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# Time-dependent Casimir-Polder forces and partially dressed states

## Abstract

A time-dependent Casimir-Polder force is shown to arise during the time evolution of a partially dressed two-level atom. The partially dressed atom is obtained by a rapid change of an atomic parameter such as its transition frequency, due to the action of some external agent. The electromagnetic field fluctuations around the atom, averaged over the solid angle for simplicity, are calculated as a function of time, and it is shown that the interaction energy with a second atom yields a dynamical Casimir-Polder potential between the two atoms.

Time-dependent phenomena in quantum electrodynamics have recently been the object of a renewed interest, particularly in connection with the effects which involve time-dependent quantum fluctuations of the vacuum and lead to time-dependent Casimir forces (see e.g. Dodonov98 ). On the other hand, Casimir-Polder intermolecular interactions are long-range interactions between neutral atoms or molecules, originating from their common interaction with the (vacuum) quantum radiation field CP48 ; Milonni95 . Like the Casimir forces, they are also a manifestation of the quantum nature of the electromagnetic field. In the case of two isotropic ground-state atoms, the Casimir-Polder potential behaves as $`r^6`$ in the so-called “near zone” and as $`r^7`$ in the “far zone”, $`r`$ being the intermolecular separation, assumed larger than the overlap region of the electronic wavefunctions of the atoms. The length scale separating the near and far zones is a typical (average) atomic transition wavelength from the ground state CPP95 . The near-zone part of the potential is the usual van der Waals potential for neutral atoms or polarizable bodies, and involves only the electrostatic dipole-dipole interaction between the fluctuating atomic dipole moments. The far zone part of the potential involves also the interaction with the transverse radiation field, and in particular it stems from the exchange of pairs of virtual photons between the atoms.

Many physical models for the Casimir-Polder forces have been proposed, in order to gain a qualitative understanding of the origin of these intermolecular forces. Some of the models proposed trace the physical origin of the Casimir-Polder potential to the vacuum fluctuations and some others to the radiation reaction field (for a review see CPP95  and references therein; three- and many-body Casimir-Polder forces have also been considered in the literatureAZ60 ; PT85 ; CP97 ). The Casimir-Polder potential between ground-state neutral atoms has also been related to the presence of a virtual photon cloud around each ground-state atom, both for the two- PP87  and many-body cases PP99 . In fact, the virtual photons dressing an atom generate space-dependent fluctuations of the electric and of the magnetic field around the atom, and their interaction with other atoms yields the Casimir-Polder potential CPP95 . Thus Casimir-Polder forces probe the field fluctuations generated by an atom in vacuo. In other words, the Casimir-Polder potential between two atoms directly yields the electromagnetic field fluctuations generated by the virtual photon cloud dressing a ground-state neutral atom. More precisely, it is the average force which is observed, because Casimir-Polder forces are fluctuating forces WKF02 .

The situation becomes more interesting if one of the atoms is in a dynamic situation, because a change in time of the electromagnetic field fluctuations is expected in this case, leading to time-dependent Casimir-Polder forces. This was investigated in the case of the dressing of an initially bare atom and in the complementary case of the undressing of a fully dressed atom using a simple effective Hamiltonian for the atom-field interaction CPP88 . In the first case, it was found that: i) at time $`t`$, the electric and magnetic energy densities of the field fluctuations around the dressing atom are the same as those of the fully dressed source for $`r<ct`$, while for $`r>ct`$ they are the same as in the absence of the atom, as required by the causality principle; ii) at $`r=ct`$, a singularity of the energy density is present, which propagates with velocity $`c`$; iii) the interaction energy of these field fluctuations with the second “test” atom yields a time-dependent potential CPP88 . This potential is the analogue of the Casimir-Polder potential in a dynamical situation. In the second case complementary results were obtained. A bare field source however cannot be easily produced in the laboratory. Thus the evolution from a bare to a dressed state, which was considered in CPP88 , is an extreme situation which cannot be considered realistic because the atom-field interaction can never be switched off. In addition, the evolution from bare to dressed states significantly involves high-frequency modes of the field, which are known to generate the ultraviolet divergences of quantum field theory. For these reasons, we have more recently considered a more sophisticated model where the evolution of an initially partially dressed atom is involved PV96 . Partially dressed states of an atom are dressed states with an incomplete virtual photon cloud Fe66 . This model is free from the unrealistic assumption of an initially bare atom, and in PV96  it has been shown that the high-frequency modes of the radiation field, which would eventually lead to the ultraviolet divergences, do not play a significant role in the evolution of the system.

In this letter we consider the time-dependent energy density of the electromagnetic field fluctuations around a partially dressed atom, and calculate explicitly the dynamics of the electromagnetic field fluctuations around it, averaging over the solid angle for simplicity. We also consider their interaction energy with a second “test” atom and the resulting time-dependent Casimir-Polder force. We use the same model of partially dressed atom as in PV96 ; the reader is referred to this paper for more detail on the model used.

We consider a two-level atom interacting with the electromagnetic radiation field, in the Coulomb gauge and within dipole approximation. The Hamiltonian describing this system is ($`\mathrm{}=1`$)

$$H^{}=\omega _0S_z+\underset{𝐤j}{}\omega _ka_{𝐤j}^{}a_{𝐤j}+\underset{𝐤j}{}ϵ_{𝐤j}\left(a_{𝐤j}a_{𝐤j}^{}\right)\left(S_+S_{}\right)$$
(1)
$`S`$ are the pseudospin atomic operators and the coupling constant $`ϵ_{𝐤j}`$, in the multipolar coupling scheme is CPP95

$$ϵ_{𝐤j}=\sqrt{\frac{2\pi \omega _k}{V}}\widehat{e}_{𝐤j}𝐝$$
(2)
where $`𝐝`$ is the atomic dipole moment.

We assume that up to time $`t=0`$ the atom is in its dressed ground state. The dressed ground state, at second-order in the electric charge, is

$`g`$ $`=`$ $`(1{\displaystyle \frac{1}{2}}{\displaystyle \underset{𝐤j}{}}{\displaystyle \frac{ϵ_{𝐤j}^2}{(\omega _0+\omega _k)^2}})0_{𝐤j}+{\displaystyle \underset{𝐤j}{}}{\displaystyle \frac{ϵ_{𝐤j}}{\omega _0+\omega _k}}𝐤j`$ (3)
$``$ $`{\displaystyle \underset{𝐤j𝐤^{}j^{}}{}}{\displaystyle \frac{ϵ_{𝐤j}ϵ_{𝐤^{}j^{}}}{(\omega _0+\omega _k)(\omega _k+\omega _k^{})}}𝐤j𝐤^{}j^{}`$
where $`()`$ denotes the atomic ground (excited) state, and $`𝐤j`$ indicates photon states.

We now assume that at $`t=0`$ the atom is subjected to an abrupt change $`\mathrm{\Delta }\omega _0`$ in its transition frequency (for example, by the action of an external electric field; see PV96  for more detail). Abrupt changes in the parameters of atom-photon Hamiltonian have been considered previously in connection with radiative processes of different kinds (see e.g. TSJ96 ). In our case, the atomic transition frequency is $`\omega _0`$ for $`t<0`$ and $`\omega _0+\mathrm{\Delta }\omega _0`$ for $`t>0`$. A consequence of this change is that the state (3), which is an eigenstate of $`H^{}`$ for $`t<0`$, is not an eigenstate of the total Hamiltonian for $`t>0`$, because the Hamiltonian has changed. Thus, the state $`g`$ must evolve for $`t>0`$, and in this way we have generated a partially dressed state. The Hamiltonian of the system for $`t>0`$ is then

$$H=H^{}+\mathrm{\Delta }\omega _0S_z$$
(4)
where $`H^{}`$ is the Hamiltonian for $`t<0`$, given by (1).

The state of the system at $`t>0`$ has been obtained in PV96  at the second order in $`ϵ_{𝐤j}`$ and first order in $`\mathrm{\Delta }\omega _0`$. Using this state, we can evaluate at $`t>0`$ the change of the electric and magnetic energy density around the atom with respect to that at times $`t<0`$. After lengthy calculations, we obtain ($`t>0`$)

$`\delta _E(𝐫,t)`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}E^2(𝐫,t){\displaystyle \frac{1}{8\pi }}E^2(𝐫,t<0)`$ (5)
$`=`$ $`\mathrm{\Delta }\omega _0{\displaystyle \frac{c^2}{(2\pi )^3}}{\displaystyle }{\displaystyle }dkdk^{}k^3k^3\{(d^2j_0(kr)j_0(k^{}r)+{\displaystyle \frac{1}{k^2}}j_0(kr)(𝐝^r)^2j_0(k^{}r)`$
$`+`$ $`{\displaystyle \frac{1}{k^2}}j_0(k^{}r)(𝐝^r)^2j_0(kr)+{\displaystyle \frac{1}{k^2k^2}}d_id_j\left(_{\mathrm{}}^r_i^rj_0(kr)\right)\left(_j^r_{\mathrm{}}^rj_0(k^{}r)\right))`$
$`\times `$ $`F(\omega _k,\omega _k^{},t)\}+cc`$
for the electric energy density, where $`^r`$ is the gradient operator with respect to the coordinate $`𝐫`$, and

$`\delta _M(𝐫,t)`$ $`=`$ $`{\displaystyle \frac{1}{8\pi }}B^2(𝐫,t){\displaystyle \frac{1}{8\pi }}B^2(𝐫,t<0)`$ (6)
$`=`$ $`\mathrm{\Delta }\omega _0{\displaystyle \frac{c^2}{(2\pi )^3}}{\displaystyle }{\displaystyle }dkdk^{}k^2k^2\{(d^2^r(j_0(kr))^r(j_0(k^{}r))`$
$``$ $`(𝐝^rj_0(kr))(𝐝^rj_0(k^{}r)))G(\omega _k,\omega _k^{},t)\}+cc`$
for the magnetic energy density. The functions $`F(\omega _k,\omega _k^{},t)`$ and $`G(\omega _k,\omega _k^{},t)`$ assume a simple form in the far zone $`r>>c/\omega _0`$, where we can assume $`\omega _k<<\omega _0`$ CT98 . In this case, we have

$$F(\omega _k,\omega _k^{},t)=G(\omega _k,\omega _k^{},t)=\frac{1}{\omega _0^2(\omega _k+\omega _k^{})}\left(1e^{i(\omega _k+\omega _k^{})t}\right)$$
(7)
In order to simplify the calculation of (5,6), we perform an average of the energy densities over a sphere of radius $`r`$ centered on the atom. The integrals on $`k,k^{}`$ can be performed explicitly, and the final result is (valid only in the far zone)

$`\overline{\delta }_E(r,t)`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle 𝑑\mathrm{\Omega }\delta _E(𝐫,t)}`$ (8)
$`=`$ $`\mathrm{\Delta }\omega _0{\displaystyle \frac{cd^2}{24\pi ^2\omega _0^2}}({\displaystyle \frac{13}{2r^7}}(1\mathrm{\Theta }(rct))+{\displaystyle \frac{13}{2r^6}}\delta (rct){\displaystyle \frac{5}{2r^5}}\delta ^{}(rct)`$
$`+`$ $`{\displaystyle \frac{1}{3r^4}}\delta ^{\prime \prime }(rct)+{\displaystyle \frac{1}{30r^2}}\delta ^{(iv)}(rct))`$
$`\overline{\delta }_M(r,t)`$ $`=`$ $`{\displaystyle \frac{1}{4\pi }}{\displaystyle 𝑑\mathrm{\Omega }\delta _M(𝐫,t)}`$ (9)
$`=`$ $`\mathrm{\Delta }\omega _0{\displaystyle \frac{cd^2}{24\pi ^2\omega _0^2}}({\displaystyle \frac{133}{2r^7}}(1\mathrm{\Theta }(rct))+{\displaystyle \frac{133}{2r^6}}\delta (rct){\displaystyle \frac{29}{r^5}}\delta ^{}(rct)`$
$`+`$ $`{\displaystyle \frac{41}{6r^4}}\delta ^{\prime \prime }(rct){\displaystyle \frac{5}{6r^3}}\delta ^{\prime \prime \prime }(rct)+{\displaystyle \frac{1}{30r^2}}\delta ^{iv}(rct))`$
These expressions have a structure similar to that obtained for the dressing of the bare source CPP88 . We note that the most diverging terms, i.e. those proportional to the fourth derivative of the delta function, cancel in the total (electric plus magnetic) energy density, coherently with the known fact the the time evolution of the field energy in this model is less affected by the high-frequency field modes compared to the bare atom case PV96 . Moreover, they are proportional to the atom’s electric static polarizability $`\alpha d^2/\omega _0`$. The further proportionality to $`\mathrm{\Delta }\omega _0/\omega _0`$, which is a quantity much smaller than one, indicates that all single-atom effects related to the time-dependent field fluctuations given by (8) and (9) are quite small, although in a system of many atoms the effects may become measurable.

The presence of the $`\mathrm{\Theta }`$ function in (8,9) ensures causality in the propagation of the energy density. A singularity of the electric and magnetic energy density is present at $`r=ct`$. When a second atom, described by its static electric polarizability $`\alpha `$, assumed isotropic for simplicity, is placed at a distance $`r`$ from the first atom, the resulting Casimir-Polder interaction potential between the two atoms can be obtained as

$$V(𝐫,t)=\frac{1}{2}\alpha E^2(𝐫,t)$$
(10)
where $`\alpha `$ is the static polarizability of the second atom CP69 ; PPT98 . A similar interaction energy involving the magnetic field fluctuations exists, proportional to the magnetic polarizability of the second atom. The potential energy $`V(𝐫,t)`$ in equation (10) yields a time-dependent Casimir-Polder potential between the two atoms; contrarily to previous calculations, it has been calculated in a situation which does not involve unrealistic bare states, because it results from the evolution of a partially dressed atom. This result is the conterpart of the dynamical Casimir effect; however, a noteworthy difference is that in the present case matter has been treated dynamically, whereas the usual description of the dynamical Casimir effect includes the presence of matter only through the boundary condition on the field operators BMM01 ; only very recently, corrections to the results based on external boundary conditions have been introduced in the calculation of the Casimir effect for macroscopic bodies for a 1D cavity with a moving mirror SH02 . As mentioned in the introduction, the main point of this paper is to show that a time-dependent Casimir-Polder counterpart of the time-dependent Casimir force exists in QED and does not depend on unrealistic assumptions such as an initially bare atom. A reliable estimate of the intensity of this force requires a more detailed model for the partially dressed atom, but it is evident that the dynamical Casimir-Polder interaction investigated in this paper within an isolated pair of atoms, although conceptually important, is a very tiny effect. In fact, the time-dependent force, compared to the usual time-independent Casimir-Polder force, which has been directly observed SBCSH , contains an extra factor $`\mathrm{\Delta }\omega _0/\omega _0<<1`$. We hope to discuss this point in a future publication.

In conclusion, we have considered a model of a partially dressed field source in the framework of quantum electrodynamics. This model consists of a dressed two-level atom, interacting with the electromagnetic radiation field, which is suddenly subjected to a rapid change of its transition frequency due to an external agent. The dressed ground state of the atom becomes a partially dressed state after this change. The time evolution of the energy density of its dressing photon cloud has been considered, and it has been shown that this process yields a time-dependent Casimir-Polder force on a second neutral atom placed at a distance $`r`$. We have shown that this new effect is in principle detectable, since the treatment we have given is free of the unrealistic assumption of an initial bare atom.

This work was supported by the European Union under contract No. HPHA-CT-2001-40002 and in part by the bilateral Italian-Japanese project 15C1 on Quantum Information and Computation of the Italian Ministry for Foreign Affairs. Partial support by Ministero dell’Universitá e della Ricerca Scientifica e Tecnologica and by Comitato Regionale di Ricerche Nucleari e di Struttura della Materia is also acknowledged.


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# A combinatorial problem in infinite groups

## Abstract.

Let $`w`$ be a word in the free group of rank $`n`$ and let $`𝒱(w)`$ be the variety of groups defined by the law $`w=1`$. Define $`𝒱(w^{})`$ to be the class of all groups $`G`$ in which for any infinite subsets $`X_1,\mathrm{},X_n`$ there exist $`x_iX_i`$, $`1in`$, such that $`w(x_1,\mathrm{},x_n)=1`$. Clearly, $`𝒱(w)𝒱(w^{})`$; $``$ being the class of finite groups. In this paper, we investigate some words $`w`$ and some certain classes $`𝒫`$ of groups for which the equality $`\left(𝒱(w)\right)𝒫=𝒫𝒱(w^{})`$ holds.

Introduction and results

Let $`w`$ be a word in the free group of rank $`n`$ and let $`𝒱(w)`$ be the variety of groups defined by the law $`w=w(x_1,\mathrm{},x_n)=1`$. P. Longobardi, M. Maj and A. Rhemtulla in  defined $`𝒱(w^{})`$ to be the class of all groups $`G`$ in which for any infinite subsets $`X_1,\mathrm{},X_n`$ there exist $`x_iX_i`$, $`1in`$, such that $`w(x_1,\mathrm{},x_n)=1`$ and raised the question of whether $`𝒱(w)=𝒱(w^{})`$ is true; $``$ being the class of finite groups. There is no example, so far, of an infinite group in $`𝒱(w^{})\backslash 𝒱(w)`$. In fact the origin of this problem is the following observation:
Let $`G`$ be an infinite group such that in every two infinite subsets of $`G`$ there exist two commuting elements, then $`G`$ is abelian. This is an immediate consequence of the answer of B. H. Neumman to a question of P. Erdös; B. H. Neumman proved that an infinite group $`G`$ is centre-by-finite if and only if every infinite subset of $`G`$ contains two distinct commuting elements . Since this first paper, problems of a similar nature have been the object of several articles (for example , , , , , , , , , , ).
As far as we know, the equality $`𝒱(w)=𝒱(w^{})`$ is known for the following words: $`w=x^m`$, $`w=[x_1,\mathrm{},x_n]`$ , $`w=[x,y]^2`$ , $`w=[x,y,y]`$ , $`w=[x,y,y,y]`$ , $`w=(xy)^3x^3y^3`$ , $`w=x_1^{\alpha _1}\mathrm{}x_m^{\alpha _m}`$ where $`\alpha _1,\mathrm{},\alpha _m`$ are non-zero integers , $`w=(xy)^2(yx)^2`$ or $`w=[x^m,y]`$ where $`m\{3,6\}\{2^k|k\}`$ , $`w=[x^n,y][x,y^n]^1`$ where $`n\{\pm 2,3\}`$  and $`w=[x^m,y^m]`$ or $`w=(x_1^mx_2^m\mathrm{}x_n^m)^2`$ where $`m\{2^k|k\}`$ .

In , P. Puglisi and L. S. Spiezia proved that every infinite locally finite group (or locally soluble group) in $`𝒱([x,_ky]^{})`$ is a $`k`$-Engel group; (recall that $`[x,_ky]`$ is defined inductively by $`[x,_0y]=x`$ and $`[x,_ky]=[[x,_{k1}y],y]`$ for $`k`$). In , C. Delizia proved the equality $`𝒱(w)=𝒱(w^{})`$ on the classes of hyperabelian, locally soluble and locally finite groups where $`w=[x_1,\mathrm{},x_k,x_1]`$ and $`k`$ is an integer greater than 2. Later G. Endimioni generalized these results by proving that every infinite locally finite or locally soluble group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$, where $`w`$ is a word in a free group such that finitely generated soluble groups in $`𝒱(w)`$ are nilpotent (see Theorem 3 of ) (recall that the variety $`𝒱([x_1,\mathrm{},x_k,x_1])`$ ($`k>2`$) is exactly the variety of nilpotent groups of nilpotency class at most $`k`$  and every finitely generated soluble Engel group is nilpotent .)
We say that a group $`G`$ is locally graded if and only if every finitely generated non-trivial subgroup of $`G`$ has a non-trivial finite quotient. We proved in Theorem 4 of  that an infinite locally graded group in $`𝒱([x_1,_kx_2]^{})`$ is a $`k`$-Engel group. We generalize this result as Theorem A, below. In order to state our first result we need the following definition. Following  we say that a group $`G`$ is restrained if and only if $`x^y=x^{y^i}|i`$ is finitely generated for all $`x,yG`$. We show by Proposition 1 below, why the following theorem improves the above mentioned results.

Theorem A. Let $`w`$ be a word in a free group such that every finitely generated residually finite group in $`𝒱(w)`$ is polycyclic-by-finite. Then every infinite finitely generated locally graded restrained group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$.

G. Endimioni proved that every infinite locally nilpotent group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$, where $`w`$ is a word in a free group (see Theorem 1 of ). The following theorem generalizes Theorem 1 of .

Theorem B. Let $`w`$ be a word in a free group and let $`𝒫`$ be a class of groups which satisfies the following conditions:
(1) the class $`𝒫`$ is closed under taking subgroups.
(2) every $`𝒫`$-group is soluble.
(3) every infinite finitely generated ($`𝒫`$-by-finite)-group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$.
Then every infinite residually \[(locally $`𝒫`$)-by-finite\] group in $`𝒱(w^{})`$ belongs to $`𝒱(w).`$

For example, the classes of nilpotent groups, polycyclic groups, abelian-by-nilpotent groups and soluble residually finite groups satisfy the assumptions of Theorem B.

Here we also obtain some reductions in investigation of the equality $`𝒱(w)=𝒱(w^{})`$ on certain classes of groups and certain words $`w`$. For example

Theorem C. Let $`w`$ be a non-trivial word in a free group. Then every non-linear simple locally finite group does not belong to the class $`𝒱(w^{})`$.

In , G. Endimioni proved that if $`w`$ be a word in a free group such that finitely generated soluble groups in $`𝒱(w)`$ are polycyclic, then every finitely generated soluble group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$. Before stating our next result, we need a notation (see ). Let $`\alpha `$ be a non-zero element of some field of characteristic $`p`$. Denote the group generated by the matrices $`\{\left[\begin{array}{cc}1& 0\\ 1& 1\end{array}\right],\left[\begin{array}{cc}\alpha & 0\\ 0& 1\end{array}\right]\}`$ by $`M(\alpha ,p)`$.

Theorem D. Let $`w`$ be a word in a free group such that every infinitely presented $`M(\alpha ,p)𝒱(w)`$ for all $`p0`$ or $`C_q\text{wr}C_{\mathrm{}}𝒱(w)`$ for all primes $`q`$. Then every infinite locally soluble group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$.

We note that the group $`M(\alpha ,p)`$ is finitely presented if and only if
(i) $`p0`$ and $`\alpha `$ is algebraic over the prime field, or
(ii) $`p=0`$ and at least one of $`\alpha `$ or $`\alpha ^1`$ is an algebraic integer (see Lemma 11 of ).

Theorem D generalizes Theorems 2 and 3 of , since we note that if $`𝒱`$ is a variety of groups in which every finitely generated soluble group in $`𝒱`$ is polycyclic then $`𝒱`$ contains no infinitely presented $`M(\alpha ,p)`$ since $`M(\alpha ,p)`$ is finitely generated metabelian; the subgroup $`C_q^{(C_{\mathrm{}})}`$ of $`C_q\text{wr}C_{\mathrm{}}`$ is not finitely generated and, $`C_q\text{wr}C_{\mathrm{}}`$ is not polycyclic for any prime $`q`$.

Proofs

We start the proof of Theorem A.

Proof of Theorem A. Let $`G`$ be an infinite finitely generated locally graded restrained group in $`𝒱(w^{})`$ and let $`R`$ be the finite residual of $`G`$. Then $`G/R`$ is a finitely generated residually finite group in $`𝒱(w^{})`$ and so, by Lemma 1 of , it belongs to $`𝒱(w)`$. Thus by hypothesis, $`G/R`$ is polycyclic-by-finite. Therefore by repeated use of Lemma 3 of , $`R`$ is finitely generated. If $`R`$ is finite then $`G`$ is residually finite and so by Lemma 1 of , $`G`$ belongs to the variety $`𝒱(w)`$. Now suppose, for a contradiction, that $`R`$ is infinite. By hypothesis, $`R`$ has a normal proper subgroup of finite index in $`R`$, then the finite residual subgroup $`T`$ of $`R`$ is proper in $`R`$. Therefore $`R/T`$ is a residullay finite group in $`𝒱(w)`$ and so $`G/T`$ is polycylic-by-finite. Thus $`G/T`$ is residually finite and $`RT`$, a contradiction. This completes the proof. $`\mathrm{}`$

The following proposition generalizes the result of .

Proposition 1. Finitely generated residually finite groups in a variety $`𝒱`$ in which every finite group is nilpotent, are nilpotent.

Proof. We first prove that there exists a positive integer $`k`$ depending only on the variety $`𝒱`$ such that for all primes $`p`$, $`C_p\text{wr}C_{p^k}𝒱`$. By the Lemma of , there exists an integer $`t`$ depending only on $`𝒱`$ such that every $`2`$-generated metabelian group in $`𝒱`$ is nilpotent of class at most $`t`$. Now suppose that $`C_p\text{wr}C_{p^m}𝒱`$ for some prime $`p`$ and positive integer $`m`$. Since $`C_p\text{wr}C_{p^m}`$ is a $`2`$-generated metabelian group then it is nilpotent of class at most $`t`$. But the nilpotency class of $`C_p\text{wr}C_{p^m}`$ is exactly $`p^m`$, by a result of Liebeck (see  or Theorem 2.5 in page 76 of ) and so $`p^mt`$. Now the same argument as in Theorem 2 of  completes the proof. $`\mathrm{}`$

Theorem A improves Theorem 3 of  since by the result of , in a variety, all finite groups are nilpotent if and only if all finitely generated soluble groups are nilpotent. Therefore by Proposition 1, every variety in which all finitely generated soluble groups are nilpotent is contained in a variety in which all finitely generated residually finite groups are polycyclic-by-finite.

Corollary 2. Let $`w`$ be a word in a free group such that finitely generated soluble groups in $`𝒱(w)`$ are nilpotent. Then every infinite locally graded restrained group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$.

Proof. As noticed before, every finitely generated residually finite group in $`𝒱(w)`$ is polycyclic-by-finite. Let $`G`$ be an infinite locally graded restrained group in $`𝒱(w^{})`$ and assume that $`w`$ is a word in the free group of rank $`n`$. Let $`x_1,\mathrm{},x_nG`$, we must prove that $`w(x_1,\mathrm{},x_n)=1`$. Assume that there exists an infinite finitely generated subgroup $`H`$ of $`G`$ which contains $`x_1,\mathrm{},x_n`$. Then by Theorem A, $`H𝒱(w)`$. Now, we may assume that every finitely generated subgroup of $`G`$ containing $`x_1,\mathrm{},x_n`$ is finite. Thus there exists an infinite locally finite subgroup $`L`$ which contains $`x_1,\mathrm{},x_n`$ and so by Theorem 3 of , $`L`$ belongs to the variety $`𝒱(w)`$. This completes the proof. $`\mathrm{}`$

In the following lemmas we use some notion: we say that a word $`w1`$ in a free group is a semigroup word if $`w`$ is of the form $`uv^1`$, where $`u`$ and $`v`$ are words in a free semigroup and we say, following , that a group $`G`$ has no free subsemigroups if and only if for every pair (a,b) of elements of $`G`$, the subsemigroup generated by $`a,b`$ has a relation of the form

$$(1)a^{r_1}b^{s_1}\mathrm{}a^{r_j}b^{s_j}=b^{m_1}a^{n_1}\mathrm{}b^{m_k}a^{n_k}$$

where $`r_i`$, $`s_i`$, $`m_i`$ $`n_i`$ are all non-negative and $`r_1`$ and $`m_1`$ are positive integers. If $`(a,b)`$ is a pair of elements in $`G`$ satsfying a relation of type (1), then we call $`j+k`$ the width of the relation and the sum $`r_1+\mathrm{}+r_j+n_1+\mathrm{}+n_k`$ the exponent of $`a`$ (denoted $`\text{exp}(a)`$) in the relation.
We say that a word $`w`$ in a free group $`F`$ generated by $`x_1,\mathrm{}x_n`$, is a commutator word whenever $`w`$ belongs to the derived subgroup of $`F`$. In the following we study infinite groups in $`𝒱(w^{})`$ where $`w`$ is not a commutator word. We note that if $`w`$ is not a commutator word then there is a positive integer $`e`$ depending only on $`w`$ such that every group in the variety $`𝒱(w)`$ is of exponent dividing $`e`$; for let $`G`$ be a group in the variety generated by a non-commutator word $`w`$, since $`w`$ is not a commuatator word, for some $`i`$ the sum of the exponents of $`x_i`$ in $`w`$ is non-zero: let this sum be $`r`$ and let $`gG`$. If we replace $`x_i`$ by $`g`$ and $`x_j`$ by $`1`$ when $`ji`$, then $`w`$ assumes the value $`g^r`$. Thus $`g`$ has a finite order $`r`$ and $`G`$ is of finite exponent.

Lemma 3. Let $`w`$ be a semigroup word in the free group of rank 2. Then every group in $`𝒱(w^{})`$ has no free subsemigroups, and there exist positive integers $`M`$ and $`N`$ depending only on $`w`$ such that for all pairs $`(a,b)`$ of elements in $`G`$ there is a relation of the form (1) whose width and $`\text{exp}(a)`$ is at most $`M`$ and $`N`$, respectively.

Proof. Let $`a,b`$ be in $`G`$. If $`b`$ is of finite order $`m`$ then $`ab^m=b^ma`$, $`\text{exp}(a)=2`$ and the width is $`2`$. Now, assume that $`b`$ is of infinite order and consider the two sets $`X=\{a^{b^n}|n\}`$ and $`Y=\{b^m|m\}`$. If $`X`$ is finite then the centre of $`H=a,b`$ is infinite and so by Lemma 3 of , $`H`$ belongs to the variety $`𝒱(w)`$. Therefore $`w(a,b)=w(b,a)=1`$ and so the pair $`(a,b)`$ satisfies a relation of the form (1) whose width and $`\text{exp}(a)`$ is at most $`M_1`$ and $`N_1`$, respectively, where $`M_1`$ and $`N_1`$ are positive fixed integers depending only on $`w`$. Now we may assume that $`X`$ is infinite, then by the property $`𝒱(w^{})`$, there exists a relation of the form

$$(a^{b^t})^{r_1}b^{s_1}\mathrm{}(a^{b^t})^{r_j}b^{s_j}=b^{m_1}(a^{b^t})^{n_1}\mathrm{}b^{m_k}(a^{b^t})^{n_k}$$

where $`r_i,s_i,m_i,n_i`$ are non-negative integers and $`r_1,m_1,t`$ are positive integers; also the sum $`r_1+\mathrm{}+r_j+n_1+\mathrm{}+n_k`$ is the same $`N_1`$ and $`j+k=M_1`$. Therefore the pair $`(a,b)`$ satisfies a relation of the form (1) whose width is at most $`M:=\mathrm{max}\{2,M_1\}`$ and $`\text{exp}(a)`$ is at most $`N=\mathrm{max}\{2,N_1\}`$. $`\mathrm{}`$

Recall that a group $`G`$ is right orderable if there exists a total order relation $``$ on $`G`$ such that for all $`a,b,g`$ in $`G`$, $`ab`$ implies $`agbg`$, equivalenty, if there exists a subset $`P`$ in $`G`$ such that $`PP=P`$, $`PP^1=G`$, and $`PP^1=1`$.

Proposition 4. Let $`w`$ be a semigroup word in the free group of rank 2. Then every right orderable group in $`𝒱(w^{})`$, belongs to the variety $`𝒱(w)`$.

Proof. By Theorem 5 of  and Lemma 3, $`G`$ is locally nilpotent-by-finite. Let $`x_1,\mathrm{},x_nG`$. Since $`G`$ is right orderable, $`G`$ is torsion-free. Thus every finitely generated subgroup of $`G`$ is an infinite finitely generated nilpotent-by-finite group and so residually finite. Therefore by Lemma 1 of , $`G`$ belongs to the variety $`𝒱(w)`$. $`\mathrm{}`$

Lemma 5. Let $`w`$ be a semigroup word in a free group. Then every group in $`𝒱(w^{})`$ is restrained.

Proof. Let $`G`$ be a group in $`𝒱(w^{})`$ and let $`x,y`$ in $`G`$. We must prove that $`H=x^y`$ is finitely generated. We may assume that $`y`$ is of infinite order. Suppose that $`w`$ is in the free group of rank $`n>0`$. Consider a partition of the set $`X=\{xy^1,xy^2,\mathrm{},\}`$ in $`n`$ infinite subsets $`X_1,X_2,\mathrm{},X_n`$. Then by the property $`𝒱(w^{})`$, there exist negative integers $`t_1,\mathrm{},t_n`$ such that

$$xy^{t_{f(1)}}\mathrm{}xy^{t_{f(m)}}=xy^{t_{g(1)}}\mathrm{}xy^{t_{g(s)}}$$

for some functions $`f`$ from $`\{1,2,\mathrm{},m\}`$ to $`\{1,2,\mathrm{},n\}`$ and $`g`$ from $`\{1,2,\mathrm{},s\}`$ to $`\{1,2,\mathrm{},n\}`$, where $`m`$ and $`s`$ depend only on $`w`$. Now, arguing as in Lemma 1(ii) of , $`H`$ is finitely generated. This completes the proof. $`\mathrm{}`$

Lemma 6. Let $`w`$ be a word in a free group such that $`w`$ is not a commutator word. Then every group in $`𝒱(w^{})`$ is torsion. In particular, $`G`$ is restrained.

Proof. Let $`G`$ be a group. Suppose, for a contradiction, that $`G`$ has an element $`a`$ of infinite order, then, by Lemma 3 of , $`a`$ belongs to the variety $`𝒱(w)`$ and so $`a`$ is of finite order, a contradiction. $`\mathrm{}`$

We note that Theorem A can be applied for the following words $`w`$ in a free group: by Proposition 1 and the result of , any word $`w`$ such that every finitely generated soluble group in the variety $`𝒱(w)`$ is nilpotent; by Zelmanov’s positive solution to the restricted Burnside problem (see  and ), any non-commutator word $`w`$ and by Theorem A of , every semigroup word $`w`$.
By Theorem A and Lemmas 5 and 6 and the above remarks we have

Corollary 7. Let $`w`$ be a non-commutator word or a semigroup word in a free group. Then every infinite finitely generated locally graded group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$.

Lemma 8. Let $`G`$ be an infinite group in $`𝒱(w^{})`$ and $`H`$ be a finite subgroup of $`G`$. If $`G`$ has an infinite normal locally soluble subgroup, then $`H`$ belongs to $`𝒱(w)`$.

Proof. Let $`S`$ be a normal locally soluble infinite subgroup of $`G`$. If $`S`$ is $`\stackrel{ˇ}{\text{C}}`$ernikov, then $`S`$ has an infinite normal characteristic abelian subgroup (see  vol. I page 68) so $`G`$ has an infinite normal abelian subgroup whence $`G`$ belongs to $`𝒱(w)`$ by Lemma 3 of .
Therefore, we may assume that $`S`$ is not $`\stackrel{ˇ}{\text{C}}`$ernikov. By a result of Zaicev (see ), there is an infinite abelian subgroup $`B`$ of $`S`$ such that $`H`$ normalizes $`B`$. Hence $`B`$ is an infinite normal subgroup of the group $`BH`$ and so again by Lemma 3 of , $`H`$ belongs to $`𝒱(w)`$. $`\mathrm{}`$

Proof of Theorem B. It suffices to prove that an infinite \[(locally $`𝒫`$)-by-finite\] group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$. Let $`H`$ be a normal locally $`𝒫`$-subgroup of $`G`$ of finite index. If $`G`$ is torsion, then $`G`$ is locally finite and $`H`$ is a locally soluble infinite normal subgroup of $`G`$, so by Lemma 8, $`G𝒱(w)`$. Therefore we may assume that $`G`$ has an element $`a`$ of infinite order. Let $`x_1,\mathrm{},x_n`$ be arbitrary elements of $`G`$. Then $`K=a,x_1,\mathrm{},x_n`$ is a finitely generated $`𝒫`$-by-finite infinite group and so by condition (3), $`K𝒱(w)`$. $`\mathrm{}`$

Corollary 9. Let $`G`$ be an infinite locally finite $`𝒱(w^{})`$ group. If $`G`$ satisfies one of the following conditions, then $`G`$ belongs to the variety $`𝒱(w)`$.
(1) $`G`$ has an infinite locally soluble normal subgroup.
(2) $`G`$ contains an element with finite centralizer.
(3) $`G`$ contains an element of prime power order with $`\stackrel{ˇ}{\text{C}}`$ernikov centralizer in $`G`$.

Proof. Let $`x_1,\mathrm{},x_n`$ be arbitrary elements of $`G`$, we must prove that $`w(x_1,\mathrm{},x_n)=1`$. Since $`G`$ is locally finite, $`H=x_1,\mathrm{},x_n`$ is finite.
If $`G`$ has an infinite locally soluble normal subgroup, then, by Theorem B, $`H𝒱(w)`$.
If $`G`$ satisfies the conditions (2) or (3) then by Hartley’s results of  and  $`G`$ is (locally soluble)-by-finite and so by part (1), the proof is complete. $`\mathrm{}`$

Let $`w`$ be a word in a free group. Now we state some reductions in investigation of the equality $`𝒱(w)=𝒱(w^{})`$ on the class of locally soluble groups and locally finite groups.

Let $`G`$ be an infinite locally soluble group in $`𝒱(w^{})`$. If $`G`$ is torsion then by Corollary 9(1), $`G`$ belongs to the variety $`𝒱(w)`$. Therefore we may assume that $`G`$ has an element $`g`$ of infinite order and so in order to prove that $`G𝒱(w)`$ it suffices to show that for all $`x_1,\mathrm{},x_n`$, the infinite finitely generated soluble subgroup $`x_1,\mathrm{},x_n,g`$ belongs to the variety $`𝒱(w)`$. Therefore we have

Remark 10. Let $`w`$ be a word in a free group. Then the following are equivalent:
(1) any infinite locally soluble group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$.
(2) any infinite finitely generated soluble group in $`𝒱(w^{})`$ belongs to $`𝒱(w)`$.

We note that, by Lemma 6, every finitely generated soluble group in $`𝒱(w^{})`$, where $`w`$ is not a commutator word, is finite.

Let $`G`$ be an infinite locally finite group in $`𝒱(w^{})`$. In order to prove that $`G𝒱(w)`$, we must show that $`x_1,\mathrm{},x_n𝒱(w)`$ for all $`x_1,\mathrm{},x_nG`$, therefore we may assume that $`G`$ is countable. Fix $`x_1,\mathrm{},x_nG`$ and let $`H=x_1,\mathrm{},x_n`$. If $`C_G(H)`$ is infinite, then there is an infinite abelian subgroup $`A`$ in $`C_G(H)`$, as $`G`$ is locally finite (see Theorem 3.43 of ). therefore the centre of $`K=A,H`$ is infinite and so by Lemma 3 of , $`K𝒱(w)`$. Thus we may assume that $`C_G(H)`$ is finite. Also, by Lemma 4 of  and Corollary 9 we may assume that $`H`$ is not supersoluble and the centralizer of any element in $`G`$ is infinite and the centralizer of every element of prime power order is not $`\stackrel{ˇ}{\text{C}}`$ernikov. These conditions on a locally finite group lead us to the following defenitions.

We say that a group $`G`$ is an $``$-group whenever $`G`$ is an infinite countable locally finite group and there exists a finite subgroup $`H`$ of $`G`$ such that
(1) $`H`$ is not supersoluble and $`C_G(H)`$ is finite.
(2) $`C_G(x)`$ is infinite for all $`xG`$.
(3) $`C_G(g)`$ is not $`\stackrel{ˇ}{\text{C}}`$ernikov for all elements $`gG`$ of prime power order.
(4) the largest normal locally soluble subgroup of $`G`$ is finite.
In this case, We say that $`G`$ is an $``$-group with respect to $`H`$. Also, we say that $`G`$ is an $`^{}`$-group with respect to $`H`$ whenever every infinite subgroup of $`G`$ which contains $`H`$, is an $``$-group with respect to $`H`$. By these discussions we have

Remark 11. Let $`w`$ be a word in a free group. Then the following are equivalent:
1) an infinite locally finite group in $`𝒱(w^{})`$, belongs to the variety $`𝒱(w)`$.
2) an infinite $`^{}`$-group in $`𝒱(w^{})`$, belongs to the variety $`𝒱(w)`$.

We use Remark 11 for the study of an infinite locally finite group $`G`$ in $`𝒱(w^{})`$ where $`w`$ is not a commutator word in the free group of rank $`n>0`$, and obtain another condition on such groups $`G`$. We prove that $`G`$ is of finite exponent dividing $`e`$, where $`e`$ is a positive integer depending only on $`w`$ such that every group in the variety $`𝒱(w)`$ is of exponent dividing $`e`$. For, let $`a`$ be an element of $`G`$, then $`C_G(a)`$ is infinite and by Theorem 3.43 of  there exists an infinite abelian subgroup $`A`$ in $`C_G(a)`$. By Lemma 3 of , $`A𝒱(w)`$. Consider infinite subsets $`X_1=\mathrm{}=X_n=aA`$. Therefore, by the property $`𝒱(w^{})`$, there exist $`a_1,\mathrm{},a_nA`$ such that $`w(aa_1,\mathrm{},aa_n)=1`$. Thus $`w(a,\mathrm{},a)w(a_1,\mathrm{},a_n)=1`$. But $`w(a_1,\mathrm{},a_n)=1`$ and so $`w(a,\mathrm{},a)=1`$ and $`a^e=1`$. Therefore we have:

Remark 12. Let $`w`$ be a non-commutator word in a free group and $`e`$ be a positive integer depending only on $`w`$ such that every group in the variety $`𝒱(w)`$ is of exponent dividing $`e`$. Then the following are equivalent:
1) any infinite locally finite group in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$.
2) any infinite $`^{}`$-group of exponent dividing $`e`$ belongs to the variety $`𝒱(w)`$.

A natural question which arises is the following: Is there an infinite $`^{}`$-group of finite exponent?
We only know that such a group is not simple. For by a result of L. G. Kov$`\stackrel{´}{\text{a}}`$cs , any infinite, simple, locally finite group $`G`$ involves infinitely many non-isomorphic non-abelian finite simple groups; hence, if $`G`$ satisfies non-trivial laws, then according to a result of G. A. Jones (see Theorem of ), the variety generated by infinitely many finite simple groups is the variety of all groups. But the variety generated by $`G`$ is a proper variety, a contradiction.

Now we study infinite simple locally finite groups in $`𝒱(w^{})`$, where $`w`$ is a non-trivial word in a free group. As we have seen earlier, there is no infinite simple locally finite group which satisfies a non-trivial identity. Call a simple locally finite group an $`S`$-group. The $`S`$-groups fall into two classes with widely different properties—the linear groups and the non-linear groups. Every linear $`S`$-group is a group of Lie type over an infinite locally finite field (see ).

Proof of Theorem C. Suppose, for a contradiction, there exists a non-linear $`S`$-group $`G`$ in $`𝒱(w^{})`$. By a result of Hartley , there exists a section $`C/D`$ of $`G`$ such that $`C/D`$ is a direct product of finite alternating groups of unbounded orders. Thus $`C/D`$ is an infinite residually finite group in $`𝒱(w^{})`$ and so $`C/D`$ belongs to the variety $`𝒱(w)`$. Since $`C/D`$ is a direct product of finite alternating groups of unbounded orders, the variety $`𝒱(w)`$ contains infinitely many non-isomorphic finite alternating groups. Therefore, by Theorem of , $`𝒱(w)`$ is the variety of all groups and so $`w`$ is the trivial word, a contradiction. This completes the proof. $`\mathrm{}`$

P. S. Kim in  studied $`𝒱(w_2^{})`$ on the class of locally soluble groups, where $`w_2=[[x_1,x_2],[x_3,x_4]]`$. For this word the variety $`𝒱(w_2)`$ is the variety of metabelian groups. It is proved in , that every infinite locally soluble group in $`𝒱(w_2^{})`$ is metabelian and also it is proved that any infinite group belonging to $`𝒱(w_2^{})`$ is metabelian if and only if there is no infinite simple group in $`𝒱(w_2^{})`$. We study $`𝒱(w^{})`$ on the class of locally finite groups, where $`w`$ is a soluble word that is $`w=w_d`$ for some $`d`$ where $`w_0=x`$, $`w_i=[w_{i1},w_{i1}]`$ and $`w_{i1}`$ is the word on $`2^{i1}`$ distinct letters which has been defined inductively, for all $`i`$.

Corollary 13. Let $`w`$ be a soluble word and let $`G`$ be an infinite locally finite $`𝒱(w^{})`$-group. Then the following are equivalent:
(1) $`G𝒱(w)`$.
(2) $`G`$ has no infinite linear simple locally finite section.

Proof. Suppose that (1) is true. Then $`G`$ is soluble and (2) is clear. Now suppose that (2) is true and $`w=w_d`$ for some positive integer $`d`$. Suppose, for a contradiction, that $`G𝒱(w)`$. Thus $`G`$ is not soluble of derived length at most $`d`$. Suppose, if possible, that $`K=G^{(d+1)}`$ is finite. Then $`H=G^{(d)}`$ is an FC-group and so $`H`$ is soluble by applying suitably Lemma 1 of . Thus $`G`$ is a torsion soluble group and so by Theorem B, $`G`$ is soluble of derived length at most $`d`$, a contradiction. Hence $`K`$ is infinite and so $`G/K`$ is a soluble group of derived length $`d`$. Therefore $`G^{(d)}=G^{(d+1)}`$ that is $`H=H^{}`$, which implies that $`H`$ is a perfect group. Suppose that $`H`$ has an infinite proper normal subgroup $`N`$, then $`H/N`$ is soluble of derived length at most $`d`$, this implies $`H=H^{(d)}N`$ since $`H`$ is perfect, a contradiction. Let $`N`$ be a finite normal subgroup of $`H`$, then $`C_H(N)`$ has finite index in $`H`$. Since $`H`$ has no infinite normal proper subgroups, $`C_H(N)=H`$. Hence the centre $`Z`$ of $`H`$ is the unique maximal normal subgroup of $`H`$ so that $`S=H/Z`$ is simple. By Theorem C, $`S`$ is an infinite linear simple locally finite group, which is a contradiction. $`\mathrm{}`$

Now, we start proving Theorem D, for this we need the following lemma:

Lemma 14. Every infinite locally soluble group of finite rank in $`𝒱(w^{})`$ belongs to the variety $`𝒱(w)`$.

Proof. Let $`G`$ be an infinite locally soluble group of finite rank in $`𝒱(w^{})`$. By Remark 10, we may assume that $`G`$ is finitely generated. Therefore $`G`$ is a minimax group, and so by Theorem 10.33 of , the finite residual $`R`$ of $`G`$ is the direct product of finitely many quasicyclic subgroups of $`G`$, thus $`G`$ is residually finite or $`G`$ has an infinite normal abelian subgroup, then, by Lemma 1 or Lemma 3 of  respectively, the proof is complete.

Proof of Theorem D. Let $`G`$ be an infinite locally soluble group in $`𝒱(w^{})`$. By Remark 10, we may assume that $`G`$ is a finitely generated infinite soluble group. Firstly, suppose that $`w`$ is a word such that $`C_p\text{wr}C_{\mathrm{}}𝒱(w)`$ for all primes $`p`$. We prove that $`G`$ is a minimax group and so $`G`$ is of finite rank, then Lemma 14 completes the proof.
By a deep result of Kropholler (see ), which asserts that every finitely generated soluble group having no sections of type $`C_p\text{wr}C_{\mathrm{}}`$ is minimax, it suffices to show that if $`C_p\text{wr}C_{\mathrm{}}𝒱(w^{})`$ then $`C_p\text{wr}C_{\mathrm{}}𝒱(w)`$. But $`C_p\text{wr}C_{\mathrm{}}`$ has an infinite normal abelian subgroup, therefore by Lemma 3 of , $`C_p\text{wr}C_{\mathrm{}}𝒱(w)`$, which is a contradiction.
Now, suppose that $`w`$ is a word such that every infinitely presented $`M(\alpha ,p)𝒱(w)`$. If $`G`$ is not semi-polycyclic group (see ), then there exists a subgroup $`H`$ of a quotient group of $`G`$ which is isomorphic to an infinitely presented $`M(\alpha ,p)`$. But $`M(\alpha ,p)`$ is an infinite residually finite group in $`𝒱(w^{})`$ and so $`M(\alpha ,p)𝒱(w)`$, a contradiction. Therefore $`G`$ is semi-polycyclic and so is of finite rank (see ). Thus, by Lemma 14, $`G𝒱(w)`$. This completes the proof. $`\mathrm{}`$


text:
# When does the subadditivity theorem for multiplier ideals hold?

## Introduction

Multiplier ideals were first introduced in the complex analytic context in the work of Demailly, Nadel, Siu and others, and they proved a Kodaira-type vanishing theorem involving these ideals. Multiplier ideals can be reformulated in a purely algebro-geometric setting in terms of resolution of singularities and discrepancy divisors, and nowadays this notion has become a fundamental tool in birational geometry.

Demailly, Ein and Lazarsfeld \[DEL\] proved the subadditivity theorem for multiplier ideals on non-singular varieties, which states the multiplier ideal of the product of ideals is contained in the product of the individual multiplier ideals. This theorem itself is miraculous for commutative algebraists, and moreover it has several interesting applications to commutative algebra and algebraic geometry. For example, the problem concerning the growth of symbolic powers of ideals in regular local rings (see \[ELS\]), Fujita’s approximation theorem which asserts that most of the volume of a big divisor can be accounted for by the volume of an ample $``$-divisor on a modification (see \[Fu\] and \[La\]), etc. However, their proof of the subadditivity theorem works only on non-singular varieties over a field of characteristic zero, because their proof needs the Kawamata-Viehweg vanishing theorem and the fact that the diagonal embedding is a complete intersection. Hence we investigate when the subadditivity theorem holds on singular varieties which admit a resolution of singularities. The multiplier ideal associated to the unit ideal defines the locus of non-log-terminal points. Therefore, on non-log-terminal singularities, the subadditivity theorem fails. Conversely, in two-dimensional case, using a characterization of integrally closed ideals via anti-nef cycles, we show that the subadditivity theorem holds on log terminal singularities which are not necessarily essentially of finite type over a field of characteristic zero.

###### Theorem 2.2.

Let $`(A,𝔪)`$ be a two-dimensional $``$-Gorenstein normal local ring. Then $`A`$ is log terminal if and only if the subadditivity theorem holds, that is, for any two ideals $`𝔞`$, $`𝔟A`$,

$$𝒥(𝔞𝔟)𝒥(𝔞)𝒥(𝔟).$$

However, in higher dimensional case, we have several counterexamples to Theorem 2.2 (See Example 3.1). So we investigate the subadditivity theorem for monomial ideals. The multiplier ideal associated to a monomial ideal is characterized by the Newton polygon (see \[HY\] and \[How\]) and it is easy to calculate this ideal. We expected that the subadditivity theorem for monomial ideals might hold on all toric rings. But, unfortunately, we found a counterexample on a three-dimensional toric ring (see Example 3.2).

## 1. Multiplier ideals

###### Notation.

Throughout this paper, let $`(A,𝔪)`$ be an excellent normal $``$-Gorenstein local ring satisfying one of the following conditions:

* $`(A,𝔪)`$ is two-dimensional.
* $`(A,𝔪)`$ is essentially of finite type over a field of characteristic zero.

First we recall the definition of multiplier ideals. Refer to \[La\] for the general theory of multiplier ideals.

###### Definition 1.1.

Let $`𝔞`$ be an ideal in $`A`$. By \[Hi\], \[Li1\] and \[Li2\], there exists a resolution of singularities $`f:X\mathrm{Spec}A`$ such that the ideal sheaf $`𝔞𝒪_X=𝒪_X(F)`$ is invertible and $`\mathrm{Exc}(f)\mathrm{Supp}F`$ is a simple normal crossing divisor, where $`\mathrm{Exc}(f)`$ is the exceptional locus of $`f`$. Fix a rational number $`c>0`$. Then the multiplier ideal111Lipman \[Li3\] calls this ideal the “adjoint ideal.” However, Lazarsfeld \[La\] uses the term “adjoint ideal” in a different sense. To avoid confusion, we adopt the term “multiplier ideal” in this paper. associated to $`c`$ and $`𝔞`$ is defined to be

$$𝒥(𝔞^c)=𝒥(A,𝔞^c)=H^0(X,𝒪_X(K_Xf^{}K_AcF))A,$$

where $`K_X`$ and $`K_A`$ are the canonical divisors of $`X`$ and $`\mathrm{Spec}A`$ respectively. In particular, $`A`$ is said to be a log terminal singularity if $`𝒥(A)=A`$.

Similarly we can also define the multiplier ideal $`𝒥(𝔞^c𝔟^d)`$ associated to two ideals $`𝔞`$, $`𝔟`$ in $`A`$ and two rational numbers $`c`$, $`d>0`$: let $`f:X\mathrm{Spec}A`$ be a resolution of singularities such that $`𝔞𝒪_X=𝒪_X(F_a)`$ and $`𝔟𝒪_X=𝒪_X(F_b)`$ are invertible and $`\mathrm{Exc}(f)\mathrm{Supp}F_a\mathrm{Supp}F_b`$ is a simple normal crossing divisor. Then

$$𝒥(𝔞^c𝔟^d)=H^0(X,𝒪_X(K_Xf^{}K_AcF_adF_b))A.$$

###### Remark 1.2.

1. Multiplier ideals are independent of the choice of a desingularization $`f:X\mathrm{Spec}A`$.
2. Log terminal singularities are rational singularities.

The following basic properties of multiplier ideals immediately follow.

###### Proposition 1.3.

Let $`𝔞`$ and $`𝔟`$ be ideals in $`A`$, and $`c>0`$ be a rational number.

1. If $`𝔞𝔟`$, then $`𝒥(𝔞^c)𝒥(𝔟^c)`$.
2. $`𝒥(𝔞^c)`$ is integrally closed. Moreover $`𝒥(𝔞^c)=𝒥(\overline{𝔞}^c)`$, where we denote by $`\overline{𝔞}`$ the integral closure of $`𝔞`$.
3. Suppose that $`A`$ is a log terminal singularity. Then $`𝔞𝒥(𝔞)`$. Furthermore, if $`𝔞`$ is an ideal of pure height one, then $`𝒥(𝔞)=𝔞`$.

###### Proof.

We will show only (iii). Let $`f:X\mathrm{Spec}A`$ be a resolution of singularities such that $`𝔞𝒪_X=𝒪_X(Z)`$ is invertible and $`\mathrm{Exc}(f)\mathrm{Supp}Z`$ is a simple normal crossing divisor. Since $`A`$ is log terminal,

$$𝒥(𝔞)=H^0(X,𝒪_X(K_Xf^{}K_AZ))H^0(X,𝒪_X(Z))=\overline{𝔞}.$$

Since $`\mathrm{codim}_A(\mathrm{Supp}(𝒥(𝔞)/\overline{𝔞}))2`$, we have $`𝔞=\overline{𝔞}=𝒥(𝔞)`$ when $`𝔞`$ is divisorial. ∎

Demailly, Ein and Lazarsfeld proved the following theorem, which is called the subadditivity theorem.

###### Theorem 1.4 (\[DEL\]).

Let $`A`$ be a regular local ring essentially of finite type over a field of characteristic zero, and let $`𝔞`$ and $`𝔟`$ be any two ideals in $`A`$. Fix any rational numbers $`c`$, $`d>0`$. Then

$$𝒥(𝔞^c𝔟^d)𝒥(𝔞^c)𝒥(𝔟^d).$$

###### Remark 1.5.

Demailly, Ein and Lazarsfeld use the Kawamata-Viehweg vanishing theorem, hence the condition that $`A`$ is essentially of finite type over a field of characteristic zero is necessary for their proof.

In this paper, we say that the subadditivity theorem holds if $`𝒥(𝔞𝔟)𝒥(𝔞)𝒥(𝔟)`$ for any ideals $`𝔞,𝔟A`$, and the strong subadditivity theorem holds if $`𝒥(𝔞^c𝔟^d)𝒥(𝔞^c)𝒥(𝔟^d)`$ for any $`𝔞,𝔟`$ and any rational numbers $`c,d>0`$.

## 2. two-dimensional case

In this section, we investigate when the subadditivity theorem holds in two-dimensional case. The following characterization of integrally closed ideals is quite useful.

###### Theorem 2.1 (\[Li1\], \[Gi\]).

Let $`(A,𝔪)`$ be a two-dimensional rational singularity and fix a resolution of singularities $`f:X\mathrm{Spec}A`$ with $`E`$ the exceptional locus on X. Let $`E_1,\mathrm{},E_r`$ be all the irreducible components of $`E`$. Then there is a one-to-one correspondence between the set of integrally closed ideals $`I`$ in $`A`$ such that $`I𝒪_X`$ is invertible and the set of effective $`f`$-anti-nef cycles $`Z`$ on $`X`$ $`(`$i.e. $`Z0`$ and $`ZE_i0`$ for all $`1ir`$$`)`$. The correspondence is given by $`I𝒪_X=𝒪_X(Z)`$ and $`I=H^0(X,𝒪_X(Z))`$.

Using the above theorem, we obtain necessary and sufficient conditions for the subadditivity theorem to hold.

###### Theorem 2.2.

Let $`(A,𝔪)`$ be a two-dimensional $``$-Gorenstein normal local ring. Then $`A`$ is a log terminal singularity if and only if the subadditivity theorem holds, that is, for any two ideals $`𝔞,𝔟A`$,

$$𝒥(𝔞𝔟)𝒥(𝔞)𝒥(𝔟).$$

###### Proof.

If the subadditivity theorem holds, then $`𝒥(A)𝒥(A)^2`$. Thus $`𝒥(A)=A`$, namely $`A`$ is log terminal. Hence we will show the converse implication, that is, we will prove that for any two ideals $`𝔞,𝔟A`$, $`𝒥(𝔞𝔟)𝒥(𝔞)𝒥(𝔟)`$ when $`A`$ is a log terminal singularity. By Proposition 1.3 (ii), we may assume that $`𝔞`$ and $`𝔟`$ are integrally closed. Let $`f:X\mathrm{Spec}A`$ be a resolution of singularities such that $`𝔞𝒪_X=𝒪_X(F_a)`$ and $`𝔟𝒪_X=𝒪_X(F_b)`$ are invertible and $`\mathrm{Exc}(f)\mathrm{Supp}F_a\mathrm{Supp}F_b`$ is a simple normal crossing divisor. By Theorem 2.1, $`F_a`$ and $`F_b`$ are $`f`$-anti-nef cycles on $`X`$, which are not necessarily supported on the exceptional locus of $`f`$. By the definition of multiplier ideals, denoting by $`K`$ the relative canonical divisor $`K_Xf^{}K_A`$ of $`f`$, we have

$`𝒥(𝔞)𝒥(𝔟)`$ $`=H^0(X,𝒪_X(KF_a))H^0(X,𝒪_X(KF_b)),`$
$`𝒥(𝔞𝔟)`$ $`=H^0(X,𝒪_X(KF_aF_b)).`$
Here, for every cycle $`Z`$ on $`X`$, we denote by $`\mathrm{an}_f(Z)`$ the $`f`$-anti-nef closure of $`Z`$, namely the minimal $`f`$-anti-nef cycle among all cycles on $`X`$ which is bigger than or equal to $`Z`$. Note that $`\mathrm{an}_f(Z)`$ is uniquely determined by $`Z`$ (cf. \[Ar\]). Since $`A`$ is a rational singularity, the product of integrally closed ideals of $`A`$ is also integrally closed \[Li1\]. Hence $`𝒥(𝔞)𝒥(𝔟)`$ and $`𝒥(𝔞𝔟)`$ are integrally closed, and by Theorem 2.1 again, $`𝒥(𝔞)𝒥(𝔟)`$ and $`𝒥(𝔞𝔟)`$ correspond to the cycles $`\mathrm{an}_f(F_aK)+\mathrm{an}_f(F_bK)`$ and $`\mathrm{an}_f(F_a+F_bK)`$ respectively. Therefore it suffices to show that

(2.1) $`\mathrm{an}_f(F_aK)+\mathrm{an}_f(F_bK)\mathrm{an}_f(F_a+F_bK).`$
In order to prove this, we prepare some notations. We can assume that the residue field $`A/𝔪`$ is algebraically closed. Then the morphism $`f`$ can be factorized as follows.

$$X:=X_n\stackrel{f_n}{}X_{n1}\stackrel{f_{n1}}{}\mathrm{}\stackrel{f_1}{}X_0\stackrel{f_0}{}\mathrm{Spec}A,$$

where $`f_i:X_iX_{i1}`$ is a contraction of a $`(1)`$-curve $`E_i`$ on $`X_i`$ for every $`i=1,\mathrm{},n`$ and $`f_0:X_0\mathrm{Spec}A`$ is the minimal resolution of $`\mathrm{Spec}A`$. We denote by $`\pi _i:XX_i`$ the composite of $`f_{i+1},\mathrm{},f_n`$ for $`i=0,1,\mathrm{},n1`$ and by $`\pi _{i,j}:X_iX_j`$ the composite of $`f_{j+1},\mathrm{},f_i`$ for $`i>j`$. Then the relation $`\mathrm{}`$ on $`f`$-exceptional divisors $`E_1,\mathrm{},E_n`$ is defined as follows: $`E_i\mathrm{}E_j`$ if and only if the intersection number $`\pi _{i}^{}{}_{}{}^{}E_i\pi _{j}^{}{}_{}{}^{1}E_j`$ is positive, where $`\pi _{j}^{}{}_{}{}^{1}E_j`$ is the strict transform of $`E_j`$ on $`X`$. Since the relation $`\mathrm{}`$ is not a order relation, we denote by $`>`$ the order relation generated by $`\mathrm{}`$.

Let $`𝐏`$ be the proximity matrix, that is, the matrix $`𝐏:=(p_{ij})_{1i,jn}`$ given by

$$p_{ij}=\{\begin{array}{cc}1& \text{if }i=j\hfill \\ 1& \text{if }E_j\mathrm{}E_i\hfill \\ 0& \text{otherwise}\hfill \end{array}$$

(see \[DV\] and \[Li4\]).

###### Claim 1.

Let $`Z`$ be a cycle on $`X`$ and we write

$$Z=\pi _{0}^{}{}_{}{}^{}\pi _{0}^{}{}_{}{}^{}Z+\underset{i=1}{\overset{n}{}}d_i\pi _{i}^{}{}_{}{}^{}E_i.$$

Then $`Z`$ is $`f`$-anti-nef if and only if $`\pi _{0}^{}{}_{}{}^{}Z`$ is an $`f_0`$-anti-nef cycle on $`X_0`$ and every component of $`\mathrm{𝐏𝐝}`$ is a nonnegative integer, where $`𝐝={}_{}{}^{t}(d_1,\mathrm{},d_n)`$. Notice that if $`Z`$ is $`f`$-anti-nef, then $`d_i0`$ for every $`i`$.

###### Proof of Claim $`1`$.

Since $`Z=\pi _{j1}^{}{}_{}{}^{}\pi _{j1}^{}{}_{}{}^{}Z+_{i=j}^nd_i\pi _{i}^{}{}_{}{}^{}E_i`$ for every $`j=1,2,\mathrm{},n`$,

$$Z\pi _{j}^{}{}_{}{}^{1}E_j=\underset{i=j}{\overset{n}{}}d_iE_i\pi _{i,j}^{}{}_{}{}^{1}E_j=𝐞_j\mathrm{𝐏𝐝},$$

where $`𝐞_j`$ is the $`n`$-tuple (row) vector such that the $`j`$-th component is one and other components are zero. On the other hand, for each $`f_0`$-exceptional curve $`F`$, we have $`Z\pi _{0}^{}{}_{}{}^{1}F=\pi _{0}^{}{}_{}{}^{}ZF`$. Therefore $`Z`$ is $`f`$-anti-nef if and only if $`𝐞_j\mathrm{𝐏𝐝}`$ is nonnegative for all $`j=1,\mathrm{},n`$ and $`\pi _{0}^{}{}_{}{}^{}Z`$ is $`f_0`$-anti-nef. ∎

Fix any effective $`f`$-anti-nef cycle $`Z`$ on $`X`$ and write $`Z=\pi _{0}^{}{}_{}{}^{}\pi _{0}^{}{}_{}{}^{}Z+_{i=1}^nd_i\pi _{i}^{}{}_{}{}^{}E_i`$. Then we investigate a process for computation of the anti-nef closure of $`ZK`$. Let $`\mathrm{\Lambda }`$ be a subset of $`\{1,2,\mathrm{},n\}`$ such that $`K=_{i\mathrm{\Lambda }}\pi _{i}^{}{}_{}{}^{}E_i`$. Then define $`Z^{(k)}:=\pi _{0}^{}{}_{}{}^{}\pi _{0}^{}{}_{}{}^{}Z+_{i=1}^nd_i^{(k)}\pi _{i}^{}{}_{}{}^{}E_i`$ inductively as follows: Let

(2.4) $`d_i^{(0)}=\{\begin{array}{cc}d_i1\hfill & \text{if }i\mathrm{\Lambda }\text{ and }d_i>0\hfill \\ d_i\hfill & \text{otherwise}\hfill \end{array}.`$
for all $`i=1,\mathrm{},n`$. If $`Z^{(1)},\mathrm{},Z^{(k1)}`$ are defined and if $`𝐞_j\mathrm{𝐏𝐝}^{(k1)}`$ is negative for some $`1jn`$ where $`𝐝^{(k1)}={}_{}{}^{t}(d_1^{(k1)},\mathrm{},d_n^{(k1)})`$, then choose one of such $`j`$ (we denote this by the same letter $`j`$) and set

(2.8) $`d_i^{(k)}=\{\begin{array}{cc}d_j^{(k1)}+1\hfill & \text{if }i=j\hfill \\ d_i^{(k1)}1\hfill & \text{if }E_i\mathrm{}E_j\text{ and }d_i^{(k1)}>0\hfill \\ d_i^{(k1)}\hfill & \text{otherwise}\hfill \end{array}.`$
###### Claim 2.

This process stops after finitely many steps. When the process stops at $`Z^{(k_0)}`$, the cycle $`Z^{(k_0)}`$ is the $`f`$-anti-nef closure of $`ZK`$.

###### Proof of Claim $`2`$.

This is similar to the computation of the fundamental cycle (see \[Ar\]). So we give only one remark here. Some readers may think that for the minimality of the anti-nef closure of $`ZK`$, $`d_i^{(0)}`$ should be defined as follows:

$$d_i^{\left(0\right)}=\{\begin{array}{cc}d_i1\hfill & \text{if }i\mathrm{\Lambda }\text{ and }d_i>0\hfill \\ d_i1\hfill & \text{if }d_i>0\text{ and if }d_j=0\text{ for some }j\mathrm{\Lambda }\text{ such that }E_i\mathrm{}E_j\hfill \\ d_i\hfill & \text{otherwise}\hfill \end{array}$$

However, this definition coincides with the above one. In fact, since $`Z`$ is an $`f`$-anti-nef cycle, once $`d_j=0`$ we have $`d_i=0`$ for all $`i`$ such that $`E_i\mathrm{}E_j`$. Therefore when $`d_i>0`$, there exists no such $`E_i\mathrm{}E_j`$ as $`d_j=0`$. ∎

In this paper, we call such a sequence of cycles as $`\{Z^{(0)},\mathrm{},Z^{(k_0)}\}`$ a computation sequence for $`ZK`$ (there may be several computation sequences).

###### Claim 3.

$`d_i1d_i^{(k)}d_i`$ for every $`i=1,\mathrm{},n`$ and $`k=0,1,\mathrm{},k_0`$. Therefore $`𝐞_j\mathrm{𝐏𝐝}^{(k)}<0`$ if and only if $`𝐞_j\mathrm{𝐏𝐝}=0`$, $`d_j^{(k)}=d_j1`$ and $`d_i^{(k)}=d_i`$ for all $`i`$ such that $`E_i\mathrm{}E_j`$.

###### Proof of Claim $`3`$.

Since $`Z`$ is $`f`$-anti-nef, $`\mathrm{an}_f(ZK)Z`$ and $`d^{(i)}d_i`$. We will show that $`d_i1d_i^{(k)}`$ by induction on $`k`$. When $`k=0`$, the assertion is trivial. Hence we may assume that $`k1`$. By the induction hypothesis, $`d_i1d_i^{(k1)}d_i`$. If $`d_i^{(k1)}=d_i1`$, then for every $`E_j\mathrm{}E_i`$, $`𝐞_j\mathrm{𝐏𝐝}^{(k1)}0`$. Therefore $`d_i^{(k)}d_i1`$. ∎

Now using this process, we will prove the equation $`(2.1)`$. Write

$`F_a`$ $`=\pi _{0}^{}{}_{}{}^{}\pi _{0}^{}{}_{}{}^{}F_a+{\displaystyle \underset{i=1}{\overset{n}{}}}a_i\pi _{i}^{}{}_{}{}^{}E_i,`$
$`F_b`$ $`=\pi _{0}^{}{}_{}{}^{}\pi _{0}^{}{}_{}{}^{}F_b+{\displaystyle \underset{i=1}{\overset{n}{}}}b_i\pi _{i}^{}{}_{}{}^{}E_i,`$
and denote $`𝐚={}_{}{}^{t}(a_1,\mathrm{},a_n)`$ and $`𝐛={}_{}{}^{t}(b_1,\mathrm{},b_n)`$.

Let $`F_c:=F_a+F_b`$ and apply the the above process to $`F_c`$. Then we get a computation sequence $`\{F_c^{(0)},\mathrm{},F_c^{(k_c)}\}`$ (we denote $`F_c^{(k)}:=\pi _{0}^{}{}_{}{}^{}\pi _{0}^{}{}_{}{}^{}(F_a+F_b)+_{i=1}^nc_i^{(k)}\pi _{i}^{}{}_{}{}^{}E_i`$ for $`0kk_c`$) for $`F_a+F_bK`$. We define $`𝐚^{(0)}`$ and $`𝐛^{(0)}`$ as in $`(2.2)`$.

By definition and Claim $`3`$, $`𝐞_j\mathrm{𝐏𝐜}^{(0)}<0`$ if and only if $`𝐞_j𝐏(𝐚+𝐛)=0`$, $`j\mathrm{\Lambda }`$, $`a_j+b_j>0`$ and $`a_i+b_i=0`$ for every $`i\mathrm{\Lambda }`$ such that $`E_i\mathrm{}E_j`$. Therefore the condition $`𝐞_j\mathrm{𝐏𝐜}^{(0)}<0`$ implies $`𝐞_j\mathrm{𝐏𝐚}^{(0)}<0`$ and $`𝐞_j\mathrm{𝐏𝐛}^{(0)}<0`$, unless $`a_j`$ or $`b_j`$ is zero. If $`c_j^{(1)}=c_j^{(0)}+1`$, then we define $`F_a^{(1)}:=\pi _{0}^{}{}_{}{}^{}\pi _{0}^{}{}_{}{}^{}F_a+_{i=1}^na_i^{(1)}\pi _{i}^{}{}_{}{}^{}E_i`$ (resp. $`F_b^{(1)}:=\pi _{0}^{}{}_{}{}^{}\pi _{0}^{}{}_{}{}^{}F_b+_{i=1}^nb_i^{(1)}\pi _{i}^{}{}_{}{}^{}E_i`$) as follows (cf. (2.3)): If $`a_j=0`$ (resp. $`b_j=0`$), then set $`F_a^{(1)}=F_a^{(0)}`$ (resp. $`F_b^{(1)}=F_b^{(0)}`$). If $`a_j>0`$ (resp. $`b_j>0`$), then

$$a_i^{(1)}=\{\begin{array}{cc}a_i^{(0)}+1\hfill & \text{if }i=j\hfill \\ a_i^{(0)}1\hfill & \text{if }E_i\mathrm{}E_j\text{ and }a_i^{(0)}>0\hfill \\ a_i^{(0)}\hfill & \text{otherwise}\hfill \end{array}$$

$$(\text{resp. }b_i^{(1)}=\left\{\begin{array}{cc}b_i^{(0)}+1\hfill & \text{if }i=j\hfill \\ b_i^{(0)}1\hfill & \text{if }E_i\mathrm{}E_j\text{ and }b_i^{(0)}>0\hfill \\ b_i^{(0)}\hfill & \text{otherwise}\hfill \end{array}\right).$$

We can inductively define a cycle $`F_a^{(k)}`$ (resp. $`F_b^{(k)}`$) for every $`k=1,\mathrm{},k_c`$ as above. When $`a_j`$ and $`b_j`$ are nonzero integers, $`𝐞_j\mathrm{𝐏𝐜}^{(k)}<0`$ if and only if $`𝐞_j\mathrm{𝐏𝐚}^{(k)}<0`$ and $`𝐞_j\mathrm{𝐏𝐛}^{(k)}<0`$ for each $`k=0,1,\mathrm{},k_c`$. Hence $`F_a^{(k_c)}`$ (resp. $`F_b^{(k_c)}`$) is not necessarily $`f`$-anti-nef, but $`\{F_a^{(1)},\mathrm{},F_a^{(k_c)}\}`$ (resp. $`\{F_b^{(1)},\mathrm{},F_b^{(k_c)}\})`$ can be extended to a computation sequence $`\{F_a^{(1)},\mathrm{},F_a^{(k_c)},\mathrm{},F_a^{(k_a)}\}`$ (resp. $`\{F_b^{(1)},\mathrm{},F_b^{(k_c)},\mathrm{},F_b^{(k_b)}\}`$) for $`F_aK`$ (resp. $`F_bK`$). Moreover, by Claim $`3`$, the triple $`(a_i^{(k_c)},b_i^{(k_c)},c_i^{(k_c)})`$ coincides with one of the following:

$$(a_i,b_i,a_i+b_i),(a_i1,b_i1,a_i+b_i1),(a_i1,0,a_i1),(0,b_i1,b_i1).$$

Then we will show that $`a_i^{(k_a)}+b_i^{(k_b)}c_i^{(k_c)}`$.

If $`(a_i^{(k_c)},b_i^{(k_c)},c_i^{(k_c)})=(a_i,b_i,a_i+b_i)`$, then, by Claim $`3`$, we have $`a_i^{(k_a)}+b_i^{(k_b)}a_i+b_i=c_i^{(k_c)}`$.

If $`(a_i^{(k_c)},b_i^{(k_c)},c_i^{(k_c)})=(a_i1,0,a_i1)`$, then $`b_i=0`$. Therefore we have $`b_j=0`$ for all $`j`$ such that $`E_j>E_i`$, because $`F_b`$ is $`f`$-anti-nef. Hence $`b_i^{(k)}=b_i=0`$ for all $`k_ckk_b`$ and $`a_i^{(k)}=c_i^{(k_c)}=a_i1`$ for every $`k_ckk_a`$, in particular $`a_i^{(k_a)}+b_i^{(k_b)}=a_i1=c_i^{(k_c)}`$. The case where $`(a_i^{(k_c)},b_i^{(k_c)},c_i^{(k_c)})=(0,b_i1,b_i1)`$ is similar.

Thus we suppose that $`(a_i^{(k_c)},b_i^{(k_c)},c_i^{(k_c)})=(a_i1,b_i1,a_i+b_i1)`$. Then it suffices to prove that there exists no such $`p,qk_c`$ as $`a_i^{(p)}=a_i`$ and $`b_i^{(q)}=b_i`$. Assume to the contrary that $`a_i^{(p)}=a_i`$ and $`b_i^{(q)}=b_i`$ for some $`p,qk_c`$. Then among the index $`j`$’s for which $`a_j^{(p)}=a_j`$ and $`b_j^{(q)}=b_j`$ for some $`p,qk_c`$, take $`j`$ such that $`E_j`$ is maximal with respcet to the relation $`>`$.

It does not occur that $`a_j^{(k_c+1)}=a_j^{(k_c)}+1`$ and $`b_j^{(k_c+1)}=b_j^{(k_c)}+1`$, because if $`𝐞_j\mathrm{𝐏𝐚}^{(k_c)}<0`$ and $`𝐞_j\mathrm{𝐏𝐛}^{(k_c)}<0`$, then $`𝐞_j\mathrm{𝐏𝐜}^{(k_c)}<0`$, that is, $`F_c^{(k_c)}`$ is not $`f`$-anti-nef. Therefore if $`𝐞_j\mathrm{𝐏𝐚}^{(k_c)}<0`$, then $`𝐞_j\mathrm{𝐏𝐛}^{(k_c)}0`$, which implies by Claim $`3`$ that $`𝐞_j\mathrm{𝐏𝐛}>0`$ or there exists $`E_h\mathrm{}E_j`$ such that $`(a_h^{(k_c)},b_h^{(k_c)},c_h^{(k_c)})=(0,b_h1,b_h1)`$. Notice that, in the latter case, $`b_h^{(k)}=b_h1`$ for every $`k_bkk_c`$.

Thus, in both cases, $`𝐞_j\mathrm{𝐏𝐛}^{(k)}0`$ for all $`k_bkk_c`$, namely $`b_j^{(k)}=b_j1`$ for every $`k_bkk_c`$. Hence if $`a_j^{(p)}=a_j`$ and $`b_j^{(q)}=b_j`$ for some $`p,qk_c`$, then $`𝐞_j\mathrm{𝐏𝐚}^{(k_c)}0`$, $`𝐞_j\mathrm{𝐏𝐛}^{(k_c)}0`$ and $`𝐞_j\mathrm{𝐏𝐚}=𝐞_j\mathrm{𝐏𝐛}=0`$. If there exists some $`E_h\mathrm{}E_j`$ such that $`(a_h^{(k_c)},b_h^{(k_c)},c_h^{(k_c)})=(a_h1,0,a_h1)`$ or $`(0,b_h1,b_h1)`$, then it does not occur that $`a_j^{(p)}=a_j`$ and $`b_j^{(q)}=b_j`$ for some $`p,qk_c`$.

Therefore there exists $`E_h\mathrm{}E_j`$ such that $`(a_h^{(k_c)},b_h^{(k_c)},c_h^{(k_c)})=(a_h1,b_h1,a_h+b_h1)`$, and in order that $`a_j^{(p)}=a_j`$ and $`b_j^{(q)}=b_j`$ for $`p,qk_c`$, it is necessary that $`a_h^{(s)}=a_h`$ and $`b_h^{(t)}=b_h`$ for some $`p>s>k_c`$ and $`q>t>k_c`$. However this contradicts the maximality of the index $`j`$. Thus we have $`a_i^{(k_a)}+b_i^{(k_b)}a_i+b_i1=c_i^{(k_c)}`$. ∎

###### Remark 2.3.

$`(1)`$ If $`A`$ is a two-dimensional Gorenstein log terminal singularity, then the relative canonical divisor $`K`$ is an integral divisor. In this case, the anti-nef closure of $`ZK`$ for an $`f`$-anti-nef cycle $`Z`$ can simply be described as follows:

$$\mathrm{an}_f(ZK)=ZK+\underset{\pi _{i}^{}{}_{}{}^{}ZE_i=0}{}\pi _{i}^{}{}_{}{}^{}E_i.$$

By this formula, one can see that there are many cases in which the equality in the subadditivity theorem fails (see Example 2.4 $`(1)`$). On the other hand, in non-Gorenstein case, $`\mathrm{an}_f(ZK)`$ is more complicated and an analog of the above formula

$$\mathrm{an}_f(ZK)=ZK+\underset{\genfrac{}{}{0pt}{}{K_i=f_{i}^{}{}_{}{}^{}K_{i1}+E_i}{\pi _{i}^{}{}_{}{}^{}ZE_i=0}}{}\pi _{i}^{}{}_{}{}^{}E_i,$$

where $`K_i`$ is the relative canonical divisor of $`f_i`$, does not hold (see Example 2.4 $`(2)`$).

$`(2)`$ Multiplier ideals can also be defined for a divisor (refer to \[La\] for details), and Demailly, Ein and Lazarsfeld \[DEL\] also proved the subadditivity theorem for divisors under the assumption that $`A`$ is regular. Some readers may expect that the subadditivity theorem for divisors also holds if $`A`$ is a two-dimensional log terminal singularity, but this is not true. For example, let $`A=[[X,Y,Z]]/(XYZ^2)`$, $`𝒪_{\mathrm{Spec}A}(D_1)=(x,z)`$ and $`𝒪_{\mathrm{Spec}A}(D_2)=(y,z)`$, where $`x,y,z`$ are the images of $`X,Y,Z`$ in $`A`$, respectively. Then $`𝒥(D_1)=(x,z)`$ and $`𝒥(D_2)=(y,z)`$, but $`𝒥(D_1+D_2)=(z)`$. Hence $`𝒥(D_1+D_2)𝒥(D_1)𝒥(D_2)`$.

###### Example 2.4.

$`(1)`$ $`(`$$`A_1`$-singularity$`)`$ Let $`A=[[X,Y,Z]]/(XYZ^2)`$ and $`𝔞=(x^2,y,z)`$, where $`x`$, $`y`$, $`z`$ are the images of $`X`$, $`Y`$, $`Z`$ in $`A`$, respectively. Then

$`𝒥(𝔞)`$ $`=(x,y,z),`$
$`𝒥(𝔞^2)`$ $`=(x^3,y^2,z^2,xy,yz,zx).`$
Therefore $`𝒥(𝔞^2)𝒥(𝔞)^2`$. Indeed, let $`f_0:X_0\mathrm{Spec}A`$ be the minimal resolution with the irreducible exceptional curve $`F`$ and $`f_1:XX_0`$ the blowing-up of $`X_0`$ at a point on $`F`$. Let $`f:X\mathrm{Spec}A`$ be the composite morphism of $`f_0`$ and $`f_1`$. Then the relative canonical divisor $`K`$ of $`f`$ is $`E_1`$ and the ideal $`𝔞`$ corresponds to the $`f`$-anti-nef cycle $`F_a=2E_1+F^{}`$, where $`E_1`$ is the unique $`f_1`$-exceptional curve and $`F^{}`$ is the strict transform of $`F`$. Hence we have $`\mathrm{an}_f(F_aK)=E_1+F^{}`$ and $`\mathrm{an}_f(2F_aK)=3E_1+2F^{}`$. Thus $`2\mathrm{an}_f(F_aK)<\mathrm{an}_f(2F_aK)`$.

$`(2)`$ Let $`A=[X^5,XY^3,X^2Y,Y^5][X,Y]`$. We denote by $`F_1`$ and $`F_2`$ the exceptional curves of the minimal resolution $`f_0:X_0\mathrm{Spec}A`$ such that $`F_{1}^{}{}_{}{}^{2}=2`$ and $`F_{2}^{}{}_{}{}^{2}=3`$. Let $`f_1:X_1X_0`$ be the blowing-up at the intersection of $`F_1`$ and $`F_2`$ with the $`f_1`$-exceptional curve $`E_1`$, and $`f_2:XX_1`$ be the blowing-up at the intersection of $`E_1`$ and the strict transform $`F_{2}^{}{}_{}{}^{}`$ of $`F_2`$ with the $`f_2`$-exceptional curve $`E_2`$. Let $`f:X\mathrm{Spec}A`$ be the composite morphism of $`f_0,f_1`$ and $`f_2`$. Then the graph of $`f`$-exceptional curves is the following.

Fix an $`f`$-anti-nef cycle $`Z=F_{1}^{}{}_{}{}^{}+3E_{1}^{}{}_{}{}^{}+5E_2+F_{2}^{}{}_{}{}^{}`$ on $`X`$. Since the relative canonical divisor $`K`$ of $`f`$ is $`\frac{1}{5}F_{1}^{}{}_{}{}^{}+\frac{2}{5}E_{1}^{}{}_{}{}^{}+E_2\frac{2}{5}F_{2}^{}{}_{}{}^{}`$, we have

$`\mathrm{an}_f(ZK)`$ $`=\mathrm{an}_f(F_{1}^{}{}_{}{}^{}+2E_{1}^{}{}_{}{}^{}+4E_2+F_{2}^{}{}_{}{}^{})=F_{1}^{}{}_{}{}^{}+3E_{1}^{}{}_{}{}^{}+4E_2+F_2`$
$`=ZK+E_{1}^{}{}_{}{}^{}`$
$`ZK+{\displaystyle \underset{\genfrac{}{}{0pt}{}{K_i=f_{i}^{}{}_{}{}^{}K_{i1}+E_i}{\pi _{i}^{}{}_{}{}^{}ZE_i=0}}{}}\pi _{i}^{}{}_{}{}^{}E_i.`$
On the other hand, in order that the strong subadditivity theorem holds, regularity is necessary.

###### Proposition 2.5.

Let $`(A,𝔪)`$ be a two-dimensional $``$-Gorenstein normal local ring such that the residue field $`A/𝔪`$ is algebraically closed. If the strong subadditivity theorem holds, that is,

$$𝒥(𝔞^c𝔟^d)𝒥(𝔞^c)𝒥(𝔟^d)$$

for any ideals $`𝔞,𝔟A`$ and any rational numbers $`c,d>0`$, then $`A`$ is regular. In particular when $`A`$ is essentially of finite type over a field of characteristic zero, $`A`$ is regular if and only if the strong subadditivity theorem holds.

###### Proof.

Assume that $`A`$ is not regular. Let $`f:X\mathrm{Spec}A`$ be the minimal resolution, and then the exceptional locus $`\mathrm{Exc}(f)`$ of $`f`$ is not trivial. In order that the strong subadditivity theorem hold, by Theorem 2.2, it is necessary that $`A`$ is a log terminal singularity.

1. the case where $`\mathrm{Exc}(f)`$ is irreducible.

Let $`E`$ be the unique irreducible $`f`$-exceptional curve. Then $`E^2=k`$ for some integer $`k2`$. Let $`g:YX`$ be the blowing-up at a point on the curve $`E`$ and $`h:Y\mathrm{Spec}A`$ the composite morphism of $`f`$ and $`g`$. We denote by $`E_1`$ the exceptional divisor of $`g`$ and by $`E_2`$ the strict transform of $`E`$. Then $`E_{1}^{}{}_{}{}^{2}=1`$, $`E_{2}^{}{}_{}{}^{2}=k1`$ and the relative canonical divisor $`K`$ of $`h`$ is equal to $`\frac{2}{k}E_1\frac{k2}{k}E_2`$. Fix an $`h`$-anti-nef cycle $`Z:=2(k+1)E_1+2E_2`$ on $`Y`$, which is an $`h`$-anti-nef cycle on $`Y`$. Here, for every cycle $`F`$ on $`Y`$, we denote by $`\mathrm{an}_h(F)`$ the $`h`$-anti-nef closure of $`F`$ as in the proof of Theorem 2.2. Then

$`\mathrm{an}_h({\displaystyle \frac{1}{k+1}}ZK)=\mathrm{an}_h(E_1)=E_1+E_2,`$
$`\mathrm{an}_h({\displaystyle \frac{2}{k+1}}ZK)=\mathrm{an}_h(3E_1+E_2)=3E_1+E_2.`$
Hence $`𝒥(I^{\frac{2}{k+1}})𝒥(I^{\frac{1}{k+1}})^2`$, where $`I=H^0(Y,𝒪_Y(Z))R`$. This implies that the strong subadditivity theorem does not hold on $`A`$.
2. the case where $`\mathrm{Exc}(f)`$ is reducible.

Let $`Z_f`$ be the fundamental cycle of $`f`$. Since $`Z_f`$ is reducible, we can take an $`f`$-anti-nef cycle $`Z`$ such that $`Z_fZ<nZ_f`$ and $`\frac{1}{n}Z0`$ for some integer $`n2`$. We denote by $`K_0`$ the relative canonical divisor of $`f`$. Since $`A`$ is log terminal and $`K_0`$ is an effective divisor,

$`\mathrm{an}_f({\displaystyle \frac{1}{n}}ZK_0)\mathrm{an}_f({\displaystyle \frac{1}{n}}Z)=Z_f,`$
$`\mathrm{an}_f(ZK_0)=\mathrm{an}_f(Z)=Z.`$
Therefore, denoting the ideal $`I=H^0(Y,𝒪_Y(Z))R`$, we have $`𝒥(I)𝒥(I^{\frac{1}{n}})^n`$. Thus the strong subadditivity theorem does not hold on $`A`$.

###### Remark 2.6.

We believe that the strong subadditivity theorem also holds for any two-dimensional regular local ring which is not necessarily essentially of finite type over a field of characteristic zero, but we cannot prove this by an argument about anti-nef cycles such as the proof of Theorem 2.2.

## 3. higher dimensional case

In higher dimensional case, we have several counterexamples to Theorem 2.2.

###### Example 3.1.

Let $`A=[[X,Y,Z,W]]/(X^2+Y^4+Z^4+W^5)`$ and $`𝔪=(x,y,z,w)`$, where $`x`$, $`y`$, $`z`$, $`w`$ are the images of $`X`$, $`Y`$, $`Z`$, $`W`$ in $`A`$, respectively. Then $`A`$ is a Gorenstein log terminal singularity, but not a terminal singularity. Therefore $`𝒥(𝔪)=𝔪`$. If $`𝒥(𝔪^{k+l})𝒥(𝔪^k)𝒥(𝔪^l)`$ holds for all integers $`k,l>0`$ , then $`𝒥(𝔪^n)=𝔪^n`$ for any integer $`n>0`$, in particular $`𝔪^2`$ should be integrally closed. However, $`x\overline{𝔪^2}𝔪^2`$, because $`x^2𝔪^4`$. This is a contradiction, hence the subadditivity theorem fails on $`A`$.

Now we investigate the subadditivity theorem for monomial ideals. We expected that the subadditivity theorem for monomial ideals might hold on every toric ring, but unfortunately we found a counterexample on a three-dimensional toric ring.

###### Example 3.2.

Let $`M=\{(x,y,z)^335x+28y+20z0mod41\}`$ be a lattice, $`\sigma ^{}=(_0)^3M_{}`$ a cone and $`A=k[M\sigma ^{}]k[x,y,z]`$ the cyclic quotient singularity of type $`1/41(35,28,20)`$. We consider the monomial ideal

$$I=(x^{410},y^{410},z^{410},x^8yz,x^4y^6z,x^4yz^8)A.$$

Then we will prove that $`𝒥(I^2)𝒥(I)^2`$.

First we will show that $`x^{10}y^3z^7𝒥(I^2)`$. Let $`P(I)`$ be the Newton polygon of $`I`$, that is, the convex hull of

$$\{(410,0,0),(0,410,0),(0,0,410),(8,1,1),(4,6,1),(4,1,8)\}$$

in $`M_{}=^3`$. Then note that for every positive integer $`n`$, by \[HY, Theorem 4.8\] and \[How\], $`x^ay^bz^c𝒥(I^n)`$ if and only if the point $`(a+1,b+1,c+1)`$ is contained in the interior $`\mathrm{Int}(nP(I))`$ of $`nP(I)`$. Since $`(10+1,3+1,7+1)=\frac{245}{328}(8,1,1)+\frac{131}{328}(4,6,1)+\frac{281}{328}(4,1,8)`$ and $`\frac{245}{328}+\frac{131}{328}+\frac{281}{328}>2`$, by the above characterization of multiplier ideals associated to a monomial ideal, $`x^{10}y^3z^7`$ is contained in $`𝒥(I^2)`$.

Next we will show that $`x^{10}y^3z^7`$ is not contained in $`𝒥(I)^2`$. If $`x^{10}y^3z^7𝒥(I)^2`$, then there exist lattice points $`(p,q,r),(s,t,u)M`$ such that $`(p,q,r)+(s,t,u)=(10,3,7)`$ and $`(p+1,q+1,r+1),(s+1,t+1,u+1)\mathrm{Int}(P(I))`$. Since the three points $`(8,1,1),(4,6,1),(4,1,8)`$ lie on the plane $`35x+28y+20z=328`$, by the condition that $`(p+1,q+1,r+1),(s+1,t+1,u+1)\mathrm{Int}(P(I))`$, the lattice points $`(p,q,r)`$ and $`(s,t,u)`$ must satisfy that $`35p+28q+20r>328(35+28+20)=245`$ and $`35s+28t+20u>245`$. Moreover by the assumption $`(p,q,r)+(s,t,u)=(10,3,7)`$, we know that $`(p,q,r)`$ and $`(s,t,u)`$ are obliged to be $`(8,1,1)`$ and $`(2,2,6)`$. However $`(2+1,2+1,6+1)`$ is not contained in $`\mathrm{Int}(P(I))`$, because $`(2+1,2+1,6+1)=\frac{83}{328}(8,1,1)+\frac{131}{328}(4,6,1)+\frac{281}{328}(4,1,8)`$. This is a contradiction. Thus $`x^{10}y^3z^7𝒥(I)^2`$.

###### Question 3.3.

Let $`A`$ be a Gorenstein toric ring and $`𝔞,𝔟`$ be monomial ideals of $`A`$. Then

$$𝒥(𝔞𝔟)𝒥(𝔞)𝒥(𝔟)\mathrm{?}$$


text:
# Non Linear Elliptic Theory and the Monge-Ampere Equation

## The Monge-Ampere equation and optimal transportation

We would like now to turn our attention to the Monge-Ampere equation

$$detD^2u=\lambda _i=f(x,u,u).$$

As pointed out before, the equation fits in the context of elliptic equations provided that we consider convex solutions. That is, provided that $`f`$ is positive. Further $`\mathrm{log}detD^2u=\mathrm{log}\lambda _i`$ is concave as function of the $`\lambda _i`$ and thus is a concave function of $`D^2u`$. Unfortunately $`detD^2u`$ is not uniformly strictly convex.

For instance if we prescribe

$$detD^u=\lambda _i=1$$

ellipticity deteriorates as one of the $`\lambda `$’s goes to infinity and some other is forced to go to zero. This difficulty is compensated by two fundamental facts.

* The rich family of invariances that the Monge-Ampere equation enjoys.
* Its “hidden” divergence structure.

The divergence structure is due to the fact that $`detD^2u`$ can be thought of as the Jacobian of the gradient map: $`Xu`$. Thus for any domain $`\overline{U}`$

$$_{\overline{U}}detD^2udx=\text{Vol}(u(\overline{U})).$$

But if $`\overline{U}U`$, $`u`$ being convex implies that

$$(u)|_{\overline{U}}C\mathrm{osc}u|_U.$$

This gives us a sort of “energy inequality” that controls a positive quantity of $`D^2u`$ by the oscillation of $`u`$:

$$_{\overline{U}}detD^2uC(\overline{U},U)(\mathrm{osc}u)^n.$$

## Invariances

The Monge-Ampere equation is invariant of course, under the the standard families of transformations:

* Rigid motions, $`R`$:

$$detD^2u(Rx)=f(Rx),$$
* Translations:

$$detD^2u(x+v)=f(x+v),$$
* Quadratic dialations:

$$detD^2\frac{1}{t^2}u(tx)=f(tx).$$

But also
* Monge-Ampere is invariant under any affine transformation $`A`$, of determinant one:

$$detD^2u(Ax)=f(Ax).$$

If $`f`$ is, for instance, in one of the following classes:

* $`f`$ constant,
* $`f`$ close to constant ($`|f1|\epsilon `$),
* $`f`$ bounded away from zero and infinity ($`0<\frac{1}{\sigma }f\sigma `$),

any of the transformations above gives a new $`u`$ in the same class of solutions.

For instance, if $`u`$ is a solution of

$$detD^2u=1$$

then, $`u(\epsilon x,\frac{1}{\epsilon }y)`$ is also a solution of the same equation. But this has dramatically “deformed” the graph of $`u`$. It is then almost unavoidable that there are singular solutions (Pogorelov).

In fact, for $`n3`$, one can construct convex solutions $`u`$ that contain a line their graph and are not differentiable in the direction transversal to that line, solutions of

$$detD^2u=f(x)$$

with $`f`$ a smooth positive function.

Fortunately, this geometry can only be inherited from the boundary of the domain.

###### Theorem 0.1.

If in the domain $`UR^n`$

* $`\frac{1}{\sigma }detD^2u\sigma `$,
* $`u0`$,
* The set $`\mathrm{\Gamma }=\{u=0\}`$ is not a point, then $`\mathrm{\Gamma }`$ is generated as “convex combinations” of its boundary points

$$\mathrm{\Gamma }=\text{ convex envelope of }\mathrm{\Gamma }U.$$

A corollary of this theorem is that

* If we can “cut a slice” of the graph of $`u`$, with a hyperplane $`l(x)`$ so that the support $`S`$ of $`(ul)^{}`$ is compactly contained in $`U`$, then $`u`$ is, inside $`S`$, both $`C^{1,\alpha }`$ regular and also $`C^{1,\alpha }`$\- strictly convex, i.e., separates from any of its supporting planes with polynomial growth.

This is the equivalent of De Giorgi’s and Krylov-Safanov result (remember that the $`C^\alpha `$ theorems were applied to the derivatives of the solutions of the non-linear equations under consideration).

Note that by an affine transformation and a dilation we can always renormalize the support of the “slice” $`S`$ to be equivalent to the unit ball of $`R^n`$: $`B_1SB_n`$.

After this normalization, it is possible to reproduce for $`u`$ all the classical estimates we had for the Laplacian:

* (Calderon-Zygmund). If $`f`$ is close to constant $`(|f1|<\epsilon )`$, then $`D^2uL^p(B_{1/2})`$ ($`p=p(\epsilon )`$ goes to infinity when $`\epsilon `$ goes to zero).
* If $`fC^{k,\alpha }`$ (has up to $`k`$ derivatives Hölder continuous) then $`uC^{k+2,\alpha }`$ (all second derivatives of $`u`$ are $`C^{k,\alpha }`$.

Note that $`f`$ plays, for Monge-Ampere, simultaneously the role of “right hand side” and “coefficients” due to the structure of its non-linearity.

## The Monge-Ampere equation and optimal transportation (the Monge problem)

The Monge-Ampere equation has many applications, not only in geometry, but also in applied areas: optimal design of antenna arrays, vision, statistical mechanics, front formation in meteorology, financial mathematics.

Many of these applications are related to optimal transportation and the Wasserstein metric between probability distributions. In the discrete case, optimal transportation consists of the following.

We are given two sets of $`k`$ points in $`R^n`$: $`X_1,\mathrm{},X_k`$ and $`Y_1,\mathrm{},Y_k`$, and want to map the $`X`$’s onto the $`Y`$’s, i.e., we look at all one-to-one functions $`Y(X_j)`$. But we want to do so, minimizing some transportation costs

$$𝒞=\underset{j}{}C\left(Y(X_j)X_j\right).$$

For our discussion $`C(XY)=\frac{1}{2}|XY|^2`$. It is easy to see that the minimizing map must be the gradient (subdifferential) of a convex potential $`\phi `$.

In the continuous case, instead of having $`k`$-points we have two probability densities, $`f(X)dX`$ and $`g(Y)dY`$ and we want to consider those (admissible) maps $`Y(X)`$ that “push forward” $`f`$ to $`g`$.

Heuristically that means that in the change of variable formula, we can substitute

$$g(Y(X))detD_XY(X)\text{“=”}f(X).$$

A weak formulation, substitutes the map $`Y(X)`$, by a joint probability density $`\nu (X,Y)`$ with marginals $`f(X)dX`$ and $`g(Y)dY`$, i.e.,

$$\begin{array}{c}\hfill f(X_0)=d_Y\nu (X_0,Y),\\ \hfill g(Y_0)=d_X\nu (X,Y_0).\end{array}$$

(We don’t ask the “map” to be one-to-one any more, the image of $`X_0`$ may now spread among “many $`Y`$’s”.

Among all such $`\nu `$, we want to maximize correlation

$$𝒦=X,Y𝑑\nu (X,Y)$$

or minimize cost

$$𝒞=\frac{1}{2}|XY|^2𝑑\nu (X,Y),$$

$`\sqrt{𝒞}`$ defines a metric, the Wasserstein metric among probability densities.

Under mild hypothesis, we have the

###### Theorem 0.2.

The unique optimal $`\nu _0`$ concentrates in a graph (is actually a one-to-one map, $`Y(X)`$). Further $`Y(X)`$ is the subdifferential of a convex potential $`\phi `$, i.e., $`Y(X)=\phi `$. Heuristically, then, $`\phi `$ must satisfy the Monge-Ampere equation

$$g(\phi )detD^2\phi =f(X).$$

For several reasons, the weak theory does not apply in general, but one can still prove, for instance:

###### Theorem 0.3.

If $`f`$ and $`g`$ never vanish or if the supports of $`f`$ and $`g`$ are convex sets, the map $`Y(X)`$ is “one derivative better” than $`f`$ and $`g`$.

## Some applications and current issues

a) It was pointed out by Otto, that the Wasserstein metric can be used to describe the evolution of several of the classical “diffusion” equations: heat equation, porous media, lubrication.

The idea is that a diffusion process for one equation with conservation of mass, consists of the balance of two factors: trying to minimize distance between consecutive distributions ($`u(x,t_k)`$ and $`u(x,t_{k+1})`$), plus trying to flatten or smooth (diffuse), $`u(x,t_{k+1})`$.

This fact has allowed to prove rates of decay to equilibrium in many of the classical equations, as well as a number of new phenomena. The fine relations between the discrete and continuous problems is an evolving issue (rate of convergence, regularity of the discrete problems, etc.).

b) Another family of problems, coming both from geometry and optimal transportation concerns the study of several issues on solutions of Monge-Ampere equations in periodic or random media.

b1) Liouville type theorems: We start with a theorem of Calabi of Liouville type: Given a global convex solution of Monge-Ampere equation, $`detD^2u=1`$, $`u`$ must be a quadratic polynomial. Suppose now that instead of RHS equal to one, we have a general RHS, $`f(x)`$. Given a global solution, to discover its behavior at infinity we may try to “shrink it” through quadratic transformations:

$$u_\epsilon =\epsilon ^2u\left(\frac{x}{\epsilon }\right),\text{ satisfies }detD^2u_\epsilon =\left(\frac{x}{\epsilon }\right).$$

Suppose now that $`f`$ averages out at infinity, for instance $`f`$ is periodic. Then due to the “divergence structure” of Monge-Ampere $`u_\epsilon `$ should converge to a quadratic polynomial.

###### Theorem 0.4.

Given a RHS $`f(x)`$, periodic, with average $`f=a`$

* Given any quadratic polynomial $`P`$ with $`detD^2P=a`$, there exists a unique periodic function $`w`$, such that

$$detD^2(P+w)=f(x)$$

($`w`$ is a “corrector” in homogenization language).
* Conversely (Liouville type theorem): Given a global solution $`u`$, it must be of the form $`P+w`$.

What are the implications for homogenization? What can we say if $`f(X,u,u)`$ is periodic in $`X`$ and $`u`$? What can we say if $`f_\omega (x)`$ is random in $`X`$?

b2) Vorticity transport: (2 dimensions) Again in the periodic context we seek a “vorticity density”, $`\rho (X,t)`$ periodic in $`X`$. At each time $`t`$, $`\rho `$ generates a periodic “stream function”, $`\psi (X,t)`$ by the equation

$$det(I+D^2\psi )=\rho .$$

In turn, $`\psi `$ generates a periodic velocity field $`v=(\psi _y,\psi _x)`$ that transports $`\rho `$:

$$\rho _t+\text{div}(v\rho )=0.$$

Given some initial data $`\rho _0(x)`$, what can we say about $`\rho `$?

If $`\rho _0`$ is a vorticity patch, $`\rho _0(x)=1+\chi _\mathrm{\Omega }`$, does it stay that way?

If we choose $`\rho _0`$, $`\psi _0`$ so that $`\rho _0=F(\psi _0)`$, that is $`detI+D^2\psi _0=F(\psi _0)`$, we have a stationary vorticity array, i.e., $`\rho (X,t)\rho _0`$.

What can we say, in parallel to the classic theory of rotating fluids, or plasma, where $`det`$ is substituted by $`\mathrm{\Delta }\psi `$?

c) Another area of research relates to optimal transportation as a natural “map” between probability densities. It has been shown that optimal transportation explains naturally interpolation properties of densities (of Brunn Minkowski type), monotonicity properties (like correlation inequalities that express in which way the probability density, $`g`$, is shifted in some cone of directions with respect to $`f`$), and concentration properties of $`g`$ versus $`f`$ (in which sense for instance, a log concave perturbation of a Gaussian is more concentrated than a Gaussian).

Of particular interest would be to understand optimal transportation as dimension goes to infinity. Since convex potentials are very stable objects, this would provide, under some circumstances, an “infinite dimensional” change of variables formula between probability densities.

d) Finally, one of my favorite problems is to understand the geometry of optimal transportation in the case in which the cost function $`C(XY)`$ is still strictly convex, but not quadratic. In that case, the optimal map is still related to a potential that satisfies

$$det(I+D(F_j(\psi )))=\mathrm{}$$

where $`F_j`$ is now the gradient of the convex conjugate to $`C`$.

At this point, we have come full circle and we are now in a higher hierarchy, in a sort of Lagrangian version of the Euler-Lagrange equation from the calculus of variations.

In fact if we put an epsilon in front of $`D`$ and linearize,

$$det(I+\epsilon D(F_j(\psi )))=1+\epsilon \text{ Trace}(D(F_j(\psi )))+O(\epsilon ^2)=1+\epsilon \text{ div }F_j(\psi )+O(\epsilon ^2).$$

Bibliographical references can be found in the books of J. Gilbarg-N. Trudinger, L.C. Evans and L.A. Caffarelli-X. Cabre for nonlinear PDE’s; T. Aubin, I. Bakelman and C. Gutierrez for the Monge-Ampere equation, and the recent surveys by L. Ambrosio and C. Villani for optimal transportation.