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# On an estimate for the wave equation and applications to nonlinear problems

## 1 Introduction

Consider the Cauchy problem for the wave equation on $`^{1+n}`$,

$$\mathrm{}u=F,u|_{t=0}=f,_tu|_{t=0}=g,$$
(1)
where $`\mathrm{}=_t^2+\mathrm{\Delta }`$ is the wave operator.

The purpose of this note is to prove estimates for $`u`$ in a certain class of Banach spaces whose norms only depend on the size of the space-time Fourier transform. The estimates are local with respect to time $`t`$, and this allows one, essentially, to replace the symbol of the wave operator, which vanishes on the light cone in Fourier space, with an inhomogeneous symbol, which can be inverted. This idea originates in the work of Bourgain  on the Schrödinger and KdV equations, and was later simplified by Kenig-Ponce-Vega  in their work on KdV. Following this, Klainerman-Machedon \[4, Lemma 4.3\], \[5, Lemma 1.3\] proved estimates of this type for the wave equation; see also Klainerman-Tataru .

The improvement in our result compared to  lies mainly in showing, as suggested in \[9, Remark 1.8\], that for sufficiently small $`\epsilon >0`$, the norm of the inhomogeneous part of the solution, restricted to the time slab $`[0,T]\times ^n`$, is $`O(T^\epsilon )`$ as $`T0`$, at the expense of a loss of essentially $`\epsilon `$ derivatives. As shown in the recent article , this allows one to remove the assumption of small-norm data in the well-posedness results proved in .

As an application of our estimate, we also prove a simple but useful result concerning local well-posedness of nonlinear wave equations, which is used extensively in .

## 2 The main estimate

We are interested in finding complete subspaces $`𝒳^s`$ of

$$C_b(,H^s)C_b^1(,H^{s1})$$
(2)
such that solutions of (1) satisfy estimates of the type

$$u_{𝒳_T^s}C(f,g)_{(s)}+C_{T,\epsilon }\stackrel{~}{\mathrm{}}^1F^\epsilon _{𝒳^s}$$
(3)
for all $`0<T<1`$ and $`\epsilon 0`$. We also want

$$\underset{T0}{lim}C_{T,\epsilon }=0$$
(4)
when $`\epsilon `$ is strictly positive.

Precise definitions will be supplied presently. For the moment suffice it to say that $`𝒳_T^s`$ stands for the restriction to the time slab $`[0,T]\times ^n`$, $`\stackrel{~}{\mathrm{}}`$ may be thought of as an inhomogeneous and invertible version of the wave operator $`\mathrm{}`$, $`F^\epsilon `$ is $`F`$ with a certain operator of order $`\epsilon `$ applied to it, and

$$(f,g)_{(s)}=f_{H^s}+g_{H^{s1}}$$

with $`H^s`$ the usual Sobolev space.

We use coordinates $`(t,x)`$ on $`^{1+n}`$. The Fourier transform of $`f(x)`$ \[resp. $`u(t,x)`$\] is denoted $`\widehat{f}(\xi )=f(\xi )`$ \[resp. $`\widehat{u}(\tau ,\xi )=u(\tau ,\xi )`$\]. For any $`\alpha `$ we define pseudodifferential operators $`\mathrm{\Lambda }^\alpha `$, $`\mathrm{\Lambda }_+^\alpha `$ and $`\mathrm{\Lambda }_{}^\alpha `$ by

$`\widehat{\mathrm{\Lambda }^\alpha f}(\xi )`$ $`=\left(1+\left|\xi \right|^2\right)^{\alpha /2}\widehat{f}(\xi ),`$
$`\widehat{\mathrm{\Lambda }_+^\alpha u}(\tau ,\xi )`$ $`=\left(1+\tau ^2+\left|\xi \right|^2\right)^{\alpha /2}\widehat{u}(\tau ,\xi ),`$
$`\widehat{\mathrm{\Lambda }_{}^\alpha u}(\tau ,\xi )`$ $`=\left(1+{\displaystyle \frac{(\tau ^2\left|\xi \right|^2)^2}{1+\tau ^2+\left|\xi \right|^2}}\right)^{\alpha /2}\widehat{u}(\tau ,\xi ),`$
Observe that the Fourier symbol of $`\mathrm{\Lambda }_{}^\alpha `$ is comparable to $`\left(1+\left|\left|\tau \right|\left|\xi \right|\right|\right)^\alpha `$. The operator $`\stackrel{~}{\mathrm{}}`$ in (3) is just $`\mathrm{\Lambda }_+\mathrm{\Lambda }_{}`$, and $`F^\epsilon =\mathrm{\Lambda }_{}^\epsilon F`$.

The Sobolev and Wave Sobolev spaces $`H^s`$ and $`H^{s,\theta }`$ are given by the norms

$`f_{H^s}`$ $`=\mathrm{\Lambda }^sf_{L^2(^n)},`$
$`u_{H^{s,\theta }}`$ $`=\mathrm{\Lambda }^s\mathrm{\Lambda }_{}^\theta u_{L^2(^{1+n})}.`$
For the basic properties of the latter, see, e.g., . In particular, we shall use the fact that $`H^{s,\theta }`$ embeds in $`C_b(,H^s)`$ when $`\theta >\frac{1}{2}`$. Associated to $`H^{s,\theta }`$ is the space $`^{s,\theta }`$ with norm

$$u_{^{s,\theta }}=u_{H^{s,\theta }}+_tu_{H^{s1,\theta }}\mathrm{\Lambda }^{s1}\mathrm{\Lambda }_+\mathrm{\Lambda }_{}^\theta u_{L^2}.$$

By the above, $`^{s,\theta }`$ embeds in (2) for $`\theta >\frac{1}{2}`$.

In general, if a Banach space $`𝒳^s`$ embeds in (2) then it makes sense to restrict its elements to any interval $`I`$. The resulting restriction space is denoted $`𝒳_I^s`$. It is always possible to define a norm on this space which makes it complete. Indeed, $`𝒳_I^s`$ is the quotient space $`𝒳^s/_I`$, where $`_I`$ is the equivalence relation

$$u_Ivu(t)=v(t)\text{ for all }tI.$$

Since $`𝒳^s`$ embeds in (2), the equivalence classes are closed sets in $`𝒳^s`$, so the quotient space is complete when equipped with the norm

$$u_{𝒳_I^s}=\underset{v_Iu}{inf}v_{𝒳^s}.$$

If $`I=[0,T]`$, we always write $`𝒳_T^s`$ instead of $`𝒳_I^s`$.

We now state the precise result.

###### Theorem 1.

Let $`𝒳^s`$ be a Banach space such that

1. $`𝒳^s`$ embeds in $`^{s,\theta }`$ for some $`\theta >\frac{1}{2}`$,
2. $`\left|\widehat{u}\right|\left|\widehat{v}\right|u_{𝒳^s}v_{𝒳^s}`$,
3. there exists $`\gamma <2`$ such that222We use the notation $`v(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}=\left(v(,\xi )_L^{\mathrm{}}^2𝑑\xi \right)^{1/2}`$.

$$u_{𝒳^s}\mathrm{\Lambda }^{s1}\mathrm{\Lambda }_+\mathrm{\Lambda }_{}^\gamma u(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}$$

for all $`u`$.

Let $`\epsilon 0`$. Then for all $`(f,g)H^s\times H^{s1}`$ and $`F\stackrel{~}{\mathrm{}}\mathrm{\Lambda }_{}^\epsilon (𝒳^s)`$, there is a unique $`uC(,H^s)C^1(,H^{s1})`$ which solves (1), and the estimate (3) holds for all $`0<T<1`$. Moreover, if $`\epsilon >0`$, then (4) holds.

###### Remarks.

(1) Estimate (3) in the special case $`𝒳^s=^{s,\theta }`$ and $`\epsilon =0`$ was proved in .

(2) The proof gives something stronger: for all $`T>0`$, there is a linear operator $`W_T`$ such that

$$\mathrm{}W_TF=F\text{on}[0,T]\times ^n,$$

with vanishing initial data at $`t=0`$, and $`W_T`$ is bounded from

$$𝒴^{s,\epsilon }=\stackrel{~}{\mathrm{}}\mathrm{\Lambda }_{}^\epsilon (𝒳^s)$$
(5)
into $`𝒳^s`$ for all $`\epsilon 0`$. Moreover, when $`\epsilon >0`$, the operator norm

$$W_T_{𝒴^{s,\epsilon }𝒳^s}0\text{as}T0.$$

(3) The reason for the condition $`\gamma <2`$ is as follows. The proof of the theorem shows that

$$C_{T,\epsilon }CT^{\mathrm{min}\{\alpha \epsilon ,\delta \}},$$

where

$$\delta =2\gamma \alpha /2+\mathrm{min}\{0,\alpha (\theta +\epsilon 1)\}$$

and $`0\alpha 1`$ can be chosen at will. The constant $`C`$ is independent of $`\epsilon `$ and $`\alpha `$. In the typical applications $`\gamma `$ is close to 1; see .

(4) $`s`$ plays no role. Indeed, if $`𝒳^s`$ satisfies the hypotheses of the theorem, then so does $`𝒳^s^{}=\mathrm{\Lambda }^{ss^{}}𝒳^s`$ for all $`s^{}`$.

## 3 Applications

For $`t`$ we denote by $`\tau _t`$ the time-translation operator $`\tau _tu=u(+t,)`$, and for any interval $`I`$ we denote restriction to the time-slab $`I\times ^n`$ by $`|_I`$.

Suppose $`𝒳^s`$ satisfies the hypotheses of Theorem 1, is invariant under time-translation333That is to say, $`\tau _t`$ is an isomorphism of $`𝒳^s`$ for all $`t`$., and for all $`\varphi C_c^{\mathrm{}}()`$, the multiplication map $`u\varphi (t)u(t,x)`$ is bounded from $`𝒳^s`$ into itself.

Consider a system of wave equations on $`^{1+n}`$ of the form

$$\mathrm{}u=𝒩(u),$$
(6)
where $`u`$ takes values in $`^N`$ and $`𝒩:𝒳^s𝒟^{}`$ is (i) time-translation invariant ($`𝒩`$ commutes with $`\tau _t`$); (ii) local in time444By this we mean that if $`u|_I=v|_I`$, where $`I`$ is an open interval, then $`𝒩(u)|_I=𝒩(v)|_I`$.; and (iii) satisfies $`𝒩(0)=0`$.

Furthermore, we assume that for some $`\epsilon >0`$, $`𝒩`$ satisfies, with notation as in (5), a Lipschitz condition

$$𝒩(u)𝒩(v)_{𝒴^{s,\epsilon }}A\left(\mathrm{max}\{u_{𝒳^s},v_{𝒳^s}\}\right)uv_{𝒳^s}$$
(7)
for all $`u,v𝒳^s`$, where $`A`$ is a continuous function.

###### Theorem 2.

Under the above assumptions, the Cauchy problem for (6) is locally well-posed for initial data in $`H^s\times H^{s1}`$, in the following sense:

* (Local existence) For all $`(f,g)H^s\times H^{s1}`$ there exist a $`T>0`$ and a $`u𝒳_T^s`$ which solves (6) on $`S_T=(0,T)\times ^n`$ with initial data $`(f,g)`$. Moreover, $`T`$ can be chosen to depend continuously on $`f_{H^s}+g_{H^{s1}}`$.
* (Uniqueness) If $`T>0`$ and $`u,u^{}𝒳_T^s`$ are two solutions of (6) on $`S_T`$ with the same initial data $`(f,g)`$, then $`u=u^{}`$.
* (Continuous dependence on initial data) If, for some $`T>0`$, $`u𝒳_T^s`$ solves (6) on $`S_T`$ with initial data $`(f,g)`$, then for all $`(f^{},g^{})H^s\times H^{s1}`$ sufficiently close to $`(f,g)`$, there exists a $`u^{}𝒳_T^s`$ which solves (6) on $`S_T`$ with initial data $`(f^{},g^{})`$, and

$$uu^{}_{𝒳_T^s}C(ff^{},gg^{})_{(s)}.$$

If, moreover, $`𝒩`$ is $`C^{\mathrm{}}`$ as a map from $`𝒳^s`$ into $`𝒴^{s,\epsilon }`$, then:

* (Smooth dependence on initial data) Suppose $`u𝒳_T^s`$ solves (6) on $`S_T`$ for some $`T>0`$, with initial data $`(f,g)H^s\times H^{s1}`$, and that $`(f_\delta ,g_\delta )`$ is a smooth perturbation of the initial data, i.e.,

$$\delta (f_\delta ,g_\delta ),H^s\times H^{s1}$$

is $`C^{\mathrm{}}`$ and takes the value $`(f,g)`$ at $`\delta =0`$. Let $`u_\delta `$ be the corresponding solution of (6) (by (III), $`u_\delta 𝒳_T^s`$ for $`\left|\delta \right|<\delta _0`$). Then the map $`\delta u_\delta `$ from $`[\delta _0,\delta _0]`$ into $`𝒳_T^s`$ is $`C^{\mathrm{}}`$.

We write $`𝒳^\sigma =\mathrm{\Lambda }^{s\sigma }𝒳^s`$ and $`𝒴^{\sigma ,\epsilon }=\mathrm{\Lambda }^{s\sigma }𝒴^{s,\epsilon }`$ for $`\sigma `$. If for all $`\sigma >s`$ there is a continuous function $`A_\sigma `$ such that

$$𝒩(u)_{𝒴^{\sigma ,\epsilon }}A_\sigma \left(u_{𝒳^s}\right)u_{𝒳^\sigma }$$
(8)
for all $`u𝒳^s𝒳^\sigma `$, then:

* (Persistence of higher regularity) If $`\sigma >s`$ and $`u𝒳_T^s`$ solves (6) on $`S_T`$ with initial data $`(f,g)H^\sigma \times H^{\sigma 1}`$ for some $`T>0`$, then

$$uC([0,T],H^\sigma )C^1([0,T],H^{\sigma 1}).$$

###### Remark.

Typically, proving that $`𝒩`$ is $`C^{\mathrm{}}`$ is no harder than proving it is locally Lipschitz. As an example, relevant for wave maps, consider

$$𝒩(u)=\mathrm{\Gamma }(u)Q_0(u,u),$$

where $`u`$ is real-valued, $`\mathrm{\Gamma }:`$ is $`C^{\mathrm{}}`$ and $`Q_0`$ is the bilinear “null form”

$$Q_0(u,v)=_tu_tv+_xu_xv.$$

Fix $`s>\frac{n}{2}`$ and set $`𝒳=^{s,\theta }`$, $`𝒳^{}=H^{s,\theta }`$ and $`𝒴=\stackrel{~}{\mathrm{}}\mathrm{\Lambda }_{}^\epsilon (𝒳)=H^{s1,\theta +\epsilon 1}`$. One can show, for appropriate $`\theta >\frac{1}{2}`$ and $`\epsilon >0`$, that

* $`Q_0`$ is bounded, hence $`C^{\mathrm{}}`$, from $`𝒳\times 𝒳`$ to $`𝒴`$;
* $`\mathrm{\Phi }_\mathrm{\Gamma }:u\mathrm{\Gamma }(u)\mathrm{\Gamma }(0)`$ is a locally bounded map of $`𝒳^{}`$ to itself;
* multiplication is bounded, hence $`C^{\mathrm{}}`$, from $`𝒳^{}\times 𝒴`$ to $`𝒴`$.

It remains to prove that $`\mathrm{\Phi }_\mathrm{\Gamma }`$ is $`C^{\mathrm{}}`$ as a map of $`𝒳^{}`$, but this follows from (ii) (which is valid for any $`C^{\mathrm{}}`$ function $`\mathrm{\Gamma }`$) and the fact that $`𝒳^{}`$ is an algebra. Indeed, since

$$\mathrm{\Gamma }(v)\mathrm{\Gamma }(u)=_0^1\mathrm{\Gamma }^{}\left(u+t(vu)\right)(vu)𝑑t,$$

$`\mathrm{\Phi }_\mathrm{\Gamma }`$ is locally Lipschitz. Then, since

$$\mathrm{\Gamma }(v)\mathrm{\Gamma }(u)\mathrm{\Gamma }^{}(u)(vu)=_0^1\left\{\mathrm{\Gamma }^{}\left(u+t(vu)\right)\mathrm{\Gamma }^{}(u)\right\}𝑑t(vu)$$

we have

$$\mathrm{\Gamma }(v)\mathrm{\Gamma }(u)\mathrm{\Gamma }^{}(u)(vu)_𝒳^{}C(u,v)vu_𝒳^{},$$

where

$$C(u,v)C_0^1\mathrm{\Gamma }^{}\left(u+t(vu)\right)\mathrm{\Gamma }^{}(u)_𝒳^{}𝑑t.$$

But by the above, $`\mathrm{\Phi }_\mathrm{\Gamma }^{}`$ is locally Lipschitz, so $`C(u,v)=O(vu_𝒳^{})`$. Thus $`\mathrm{\Phi }_\mathrm{\Gamma }`$ is $`C^1`$, and by induction $`C^{\mathrm{}}`$.

## 4 Abstract local well-posedness

Theorem 2 is conveniently proved in an abstract setting, which we discuss here.

Observe that if $`𝒳^s`$ is a space satisfying the assumptions of the last section, and $``$ denotes the set of compact intervals $`I`$, then the family $`\{𝒳_I^s\}_I`$ has the following properties:

* $`𝒳_I^s`$ embeds in $`C(I,H^s)C^1(I,H^{s1})`$ for all $`I`$;
* the solution of $`\mathrm{}u=0`$ with $`(u,_tu)|_{t=0}=(f,g)H^s\times H^{s1}`$ satisfies

$$u_{𝒳_T^s}C(f,g)_{(s)}$$

for all $`0<T<1`$ and all $`(f,g)`$;
* $`\tau _t`$ is an isometry from $`𝒳_I^s`$ onto $`𝒳_{t+I}^s`$ for all $`t`$ and $`I`$;
* if $`IJ`$, then $`|_I:𝒳_J^s𝒳_I^s`$ is norm decreasing;
* whenever $`I`$ and $`J`$ are two overlapping intervals ($`IJ`$ has nonempty interior) and $`u𝒳_I^s`$, $`v𝒳_J^s`$ agree on the overlap ($`u(t)=v(t)`$ for all $`tIJ`$), then

$$w_{𝒳_{IJ}^s}C_{I,J}\left(u_{𝒳_I^s}+v_{X_J^s}\right),$$

where $`w(t)=u(t)`$ for $`tI`$ and $`w(t)=v(t)`$ for $`tJ`$.

Note that (S2) holds by Theorem 1; we write $`𝒳_T^s`$ instead of $`𝒳_{[0,T]}^s`$. (S5) holds by the assumption that $`u\varphi (t)u(t,x)`$ is bounded on $`𝒳^s`$ for all $`\varphi C_c^{\mathrm{}}()`$.

We now consider an abstract family of spaces with these properties.

###### Theorem 3.

Let $`s`$. Let $`\left\{𝒳_I^s\right\}_I`$ be a family of Banach spaces satisfying (S1–5). Consider the system (6), where $`𝒩`$ is an operator which

* maps $`𝒳_{[a,b]}^s`$ into $`𝒟^{}\left((a,b)\times ^n\right)`$ for all $`\mathrm{}<a<b<\mathrm{}`$;
* is time-translation invariant: $`𝒩\tau _t=\tau _t𝒩`$;
* is local in time: $`𝒩(u|_{[a,b]})=𝒩(u)|_{(a,b)}`$ whenever $`[a,b]I`$ and $`u𝒳_I^s`$;
* satisfies $`𝒩(0)=0`$.

Assume further that for all $`0<T<1`$ and $`u𝒳_T^s`$, there exists $`v𝒳_T^s`$ (necessarily unique) which solves $`\mathrm{}v=𝒩(u)`$ on $`S_T=(0,T)\times ^n`$ with vanishing initial data at $`t=0`$; we write $`v=W𝒩(u)`$ and assume that

$$W𝒩(u)_{𝒳_T^s}C_TA\left(u_{𝒳_T^s}\right)u_{𝒳_T^s}$$
(9)
and, more generally,

$$W\left(𝒩(u)𝒩(v)\right)_{𝒳_T^s}C_TA\left(\mathrm{max}\{u_{𝒳_T^s},v_{𝒳_T^s}\}\right)uv_{𝒳_T^s}$$
(10)
for all $`0<T<1`$ and $`u,v𝒳_T^s`$, where

$$\underset{T0^+}{lim}C_T=0$$
(11)
and $`A`$ is a continuous function.

Then the system (6) is locally well-posed for initial data in $`H^s\times H^{s1}`$, in the sense that properties (I–III) of Theorem 2 hold.

###### Remarks.

(1) (*Lifespan.*) By local existence (I), and properties (S4) and (N3), for given $`(f,g)`$ the set $`E(f,g)`$ consisting of all $`T>0`$ for which there exists $`u𝒳_T^s`$ solving (6) on $`S_T`$ with data $`(f,g)`$, is a nonempty interval. Then, by local existence (I) and uniqueness (II), as well as properties (S3–5) and (N2,3), it follows that this interval is open. Moreover, by continuous dependence on initial data (III), the *lifespan* $`T^{}=supE(f,g)`$ is a lower semicontinuous function of $`(f,g)`$.

(2) (*Higher regularity.*) Set $`𝒳_T^\sigma =\mathrm{\Lambda }^{s\sigma }𝒳_T^s`$. If, for any $`\sigma >s`$, there is a continuous $`A_\sigma `$ such that

$$W𝒩(u)_{𝒳_T^\sigma }C_TA_\sigma \left(u_{𝒳_T^s}\right)u_{𝒳_T^\sigma }$$
(12)
and

$$\begin{array}{c}W\left(𝒩(u)𝒩(v)\right)_{𝒳_T^\sigma }C_TA_\sigma \left(\mathrm{max}\{u_{𝒳_T^s},v_{𝒳_T^s}\}\right)uv_{𝒳_T^\sigma }\hfill \\ \hfill +C_TA_\sigma \left(\mathrm{max}\{u_{𝒳_T^\sigma },v_{𝒳_T^\sigma }\}\right)uv_{𝒳_T^s}\end{array}$$
(13)
for all $`u,v𝒳_T^s𝒳_T^\sigma `$, where $`C_T`$ is the constant appearing in (9) and (10), then (V) of Theorem 2 holds.

(3) (*Smooth dependence on data.*) Suppose $`S=W𝒩`$ is not just Lipschitz but $`C^{\mathrm{}}`$ as a map of $`𝒳_T^s`$. Recall that the $`k`$-th derivative $`S^{(k)}(u)`$, $`u𝒳_T^s`$, is a $`k`$-linear map from $`𝒳_T^s\times \mathrm{}\times 𝒳_T^s`$ into $`𝒳_T^s`$; let $`S^{(k)}(u)_{(T)}`$ denote its operator norm. In view of (13),

$$S^{}(u)_{(T)}C_TA\left(u_{𝒳_T^s}\right).$$
(14)
Suppose there exist, for $`k=2,3,\mathrm{}`$, $`B_k`$ continuous and increasing so that

$$\underset{0<T<1}{sup}\underset{u_{𝒳_T^s}R}{sup}S^{(k)}(u)_{(T)}B_k(R).$$
(15)
Then (IV) of Theorem 2 holds.

(4) If $`𝒩`$ is multilinear, then so is $`W𝒩`$, so if the latter is bounded on some Banach space, it is trivially $`C^{\mathrm{}}`$ on that space. Thus, by the previous remark, the dependence on initial data is $`C^{\mathrm{}}`$.

In this connection, we mention an interesting observation due to Keel-Tao \[2, Section 8\], concerning the feasibility of proving well-posedness for wave maps in the critical data space by an iteration argument. For simplicity we take $`n=2`$, but this is not essential.

A wave map $`u:^{1+2}S^1`$ satisfies the equation

$$\mathrm{}u+u(_\mu u^\mu u)=0,$$
(16a)
where $``$ is the Euclidean inner product on $`^2=`$. Consider initial data
$$u|_{t=0}=1,_tu|_{t=0}=ig,$$
(16b)
where $`i`$ is the imaginary unit and $`gL^2`$ is real-valued.

Observe that if (16) is well-posed for $`gL^2`$, then the solutions stay on $`S^1`$ and hence are wave maps. This is certainly true for any smooth solution,555If $`u:^{1+2}^2`$ is a smooth solution of (16) then $`\varphi =uu1`$ solves the linear equation $`\mathrm{}\varphi +\varphi (_\mu u^\mu u)=0`$ with vanishing initial data, so by uniqueness, $`\varphi `$ must vanish. and therefore true in general by an approximation argument, using the continuous dependence on initial data.

If (16) could be proved well-posed for $`gL^2`$ by an iteration argument in some Banach space, the dependence on the initial data would necessarily be $`C^{\mathrm{}}`$, since in this case the operator $`𝒩`$ is trilinear.

As it turns out, (16) is well-posed for $`gL^2`$, but the dependence on the data is not even $`C^2`$. In fact, since $`\theta e^{i\theta }`$, $`S^1`$ is a geodesic, the solution of (16) is given by $`u=e^{iv}`$, where $`\mathrm{}v=0`$ with initial data $`(0,g)`$; clearly $`(u,_tu)`$ belongs to $`C(,\dot{H}^1\times L^2)`$ and depends continuously on $`g`$.

Thus $`u_\epsilon =e^{i\epsilon v}`$ solves (16) with $`g`$ replaced by $`\epsilon g`$. But since $`\dot{H}^1`$ is not an algebra, one would not expect the map $`\epsilon u_\epsilon |_{t=1}`$, $`\dot{H}^1`$ to be twice differentiable at $`\epsilon =0`$ for all choices of $`g`$, and indeed it is not, as proved in \[2, Proposition 8.3\].

## 5 Proof of Theorem 1

In this section, (i–iii) refer to the hypotheses of the theorem. With notation as in (5), observe that by (i),

$$𝒴^{s,\epsilon }H^{s1,\theta +\epsilon 1}$$
(17)
for all $`\epsilon 0`$, and that $`𝒴^{s,\epsilon }𝒴^{s,0}`$.

We shall use the fact that the symbol of $`\mathrm{\Lambda }_{}`$ is comparable to $`1+\left|\left|\tau \right|\left|\xi \right|\right|`$. More precisely, there is a constant $`c>0`$ such that

$$c^1\left(1+\left|\left|\tau \right|\left|\xi \right|\right|\right)\left(1+\frac{(\tau ^2\left|\xi \right|^2)^2}{1+\left|\tau \right|^2+\left|\xi \right|^2}\right)^{\frac{1}{2}}c\left(1+\left|\left|\tau \right|\left|\xi \right|\right|\right).$$
(18)
Fix two bump functions $`\chi ,\varphi C_c^{\mathrm{}}()`$ such that $`0\chi ,\varphi 1`$, $`\chi =1`$ on $`[2,2]`$, and $`\varphi =1`$ on $`[2c,2c]`$ with support in $`[4c,4c]`$, where $`c`$ is the constant in (18).

Fix $`0\alpha 1`$. Given $`0<T<1`$, write, for any $`FH^{s1,\theta 1}`$,

$$F=\varphi \left(T^\alpha \mathrm{\Lambda }_{}\right)F+\left\{I\varphi \left(T^\alpha \mathrm{\Lambda }_{}\right)\right\}F=F_1+F_2,$$

where $`I`$ denotes the identity operator. In view of (18),

$`\left|\left|\tau \right|\left|\xi \right|\right|`$ $`4c^2T^\alpha \text{for}(\tau ,\xi )\mathrm{supp}\widehat{F_1},`$ (19)
$`\left|\left|\tau \right|\left|\xi \right|\right|`$ $`T^\alpha \text{for}(\tau ,\xi )\mathrm{supp}\widehat{F_2}.`$ (20)
Now define

$$u=\chi (t)u_0+\chi (t/T)u_1+u_2,$$

where

$`u_0`$ $`=_tW(t)f+W(t)g\text{with}W(t)={\displaystyle \frac{\mathrm{sin}(t\sqrt{\mathrm{\Delta }})}{\sqrt{\mathrm{\Delta }}}},`$
$`u_1`$ $`={\displaystyle _0^t}W(tt^{})F_1(t^{},)𝑑t^{},`$
$`\widehat{u}_2`$ $`=(\tau ^2\left|\xi \right|^2)^1\widehat{F}_2.`$
Observe that $`F_1H^{s1,0}L_{\mathrm{loc}}^1(,H^{s1})`$, so $`u_1`$ is well-defined.

###### Lemma 1.

$`u`$ solves (1) on $`[0,T]\times ^n`$.

###### Proof.

The only point which is not evident is that $`u_2|_{t=0}=_tu_2|_{t=0}=0`$. This is clearly true when $`F𝒮`$, since then $`F_2𝒮`$, so $`u_2`$ is necessarily given by Duhamel’s formula. The general case then follows by density, since clearly $`Fu_2`$ is linear and bounded from $`H^{s1,\theta 1}`$ into $`^{s,\theta }`$, and the latter space embeds in (2). ∎

Using hypothesis (iii) only, we shall prove the following lemmas.

###### Lemma 2.

For all $`(f,g)H^s\times H^{s1}`$,

$$\chi (t)u_0_{𝒳^s}C(f,g)_{(s)}.$$

###### Lemma 3.

For all $`\epsilon 0`$ and $`FH^{s1,\theta +\epsilon 1}`$,

$$\chi (t/T)u_1_{𝒳^s}CT^\delta F_{H^{s1,\theta +\epsilon 1}},$$

where

$$\delta =2\gamma \alpha /2+\mathrm{min}\{0,\alpha (\theta +\epsilon 1)\},$$
(21)
$`\gamma `$ is as in hypothesis (iii), and $`C`$ is independent of $`\epsilon `$ and $`\alpha `$.

Since by (i) we have (17), and since by (20) and (ii) we clearly have

$$u_2_{𝒳^s}CT^{\alpha \epsilon }F_{𝒴^{s,\epsilon }},$$
(22)
the theorem follows.

We turn to the proofs of Lemmas 2 and 3.

Some notation: for $`\gamma `$, let $`𝒟^\gamma `$ be defined by

$$\widehat{𝒟^\gamma \chi }(\tau )=(1+\left|\tau \right|^2)^{\gamma /2}\widehat{\chi }(\tau ).$$

In what follows, $`pq`$ means that $`pCq`$ for some positive constant $`C`$ independent of $`\alpha `$ and $`\epsilon `$.

### 5.1 Proof of Lemma 3

We write $`F_1=F_{1,1}+F_{1,2}`$, where $`\widehat{F_{1,1}}(\tau ,\xi )`$ and $`\widehat{F_{1,2}}(\tau ,\xi )`$ are supported in the regions $`\left|\xi \right|T^\alpha `$ and $`\left|\xi \right|T^\alpha `$ respectively. Let $`u_{1,j}`$ be defined as $`u_1`$, but with $`F_1`$ replaced by $`F_{1,j}`$ for $`j=1,2`$.

The following lemma, proved in section 5.3, characterizes $`u_{1,1}`$ and $`u_{1,2}`$.

###### Lemma 4.

Given $`0<T<1`$, let $`u_{1,j}`$, $`j=1,2`$ be defined as above. There exist sequences $`f_j^+,f_j^{}H^s`$ and $`g_jC([0,1],H^{s1})`$ such that

$$\begin{array}{cc}\hfill \mathrm{supp}\widehat{f_j^\pm }& \{\xi :\left|\xi \right|T^\alpha \},\hfill \\ \hfill \mathrm{supp}\widehat{g_j(\rho )}& \{\xi :\left|\xi \right|T^\alpha \},\hfill \end{array}$$

$$f_j^\pm _{H^s},\underset{0\rho 1}{sup}g_j(\rho )_{H^{s1}}T^{\alpha (1/2j)}F_1_{H^{s1,0}}$$
(23)
for $`j=1,2,`$, and

$$u_{1,1}=_1,u_{1,2}=_2+E,$$
(24)
where

$`{\displaystyle _1}`$ $`={\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{t^{j+1}}{j!}}{\displaystyle _0^1}e^{it(2\rho 1)\sqrt{\mathrm{\Delta }}}g_j(\rho )𝑑\rho ,`$
$`{\displaystyle _2}`$ $`={\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{t^j}{j!}}\left(e^{it\sqrt{\mathrm{\Delta }}}f_j^++e^{it\sqrt{\mathrm{\Delta }}}f_j^{}\right)`$
and, given $`\gamma 1`$,

$$\begin{array}{c}\underset{\tau }{sup}\left|\mathrm{\Lambda }^s\mathrm{\Lambda }_{}^\gamma \{\chi E\}(\tau ,\xi )\right|\hfill \\ \hfill \left(\widehat{𝒟^{\gamma 1}\chi }_L^{\mathrm{}}+\widehat{𝒟^\gamma (t\chi )}_L^{\mathrm{}}\right)\left|\mathrm{\Lambda }^{s1}F_{1,2}(\lambda ,\xi )\right|𝑑\lambda \end{array}$$
(25)
for all $`\xi ^n`$ and $`\chi C_c^{\mathrm{}}()`$. Moreover,

$$\widehat{\chi u_{1,2}}(\tau ,\xi )=\frac{1}{2\pi }_0^1_0^1(1\rho )\widehat{\chi }^{\prime \prime }(\tau \mu )\widehat{F_{1,2}}(\lambda ,\xi )𝑑\sigma 𝑑\rho 𝑑\lambda ,$$
(26)
where

$$\mu =b+\sigma (ab),a=\left|\xi \right|+\rho (\lambda \left|\xi \right|),b=\left|\xi \right|+\rho (\lambda +\left|\xi \right|)$$
(27)
and $`\chi C_c^{\mathrm{}}()`$.

We need two more lemmas.

###### Lemma 5.

If $`\sigma `$, $`\gamma 0`$, $`fH^\sigma `$ and $`\chi C_c^{\mathrm{}}()`$, then

$$\mathrm{\Lambda }^\sigma \mathrm{\Lambda }_{}^\gamma \{\chi (t)e^{\pm it\sqrt{\mathrm{\Delta }}}f\}(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}\widehat{𝒟^\gamma \chi }_L^{\mathrm{}}f_{H^\sigma }.$$
(28)
If $`1\rho 1`$, $`gH^\sigma `$ and $`\mathrm{supp}\widehat{g}\{\xi :\left|\xi \right|r\}`$, then

$$\mathrm{\Lambda }^\sigma \mathrm{\Lambda }_{}^\gamma \{\chi (t)e^{i\rho t\sqrt{\mathrm{\Delta }}}g\}(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}\left(\widehat{𝒟^\gamma \chi }_L^{\mathrm{}}+r^\gamma \widehat{\chi }_L^{\mathrm{}}\right)g_{H^\sigma }.$$
(29)
###### Proof.

This is a triviality. To prove (28), simply note that the Fourier transform of $`\chi (t)e^{\pm it\sqrt{\mathrm{\Delta }}}f`$ is $`\widehat{\chi }(\tau \left|\xi \right|)\widehat{f}(\xi )`$. To prove, (29) observe that the Fourier transform of $`\chi (t)e^{i\rho t\sqrt{\mathrm{\Delta }}}g`$ is $`\widehat{\chi }(\tau \rho \left|\xi \right|)\widehat{g}(\xi )`$ and that

$$\left|\right|\tau ||\xi \left|\right||\tau \rho |\xi \left|\right|+(1|\rho |)\left|\xi \right||\tau \rho |\xi \left|\right|+r$$

for $`\xi \mathrm{supp}\widehat{g}`$ and $`1\rho 1`$. ∎

###### Lemma 6.

Assume that the inequality

$$u_{𝒳^s}\mathrm{\Lambda }^{s1}\mathrm{\Lambda }_+\mathrm{\Lambda }_{}^\gamma u(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}$$

of hypothesis (iii) of Theorem 1 holds for some $`\gamma `$. Then for all $`\chi C_c^{\mathrm{}}()`$ and $`fH^s`$,

$$\chi (t)e^{\pm it\sqrt{\mathrm{\Delta }}}f_{𝒳^s}\widehat{𝒟^\gamma \chi }_L^{\mathrm{}}f_{H^s}+\widehat{𝒟^{\gamma +1}\chi }_L^{\mathrm{}}f_{H^{s1}}.$$
(30)
Moreover, if $`1\rho 1`$, $`gH^{s1}`$ and $`\mathrm{supp}\widehat{g}\{\xi :\left|\xi \right|r\}`$, where $`r1`$, then

$$\chi (t)e^{i\rho t\sqrt{\mathrm{\Delta }}}g_{𝒳^s}\left(r^{\gamma +1}\widehat{\chi }_L^{\mathrm{}}+r\widehat{𝒟^\gamma \chi }_L^{\mathrm{}}+\widehat{𝒟^{\gamma +1}\chi }_L^{\mathrm{}}\right)g_{H^{s1}}.$$
(31)
###### Proof.

Observe that

$$\begin{array}{c}\mathrm{\Lambda }^{s1}\mathrm{\Lambda }_+\mathrm{\Lambda }_{}^\gamma u(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}\hfill \\ \hfill \mathrm{\Lambda }^s\mathrm{\Lambda }_{}^\gamma u(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}+\mathrm{\Lambda }^{s1}\mathrm{\Lambda }_{}^{\gamma +1}u(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}\end{array}$$

for any $`u(t,x)`$. Thus, (30) and (31) follow immediately from (28) and (29) of Lemma 5, respectively. ∎

We are now in a position to finish the proof of Lemma 3.

#### Estimate for $`u_{1,1}`$.

By (19),

$$F_1_{H^{s1,0}}T^{\mathrm{min}\{0,\alpha (\theta +\epsilon 1)\}}F_{H^{s1,\theta +\epsilon 1}}.$$
(32)
It is easily checked that

$$𝒟^r\left\{t^j\chi (t/T)\right\}_L^{\mathrm{}}T^{1r+j}𝒟^r(t^j\chi )_L^{\mathrm{}}$$
(33)
for $`r0`$, $`j0`$ and $`0<T<1`$. Combining (31) of Lemma 6 with (23), (32) and (33) yields

$$\chi (t/T)_1_{𝒳^s}C_{\chi ,\gamma }T^\delta F_1_{H^{s1,\theta +\epsilon 1}},$$

where $`\delta `$ is given by (21) and

$$C_{\chi ,\gamma }\underset{j=1}{\overset{\mathrm{}}{}}\frac{1}{j!}𝒟^{\gamma +1}(t^{j+1}\chi )_L^{\mathrm{}}\underset{j=1}{\overset{\mathrm{}}{}}\frac{1}{j!}\left(t^{j+1}\chi _{L^1}+(t^{j+1}\chi )^{\prime \prime \prime }_{L^1}\right).$$

Since $`\chi `$ is compactly supported, $`C_{\chi ,\gamma }<\mathrm{}`$.

#### Estimate for $`u_{1,2}`$.

In view of hypothesis (iii) of the theorem,

$$\chi (t/T)u_{1,2}_{𝒳^s}A+B,$$

where

$`A`$ $`=\mathrm{\Lambda }^s\mathrm{\Lambda }_{}^\gamma \{\chi (t/T)u_{1,2}\}(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})(\left|\tau \right|C\left|\xi \right|)},`$
$`B`$ $`=\mathrm{\Lambda }^{s1}\mathrm{\Lambda }_{}^{\gamma +1}\{\chi (t/T)u_{1,2}\}(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})(\left|\tau \right|C\left|\xi \right|)}`$
and $`C>1`$ is a constant which will be specified later.

To estimate $`A`$ we use the expression (24) for $`u_{1,2}`$. By (28) of Lemma 5, as well as (23), (32) and (33),

$$\mathrm{\Lambda }^s\mathrm{\Lambda }_{}^\gamma \left\{\chi (t/T)_2\right\}(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}C_{\chi ,\gamma }T^\delta F_1_{H^{s1,\theta +\epsilon 1}},$$

where

$$C_{\chi ,\gamma }\underset{j=1}{\overset{\mathrm{}}{}}\frac{1}{j!}𝒟^\gamma (t^j\chi )_L^{\mathrm{}}<\mathrm{}.$$

Next, by (25) and (19),

$$\begin{array}{c}\mathrm{\Lambda }^s\mathrm{\Lambda }_{}^\gamma \{\chi (t/T)E\}(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}\hfill \\ \hfill \left(\widehat{𝒟^{\gamma 1}\chi }_L^{\mathrm{}}+\widehat{𝒟^\gamma (t\chi )}_L^{\mathrm{}}\right)T^{\alpha /2}F_1_{H^{s1,0}},\end{array}$$

which combined with (32) and (33) yields

$$\mathrm{\Lambda }^s\mathrm{\Lambda }_{}^\gamma \{\chi (t/T)E\}(\tau ,\xi )_{L_\xi ^2(L_\tau ^{\mathrm{}})}C_{\chi ,\gamma }T^\delta F_1_{H^{s1,\theta +\epsilon 1}},$$

where

$$C_{\chi ,\gamma }\widehat{𝒟^{\gamma 1}\chi }_L^{\mathrm{}}+\widehat{𝒟^\gamma (t\chi )}_L^{\mathrm{}}.$$

For $`B`$ we use the expression (26) for $`\widehat{\chi u_{1,2}}(\tau ,\xi )`$. Recall that $`\left|\tau \right|C\left|\xi \right|`$ in the definition of $`B`$, where $`C`$ is yet to be determined. We claim that if we take $`C=8(1+c^2)`$, where $`c`$ is the constant appearing in (18) and (19), then with $`\mu `$ given by (27),

$$\left|\tau \right|C\left|\xi \right|\left|\left|\tau \right|\left|\xi \right|\right|\left|\tau \right|\left|\tau \mu \right|$$

for all $`\lambda `$ such that $`(\lambda ,\xi )\mathrm{supp}\widehat{F_{1,2}}`$, and all $`0\rho ,\sigma 1`$. Indeed,

$$\left|\mu \right|\left|b\right|+\left|ab\right|4\left|\xi \right|+\left|\left|\lambda \right|\left|\xi \right|\right|,$$

and we have

$$\left|\left|\lambda \right|\left|\xi \right|\right|4c^2T^\alpha 4c^2\left|\xi \right|$$

for $`(\lambda ,\xi )\mathrm{supp}\widehat{F_{1,2}}`$. Thus,

$$B𝒟^{\gamma +1}\{t^2\chi (t/T)\}_L^{\mathrm{}}\left|\mathrm{\Lambda }^{s1}F_{1,2}(\lambda ,\xi )\right|𝑑\lambda ,$$

and using (32) and (33), we get

$$BC_{\chi ,\gamma }T^\delta F_1_{H^{s1,\theta +\epsilon 1}},$$

where $`C_{\chi ,\gamma }𝒟^{\gamma +1}(t^2\chi )_L^{\mathrm{}}`$.

### 5.2 Proof of Lemma 2

We will show, using hypothesis (iii) of Theorem 1, that for all $`\chi C_c^{\mathrm{}}()`$ and $`(f,g)H^s\times H^{s1}`$,

$$\chi (t)_tW(t)f_{𝒳^s}\widehat{𝒟^\gamma \chi }_L^{\mathrm{}}f_{H^s}+\widehat{𝒟^{\gamma +1}\chi }_L^{\mathrm{}}f_{H^{s1}}$$
(34)
and

$$\begin{array}{c}\chi (t)W(t)g_{𝒳^s}\left(\widehat{𝒟^\gamma \chi }_L^{\mathrm{}}+\widehat{𝒟^{\gamma +1}(t\chi )}_L^{\mathrm{}}\right)g_{H^{s1}}\hfill \\ \hfill +\widehat{𝒟^{\gamma +1}\chi }_L^{\mathrm{}}g_{H^{s2}}.\end{array}$$
(35)
Clearly this implies Lemma 2.

We apply Lemma 6. Evidently, (30) implies (34), so it remains to prove (35). For this, we split $`g=g_1+g_2`$, where $`\widehat{g_1}`$ is supported in the region $`\left|\xi \right|<1`$ and $`\widehat{g_2}`$ is supported in $`\left|\xi \right|1`$. Since

$$(\mathrm{\Delta })^{\frac{1}{2}}\mathrm{sin}(t\sqrt{\mathrm{\Delta }})=t_0^1e^{it(2\rho 1)\sqrt{\mathrm{\Delta }}}𝑑\rho ,$$

we have

$$\chi (t)(\mathrm{\Delta })^{\frac{1}{2}}\mathrm{sin}(t\sqrt{\mathrm{\Delta }})g_1=_0^1t\chi (t)e^{it(2\rho 1)\sqrt{\mathrm{\Delta }}}g_1𝑑\rho .$$

By (31),

$$t\chi (t)e^{it(2\rho 1)\sqrt{\mathrm{\Delta }}}g_1_{𝒳^s}𝒟^{\gamma +1}(t\chi )_L^{\mathrm{}}g_1_{H^{s1}}$$

for $`0\rho 1`$, and it follows that

$$\chi (t)W(t)g_1_{𝒳^s}\widehat{𝒟^{\gamma +1}(t\chi )}_L^{\mathrm{}}g_1_{H^{s1}}.$$

This proves (35) with $`g`$ replaced by its low frequency part $`g_1`$.

Since $`(\mathrm{\Delta })^{\frac{1}{2}}g_2_{H^s}2g_{H^{s1}}`$, the estimate (35) with $`g`$ replaced by $`g_2`$ follows immediately from (30).

### 5.3 Proof of Lemma 4

We write $`u_1=(2i)^1(\mathrm{\Delta })^{\frac{1}{2}}(v_+v_{})`$, where

$$v_\pm (t)=_0^te^{\pm i(tt^{})\sqrt{\mathrm{\Delta }}}F_1(t^{},)𝑑t^{}.$$

As in \[4, Lemma 4.4\],

$`\widehat{v_\pm (t)}(\xi )`$ $`={\displaystyle \frac{e^{\pm it\left|\xi \right|}}{2\pi }}{\displaystyle \frac{e^{it(\tau \left|\xi \right|)}1}{i(\tau \left|\xi \right|)}\widehat{F_1}(\tau ,\xi )𝑑\tau }.`$ (36)
$`={\displaystyle \frac{e^{\pm it\left|\xi \right|}}{2\pi }}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{t^j}{j!}}{\displaystyle i^{j1}(\tau \left|\xi \right|)^{j1}\widehat{F_1}(\tau ,\xi )𝑑\tau }.`$ (37)
#### Formula for $`u_{1,1}`$.

By (37), we have

$`\widehat{u_{1,1}(t)}(\xi )`$ $`={\displaystyle \frac{1}{4\pi }}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{t^j}{j!}}{\displaystyle i^j\left|\xi \right|^1\left(\beta _{j,\tau }(\left|\xi \right|)\beta _{j,\tau }(\left|\xi \right|)\right)\widehat{F_{1,1}}(\tau ,\xi )𝑑\tau }`$
$`={\displaystyle \frac{1}{2\pi }}{\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}{\displaystyle \frac{t^j}{j!}}{\displaystyle _0^1}{\displaystyle i^j\beta _{j,\tau }^{}\left((2\rho 1)\left|\xi \right|\right)\widehat{F_{1,1}}(\tau ,\xi )𝑑\tau 𝑑\rho },`$
where $`\beta _{j,\tau }(r)=e^{itr}(\tau r)^{j1}`$. Since

$$\beta _{j,\tau }^{}(r)=ite^{itr}(\tau r)^{j1}e^{itr}(j1)(\tau r)^{j2},$$

where the second term only occurs for $`j2`$, we get

$$u_{1,1}(t)=\frac{1}{2\pi }\underset{j=1}{\overset{\mathrm{}}{}}\frac{t^{j+1}}{j!}_0^1i^{j+1}\left(1\frac{j}{j+1}\right)e^{it(2\rho 1)\sqrt{\mathrm{\Delta }}}k_j(\rho )𝑑\rho ,$$

where $`k_j(\rho )`$ is given by

$$\widehat{k_j(\rho )}(\xi )=\left(\tau (2\rho 1)\left|\xi \right|\right)^{j1}\widehat{F_{1,1}}(\tau ,\xi )𝑑\tau .$$

If we set

$$g_j=\frac{i^{j+1}}{2\pi }\left(1\frac{j}{j+1}\right)k_j,$$

then

$$u_{1,1}(t)=\underset{j=1}{\overset{\mathrm{}}{}}\frac{t^{j+1}}{j!}_0^1e^{it(2\rho 1)\sqrt{\mathrm{\Delta }}}g_j(\rho )𝑑\rho .$$

Notice that

$$|\tau (2\rho 1)|\xi \left|\right|\left|\tau \right|+\left|\xi \right|\left|\right|\tau ||\xi \left|\right|+2\left|\xi \right|$$

for $`0\rho 1`$. But if $`(\tau ,\xi )\mathrm{supp}\widehat{F_{1,1}}`$, then $`\left|\xi \right|T^\alpha `$, and by (19) we also have $`\left|\left|\tau \right|\left|\xi \right|\right|T^\alpha `$. It follows that

$$\left|\widehat{g_j(\rho )}(\xi )\right|T^{\alpha (1j)}\left|\widehat{F_{1,1}}(\tau ,\xi )\right|d\tau T^{\alpha (1/2j)}(\left|\widehat{F_{1,1}}(\tau ,\xi )\right|^2d\tau )^{\frac{1}{2}},$$

whence $`g_j(\rho )_{H^{s1}}T^{\alpha (1/2j)}F_1_{H^{s1,0}}`$ for $`0\rho 1`$.

#### First formula for $`u_{1,2}`$.

By (36) and (37),

$$u_{1,2}(t)=\underset{j=1}{\overset{\mathrm{}}{}}\frac{t^j}{j!}\left(e^{it\sqrt{\mathrm{\Delta }}}f_j^++e^{it\sqrt{\mathrm{\Delta }}}f_j^{}\right)+E_+(t)+E_{}(t),$$

where

$`\widehat{f_j^+}(\xi )`$ $`=(4\pi \left|\xi \right|)^1{\displaystyle _0^{\mathrm{}}}i^j(\left|\tau \right|\left|\xi \right|)^{j1}\widehat{F_{1,2}}(\tau ,\xi )𝑑\tau ,`$
$`\widehat{f_j^{}}(\xi )`$ $`=(4\pi \left|\xi \right|)^1{\displaystyle _{\mathrm{}}^0}i^j(\left|\xi \right|\left|\tau \right|)^{j1}\widehat{F_{1,2}}(\tau ,\xi )𝑑\tau ,`$
$`\widehat{E_+(t)}(\xi )`$ $`={\displaystyle \frac{1}{4\pi \left|\xi \right|}}{\displaystyle _{\mathrm{}}^0}{\displaystyle \frac{e^{it\tau }e^{it\left|\xi \right|}}{\left|\tau \right|+\left|\xi \right|}}\widehat{F_{1,2}}(\tau ,\xi )𝑑\tau ,`$
$`\widehat{E_{}(t)}(\xi )`$ $`={\displaystyle \frac{1}{4\pi \left|\xi \right|}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{e^{it\tau }e^{it\left|\xi \right|}}{\left|\tau \right|+\left|\xi \right|}}\widehat{F_{1,2}}(\tau ,\xi )𝑑\tau .`$
It follows easily from (19) that $`f_j^\pm _{H^s}T^{\alpha (1/2j)}F_1_{H^{s1,0}}`$.

Next, observe that

$$\widehat{\chi E_+}(\tau ,\xi )=\frac{1}{4\pi \left|\xi \right|}_{\mathrm{}}^0\frac{\widehat{\chi }(\tau \lambda )\widehat{\chi }(\tau \left|\xi \right|)}{\left|\lambda \right|+\left|\xi \right|}\widehat{F_{1,2}}(\lambda ,\xi )𝑑\lambda .$$

Since

$$\frac{\widehat{\chi }(\tau \lambda )\widehat{\chi }(\tau \left|\xi \right|)}{\left|\lambda \right|+\left|\xi \right|}=_0^1\widehat{\chi }^{}\left(\tau \left|\xi \right|+\rho (\left|\lambda \right|+\left|\xi \right|)\right)𝑑\rho $$

for $`\lambda <0`$, it is easy to see, by considering separately the two cases $`\left|\left|\tau \right|\left|\xi \right|\right|2(\left|\lambda \right|+\left|\xi \right|)`$ and $`\left|\left|\tau \right|\left|\xi \right|\right|>2(\left|\lambda \right|+\left|\xi \right|)`$, that for a given $`\gamma 1`$,

$$\left(1+\left|\left|\tau \right|\left|\xi \right|\right|\right)^\gamma \frac{\left|\widehat{\chi }(\tau \lambda )\widehat{\chi }(\tau \left|\xi \right|)\right|}{\left|\lambda \right|+\left|\xi \right|}\widehat{𝒟^{\gamma 1}\chi }_L^{\mathrm{}}+\widehat{𝒟^\gamma (t\chi )}_L^{\mathrm{}}$$

for all $`\tau `$, $`\xi ^n`$ and $`\lambda <0`$. We conclude that

$$\begin{array}{c}\left|\mathrm{\Lambda }^s\mathrm{\Lambda }_{}^\gamma \{\chi E_+\}(\tau ,\xi )\right|\hfill \\ \hfill \left(\widehat{𝒟^{\gamma 1}\chi }_L^{\mathrm{}}+\widehat{𝒟^\gamma (t\chi )}_L^{\mathrm{}}\right)\left|\mathrm{\Lambda }^{s1}F_{1,2}(\lambda ,\xi )\right|𝑑\lambda .\end{array}$$

The same estimate holds for $`E_{}`$, so $`E=E_++E_{}`$ satisfies (25).

#### Second formula for $`u_{1,2}`$.

Using (36), we write

$$\widehat{u_{1,2}(t)}(\xi )=\frac{1}{4\pi \left|\xi \right|}\left\{\frac{e^{it\tau }e^{it\left|\xi \right|}}{\tau \left|\xi \right|}\frac{e^{it\tau }e^{it\left|\xi \right|}}{\tau +\left|\xi \right|}\right\}\widehat{F_{1,2}}(\tau ,\xi )𝑑\tau .$$

Thus,

$`\widehat{\chi u_{1,2}}(\tau ,\xi )`$
$`={\displaystyle \frac{1}{4\pi \left|\xi \right|}}{\displaystyle \left\{\frac{\widehat{\chi }(\tau \lambda )\widehat{\chi }(\tau \left|\xi \right|)}{\lambda \left|\xi \right|}\frac{\widehat{\chi }(\tau \lambda )\widehat{\chi }(\tau +\left|\xi \right|)}{\lambda +\left|\xi \right|}\right\}\widehat{F_{1,2}}(\lambda ,\xi )𝑑\lambda }`$
$`={\displaystyle \frac{1}{4\pi \left|\xi \right|}}{\displaystyle _0^1\left\{\widehat{\chi }^{}(\tau a)\widehat{\chi }^{}(\tau b)\right\}\widehat{F_{1,2}}(\lambda ,\xi )𝑑\rho 𝑑\lambda }`$
$`={\displaystyle \frac{1}{2\pi }}{\displaystyle _0^1_0^1(1\rho )\widehat{\chi }^{\prime \prime }\left(\tau b+\sigma (ba)\right)\widehat{F_{1,2}}(\lambda ,\xi )𝑑\sigma 𝑑\rho 𝑑\lambda },`$
where $`a=\left|\xi \right|+\rho (\lambda \left|\xi \right|)`$ and $`b=\left|\xi \right|+\rho (\lambda +\left|\xi \right|)`$.

## 6 Proof of Theorem 3

We may assume that the function $`A`$ in (9) and (10) is increasing, and that $`C_T`$ is an increasing and continuous function of $`T`$.

### 6.1 Local existence

Given $`(f,g)`$ and $`0<T<1`$, let $`u_0`$ be the solution of the homogeneous wave equation with initial data $`(f,g)`$, and set

$$u_j=u_0+W𝒩(u_{j1}),j=1,2,\mathrm{}$$

By (S2), there is a constant $`C`$ such that

$$u_0_{𝒳_T^s}C\left(f_{H^s}+g_{H^{s1}}\right).$$
(38)
Combined with (9) this gives

$$u_j_{𝒳_T^s}R/2+C_TA\left(u_{j1}_{𝒳_T^s}\right)u_{j1}_{𝒳_T^s}$$

for $`j1`$, where $`R`$ is twice the right hand side of (38). By (11), we may choose $`T`$ so small that $`2C_TA(R)1`$. Since $`A`$ is increasing, it now follows by induction that $`u_j_{𝒳_T^s}R`$ for all $`j`$. It then follows by (10) that

$$u_{j+1}u_j_{𝒳_T^s}\frac{1}{2}u_ju_{j1}_{𝒳_T^s}$$
(39)
for $`j1`$. Thus, $`(u_j)`$ is a Cauchy sequence in $`𝒳_T^s`$, and we let $`u`$ be its limit. In view of (10), $`𝒩(u_j)𝒩(u)`$ in the sense of distributions on $`S_T=(0,T)\times ^n`$. Since $`\mathrm{}u_j=𝒩(u_{j1})`$ on $`S_T`$ with initial data $`(f,g)`$, by passing to the limit we conclude that $`\mathrm{}u=𝒩(u)`$ on $`S_T`$ with the same data.

### 6.2 Uniqueness

Assume that $`T>0`$ and $`u,u^{}𝒳_T^s`$ are two solutions of (6) on $`S_T`$ with the same initial data $`(f,g)`$. It suffices to prove that the set

$$E=\{t[0,T]:u(\rho )=u^{}(\rho )\text{ for all }\rho [0,t]\}$$

is open in $`[0,T]`$, since $`E`$ is obviously closed and nonempty.

Assume that $`tE`$, $`t<T`$. By (S4) we may consider $`u`$ and $`u^{}`$ to be elements of $`𝒳_{[t,T]}^s`$, and by (N3) they are both solutions of (6) on $`(t,T)\times ^n`$ with the same initial data at time $`t`$ (since $`tE`$). Next, by (S3) and (N2), $`\tau _tu,\tau _tu^{}𝒳_{Tt}^s`$ solve (6) on $`(0,Tt)\times ^n`$ with identical initial data at time $`0`$.

By the above, it suffices to prove that $`\epsilon E`$ for some arbitrarily small $`\epsilon >0`$. But by (10),

$$uu^{}_{𝒳_\epsilon ^s}B(\epsilon )uu^{}_{𝒳_\epsilon ^s},$$

where $`B(\epsilon )=C_\epsilon A\left(\mathrm{max}\{u_{X_\epsilon ^s},u^{}_{X_\epsilon ^s}\}\right)`$, and in view of (11) and property (S4), $`lim_{\epsilon 0^+}B(\epsilon )=0`$.

### 6.3 Continuous dependence on initial data

#### Step 1.

We prove that (III) follows from a weaker condition. We denote by $`u(f,g)𝒳_T^s`$ the solution obtained in section 6.1. Recall that $`T=T(f,g)>0`$ is continuous, and

$$C_{T(f,g)}A\left(u(f,g)_{𝒳_{T(f,g)}^s}\right)\frac{1}{2}.$$
(40)
We claim that (III) follows from

* The map $`(f,g)u(f,g)`$ is Lipschitz, in the sense that

$$u(f,g)u(f^{},g^{})_{𝒳_T^s}ff^{}_{H^s}+gg^{}_{H^{s1}}$$
(41)
for all initial data pairs $`(f,g)`$ and $`(f^{},g^{})`$ in $`H^s\times H^{s1}`$, where $`T=\mathrm{min}\{T(f,g),T(f^{},g^{})\}`$.

With hypotheses as in (III), set

$$T_{}=\underset{0tT}{inf}T(u(t),_tu(t)).$$

In view of (S1) and the continuity of $`T`$, $`T_{}>0`$. Pick $`0<\epsilon <T_{}/2`$ such that $`T=M\epsilon `$ for some integer $`M`$, and set $`t_j=j\epsilon `$, $`f_j=u(t_j)`$ and $`g_j=_tu(t_j)`$.

Assume that (III) holds. In view of (S3) and (N2), for $`j=0,1,\mathrm{},M2`$ there is a ball $`B_j`$ in $`H^s\times H^{s1}`$, centered at $`(f_j,g_j)`$, with the following property: for all $`(\varphi _j,\psi _j)B_j`$ there exists $`v_j𝒳_{[t_j,t_{j+2}]}^s`$ which solves (6) on $`(t_j,t_{j+2})\times ^n`$ with initial data $`(\varphi _j,\psi _j)`$ at time $`t_j`$, and satisfies

$$uv_j_{𝒳_{[t_j,t_{j+2}]}^s}f_j\varphi _j_{H^s}+g_j\psi _j_{H^{s1}}.$$
(42)
By (S1), this implies

$$\begin{array}{c}f_{j+1}\varphi _{j+1}_{H^s}+g_{j+1}\psi _{j+1}_{H^{s1}}\hfill \\ \hfill C(f_j\varphi _j_{H^s}+g_j\psi _j_{H^{s1}}),\end{array}$$
(43)
where we have set $`\varphi _{j+1}=v(t_{j+1})`$ and $`\psi _{j+1}=_tv(t_{j+1})`$.

Thus, if we make $`B_{M3}`$ so small that $`CB_{M3}B_{M2}`$, and then make $`B_{M4}`$ so small that $`CB_{M4}B_{M3}`$ etc., we find that if we start with data $`(\varphi _0,\psi _0)B_0`$, then $`v_0`$ exists and

$$(\varphi _1,\psi _1)=(v_0(t_1),_tu_0(t_1))B_1,$$

so $`v_1`$ exists, and so on.

By translation invariance and uniqueness, the different $`v_j`$ agree on the intersection of their domains, so by (S5) we get a solution $`v𝒳_T^s`$ of (6) on $`(0,T)\times ^n`$ with data $`(\varphi _0,\psi _0)`$, and $`uv_{𝒳_T^s}_{j=0}^{M2}uv_j_{𝒳_{[t_j,t_{j+2}]}^s}`$. But in view of (42) and (43),

$$uv_j_{𝒳_{[t_j,t_{j+2}]}^s}f\varphi _0_{H^s}+g\psi _0_{H^{s1}}.$$

#### Step 2.

We prove (III). In view of (38) and (10), it suffices to prove

$$C_TA\left(\mathrm{max}\{u(f,g)_{𝒳_T^s},u(f^{},g^{})_{𝒳_T^s}\}\right)\frac{1}{2},$$
(44)
where $`T=\mathrm{min}\{T(f,g),T(f^{},g^{})\}`$. But by (40) and (S4),

$$A\left(\mathrm{max}\{u(f,g)_{𝒳_T^s},u(f^{},g^{})_{𝒳_T^s}\}\right)\frac{1}{2}\left(\mathrm{min}\{C_{T(f,g)},C_{T(f^{},g^{})}\}\right)^1.$$

Since we assume that $`C_T`$ is increasing in $`T`$, (44) follows.

### 6.4 Persistence of higher regularity

We prove the assertion in remark (2) following Theorem 3.

#### Step 1.

We show that (V) follows from

* Let $`\sigma s`$. For all $`(f,g)H^\sigma \times H^{\sigma 1}`$ there exist a $`T>0`$ and a $`u𝒳_T^sC([0,T],H^\sigma )C^1([0,T],H^{\sigma 1})`$ which solves (6) on $`S_T=(0,T)\times ^n`$ with initial data $`(f,g)`$. Moreover, $`T`$ can be chosen to depend continuously on $`f_{H^s}+g_{H^{s1}}`$.

Assume that (I) holds for a fixed $`\sigma s`$, and let us denote the existence time by $`T(f,g)`$. This function may depend on $`s`$ and $`\sigma `$, but these are fixed quantities.

With hypotheses as in (V), set

$$T_{}=\underset{0tT}{inf}T(u(t),_tu(t)),$$

and choose $`0<\epsilon <T_{}/2`$ so that $`T=M\epsilon `$ for some integer $`M`$. Then set $`t_j=j\epsilon `$, $`f_j=u(t_j)`$ and $`g_j=_tu(t_j)`$. By (I) and translation invariance, for $`j=0,1,\mathrm{},M2`$ there exists

$$u_j𝒳_{[t_j,t_{j+2}]}^sC([t_j,t_{j+2}],H^\sigma )C^1([t_j,t_{j+2}],H^{\sigma 1})$$

which solves (6) on $`(t_j,t_{j+2})\times ^n`$ with initial data $`(f_j,g_j)`$. By uniqueness, each $`u_j`$ agrees with $`u`$ on $`[t_j,t_{j+2}]`$. We conclude that

$$uC([0,T],H^\sigma )C^1([0,T],H^{\sigma 1}).$$

#### Step 2.

We prove (I). If we fix $`\sigma s`$, we may assume that the function $`A_\sigma `$ appearing in (12) and (13) is identical with the function $`A`$ appearing in (9) and (10). Recall that $`A`$ is assumed to be increasing, and that $`𝒳_T^\sigma =\mathrm{\Lambda }^{s\sigma }𝒳_T^s`$ by definition.

As in section 6.1, $`u_j_{𝒳_T^s}R`$, where $`R=2C\left(f_{H^s}+g_{H^{s1}}\right)`$, $`C`$ is the constant appearing in (38) and $`T>0`$ is chosen so small that $`2C_TA(R)1`$. Another induction, using (12) and (38), gives $`u_j_{𝒳_T^\sigma }R^{}`$, where $`R^{}=2C\left(f_{H^\sigma }+g_{H^{\sigma 1}}\right)`$. Furthermore, by (39) we have $`u_ju_{j1}_{𝒳_T^s}2^jR`$.

Thus (13) yields $`B_{j+1}B_j/2+K2^j`$, where $`B_j=u_ju_{j1}_{𝒳_T^\sigma }`$ and $`K=C_TA(R^{})R`$. By induction, this implies that $`B_jB_02^j+2Kj2^j`$ for $`j0`$. Thus, $`(u_j)`$ is Cauchy in $`𝒳_T^\sigma `$.

### 6.5 Smooth dependence on initial data

We prove the assertion in remark (3) following Theorem 3.

Fix $`r1`$. We prove $`\delta u_\delta 𝒳_T^s`$ is $`C^r`$. By a finite time-step argument as in 6.4, it suffices to prove this for a $`T>0`$ which depends continuously on

$$E=\underset{\delta I}{sup}(f_\delta ,g_\delta )_{(s)},$$

where $`I=[\delta _0,\delta _0]`$.

Denote the iterates by $`u_j(\delta )𝒳_T^s`$. Thus, $`u_0(\delta )`$ solves the homogeneous wave equation with initial data $`(f_\delta ,g_\delta )`$, and for $`j1`$,

$$u_{j+1}(\delta )=u_0(\delta )+S\left(u_j(\delta )\right),$$
(45)
where $`S=W𝒩`$. If we set $`u_10`$, this is valid for $`j1`$.

Since $`C^r(I,𝒳_T^s)`$ is a Banach space when equipped with the norm

$$u=\underset{0kr}{}\underset{\delta I}{sup}u^{(k)}(\delta )_{𝒳_T^s},$$

it suffices to show that $`u_j`$ is Cauchy in this norm for some $`T(E)>0`$.

By (15) and the mean value theorem,

$$S^{(k)}(u)S^{(k)}(v)_{(T)}B\left(\mathrm{max}\{u_{𝒳_T^s},v_{𝒳_T^s}\}\right)uv_{𝒳_T^s}$$
(46)
for $`k=1,\mathrm{},r`$, where $`B=\mathrm{max}_{2kr+1}B_k`$.

Let $`C`$ be the constant in (38), choose $`T`$ so that $`C_TA(2CE)=\frac{1}{2}`$, and set

$$E_k=\underset{\delta I}{sup}(d/d\delta )^k(f_\delta ,g_\delta )_{(s)}$$

for $`k=1,\mathrm{},r`$.

By induction, as in section 6.1, we have

$$\underset{\delta }{sup}u_j(\delta )2CE.$$
(47)
Taking one derivative in (45), we get

$$u_{j+1}^{}=u_0^{}+S^{}(u_j)(u_j^{}),$$

so by (14),

$$u_{j+1}^{}(\delta )_{𝒳_T^s}CE_1+C_TA(2CE)u_j^{}(\delta )_{𝒳_T^s},$$

and since $`C_TA(2CE)=\frac{1}{2}`$, we conclude that

$$\underset{\delta }{sup}u_j^{}(\delta )2CE_1.$$

Taking two derivatives in (45) gives

$$u_{j+1}^{\prime \prime }=u_0^{\prime \prime }+S^{\prime \prime }(u_j)(u_j^{},u_j^{})+S^{}(u_j)(u_j^{\prime \prime }).$$

Thus, using (15),

$$u_{j+1}^{\prime \prime }(\delta )_{𝒳_T^s}CE_2+B(2CE)(2CE_1)^2+\frac{1}{2}u_j^{\prime \prime }(\delta )_{𝒳_T^s},$$

so

$$\underset{\delta }{sup}u_j^{\prime \prime }(\delta )2CE_2+2B(2CE)(2CE_1)^2.$$

Continuing like this, one finds that for $`k=0,\mathrm{},r`$ and all $`j`$,

$$\underset{\delta }{sup}u_j^{(k)}(\delta )C_k(E,E_1,\mathrm{},E_k),$$
(48)
where $`C_k`$ is some continuous function.

By (13) and (47), and the fact that $`C_TA(2CE)=\frac{1}{2}`$, we have

$$u_{j+1}(\delta )u_j(\delta )_{𝒳_T^s}\frac{1}{2}u_j(\delta )u_{j1}(\delta )_{𝒳_T^s}$$

for $`j0`$, and it follows by induction that

$$\underset{\delta }{sup}u_j(\delta )u_{j1}(\delta )_{𝒳_T^s}CE2^j.$$

Next, since

$$u_{j+1}^{}u_j^{}=S^{}(u_j)(u_j^{}u_{j1}^{})+\left[S^{}(u_j)S^{}(u_{j1})\right](u_{j1}^{})$$

for $`j0`$,we have

$$\begin{array}{c}u_{j+1}^{}(\delta )u_j^{}(\delta )_{𝒳_T^s}\frac{1}{2}u_j^{}(\delta )u_{j1}^{}(\delta )_{𝒳_T^s}\hfill \\ \hfill +B(2CE)u_j(\delta )u_{j1}(\delta )_{𝒳_T^s}C_1(E,E_1).\end{array}$$

Thus, redefining $`C_1`$,

$$u_{j+1}^{}(\delta )u_j^{}(\delta )_{𝒳_T^s}\frac{1}{2}u_j^{}(\delta )u_{j1}^{}(\delta )_{𝒳_T^s}+C_1(E,E_1)2^j,$$

and it follows by induction666Here, and below, we use the following induction argument. Suppose $`B_j`$ is a sequence of non-negative numbers such that $`B_{j+1}B_j/2+P(j)2^j`$ for $`j0`$, where $`P`$ is a polynomial with non-negative coefficients. Then there is a polynomial $`Q`$ such that $`B_jQ(j)2^j`$ for all $`j`$. In fact, one can take $`Q(t)=_0^t2P(r)𝑑r+B_0`$. that

$$\underset{\delta }{sup}u_j^{}(\delta )u_{j1}^{}(\delta )_{𝒳_T^s}C_1(E,E_1)(1+j)2^j,$$

where once more we have redefined $`C_1`$.

Since

$`u_{j+1}^{\prime \prime }u_j^{\prime \prime }`$ $`=\left[S^{\prime \prime }(u_j)S^{\prime \prime }(u_{j1})\right](u_j^{},u_j^{})`$
$`+S^{\prime \prime }(u_{j1})(u_j^{}u_{j1}^{},u_j^{})+S^{\prime \prime }(u_{j1})(u_{j1}^{},u_j^{}u_{j1}^{})`$
$`+\left[S^{}(u_j)S^{}(u_{j1})\right](u_j^{\prime \prime })+S^{}(u_j)(u_j^{\prime \prime }u_{j1}^{\prime \prime }),`$
for $`j0`$, we have, redefining $`C_2`$,

$$\begin{array}{c}u_{j+1}^{\prime \prime }(\delta )u_j^{\prime \prime }(\delta )_{𝒳_T^s}\frac{1}{2}u_j^{\prime \prime }(\delta )u_{j1}^{\prime \prime }(\delta )_{𝒳_T^s}\hfill \\ \hfill +C_2(E,E_1,E_2)\left(u_j(\delta )u_{j1}(\delta )_{𝒳_T^s}+u_j^{}(\delta )u_{j1}^{}(\delta )_{𝒳_T^s}\right).\end{array}$$

Thus, redefining $`C_2`$ again,

$$u_{j+1}^{\prime \prime }(\delta )u_j^{\prime \prime }(\delta )_{𝒳_T^s}\frac{1}{2}u_j^{\prime \prime }(\delta )u_{j1}^{\prime \prime }(\delta )_{𝒳_T^s}+C_2(E,E_1,E_2)(1+j)2^j.$$

It follows by induction that

$$\underset{\delta }{sup}u_j^{\prime \prime }(\delta )u_{j1}^{\prime \prime }(\delta )_{𝒳_T^s}C_2(E,E_1,E_2)(1+j^2)2^j,$$

where $`C_2`$ has been redefined yet again.

Continuing in this manner, one finds that for $`k=0,1,\mathrm{},r`$,

$$\underset{\delta }{sup}u_j^{(k)}(\delta )u_{j1}^{(k)}(\delta )_{𝒳_T^s}C_k(E,E_1,\mathrm{},E_k)(1+j^k)2^j,$$

where $`C_k`$ has been redefined.

## 7 Proof of Theorem 2

As noted already, (S1–5) of section 4 are satisfied. Since $`𝒩`$ is local in time and maps $`𝒳^s`$ into $`𝒟^{}(^{1+n})`$, (N1) of Theorem 3 holds; (N2–4) are obviously satisfied.

Let $`0<T<1`$ and $`u𝒳_T^s`$. Then $`u`$ is an equivalence class in $`𝒳^s`$ (section 2), and we denote by $`\stackrel{~}{u}`$ an arbitrary representative in $`𝒳^s`$ of this equivalence class. By assumption, $`𝒩(\stackrel{~}{u})`$ belongs to $`𝒴^{s,\epsilon }`$, so by Theorem 1, there is a unique $`v𝒳_T^s`$ which solves $`\mathrm{}v=𝒩(\stackrel{~}{u})`$ on $`(0,T)\times ^n`$ with vanishing initial data at $`t=0`$. But $`v`$ is independent of the choice of representative $`\stackrel{~}{u}`$ of $`u`$, by uniqueness of solutions of (1) and the fact that $`𝒩`$ is local in time, so we may write $`v=W𝒩(u)`$.

Let us prove (10). Let $`u,v𝒳_T^s`$, and let $`\stackrel{~}{u},\stackrel{~}{v}𝒳^s`$ be any two representatives of $`u`$ and $`v`$ respectively. By Theorem 1 followed by (7), we have

$`W\left(𝒩(u)𝒩(v)\right)_{𝒳_T^s}`$ $`C_{T,\epsilon }\mathrm{\Lambda }_+^1\mathrm{\Lambda }_{}^{\epsilon 1}\left(𝒩(\stackrel{~}{u})𝒩(\stackrel{~}{v})\right)_{𝒳^s}`$
$`C_{T,\epsilon }A\left(\mathrm{max}\{\stackrel{~}{u}_{𝒳^s},\stackrel{~}{v}_{𝒳^s}\}\right)\stackrel{~}{u}\stackrel{~}{v}_{𝒳^s}.`$
We may assume that $`A`$ is increasing, whence

$$W\left(𝒩(u)𝒩(v)\right)_{𝒳_T^s}C_{T,\epsilon }A\left(\stackrel{~}{w}_{𝒳^s}+\stackrel{~}{v}_{𝒳^s}\right)\stackrel{~}{w}_{𝒳^s},$$

where $`\stackrel{~}{w}=\stackrel{~}{u}\stackrel{~}{v}`$. Now pass to the limit as $`\stackrel{~}{w}_{𝒳^s}uv_{𝒳_T^s}`$ and $`\stackrel{~}{v}_{𝒳^s}v_{𝒳_T^s}`$. Thus (10) holds with $`A(R)`$ replaced by $`A(3R)`$.

Thus, the hypotheses of Theorem 3 are satisfied, so (I–III) hold.

It remains to prove (IV) and (V). Let $`W_T:𝒴^{s,\epsilon }𝒳^s`$ be as in remark (2) following Theorem 1. Given $`(f,g)`$, let $`u_0`$ be the solution of the homogeneous wave equation with data $`(f,g)`$. As in the proof of Theorem 1,

$$\chi (t)u_0_{𝒳^s}C(f,g)_{(s)}.$$
(49)
Consider the sequence $`u_j𝒳^s`$ of iterates, given inductively by

$$u_j=\chi (t)u_0+W_T𝒩(u_{j1})$$

If $`𝒩`$ is $`C^{\mathrm{}}`$, then $`S=W_T𝒩:𝒳^s𝒳^s`$ is $`C^{\mathrm{}}`$, and the argument in section 6.5 proves (IV).

Finally, we prove that (8) implies property (V). As shown in section 6.4, it suffices to prove property (I) stated therein. Fix $`\sigma s`$. We may assume that (8) holds with $`A_\sigma =A`$, where $`A`$ is the function appearing in (7).

Given $`(f,g)H^\sigma \times H^{\sigma 1}`$, choose $`0<T<1`$ so small that $`2C_TA(R)1`$, where $`R`$ is twice the right hand side of (49). A simple induction argument, essentially like the one in section 6.1, reveals that $`u_j_{𝒳^s}R`$ for all $`j`$ and that $`(u_j)`$ is a Cauchy sequence in $`𝒳^s`$ whose limit $`u`$ solves (6) on $`(0,T)\times ^n`$ with initial data $`(f,g)`$.

Another induction, using (8), shows that $`u_j_{𝒳^\sigma }R^{}`$ for all $`j`$, where $`R^{}=2C\left(f_{H^\sigma }+g_{H^{\sigma 1}}\right)`$. Thus, by hypothesis (i) of Theorem 1, the sequence of iterates is bounded in the Hilbert space $`^{\sigma ,\theta }`$, hence it converges weakly in that space, so it converges in the sense of distributions to an element of $`^{\sigma ,\theta }`$. Thus, the limit $`u𝒳^s`$ must in fact belong to $`^{\sigma ,\theta }`$, whence $`uC([0,T],H^\sigma )C^1([0,T],H^{\sigma 1})`$.


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# Field Theories from the Relativistic Law of Motion

## 1 Introduction

Until the advent of the general relativity (GR), the equations of motion for particle and field were two separate and independent statements, and no relation between them was sought. The field does however determine motion of particle by appearing on the right hand side of Newton’s second law of motion. Whereas the equation of motion for the field is prescribed independently by the field theory without any reference to particle motion. GR brought forth the first instance of a relation between the two. In here the particle equation follows from Einstein’s equation for gravitational field1. Intuitively, it could be understood as follows: Gravitation is described by the curvature of spacetime and this fact is stated by Einstein’s equation. Solution of this equation determines the geometry of spacetime which now incorporates gravitational field. Motion under gravity would then be free motion relative to spacetime geometry determined by the solution of the field equation. This is how the particle equation is determined by the field equation.

In this context, the two questions naturally arise are the following:
(a) Like gravitation, there exists another classical field of electromagnetism, why can’t such a relation between the equations of motion of particle and field be sought for it?
(b) For gravitation, the particle motion is derived from the field equation in GR, how about the other way round; i.e. field equation from particle equation.

For the electromagnetic field, the question was first posed by Feynman long back and he obtained the half of the Maxwell equations (the source free homogeneous, the Bianchi set) by considering commutation relation between position and velocity. Since Feynman thought that this would lead to something profound and fundamental but soon realized that that was not the case, and he left it at that. It has been brought to light in 1990 by Dyson’s paper on Feynman’s derivation of the Maxwell equations2. This gave rise to some activity in terms of discussions, rederivation and application to other situations3-6. All of them with a sole exception6 concerned with the Bianchi set. Recently, we have derived the complete set of Maxwell equations for the non relativistic case7. We begin by demanding the differential operator in the Newton’s second law be self-adjoint which immediately leads to the Bianchi set. Note that in the familiar terms self-adjointness of the differential operator is equivalent to demanding the force being linear in velocity and derivable from a potential. Of course, it is taken that field is produced by certain charge, and a priori there is no reason why pseudo scalar charge cannot exist. Allowing for pseudo scalar charge would lead to another set of two (Bianchi) equations. Then the solvability of the system of equations in terms of the vector fields leads uniquely to the entire set of the Maxwell equations and a universal chiral relation between the scalar and pseudo scalar charges. This was all done in the non relativistic framework. In here we shall start with the relativistic equation of motion with 4-force being linear in 4-velocity and then the same arguments would readily lead to a vector gauge theory in an elegant and cogent manner. It could be the abelian Maxwell or the non-abelian Yang-Mills theory. This consideration is independent of the background spacetime which could be flat or curved.

Note that it was the linear force law which lead to the vector gauge theory. Naturally the question arises, what field theory would the quadratic law lead to? It turns out that the quadratic law would demand spacetime metric to be its potential, which would imply the Principle of Equivalence. For force to be globally non-removable, the spacetime must be curved and the field would then be described by the curvature of spacetime. This is how precisely gravitation is described in GR. Thus, the quadratic law would lead to GR with the proper prescription of the energy momentum tensor.

It is remarkable that purely a dynamical consideration on the force law determines uniquely the corresponding field theories. This is in the same spirit as the Bertrand’s theorem for the central force in classical mechanics which picks out only the inverse square and linear law on the demand of closed orbit. This was however restricted only to central force. In our case, the demand is on the velocity dependence of the force law, otherwise it is all general.

## 2 Maxwell’s equations

The relativistic law of motion would read as

$$mdu^i/ds=f^i$$
(1)
defining the equation of motion for a test particle, where $`s`$ is the proper time. Since 4-velocity is by definition orthogonal to 4-acceleration, $`f^iu_i=0`$ always.

The requirement of linearity would mean $`f_a=F_{ab}u^b`$. Now the orthogonality $`f_au^a=0`$ would imply $`F_{ab}=F_{ba}`$. Further for it to be derivable from a potential would require the potential to be $`A_au^a`$, which would lead to

$$F_{ab}=_{[a}A_{b]}$$
(2)
where $`A_a=(\varphi ,𝐀)`$ is the gauge potential. This would satisfy the Bianchi identity,

$$^b{}_{}{}^{}F_{ab}^{}=0$$
(3)
where $`{}_{}{}^{}F_{ab}^{}=\frac{1}{2}\eta _{abcd}F^{cd}`$ is the dual of $`F_{ab}`$ and $`\eta _{abcd}`$ is the 4-volume form. Defining

$`𝐁`$ $`=`$ $`\times 𝐀`$ (4)
$`𝐄`$ $`=`$ $`\varphi 𝐀/t`$ (5)
then in the familiar terms, the Bianchi equation reads as

$$.𝐁=0,\times 𝐄=𝐁/t$$
(6)
where $`𝐄`$ is a polar vector and $`𝐁`$ is an axial vector. Note that $`F_{ab}(𝐄,𝐁)`$ is composed of a polar vector $`𝐄`$ and an axial vector $`𝐁`$. Under the duality transformation $`𝐅{}_{}{}^{}𝐅`$, $`𝐄𝐁,𝐁𝐄`$. The source for the polar field is scalar charge while the axial field is produced by motion of charge.

On the other hand we could as well have begun with $`P_{ab}(𝐇,𝐃)`$ where the axial field $`𝐇`$ is produced by a pseudoscalar charge and polar field $`𝐃`$ by motion of this charge. That is with a field of the type $`{}_{}{}^{}𝐅`$ instead of $`𝐅`$. A priori there is no reason to have only $`F_{ab}`$ with scalar charge and not $`P_{ab}`$ with pseudoscalar charge. Then we will again have the Bianchi identity for $`P_{ab}`$,

$$^b{}_{}{}^{}P_{ab}^{}=0$$
(7)
leading to

$$.𝐃=0,\times 𝐇=𝐃/t.$$
(8)
Note that $`P_{ab}`$ has the same structure as that of $`{}_{}{}^{}F_{ab}^{}`$. We now have four equations in four vector fields which cannot be solved because to specify a vector field both its divergence and curl must be given. That is for each vector, there should be two equations. We have only four equations for four vectors while there should be twice as many. The only way this system could be solved is to reduce the vectors from four to two by prescribing a linear relation between the two sets. That is assuming a linear relation between $`{}_{}{}^{}F_{ab}^{}`$ and $`P_{ab}`$ because they are of the similar type. Thus we write

$$P_{ab}=\alpha {}_{}{}^{}F_{ab}^{}$$
(9)
where $`\alpha `$ is a proportionality constant. Then eq.(7) would become

$$^bF_{ab}=0$$
(10)
because $`=1`$. If we identify the polar field (E) and the axial field (B) as the electric and magnetic fields produced by some charge distribution (not in our consideration) then this is the other set of the Maxwell equations. We have thus deduced the complete set of the field equations for vacuum. Of course the above linear relation would also imply that the two kinds of charges are no longer independent and they must also be related by a chiral relation of the type,

$$q_p=q_s\mathrm{tan}\theta $$
(11)
where $`\theta `$ is a universal constant for a given family of particles. Thus there could exist only one kind of charge, calling it electric or magnetic is simply a matter of giving name7. In a different context, the above relation was also considered by Schwinger8.

Thus the linear relativistic law of motion leads uniquely to the classical electrodynamics. The above deduction would run through similarly with the appropriate derivative operator for the non-abelian gauge potential as well leading to the Yang-Mills equations. The linear law thus leads to the vector gauge theories. Further, in our consideration the background metric did not enter specifically and hence it would remain valid for both flat as well as curved spacetime.

## 3 Einstein’s equations

For the quadratic law, we must have

$$f^a=T_{bc}^au^bu^c.$$
(12)
For this equation to be derivable from an Action principle, the Lagrangian must have a quadratic term in velocity which should be a scalar and it could be written as

$$L=\frac{1}{2}p_{ab}u^au^b.$$
(13)
This Lagrangian on variation would give the equation of motion,

$$p_{ab}\frac{du^b}{ds}=P_{bc,a}u^bu^c,$$
(14)
where

$$P_{bc,a}=(1/2)(p_{ba,c}+p_{ac,b}p_{bc,a}).$$
(15)
Here something remarkable has happened. That the equation of motion for the quadratic law is independent of mass of the particle. This is the property which is known as the Principle of Equivalence (PE). It is important to note that PE is the characterizing feature of the quadratic law and not necessarily of gravity alone. Thus all forces that are quadratic in velocity would obey PE.

The 4-force should be orthogonal to the 4-velocity, which would imply,

$$u^ap_{ab}\frac{du^b}{ds}=\frac{1}{2}p_{ba,c}u^bu^cu^a=0$$
(16)
because of symmetry in all the three indices. This could be true only if $`p_{ab}`$ is antisymmetric, which is impossible. The only way the equation can be made to have some sensible meaning is that $`p_{ab}=g_{ab}`$ define the spacetime metric. Then the equation would become the geodesic equation, $`\dot{u}^a=u^b_bu^a=0`$ for the metric $`g_{ab}`$ with $`P_{ab,c}`$ defining the Christoffel symbols. Then the 4-acceleration would be by definition orthogonal to 4-velocity.

We have thus reached the fundamental and profound conclusion that the quadratic force requires the spacetime metric as its potential. It is profound for the reason that it is the first instance of a force law making a demand on the spacetime geometry which marks an important break from the classical paradigm of given inert spacetime background. So far we have made no reference to any particular field. A number of inferences readily follow: (a)It now ceases to be an external force and instead becomes a property of the spacetime geometry, which would be felt by timelike as well as null particles alike.(b) It must therefore link to all particles and energy forms alike including photons. That is, it has the universal linkage. (c)Since the force would now arise through the Christoffel symbols, which would be globally non-zero only when spacetime is curved having non-zero Riemann curvature. If force is to be globally non-removable, then spacetime must be a curved Riemannian manifold. (d) Another way to state PE is that the equation of motion must be free of mass of particle. When that happens, force could only be derived from spacetime geometry.

In the relativistic law of motion, null particles must also be included. The characteristic feature of null particles is that they only respond to the spacetime geometry and not to any external force, and their propagation vector is null $`u^au_a=0`$. Any field which is to be shared by both ordinary and null particles has to be the property of spacetime geometry. We turn the question around to ask when could equation of motion be independent of mass of particle? The answer would be only when motion is purely driven by the spacetime metric.

All this is true for any force law which is quadratic. This is another matter that gravitation and inertial forces are the only known examples of such a force law. The former is globally non-removable while the latter is by a suitable coordinate transformation. This is why inertial forces were called fictitious because they could be removed by a suitable choice of spacetime geometry. What removal here means is incorporation into geometry of spacetime, which would now act as their potential. The distinguishing criterion between inertial forces and gravitational field is the Riemann curvature of spacetime. The metric that incorporates inertial forces would have vanishing curvature while that for gravitation would have non-zero curvature.

Since the spacetime is a Riemannian manifold, its curvature would satisfy the differential Bianchi identity

$$R_{a(bcd;e)}=0$$
(17)
which on contraction would as is well-known give

$$_bG^{ab}=0$$
(18)
where $`G^{ab}`$ is the Einstein tensor. It integrates to give

$$G^{ab}=\kappa T^{ab}+\mathrm{\Lambda }g^{ab}$$
(19)
with $`T^{ab}`$ being divergence free. Now if we identify $`T^{ab}`$ with the energy momentum tensor of matter/energy distribution, $`\mathrm{\Lambda }`$ with the cosmological constant and $`\kappa `$ involving gravitational constant, then this is the familiar Einstein equation with the proper Newtonian limit. Note that the two terms on the right are the sources for the curvature of spacetime which incorporates in its geometry the quadratic force law of the gravitational field. We have thus deduced the Einstein field equation for gravitation with sources. The vacuum is defined by $`T_{ab}=0=\mathrm{\Lambda }`$.

The dynamical characterization of electromagnetic and gravitational fields is thus by the linear and quadratic character of the force law. In this sense gravity is the generalization of the classical electrodynamics or rather the Yang-Mills field. From the field theoretic viewpoint it is the zero mass spin 1 photon characterizes the electromagnetic field. This is essentially brought about by studying the effects of rotation on the transverse components of the vector potential9. The existence of a 4-vector potential for the field determines that the mediating particle must be of spin 1 and since the interaction is long range, it should be massless. In our consideration, it is the linear character of the force law that demands a 4-vector potential. This is how both classical and quantum characterizations meet at the level of gauge potential.

In the case of gravitation, the quadratic law requires the spacetime to be curved and the metric itself plays the role of potential. We can construct an action for fields and by taking the weak field limit and write the plane wave solutions as $`h_{ab}=ϵ_{ab}exp(ik.x)`$, where $`ϵ_{ab}`$ is the polarization tensor10. Then following the similar procedure it can be shown that only the transverse components of $`ϵ_{ab}`$ are physically relevant which would correspond to the spin 2 massless graviton.

In essence our path is reverse from the one followed in field theories11. There in order to have a field theory of massless particles with spin, we write the field in terms of creation and annihilation operators. Then the demand of the Lorentz and gauge invariance restricts the force field for spin 1 field to an antisymmetric tensor $`F_{ab}=_aA_b_bA_a`$ with a coupling current $`J^a`$ satisfying the conservation equation $`_aJ^a=0`$. This then leads to the Maxwell’s equations in vacuum. Similar demand for the field of a spin 2 massless particle would lead to a tensor $`R_{abcd}`$ having the same symmetry properties of the Riemann tensor. To identify this field with that of in the linearized gravity we require the introduction of a symmetric tensor $`h_{ab}`$ and a coupling current $`T^{ab}`$ satisfying the conservation equation $`_aT^{ab}=0`$. Note that although the above construction was in the linear regime, one can recover full GR by lifting the restriction of linearity. The important point is that no sooner we strike the Riemann curvature tensor, we have landed in the Einstein’s theory of gravitation.

## 4 Discussion

Let us now reflect on the route from field to particle motion. Given the field equation, how do we deduce the particle equation ? For the vector gauge theory, we are given a 4-vector potential. Its interaction with the particle should be given by a scalar which could only be formed by the scalar product of the 4-potential with the 4-velocity of particle (which is the only 4-vector particle could have of its own). This would lead to an interaction term of the form $`(A_iu^i)^n`$ and for a gauge invariant theory $`n`$ can not be different from 1. This would then lead to the familiar particle equation of motion. Alternatively we could have demanded that the field which is a 2-form and appears linearly in the particle equation. In the case of gravity, the field equation yields a curved spacetime with its metric serving as potential. The particle equation would then follow from the invariant constructed of the metric and 4-particle velocity. Since it is quadratic in velocity, the equation would be free of particle’s mass and would automatically obey PE. It would be given by the geodesic equation. Though the Newtonian equation of motion for particle is also independent of mass but it does not obey in the strict sense PE because the equation does not refer to null particles. For the relativistic equation, the requirement of mass independence is equivalent to PE as well as to spacetime metric serving as potential for motion.

In summary, we have illustrated a simple and elegant method to deduce the corresponding field theories to linear and quadratic force law. The linear law yields the vector gauge theories; Maxwell theory for the abelian and the Yang-Mills theory for the non-abelian case. This deduction is independent of the spacetime background which could be flat or curved. The quadratic law marks a fundamental break by requiring spacetime metric to be its potential and it leads to the tensor theory. This is the most important statement. Since gravitation also shares this property, the Einstein equation for gravitation could be deduced. It is always insightful and illuminating to see inter relations between various physical concepts and statements. This exercise is an attempt to understand the relation between motion of field and particle.

Acknowledgment: Over a period we have benefited by discussions with many colleagues, particularly Juergen Ehlers and Ghanshyam Date. We thank them warmly. PS thanks Council for Scientific & Industrial Research for grant number: 2 - 34/98(ii)E.U-II.