrt{l_1})^2}{}}g^{2(l_2\sqrt{l_2}(E\sqrt{l_1}))}$$

$$\times \mathrm{}$$

$$\times \underset{l_{N2}=1}{\overset{(E2\sqrt{l_1}\mathrm{}.\sqrt{l_{N3}})^2}{}}g^{2(l_{N2}\sqrt{l_{N2}}(E\sqrt{l_1}\mathrm{}.\sqrt{l_{N3}}))}$$

$$\times \underset{l_{N1}=1}{\overset{(E1\sqrt{l_1}\mathrm{}.\sqrt{l_{N2}})^2}{}}g^{2(l_{N1}\sqrt{l_{N1}}(E\sqrt{l_1}\mathrm{}.\sqrt{l_{N2}}))}$$

$$<\frac{C^N}{N!}g^{E^2}\underset{l_1=1}{\overset{(E1)^2}{}}g^{2(l_1E\sqrt{l_1})}\underset{l_2=1}{\overset{(E\sqrt{l_1})^2}{}}g^{2(l_2\sqrt{l_2}(E\sqrt{l_1}))}$$

$$\times \mathrm{}$$

$$\times \underset{l_{N2}=1}{\overset{(E\sqrt{l_1}\mathrm{}.\sqrt{l_{N3}})^2}{}}g^{2(l_{N2}\sqrt{l_{N2}}(E\sqrt{l_1}\mathrm{}.\sqrt{l_{N3}}))}$$

$$\times \underset{l_{N1}=1}{\overset{(E\sqrt{l_1}\mathrm{}.\sqrt{l_{N2}})^2}{}}g^{2(l_{N1}\sqrt{l_{N1}}(E\sqrt{l_1}\mathrm{}.\sqrt{l_{N2}}))}$$

$$<\frac{C^N}{N!}g^{E^2}\underset{l_1=1}{\overset{(E1)^2}{}}g^{2(l_1E\sqrt{l_1})}K(1,g)^{N1}$$

$$<\frac{C^N}{N!}g^{E^2}K(E,g).$$
$`(2.16)`$
if $`N>2`$.

Thus

$$\underset{n=2}{\overset{\mathrm{}}{}}\mathrm{\Omega }(N,E)<g^{E^2}(\frac{C^2}{2!}+\frac{C^3}{3!}+\mathrm{}.)K(E,g)$$

$$=g^{E^2}K(E,g)(e^C1).$$
$`(2.17)`$
Since the function $`K(E,g)`$ is a rapidly decaying function with respect to the variable $`E`$ we conclude that

$$\mathrm{\Omega }(N,E)\mathrm{\Omega }(1,E)=Cg^{E^2},$$
$`(2.18)`$
if the energy of the system is sufficiently large. Thus the most probable configuration for a gas of Schwarzschild black holes with quantized spectrum will be that at N =1. This means that one hole acquires all of the mass and the bootstrap condition is obeyed. Note that the term corrected to the Hawking,s temperature found in Ref. in the canonical ensemble of black holes (for example, the eq.(26) in ) does not show in the microcanonical treatment of this paper.

3. REISSNER-NORDSTR$`\ddot{𝖮}`$M BLACK HOLES

The analysis of microcanonical density of a gas of the Reissner-Nordstr$`\ddot{𝗈}`$m black holes is very similar to that in the Schwarzchild black holes. To begin with, let us mention the main point in the section II. In there we first show that the two-hole density $`\mathrm{\Omega }_2(E,V)`$ (or $`\mathrm{\Omega }(2,E)`$) is less then the product of one-hole density $`\mathrm{\Omega }_1(E,V)`$ (or $`\mathrm{\Omega }(1,E)`$) by an energy-dependent function $`F(E)`$ (or $`K(E,g)`$). The crucial property is that this function is never larger then one and will approach to zero at high energy. This result can also be used to see that the N-hole density is always less then ($`N1`$)-hole density. Then, repeatedly using this property we thus show that the N-hole density is small then the one-hole density at high energy limit.

Therefore, the only work we now need to do is to show that the two-Reissner-Nordstr$`\ddot{𝗈}`$m-hole density is less then the product of one-Reissner-Nordstr$`\ddot{𝗈}`$m-hole density by an energy-dependent function, and this function is never larger then one and shall approach to zero at high energy.

A. Charged black holes with continuous spectrum

Let us first analyze the case with continuous spectrum. The microcanonical density for the configuration with N charged black holes is

$$\mathrm{\Omega }_N(E,Q,V)=\frac{1}{N!}[\frac{V}{(2\pi )^3}]^N\underset{i=1}{\overset{N}{}}_{m_0}^{\mathrm{}}𝑑m_i_{m_i}^{m_i}𝑑q_i_{\mathrm{}}^{\mathrm{}}𝑑p_i^3$$

$$\times \rho (m_i,q_i)\delta (E\underset{i}{}E_i)\delta (Q\underset{i}{}q_i)\delta ^3(\underset{i}{}𝐩_i),$$
$`(3.1)`$
where $`m_0`$ is the lightest mass of the black hole, if it exists. Once again, we assume that black holes obey the dispersion relation, $`m_i^2=E_i^2𝐩_i^2`$. Then, likes that in the neutral holes, the high-momentum state in Eq.(3.1) will contribute negligibly to the momentum integration and we can neglect the momentum-conservation $`\delta `$ function. Thus Eq.(3.1) becomes $`N`$ decoupled Gaussian integrals

$$\mathrm{\Omega }_N(E,Q,V)=\frac{1}{N!}[\frac{V}{(2\pi )^3}]^N\underset{i=1}{\overset{N}{}}_{m_0}^{\mathrm{}}𝑑E_i_{E_i}^{E_i}𝑑q_i\rho (E_i,q_i)\delta (E\underset{i}{}E_i)\delta (Q\underset{i}{}q_i).$$
$`(3.2)`$
We now analyze the microcanonical density Eq.(3.2). When N=1 then from Eq.(1.4) we have

$$\mathrm{\Omega }_1(E,Q,V)=Cexp[\pi (E+\sqrt{E^2Q^2})^2].$$
$`(3.3)`$
When N=2 then

$$\mathrm{\Omega }_2(E,Q,V)=\frac{1}{2}[\frac{CV}{(2\pi )^3}]^2_{m_0}^{\mathrm{}}𝑑E_1_{E_i}^{E_i}𝑑q_1_{m_0}^{\mathrm{}}𝑑E_2_{E_2}^{E_2}𝑑q_2$$

$$\times exp[\pi (E_1+\sqrt{E_1^2q_1^2})^2+\pi (E_2+\sqrt{E_2^2q_2^2})^2]$$

$$\times \delta (EE_1E_2)\delta (Qq_1q_2)$$

$$<\frac{1}{2}[\frac{CV}{(2\pi )^3}]^2_0^{\mathrm{}}𝑑E_12_0^{E_i}𝑑q_1_0^{\mathrm{}}𝑑E_22_0^{E_2}𝑑q_2$$

$$\times exp[\pi (E_1+\sqrt{E_1^2q_1^2})^2+\pi (E_2+\sqrt{E_2^2q_2^2})^2]$$

$$\times \delta (EE_1E_2)\delta (Qq_1q_2).$$
$`(3.4)`$
Since $`E=E_1+E_2`$ we have the relation

$$(E_1+\sqrt{E_1^2q_1^2})^2+(E_2+\sqrt{E_2^2q_2^2})^2$$

$$=(E_1^2+E_2^2)+(E_1^2q_1^2)+(E_2^2q_2^2)+2E(\sqrt{E_1^2q_1^2}+\sqrt{E_2^2q_2^2})$$

$$2(E_2\sqrt{E_1^2q_1^2}+E_1\sqrt{E_2^2q_2^2})$$

$$<(E_1^2+E_2^2)+(E_1^2q_1^2)+(E_2^2q_2^2)+2E(\sqrt{E_1^2q_1^2}+\sqrt{E_2^2q_2^2})2E_2\sqrt{E_1^2q_1^2}.$$

$`(3.5)`$
To proceed, using the appendices B and C we see that

$$(E_1^2q_1^2)+(E_2^2q_2^2)<E^2Q^2,$$
$`(3.6)`$
$$2E(\sqrt{E_1^2q_1^2}+\sqrt{E_2^2q_2^2})<2E\sqrt{E^2Q^2},$$
$`(3.7)`$
$$_0^{E_1}𝑑q_1_0^{E_2}𝑑q_2exp(2\pi E_2\sqrt{E_1^2q_1^2})\delta (Qq_1q_2)<H(Q)<h_00.275.$$
$`(3.8)`$
Through the similar prescription as that in deriving Eq.(2.5) we have the relation

$$_0^{\mathrm{}}𝑑E_1_0^{\mathrm{}}𝑑E_2e^{\pi (E_1^2+E_2^2)}\delta (EE_1E_2)<e^{\pi E^2}G(E),$$
$`(3.9)`$
in which we define

$$G(E)_0^E𝑑xe^{2\pi (x^2Ex)}<\frac{2}{\pi E}(1e^{\pi E^2/2})<g_00.509.$$
$`(3.10)`$
Note that the function $`G(E)`$ is increasing from zero, at $`E=0`$, to the maximum value $`g_0`$, at $`E0.894`$, and then approaches to $`\frac{2}{\pi E}`$ at large E .

Substituting the inequalities Eqs.(3.6)-(3.10) into Eq.(3.4) we thus have the inequality

$$\mathrm{\Omega }_2(E,Q,V)<\frac{1}{2}[\frac{CV}{(2\pi )^3}]^24h_0G(E)exp[\pi (E+\sqrt{E^2Q^2})^2].$$
$`(3.11)`$
Now we have shown that the two-hole density $`\mathrm{\Omega }_2(E,Q,V)`$ is less then the product of one-hole density $`\mathrm{\Omega }_1(E,Q,V)`$ by an energy-dependent function $`G(E)`$ which is never larger then one and will approach to zero at high energy. Then, as that in section II, after repeatedly using this property we can easily find that

$$\underset{N=2}{\overset{\mathrm{}}{}}\mathrm{\Omega }_N(E,Q,V)<e^{\pi E^2}\frac{2}{\pi E}(1e^{\pi E^2/2})(4h_0f_0)^2exp[\frac{CV}{(2\pi )^3}(4h_0f_0)].$$
$`(3.12)`$
Therefore at high energy limit

$$E>>\frac{(2\pi )^2}{CV}(4h_0f_0)^2exp[\frac{CV}{(2\pi )^3}(4h_0f_0)],$$
$`(3.13)`$
then

$$\mathrm{\Omega }_1(E,Q,V)>\underset{N=2}{\overset{\mathrm{}}{}}\mathrm{\Omega }_N(E,Q,V),$$
$`(3.14)`$
and the microcanonical density of a gas of charged black holes can be approximated as

$$\mathrm{\Omega }(E,Q,V)\mathrm{\Omega }_1(E,Q,V)=\frac{CV}{(2\pi )^3}exp[\pi (E+\sqrt{E^2Q^2})^2].$$
$`(3.15)`$
Thus the most probable configuration for a gas of Reissner-Nordstr$`\ddot{𝗈}`$m black holes with continuous spectrum will be that at N =1. This implies that one hole acquires all of the mass and all of the charge. Note that the bootstrap condition is obeyed in our analysis and thus the U(1) charge does not break the bootstrap property of the black hole, in contrast to the claim in .

B. Charged black holes with discrete spectrum

Next, we investigate the charged black holes system with discrete spectrum. The microcanonical density is written as

$$\mathrm{\Omega }(E,Q)=\underset{N=1}{\overset{\mathrm{}}{}}\mathrm{\Omega }(N,E,Q).$$
$`(3.16)`$
The density for the configuration with N charged black holes is

$$\mathrm{\Omega }(N,E,Q)=\frac{1}{N!}\underset{i=1}{\overset{N}{}}\underset{n_i=1}{\overset{\mathrm{}}{}}\underset{k_i=1}{\overset{n}{}}\rho (n_i,k_i)\delta _{E,_{i=1}^N\sqrt{n_i}}\delta _{Q,_{i=1}^N\sqrt{k_i}}$$

$$=\frac{1}{N!}\underset{i=1}{\overset{N}{}}\underset{n_i=1}{\overset{\mathrm{}}{}}\underset{k_i=1}{\overset{n_i}{}}Cexp[\pi (\sqrt{n_i}+\sqrt{n_ik_i})^2]\delta _{E,_{i=1}^N\sqrt{n_i}}\delta _{Q,_{i=1}^N\sqrt{k_i}}$$
$`(3.17)`$
When N=1 then

$$\mathrm{\Omega }(1,E,Q)=Cexp[\pi (E+\sqrt{E^2Q^2})^2].$$
$`(3.18)`$
When N =2 then

$$\mathrm{\Omega }(2,E,Q)=\frac{C^2}{2}\underset{n_1=1}{\overset{\mathrm{}}{}}\underset{k_1=1}{\overset{n_1}{}}\underset{n_2=1}{\overset{\mathrm{}}{}}\underset{k_2=1}{\overset{n_2}{}}exp[\pi (\sqrt{n_1}+\sqrt{n_1k_1})^2]exp[\pi (\sqrt{n_2}+\sqrt{n_2k_2})^2]$$

$$\times \delta _{E,\sqrt{n_1}+\sqrt{n_2}}\delta _{Q,\sqrt{k_1}+\sqrt{k_2}}.$$
$`(3.19)`$
Since $`E=\sqrt{n_1}+\sqrt{n_2}`$ we have the relation

$$(\sqrt{n_1}+\sqrt{n_1k_1})^2+(\sqrt{n_2}+\sqrt{n_2k_2})^2$$

$$=(n_1+n_2)+(n_1k_1)+(n_2k_2)+2E(\sqrt{n_1}\sqrt{n_1k_1}+\sqrt{n_2}\sqrt{n_2k_2})$$

$$2(\sqrt{n_2}\sqrt{n_1k_1}+\sqrt{n_1}\sqrt{n_2k_2})$$

$$<(n_1+n_2)+(n_1k_1+n_2k_2)+2E(\sqrt{n_1}\sqrt{n_1k_1}+\sqrt{n_2}\sqrt{n_2k_2})2\sqrt{n_2}\sqrt{n_1k_1}.$$
$`(3.20)`$
Using the identities shown in the appendices B and C we have

$$(n_1k_1+n_2k_2)<E^2Q^2,$$
$`(3.21)`$
$$2E(\sqrt{n_1k_1}+\sqrt{n_2k_2})<2E\sqrt{E^2Q^2},$$
$`(3.22)`$
$$\underset{k_1=1}{\overset{n_1}{}}\underset{k_2=1}{\overset{n_2}{}}exp[2\pi \sqrt{n_2}\sqrt{n_1k_1}]\delta _{Q,\sqrt{k_1}+\sqrt{k_2}}<J(Q)1.$$
$`(3.23)`$
Using the similar prescription as that in deriving Eq.(2.15) we have the relation

$$\underset{n_1=1}{\overset{\mathrm{}}{}}\underset{n_2=1}{\overset{\mathrm{}}{}}exp[\pi (n_1+n_2)]\delta _{E,\sqrt{n_1}+\sqrt{n_2}}<K(E,e^\pi )exp(\pi E^2),$$
$`(3.24)`$
in which, as mentioned in Eq.(2.15), $`K(E,e^\pi )`$ is a rapidly decaying function with respect to the variable $`E`$. For examples, $`K(2,e^\pi )0.04,K(5,e^\pi )10^6,\mathrm{},K(10,e^\pi )10^{12}.`$ Using the inequalities Eqs.(3.21)-(3.24) we thus have the inequality

$$\mathrm{\Omega }_2(E,Q,V)<\frac{C^2}{2}K(E,e^\pi )exp[\pi (E+\sqrt{E^2Q^2})^2].$$
$`(3.25)`$
As we have shown that two-hole density $`\mathrm{\Omega }(2,E,Q)`$ is less then the product of one-hole density $`\mathrm{\Omega }(1,E,Q)`$ by an energy-dependent function $`K(E,e^\pi )`$ which is never larger then one and approaches to zero at high energy. Then, as that in section II, repeatedly using this property we can easily find that

$$\underset{n=2}{\overset{\mathrm{}}{}}\mathrm{\Omega }(N,E,Q)<K(E,e^\pi )(e^C1)exp[\pi (E+\sqrt{E^2Q^2})^2].$$
$`(3.26)`$
Since the function $`K(E,e^\pi )`$ is a rapidly decaying function with respect to the variable $`E`$ we conclude that

$$\mathrm{\Omega }(N,E,Q)\mathrm{\Omega }(1,E,Q)=Cexp[\pi (E+\sqrt{E^2Q^2})^2],$$
$`(3.27)`$
if the energy of the system is sufficiently large. Thus the most probable configuration for a gas of Reissner-Nordstr$`\ddot{𝗈}`$m black holes with quantized spectrum will be that at N =1. This means that one hole acquires all of the mass and all of charge. Thus the bootstrap condition is still obeyed.

4. CONCLUSION

In conclusion, I have used the microcanonical treatment to study the statistical mechanics of a gas of Schwarzschild black holes or Reissner-Nordstr$`\ddot{𝗈}`$m black holes. The black holes may have the discrete spectrum or have the continuous spectrum . In these systems I have set up the inequalities in the microcanonical ensemble of N black holes. The central ideal in our treatment is first to show that the two-hole density is always less then the product of one-hole density by an energy-dependent function. This function is found to be never larger then one and will approach to zero at high energy. Once this relation is established then it can be adopted to show that the $`N`$-hole density is always less then the ($`N1`$)-hole density. Then, repeatedly using this property we thus finally show that the N-hole density is small then the one-hole density at high energy limit. Thus the most probable configuration is that with N =1, if the energy of the system is sufficiently large. This implies that the bootstrap condition is obeyed in the black holes system and U(1) charge does not break the bootstrap property.

APPENDIX A

From the definition

$$F(E)_0^E𝑑xe^{8\pi (x^2Ex)}=E_0^1𝑑ye^{8\pi E^2(y^2y)}$$

$$=Ee^{2\pi E^2}_0^1𝑑ye^{8\pi E^2(y1/2)^2}=2Ee^{2\pi E^2}_0^{1/2}𝑑ze^{8\pi E^2z^2}$$

$$<2Ee^{2\pi E^2}_0^{1/2}𝑑ze^{4\pi E^2z}=\frac{1}{2\pi E}(1e^{2\pi E^2}),$$
$`(A1)`$
which is used in Eq.(2.5)

APPENDIX B

From the figure 1 we see that

$$(E_1^2q_1^2)+(E_2^2q_2^2)\overline{ac}^2\overline{ab}^2+\overline{cd}^2\overline{ce}^2=\overline{cb}^2+\overline{de}^2$$

$$=\overline{ef}^2+\overline{de}^2<(\overline{ef}+\overline{de})^2=\overline{ad}^2\overline{abf}^2$$

$$<(\overline{ac}+\overline{cd})^2\overline{abf}^2=E^2Q^2,$$
$`(B1)`$
which is used in Eq.(3.6).

From figure 1 we also see that

$$\sqrt{E_1^2q_1^2}+\sqrt{E_2^2q_2^2}\sqrt{\overline{ac}^2\overline{ab}^2}+\sqrt{\overline{cd}^2\overline{ce}^2}=\overline{cb}+\overline{de}$$

$$=\overline{ef}+\overline{de}=\overline{def}=\sqrt{\overline{ad}^2\overline{abf}^2}$$

$$<\sqrt{(\overline{ac}+\overline{cd})^2\overline{abf}^2}=\sqrt{E^2Q^2},$$
$`(B2)`$
which is used in Eq.(3.7).

Once letting $`n_1=E_1^2,n_2=E_2^2,k_1=q_1^2`$ and $`k_2=q_2^2`$, then the above inequalities also imply the relations used in Eqs.( 3.21) and (3.22).

APPENDIX C

Since $`q_2E_2`$ we have

$$_0^{E_1}𝑑q_1_0^{E_2}𝑑q_2exp(2\pi E_2\sqrt{E_1^2q_1^2})\delta (Qq_1q_2)$$

$$_0^{E_1}𝑑q_1_0^{E_2}𝑑q_2exp(2\pi q_2\sqrt{E_1^2q_1^2})\delta (Qq_1q_2)$$

$$=_0^{E_1}𝑑q_1exp[2\pi (Qq_1)\sqrt{E_1^2q_1^2}].$$
$`(C1)`$
(i) When $`QE_1`$ (note that $`E=E_1+E_2Q`$) then Eq.(C1) becomes

$$_0^{E_1}𝑑q_1exp[2\pi (Qq_1)\sqrt{E_1^2q_1^2}]_0^{E_1}𝑑q_1exp[2\pi (E_1q_1)\sqrt{E_1^2q_1^2}]H(E_1).$$

$`(C2)`$
After a simple calculation we see that the function H is increasing from zero, at $`E_1=0`$, to the maximum value $`h_00.275`$, at $`E_10.506`$, and then rapidly approaches to zero at large $`E_1`$.

(ii) When $`Q<E_1`$ then since $`0q_2=Qq_1`$ we have to constrain the integration of $`q_1`$ in Eq.(C1) to be from zero to $`Q`$, thus

$$_0^{E_1}𝑑q_1exp[2\pi (Qq_1)\sqrt{E_1^2q_1^2}]_0^Q𝑑q_1exp[2\pi (Qq_1)\sqrt{Q^2q_1^2}]H(Q).$$
$`(C3)`$
As before, $`H(Q)<h_00.275`$. This establishes the inequality Eq.(3.8)

The prove the relation Eq.(3.23) we can let $`n_1=E_1^2,n_2=E_2^2,k_1=q_1^2`$ and $`k_2=q_2^2`$ in the above treatment. Then we have the relation

$$\underset{k_1=1}{\overset{n_1}{}}\underset{k_2=1}{\overset{n_2}{}}exp[2\pi \sqrt{n_2}\sqrt{n_1k_1}]\delta _{Q,\sqrt{k_1}+\sqrt{k_2}}<\underset{k_1=1}{\overset{Q^2}{}}exp[2\pi (Q\sqrt{k_1})\sqrt{Q^2k_1}]=J(Q).$$
$`(C4)`$
After a simple calculation we see that the function J(Q) is a rapidly decaying function with respect to the variable $`Q`$. For examples, $`J(1)=1,J(5)10^{34},\mathrm{},J(10)10^{78}`$.

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FIG.1 Since $`E_1q_1`$ and $`E_2q_2`$ we can let $`\overline{ac}=E_1,\overline{ab}=q_1,\overline{cd}=E_2`$ and $`\overline{ce}=q_2`$ . Note that $`\mathrm{}abc=\mathrm{}ced=\pi /2`$.


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# 1 Introduction

## 1 Introduction

Algebras of generalized functions in the sense of J. F. Colombeau provide an efficient tool for the treatment of nonlinear problems involving singularities (cf., e.g. , , , ,  and the literature cited therein). In particular, unrestricted multiplication (as well as a host of more general nonlinear operations) of distributions can be carried out in Colombeau algebras. Moreover, starting with , regularity theory has been introduced into the Colombeau framework and was extended to microlocal analysis with applications to propagation of singularities in , ,  and .

In the present paper we study microlocal properties of multiplication of generalized functions as well as of related operations (like pullback) in this setting. Since unlike in the case of intrinsic multiplication of distributions the formation of products in the Colombeau algebra is not subject to regularity conditions (“favorable position of the wave front sets”), new effects can (and will) occur. Apart from deriving general results on inclusion relations for wave front sets of products the emphasis of our presentation will be on providing examples illustrating these new effects. At the same time, the examples will demonstrate that the mentioned inclusion relations are optimal in the sense that the assumptions made to derive them cannot be weakened.

Concerning notation and terminology we basically follow . Thus by $`𝒜_0()`$ we denote the space of test functions on $``$ with unit integral. For $`1q`$, $`𝒜_q()`$ is the subspace of $`𝒜_0()`$ consisting of those elements whose moments up to order $`q`$ vanish. For $`n1`$, $`𝒜_q(^n)`$ is the space of $`n`$-fold tensor products $`\varphi ^{(n)}:=\varphi \mathrm{}\varphi `$ with $`\varphi 𝒜_0()`$. If $`\varphi 𝒟(^n)`$ is any test function we set $`\varphi _\epsilon (x)=\varphi (x/\epsilon )/\epsilon ^n`$. Then the basic building blocks of the Colombeau algebra of generalized functions are defined as follows:

$`_M(^n)`$ is the set of all maps $`R:𝒜_0(^n)\times ^n`$ which are smooth in $`x`$ and satisfy: $`K^n`$ $`\alpha _0^n`$ $`N`$ $`\varphi 𝒜_N(^n)`$ $`c>0`$ $`\eta >0`$:

$$\underset{xK}{sup}|^\alpha R(\varphi _\epsilon ,x)|c\epsilon ^N(0<\epsilon <\eta ).$$
(1)
$`𝒩(^n)`$ is the subset of $`_M(^n)`$ consisting of those $`R`$ satisfying: $`K^n`$ $`\alpha _0^n`$ $`q`$ $`p`$ $`\varphi 𝒜_p(^n)`$ $`c>0`$ $`\eta >0`$:

$$\underset{xK}{sup}|^\alpha R(\varphi _\epsilon ,x)|c\epsilon ^q(0<\epsilon <\eta ).$$
(2)
Then the Colombeau algebra $`𝒢(^n)`$ is defined as the quotient $`_M(^n)/𝒩(^n)`$. We note that to characterize $`𝒩`$ as a subspace of $`_M`$ it would suffice to suppose (2) only for $`\alpha =0`$ (see , Th. 13.1). For the definition of $`𝒢(\mathrm{\Omega })`$ for $`\mathrm{\Omega }^n`$ open we refer to . The subalgebra of compactly supported elements of $`𝒢`$ will be denoted by $`𝒢_c`$.

The respective definitions for the space $`𝒢_\tau =_{M,\tau }/𝒩_\tau `$ of tempered Colombeau functions read:

$`_{M,\tau }(^n)`$ is the set of all maps $`R:𝒜_0(^n)\times ^n`$ which are smooth in $`x`$ and satisfy: $`\alpha _0^n`$ $`N`$ $`\varphi 𝒜_N(^n)`$ $`c>0`$ $`\eta >0`$:

$$|^\alpha R(\varphi _\epsilon ,x)|c(1+|x|)^N\epsilon ^N(x^n,\mathrm{\hspace{0.17em}0}<\epsilon <\eta )$$
(3)
$`𝒩_\tau (^n)`$ is the subset of $`_{M,\tau }(^n)`$ consisting of those $`R`$ satisfying: $`\alpha _0^n`$ $`q`$ $`p`$ $`\varphi 𝒜_p(^n)`$ $`c>0`$ $`\eta >0`$:

$$|^\alpha R(\varphi _\epsilon ,x)|c(1+|x|)^N\epsilon ^q(x^n,\mathrm{\hspace{0.17em}0}<\epsilon <\eta )$$
(4)
The canonical embedding of $`𝒟^{}`$ into $`𝒢`$ resp. of $`𝒮^{}`$ into $`𝒢_\tau `$ will consistently be denoted by $`\iota `$. Also, equivalence classes of elements $`R`$ of $`_M`$ resp. $`_{M,\tau }`$ will be written as $`\mathrm{cl}[(R(\varphi ,.))_\varphi ]`$.

## 2 Basic definitions, a first example

The starting point for regularity theory and microlocal analysis in Colombeau algebras of generalized functions was the introduction of the subalgebra $`𝒢^{\mathrm{}}`$ of $`𝒢`$ by M. Oberguggenberger in . $`𝒢^{\mathrm{}}`$ consists of those elements of $`𝒢`$ displaying uniform $`\epsilon `$-growth in all derivatives. By , Th. 25.2, $`𝒢^{\mathrm{}}𝒟^{}=𝒞^{\mathrm{}}`$, an identity on which all further regularity theory is based. The analogous notion $`𝒢_\tau ^{\mathrm{}}`$ for tempered Colombeau functions was introduced in  where it was also shown that $`𝒢_\tau ^{\mathrm{}}𝒮^{}=𝒪_M`$ (, Th. 16). Here $`𝒪_M`$ denotes the space of smooth functions with at most polynomial growth in each derivative.

$`U𝒢_c`$ is an element of $`𝒢^{\mathrm{}}`$ iff its Fourier transform (with respect to any damping measure) is rapidly decreasing (, Th. 18). Based on this observation the concept of wave front set in $`𝒢`$, first introduced in , has been (equivalently) stated in  along the lines of , Sect. 8.1. Thus for $`U𝒢_c`$ by $`\mathrm{\Sigma }_g(U)`$ we denote the cone (in $`^n0`$) which is the complement of those points possessing open conic neighborhoods on which the Fourier transform of $`U`$ is rapidly decreasing. This notion is again independent of the damping measure used in the definition of Fourier transform in $`𝒢_\tau `$. Then for $`U𝒢(\mathrm{\Omega })`$ and $`x_0\mathrm{\Omega }`$, the cone of irregular directions at $`x_0`$ is

$$\mathrm{\Sigma }_{g,x_0}(U)=\underset{\phi 𝒟(\mathrm{\Omega }),\phi (x_0)0}{}\mathrm{\Sigma }_g(\phi U)$$
(5)
The wave front set of $`U`$ is given by

$$\mathrm{WF}(U)=\{(x,\xi )\mathrm{\Omega }\times ^n0\xi \mathrm{\Sigma }_{g,x}(U)\}.$$
(6)
Finally, we shall make use of the concept of characteristic set of a linear differential operator (introduced in  for the case of the special Colombeau algebra):

###### Definition 1.

Let $`P=_{|\alpha |m}a_\alpha (x)^\alpha `$ be a linear differential operator on $`\mathrm{\Omega }`$ with coefficients in $`𝒢(\mathrm{\Omega })`$. $`(x_0,\xi _0)\mathrm{\Omega }\times ^n\{0\}`$ is not in the characteristic set of $`P`$ if there exists a neighborhood $`V_{x_0}`$ of $`x_0`$, a neighborhood $`\mathrm{\Gamma }_{\xi _0}`$ of $`\xi _0`$, some $`r`$ and some $`m_0`$ such that $`\varphi 𝒜_m(^n)`$ $`\eta >0`$ $`C>0`$ with

$$|P_m(\varphi _\epsilon ,x,\xi )|C\epsilon ^r|\xi |^m,xV_{x_0},\xi \mathrm{\Gamma }_{\xi _0},\epsilon (0,\eta ).$$
(7)
The following example, which was first introduced in , gives a first application of these concepts and introduces some methods that will repeatedly be used in the following sections.

###### Example 2.

We want to calculate the wave front set of the solution to

$$\begin{array}{ccc}\hfill (_t+a_x)U& =& 0\hfill \\ \hfill U_{t=0}=U_0& & \end{array}$$
(8)
where $`a`$ denotes a bounded generalized constant and $`U_0`$ is allowed to be singular. Thus let $`(a_\epsilon )_{\epsilon >0}`$ be such that $`|a_\epsilon |`$ is bounded and denote by $`a`$ the generalized constant with representative $`a(\varphi )=a_{d(\varphi )}`$ (where $`d(\varphi )`$ is the diameter of the support of $`\varphi `$). Then for any $`U_0𝒢()`$ the solution $`U`$ of (8) is given by the class of $`U(\varphi ^{(2)},x,t)=u_0(\varphi ,xa(\varphi )t)`$. Denote by $`B`$ the set of limit points for $`\epsilon 0`$ of $`(a_\epsilon )_{\epsilon >0}`$. As was noted in ,

$$\mathrm{singsupp}(U)S:=\{(x,t)bB\text{ s.t. }xbtK\}$$
(9)
where $`K=\mathrm{singsupp}(U_0)`$. In fact, let $`(x_0,t_0)S`$. Then by differentiating $`u_0(\varphi _\epsilon ,xa(\varphi _\epsilon )t)`$ and employing the boundedness of $`a`$ it follows that it suffices to show $`xa_\epsilon tK`$ for $`(x,t)`$ in a neighborhood of $`(x_0,t_0)`$ and $`\epsilon `$ small which is obviously satisfied.

To begin with, let us determine the wave front set of $`U`$ for the particular initial value $`U_0=\delta =\mathrm{cl}[(\varphi )_{\varphi 𝒜_0()}]`$, so $`K=\{0\}`$. Let $`(x_0,t_0)S`$ and let $`\psi 𝒟(^2)`$, $`\psi (x_0,t_0)0`$. Then

$`(\psi u(\varphi _\epsilon ^{(2)},.))^{}(\xi ,\tau )={\displaystyle }e^{i(\xi x+\tau t)}\psi (x,t)\epsilon ^1\varphi \left({\displaystyle \frac{xa_{d(\varphi )\epsilon }t}{\epsilon }}\right)d(x,t)`$
$`={\displaystyle e^{i(\xi (\epsilon x+a_{d(\varphi )\epsilon }t)+\tau t)}\psi (\epsilon x+a_{d(\varphi )\epsilon }t,t)\varphi (x)𝑑x𝑑t}`$
Setting $`(\xi ,\tau )=\omega (\xi _0,\tau _0)`$ this equals

$$e^{i\omega f_\epsilon (x,t)}\psi (\epsilon x+a_{d(\varphi )\epsilon }t,t)\varphi (x)𝑑x𝑑t.$$
(10)
where $`f_\epsilon (x,t)=(a_{d(\varphi )\epsilon }\xi _0+\tau _0)t\epsilon \xi _0x`$. By , Th. 7.7.1, for any $`k`$ we obtain a constant $`C`$ independent of $`\epsilon `$ such that

$$\begin{array}{c}|(\psi u(\varphi _\epsilon ^{(2)},.)^{}(\xi ,\tau )|C\omega ^k\hfill \\ _{|\alpha |k}sup(|D^\alpha (\psi (\epsilon x+a_{d(\varphi )\epsilon }t,t)\varphi (x))||Df_\epsilon (x,t)|^{|\alpha |2k}).\hfill \end{array}$$
(11)
Here $`|Df_\epsilon (x,t)|^2=\epsilon ^2|\xi _0|^2+|\tau _0+a_{d(\varphi )\epsilon }\xi _0|^2`$, which remains bounded away from $`0`$ (uniformly in $`\epsilon `$) for $`\tau _0B\xi _0`$. Then from (11) we conclude that any such pair $`(\xi _0,\tau _0)`$ is not contained in $`\mathrm{\Sigma }_{g,(x_0,t_0)}(U)`$. Denoting by $`\mathrm{\Gamma }_B`$ the cone $`\{(\xi ,\tau )bB\text{ with }\tau =b\xi \}`$ we have shown that

$$\mathrm{WF}_g(U)S\times \mathrm{\Gamma }_B.$$
(12)
Conversely, let $`\tau _0=b\xi _0`$ for some $`bB`$, fix $`\varphi 𝒜_0()`$ and choose a sequence $`\epsilon _k0`$ with $`a_{d(\varphi )\epsilon _k}b`$. Then from (10) we have $`(\psi u(\varphi _\epsilon ^{(2)},.)^{}(\xi ,\tau )\psi (bt,t)dt`$ which for an appropriate choice of $`\psi `$ is nonzero. Thus $`(\psi u(\varphi _\epsilon ^{(2)},.)^{}`$ is not rapidly decreasing in the direction $`(\xi _0,\tau _0)`$, so we also obtain the reverse inclusion of (12). Summing up,

$$\mathrm{WF}_g(U)=S\times \mathrm{\Gamma }_B.$$
(13)
We note that inclusion (12) can even be obtained for general initial data in $`𝒢()`$ by propagation of singularities: in fact, by Th. 4 of  we have

$$\mathrm{WF}_gU\text{Char}P\mathrm{WF}_gP(U)(U𝒢(\mathrm{\Omega }))$$
(14)
for any linear differential operator with coefficients in $`𝒢^{\mathrm{}}(\mathrm{\Omega })`$. Since the right hand side of (8) is $`0`$ it therefore remains to determine the characteristic directions of the operator $`P=_t+a_x`$. Fix $`\varphi 𝒜_0()`$ and set $`P_\epsilon (x,t;\xi ,\tau )=P(\varphi _\epsilon ^{(2)},x,t;\xi ,\tau )=i(\tau +a_\epsilon \xi )`$ (to simplify notation we assume $`d(\varphi )=1`$). To show that $`(x_0,t_0,\xi _0,\tau _0)`$ is non-characteristic it suffices to prove the existence of a neighborhood $`V`$ of $`(x_0,t_0)`$, a conic neighborhood of $`(\xi _0,\tau _0)`$ and constants $`r`$ (independent of $`\varphi `$), $`C>0`$ and $`\eta >0`$ such that

$$|P_\epsilon (x,t;\xi ,\tau )|C\epsilon ^r(|\xi |+|\tau |)((x,t)V,(\xi ,\tau )\mathrm{\Gamma },0<\epsilon <\eta )$$
(15)
Let $`\tau _0B\xi _0`$ and suppose $`\xi _00`$ to begin with. Then there exists some $`c>0`$ such that $`|\tau _0/\xi _0+a_\epsilon |c`$ for $`\epsilon `$ small. Let

$$\mathrm{\Gamma }=\{(\xi ,\tau )|\frac{\tau }{\xi }\frac{\tau _0}{\xi _0}|<\frac{c}{2}\}$$

For $`(\xi ,\tau )\mathrm{\Gamma }`$ we get

$`|\tau +a_\epsilon \xi ||\xi |(|{\displaystyle \frac{\tau _0}{\xi _0}}+a_\epsilon ||{\displaystyle \frac{\tau }{\xi }}{\displaystyle \frac{\tau _0}{\xi _0}}|){\displaystyle \frac{c}{2}}|\xi |\stackrel{~}{c}(|\xi |+|\tau |)`$
so $`(\xi ,\tau )`$ is noncharacteristic. On the other hand, if $`\xi _0=0`$ then we choose $`c`$ such that $`c|a_\epsilon |<1/2`$ for all $`\epsilon `$ and set $`\mathrm{\Gamma }=\{(\xi ,\tau )|\xi /\tau |<c\}`$. Then again

$`|\tau +a_\epsilon \xi ||\tau |(1|a_\epsilon |{\displaystyle \frac{|\xi |}{|\tau |}}){\displaystyle \frac{1}{2}}|\tau |\stackrel{~}{c}(|\xi |+|\tau |)`$
for $`(\xi ,\tau )\mathrm{\Gamma }`$. Thus $`\text{Char}P^2\times \mathrm{\Gamma }_B`$ which by (9) and (14) implies (12).

###### Remark 3.

In  it is shown that inclusion (9) — and consequently also (12) — may be strict.

## 3 The wave front set of a product

In order to give a concise presentation of the following results we first collect a few facts on cones in $`^n`$ resp. $`^n0`$.

###### Lemma 4.

1. If $`\mathrm{\Sigma }_1`$, $`\mathrm{\Sigma }_2`$ are closed cones in $`^n`$ such that $`\mathrm{\Sigma }_1\mathrm{\Sigma }_2=\{0\}`$ then $`\alpha >0`$:

$$|\xi \eta |\alpha |\eta |\xi \mathrm{\Sigma }_1,\eta \mathrm{\Sigma }_2.$$

Let $`\mathrm{\Gamma }_1`$, $`\mathrm{\Gamma }_2`$ be closed cones in $`^n0`$ such that $`0\mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$. Then

1. $`\overline{\mathrm{\Gamma }_1+\mathrm{\Gamma }_2}^{^n0}=(\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)\mathrm{\Gamma }_1\mathrm{\Gamma }_2`$.
2. For any open conic neighborhood $`W`$ of $`\mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$ in $`^n0`$ one can choose open conic neighborhoods $`W_1`$, $`W_2`$ in $`^n0`$ of $`\mathrm{\Gamma }_1`$, $`\mathrm{\Gamma }_2`$, respectively such that $`W_1+W_2W`$.

###### Remark 5.

1. the second assertion is false (in gen.) if $`0\mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$ by the following example (in $`^3`$) due to M. Grosser: Let $`K_1=\{\lambda (1,t,t^2)0t1,\lambda 0\}`$, $`K_2=\{\lambda (1,t,t^2)0t1,\lambda 0\}`$. Then $`\mathrm{\Gamma }_i=K_i0`$ ($`i=1,2`$) are closed cones in $`^30`$. The sequence $`\mathrm{\Gamma }_1+\mathrm{\Gamma }_2\xi _n=n(1,1/n,1/n^2)+n(1,1/n,1/n^2)=(0,2,2/n)`$ tends to $`(0,2,0)`$ as $`n\mathrm{}`$. But $`(0,2,0)(\mathrm{\Gamma }_1+\mathrm{\Gamma }_2)\mathrm{\Gamma }_1\mathrm{\Gamma }_2`$: first, $`(0,2,0)=\lambda (1,t,t^2)+\mu (1,s,s^2)`$ implies $`\lambda =\mu `$, $`\lambda 0`$ and $`s=t=0`$, yielding $`0=2`$ in the second component, so $`(0,2,0)\mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$. Also, $`(0,2,0)\mathrm{\Gamma }_i`$ $`(i=1,2)`$ by construction.
2. the third assertion is false (in gen.) if $`0\mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$ by the following example in $`^2`$: Let $`\mathrm{\Gamma }_1=\{(x,0)x>0\}`$, $`\mathrm{\Gamma }_2=\{(x,0)x<0\}`$. Then the sum of any two open conic neighborhoods of $`\mathrm{\Gamma }_1`$, $`\mathrm{\Gamma }_2`$ is $`^2`$.

###### Proof.

(i): Otherwise there would be sequences $`\xi _j\mathrm{\Sigma }_1`$ and $`\eta _j\mathrm{\Sigma }_2`$ ($`j`$) such that $`|\xi _j\eta _j|<|\eta _j|/j`$ for all $`j`$; this implies $`|\xi _j/|\eta _j|\eta _j/|\eta _j||<1/j`$ which shows that $`\xi _j/|\eta _j|`$ has an accumulation point $`\xi _0\mathrm{\Sigma }_1`$ with $`|\xi _0|=1`$; but then $`\xi _0`$ is also an accumulation point of $`\eta _j/|\eta _j|`$ and therefore an element of $`\mathrm{\Sigma }_2`$ — a contradiction.

(ii): See , proof of Th. 1.3.6.

Assume that (iii) does not hold; for each $`k`$ choose conic neighborhoods $`W_j^k`$ ($`j=1,2`$) in $`^n0`$ with the following property: $`\eta W_j^k`$ the projection $`\eta /|\eta |`$ to $`S^{n1}`$ has distance less than $`1/k`$ to the compact set $`\mathrm{\Gamma }_jS^{n1}`$.

By assumption we can choose $`\eta _j^kW_j^k`$ such that $`\eta _1^k+\eta _2^k\overline{)}W`$. In particular, $`\mathrm{\Gamma }=^nW`$ is a nonempty closed cone in $`^n`$ and therefore also $`\eta ^k=(\eta _1^k+\eta _2^k)/\beta _k`$ with $`\beta _k=|\eta _1^k|+|\eta _2^k|`$ is contained in $`\mathrm{\Gamma }`$.

Now we choose $`\xi _{j,0}^k\mathrm{\Gamma }_jS^{n1}`$ such that $`|\xi _{j,0}^k\eta _j^k/|\eta _j^k||<1/k`$ and set

$$\xi ^k=\underset{\xi _1^k\mathrm{\Gamma }_1}{\underset{}{\frac{|\eta _1^k|}{\beta _k}\xi _{1,0}^k}}+\underset{\xi _2^k\mathrm{\Gamma }_2}{\underset{}{\frac{|\eta _2^k|}{\beta _k}\xi _{2,0}^k}}\mathrm{\Gamma }_1+\mathrm{\Gamma }_2.$$

By (ii) of the current lemma $`(\mathrm{\Gamma }_1\{0\})+(\mathrm{\Gamma }_2\{0\})`$ is a closed cone in $`^n`$; it intersects $`\mathrm{\Gamma }`$ only in $`0`$, so we can apply (i): for all $`k`$ we have for some $`\alpha >0`$

$$0<\alpha |\xi ^k||\xi ^k\eta ^k|=\frac{1}{\beta _k}\left||\eta _1^k|(\xi _{1,0}^k\frac{\eta _1^k}{|\eta _1^k|})+|\eta _2^k|(\xi _{2,0}^k\frac{\eta _2^k}{|\eta _2^k|})\right|<\frac{1}{k}.$$

Sending $`k\mathrm{}`$ we conclude that $`\xi ^k0`$. By construction the summands of $`\xi ^k`$ are bounded: $`|\xi _j^k|1`$ ($`j=1,2`$). If $`\xi _1^k`$ would tend to $`0`$ then so would $`\xi _2^k=\xi ^k\xi _1^k`$. But since $`\xi _{j,0}^k`$ are normalized this would imply that both $`|\eta _j^k|/\beta _k`$ ($`j=1,2`$) tend to zero yielding the contradiction $`1=(|\eta _1^k|+|\eta _2^k|)/\beta _k0`$. Therefore the norms of (suitable subsequences of) $`\xi _j^k`$ are bounded away from zero and above. There are subsequences $`\xi _j^{k_l}`$ ($`l`$) such that $`\xi _j^{k_l}\zeta _j0`$; then $`\mathrm{\Gamma }_1+\mathrm{\Gamma }_2\zeta _1+\zeta _2=0`$ and therefore $`0\mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$ — a contradiction. ∎

An essential new feature of microlocal analysis in the Colombeau setting is the precise quantification of decrease properties in terms of powers of the regularization parameter $`\epsilon `$. Recall from , Def. 17 that $`R𝒢_\tau `$ is called rapidly decreasing in a cone $`\mathrm{\Gamma }`$ if $`N`$ $`p_0`$ $`M_0`$ $`\varphi 𝒜_M`$ $`c>0`$ $`\eta >0`$:

$$|R(\varphi _\epsilon ,x)|c\epsilon ^N(1+|x|)^p(x\mathrm{\Gamma },\mathrm{\hspace{0.17em}0}<\epsilon <\eta ).$$
(16)
The following lemma shows that on closed cones in the complement of the cone of irregular directions of $`U𝒢_c`$, the order $`N`$ in (16) of rapid decrease of the Fourier transform of $`U`$ can be chosen uniformly.

###### Lemma 6.

Let $`U𝒢_c(\mathrm{\Omega })`$ and let $`\mathrm{\Gamma }`$ be a closed cone in the complement of $`\mathrm{\Sigma }_g(U)`$. Then $`N`$ $`p_0`$ $`M_0`$ $`\varphi 𝒜_M`$ $`c>0`$ $`\epsilon _0>0`$:

$$|(U(\varphi _\epsilon ,.))(\xi )|c\epsilon ^N(1+|\xi |)^p(\xi \mathrm{\Gamma },\mathrm{\hspace{0.17em}0}<\epsilon <\epsilon _0).$$
(17)
###### Proof.

For any $`\eta \mathrm{\Gamma }`$ there exists an open conic neighborhood $`\mathrm{\Gamma }(\eta )`$ such that $`N(\eta )`$ $`p_0`$ $`M(\eta ,p)_0`$ $`\varphi 𝒜_M`$ $`c(\eta ,p,\varphi )>0`$ $`\epsilon _0(\eta ,p,\varphi )>0`$ such that (17) holds with this set of constants on $`\mathrm{\Gamma }(\eta )`$. The sets $`\mathrm{\Gamma }(\eta )S^{n1}`$ are open in $`S^{n1}`$ and form a covering of the compact set $`\mathrm{\Gamma }S^{n1}`$. Thus there exist $`\eta _1,\mathrm{},\eta _m\mathrm{\Gamma }`$ such that

$$\mathrm{\Gamma }S^{n1}\underset{j=1}{\overset{m}{}}(\mathrm{\Gamma }(\eta _j)S^{n1}).$$

Consequently, $`\mathrm{\Gamma }`$ is contained in the union of the $`\mathrm{\Gamma }(\eta _j)`$ ($`1jm`$). Now set $`N=\mathrm{max}_{1jm}N(\eta _j)`$ to finish the proof. ∎

Following the terminology of  we will say that the wave front sets of two elements $`V_1`$, $`V_2`$ of $`𝒢`$ are in favorable position if $`\mathrm{WF}_g(V_1)+\mathrm{WF}_g(V_2)`$ does not contain any zero direction (i.e. any element of the form $`(x,0)`$). For $`V_1=\iota (v_1)`$, $`V_2=\iota (v_2)`$ distributions (in which case $`\mathrm{WF}(v_i)`$ and $`\mathrm{WF}_g(\iota (v_i))`$ coincide by , Th. 3.8 and , Cor. 24) this condition ensures that the Fourier product $`v_1v_2`$ of $`v_1`$ and $`v_2`$ exists in $`𝒟^{}`$ (, Prop. 6.3). Also, by , Prop. 10.3, $`V_1V_2`$ is associated with $`v_1v_2`$ in this case. Moreover, the wave front sets of $`v_1`$, $`v_2`$ and $`v_1v_1`$ are related by (see , Th. 8.2.10)

$$\mathrm{WF}(v_1v_2)(\mathrm{WF}(v_1)+\mathrm{WF}(v_2))\mathrm{WF}(v_1)\mathrm{WF}(v_2).$$
(18)
Our aim in the remainder of this section is to prove the analog of relation (18) for elements of $`𝒢`$ whose generalized wave front sets are in favorable position, where the product is to be taken in the algebra $`𝒢`$. In the following section it will turn out that the inclusion will in general break down if the assumption of a favorable position of the wave front sets is dropped.

###### Proposition 7.

Let $`V_1`$, $`V_2`$ $`𝒢_c(^n)`$ and suppose that $`0\mathrm{\Sigma }_g(V_1)+\mathrm{\Sigma }_g(V_2)`$. Then

$$\mathrm{\Sigma }_g(V_1V_2)\overline{\mathrm{\Sigma }_g(V_1)+\mathrm{\Sigma }_g(V_2)}^{^n0}=(\mathrm{\Sigma }_g(V_1)+\mathrm{\Sigma }_g(V_2))\mathrm{\Sigma }_g(V_1)\mathrm{\Sigma }_g(V_2).$$
(19)
###### Proof.

Choose representatives $`v_1`$, $`v_2`$ with compact support; with the short hand notation $`w_j^\epsilon (\eta )=(v_j(\varphi _\epsilon ,.))(\eta )`$ we have to estimate

$$(2\pi )^n\left(v_1(\varphi _\epsilon ,.)v_2(\varphi _\epsilon ,.)\right)(\xi )=w_1^\epsilon w_2^\epsilon (\xi )=\underset{^n}{}w_1^\epsilon (\xi \eta )w_2^\epsilon (\eta )d\eta $$

in a suitable conic neighborhood of any point $`\xi _0`$ in the complement of the right hand side of (19).

Let $`\mathrm{\Gamma }_0`$ be an open cone containing $`\overline{\mathrm{\Sigma }_g(V_1)+\mathrm{\Sigma }_g(V_2)}^{^n0}`$ such that $`\xi _0\overline{\mathrm{\Gamma }_0}`$. By Lemma 4 (iii) there exist open cones $`\mathrm{\Gamma }_j\mathrm{\Sigma }_g(V_j)`$ ($`j=1,2`$) such that $`\mathrm{\Gamma }_1+\mathrm{\Gamma }_2\mathrm{\Gamma }_0`$. Further, we set $`\mathrm{\Gamma }=^n\overline{\mathrm{\Gamma }_0}`$. We claim that $`w_1^\epsilon w_2^\epsilon `$ is rapidly decreasing in $`\mathrm{\Gamma }`$.

To show this we write

$$w_1^\epsilon w_2^\epsilon (\xi )=\underset{I_1^\epsilon (\xi )}{\underset{}{_{\mathrm{\Gamma }_2^c}w_1^\epsilon (\xi \eta )w_2^\epsilon (\eta )𝑑\eta }}+\underset{I_2^\epsilon (\xi )}{\underset{}{_{\mathrm{\Gamma }_2}w_1^\epsilon (\xi \eta )w_2^\epsilon (\eta )𝑑\eta }}$$

and estimate the summands individually.

Substituting $`\eta ^{}=\xi \eta `$, $`I_1^\epsilon `$ takes the form

$$I_1^\epsilon (\xi )=\underset{I_{11}^\epsilon (\xi )}{\underset{}{\underset{(\{\xi \}\mathrm{\Gamma }_2^c)\mathrm{\Gamma }_1}{}w_2^\epsilon (\xi \eta ^{})w_1^\epsilon (\eta ^{})𝑑\eta ^{}}}+\underset{I_{12}^\epsilon (\xi )}{\underset{}{\underset{(\{\xi \}\mathrm{\Gamma }_2^c)\mathrm{\Gamma }_1^c}{}w_2^\epsilon (\xi \eta ^{})w_1^\epsilon (\eta ^{})𝑑\eta ^{}}}$$

$`I_{12}^\epsilon `$ By Lemma 6 $`N`$ $`p_0`$ $`M_0`$ $`\varphi 𝒜_M`$ $`c>0`$ $`\epsilon _0>0`$:

$$|w_2^\epsilon (\xi \eta ^{})|c(1+|\xi \eta ^{}|^2)^p\epsilon ^N(\eta ^{}\{\xi \}\mathrm{\Gamma }_2^c,\epsilon (0,\epsilon _0))$$

and $`N^{}`$ $`p^{}_0`$ $`M^{}_0`$ $`\varphi 𝒜_M^{}`$ $`c^{}>0`$ $`\epsilon _0^{}>0`$:

$$|w_1^\epsilon (\eta ^{})|c^{}(1+|\eta ^{}|^2)^p^{}\epsilon ^N^{}(\eta ^{}\mathrm{\Gamma }_1^c,\epsilon (0,\epsilon _0^{}))$$

Thus by Peetre’s inequality we obtain (for $`\epsilon `$ small and $`\varphi 𝒜_{\mathrm{max}(M,M^{})}`$):

$$|I_{12}^\epsilon (\xi )|c^{\prime \prime }\epsilon ^{NN^{}}(1+|\xi |^2)^p_^n(1+|\eta ^{}|^2)^{pp^{}}𝑑\eta ^{}.$$

This last integral is convergent for $`p^{}>p+\frac{n}{2}`$, so $`I_{12}^\epsilon `$ is rapidly decreasing in $`\mathrm{\Gamma }`$.

$`I_{11}^\epsilon `$ We abbreviate the domain of integration by $`B_\xi =\mathrm{\Gamma }_1(\{\xi \}\mathrm{\Gamma }_2^c)`$. For $`\eta ^{}B_\xi `$, $`w_1^\epsilon `$ is tempered in $`\eta ^{}`$ and $`w_2^\epsilon `$ is rapidly decreasing in $`\xi \eta ^{}`$. (For later use we note here that since $`\mathrm{\Gamma }_1(\mathrm{\Gamma }\mathrm{\Gamma }_2)^c`$, the same decrease properties for $`w_1^\epsilon `$ and $`w_2^\epsilon `$ in fact hold on all of $`\mathrm{\Gamma }_1`$. The following estimates thus remain valid upon replacing $`B_\xi `$ by $`\mathrm{\Gamma }_1`$.) Hence

$$|I_{11}^\epsilon (\xi )|c\epsilon ^N_{B_\xi }(1+|\xi \eta ^{}|)^p(1+|\eta ^{}|)^M𝑑\eta ^{}.$$

Supposing $`|\xi |1`$ and setting $`\xi _0=\frac{\xi }{|\xi |}`$ this equals

$`c\epsilon ^N|\xi |^{Mp}{\displaystyle _{B_\xi }}\left({\displaystyle \frac{1}{|\xi |}}+\left|\xi _0{\displaystyle \frac{\eta ^{}}{|\xi |}}\right|\right)^p\left({\displaystyle \frac{1}{|\xi |}}+{\displaystyle \frac{\eta ^{}}{|\xi |}}\right)^M𝑑\eta ^{}`$
$`c\epsilon ^N|\xi |^{M+np}{\displaystyle _{\frac{1}{|\xi |}B_\xi }}\left({\displaystyle \frac{1}{|\xi |}}+\left|\xi _0\eta \right|\right)^p\left(1+|\eta |\right)^M𝑑\eta `$ (20)
Since $`\overline{\mathrm{\Gamma }}\overline{\mathrm{\Gamma }}_1=\{0\}`$, by (i) of Lemma 4 we have

$`\alpha >0:`$ $`|\xi _0\eta |\alpha |\eta |`$ $`\xi _0S^{n1}\mathrm{\Gamma },\eta \mathrm{\Gamma }_1`$ (21)
$`\beta >0:`$ $`|\xi _0\eta |\beta |\xi _0|=\beta `$ $`\xi _0S^{n1}\mathrm{\Gamma },\eta \mathrm{\Gamma }_1`$ (22)
We now split the domain of integration in (20) into the parts $`B_1=\frac{1}{|\xi |}B_\xi \{|\eta |\frac{1}{2}\}`$ and $`B_2=\frac{1}{|\xi |}B_\xi \{|\eta |>\frac{1}{2}\}`$. Then by (22)

$$_{B_1}\left(\frac{1}{|\xi |}+\left|\xi _0\eta \right|\right)^p\left(1+|\eta |\right)^M𝑑\eta \beta ^p_{B_1}(1+|\eta |)^M𝑑\eta const.$$

Also, by (21),

$$_{B_2}\left(\frac{1}{|\xi |}+\left|\xi _0\eta \right|\right)^p\left(1+|\eta |\right)^M𝑑\eta \alpha ^p_{B_2}|\eta |^p(1+|\eta |)^M𝑑\eta const$$

for $`p>Mn`$. It follows that $`I_{11}^\epsilon `$ and hence also $`I_1^\epsilon `$ is rapidly decreasing in $`\mathrm{\Gamma }`$.

Turning now to $`I_2^\epsilon `$, we first note that $`w_2^\epsilon `$ is tempered on the domain of integration. Moreover, since $`\mathrm{\Gamma }_2(\mathrm{\Gamma }\mathrm{\Gamma }_1)^c`$ it follows that $`w_1^\epsilon `$ is rapidly decreasing in $`\xi \eta `$ in said domain (again by Lemma 6). Thus the same reasoning as in the case of $`I_{11}^\epsilon `$ (cf. the above remark) shows that $`I_2^\epsilon `$ is rapidly decreasing in $`\mathrm{\Gamma }`$ as well, which completes the proof. ∎

###### Theorem 8.

Let $`U_1`$, $`U_2`$ be elements of $`𝒢(\mathrm{\Omega })`$ whose wave front sets are in favorable position. Then

$$\mathrm{WF}_g(U_1U_2)(\mathrm{WF}_g(U_1)+\mathrm{WF}_g(U_2))\mathrm{WF}_g(U_1)\mathrm{WF}_g(U_2).$$
(23)
###### Proof.

Let $`(x,\xi )r.h.s.`$. Then for any $`\phi 𝒟(\mathrm{\Omega })`$ with $`\phi (x)0`$ and support sufficiently close to $`x`$ we have $`\xi \mathrm{\Sigma }_g(\phi U_i)`$ ($`i=1,2`$). Also, by Lemma 4 (ii) and (iii), since $`\xi `$ is not contained in

$$\overline{\mathrm{\Sigma }_{g,x}(U_1)+\mathrm{\Sigma }_{g,x}(U_2)}^{^n0}$$

there exist open conic neighborhoods $`\mathrm{\Gamma }_i`$ of $`\mathrm{\Sigma }_{g,x}(U_i)`$ in $`^n0`$ such that $`\xi \mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$ and $`0\mathrm{\Gamma }_1+\mathrm{\Gamma }_2`$. Thus, by , (13), if the support of $`\phi `$ is close enough to $`x`$ we also have

$$\xi \mathrm{\Sigma }_g(\phi U_1)+\mathrm{\Sigma }_g(\phi U_2)\mathrm{\Gamma }_1+\mathrm{\Gamma }_2.$$

Since $`0\mathrm{\Sigma }_g(\phi U_1)+\mathrm{\Sigma }_g(\phi U_2)`$,

$$\xi \overline{\mathrm{\Sigma }_g(\phi U_1)+\mathrm{\Sigma }_g(\phi U_2)}^{^n0}=(\mathrm{\Sigma }_g(\phi U_1)+\mathrm{\Sigma }_g(\phi U_2))\mathrm{\Sigma }_g(\phi U_1)\mathrm{\Sigma }_g(\phi U_2).$$

Thus by Proposition 7, $`\xi \mathrm{\Sigma }_g(\phi ^2U_1U_2)`$. Again from , (13) the claim follows. ∎

## 4 Examples

In the previous section we have extended the validity of the wave front inclusion relation (18) to the product in the algebra $`𝒢`$, provided that the generalized wave front sets of the factors are in favorable position. Contrary to the distributional situation, however, a favorable position of the wave front sets is of course not a prerequisite for forming the product in the algebra. Thus the question arises whether a further extension of the classical result to arbitrary products in $`𝒢`$ is possible. The second example in this section will demonstrate that this is not the case. Before we turn to this matter, we first give an example illustrating some genuinely non-distributional effects in the application of Theorem 8.

###### Example 9.

Denote by $`U`$ be the class in $`𝒢(^2)`$ of $`U(\varphi ^{(2)},x,y)`$ $`=`$ $`\frac{1}{d(\varphi )}\varphi (\frac{x}{d(\varphi )}`$ $`\frac{y}{\sqrt{d(\varphi )}})`$. As the results of the following calculations are independent of the concrete value of $`d(\varphi )`$ we will for simplicity assume that $`d(\varphi )=1`$ and we will abbreviate $`U(\varphi _\epsilon ^{(2)},x,y)`$ by $`u_\epsilon (x,y)=\frac{1}{\epsilon }\varphi \left(\frac{x}{\epsilon }\frac{y}{\sqrt{\epsilon }}\right)`$. As a matter of fact, this assumption effectively transfers the problem into the setting of the special Colombeau algebra. It is easily seen that $`U\delta (x)1(y)`$.

Further, let $`A=\iota (\frac{1}{x+i0})𝒢()`$ and define $`B𝒢(^2)`$ by $`B(\varphi ^{(2)},x,y)=A(\varphi ,\sqrt{d(\varphi )}x+y)`$. Employing the same simplification as above we will write $`b_\epsilon (x,y)`$ for

$$B(\varphi _\epsilon ^{(2)},x,y)=_0^{\mathrm{}}\frac{\varphi _\epsilon (\sqrt{\epsilon }x+yz)\varphi _\epsilon (\sqrt{\epsilon }x+y+z)}{z}𝑑zi\pi \varphi _\epsilon (\sqrt{\epsilon }x+y)$$

Let us first determine $`\mathrm{WF}_g(U)`$. To begin with, we claim that $`supp(U)=\{0\}\times `$. Indeed, the inclusion $``$ is obvious. Conversely, let $`(0,a)\{0\}\times `$ and set $`x_\epsilon =\epsilon +a\sqrt{\epsilon }`$, $`y_\epsilon =\sqrt{\epsilon }+a`$. Then $`(x_\epsilon ,y_\epsilon )`$ is the representative of a compactly supported generalized point (cf. ) supported in any ball $`B_r((0,a))`$ ($`r>0`$ arbitrary). Since $`u_\epsilon (x_\epsilon ,y_\epsilon )=\frac{1}{\epsilon }\varphi (0)`$, the claim follows from , Th. 2.4. To determine an upper bound for $`\mathrm{WF}_g(U)`$ we note that setting $`P_\epsilon =_y+\sqrt{\epsilon }_x`$ we have $`P_\epsilon u_\epsilon =0`$. Thus by (14) the set of characteristic directions of $`P`$ provides such an upper bound. By Example 2, $`\text{Char}(P)^2\times \{(\xi ,0)\xi 0\}`$. Next, we show that $`\{(\xi ,0)\xi 0\}\mathrm{\Sigma }_{g,(0,a)}(U)`$ for any $`a`$. To this end, let $`\psi (x,y)=f(x)g(y)𝒟(^2)`$, $`f(x)1`$, $`g(y)1`$ near $`x=0`$ resp. $`y=0`$, and $`g`$ positive. For $`\epsilon `$ sufficiently small, $`\{xg(y)\varphi _\epsilon (x\sqrt{\epsilon }y)0\}\{xf(x)=1\}`$, so $`\psi u=gu`$. Hence

$`(\psi u_\epsilon )(\xi ,0)={\displaystyle e^{ix\xi }\varphi _\epsilon (x\sqrt{\epsilon }y)g(y)𝑑x𝑑y}=\widehat{\varphi }_\epsilon (\xi )\widehat{g}(\sqrt{\epsilon }\xi )`$
$`=\widehat{\varphi }(\epsilon \xi )\widehat{g}(\sqrt{\epsilon }\xi )\widehat{\varphi }(0)\widehat{g}(0)=\widehat{g}(0)0(\epsilon 0).`$
which shows that $`(\psi u_\epsilon )`$ is not rapidly decreasing in the direction $`(\xi ,0)`$. Replacing $`g`$ by $`\tau _ag=g(.a)`$ and setting $`\psi _a(x,y)=f(x)\tau _ag(y)`$ we obtain $`(\psi _au_\epsilon )=\widehat{\varphi }(\epsilon \xi )\widehat{g}(\sqrt{\epsilon }\xi )e^{ia\xi }`$, so the same reasoning gives $`\{(\xi ,0)\xi 0\}`$ $``$ $`\mathrm{\Sigma }_{g,(0,a)}(U)`$. Summing up, we have shown

$$\mathrm{WF}_g(U)=\{0\}\times \times 0\times \{0\}.$$
(24)
Turning now to $`B`$, we first show that $`\mathrm{singsupp}(B)`$ $`=`$ $`\{(0,0)\}`$. Let $`(x,y)K^20`$. Since $`\varphi (\frac{x}{\sqrt{\epsilon }}+\frac{y\pm z}{\epsilon })0`$ near $`z=0`$ for $`\epsilon `$ small, we can write

$`b_\epsilon (x,y)`$ $`=`$ $`{\displaystyle \frac{1}{\epsilon }}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\varphi (\frac{x}{\sqrt{\epsilon }}+\frac{yz}{\epsilon })}{z}}𝑑z{\displaystyle \frac{1}{\epsilon }}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\varphi (\frac{x}{\sqrt{\epsilon }}+\frac{y+z}{\epsilon })}{z}}𝑑z`$
$`=`$ $`\{\begin{array}{cc}\frac{1}{\epsilon }_{\mathrm{}}^{\mathrm{}}\frac{\varphi (s)ds}{y+\sqrt{\epsilon }x\epsilon s}\hfill & \frac{x}{\sqrt{\epsilon }}+\frac{y}{\epsilon }>d(\varphi )\hfill \\ \frac{1}{\epsilon }_{\mathrm{}}^{\mathrm{}}\frac{\varphi (s)ds}{\epsilon sy\sqrt{\epsilon }x}\hfill & \frac{x}{\sqrt{\epsilon }}+\frac{y}{\epsilon }<d(\varphi )\hfill \end{array}`$
In any case,

$$_y^k_x^l(b_\epsilon )=\pm \frac{1}{\epsilon }\epsilon ^{\frac{l}{2}}_{\mathrm{}}^{\mathrm{}}\frac{\varphi (t)dt}{(\epsilon t\pm (y+\sqrt{\epsilon }x))^{k+l+1}}=𝒪(\frac{1}{\epsilon }),$$

so $`B`$ is an element of $`𝒢^{\mathrm{}}`$ off $`(x,y)=(0,0)`$ (but clearly not in any neighborhood of $`(0,0)`$ itself). Setting $`P_\epsilon =_x\sqrt{\epsilon }_y`$ we have $`P_\epsilon b_\epsilon =0`$, so by the same reasoning as above we have $`\mathrm{WF}_g(B)\text{Char}_g(P)=^2\times \{\xi =0\}`$. To determine $`\mathrm{\Sigma }_{g,(0,0)}B`$ it therefore remains to estimate (with $`\psi `$ as above)

$`(\psi b_\epsilon )(0,\eta )={\displaystyle }e^{iy\eta }{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{\varphi _\epsilon (\sqrt{\epsilon }x+yz)\varphi _\epsilon (\sqrt{\epsilon }x+y+z)}{z}}dz`$
$`f(x)g(y)dxdyi\pi {\displaystyle e^{iy\eta }\varphi _\epsilon (\sqrt{\epsilon }x+y)f(x)g(y)𝑑x𝑑y}`$
$`={\displaystyle \frac{1}{2\pi }}{\displaystyle f(x)\underset{=:I^\epsilon (x,\eta )}{\underset{}{(_{y\eta ^{}}(((\text{vp}(\frac{1}{x})i\pi \delta )\varphi _\epsilon )(\sqrt{\epsilon }x+y)\widehat{g})(\eta )}}𝑑x}`$
Using $`(\text{vp}(\frac{1}{x})i\pi \delta )=cH`$ (with $`H`$ the Heaviside function) we have

$$I^\epsilon (x,\eta )=c_0^{\mathrm{}}\widehat{g}(\eta \eta ^{})e^{i\eta ^{}\sqrt{\epsilon }x}\widehat{\varphi }(\epsilon \eta ^{})𝑑\eta ^{}$$

Suppose now that $`\eta <0`$. Then in the domain of integration of $`I^\epsilon `$, $`|\eta \eta ^{}||\eta |`$. Thus for any $`l`$ we get

$$|\widehat{g}(\eta \eta ^{})|c_l(1+|\eta \eta ^{}|)^{2l}c_l(1+|\eta |)^l(1+|\eta \eta ^{}|)^l.$$

But then for $`l`$ sufficiently large $`|I^\epsilon (x,\eta )|c^{}(1+|\eta |)^l`$, implying $`\mathrm{\Sigma }_{g,(0,0)}(B)\{(0,\eta )\eta >0\}`$. Since we have seen above that $`\mathrm{\Sigma }_{g,(0,0)}\mathrm{}`$, this implies

$$\mathrm{WF}_g(B)=\{(0,0)\}\times \{0\}\times ^+.$$
(26)
By (24) and (26), the wave front sets of $`U`$ and $`B`$ are in favorable position, so Theorem 8 gives

$$\mathrm{\Sigma }_{g,(0,0)}(BU)\times ^+.$$
(27)
We are now going to establish also the inverse inclusion to (27). With $`\psi `$ as above, we have to analyze

$$(\psi b_\epsilon u_\epsilon )(\xi ,\eta )=_{x\xi }(\underset{=:J^\epsilon (x,\eta )}{\underset{}{_{y\eta }(g(y)b_\epsilon (x,y)u_\epsilon (x,y))}}f(x)).$$

Here, $`(2\pi )^2J^\epsilon (x,\eta )=(\widehat{g}_{y\eta ^{}}(b_\epsilon (x,y))_{y\eta ^{}}(u_\epsilon (x,y)))(\eta )`$, and a short calculation gives:

$`_{y\eta ^{}}(b_\epsilon (x,y))(\eta ^{})=2\pi ie^{i\eta ^{}\sqrt{\epsilon }x}H(\eta ^{})\widehat{\varphi }(\epsilon \eta ^{})`$
$`_{y\eta ^{}}(u_\epsilon (x,y))(\eta ^{})={\displaystyle \frac{1}{\sqrt{\epsilon }}}e^{i\eta ^{}\frac{x}{\sqrt{\epsilon }}}\widehat{\varphi }(\sqrt{\epsilon }\eta ^{})`$
Inserting this and substituting $`x^{}=\frac{x}{\sqrt{\epsilon }}`$ we obtain

$`(\psi b_\epsilon u_\epsilon )(\xi ,\eta )={\displaystyle \frac{1}{2\pi i}}{\displaystyle }{\displaystyle }{\displaystyle _0^{\mathrm{}}}e^{i\xi \sqrt{\epsilon }x^{}+ix^{}(\epsilon \eta ^{\prime \prime }\eta ^{})}\widehat{g}(\eta \eta ^{}\eta ^{\prime \prime })`$
$`\widehat{\varphi }(\epsilon \eta ^{\prime \prime })\widehat{\varphi }(\sqrt{\epsilon }\eta ^{})d\eta ^{\prime \prime }d\eta ^{}f(\sqrt{\epsilon }x^{})dx^{}`$ (28)
For $`\epsilon 0`$ this converges to

$`{\displaystyle \frac{1}{2\pi i}}{\displaystyle _0^{\mathrm{}}e^{ix^{}\eta ^{}}\widehat{g}(\eta \eta ^{}\eta ^{\prime \prime })𝑑\eta ^{\prime \prime }𝑑\eta ^{}𝑑x^{}}`$
$`={\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\mathrm{}}^z\widehat{g}(\xi )𝑑\xi e^{ix^{}(\eta z)}𝑑x^{}𝑑z}={\displaystyle \frac{1}{2\pi i}}{\displaystyle _{\mathrm{}}^\eta }\widehat{g}(\xi )𝑑\xi .`$
It follows that for $`\eta >0`$ and any $`\xi `$, $`(\psi b_\epsilon u_\epsilon )`$ is not rapidly deceasing in the direction $`(\xi ,\eta )`$. Thus, in fact

$$\mathrm{\Sigma }_{g,(0,0)}(BU)=\times ^+.$$
(29)
###### Example 10.

Let $`U`$ as in Example 9 and set $`v=u(\varphi ^{(2)},x,y)=\frac{1}{d(\varphi )}\varphi (\frac{x}{d(\varphi )}`$ $``$ $`\frac{y}{\sqrt{d(\varphi )}})`$. Employing the same notational simplifications as in the previous example we have $`v_\epsilon (x,y)`$ $`=`$ $`\frac{1}{\epsilon }\varphi \left(\frac{x}{\epsilon }+\frac{y}{\sqrt{\epsilon }}\right)`$. Again, $`supp(V)=\{0\}\times `$, $`V\delta (x)1(y)`$, and

$$\mathrm{WF}_g(V)=\{0\}\times \times 0\times \{0\}.$$
(30)
Thus the wave front sets of $`U`$ and $`V`$ are not in favorable position and we shall demonstrate that in fact the conclusion of Theorem 8 is violated for the product $`W=UV`$.

We first show that $`supp(W)=\{(0,0)\}`$. To this end we again utilize , Th. 2.4. We only have to show that $`W`$ vanishes in a suitable neighborhood of any point $`(0,a)`$ with $`a0`$. We shall assume $`a>0`$ (the other case being analogous) and we choose some $`r>0`$ such that $`B_r((0,a))`$ does not contain $`(0,0)`$. Now let $`(x_\epsilon ,y_\epsilon )`$ be a representative of any generalized point supported in $`B_r((0,a))`$. Then if $`x_\epsilon 0`$ and $`\epsilon `$ is sufficiently small we have

$$\frac{x_\epsilon }{\epsilon }+\frac{y_\epsilon }{\sqrt{\epsilon }}\frac{ar}{\sqrt{\epsilon }}$$

and similarly, for $`x_\epsilon 0`$, $`\frac{x_\epsilon }{\epsilon }\frac{y_\epsilon }{\sqrt{\epsilon }}\frac{ar}{\sqrt{\epsilon }}`$. Thus, for small $`\epsilon `$, one of the factors of $`w_\epsilon `$ always vanishes. This means that $`W`$ vanishes on all compactly supported points in $`B_r((0,a))`$, so $`W=0`$ on $`B_r((0,a))`$.

It remains to determine $`\mathrm{\Sigma }_{g,(0,0)}(W)`$, to which end we choose $`f`$, $`g`$ as in Example 9. As above, $`f^2(x)g^2(y)u_\epsilon (x,y)v_\epsilon (x,y)=g^2(y)u_\epsilon (x,y)v_\epsilon (x,y)`$ for $`\epsilon `$ small. Thus it suffices to consider

$`(gu_\epsilon gv_\epsilon )(\xi ,\eta )={\displaystyle }{\displaystyle }\widehat{\varphi }_\epsilon (\xi ^{})\widehat{\varphi }_\epsilon (\xi \xi ^{})\widehat{g}(\eta ^{}+\sqrt{\epsilon }\xi ^{})\widehat{g}(\eta \eta ^{}`$
$`\sqrt{\epsilon }(\xi \xi ^{}))d\xi ^{}d\eta ^{}={\displaystyle }\widehat{\varphi }(\epsilon \xi ^{})\widehat{\varphi }(\epsilon (\xi \xi ^{}))\widehat{g}\widehat{g}(\eta +2\sqrt{\epsilon }\xi ^{}\sqrt{\epsilon }\xi )d\xi ^{}`$
$`={\displaystyle \frac{1}{\sqrt{\epsilon }}}{\displaystyle \widehat{\varphi }(\sqrt{\epsilon }\xi ^{\prime \prime })\widehat{\varphi }(\epsilon \xi \sqrt{\epsilon }\xi ^{\prime \prime })\widehat{g}\widehat{g}(\eta +2\xi ^{\prime \prime }\sqrt{\epsilon }\xi )𝑑\xi ^{\prime \prime }}`$
The integral in this equation converges to $`\widehat{g}\widehat{g}(2\xi ^{\prime \prime })𝑑\xi ^{\prime \prime }`$, so $`(gu_\epsilon gv_\epsilon )(\xi ,\eta )𝒪(\frac{1}{\sqrt{\epsilon }})`$. In particular, $`(gu_\epsilon gv_\epsilon )`$ is not rapidly decreasing in any direction $`(\xi ,\eta )`$. Thus

$$\begin{array}{ccc}\hfill \mathrm{WF}_g(UV)& =& \{(0,0)\}\times ^20\{0\}\times \times 0\times \{0\}\hfill \\ & =& (\mathrm{WF}_g(U)+\mathrm{WF}_g(V))\mathrm{WF}_g(U)\mathrm{WF}_g(V).\hfill \end{array}$$
(31)
## 5 Consequences for microlocal properties of pullbacks

In this final section we are going to compare our previous considerations with an alternative (classical) approach to products of distributions and their microlocal properties (, section 8.2). In this approach, one considers the product of two distributions $`u`$ and $`v`$ (provided it exists) as the restriction of their tensor product to the diagonal, i.e., as the pullback of $`uv`$ under $`d:x(x,x)`$. The basic properties of this operation then follow directly from the general theorem about microlocal transformation under composition with smooth maps (, Th. 8.2.4)

As a first step, we note that the tensor product of Colombeau generalized functions is “well behaved” from a microlocal point of view. Recall that for open subsets $`\mathrm{\Omega }^m`$, $`\mathrm{\Omega }^{}^n`$ and $`U𝒢(\mathrm{\Omega })`$, $`V𝒢(\mathrm{\Omega }^{})`$, $`UV`$ is represented by $`(\varphi ^{(m)}\varphi ^{(n)},x,y)u(\varphi ^{(m)},x)v(\varphi ^{(n)},y)`$.

###### Lemma 11.

$`\mathrm{WF}_g(UV)\left(\mathrm{WF}_g(U)\mathrm{WF}_g(V)\right)\left(\left(suppU\times \{0\}\right)\mathrm{WF}_g(V)\right)`$
$`\left(\mathrm{WF}_g(U)\left(suppV\times \{0\}\right)\right)`$ (32)
where $`\mathrm{\Gamma }_1\mathrm{\Gamma }_2:=\{(x,y,\xi ,\eta )(x,\xi )\mathrm{\Gamma }_1,(y,\eta )\mathrm{\Gamma }_2\}`$ for arbitrary subsets $`\mathrm{\Gamma }_1\mathrm{\Omega }\times ^m`$, $`\mathrm{\Gamma }_2\mathrm{\Omega }^{}\times ^n`$.

###### Proof.

This is a straightforward adaptation of the proof of the corresponding distributional result (see e.g. , Th. 11.2.1). ∎

If $`f:\mathrm{\Omega }_1\mathrm{\Omega }_2`$ is a smooth map between open subsets $`\mathrm{\Omega }_i^{n_i}`$ and $`u𝒟^{}(\mathrm{\Omega }_2)`$ then the classical condition ensuring existence of $`f^{}u`$ is

$$\mathrm{WF}(u)N_f=\mathrm{}$$

where $`N_f=\{(f(x_1),\xi _2)\mathrm{\Omega }_2\times ^{n_2}{}_{}{}^{t}f_{}^{}(x_1)\xi _2=0\}`$ (cf. , Th. 8.2.4). Furthermore, in this case

$$\mathrm{WF}(f^{}u)f^{}\mathrm{WF}(u)$$
(33)
where $`f^{}\mathrm{\Gamma }=\{(x_1,{}_{}{}^{t}f_{}^{}(x_1)\xi _2(f(x_1),\xi _2)\mathrm{\Gamma }\}`$ for $`\mathrm{\Gamma }\mathrm{\Omega }_2\times ^{n_2}`$.

Just as the product of generalized functions can be carried out unrestrictedly in the Colombeau algebra, it is also possible to form pullbacks of Colombeau generalized functions under arbitrary smooth maps: For $`U𝒢`$ and $`f`$ smooth, $`Uf`$ is defined by componentwise composition. Moreover, for $`U`$, $`V`$ in $`𝒢(\mathrm{\Omega })`$ we have $`UV=(UV)d`$ with $`d:\mathrm{\Omega }\mathrm{\Omega }\times \mathrm{\Omega }`$, $`x(x,x)`$ (simply observe that $`UV`$ and $`(UV)d`$ have identical representatives). We are thus in a position to review our previous examples in this picture:

###### Example 12.

Let $`U`$ and $`V`$ as in Example 10 and set $`T=UV`$. By Lemma 11,

$$\mathrm{WF}_g(T)\{((0,x_2,0,x_4),(\xi _1,0,\xi _3,0))x_2,x_4,(\xi _1,\xi _3)^2\{(0,0)\}\}.$$

In fact, we have equality in the above relation since by using cutoff functions of tensor product form the reasoning leading to (24) can be carried out in parallel in the independent factors corresponding to $`U`$ and $`V`$. In the notation of Example 10 we have $`W=Td`$ and $`\mathrm{WF}_g(W)=\{(0,0)\}\times ^20`$. A simple computation shows that $`d^{}\mathrm{WF}_g(T)=\{((0,r),(\mu ,0))r,\mu \}`$ which implies that

$$\mathrm{WF}_g(d^{}T)d^{}\mathrm{WF}_g(T).$$
(34)
Note that $`N_d\mathrm{WF}_g(T)\mathrm{}`$ in Example 12. We conclude that the validity (33) cannot be extended to arbitrary pullbacks of Colombeau functions under smooth maps.

###### Remark 13.

We note that a common feature of the examples introduced in Section 4 is that they are formed as pullbacks of (canonical images of) distributions under generalized maps. Thus the fact that — contrary to the distributional setting — composition of generalized functions can be carried out in $`𝒢`$ (subject to certain growth conditions) can be viewed as one of the causes of the new microlocal effects presented there.

Acknowledgements: We would like to thank Michael Oberguggenberger for suggesting the concrete form of Example 10 to us, as well as for several discussions that importantly contributed to the final form of the manuscript.


text:
# Convergent Calculation of the Asymptotic Dimension of Diffusion Limited Aggregates: Scaling and Renormalization of Small Clusters

## Abstract

Diffusion Limited Aggregation (DLA) is a model of fractal growth that had attained a paradigmatic status due to its simplicity and its underlying role for a variety of pattern forming processes. We present a convergent calculation of the fractal dimension D of DLA based on a renormalization scheme for the first Laurent coefficient of the conformal map from the unit circle to the expanding boundary of the fractal cluster. The theory is applicable from very small (2-3 particles) to asymptotically large ($`n\mathrm{}`$) clusters. The computed dimension is $`D=1.713\pm 0.003`$.

The model of Diffusion Limited Aggregation was presented in 1981 by Witten and Sander  as a computer algorithm. The process begins with fixing one particle at the center of coordinates in $`d`$-dimensions, and follows the creation of a cluster by releasing random walkers from infinity, allowing them to walk around until they hit any particle belonging to the cluster. The growing cluster appears to be a random fractal. The model has attracted enormous attention as an example for the spontaneous creation of fractal objects in nature, and also as a paradigm for a family of related “harmonic” problems that have to do with the solution of the Laplace equation $`^2p=0`$ with appropriate boundary conditions on moving, ramified boundaries. Among such problems are dielectric breakdown , flows in porous media ( with D’arcy’s law $`𝒗=\mathbf{}p`$ and $`\mathbf{}𝒗=0`$) , electrochemical deposition  etc.

Numerical estimates of the fractal dimension $`D`$ of DLA  turned out to converge extremely slowly with the number of particles $`n`$ of the cluster, leading even to speculations  that asymptotically the clusters were plane filling (i.e. $`D=2`$ in two dimensions). To date there are still no controlled calculations of the fractal dimension of DLA. The aim of this Report is to close this gap for DLA in two dimensions. We propose a renormalization procedure that culminates with an integral equation whose solution determines the dimension $`D`$ of DLA.

To derive the wanted integral equation we use the conformal theory that was developed recently  for fractal growth patterns. In this theory one considers the conformal map from the exterior of the unit circle in the complex plane to the exterior of the growing fractal cluster. At the basis of this approach lies the understanding that once a fractal object is well developed, it is extremely difficult to find a conformal map from a smooth region to its boundary, simply because the conformal map is terribly singular on the tips of a fractal shape. The derivative of the inverse map is the growth probability for a random walker to hit the interface (known as the “harmonic measure”) which has been shown to be a multifractal measure  characterized by infinitely many exponents . Accordingly, in the present approach one grows the cluster by iteratively constructing the conformal map starting from a smooth initial interface. Consider $`\mathrm{\Phi }^{(n)}(w)`$ which conformally maps the exterior of the unit circle $`e^{i\theta }`$ in the mathematical $`w`$–plane onto the complement of the (simply-connected) cluster of $`n`$ particles in the physical $`z`$–plane . The unit circle is mapped onto the boundary of the cluster. The map $`\mathrm{\Phi }^{(n)}(w)`$ is made from compositions of elementary maps $`\varphi _{\lambda ,\theta }`$,

$$\mathrm{\Phi }^{(n)}(w)=\mathrm{\Phi }^{(n1)}(\varphi _{\lambda _n,\theta _n}(w)),$$
(1)
where the elementary map $`\varphi _{\lambda ,\theta }`$ transforms the unit circle to a circle with a “bump” of linear size $`\sqrt{\lambda }`$ around the point $`w=e^{i\theta }`$. An example of a good elementary map $`\varphi _{\lambda ,\theta }`$ was proposed in , endowed with a parameter $`a`$ in the range $`0<a<1`$, determining the shape of the bump. We employ $`a=1/2`$ which is consistent with semicircular bumps. Accordingly the map $`\mathrm{\Phi }^{(n)}(w)`$ adds on a new bump to the image of the unit circle under $`\mathrm{\Phi }^{(n1)}(w)`$. The bumps in the $`z`$-plane simulate the accreted particles in the physical space formulation of the growth process. Since we want to have fixed size bumps in the physical space, say of fixed area $`\lambda _0`$, we choose in the $`n`$th step

$$\lambda _n=\frac{\lambda _0}{|\mathrm{\Phi }_{}^{(n1)}{}_{}{}^{}(e^{i\theta _n})|^2}.$$
(2)
The recursive dynamics can be represented as iterations of the map $`\varphi _{\lambda _n,\theta _n}(w)`$,

$$\mathrm{\Phi }^{(n)}(w)=\varphi _{\lambda _1,\theta _1}\varphi _{\lambda _2,\theta _2}\mathrm{}\varphi _{\lambda _n,\theta _n}(\omega ).$$
(3)
The difference between various growth models will manifest itself in the different itineraries $`\{\theta _1\mathrm{}\theta _n\}`$ . To grow a DLA we have to choose random positions $`\theta _n`$. This way we accrete fixed size bumps in the physical plane according to the harmonic measure (which is transformed into a uniform measure by the analytic inverse of $`\mathrm{\Phi }^{(n)}`$). The DLA cluster is fully determined by the stochastic itinerary $`\{\theta _k\}_{k=1}^n`$. In Fig. LABEL:DLAcluster we present a typical DLA cluster grown by this method to size $`n=`$100 000.

This method affords us analytic power that is lacking in the original computer algorithm ; The conformal map $`\mathrm{\Phi }^{(n)}(w)`$ is represented in terms of its Laurent expansion:

$$\mathrm{\Phi }^{(n)}(w)=F_1^{(n)}w+F_0^{(n)}+F_1^{(n)}w^1+F_2^{(n)}w^2+\mathrm{}$$
(4)
The recursion equations for the Laurent coefficients of $`\mathrm{\Phi }^{(n)}(w)`$ can be obtained analytically, and in particular one shows that

$$F_1^{(n)}=\underset{k=1}{\overset{n}{}}\sqrt{1+\lambda _k},(\mathrm{with}\mathrm{the}\mathrm{choice}a=1/2).$$
(5)
The first Laurent coefficient $`F_1^{(n)}`$ has a distinguished role in determining the fractal dimension of the cluster, being identical to the Laplace radius which is the radius of a charged disk having the same field far away as the charged cluster . Moreover, defining $`R_n`$ as the minimal radius of all circles in $`z`$ that contain the $`n`$-cluster, one can prove that

$$R_n4F_1^{(n)}.$$
(6)
Of course, for every realization $`\{\theta _i\}_{i=1}^n`$ the first Laurent coefficient is a random number depending on $`\{\theta _i\}_{i=1}^n`$ and on $`\lambda _0`$. It is thus natural to consider the mean of $`F_1^{(n)}`$ over all the possible realization of growth:

$$F_1^{(n)}(\lambda _0)_0^{2\pi }𝑑\theta _1\mathrm{}_0^{2\pi }𝑑\theta _nF_1^{(n)}(\{\theta _i\}_{i=1}^n,\lambda _0)$$
(7)
In light of Eq.(6) one expects that for sufficiently large clusters

$$F_1^{(n)}(\lambda _0)\sqrt{\lambda _0}n^{1/D},n\mathrm{}.$$
(8)
But this is true only for very large values of $`n`$. For arbitrary values of $`n`$ we offer the following proposition, which is central to our developments: proposition : For $`\lambda _0`$ of $`O(1)`$ $`F_1^{(n)}(\lambda _0)`$ is a scaling function of the single variable $`x\sqrt{\lambda _0}(n+\alpha )^{1/D}`$, where $`n`$ takes on integer values $`n=1,2,3\mathrm{}`$ and $`\alpha `$ is a weak function of $`\lambda _0`$, taking on values of the order of unity. The origin of the parameter $`\alpha `$ is evident - it stems from the fact that for varying values of $`\lambda _0`$ the unit circle around which we grow the bumps is contributing to the Laplace radius, changing the effective value of $`n`$. We will show however that to very good approximation $`\alpha `$ can be taken as constant.

We demonstrate the proposition by a direct calculation of $`F_1^{(n)}(\lambda _0)`$. In Fig.2 panel a we show $`F_1^{(n)}(\lambda _0)`$ for ten different values of $`\lambda _0`$ as a function of $`n`$. In panel b we show the same data as a function of the scaling variable $`x`$ using $`\alpha =0.2`$, $`D=1.71`$. The data collapse is evident.

We stress three points: (i) The scaling function appears to exist for all values of $`n`$ starting from $`n=1`$. It is a non-linear function of the scaling variable, with the attainment of the linear regime (8) not in sight. (ii) $`\alpha `$ was taken as a $`\lambda _0`$-independent constant; Even better data collapse could be obtained with a $`\lambda _0`$-dependent $`\alpha `$, and we return to this issue below. (iii) The attainment of data collapse requires a value for $`D`$; we have used $`D=1.71`$ but close-by values would have done equally well by changing $`\alpha `$ a bit. Thus we cannot propose the data collapse as an accurate method of computing the fractal dimension $`D`$. For this purpose we derive now an integral equation from which both $`\alpha `$ and $`D`$ can be computed in a controlled fashion.

Having a scaling function in mind we think about a real-space renormalization group procedure, in which we change the number of particles in the cluster and their size such as to keep the cluster invariant. For $`n`$ very large, when the radius of gyration is linear in $`\sqrt{\lambda _0}n^{1/D}`$, we can change the size of the particles $`\sqrt{\lambda _0}`$ by a factor of 2, and their number $`n`$ by a factor of $`2^D`$. In the asymptotic regime such a renormalization will leave $`R_n`$ invariant. For small values of $`n`$ we make use of the discovery that $`F_1^{(n)}(\lambda _0)`$ is a scaling function of the single variable $`x=\sqrt{\lambda _0}(n+\alpha )^{1/D}`$. We demand that upon renormalization the average Laplace radius remains invariant. In other words, the fixed point condition can be written as the following integral equation:

$`{\displaystyle _0^{2\pi }}𝑑\theta _1\mathrm{}{\displaystyle _0^{2\pi }}𝑑\theta _nF_1^{(n)}(\lambda _0)`$ (9)
$`={\displaystyle _0^{2\pi }}𝑑\theta _1\mathrm{}{\displaystyle _0^{2\pi }}𝑑\theta _{\overline{n}}F_1^{(\overline{n})}(\overline{\lambda }_0),`$ (10)
where for any $`\overline{n}>n`$ the equation is satisfied by the unique value of $`\overline{\lambda }_0`$ that solves the equation

$$\sqrt{\overline{\lambda }_0}=\sqrt{\lambda _0}\left(\frac{n+\alpha }{\overline{n}+\alpha }\right)^{1/D}.$$
(11)
The way to compute $`D`$ is then obvious - one computes the integral on the LHS of Eq.(10) for some value of $`n`$, and then finds the unique value of $`\overline{\lambda }_0`$ for which the RHS with $`\overline{n}>n`$ equals the LHS. Then

$$D=2\frac{\mathrm{ln}(\overline{n}+\alpha )\mathrm{ln}(n+\alpha )}{\mathrm{ln}\lambda _0\mathrm{ln}\overline{\lambda }_0}.$$
(12)
One should stress that Eq.(10) is all explicit - there is no simulation or randomness left at this point - the integrand on both sides is an explicit function of $`\{\theta _1,\mathrm{},\theta _n\}`$ or $`\{\theta _1,\mathrm{},\theta _{\overline{n}}\}`$ through Eqs.(5) and (2). We note that this method of calculation is fundamentally different from the standard method of log-log plots of the radius of the cluster vs. $`n`$ . These rely on the proportionality of $`R_n`$ and $`n^{1/D}`$. Here we may use small values of $`n`$ as we depend neither on the asymptotic linearity of (8), nor on self-averaging.

Clearly the integral equation will be useful for an actual determination of $`D`$ only if it converges to the fixed point quickly upon increasing $`n`$. Otherwise the calculation of the multidimensional integral will become very cumbersome, maybe even more time consuming than standard numerical simulations. In the rest of this Report we demonstrate that the calculation actually converges very quickly and present the determination of $`D`$.

Firstly we determine the value of $`\alpha `$. We use $`\overline{\lambda }_0=1`$, and solve Eq.(10) for the simplest case $`n=1`$, $`\overline{n}=2`$, demanding

$`F_1^{(2)}(\overline{\lambda }_0=1)`$ $`=`$ $`\sqrt{2}\sqrt{1+\overline{\lambda }_2}=F_1^{(1)}(\lambda _0)=\sqrt{1+\lambda _0}`$ (13)
$`(2+\alpha )^{1/D}`$ $`=`$ $`(1+\alpha )^{1/D}\sqrt{\lambda _0}`$ (14)
Computing explicitly (taking $`D=1.71`$) we found $`\sqrt{1+\overline{\lambda }_2}1.241`$ from which followed $`\alpha 0.146`$. To bracket the calculations we have employed this value together with $`\alpha =0`$ and $`\alpha =1`$.

In solving Eq.(10) we chose invariably $`\overline{n}=n+1`$, and $`\lambda _0=1`$. The results are shown in Fig.3, in the form of the value of $`D`$ vs. $`(n+\alpha )^1`$. Fitting the best nonlinear curve to the data with $`\alpha =0.146`$ we find that it extrapolates for $`(n+\alpha )^10`$ to $`D=1.7150\mathrm{}`$. Obviously the calculation with $`\alpha =0`$ and $`\alpha =1`$ bracket this from above and from below. Nevertheless the best nonlinear fits to these data extrapolate to very close values for $`(n+\alpha )^10`$ (see Fig.3). Taking all the data together we can present a final value of $`D=1.713\pm 0.003`$. We cannot overstress the fact that these results were obtained from solving Eq.(10) with $`n`$ values ranging from $`n=1`$ to $`n=20`$. We believe that this represents a major advance compared to traditional estimates of the dimension of DLA.

To improve the results even further, and to remove the curvature in the line of $`D`$ vs. $`(n+\alpha )^1`$ we can endow $`\alpha `$ with a weak $`\lambda _0`$ dependence. Using the function

$$\alpha (\lambda _0)=2.048114.08071\sqrt{\lambda _0}+2.23446\lambda _0,$$
(15)
and using the appropriate value of $`\alpha (\lambda _0)`$ in Eq.(12) we obtain solutions with essentialy constant $`D`$ for all values of $`n>2`$. The values of $`D`$ computed are shown in Fig.4 as a function of $`n`$. With this data we can state without going to the limit $`n\mathrm{}`$ that $`D=1.713\pm 0.005`$. This result is invariant with respect to changing $`n`$ in Eq.(10). It can be computed equally well from $`n=3`$ and $`\overline{n}=4`$ as from and $`n=19`$ and $`\overline{n}=20`$. We should of course stress at this point that the function $`\alpha (\lambda _0)`$ was not computed from first principles; we hope that further theoretical progress will shed light on how to achieve a-priori determination of the functional form $`\alpha (\lambda _0)`$.

The most important questions that we need to address now are: (i) why the classical numerical estimates  of the fractal dimension of DLA converge so slowly, whereas here we can get an excellent estimate of $`D`$ even with $`n`$ of the order of unity. (ii) Is the collapse of the scaling data for small $`n`$ exact or an excellent approximation. The answer to (i) is that in standard numerical experiments the radius of gyration of the grown cluster was plotted in log-log coordinates against the number of particles, with $`D`$ estimated from the slope. Examining our scaling function $`F_1(x)`$ (see Fig. 2) we note the slow crossover to linear behavior, which may not be fully achieved even for extremely high values of $`n`$. In this respect we understand that a reliable estimate of $`D`$ from radius of gyration calculation requires inhuman effort, as was indeed experienced by workers in the field . In the present formulation the appearance of the asymptotic $`D`$ as a renormalization exponent already at early stages of the growth allows a convergent calculation. The answer to (ii) has to await a first principle theory for $`\alpha (\lambda _0)`$.

###### Acknowledgements.

It is a pleasure to acknowledge useful discussions with Ayse Erzan, Mitchell Feigenbaum and George Hentschel. This work has been supported in part by the European Commission under the TMR program, The Petroleum Research Fund, The Minerva Foundation, Heidelberg, Germany and the Naftali and Anna Backenroth-Bronicki Fund for Research in Chaos and Complexity.