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# Untitled Document

Renormalization Group and the Melnikov

Problem for PDE’s

Jean Bricmont1,Partially supported by ESF/PRODYN., Antti Kupiainen2,Partially supported by EC grant FMRX-CT98-0175., Alain Schenkel2

$`1`$UCL, FYMA, 2 chemin du Cyclotron, B-1348 Louvain-la-Neuve, Belgium $`2`$ Department of Mathematics, Helsinki University, P.O. Box 4, 00014 Helsinki, Finland

Abstract. We give a new proof of persistence of quasi-periodic, low dimensional elliptic tori in infinite dimensional systems. The proof is based on a renormalization group iteration that was developed recently in \[BGK\] to address the standard KAM problem, namely, persistence of invariant tori of maximal dimension in finite dimensional, near integrable systems. Our result covers situations in which the so called normal frequencies are multiple. In particular, it provides a new proof of the existence of small-amplitude, quasi-periodic solutions of nonlinear wave equations with periodic boundary conditions.

1. Introduction

In this paper, we address the persistence problem of quasi-periodic, low dimensional, elliptic tori in infinite dimensional systems. A typical example that we will consider is the nonlinear wave equation (NLW) on a bounded interval,

$$_tu=_x^2uVu+f(u),$$
$`(1.1)`$
with Dirichlet or periodic boundary conditions and $`f(u)=𝒪(u^3)`$. The first results concerning the existence of quasi-periodic solutions of (1.1) were obtained independently by Kuksin, Pöschel and Wayne, \[K, P1, W\]. They extended to infinite dimensional Hamiltonian systems Eliasson’s proof, \[E\], of the so called Melnikov problem, i.e., the persistence of elliptic invariant tori of dimension lower than the number of degrees of freedom. Based on the Kolmogorov-Arnold-Moser (KAM) approach, these results were restricted, however, to Dirichlet or Neumann boundary conditions and to specific classes of potential $`V`$ excluding, in particular, the case $`V=Const.`$ In \[P2\], Pöschel covered the case of constant potentials by exploiting the existence of a Birkhoff normal form for the Hamiltonian of (1.1). The normal form allowed him to control the torus frequencies via amplitude-frequency modulation, and therefore to dispense with outer parameters provided by an adjustable potential $`V(x)`$. This approach was applied in \[KP\] to the persistence of quasi-periodic solutions for the nonlinear Schrödinger equation (NLS) subject to Dirichlet (or Neumann) boundary conditions.

The case of periodic boundary conditions is more delicate due to the fact that the eigenvalues of the Sturm-Liouville operator $`L=d^2/dx^2+V`$ are degenerate. This leads to resonances between pairs of frequencies corresponding to motion in directions normal to the torus (the so called normal frequencies). These additional resonances prevents one from controlling quadratic terms in the Hamiltonian of the system and do not seem to be addressable by KAM techniques. (This difficulty also appears in finite-dimensional Melnikov situations.) Developing new techniques based on the Lyapunov-Schmidt method, Craig and Wayne proved in \[CW\] persistence of periodic solutions of the NLW with periodic boundary conditions. Later, their approach was significantly improved by Bourgain in \[B1-2\] who constructed quasi-periodic solutions of the NLW and NLS with periodic boundary conditions. Most notably, it is shown in \[B2\] that solutions of this type can be constructed, in particular, for the NLS on two-dimensional domains. The usual Melnikov nonresonance condition reads, with $`\omega R^d`$ and $`\mu R^n`$ denoting the torus and, respectively, the normal frequencies ($`n`$ is possibly infinite),

$$k,\omega +l,\mu 0,kZ^d,lZ^n\mathrm{with}|k|+|l|0,|l|2.$$
$`(1.2)`$
In Bourgain’s approach and at the price of a considerable technical effort, condition (1.2) is reduced to

$$k,\omega +\mu _s0,kZ^d,s=1,\mathrm{},n,$$

i.e., all nonresonance conditions on pairs of normal frequencies are absent. More recently, Chierchia and You, see \[Y,CY\], showed that persistence of quasi-periodic solutions of the NLW with periodic boundary conditions is tractable by KAM techniques. Their nonresonance condition,

$$k,\omega +l,\mu 0,kZ^d\{0\},lZ^n\mathrm{with}|l|2,$$
$`(1.3)`$
is weaker than (1.2), but stronger than Bourgain’s condition. However, for reasons related to the availability of a normal form mentioned above, they are unable to cover the case of constant potential $`V`$. In the present paper, we give a new proof of Bourgain’s result for the NLW with periodic boundary conditions. To this end, we will use a renormalization group procedure recently developed in \[BGK\] for standard KAM problems. The nonresonance condition that we will impose is the same as Chierchia and You’s condition, but our technique could in principle accommodate Bourgain’s conditon.

In order to describe our result further, we start by specifying the infinite dimensional Hamiltonians we will consider. For $`d_k`$, $`k1`$, a sequence of strictly positive integers uniformly bounded by some $`\overline{d}<\mathrm{}`$, let $`^{\mathrm{}}`$ denote the set of infinite sequences $`x=(x_1,x_2,\mathrm{})`$ with $`x_kR^{d_k}`$. For an integer $`d1`$, let $`𝒫=T^d\times R^d\times ^{\mathrm{}}\times ^{\mathrm{}}`$ where $`T^d`$ is the torus $`R^d/(2\pi Z^d)`$. Denoting the coordinates in $`𝒫`$ by $`(\varphi ,I,x,y)`$ and endowing $`𝒫`$ with the symplectic structure $`d\varphi dI+dxdy`$, we consider perturbations of integrable Hamiltonians of the form

$$H(\varphi ,I,x,y)=\omega I+\frac{1}{2}IgI+\frac{1}{2}\underset{k1}{}\left(\mu _k^2|x_k|^2+|y_k|^2\right)+\lambda U(\varphi ,I,x),$$
$`(1.4)`$
where $`\mu _kR`$, $`k1`$, $`\omega R^d`$, and $`g`$ is a real symmetric, invertible $`d\times d`$ matrix. Above, $`|v|^2`$ for $`vR^m`$ denotes $`_{i=1}^mv_i^2`$. The Hamiltonian flow generated by (1.4) is given by the equations of motion

$$\dot{I}=\lambda _\varphi U,\dot{\varphi }=\omega +gI+\lambda _IU,$$
$`(1.5)`$
and

$$\ddot{x}_k=\mu _k^2x_k\lambda _{x_k}U$$
$`(1.6)`$
For $`\lambda =0`$ and the initial condition $`I^0=\varphi ^0=x^0=y^0=0`$, the flow $`\varphi (t)=\omega t`$, $`I(t)=0`$, and $`x(t)=0`$, is quasi-periodic and spans a $`d`$-dimensional torus in $`T^d\times R^d\times ^{\mathrm{}}\times ^{\mathrm{}}`$. In order to study the case for which the perturbation is turned on, we consider a quasi-periodic solution of the form

$$(\varphi (t),I(t),x(t))=(\omega t+\mathrm{\Phi }(\omega t),J(\omega t),Z(\omega t)).$$

Then, (1.5) and (1.6) require that $`𝒯(\mathrm{\Phi },J,Z):T^dR^d\times R^d\times ^{\mathrm{}}`$ satisfies the equation

$$𝒟𝒯(\phi )=\lambda U(\phi +\mathrm{\Phi }(\phi ),J(\phi ),Z(\phi )),$$
$`(1.7)`$
where $`=(_\varphi ,_I,_x)`$ and, setting

$$\mu \mathrm{diag}(\mu _11\mathrm{l}_{d_1},\mu _21\mathrm{l}_{d_2},\mathrm{}),$$
$`(1.8)`$
together with $`D\omega _\varphi `$,

$$𝒟=\left(\begin{array}{ccc}0& D& 0\\ D& g& 0\\ 0& 0& D^2+\mu ^2\end{array}\right).$$
$`(1.9)`$
Note that if $`𝒯`$ is a solution of equation (1.7), then so is $`𝒯_\beta `$ for $`\beta R^d`$, where

$$𝒯_\beta (\phi )=𝒯(\phi \beta )(\beta ,0,0).$$
$`(1.10)`$
We now state the two hypothesis under which we shall prove existence of a solution $`𝒯`$ of equation (1.7), first introducing the following family of Banach spaces $`_s^{\mathrm{}},sR`$,

$$_s^{\mathrm{}}=\{Z^{\mathrm{}}||Z|_s\underset{k1}{}k^s|Z_k|_{R^{d_k}}<\mathrm{}\}.$$
$`(1.11)`$
(H1) Asymptotics of eigenvalues. The sequence $`\{\mu _k\}_{k1}`$ satisfies $`\mu _k>0`$ and $`\mu _k\mu _l`$ for all $`kl1`$, and there exist $`\gamma 1`$ and $`c>0`$ such that

$$\mu _kck^\gamma \mathrm{for}\mathrm{all}k1.$$
$`(1.12)`$
Furthermore, if $`\gamma >1`$ then

$$\mu _k^{}\mu _kc(k^\gamma k^\gamma )\mathrm{for}\mathrm{all}k^{}>k1.$$
$`(1.13)`$
If $`\gamma =1`$, then there exist constants $`\xi >0`$ and $`c_l>0`$ such that

$$\mu _k^{}\mu _k=c_l(1+𝒪(k^\xi ))\mathrm{for}\mathrm{all}k^{}k=l1.$$
$`(1.14)`$
(H2) Regularity of the perturbation. The map $`(\varphi ,I,x)U(\varphi ,I,x)`$ is assumed to be real analytic in $`\varphi T^d`$ and real analytic in $`I`$ and $`x`$ in a neighborhood of the origin of $`R^d`$ and $`_0^{\mathrm{}}`$. In addition, we assume that there exist an $`s>0`$ and a $`\xi >0`$ such that for some $`O_IR^d`$ and $`O_x_s^{\mathrm{}}`$ neighborhoods of the origin, the gradient $`_xU`$ is bounded as a map from $`T^d\times O_I\times O_x`$ to $`_{s+\xi \gamma }^{\mathrm{}}`$. In the sequel, we will often use the short notation $`s^{}s+\xi \gamma `$.

Theorem 1.1. Let $`\{\mu _k\}`$ satisfy (H1) and $`U`$ satisfy (H2). Then, there exists a set $`\mathrm{\Omega }^{}=\mathrm{\Omega }^{}(U,\mu )R^d`$ such that for $`\omega \mathrm{\Omega }^{}`$, equation (1.7) has a unique solution (up to translations (1.10)) which is real analytic in $`\lambda `$ and $`\varphi `$ provided that $`|\lambda |`$ is small enough. Furthermore, for all bounded $`\mathrm{\Omega }R^d`$ the set $`\mathrm{\Omega }^{}`$ of admissible frequencies satisfies $`\mathrm{meas}(\mathrm{\Omega }\mathrm{\Omega }^{})0`$ as $`\lambda 0`$.

The proof of Theorem 1.1 is based on an inductive procedure developed in \[BGK\] for standard KAM problems. This renormalization group iteration can be viewed as an iterative resummation of the Lindsedt series, as is explained in more details in \[BGK\], and was directly inspired by the quantum field theory analogy with KAM problems forcefully emphasized by Gallavotti et al. \[G, GGM\]. Melnikov type problems require to deal with the additional resonances arising from the normal frequencies $`\mu _k`$, and the goal of the present paper is to explain how the procedure of \[BGK\] can be applied in such cases. In contrast to standard KAM problems, the set $`\mathrm{\Omega }^{}`$ of admissible frequencies depends for Melnikov type problems on the perturbation $`U`$. In our approach, this dependence expresses itself by the fact that under iteration, the normal frequencies are renormalized in a $`U`$-dependent way and that the set $`\mathrm{\Omega }^{}`$ is defined according to the renormalized normal frequencies. As usual, the set $`\mathrm{\Omega }^{}`$ is constructed in such a way that nonresonance conditions are fulfilled in order for the inductive scheme to converge. Our scheme is technically simplified if one imposes nonresonance condition of the form (1.3), i.e., conditions involving pairs of normal frequencies. Hypothesis (H1) ensures that $`\mathrm{\Omega }^{}`$ has large measure under these conditions, and hypothesis (H2) ensures that the asymptotic properties of the normal frequencies stated in (H1) are preserved under renormalization. The requirement $`\xi >0`$ is needed both in (H1) when $`\gamma =1`$, and, for $`\gamma >1`$, in (H2) in order to cover the case of degenerate normal frequencies (more precisely the case where $`d_k>1`$ for infinitely many $`k`$). In Section 2, we show how Theorem 1.1 provides a proof of the existence of quasi-periodic solutions of the 1D NLW with periodic boundary conditions. In particular, $`\gamma =1`$ in (H1) and we will see that (H2) is satisfied with $`\xi =1`$. In contrast, one has for the 1D NLS $`\gamma =2`$ and $`\xi =0`$. Thus, the scheme presented here only applies to NLS with Dirichlet boundary conditions (namely $`d_k=1`$ for all $`k`$) or to the persistence of periodic solutions of NLS (namely $`d=1`$). In order to cover the other situations, one must be able to dispense with nonresonance conditions involving certain pairs of normal frequencies.

The remainder of the paper is organized as follows. Section 2 is devoted to the NLW. In Section 3 we explain the renormalization group scheme that will be used to prove Theorem 1.1. Section 4 is devoted to the definition of the spaces we will consider. In Section 5, we state some crucial inductive bounds, which will be shown to hold in Section 6. Section 7 is concerned with the measure estimate of $`\mathrm{\Omega }^{}`$, whereas the proof of Theorem 1.1 is carried out in Section 8. Finally, we have collected in the appendix some technical and intermediary results.

2. The 1D Wave Equation

In this section, we show how Theorem 1.1 implies the existence of small amplitude quasi-periodic solutions of nonlinear 1D wave equations of the form

$$_t^2u=_x^2umuf(u),$$
$`(2.1)`$
$`t>0`$$`,x[0,2\pi ]`$, with periodic boundary conditions $`u(0,t)=u(2\pi ,t)`$, $`_tu(0,t)=_tu(2\pi ,t)`$. Here, $`m>0`$ is a real parameter and $`f`$ is a real analytic function of the form $`f(u)=u^3+𝒪(u^4)`$. For $`f0`$, equation (2.1) becomes

$$_t^2u=_x^2umuLu.$$
$`(2.2)`$
The operator $`L`$ with periodic boundary conditions admits a complete orthonormal basis of eigenfunctions $`\psi _nL^2([0,2\pi ])`$, $`nZ`$, with corresponding eigenvalues

$$\zeta _n=n^2+m,$$
$`(2.3)`$
if one sets $`\psi _0=1/\sqrt{2\pi }`$ and for $`n1`$,

$$\psi _n(x)=\frac{1}{\sqrt{\pi }}\mathrm{cos}(nx),\psi _n(x)=\frac{1}{\sqrt{\pi }}\mathrm{sin}(nx).$$
$`(2.4)`$
Every solution of the linear wave equation (2.2) can be written as a superposition of the basic modes $`\psi _n`$, namely, for $``$ any subset of $`Z`$ and $`\mu _n\sqrt{\zeta _n}`$,

$$u(x,t)=\underset{n}{}a_n\mathrm{cos}(\mu _nt+\theta _n)\psi _n(x),$$
$`(2.5)`$
with amplitudes $`a_n>0`$ and initial phases $`\theta _n`$. Regarding existence of solutions for the nonlinear wave equation (2.1), we will prove the

Theorem 2.1. Let $`1d<\mathrm{}`$ and $`=\{n_1,\mathrm{},n_d\}Z`$ satisfying $`|n_i||n_j|`$ for $`ij`$. Then, for $`\lambda >0`$ small enough there is a set $`𝒜\{a=(a_1,\mathrm{},a_d)|\mathrm{\hspace{0.17em}0}<a_i<\lambda \}`$ of positive measure such that for $`a𝒜`$ equation (2.1) has a solution

$$u(x,t)=\underset{i=1}{\overset{d}{}}a_i\mathrm{cos}(\mu _{n_i}^{}t+\theta _i)\psi _{n_i}(x)+𝒪(|a|^3),$$
$`(2.6)`$
with frequencies $`\mu _{n_i}^{}=\mu _{n_i}+𝒪(|a|^2)`$. Furthermore, the set $`𝒜`$ is of asymptotically full measure as $`|a|0`$.

As is well known, the nonlinear wave equation (2.1) can be studied as an infinite dimensional Hamiltonian system by taking the phase space to be the product of the Sobolev spaces $`H_0^1([0,2\pi ])\times L^2([0,2\pi ])`$ with coordinates $`u`$ and $`v=_tu`$. The Hamiltonian for (2.1) is then

$$H=\frac{1}{2}(v,v)+\frac{1}{2}(Lu,u)+_0^{2\pi }g(u)𝑑x,$$
$`(2.7)`$
where $`L=d^2/dx^2+m`$, $`g=f𝑑s`$, and $`(,)`$ denotes the usual scalar product in $`L^2([0,2\pi ])`$. In order to prove existence of solutions of the type (2.6) by means of Theorem 1.1, we would like to write (2.7) in the form (1.4). This turns out to be possible, through amplitude-frequency modulation, due to the availability of a (partial) normal form theory for (2.7). As we shall see, the requirement for the parameter $`m`$ to be non zero is crucial for this part of the argument. In the sequel, we will closely follow the exposition of Pöschel in \[P2\]. Introducing the coordinates $`q=(q_0,q_1,q_1,\mathrm{})`$ and $`p=(p_0,p_1,p_1,\mathrm{})`$ by setting

$$u(x)=\underset{nZ}{}q_n\psi _n(x),v(x)=\underset{nZ}{}p_n\psi _n(x),$$
$`(2.8)`$
one rewrites the Hamiltonian (2.7) in the coordinates $`(q,p)`$,

$$H=\frac{1}{2}\underset{nZ}{}\left(\mu _n^2q_n^2+p_n^2\right)+G(q),$$
$`(2.9)`$
where

$$G(q)=_0^{2\pi }g\left(\underset{nZ}{}q_n\psi _n(x)\right)𝑑x.$$
$`(2.10)`$
The Hamiltonian flow generated by (2.9) is given by the equations of motion

$$\ddot{q}_n=\mu _n^2q_n_{q_n}G(q),$$
$`(2.11)`$
and one can show that a solution $`q`$ of (2.11) yields a solution of the nonlinear wave equation (2.1) if $`q`$ has some decaying properties. More precisely, defining $`l_b^s`$ to be the Banach space of all real valued bi-infinite sequences $`w=(w_0,w_1,w_1,\mathrm{})`$ with norm

$$w_s=\underset{nZ}{}[n]^s|w_n|,$$

where $`[n]=\mathrm{max}(1,|n|)`$, one has the

Lemma 2.2. Let $`s2`$. If a curve $`Il_b^s`$, $`tq(t)`$, is a solution of (2.11), then

$$u(x,t)=\underset{nZ}{}q_n(t)\psi _n(x)$$

is a classical solution of (2.1).

For the proof of Lemma 2.2, see \[CY\]. Before turning to the normal form analysis of the Hamiltonian (2.9), we state a result concerning the regularity of the gradient $`_qG`$.

Lemma 2.3. For all $`s>0`$, the gradient $`_qG`$ is real analytic as a map from some neighborhood of the origin in $`l_b^s`$ into $`l_b^s`$, with

$$_qG(q)_s=𝒪(q_s^3).$$
$`(2.12)`$
Proof. We first note that $`l_b^s`$ is a Banach algebra with respect to convolution of sequences, with

$$qp_s\underset{i,jZ}{}[i]^s|q_{ji}||p_j|\underset{i,jZ}{sup}\left(\frac{[i]}{[ji][j]}\right)^sq_sp_s2^sq_sp_s.$$
$`(2.13)`$
Therefore, using the analyticity of $`f(u)=u^3+𝒪(u^4)`$, one computes that in a sufficiently small neighborhood of the origin,

$$f(u)_sCq_s^3.$$
$`(2.14)`$
On the other hand, since

$$_{q_n}G(q)=_0^{2\pi }f(u)\psi _n(x)𝑑x,$$

the components of $`_qG(q)`$ are the Fourier components of $`f(u)`$ and (2.12) follows from the estimate (2.14). The regularity of $`_qG`$ follows from the regularity of its components and its local boundedness, cf. \[PT\] p. 138.

We now turn to the normal form analysis of (2.9). First, since $`g(u)=\frac{1}{4}u^4+𝒪(u^5)`$, we find that

$$G(q)=\frac{1}{4}\underset{i,j,k,l}{}g_{ijkl}q_iq_jq_kq_l+𝒪(|q|^5),$$

where

$$g_{ijkl}=_0^{2\pi }\psi _i\psi _j\psi _k\psi _l𝑑x.$$
$`(2.15)`$
An easy computation shows that $`g_{ijkl}=0`$ unless $`i\pm j\pm k\pm l=0`$ for at least one combination of plus and minus signs. This will play an important role later on. Next, given a finite subset of indices $`_d=\{n_1,\mathrm{},n_d\}Z`$ with $`|n_i||n_j|`$ if $`ij`$, we decompose the Hamiltonian (2.9) as

$$H=H_d+H_{\mathrm{}},$$

where

$$\begin{array}{ccc}\hfill H_d(q,p)& =\frac{1}{2}\underset{n_d}{}(\mu _n^2q_n^2+p_n^2)+\frac{1}{4}\underset{i,j,k,l_d}{}g_{ijkl}q_iq_jq_kq_l\mathrm{\Lambda }_d(q,p)+G_d(q),\hfill & (2.16)\\ \hfill H_{\mathrm{}}(q,p)& =\frac{1}{2}\underset{n_d}{}(\mu _n^2q_n^2+p_n^2)+G(q)G_d(q)\mathrm{\Lambda }_{\mathrm{}}(q,p)+G_{\mathrm{}}(q).\hfill & (2.17)\end{array}$$

Introducing the complex coordinates $`z_j`$, $`j=1,\mathrm{},d`$, by

$$z_j=\frac{1}{\sqrt{2\mu _{n_j}}}(\mu _{n_j}q_{n_j}+\mathrm{i}p_{n_j}),$$

one obtains the Hamiltonian $`H_d(z,\overline{z})=_j\mu _{n_j}|z_j|^2+G_d(z,\overline{z})`$ on $`C^d`$ with symplectic structure $`\mathrm{i}_jdz_jd\overline{z}_j`$. For the remaining coordinates, one introduces the notation, for $`k1`$,

$$x_k=\{\begin{array}{cc}(q_k,q_k)R^2\hfill & \text{if }k,k_d\text{,}\hfill \\ q_{\stackrel{~}{k}}R\hfill & \text{if }k=|\stackrel{~}{k}|\text{ for some }\stackrel{~}{k}_d\text{,}\hfill \end{array}$$

and similarly for $`p_n`$, $`n_d`$, denoted in terms of $`y_kR^{d_k}`$, $`k1`$, with $`d_k`$ as above, namely, $`d_k=2`$ if both $`k,k_d`$ and $`d_k=1`$ otherwise. Clearly, for $`q,pl_b^s`$ one has $`x,y_s^{\mathrm{}}`$, where $`_s^{\mathrm{}}`$ is defined in (1.11), and $`H_{\mathrm{}}`$ reads in these notations

$$H_{\mathrm{}}(z,\overline{z},x,y)=\frac{1}{2}\underset{k1}{}(\mu _k^2|x_k|^2+|y_k|^2)+G_{\mathrm{}}(z,\overline{z},x),$$

with $`|G_{\mathrm{}}|=𝒪(_{l=0}^3|z|^l||x||_s^{4l})`$. The next proposition establishes the existence of a symplectic change of coordinates that transforms the Hamiltonian $`H_d`$ into a Birkhoff normal form. As it will be clear from the proof, this normal form is not available for $`H=H_d+H_{\mathrm{}}`$, since most frequencies in $`H_{\mathrm{}}`$ are degenerate. This is the main difference with \[P2\] in the present discussion.

Proposition 2.4. For each $`m>0`$ and each subset $`_d`$, $`d<\mathrm{}`$, satisfying $`|n_i||n_j|`$ when $`ij`$, there exists a near identity, real analytic, symplectic change of coordinates $`\mathrm{\Gamma }_d`$ in some neighborhood of the origin in $`C^d`$ that takes the Hamiltonian (2.16) into

$$H_d\mathrm{\Gamma }_d=\mathrm{\Lambda }_d+\overline{G}_d+K_d,$$

where $`|K_d|=𝒪(|z|^5)`$ and

$$\overline{G}_d(z,\overline{z})=\frac{1}{2}\underset{i,j=1}{\overset{d}{}}\overline{g}_{ij}|z_i|^2|z_j|^2\mathrm{with}\overline{g}_{ij}=\frac{3}{\pi }\frac{4\delta _{ij}}{\mu _{n_i}\mu _{n_j}}.$$
$`(2.18)`$
Furthermore, setting $`\mathrm{\Gamma }_{\mathrm{}}=\mathrm{\Gamma }_d1\mathrm{l}_{_s^{\mathrm{}}\times _s^{\mathrm{}}}`$, one has $`H_{\mathrm{}}\mathrm{\Gamma }_{\mathrm{}}=\mathrm{\Lambda }_{\mathrm{}}+K_{\mathrm{}}`$ with $`|K_{\mathrm{}}|=𝒪\left(_{l=0}^3|z|^lx_s^{4l}\right)`$.

Proof. Modulo straightforward modifications, the proof is carried out in \[P2\] and we restrict ourselves here to a quick overview. The possibility to eliminate all terms in $`G_d(z,\overline{z})`$ that are not of the form $`|z_i|^2|z_j|^2`$ follows from the fact that for integers $`i,j,k,l_d`$ satisfying $`i\pm j\pm k\pm l=0`$ and $`\{i,j,k,l\}\{n,n,n^{},n^{}\}`$ one has, as shown in \[P2\],

$$|\mu _i\pm \mu _j\pm \mu _k\pm \mu _l|c\frac{m}{(N^2+m)^{3/2}}>0,$$
$`(2.19)`$
with $`c`$ some absolute constant and $`N=\mathrm{min}\{|i|,\mathrm{},|l|\}`$. To see this, it is convenient to adopt the notation $`z_j=w_j`$ and $`\overline{z}_j=w_j`$ in which $`G_d`$ reads

$$G_d=\stackrel{}{}_{i,j,k,l}\stackrel{~}{g}_{ijkl}w_iw_jw_kw_l+𝒪(|z|^5),\stackrel{~}{g}_{ijkl}=\frac{g_{n_{|i|}\mathrm{}n_{|l|}}}{\sqrt{\mu _{n_{|i|}}\mathrm{}\mu _{n_{|l|}}}},$$

where the prime symbol in the summation sign indicates that the sum runs over all indices $`i,j,k,l\{1,1,\mathrm{},d,d\}`$ with $`n_{|i|}\pm n_{|j|}\pm n_{|k|}\pm n_{|l|}=0`$ for at least one combination of plus and minus signs. Defining the transformation $`\mathrm{\Gamma }_d`$ as the time-$`1`$ map of the flow of the vector field $`X_F`$ given by a Hamiltonian $`F(z,\overline{z})`$ of order four, namely, $`\mathrm{\Gamma }_d=X_F^t|_{t=1}`$ and $`F=^{}F_{ijkl}w_iw_jw_kw_l`$, one obtains using Taylor’s formula $`H_d\mathrm{\Gamma }_d=\mathrm{\Lambda }_d+G_d+\{\mathrm{\Lambda }_d,F\}+𝒪(|z|^6)`$ with

$$\{\mathrm{\Lambda }_d,F\}=\mathrm{i}\stackrel{}{}_{i,j,k,l}(\widehat{\mu }_i+\widehat{\mu }_j+\widehat{\mu }_k+\widehat{\mu }_l)F_{ijkl}w_iw_jw_kw_l,$$

where $`\widehat{\mu }_isign(i)\mu _{n_{|i|}}`$. Therefore, (2.19) allows to choose $`F_{ijkl}`$ in such a way that

$$G_d+\{\mathrm{\Lambda }_d,F\}=\underset{i,j=1}{\overset{d}{}}\stackrel{~}{g}_{iijj}|z_i|^2|z_j|^2+𝒪(|z|^5)\overline{G}_d+𝒪(|z|^5).$$

For the rest of the proof, we refer the reader to \[P2\].

The Hamiltonian $`\mathrm{\Lambda }_d+\overline{G}_d`$ is integrable with integrals $`|z_i|^2,i=1,\mathrm{},d`$. Furthermore, the matrix $`\overline{g}=(\overline{g}_{ij})_{i,j}`$ is non degenerate, as can be checked from the explicit formula (2.18). Hence, introducing the standard action-angle variables $`(I,\varphi )R^d\times T^d`$ and linearizing $`H`$ around a given value for the action, namely, by setting for some $`a=(a_1,\mathrm{},a_d)R^d`$,

$$z_i\overline{z}_i=I_i+a_i^2,$$

one finally obtains

$$H_a=\omega I+\frac{1}{2}I\overline{g}I+\underset{k1}{}(\mu _k^2x_k^2+y_k^2)+U_a(I,\varphi ,x),$$
$`(2.20)`$
where $`U_a`$ is just $`K_d+K_{\mathrm{}}`$ with the variables $`z_i,\overline{z}_i,i=1,\mathrm{},d`$, expressed in terms of $`I,\varphi `$, and where $`\omega =(\omega _1,\mathrm{},\omega _d)`$ is given by

$$\omega _i=\mu _{n_i}+\underset{j=1}{\overset{d}{}}\overline{g}_{ij}a_j^2,$$

and covers a cone at $`(\mu _{n_1},\mathrm{},\mu _{n_d})`$ as $`a`$ varies in a neighborhood of the origin of $`R^d`$. Furthermore, $`U_a`$ is real analytic in $`\varphi T^d`$ and real analytic in $`I`$ in a sufficiently small neighborhood $`O_I`$ of the origin of $`R^d`$. As a function of $`x`$, $`U_a`$ is real analytic in a neighborhood $`O_x_s^{\mathrm{}}`$ and by Lemma 2.3, its gradient $`_xU_a`$ is bounded as a map from $`T^d\times O_I\times O_x`$ to $`_s^{\mathrm{}}`$. Therefore, since hypothesis (H1) is satisfied with $`\gamma =1`$, $`U_a`$ satisfies (H2) with $`\xi =1`$. Finally, the small parameter $`\lambda `$ is given in terms of $`|a|=\delta `$. In the Hamilton’s equations for $`H_a`$, rescaling $`a`$ by $`\delta `$, $`x`$ and $`y`$ by $`\delta ^2`$, and $`I`$ by $`\delta ^4`$, one obtains an Hamiltonian system given by the rescaled Hamiltonian

$$\begin{array}{cc}\hfill \stackrel{~}{H}_a(\varphi ,I,x,y)& =\delta ^4H_{\delta a}(\varphi ,\delta ^4I,\delta ^2x,\delta ^2y)\hfill \\ & =\omega I+\frac{\delta ^4}{2}I\overline{g}I+\underset{k1}{}(\mu _k^2x_k^2+y_k^2)+\stackrel{~}{U}_a(I,\varphi ,x),\hfill \end{array}$$

with $`\stackrel{~}{U}_a`$ analytic in $`\delta `$ and, as a function of $`I`$,

$$\stackrel{~}{U}_a=𝒪(\delta )+𝒪(\delta ^3|I|)+𝒪(\delta ^5|I|^2).$$

Hence, Theorem 1.1 implies the existence of quasi-periodic solutions $`I,x`$ and $`y`$ of period $`\omega `$, real analytic in $`\varphi `$ and $`\lambda `$. Tracing the coordinate transformations back to the original variables $`q_n(t)`$ in the expression (2.8) for $`u(x,t)`$ completes the proof of Theorem 2.1 with $`u(x,t)`$ given by (2.6).

3. The Renormalization Group Scheme

Equation (1.7) consists in a system of equations for the variables $`(\mathrm{\Phi },J)`$ and $`Z`$ which are coupled through the perturbation $`U`$ only. Adopting the notation

$$\begin{array}{ccc}\hfill V(\mathrm{\Phi },J,Z)(\phi )& =\lambda \left(\begin{array}{c}_\varphi U\\ _IU\end{array}\right)(\phi +\mathrm{\Phi }(\phi ),J(\phi ),Z(\phi )),\hfill & (3.1)\\ \hfill W(\mathrm{\Phi },J,Z)(\phi )& =\lambda _xU(\phi +\mathrm{\Phi }(\phi ),J(\phi ),Z(\phi )),\hfill & (3.2)\end{array}$$

one rewrites equation (1.7) as

$$\begin{array}{ccc}\hfill \left(\begin{array}{cc}0& D\\ D& g\end{array}\right)\left(\begin{array}{c}\mathrm{\Phi }\\ J\end{array}\right)& =V(\mathrm{\Phi },J,Z),\hfill & (3.3)\\ \hfill (D^2+\mu ^2)Z& =W(\mathrm{\Phi },J,Z).\hfill & (3.4)\end{array}$$

Our strategy will be to consider (3.3) and (3.4) separately, treating the functions $`Z`$ and $`(\mathrm{\Phi },J)`$, respectively, as parameters. As we will see in Section 8, existence of a (unique) solution of the original equation (1.7) can then be proved by using the implicit function theorem. Note that (3.3) involves only the torus frequencies $`\omega `$ and is equivalent to a standard KAM problem. Existence of solution for such equations is well known and has been established by various means. One important feature we will use is the regular dependence of the solution $`(\mathrm{\Phi },J)`$ on the function $`Z`$. A precise result about the solution of (3.3) will be stated in Section 4, Theorem 4.1, once the required Banach spaces of functions have been introduced.

We now focus our attention on equation (3.4), and will suppress from the notation the dependence of the vector field $`W`$ on the parameters $`\mathrm{\Phi }`$ and $`J`$. Most of our analysis will be conducted in Fourier space, and we will denote by lower case letters the Fourier transforms of functions of $`\phi `$, the latter being denoted by capital letters, namely,

$$F(\phi )=\underset{qZ^d}{}e^{iq\phi }f(q),\mathrm{where}f(q)=_{T^d}e^{iq\phi }F(\phi )𝑑\phi ,$$

where $`d\phi `$ stands for the normalized Lebesgue measure on $`T^d`$. For $`Z(\phi )^{\mathrm{}}`$, note that $`z(q)\widehat{}^{\mathrm{}}`$ with $`z_{k_i}(q)=\overline{z_{k_i}(q)}`$, where $`\widehat{}^{\mathrm{}}`$ stands for $`_{k1}C^{d_k}`$ and $`k_i`$ refers to the $`i^{\mathrm{th}}`$ component of $`C^{d_k}`$. Similarly, $`\widehat{}_s^{\mathrm{}}`$ will denote the complexification of the Banach space $`_s^{\mathrm{}}`$ defined in (1.11). Finally, we will denote the vector space of functions $`z(q)\widehat{}^{\mathrm{}}`$ by $`h`$,

$$h=\{z=(z(q))|z(q)\widehat{}^{\mathrm{}},qZ^d\}.$$

In terms of the Fourier transform of $`W`$, namely,

$$w_0(z)(q)\lambda _{T^d}e^{iq\phi }_xU(\phi +\mathrm{\Phi }(\phi ),J(\phi ),Z(\phi ))d\phi ,$$
$`(3.5)`$
equation (3.4) becomes,

$$K_0z=w_0(z),$$
$`(3.6)`$
where the operator $`K_0`$ is given by the diagonal kernel

$$K_0(q,q^{})=\left(|\omega q|^2\mu ^2\right)\delta _{qq^{}}.$$
$`(3.7)`$
Solving equation (3.6) requires to invert the operator $`K_0`$. Although the inverse of $`K_0`$ is unbounded for generic frequencies, restricting $`\omega `$ to a set of admissible frequencies gives sufficient control on the inverse of $`K_0`$ to prove existence of a solution. As is well known for Melnikov problems, this set depends on the perturbation $`U`$.

In order to prove existence of a solution to equation (3.6), we will follow a strategy developed in \[BGK\] for standard KAM problems, namely, for equations of the type (3.3). This strategy basically consists in inductively reducing (3.6) to a sequence of effective equations involving denominators of decreasing size. One inductive step, say the $`n^{\mathrm{th}}`$ step, consists in splitting the effective equation obtained at the previous step into two equations involving only large and, respectively, small denominators, where large and small are defined with respect to a scale of order $`\eta ^n`$ for some fixed $`\eta <1`$. This splitting is done in such a way that the nonlinear operator involved in the large denominators equation is a contraction, and this equation can thus be solved by a simple application of the contraction mapping principle. This, in turn, allows to map the small denominators equation into a new effective equation of the type (3.6), with a new right hand side $`w_n`$ and (eventually) a new linear operator $`K_n`$. In \[BGK\], it was shown that for equations of the type (3.3), the above mentioned contraction property follows naturally from symmetries specific to this case. In contrast, equation (3.4) involves in addition the normal frequencies $`\mu _k`$ and does not possess such symmetry. In order to obtain the required contraction, we must make at every inductive step an additional preparation step. As we shall see below, this amounts to renormalizing the linear operator $`K_{n1}`$ obtained at the previous step into a new operator $`K_n`$, which, in effect, corresponds to renormalizing the normal frequencies. Furthermore, we will see that the renormalized normal frequencies converge to a $`U`$-dependent set $`\{\mu _\alpha ^{}\},\alpha 1,`$ as $`n\mathrm{}`$. Therefore, since the Diophantine conditions imposed on $`\omega `$ will eventually be defined relatively to this set, one obtains in a constructive way the dependence of the set of admissible frequencies on the perturbation $`U`$.

We now describe how the renormalization group approach is implemented in practice for Melnikov type problems. First, we proceed with the above mentioned preparation step by decomposing $`w_0`$ as

$$w_0(z)=\stackrel{~}{w}_0(z)+A_0z,$$

where the linear operator $`A_0`$ is the dominant part of $`Dw_0(z)`$ evaluated at $`z=0`$. With $`K_1K_0A_0`$, equation (3.6) now reads

$$K_1z=\stackrel{~}{w}_0(z).$$
$`(3.8)`$
As explained in more details below, $`A_0`$ can be chosen in such a way that $`K_1`$ is of the same form as $`K_0`$, cf. (3.7), but now given in terms of a new set of frequencies $`\stackrel{~}{\mu }_{k_i}R`$ which are perturbation of order $`\lambda `$ of the original normal frequencies $`\mu _k`$. The notation $`\stackrel{~}{\mu }_{k_i}`$ reflects the fact that the perturbation $`A_0`$ may lift some of the degeneracies. Therefore, when inverting $`K_1`$, denominators smaller than $`𝒪(\eta )`$ occur for $`q`$ such that $`||\omega q|\stackrel{~}{\mu }_{k_i}|𝒪(\eta )`$ for some $`k_i`$. Furthermore, these small denominators only occur, for such $`q`$, in a specific subspace $`h_{k_i}^q`$ of $`C^{d_k}`$ depending on which $`\stackrel{~}{\mu }_{k_j}`$, if any, has been separated from $`\stackrel{~}{\mu }_{k_i}`$ by more than $`𝒪(\eta )`$. Introducing $`P_1`$ as the projection of $`h`$ onto $`h_{k_i}^q`$ for $`q`$ such that $`||\omega q|\stackrel{~}{\mu }_{k_i}|𝒪(\eta )`$ and defining $`Q_11\mathrm{l}P_1`$, one thus expects that the restriction of $`K_1`$ to $`Q_1h`$ is invertible with an inverse of order $`𝒪(\eta ^1)`$. Multiplying (3.8) by $`Q_1`$ and $`P_1`$ leads to the small and large denominators equations for $`\stackrel{~}{z}_1Q_1z`$ and $`z_1P_1z`$,

$$\begin{array}{ccc}\hfill K_1\stackrel{~}{z}_1& =Q_1\stackrel{~}{w}_0(\stackrel{~}{z}_1+z_1),\hfill & (3.9)\\ \hfill K_1z_1& =P_1\stackrel{~}{w}_0(\stackrel{~}{z}_1+z_1),\hfill & (3.10)\end{array}$$

and by definition of $`Q_1`$, the first equation can be rewritten as a fixed point equation for the functional $`R_1`$ defined as $`R_1(z_1)\stackrel{~}{z}_1`$, namely,

$$R_1(z)=K_1^1Q_1\stackrel{~}{w}_0(z+R_1(z)).$$
$`(3.11)`$
By choice of $`A_0`$, the nonlinear operator $`K_1^1Q_1\stackrel{~}{w}_0`$ is a contraction and one can solve equation (3.11) for $`R_1`$ using the Banach fixed point theorem. (See point (a) of Theorem 5.1 for this part of the inductive step.) Next, with $`w_1`$ defined as

$$w_1(z)\stackrel{~}{w}_0(z+R_1(z)),$$

equation (3.10) reads

$$K_1z_1=P_1w_1(z_1),$$
$`(3.12)`$
and the solution $`z=z_1+\stackrel{~}{z}_1`$ of the original equation (3.6) is now given by

$$z=z_1+R_1(z_1)F_1(z_1).$$

Hence, the problem of solving (3.6) is reduced to solving the effective equation (3.12). To solve this equation one proceeds similarly, starting with our preparation step. After $`n`$ steps of this inductive process, the solution of (3.6) is given by

$$z=F_{n1}(z_n+R_n(z_n))F_n(z_n),$$
$`(3.13)`$
where $`R_n`$ solves the functional equation

$$R_n(z)=\mathrm{\Gamma }_n\stackrel{~}{w}_{n1}(z+R_n(z)),$$
$`(3.14)`$
with

$$\mathrm{\Gamma }_nK_n^1Q_nP_{n1},$$
$`(3.15)`$
and, for some linear operator $`A_{n1}`$,

$$\begin{array}{ccc}& \stackrel{~}{w}_{n1}(z)w_{n1}(z)A_{n1}z,\hfill & (3.16)\\ & K_nK_{n1}P_{n1}A_{n1},\hfill & (3.17)\end{array}$$

whereas $`z_n`$ solves the effective equation

$$K_nz_n=P_nw_n(z_n),$$
$`(3.18)`$
with $`w_n`$ defined as

$$w_n(z)\stackrel{~}{w}_{n1}(z+R_n(z)).$$
$`(3.19)`$
Remark 3.1. The point of this inductive procedure is that $`P_nw_n(z)`$ becomes effectively linear in $`z`$ for large $`n`$. More precisely, we will show, cf. Theorem 5.1 below, that the rescaled maps $`w_n^r`$ defined by $`w_n^r(z)=\eta ^nr^nw_n(r^nz)`$ satisfy for $`r<\eta `$,

$$P_nw_n^r(z)=P_nDw_n^r(0)z+𝒪(\lambda r^{2n}\eta ^n)\mathrm{with}P_nDw_n^r(0)=𝒪(\lambda ),$$

in some appropriate Banach space. Thus, $`z_n=0`$ becomes a better and better approximation to the solution of (3.18), and we shall construct the solution $`z`$ of the original equation (3.6) as the limit of the approximate solutions

$$z=\underset{n\mathrm{}}{lim}F_n(0).$$
$`(3.20)`$
We now give a precise description of the operators $`P_n`$. Note that in order to obtain (3.14) and (3.18), we have tacitly assumed that $`P_nP_{n1}=P_n`$. The possibility to define $`P_n`$ satisfying such a property follows from the convergence of the normal frequencies under renormalization. Recall that renormalization occurs because at every inductive step one turns the nonlinear map $`w_n`$ of the effective functional equation (3.18) into a contraction by substracting some linear operator $`A_n`$. Delaying to subsequent sections the discussion of the appropriate choice for the family $`A_m`$, $`m0`$, it suffices to point here to the properties of $`A_m`$ that will ensure convergence of the renormalized normal frequencies. As will be shown, cf. point (c) of Theorem 5.1 for a precise statement, $`A_m`$ is a perturbation of order $`\lambda \eta ^m`$ and is given by a constant kernel $`A_m(q,q^{})=a_m\delta _{qq^{}}`$ with $`a_m:\widehat{}^{\mathrm{}}\widehat{}^{\mathrm{}}`$ linear and hermitian. As a consequence, the operator $`K_n=K_0_{m=0}^{n1}P_mA_m`$ has a kernel of the form (3.7) with $`\mu ^2`$ essentially replaced by the positive definite matrix

$$\stackrel{~}{\mu }_n^2\mu ^2+\underset{m=0}{\overset{n1}{}}a_m,$$
$`(3.21)`$
with $`\stackrel{~}{\mu }_n`$ having a discrete spectrum $`\sigma (\stackrel{~}{\mu }_n)R^+`$. One easily checks that the singularities of $`K_n^1`$ are given by the eigenvalues of $`\stackrel{~}{\mu }_n`$, which therefore correspond to renormalized normal frequencies. Since $`a_m`$ is of order $`\lambda \eta ^m`$, one expects the eigenvalues of $`\stackrel{~}{\mu }_n`$ to converge as $`n\mathrm{}`$ with $`|\nu _{n+1}\nu _n|𝒪(\lambda \eta ^n)`$ for $`\nu _{n+1}\sigma (\stackrel{~}{\mu }_{n+1})`$ and $`\nu _n\sigma (\stackrel{~}{\mu }_n)`$. This, in turn, allows us to define scales of denominators in a consistent way by carefully keeping track of the separation properties of $`\sigma (\stackrel{~}{\mu }_n)`$ as $`n`$ increases. To this end, one groups the normal frequencies into a hierarchy of clusters satisfying gap conditions that are preserved by the renormalization procedure. We first introduce some notation. For $`xR`$ and $`𝒞`$ a finite collection of points in $`R`$, let $`d(x,𝒞)`$ denote the distance between $`x`$ and the smallest interval containing all points in $`𝒞`$, and for two finite collections $`𝒞_1,𝒞_2R`$, let

$$d(𝒞_1,𝒞_2)\underset{x𝒞_1}{inf}d(x,𝒞_2).$$

Then, one can uniquely decompose $`\sigma (\stackrel{~}{\mu }_n)`$ into a maximal number of disjoint clusters $`𝒞_{k,i}^n`$, $`k1`$, $`i=1,\mathrm{},M_k^n`$, satisfying $`d(\mu _k,𝒞_{k,i}^n)=𝒪(\lambda )`$ and the gap condition

$$d(𝒞_{k,i}^n,𝒞_{k,j}^n)>\eta ^n\mathrm{if}ij.$$
$`(3.22)`$
Note that $`M_k^nd_k`$, where $`d_k`$ denotes the multiplicity of the original normal frequency $`\mu _k`$, and that by requiring $`M_k^n`$ to be maximal, the decomposition

$$\sigma (\stackrel{~}{\mu }_n)=\underset{k1}{}\underset{i=1}{\overset{M_k^n}{}}𝒞_{k,i}^n$$
$`(3.23)`$
is unique. The above observation about the rate of convergence of $`\sigma (\stackrel{~}{\mu }_n)`$ as $`n\mathrm{}`$ ensures that eigenvalues belonging to different clusters will remain separated. Generically, one expects all degeneracies to be lifted eventually, so that $`M_k^n=d_k`$ for $`n`$ sufficiently large and each cluster $`𝒞_{k,i}^n`$ contains a single eigenvalue. Next, defining $`S_nZ^d`$ as

$$S_n=\underset{k1}{}\underset{i=1}{\overset{M_k^n}{}}S_{k,i}^n,$$
$`(3.24)`$
where

$$S_{k,i}^n=\{qZ^d|d(|\omega q|,𝒞_{k,i}^n)<\frac{1}{4}\eta ^n\},$$
$`(3.25)`$
one is ensured that all $`qZ^dS_n`$ satisfy $`d(|\omega q|,\sigma (\stackrel{~}{\mu }_n^{}))𝒪(\eta ^n)`$ for $`n^{}n`$. Hence, such $`q`$ can be safely “integrated out” in the large denominators equation. Remark that due to (3.22), the sets $`S_{k,i}^n`$ are pairwise disjoint. In order to achieve the construction of $`P_n`$, one must isolate for every $`qS_n`$ the subspace of $`^{\mathrm{}}`$ in which small denominators will occur. For $`qS_{k,i}^n`$, the latter is given by the eigenspace of $`\stackrel{~}{\mu }_n`$ associated with the eigenvalues belonging to $`𝒞_{k,i}^n`$. This eigenspace will be denoted by $`𝒥_{k,i}^n`$, whereas the projector onto $`𝒥_{k,i}^n`$ will be denoted by $`𝒫_{k,i}^n`$. Thus, one defines $`P_n`$ to be the diagonal operator acting on $`h`$ given by the kernel

$$P_n(q)=\underset{k1}{}\underset{i=1}{\overset{M_k^n}{}}\chi _{k,i}^n(\omega q)𝒫_{k,i}^n,$$
$`(3.26)`$
where $`\chi _{k,i}^n`$ denotes a function in $`𝒞^1(R)`$ which satisfies

$$\chi _{k,i}^n(\kappa )=\{\begin{array}{cc}1\hfill & \text{if }d(|\kappa |,𝒞_{k,i}^n)\frac{1}{8}\eta ^n\text{,}\hfill \\ 0\hfill & \text{if }d(|\kappa |,𝒞_{k,i}^n)\frac{1}{4}\eta ^n\text{,}\hfill \end{array}$$

and interpolates monotonically between $`0`$ and $`1`$ otherwise, with

$$\underset{\kappa R}{sup}|\chi _{k,i}^{n}{}_{}{}^{}(\kappa )|C\eta ^n,$$
$`(3.27)`$
whereas $`Q_n`$ is defined as

$$Q_n=1\mathrm{l}P_n.$$
$`(3.28)`$
Note that $`P_n`$ and $`Q_n`$ are not projectors. The smooth functions $`\chi _{k,i}^n`$ have been introduced in order to ensure the continuity of the diagonal kernels $`\mathrm{\Gamma }_n(q,q)`$, cf. the discussion preceding Lemma 5.3 below. However, we will make use later of the projector

$$\widehat{P}_n(q)=\underset{k1}{}\underset{i=1}{\overset{M_k^n}{}}\mathrm{I}_{S_{k,i}^n}(q)𝒫_{k,i}^n,$$
$`(3.29)`$
where $`\mathrm{I}_\mathrm{\Sigma }`$ denotes the indicator function of a set $`\mathrm{\Sigma }`$. Note that $`P_n\widehat{P}_n=P_n`$, whereas $`Q_n\widehat{P}_n0`$.

We conclude this section by a few remarks related to the convergence of the inductive scheme. First, setting $`I_{k,i}^nR`$ to be the smallest interval covering $`𝒞_{k,i}^n`$, one easily checks that $`|I_{k,i}^n|(d_k1)\eta ^n`$. Hence, since the multiplicities of the normal frequencies $`\mu _k`$ were assumed to be uniformly bounded in $`k`$, i.e., $`d_k\overline{d}`$ for all $`k1`$, one obtains for all $`n1`$, $`k1`$, and $`i=1,\mathrm{},M_k^n`$,

$$|I_{k,i}^n|\overline{d}\eta ^n.$$
$`(3.30)`$
Next, it follows from the gap condition (3.22) being preserved that for all $`m<n`$ the eigenvalues in a given cluster $`𝒞_{k,i}^n`$ are perturbation of all or some eigenvalues belonging to a single cluster $`𝒞_{k,j}^m`$, denoted by $`𝒞_{k,j_i^n}^m`$. Furthermore, $`𝒞_{k,i}^n`$ remains close to $`𝒞_{k,j_i^n}^m`$. More precisely, we will show that

$$\underset{xI_{k,i}^n}{sup}\underset{yI_{k,j_i^n}^m}{inf}d(x,y)\eta ^{m+1}\mathrm{for}1m<n.$$
$`(3.31)`$
Finally, we consider the properties of the eigenspaces $`𝒥_{k,i}^n`$. One has by construction $`𝒫_{k,i}^n𝒫_{l,j}^n=\delta _{kl}\delta _{ij}𝒫_{k,i}^n`$. However, it will be possible to chose $`a_m`$ in (3.21) in such a way that each $`𝒥_{k,i}^m`$ is an invariant subspace for $`a_m`$. Hence, by definition of $`\stackrel{~}{\mu }_n`$ and $`𝒥_{k,i}^n`$, every $`𝒥_{k,i}^n`$ is a subspace of some $`𝒥_{k,j}^{n1}`$, and by recursion, of some $`𝒥_{k,j}^m`$ for all $`m<n`$. The (unique) eigenspace $`𝒥_{k,j}^m`$ containing $`𝒥_{k,i}^n`$ will be denoted by $`𝒥_{k,j_i^n}^m`$. Therefore, one has for all $`1mn`$, $`k1`$, and $`i=1,\mathrm{},M_k^n`$,

$$𝒫_{k,i}^n𝒫_{l,j}^m=\delta _{kl}\delta _{jj_i^n}𝒫_{k,i}^n,$$
$`(3.32)`$
which, in particular, implies that

$$P_nP_{n1}=P_{n1}P_n=P_n.$$
$`(3.33)`$
Notations. For most of the subsequent analysis, it will not be necessary to distinguish between indices $`(k,i)`$ and $`(l,j)`$ with $`k=l`$ or $`kl`$. This intervenes only in the description of the asymptotic behavior of the spectrum $`\sigma (\stackrel{~}{\mu }_n)`$ and the measure estimate of $`\mathrm{\Omega }^{}`$. For notational convenience, we thus introduce the index sets

$$^n=\{(k,i)|k1,i=1,\mathrm{},M_k^n\},n1,$$
$`(3.34)`$
and will reserve bold letters for indices in $`^n`$. With this convention, $`\{𝒞_𝐤^n|𝐤^n\}`$, denotes for instance the collection of all clusters $`𝒞_{k,i}^n`$, $`k1`$, $`i=1,\mathrm{},M_k^n`$.

4. Spaces

For the Fourier transform $`z`$ of the solution $`Z`$ of our original equation (3.4), we consider the Banach space $`h_s`$, $`sR`$, defined by

$$h_s=\{z=(z(q))|z(q)\widehat{}_s^{\mathrm{}},z_s\underset{qZ^d}{}|z(q)|_s<\mathrm{}\}.$$
$`(4.1)`$
For $`st`$, one has the natural embedding $`h_sh_t`$ with $`||||_t||||_s`$. We will denote by $`h_s^n`$ the subspace $`\widehat{P}_nh_s`$. In particular, one has for $`zh_s^n`$,

$$z_s=\underset{𝐤^n}{}\underset{qS_𝐤^n}{}|𝒫_𝐤^nz(q)|_s.$$
$`(4.2)`$
The operator norm in $`(h_s^n,h_t^m)`$ will be denoted by $`||||_{s,t}^{(n,m)}`$, and by $`||||_s^{(n)}`$ when $`n=m`$ and $`s=t`$.

Let us now turn to the spaces we will consider for the functions $`w_n`$. Recall that in our analysis of (3.4), the functions $`\mathrm{\Phi }`$ and $`J`$ only appear as parameters. In the sequel, we consider $`\mathrm{\Phi },J:T^dR^d`$ as (fixed) real analytic maps belonging to a small neighborhood of the origin $`O_B`$ in the Banach space

$$B=\{(F,G):T^dR^d\times R^d|||(F,G)||_B\underset{qZ^d}{}|f(q)|+|g(q)|<\mathrm{}\}.$$
$`(4.3)`$
Next, it follows from assumption (H2) that the gradient $`_xU`$ is real analytic as a map from $`T^d\times O_I\times O_x`$ to $`_s^{}^{\mathrm{}}`$, cf. \[PT\] p. 138. (Recall that $`O_IR^d`$ and $`O_x_s^{\mathrm{}}`$ are neighborhoods of the origin and that $`s^{}s+\xi a`$.) This implies that for $`(\mathrm{\Phi },J)O_B`$ small enough, one can write the Taylor expansion of $`_xU(\phi +\mathrm{\Phi }(\phi ),J(\phi ),Z)=_xU((\phi +\mathrm{\Phi }(\phi ),J(\phi ),0)+(0,0,Z))`$ as

$$_xU((\phi +\mathrm{\Phi }(\phi ),J(\phi ),0)+(0,0,Z))=\underset{m=0}{\overset{\mathrm{}}{}}\frac{1}{m!}U_{m+1}^{\mathrm{\Phi },J}(\phi )(Z,\mathrm{},Z),$$
$`(4.4)`$
where the coefficients $`U_{m+1}^{\mathrm{\Phi },J}(\phi )`$ belong to the space of $`m`$-linear maps $`(_s,\mathrm{},_s;_s^{})`$, are real analytic in $`\phi T^d`$ and analytic in $`(\mathrm{\Phi },J)O_B`$. Hence, there exist $`\rho >0`$, $`\alpha >0`$ and $`b<\mathrm{}`$ such that the Fourier transforms of $`U_{m+1}^{\mathrm{\Phi },J}(\phi )`$ satisfy

$$\underset{qZ^d}{}e^{\alpha |q|}u_{m+1}^{\mathrm{\Phi },J}(q)_{(\widehat{}_s,\mathrm{},\widehat{}_s;\widehat{}_s^{})}bm!\rho ^m.$$
$`(4.5)`$
Inserting the Fourier series for $`Z`$ into (4.4), one obtains the expansion for $`w_0`$ as defined in (3.5),

$$\begin{array}{ccc}\hfill w_0(z)(q)& =\lambda \underset{m=0}{\overset{\mathrm{}}{}}\underset{𝐪}{}\frac{1}{m!}u_{m+1}^{\mathrm{\Phi },J}\left(q\underset{i=1}{\overset{m}{}}q_i\right)(z(q_1),\mathrm{},z(q_m))\hfill & \\ & \underset{m=0}{\overset{\mathrm{}}{}}\underset{𝐪}{}w_0^{(m)}(q;q_1,\mathrm{},q_m)(z(q_1),\mathrm{},z(q_m)),\hfill & (4.6)\end{array}$$

where $`𝐪=(q_1,\mathrm{},q_m)Z^{md}`$. This formula suggests to consider $`w_0`$ as an analytic functions of $`zh_s`$. Let $`B(r_0)`$ be the open ball of radius $`r_0`$ in $`h_s`$ centered at the origin and let $`H^{\mathrm{}}(B(r_0),h_s^{})`$ denote the Banach space of analytic function $`w:B(r_0)H_s^{}`$ equipped with the supremum norm, which we shall denote by $`|w|`$. Then, bound (4.5) implies that $`w_0H^{\mathrm{}}(B(r_0),h_s^{})`$ for $`r_0`$ small enough.

It will be convenient to encode the decay property of the kernels $`w_0^{(m)}`$ inherited from the estimate (4.5) as a property of the functional $`w_0`$. Let $`\tau _\beta `$ denote the translation by $`\beta R^d`$, i.e., $`(\tau _\beta Z)(\phi )=Z(\phi \beta )`$. On $`h_s`$, $`\tau _\beta `$ is realized by $`(\tau _\beta z)(q)=e^{i\beta q}z(q)`$, and it induces a map $`ww_\beta `$ from $`H^{\mathrm{}}(B(r_0),h_s^{})`$ to itself if we define

$$w_\beta (z)=\tau _\beta w(\tau _\beta z).$$
$`(4.7)`$
On the kernels $`w_0^{(m)}`$, this is given by

$$w_\beta ^{(m)}(q;q_1,\mathrm{},q_m)=e^{i\beta (q{\scriptscriptstyle q_i})}w^{(m)}(q;q_1,\mathrm{},q_m),$$

and makes sense also for $`\beta C^d`$. Since

$$|w_{0\beta }|\underset{m=0}{\overset{\mathrm{}}{}}r_0^m\underset{𝐪}{sup}\underset{qZ^d}{}e^{\mathrm{Im}\beta ((q{\scriptscriptstyle }q_i)}w_0^{(m)}(q;q_1,\mathrm{},q_m)_{(\widehat{}_s,\mathrm{},\widehat{}_s;\widehat{}_s^{})},$$

it thus follows from (4.5) that there exist $`r_0>0`$, $`\alpha >0`$, and $`D<\mathrm{}`$, such that $`w_{0\beta }`$ belongs to $`H^{\mathrm{}}(B(r_0),h_s^{})`$ and extends to an analytic function of $`\beta `$ in the strip $`|Im\beta |<\alpha `$ with values in $`H^{\mathrm{}}(B(r_0),h_s^{})`$ satisfying the bound

$$|w_{0\beta }|D|\lambda |.$$
$`(4.8)`$
Let us now come back to the existence of a solution for equation (3.3), namely for the standard KAM problem. One has the classical result (see for instance \[BGK\]):

Theorem 4.1. Let $`U`$ satisfy hypothesis (H2) and let $`g`$ be an invertible matrix. Then, there is a $`\lambda _1>0`$ small enough such that for $`|\lambda |<\lambda _1`$ and $`\omega `$ satisfying a Diophantine condition of the form

$$|\omega q|>K|q|^\nu \mathrm{for}qZ^d,q0,$$

(3.3) has a solution $`(\mathrm{\Phi },J)B`$ which is real analytic in $`\phi `$, analytic in $`\lambda `$, and vanishes for $`\lambda =0`$. Furthermore, this solution is unique up to translations $`(\mathrm{\Phi },J)(\phi )(\mathrm{\Phi }\beta ,J)(\phi \beta )`$ and depends analytically on $`Z`$, for $`Z`$ in a small ball centered at the origin of the Banach space $`h_s`$.

To conclude this section, we list some standard properties of bounded analytic functions defined on open balls in Banach spaces. Let $`h,h^{},h^{\prime \prime }`$ be Banach spaces, $`B(r)h`$, $`B(r^{})h^{}`$, and $`w_iH^{\mathrm{}}(B(r),h^{})`$, $`wH^{\mathrm{}}(B(r^{}),h^{\prime \prime })`$. First, one has the composition property: If $`|w_i|<r^{}`$ then $`ww_iH^{\mathrm{}}(B(r),h^{\prime \prime })`$ and

$$|ww_i|<|w|.$$
$`(4.9)`$
Next, one deduces from the Cauchy estimate that for $`r_1<r^{}`$,

$$\underset{x<r_1}{sup}Dw(x)_{(h^{},h^{\prime \prime })}(r^{}r_1)^1|w|.$$
$`(4.10)`$
Taking $`r_1=\frac{1}{2}r^{}`$, we infer that if $`|w_i|\frac{1}{2}r^{}`$ then

$$|ww_1ww_2|\frac{2}{r^{}}|w||w_1w_2|.$$
$`(4.11)`$
Moreover, if $`\delta _kw(x)w(x)_{l=0}^{k1}\frac{1}{l!}D^lw(0)(x)`$, then

$$\underset{x\gamma r^{}}{sup}\delta _kw(x)\frac{\gamma ^k}{1\gamma }|w|,$$
$`(4.12)`$
for $`0\gamma <1`$.

5. Inductive Bounds

We now turn to the inductive bounds that will be used to prove Theorem 1.1. We first note that since in (3.14) and (3.16), $`\mathrm{\Gamma }_n`$ and $`A_n`$ are diagonal operators, applying $`\tau _\beta `$ to equation (3.14) leads to

$$R_{n\beta }(z)=\mathrm{\Gamma }_n\stackrel{~}{w}_{(n1)\beta }(z+R_{n\beta }(z)),$$
$`(5.1)`$
where $`\stackrel{~}{w}_{(n1)\beta }=w_{(n1)\beta }A_{n1}`$, and $`w_{n\beta }`$ is now recursively defined by

$$w_{n\beta }(z)\stackrel{~}{w}_{(n1)\beta }(z+R_{n\beta }(z)).$$
$`(5.2)`$
For $`r<1`$ a parameter to be chosen later, let $`B_n`$ denote the open ball of radius $`r^{n+1}`$ in $`h_s^n`$ centered at the origin. Then, we will show that $`w_{n\beta }`$ belongs to $`H^{\mathrm{}}(B_n,h_s^{})`$, the Banach space of analytic functions $`w:B_nh_s^{}`$, provided $`|\lambda |`$ is taken small enough (uniformly in $`n`$) and provided the analyticity strip in $`\beta `$ is restricted slightly. In the sequel, we will denote $`H^{\mathrm{}}(B_n,h_s^{})`$ by $`𝒜_n`$. As mentioned in Remark 3.1, the main ingredient in proving Theorem 1.1 is to show that in addition, $`\widehat{P}_nw_{n\beta }`$ becomes essentially linear as $`n\mathrm{}`$. Before stating this result, one introduces the following frequency subsets, setting for $`K>0`$ and $`\{𝒞_𝐤^n\}_{𝐤^n}`$ the clusters described in the previous section,

$$\begin{array}{c}\text{ }\mathrm{\Omega }_n(K)=\{\omega R^d|d(|\omega q|,𝒞_𝐤^n),d(|\omega q|,|𝒞_𝐤^n\pm 𝒞_𝐤^{}^n|)>K|q|^\nu \text{ }\hfill \\ \text{ }|q|<K\eta ^{n/\nu },q0,\mathrm{and}𝐤,𝐤^{}^n\},(5.3)\text{ }\hfill \end{array}$$

where $`𝒞_𝐤^n\pm 𝒞_𝐤^{}^n`$ denotes the set $`\{\nu \pm \nu ^{}|\nu 𝒞_𝐤^n,\nu ^{}𝒞_𝐤^{}^n\}`$. Note that $`\mathrm{\Omega }_n(K)\mathrm{\Omega }_n(K^{})`$ whenever $`K>K^{}`$. Furthermore, one introduces for $`\omega R^d`$ the subsets of $`Z^d`$

$$𝒬_\omega ^+=\{qZ^d|\omega q>0\},𝒬_\omega ^{}=\{qZ^d|\omega q<0\}.$$
$`(5.4)`$
Proposition 5.1. There exist positive constants $`r`$ and $`\lambda _0`$ small enough such that the following is true for $`|\lambda |<\lambda _0`$, $`n1`$, and $`|Im\beta |<\alpha _n`$, where $`\alpha _1=\alpha `$ and, for $`n2`$,

$$\alpha _n=(1n^2)\alpha _{n1}.$$
$`(5.5)`$
There exists $`K_\lambda >0`$ satisfying $`K_\lambda 0`$ as $`\lambda 0`$ such that one has for $`\omega \mathrm{\Omega }_n(K_\lambda )`$ arbitrary but fixed,

(a) Equation (5.1) has a solution $`R_{n\beta }`$ in $`H^{\mathrm{}}(B_n,h_s^{n1})`$ analytic in $`|\lambda |<\lambda _0`$ and $`(\mathrm{\Phi },J)O_B`$.

(b) Defining $`w_{n\beta }`$ according to (5.2), one has $`w_{n\beta }𝒜_n`$ and, writing $`w_{n\beta }(z)w_n(z)=w_n(0)+Dw_n(0)z+\delta _2w_n(z)`$,

$$\begin{array}{ccc}& \widehat{P}_nw_n(0)_s^{}\epsilon r^{2n},\hfill & (5.6)\\ & |\widehat{P}_n\delta _2w_n|_{𝒜_n}\epsilon r^{2n},\hfill & (5.7)\end{array}$$

where $`\epsilon 0`$ as $`\lambda 0`$.

(c) There exists $`A_n(h_s,h_s^{})`$ such that $`\stackrel{~}{w}_nw_nA_n`$ obeys for all $`zB_n`$,

$$\widehat{P}_nD\stackrel{~}{w}_n(z)_{s,s^{}}^{(n)}\epsilon \eta ^n.$$
$`(5.8)`$
Furthermore,

$$A_n_{s,s^{}}3\epsilon \eta ^{n1},$$
$`(5.9)`$
$`A_n(q,q^{})=0`$ if $`qq^{}`$ and

$$A_n(q,q)=a_n\mathrm{I}_{𝒬_\omega ^+}(q)+\overline{a_n}\mathrm{I}_{𝒬_\omega ^{}}(q),$$
$`(5.10)`$
where $`a_n(\widehat{}_s^{\mathrm{}},\widehat{}_s^{}^{\mathrm{}})`$ is hermitian, i.e., $`a_n=\overline{a_n}^\mathrm{T}`$, and satisfies for all $`𝐤^n`$,

$$a_n𝒥_𝐤^n=𝒥_𝐤^n.$$
$`(5.11)`$
(d) The matrix $`\stackrel{~}{\mu }_{n+1}^2\mu ^2+_{m=0}^na_m`$ is positive definite and the spectrum of $`\stackrel{~}{\mu }_{n+1}`$ can be uniquely decomposed into a maximal family of pairwise disjoint clusters $`𝒞_{k,i}^{n+1}`$, $`k1`$, $`i=1,\mathrm{},M_k^{n+1}`$, with $`M_k^{n+1}M_k^n`$, satisfying for all $`k1`$ the gap condition

$$d(𝒞_{k,i}^{n+1},𝒞_{k,j}^{n+1})>\eta ^{n+1}\mathrm{if}ij,$$
$`(5.12)`$
and

$$\nu =\mu _k+𝒪(\epsilon k^\xi )\mathrm{for}\mathrm{all}\nu 𝒞_{k,i}^{n+1},i=1,\mathrm{},M_k^{n+1}.$$
$`(5.13)`$
Furthermore, the sets $`S_{k,i}^{n+1}`$ defined according to (3.25) are pairwise disjoint, and (3.31), (3.32) and (3.33) hold with $`n`$ replaced by $`n+1`$.

Let us briefly comment on Proposition 5.1, whose proof will be carried out in Section 6. First, we note that point (d) ensures, in particular, that the new set of clusters $`𝒞_{k,i}^{n+1}`$ enjoy the properties required for proceeding to the next step of the induction, cf. the discussion at the end of Section 3. The asymptotic behavior (5.13) concerns the measure estimate of the set $`\mathrm{\Omega }^{}`$ of admissible frequencies in Theorem 1.1. Such an asymptotic behavior is required in order to obtain a set of large measure because one imposes Diophantine conditions with respect to differences of the normal frequencies. We will show in Section 7 that (5.13) implies the

Proposition 5.2. For $`\nu =\nu (d,\xi )`$ sufficiently large, the set

$$\mathrm{\Omega }^{}(K)\underset{n1}{}\mathrm{\Omega }_n(K)$$
$`(5.14)`$
satisfies for all bounded $`\mathrm{\Omega }R^d`$, $`\mathrm{meas}(\mathrm{\Omega }\mathrm{\Omega }^{}(K))0`$ as $`K0`$.

Note that $`\omega \mathrm{\Omega }^{}`$ assume a Diophantine condition with respect to zero. Therefore, one has for such $`\omega `$, $`Z^d\{0\}=𝒬_\omega ^+𝒬_\omega ^{}`$. Next, we turn to bound (5.8), the most delicate estimate to establish. To treat the off-diagonal part $`Dw_n(q,q^{})`$, $`qq^{}`$, we will rely on the fact that the exponential decay of the kernel $`Dw_0(q,q^{})`$ in the size of $`|qq^{}|`$ is preserved due to the introduction of the parameter $`\beta `$. We note that imposing Diophantine conditions on $`\omega `$ with respect to the differences $`𝒞_𝐤^n\pm 𝒞_𝐤^{}^n`$ ensures that $`|qq^{}|`$ is of order $`𝒪(\eta ^{n/\nu })`$ for $`qq^{}S_n`$. To treat the diagonal part, we will use that $`Dw_n(q,q)`$ depends on $`q`$ through $`\omega q`$ only, and is, in some sense, continuous in this variable. More precisely, defining $`t_p:(h_s,h_s^{})(h_s,h_s^{})`$, $`pZ^d`$, by

$$(t_pL)(q,q^{})=L(q+p,q^{}+p),$$
$`(5.15)`$
and setting

$$\mathrm{\Delta }_pt_p1\mathrm{l},$$
$`(5.16)`$
we will show that $`\mathrm{\Delta }_pDw_n`$ is of order $`𝒪(\epsilon |\omega p|)`$ on the diagonal. Therefore, since $`p=qq^{}`$ satisfies $`|\omega p|\eta ^n`$ for $`q,q^{}S_𝐤^n`$ such that $`sign(\omega q)=sign(\omega q^{})`$, one has for $`qS_𝐤^n`$,

$$\widehat{P}_nDw_n(q,q)\widehat{P}_n=\widehat{a}_𝐤+𝒪(\epsilon \eta ^n),$$

where $`\widehat{a}_𝐤:𝒥_𝐤^n𝒥_𝐤^n`$ dependents only on the sign of $`\omega q`$. The continuity of $`Dw_n(q,q)`$ ultimately follows from the fact that $`\mathrm{\Gamma }_n(q)`$ is continuous in $`\omega q`$, as stated in the following lemma, whose proof can be found in the Appendix.

Lemma 5.3. Let $`\sigma R`$ and $`pZ^d`$. Then the operator $`\mathrm{\Gamma }_n=K_n^1Q_nP_{n1}`$ obeys

$$\begin{array}{ccc}\hfill \mathrm{\Gamma }_n_{\sigma ,\sigma +\gamma }& C\eta ^n,\hfill & (5.17)\\ \hfill \mathrm{\Delta }_p\mathrm{\Gamma }_n_{\sigma ,\sigma +\gamma }& C\eta ^{2n}|\omega p|.\hfill & (5.18)\end{array}$$

Finally, the perturbation $`a_n`$ being hermitian will essentially follow from the reality of the original equation (3.4). More precisely, the derivative $`Dw_n`$ satisfies

$$\begin{array}{ccc}\hfill Dw_n^{ij}(q,q^{})& =\overline{Dw_n^{ij}(q,q^{})},\hfill & (5.19)\\ \hfill Dw_n^{ij}(q,q^{})& =Dw_n^{ji}(q^{},q).\hfill & (5.20)\end{array}$$

Thus, the diagonal element $`Dw_n(q,q):\widehat{}^{\mathrm{}}\widehat{}^{\mathrm{}}`$ is given by an hermitian matrix for all $`q`$, and $`a_n`$ hermitian will follow since, as was mentioned above, $`a_n`$ will be chosen in such a way that its action on each $`𝒥_𝐤^n`$ is the constant approximation of $`Dw_n(q,q)`$ for $`qS_𝐤^n`$. Note that due to (5.19), one expects $`Dw_n(q,q)`$ to be approximated by $`\overline{a_n}`$, which explains the decomposition in formula (5.10). Identities (5.19) and (5.20) are easily checked to hold for $`n=0`$. Indeed, the perturbation $`U`$ in the Hamiltonian (1.4) being real analytic ensures (5.19), whereas (5.20) follows from the fact that $`Dw_0`$ is the symmetric second derivative of the functional $`Z\lambda U(\phi +\mathrm{\Phi }(\phi ),J(\phi ),Z(\phi ))𝑑\phi `$, cf. (3.5). Using the recursive relations (3.19) and (3.16), one obtains (5.19) and (5.20) for $`n1`$ by iteration.

Remark 5.4. The choice of constants is as follows. We first fix $`\eta `$ small enough according, essentially, to the constants entering the asymptotics of the frequencies $`\mu _k`$ in (H1), cf. Section 6.4. Given $`\eta `$, $`\epsilon `$ and $`r`$ are chosen small enough, and $`\lambda _0`$ is chosen in turn according to $`\epsilon `$. The latter choice plays a role only in ensuring that the inductive hypothesis of Proposition 5.1 are satisfied for $`n=0`$, cf. the introduction in Section 6. Finally, $`K_\lambda `$ is chosen large enough in order for the estimate

$$Ce^{Cn^2K_\lambda ^{1/\nu }\eta ^{n/\nu }}r^{2n},$$
$`(5.21)`$
to hold for all $`n1`$. This will be needed in order to iterate the bound (5.6) in Section 6.2. Note that due to the double exponential, the dependence of $`K_\lambda `$ on $`\eta `$ and $`r`$ is given by the behavior at small $`n`$ of the expressions entering (5.21). That $`K_\lambda `$ can be taken smaller as $`\lambda `$ goes to zero will follow from the fact that $`r`$ and $`\epsilon `$, and thus ultimately $`\eta `$, can be taken smaller. Finally, we denote by $`C`$ a generic constant, independent on $`n`$, $`r`$, and $`\epsilon `$, which may vary from place to place.

6. Proof of Proposition 5.1

We proceed by induction and assume that Proposition 5.1 holds up to $`n11`$. Regarding the inductive hypothesis in the case $`n=1`$, we simply choose $`A_00`$, so that the bounds for $`w_0`$ in points (b) and (c) of Proposition 5.1 are a simple consequence of (4.8). Furthermore, $`\stackrel{~}{\mu }_1=\mu `$ and point (d) follows immediately from (H1). We note that in Section 6.1 below, point (a) is established for $`n=1`$ by taking $`\epsilon `$, namely $`\lambda `$, small enough. At some point in the induction, however, one is forced to consider nontrivial $`A_n`$ in order for the inductive bounds to hold uniformly in $`n`$ for a given $`\lambda `$.

In the sequel, we adopt the convention, for $`B`$ a ball of radius $`r`$ centered at the origin, to denote by $`\gamma B`$ the ball of radius $`\gamma r`$ centered at the origin.

6.1. Existence of the Functional $`R_{n\beta }`$

With the notations $`R=R_{n\beta }`$, $`\mathrm{\Gamma }=\mathrm{\Gamma }_n`$ and $`\stackrel{~}{w}=\stackrel{~}{w}_{(n1)\beta }`$, equation (5.1) reads

$$R(z)=\mathrm{\Gamma }\stackrel{~}{w}(z+R(z)).$$
$`(6.1)`$
To prove existence in $`H^{\mathrm{}}(B_n,h_s^{n1})`$ of a solution $`R`$ to equation (6.1), one starts, using the identities $`\stackrel{~}{w}(0)=w(0)`$ and $`\delta _2\stackrel{~}{w}=\delta _2w`$, by decomposing $`\stackrel{~}{w}`$ as

$$\stackrel{~}{w}(z)=w(0)+D\stackrel{~}{w}(0)z+\delta _2w(z),$$
$`(6.2)`$
to obtain from (6.1),

$$R(z)=\mathrm{\Gamma }w(0)+\mathrm{\Gamma }D\stackrel{~}{w}(0)(z+R(z))+\mathrm{\Gamma }\delta _2w(z+R(z)).$$
$`(6.3)`$
Defining

$$H=\left(1\mathrm{\Gamma }D\stackrel{~}{w}(0)\right)^1,$$
$`(6.4)`$
and using the identity $`1+H\mathrm{\Gamma }D\stackrel{~}{w}(0)=H`$, one rewrites (6.3) as

$$R(z)=H\mathrm{\Gamma }w(0)+H\mathrm{\Gamma }D\stackrel{~}{w}(0)z+u(z),$$
$`(6.5)`$
where

$$u(z)=H\mathrm{\Gamma }\delta _2w(\stackrel{~}{z})𝒢(u)(z),$$
$`(6.6)`$
and

$$\stackrel{~}{z}z+R(z)=H\left(z+\mathrm{\Gamma }w(0)\right)+u(z).$$
$`(6.7)`$
Since $`\mathrm{\Gamma }=\mathrm{\Gamma }\widehat{P}_{n1}=\widehat{P}_{n1}\mathrm{\Gamma }`$, (5.17) (with $`\sigma =s+\xi \gamma `$) and the recursive bound (5.8) (with $`n`$ replaced by $`n1`$) imply

$$\mathrm{\Gamma }D\stackrel{~}{w}(0)_s^{(n1)}\mathrm{\Gamma }D\stackrel{~}{w}(0)_{s,s+\xi }^{(n1)}C\epsilon \eta ^1.$$
$`(6.8)`$
Hence,

$$H_s^{(n1)}2,$$
$`(6.9)`$
for $`\epsilon =\epsilon (\eta )`$ small enough. Since $`B_nB_{n1}`$, $`\stackrel{~}{w}(0)=w(0)`$, and since bounds (5.6) (with $`n`$ replaced by $`n1`$), (5.17) and (6.8) hold, the existence of $`R`$ in $`H^{\mathrm{}}(B_n,h_s^{n1})`$ follows from the existence of $`u`$ in $`H^{\mathrm{}}(B_n,h_s^{n1})`$. For reasons that will become clear in the next section, we actually show that (6.6) has a solution $`u`$ in the ball

$$=\left\{uH^{\mathrm{}}(\frac{1}{8}B_{n1},h_s^{n1})\right||u|\sqrt{\epsilon }\eta ^nr^{2(n1)}\}.$$
$`(6.10)`$
This result is stronger, since $`B_n\frac{1}{8}B_{n1}`$ for $`r`$ small enough. Let us first check that $`𝒢`$ maps $``$ into itself. From (6.9) and the recursive bound (5.6), it follows that for all $`z\frac{1}{8}B_{n1}`$ and $`u`$, $`\stackrel{~}{z}h_s^{n1}`$ with

$$\stackrel{~}{z}_s2(\frac{1}{8}r^n+C\epsilon \eta ^nr^{2(n1)})+\sqrt{\epsilon }\eta ^nr^{2(n1)}\frac{1}{2}r^n,$$

for $`\epsilon =\epsilon (r,\eta )`$ and $`r=r(\eta )`$ small enough. Hence,

$$\stackrel{~}{z}\frac{1}{2}B_{n1}B_{n1}\mathrm{for}\mathrm{all}z\frac{1}{8}B_{n1},$$
$`(6.11)`$
and one uses the bound (5.7) to conclude that for all $`u`$,

$$|𝒢(u)|2C\eta ^n\epsilon r^{2(n1)}\sqrt{\epsilon }\eta ^nr^{2(n1)},$$

for $`\epsilon `$ small enough. To show that $`𝒢`$ is a contraction in $``$, we apply the estimate (4.11) to the functions $`\stackrel{~}{z}_i`$ given by (6.7) in terms of $`u_i`$, $`i=1,2`$. Noting that $`|\stackrel{~}{z}_i|\frac{1}{2}r^n`$, which follows from (6.11), and using in addition (5.7), one obtains,

$$\begin{array}{cc}\hfill |𝒢(u_1)𝒢(u_2)|& 2C\eta ^n\underset{z{\scriptscriptstyle \frac{1}{8}}B_{n1}}{sup}\widehat{P}_{n1}\delta _2w(\stackrel{~}{z}_1)\widehat{P}_{n1}\delta _2w(\stackrel{~}{z}_2)_s^{}\hfill \\ & 4C\eta ^nr^n|\widehat{P}_{n1}\delta _2w|_{𝒜_{n1}}\underset{z{\scriptscriptstyle \frac{1}{8}}B_{n1}}{sup}\stackrel{~}{z}_1\stackrel{~}{z}_2_s\hfill \\ & 4C\epsilon \eta ^nr^nr^{2(n1)}\underset{z{\scriptscriptstyle \frac{1}{8}}B_{n1}}{sup}u_1(z)u_2(z)_s\hfill \\ & \frac{1}{2}|u_1u_2|,\hfill \end{array}$$

for $`r=r(\eta )`$ and $`\epsilon =\epsilon (r,\eta )`$ small enough.

Before turning to part (b) of Proposition 5.1, we make some remarks that shall be useful later. First note that (6.11) means

$$z+R_n(z)\frac{1}{2}B_{n1}\mathrm{for}\mathrm{all}z\frac{1}{8}B_{n1}.$$
$`(6.12)`$
Therefore, with

$$\stackrel{~}{R}_m(z)z+R_m(z),$$
$`(6.13)`$
and

$$F_n^m(z)\stackrel{~}{R}_m\stackrel{~}{R}_{m+1}\mathrm{}\stackrel{~}{R}_n(z),$$
$`(6.14)`$
it follows recursively that for $`m=1,\mathrm{},n`$,

$$F_n^m(z)\frac{1}{2}B_{m1}\mathrm{for}\mathrm{all}zB_n.$$
$`(6.15)`$
Furthermore, since $`F_n^1=F_n`$, where $`F_n`$ is defined in (3.13), one has $`F_n𝒜_n`$, together with the uniform bound

$$|F_n|_{𝒜_n}|\stackrel{~}{R}_1|_{𝒜_1}\epsilon .$$
$`(6.16)`$
6.2. Bounds on the Functional $`w_n`$

According to (5.2), one defines

$$w_{n\beta }(z)=\stackrel{~}{w}_{(n1)\beta }(z+R_{n\beta }(z)).$$

Since $`R_{n\beta }H^{\mathrm{}}(B_n,h_s^{n1})`$, it follows from (6.12) and the inductive bounds that for all $`\beta `$ with $`|Im\beta |<\alpha _{n1}`$, $`w_{n\beta }`$ is well defined as a map from $`B_n`$ to $`h_s^{}`$, with $`w_{n\beta }𝒜_n`$. In the sequel, we adopt the simplified notation $`R=R_{n\beta }`$, $`w=w_{(n1)\beta }`$ and $`w^{}=w_{n\beta }`$. We proceed with proving (5.6). Using the decomposition (6.2) at $`z=0`$, one may write

$$w^{}(0)=w(0)+D\stackrel{~}{w}(0)R(0)+\delta _2w(R(0)).$$

Since (6.12) implies that $`R(0)\frac{1}{2}B_{n1}`$, one obtains using the bounds (5.6), (5.7) and (5.8),

$$\begin{array}{ccc}\hfill \widehat{P}_nw^{}(0)_s^{}& \epsilon r^{2(n1)}+\frac{1}{2}\epsilon \eta ^{n1}r^n+\epsilon r^{2(n1)}\hfill & \\ & 3\epsilon .\hfill & (6.17)\end{array}$$

This leads to

$$|𝒫_𝐤^nw^{}(0)(q)|_s^{}3\epsilon ,$$
$`(6.18)`$
for all $`𝐤^n`$ and $`qS_𝐤^n`$. The latter is valid for all $`\beta `$ with $`|Im\beta |<\alpha _{n1}`$. Let now $`\beta ^{}`$ with $`|Im\beta ^{}|<\alpha _n`$. Then, shifting $`\beta ^{}`$ to $`\beta =\beta ^{}i(\alpha _{n1}\alpha _n)q/|q|`$ and using the recursive relation (5.5) for $`\alpha _n`$, one obtains

$$w_\beta ^{}^{}(0)(q)=e^{i(\beta ^{}\beta )q}w_\beta ^{}(0)(q)=e^{n^2\alpha _{n1}|q|}w_\beta ^{}(0)(q).$$
$`(6.19)`$
Since for such $`\beta ^{}`$ one has $`|Im\beta |<\alpha _{n1}`$, it follows from (6.18) and (6.19) that

$$\begin{array}{ccc}\hfill \widehat{P}_nw^{}(0)_s^{}& 3\epsilon \underset{𝐤^n}{}\underset{qS_𝐤^n}{}e^{n^2\alpha _{n1}|q|}.\hfill & (6.20)\end{array}$$

From the Diophantine conditions satisfied by $`\omega \mathrm{\Omega }_n(K)`$, one infers for $`qS_𝐤^n`$ that $`|q|>\mathrm{min}(K\eta ^{n/\nu },(4K)^{1/\nu }\eta ^{n/\nu })`$, cf. (3.25) and (5.3). Therefore, Bound (5.6) finally follows by choosing $`K`$ appropriately, cf. (5.21).

We now iterate bound (5.7). Using again the decomposition (6.2), one has

$$\begin{array}{cc}\hfill \delta _2w^{}(z)& =D\stackrel{~}{w}(0)\delta _2R(z)+\delta _2\delta _2w(z+R(z)).\hfill \end{array}$$

The first term on the right hand side is estimated by using $`\delta _2R(z)=\delta _2u(z)`$ together with (4.12) applied to $`u`$ with $`\gamma =8r`$, since $`B_n\frac{1}{8}B_{n1}`$, to obtain

$$\begin{array}{cc}\hfill |\widehat{P}_nD\stackrel{~}{w}(0)\delta _2R|_{𝒜_n}& \widehat{P}_{n1}D\stackrel{~}{w}(0)_{s,s^{}}^{n1}\underset{zB_n}{sup}\delta _2u(z)_s\hfill \\ & \epsilon \eta ^n\frac{(8r)^2}{1(8r)^2}|u|\hfill \\ & \epsilon r^{2n}\frac{\sqrt{\epsilon }\mathrm{\hspace{0.17em}8}^2}{1(8r)^2}\hfill \\ & \frac{1}{2}\epsilon r^{2n},\hfill \end{array}$$

for $`\epsilon `$ small enough. In a similar way, one estimates, using (6.12), that

$$\underset{zB_n}{sup}\widehat{P}_n\delta _2\delta _2w(z+R(z))_s^{}\frac{1}{2}\epsilon r^{2n},$$

which finally leads to (5.7).

6.3. Bounds on the Derivative

In this section, we prove the estimates stated in part (c) of Proposition 5.1. The main difficulty consists in controlling the diagonal part of the kernel of the derivative $`Dw_n`$ evaluated at zero, namely $`Dw_n(0)(q,q)`$, $`qZ^d`$. To address this problem, as mentioned in the end of Section 5, we will use the fact that $`Dw_n(0)(q,q)`$ depends on $`q`$ through $`\omega q`$ only, and satisfies some continuity property when viewed as a function of $`\omega q`$.

We start by deriving an a priori bound on the norm of $`Dw_n`$. From (3.14), one infers that

$$DR_n(z)=H_n(\stackrel{~}{z})\mathrm{\Gamma }_nD\stackrel{~}{w}_{n1}(\stackrel{~}{z}),$$
$`(6.21)`$
where

$$\begin{array}{ccc}\hfill H_n(\stackrel{~}{z})& =\left(1\mathrm{\Gamma }_nD\stackrel{~}{w}_{n1}(\stackrel{~}{z})\right)^1,\hfill & (6.22)\\ \hfill \stackrel{~}{z}& =z+R_n(z).\hfill & (6.23)\end{array}$$

Since by definition, cf. (3.19), one has

$$Dw_n(z)=D\stackrel{~}{w}_{n1}(\stackrel{~}{z})\left(1+DR_n(z)\right),$$

(6.21) and the identity $`H_n(\stackrel{~}{z})=1+H_n(\stackrel{~}{z})\mathrm{\Gamma }_nD\stackrel{~}{w}_{n1}(\stackrel{~}{z})`$, imply the recursive relation

$$Dw_n(z)=D\stackrel{~}{w}_{n1}(\stackrel{~}{z})H_n(\stackrel{~}{z}).$$
$`(6.24)`$
As in the previous section, it follows from (5.17), (6.12), and the inductive bounds, that $`H_n(\stackrel{~}{z})_s^{(n1)}2`$ for all $`\stackrel{~}{z}B_{n1}`$. Therefore, one obtains for all $`z\frac{1}{8}B_{n1}`$, using again the inductive bound (5.8),

$$\widehat{P}_nDw_n(z)_{s,s^{}}^{(n)}\widehat{P}_{n1}Dw_n(z)_{s,s^{}}^{(n1)}2\epsilon \eta ^{n1}.$$
$`(6.25)`$
In order to iterate bounds (5.8), we decompose $`Dw_n(z)`$ as follows

$$Dw_n(z)=\sigma _n+\tau _n+\delta _1Dw_n(z),$$
$`(6.26)`$
where $`\sigma _n+\tau _n=Dw_n(0)`$ and $`\sigma _n(q,q^{})=Dw_n(0)(q,q^{})\delta _{qq^{}}`$. Let us consider first the last two terms on the right hand side of (6.26). One has the

Lemma 6.1. Let $`r`$ and $`\epsilon `$ be the positive constants of Proposition 5.1. Then, one has for all $`n0`$ and all $`zB_n`$,

$$\begin{array}{ccc}\hfill \widehat{P}_n\delta _1Dw_n(z)_{s,s^{}}^{(n)}& \frac{1}{2}\epsilon r^{\frac{n}{2}},\hfill & (6.27)\\ \hfill \widehat{P}_n\tau _n_{s,s^{}}^{(n)}& \epsilon r^n.\hfill & (6.28)\end{array}$$

Proof. Proceeding by induction, we suppose that Proposition 5.1 and Lemma 6.1 are true up to some $`n1`$, $`n1`$. We start with (6.27) and compute from $`\delta _1Dw_n(z)=Dw_n(z)Dw_n(0)`$ and the recursive relation (6.24) that

$$\delta _1Dw_n(z)=\stackrel{~}{H}_n(\stackrel{~}{z}_0)\left(D\stackrel{~}{w}_{n1}(\stackrel{~}{z})D\stackrel{~}{w}_{n1}(\stackrel{~}{z}_0)\right)H_n(\stackrel{~}{z}),$$

where $`\stackrel{~}{z}_0=R_n(0)`$ and $`\stackrel{~}{H}_n(\stackrel{~}{z}_0)=1+Dw_{n1}(\stackrel{~}{z}_0)H_n(\stackrel{~}{z}_0)\mathrm{\Gamma }_n`$. As previously, the inductive bound (5.8) implies $`\widehat{P}_n\stackrel{~}{H}_n(\stackrel{~}{z}_0)_s^{}^{(n1)}2`$. Using (6.12) and $`\widehat{P}_n\stackrel{~}{H}_n=\widehat{P}_n\stackrel{~}{H}_n\widehat{P}_{n1}`$, one infers from the identity $`D\stackrel{~}{w}_{n1}(\stackrel{~}{z})D\stackrel{~}{w}_{n1}(\stackrel{~}{z}_0)=\delta _1D\stackrel{~}{w}_{n1}(\stackrel{~}{z})\delta _1D\stackrel{~}{w}_{n1}(\stackrel{~}{z}_0)`$ that for all $`z\frac{1}{8}B_{n1}`$,

$$\widehat{P}_n\delta _1Dw_n(z)_{s,s^{}}^{(n1,n)}C\underset{z^{}{\scriptscriptstyle \frac{1}{2}}B_{n1}}{sup}\widehat{P}_{n1}\delta _1D\stackrel{~}{w}_{n1}(z^{})_{s,s^{}}^{(n1)}.$$

Since $`\delta _1D\stackrel{~}{w}_{n1}=\delta _1Dw_{n1}`$, the recursive bound (6.27) leads to

$$\widehat{P}_n\delta _1Dw_n(z)_{s,s^{}}^{(n1,n)}C\epsilon r^{\frac{n1}{2}},$$

for all $`z\frac{1}{8}B_{n1}`$. Finally, iterating bound (6.27) is completed by restricting $`z`$ to $`B_n\frac{1}{8}B_{n1}`$ and using (4.12) with $`\gamma =8r`$.

Next, we turn to (6.28), the estimate for the off-diagonal part of $`Dw_n(0)`$. The norm of $`\tau _n`$ reads

$$\widehat{P}_n\tau _n_{s,s^{}}^{(n)}=\underset{𝐤^{}^n}{sup}\underset{q^{}S_𝐤^{}^n}{sup}\underset{𝐤^n}{}\underset{qS_𝐤^n}{}|𝒫_𝐤^n\tau _n(q,q^{})𝒫_𝐤^{}^n|_{s,s^{}},$$

and one infers from (6.27) and the a priori bound (6.25) that

$$|𝒫_𝐤^n\tau _n(q,q^{})𝒫_𝐤^{}^n|_{s,s^{}}2\epsilon \eta ^{n1}+\frac{1}{2}\epsilon r^{\frac{n}{2}}3\epsilon .$$
$`(6.29)`$
The latter is valid for all $`\beta `$ with $`|Im\beta |<\alpha _{n1}`$. Let now $`\beta ^{}`$ with $`|Im\beta ^{}|<\alpha _n`$. Then, shifting $`\beta ^{}`$ to $`\beta =\beta ^{}i(\alpha _{n1}\alpha _n)(qq^{})/|qq^{}|`$, one obtains

$$\tau _{n\beta ^{}}(q,q^{})=e^{i(\beta ^{}\beta )(qq^{})}\tau _{n\beta }(q,q^{})=e^{n^2\alpha _{n1}|qq^{}|}\tau _{n\beta }(q,q^{}).$$
$`(6.30)`$
Hence, since $`|Im\beta |<\alpha _{n1}`$ for such $`\beta ^{}`$, (6.29) and (6.30) lead to

$$\widehat{P}_n\tau _n_{s,s^{}}^n3\epsilon \underset{𝐤^{}^n}{sup}\underset{q^{}S_𝐤^{}^n}{sup}\underset{𝐤^n}{}\underset{\genfrac{}{}{0pt}{}{qS_𝐤^n}{qq^{}}}{}e^{n^2\alpha _{n1}|qq^{}|}.$$
$`(6.31)`$
We now show that every term in the previous sum yields a super-exponentially small factor. Let $`qS_𝐤^n`$ and $`q^{}S_𝐤^{}^n`$ for some $`𝐤^n`$, $`𝐤^{}^n`$. Then, one estimates using (3.25) and (3.30) that if $`sign(\omega q)=sign(\omega q^{})`$,

$$d(|\omega (qq^{})|,𝒞_𝐤^n+𝒞_𝐤^{}^n)\frac{1}{2}\eta ^n+|I_𝐤^n|+|I_𝐤^{}^n|3\overline{d}\eta ^n,$$

and that otherwise

$$d(|\omega (qq^{})|,|𝒞_𝐤^n𝒞_𝐤^{}^n|)\frac{1}{2}\eta ^n+|I_𝐤^n|+|I_𝐤^{}^n|3\overline{d}\eta ^n.$$

Therefore, since $`qq^{}`$, it follows from (5.3) and $`\omega \mathrm{\Omega }_n(K)`$ that

$$|qq^{}|\mathrm{min}(\left(\frac{K}{3\overline{d}}\right)^{1/\nu },K)\eta ^{n/\nu }.$$

Hence, the contribution of each term in (6.31) is super-exponentially small, and (6.28) follows for some $`r\eta <1`$.

Finally, we turn to $`\sigma _n`$, the diagonal part of $`Dw_n(0)`$ in the decomposition (6.26). We first state a result about the continuity properties of the kernel $`\sigma _n(q,q)`$, namely that $`\mathrm{\Delta }_p\sigma _n=t_p\sigma _n\sigma _n`$ is of order $`|\omega p|`$. More precisely, one has the

Proposition 6.2. Suppose that Proposition 5.1 is valid up to $`n1`$ for some $`n1`$. Then, the diagonal part $`\sigma _n(z)`$ of $`Dw_n(z)`$ satisfies for all $`zB_n`$ and all $`p`$ such that $`|\omega p|<\frac{1}{16}\eta ^{n1}`$,

$$\begin{array}{ccc}\hfill \widehat{P}_n\mathrm{\Delta }_p\sigma _n(z)_{s,s^{}}^n& \epsilon ^{\frac{3}{2}}|\omega p|.\hfill & (6.32)\end{array}$$

Delaying the proof of the above proposition to the end of this section, we now construct a diagonal operator $`A_n(h_s,h_s^{})`$ such that $`\stackrel{~}{\sigma }_n\sigma _nA_n`$ obeys

$$\widehat{P}_n\stackrel{~}{\sigma }_n_{s,s^{}}^n=\underset{𝐤^n}{sup}\underset{qS_𝐤^n}{sup}|𝒫_𝐤^n\stackrel{~}{\sigma }_n(q,q)𝒫_𝐤^n|_{s,s^{}}\frac{1}{2}\epsilon \eta ^n.$$
$`(6.33)`$
The equality above follows from the sets $`S_𝐤^n`$ being pairwise disjoint. This will conclude the proof of iterating (5.8), since (6.27), (6.28) and (6.33) imply that the derivative of $`\stackrel{~}{w}_nw_nA_n`$ satisfies the required bound for $`r=r(\eta )`$ small enough. In order to obtain bound (6.33) by using the continuity property (6.32), we would like to construct $`A_n`$ as an approximation of $`\sigma _n(q,q)`$ for $`\omega q`$ close to the normal frequencies in $`𝒞_𝐤^n`$, $`𝐤^n`$. To this end, we set $`\overline{\mu }_𝐤`$ to be the center of the interval $`I_𝐤^n`$ and, using that $`\{\omega q|qZ^d\}`$ is dense in $`R`$, we choose a sequence $`\{q_{l,𝐤}\}_{l1}S_𝐤^n`$ such that $`\omega q_{l,𝐤}>0`$ for all $`l1`$ and

$$\underset{l\mathrm{}}{lim}\omega q_{l,𝐤}=\overline{\mu }_𝐤.$$

Next, one defines the matrix $`\widehat{a}_{n,𝐤}(𝒥_𝐤^n)`$ by

$$\widehat{a}_{n,𝐤}\underset{l\mathrm{}}{lim}𝒫_𝐤^n\sigma _n(q_{l,𝐤},q_{l,𝐤})𝒫_𝐤^n.$$
$`(6.34)`$
Due to (6.32), the limit in (6.34) exists and does not depend on the particular choice of the sequence $`\{q_{l,𝐤}\}_{l1}`$. Finally, setting

$$a_n\underset{𝐤^n}{}\widehat{a}_{n,𝐤},$$
$`(6.35)`$
we define the operator $`A_n:hh`$ as given by the diagonal kernel

$$A_n(q,q)=a_n\mathrm{I}_{𝒬_\omega ^+}(q)+\overline{a_n}\mathrm{I}_{𝒬_\omega ^{}}(q)$$
$`(6.36)`$
for all $`qZ^d`$. We note that by construction, (5.11) is clearly satisfied. Furthermore, it follows from (5.19) and (5.20) that $`a_n`$ is indeed hermitian. Let us check that definition (6.36) leads to the required bound (6.33). By construction, one has for all $`𝐤^n`$,

$$\underset{l\mathrm{}}{lim}𝒫_𝐤^n\stackrel{~}{\sigma }_n(q_{l,𝐤},q_{l,𝐤})𝒫_𝐤^n=0.$$
$`(6.37)`$
On the other hand, since $`\mathrm{\Delta }_pA_n=0`$, bound (6.32) is also satisfied by $`\stackrel{~}{\sigma }_n`$, which by definition of the norm implies that

$$|𝒫_𝐤^n\mathrm{\Delta }_p\stackrel{~}{\sigma }_n(q,q)𝒫_𝐤^n|_{s,s^{}}\epsilon ^{\frac{3}{2}}|\omega p|,$$
$`(6.38)`$
for all $`qS_𝐤^n`$, $`𝐤^n`$, and $`pZ^d`$ with $`|\omega p|<\frac{1}{16}\eta ^{n1}`$. The definition of $`S_𝐤^n`$ together with (3.30) implies that $`|\omega (qq^{})|2\overline{d}\eta ^n\frac{1}{16}\eta ^{n1}`$ for all $`q,q^{}S_𝐤^n`$ with $`sign(\omega q)=sign(\omega q^{})`$ and $`\eta `$ small enough. Therefore, using

$$\stackrel{~}{\sigma }_n(q,q)=\stackrel{~}{\sigma }_n(q^{},q^{})+\mathrm{\Delta }_{qq^{}}\stackrel{~}{\sigma }_n(q^{},q^{}),$$

one infers from (6.38) that for all $`q_{l,𝐤}`$ and $`qS_𝐤^n`$ with $`\omega q>0`$,

$$|𝒫_𝐤^n\stackrel{~}{\sigma }_n(q,q)𝒫_𝐤^n|_{s,s^{}}|𝒫_𝐤^n\stackrel{~}{\sigma }_n(q_{l,𝐤},q_{l,𝐤})𝒫_𝐤^n|_{s,s^{}}+\epsilon ^{\frac{3}{2}}|\omega (qq_{l,𝐤})|,$$
$`(6.39)`$
which, with (6.37), leads to

$$|𝒫_𝐤^n\stackrel{~}{\sigma }_n(q,q)𝒫_𝐤^n|_{s,s^{}}2\overline{d}\epsilon ^{\frac{3}{2}}\eta ^n.$$
$`(6.40)`$
For $`qS_𝐤^n`$ with $`\omega q<0`$, we note that (6.39) is also valid if one replaces $`q_{l,𝐤}`$ by $`q_{l,𝐤}`$, and, due to (5.19), that the same is true of (6.37). Therefore, (6.40) holds for all $`qS_𝐤^n`$, $`𝐤^n`$, and bound (6.33) follows by taking $`\epsilon `$ small enough. Finally, we check that $`A_n`$ obeys (5.9). The a priori bound (6.25) together with (6.33) imply that $`\widehat{P}_nA_n_{s,s^{}}^{(n)}3\epsilon \eta ^{n1}`$, which, with (5.11) and definition (6.36), leads to (5.9).

To complete the proof of part (c) of Proposition 5.1, we are left with the

Proof of Proposition 6.2. Denoting

$$Dw_n(z)=\sigma _n(z)+\tau _n(z),$$

with $`\sigma _n(z)(q,q^{})=Dw_n(z)(q,q^{})\delta _{qq^{}}`$, one computes from (6.24) the recursive relation

$$\sigma _n(z)=\left(\stackrel{~}{\sigma }_{n1}(\stackrel{~}{z})+T_n(z)\right)H_n(\stackrel{~}{z}),$$
$`(6.41)`$
where

$$\begin{array}{cc}\hfill H_n(\stackrel{~}{z})& =\left(1\mathrm{\Gamma }_n\stackrel{~}{\sigma }_{n1}(\stackrel{~}{z})\right)^1,\hfill \\ \hfill T_n(z)(q,q^{})& =\left[\tau _n(z)\mathrm{\Gamma }_n\tau _{n1}(\stackrel{~}{z})\right](q,q^{})\delta _{qq^{}}.\hfill \end{array}$$

Setting

$$_n(z)\stackrel{~}{\sigma }_{n1}\left(H_n(\stackrel{~}{z})1\right),𝒯_n(z)T_n(z)H_n(\stackrel{~}{z}),$$

and using $`\mathrm{\Delta }_p\stackrel{~}{\sigma }_{n1}=\mathrm{\Delta }_p\sigma _{n1}`$ together with the identity $`\mathrm{\Delta }_p\sigma _0=0`$, one applies (6.41) recursively to obtain

$$\mathrm{\Delta }_p\sigma _n(z)=\underset{m=1}{\overset{n}{}}\mathrm{\Delta }_p\left(_m(z_m)+𝒯_m(z_m)\right),$$
$`(6.42)`$
where $`z_m=F_n^{m+1}(z)`$, cf (6.14), with $`F_n^{n+1}1\mathrm{l}`$. Note that $`_m(z)`$ is diagonal and can be rewritten as

$$_m(z)=\stackrel{~}{\sigma }_{m1}(\stackrel{~}{z})\mathrm{\Gamma }_m\stackrel{~}{\sigma }_{m1}(\stackrel{~}{z})H_m(\stackrel{~}{z}).$$
$`(6.43)`$
As shown below, each term in (6.42) is easily seen to be of order $`\epsilon ^2|\omega p|`$. Thus, the main issue in obtaining (6.32) is to ensure that taking the sum will deteriorate the bound only slightly. Let us first consider the terms involving the quantities $`\mathrm{\Delta }_p𝒯_m`$. They are higher order terms, since $`𝒯_m`$ is quadratic in the off-diagonal part $`\tau _m`$ which, as shown in Lemma 6.1, are bounded by powers of $`r`$. Indeed, as carried out in the Appendix, one has for all $`m=1,\mathrm{},n`$ and $`zB_m`$,

$$\widehat{P}_m\mathrm{\Delta }_p𝒯_m(z)_{s,s^{}}^{(m)}\epsilon ^2\eta ^m|\omega p|,$$
$`(6.44)`$
so that

$$\underset{m=1}{\overset{n}{}}\widehat{P}_n\mathrm{\Delta }_p𝒯_m(z)_{s,s^{}}^{(n)}\underset{m=1}{\overset{n}{}}\widehat{P}_m\mathrm{\Delta }_p𝒯_m(z)_{s,s^{}}^{(m)}\epsilon ^2|\omega p|.$$
$`(6.45)`$
On the other hand, the terms involving $`\mathrm{\Delta }_p_m`$ are not higher order terms. Since

$$\mathrm{\Delta }_pH_m(\stackrel{~}{z})=t_pH_m(\stackrel{~}{z})\left(\mathrm{\Delta }_p\mathrm{\Gamma }_mt_p\stackrel{~}{\sigma }_{m1}(\stackrel{~}{z})+\mathrm{\Gamma }_m\mathrm{\Delta }_p\stackrel{~}{\sigma }_{m1}(\stackrel{~}{z})\right)H_m(\stackrel{~}{z}),$$

(5.18) with $`\sigma =s+\xi \gamma `$ and $`n`$ replaced by $`m`$ yields with the recursive bound (6.32)

$$\mathrm{\Delta }_pH_m(\stackrel{~}{z})_s^{(m2)}\eta ^m|\omega p|.$$
$`(6.46)`$
Thus, using in addition the recursive bounds (5.8) and (6.32), together with

$$H_m(\stackrel{~}{z})1_s^{(m1)}=\mathrm{\Gamma }_m\stackrel{~}{\sigma }_{m1}(\stackrel{~}{y})H_m(\stackrel{~}{z})_s^{(m1)}C\epsilon ,$$

one obtains for all $`m=1,\mathrm{},n`$ and $`zB_m`$,

$$\widehat{P}_n\mathrm{\Delta }_p_m(z)_{s,s^{}}^{(n)}\widehat{P}_m\mathrm{\Delta }_p_m(z)_{s,s^{}}^{(m)}C\epsilon ^2|\omega p|,$$
$`(6.47)`$
to be compared with (6.44). However, one can actually show that

$$\begin{array}{ccc}\hfill _{m=1}^n\widehat{P}_n\mathrm{\Delta }_p_m(z)_{s,s^{}}^{(n)}& \underset{𝐤^n}{sup}\underset{qS_𝐤^n}{sup}\underset{m=1}{\overset{n}{}}|\mathrm{\Delta }_p_m(z)(q)|_{s,s^{}}\hfill & (6.48)\\ & C\epsilon ^2|\omega p|,\hfill & (6.49)\end{array}$$

with another $`n`$-independent constant $`C`$. Although (6.47) yields the a priori bound $`|\mathrm{\Delta }_p_m(z)(q)|_{s,s^{}}C\epsilon ^2|\omega p|`$ for all $`qS_𝐤^n`$ and $`𝐤^n`$, (6.49) will follow from the fact that all but a finite number of terms in (6.48) are identically zero. More precisely, there is for all $`𝐤^n`$ a set $`𝒵_𝐤^n\{1,\mathrm{},n\}`$ with $`\mathrm{\#}𝒵_𝐤^n`$ uniformly bounded in $`n`$ and $`𝐤`$ such that for all $`qS_𝐤^n`$,

$$|\mathrm{\Delta }_p_m(z)(q)|_{s,s^{}}0\mathrm{if}m𝒵_𝐤^n.$$
$`(6.50)`$
This leads to (6.49) and concludes the proof of bound (6.32), since (6.42), (6.45) and (6.49) lead to (6.32) by taking $`\epsilon `$ small enough and by noting that $`z_mB_m`$ for all $`zB_n`$, cf. (6.15). Identity (6.50) for some finite set $`𝒵_𝐤^n`$ follows from the expression (6.43) for $`_m`$ since by localization of scales $`\mathrm{\Gamma }_m(q)=(A^1Q_mP_{m1})(q)=0`$ for most $`mn`$ if $`qS_𝐤^n`$. More precisely, one computes that

$$Q_m(q)P_{m1}(q)=\underset{\stackrel{~}{𝐤}^m}{}\left(1\chi _{\stackrel{~}{𝐤}}^m(q)\right)\chi _{\stackrel{~}{𝐤}_{m1}}^{m1}(q)𝒫_{\stackrel{~}{𝐤}}^m,$$

where the index $`\stackrel{~}{𝐤}_{m1}`$ serves to denote the (unique) subspace $`𝒥_{\stackrel{~}{𝐤}_{m1}}^{m1}`$ containing $`𝒥_{\stackrel{~}{𝐤}}^m`$. Fix now some $`𝐤^n`$. Then one has for all $`qS_𝐤^n`$ and all $`m<n`$,

$$Q_m(q)P_{m1}(q)=\underset{\genfrac{}{}{0pt}{}{\stackrel{~}{𝐤}^m}{\stackrel{~}{𝐤}𝐤_m}}{}\chi _{\stackrel{~}{𝐤}_{m1}}^{m1}(q)𝒫_{\stackrel{~}{𝐤}}^m=𝒫_{𝒥_{𝐤_{m1}}^{m1}𝒥_{𝐤_m}^m},$$

since by construction $`\chi _{𝐤_m}^m(q)=1`$ for such $`m`$ and $`q`$. Therefore, $`Q_m(q)P_{m1}(q)=0`$ for all $`qS_𝐤^n`$ if $`m<n`$ is such that $`𝒥_{𝐤_m}^m=𝒥_{𝐤_{m1}}^{m1}`$. On the other hand, $`𝒥_{𝐤_m}^m`$ is a strict subspace of $`𝒥_{𝐤_{m1}}^{m1}`$ only if $`\mathrm{\#}𝒞_{𝐤_m}^m<\mathrm{\#}𝒞_{𝐤_{m1}}^{m1}`$, i.e., if the eigenvalues contained in $`𝒞_{𝐤_{m1}}^{m1}`$ have been divided after perturbation by $`a_{m1}`$ into two (or more) clusters. But this can be true only for finitely many $`m`$ since the original eigenvalues $`\mu _k`$ are finitely many times degenerate. Hence, there is an $`L<\mathrm{}`$ such that for all $`n1`$ and all $`1mn`$, one has $`\widehat{P}_n_m(q)=0`$, except for some $`m_1,\mathrm{},m_L`$. Since the same is true of $`\widehat{P}_nt_p_m(q)`$ provided that $`p`$ satisfies $`|\omega p|<\eta ^{n1}/16`$, (6.50) follows.

6.4. The Cluster Decomposition

We now check that point (d) of Proposition 5.1 holds. First, (5.9), (5.10) and (5.11) lead to, for $`𝐤=(k,)^n`$,

$$|a_n𝒫_𝐤^n|_{(𝒥_𝐤^n)}3k^{\gamma \xi }\epsilon \eta ^{n1},$$
$`(6.51)`$
which, since $`\mu _k^2ck^{2\gamma }`$ by hypothesis (H1), implies that $`\mu ^2+_{m=0}^na_m\stackrel{~}{\mu }_{n+1}^2`$ is positive definite for $`\epsilon =\epsilon (c,\eta )`$ small enough. Next, it follows from $`a_n`$ being hermitian that $`\sigma (\stackrel{~}{\mu }_{n+1})R^+`$. Furthermore, using (5.11) and the fact that $`𝒥_𝐤^n`$ is by definition an invariant subspace for $`\stackrel{~}{\mu }_n`$, one infers from $`\mu _kck^\gamma `$, the asymptotic (5.13) for $`\stackrel{~}{\mu }_n`$, and the estimate (6.51), that

$$|a_n\stackrel{~}{\mu }_n^1𝒫_𝐤^n|_{(𝒥_𝐤^n)}3c^1k^\xi \epsilon \eta ^{n1}.$$

Therefore, denoting by $`𝒫_k`$ the projector onto the $`k^{\mathrm{th}}`$ component of $`\widehat{}^{\mathrm{}}=_{k1}C^{d_k}`$, one obtains

$$\stackrel{~}{\mu }_{n+1}𝒫_k=\left[\stackrel{~}{\mu }_n^2+a_n\right]^{{\scriptscriptstyle \frac{1}{2}}}𝒫_k=\stackrel{~}{\mu }_n𝒫_k+𝒪(k^\xi \epsilon \eta ^{n1}),$$
$`(6.52)`$
which, since $`\mu 𝒫_k=\mu _k1\mathrm{l}_{d_k}`$, implies by recursion that

$$\stackrel{~}{\mu }_{n+1}𝒫_k=\mu _k1\mathrm{l}_{d_k}+𝒪(\epsilon k^\xi ).$$

Hence, the asymptotic (5.13) holds, where for each $`k1`$ the sequence of clusters $`𝒞_{k,i}^{n+1}`$, $`i=1,\mathrm{},M_k^{n+1}`$, forms a partition of the component $`\sigma (\stackrel{~}{\mu }_{n+1}𝒫_k)`$ satisfying $`d(𝒞_{k,i}^{n+1},𝒞_{k,j}^{n+1})>\eta ^{n+1}`$ for $`ij`$. This partition is unique if $`M_k^{n+1}`$ is required to be maximal. Furthermore, it follows from (1.13) and (1.14) in (H1) that for $`\epsilon =\epsilon (c)`$ small enough, the components $`\sigma (\stackrel{~}{\mu }_{n+1}𝒫_k)`$ are well separated. Therefore, the sets $`S_𝐤^{n+1}`$, $`𝐤^{n+1}`$, defined according to (3.25) are pairwise disjoint. Next, (6.52) and the gap condition (5.12) with $`n+1`$ replaced by $`n`$ imply that for $`\epsilon =\epsilon (c,\eta )`$ small enough, every cluster $`𝒞_{k,i}^{n+1}`$ is composed of perturbed eigenvalues belonging to a unique $`𝒞_{k,j_i^{n+1}}^n`$. The distance between these two clusters is at most of order $`𝒪(k^\xi \epsilon \eta ^{n1})`$, so that (3.31) follows for $`n+1`$ by induction. In order to iterate (3.32), we note that by definition, $`𝒥_𝐤^{n+1}`$ is the eigenspace of $`\stackrel{~}{\mu }_{n+1}`$ associated with $`𝒞_𝐤^{n+1}`$, $`𝐤^{n+1}`$, and that every $`𝒥_𝐤^{}^n`$, $`𝐤^{}^n`$, is also an invariant subspace for $`\stackrel{~}{\mu }_{n+1}`$ by (5.11). Therefore, each $`𝒥_{k,i}^{n+1}`$ is contained in a unique $`𝒥_{k,j_i^{n+1}}^n`$, namely, the eigenspace associated with $`𝒞_{k,j_i^{n+1}}^n`$. Finally, we check that (3.33) iterates. This is a simple consequence of (3.32) and $`S_{k,i}^{n+1}S_{k,j_i^{n+1}}^n`$, the latter following from (6.52) for $`\epsilon `$ small enough.

7. Measure Estimate

In this section, we prove Proposition 5.2, namely, that $`\mathrm{\Omega }^{}(K)=_{n1}\mathrm{\Omega }_n(K)`$ satisfies

$$\underset{K0}{lim}\mathrm{meas}(\mathrm{\Omega }\mathrm{\Omega }^{}(K))=0,$$
$`(7.1)`$
for all bounded $`\mathrm{\Omega }R^d`$. The strategy is standard and consists in studying the complementary sets of $`\mathrm{\Omega }_n(K)`$. For $`n1`$, $`b>0`$, and $`qZ^d`$, let us define

$$\mathrm{\Sigma }_{q,b}^n\left(\underset{𝐤^𝐧}{}\mathrm{\Sigma }_{q,b}^{n;𝐤}\right)\left(\underset{𝐤,𝐤^{}^n}{}\mathrm{\Sigma }_{q,b}^{n;𝐤,𝐤^{}}\right),$$

where

$$\begin{array}{cc}\hfill \mathrm{\Sigma }_{q,b}^{n;𝐤}& =\{\omega R^d|d(|\omega q|,𝒞_𝐤^n)b\},\hfill \\ \hfill \mathrm{\Sigma }_{q,b}^{n;𝐤,𝐤^{}}& =\{\omega R^d|d(|\omega q|,|𝒞_𝐤^n\pm 𝒞_𝐤^{}^n|)b\}.\hfill \end{array}$$

Next, with

$$𝒵_n\{qZ^d|K^{\frac{1}{\nu }}\eta ^{\frac{n1}{\nu }}|q|<K^{\frac{1}{\nu }}\eta ^{\frac{n}{\nu }}\},$$

and

$$\mathrm{\Sigma }^{}(K)\underset{n1}{}\underset{q𝒵_n}{}\mathrm{\Sigma }_{q,2K|q|^\nu }^n,$$

one shows first, that for all bounded $`\mathrm{\Omega }R^d`$,

$$\mathrm{meas}\left(\mathrm{\Omega }\mathrm{\Sigma }^{}(K)\right)C_\mathrm{\Omega }K^{\frac{\xi }{\xi +1}},$$
$`(7.2)`$
for some constant $`C_\mathrm{\Omega }`$ depending on $`\mathrm{\Omega }`$ only, and, second, that

$$\left[\mathrm{\Sigma }^{}(K)\right]^c\mathrm{\Omega }^{}(K).$$
$`(7.3)`$
Obviously, (7.1) follows from (7.2) and (7.3). Below, $`C_\mathrm{\Omega }`$ will denote a generic constant that may change from place to place but depends on $`\mathrm{\Omega }`$ only.

Let us start with the bound (7.2). One has

$$\mathrm{meas}\left(\mathrm{\Omega }\mathrm{\Sigma }^{}(K)\right)\underset{n1}{}\underset{q𝒵_n}{}\left(T_{q,2K|q|^\nu }^n+\widehat{T}_{q,2K|q|^\nu }^n\right),$$
$`(7.4)`$
where

$$T_{q,b}^n=\underset{𝐤^n}{}\mathrm{meas}\left(\mathrm{\Omega }\mathrm{\Sigma }_{q,b}^{n;𝐤}\right),\widehat{T}_{q,b}^n=\mathrm{meas}\left(\mathrm{\Omega }\underset{𝐤,𝐤^{}^n}{}\mathrm{\Sigma }_{q,b}^{n;𝐤,𝐤^{}}\right).$$
$`(7.5)`$
To treat the terms on the right hand side of (7.4) involving the quantities $`T_{q,b}^n`$, we first use (3.30) to estimate,

$$\mathrm{meas}\left(\mathrm{\Omega }\mathrm{\Sigma }_{q,b}^{n;𝐤}\right)C_\mathrm{\Omega }(b+\overline{d}\eta ^n).$$

Next, we note that the asymptotic behavior of the clusters $`𝒞_𝐤^n`$, cf. (1.12) and (5.13), implies that $`\mathrm{\Omega }\mathrm{\Sigma }_{q,b}^{n;𝐤}`$ is empty if $`𝐤=(k,)`$ satisfies $`kC_\mathrm{\Omega }|q|`$ for some constant $`C_\mathrm{\Omega }`$. Hence, since the number of indices $`𝐤`$ of the form $`(k,)`$ is uniformly bounded in $`k`$, the number of terms which are non-zero in the sum defining $`T_{q,b}^n`$ is proportional to $`|q|`$, and one obtains the estimate $`T_{q,b}^nC_\mathrm{\Omega }|q|(b+\overline{d}\eta ^n)`$. Finally, the fact that $`q𝒵_n`$ satisfies $`\eta ^nK|q|^\nu `$ leads to

$$\underset{n1}{}\underset{q𝒵_n}{}T_{q,2K|q|^\nu }^nC_\mathrm{\Omega }\left(2K+\overline{d}K\right)\underset{qZ^d}{}|q|^{1\nu }C_\mathrm{\Omega }K,$$
$`(7.6)`$
for $`\nu =\nu (d)`$ large enough. To treat the remaining terms in (7.4), we first note that, as above,

$$\mathrm{meas}\left(\mathrm{\Omega }\mathrm{\Sigma }_{q,b}^{n;𝐤,𝐤^{}}\right)C_\mathrm{\Omega }(b+2\overline{d}\eta ^n).$$
$`(7.7)`$
Next, one distinguishes the cases $`\gamma =1`$ and $`\gamma >1`$. If $`\gamma >1`$, then for $`k^{}>k`$ the inequality $`k^\gamma k^\gamma >k^{\gamma 1}`$ and the asymptotic (1.13) imply that $`\mathrm{\Omega }\mathrm{\Sigma }_{q,b}^{n;𝐤,𝐤^{}}`$ is empty for $`𝐤=(k,)`$ and $`𝐤^{}=(k^{},)`$ such that $`k^{}C_\mathrm{\Omega }|q|^{1/(\gamma 1)}k_q`$. Furthermore, it follows from (5.13) that for $`k_b=b^{\frac{1}{\xi +1}}`$,

$$\mathrm{meas}\left(\underset{\genfrac{}{}{0pt}{}{k>Ck_b}{i,j}}{}\mathrm{\Sigma }_{q,b}^{n;(k,i),(k,j)}\right)Ck_b^\xi .$$

Therefore, one obtains with (7.7)

$$\begin{array}{cc}\hfill \widehat{T}_{q,b}^n& Cb^{\frac{\xi }{\xi +1}}+\underset{k=1}{\overset{Ck_b}{}}\mathrm{meas}(\mathrm{\Omega }\mathrm{\Sigma }_{q,b}^{n;(k,i),(k,j)})+\underset{\genfrac{}{}{0pt}{}{k^{}=2}{k<k^{}}}{\overset{k_q}{}}\mathrm{meas}(\mathrm{\Omega }\mathrm{\Sigma }_{q,b}^{n;(k,i),(k^{},j)})\hfill \\ & Cb^{\frac{\xi }{\xi +1}}+C_\mathrm{\Omega }(b+2\overline{d}\eta ^n)\left(b^{\frac{1}{\xi +1}}+|q|^{\frac{2}{\gamma 1}}\right).\hfill \end{array}$$

This finally leads to, using again that $`\eta ^nK|q|^\nu `$ for $`q𝒵_n`$,

$$\underset{n1}{}\underset{q𝒵_n}{}\widehat{T}_{q,2K|q|^\nu }^nCK^{\frac{\xi }{1+\xi }}\underset{qZ^d}{}|q|^{\nu \frac{\xi }{1+\xi }}+C_\mathrm{\Omega }K\underset{qZ^d}{}|q|^{\frac{2}{\gamma 1}\nu }C_\mathrm{\Omega }K^{\frac{\xi }{1+\xi }},$$
$`(7.8)`$
for $`\xi >0`$ and $`\nu =\nu (d,\xi )`$ large enough. We now consider the case $`\gamma =1`$. From (5.13) and the asymptotic behavior (1.14), it follows first that $`\mathrm{\Omega }\mathrm{\Sigma }_{q,b}^{n;𝐤,𝐤^{}}`$ is empty for $`𝐤=(k,)`$ and $`𝐤^{}=(k^{},)`$ with $`k^{}k=lC|q|`$, and second that for all $`l0`$

$$\mathrm{meas}\left(\underset{\genfrac{}{}{0pt}{}{k>Ck_b}{i,j}}{}\mathrm{\Sigma }_{q,b}^{n;(k,i),(k+l,j)}\right)Ck_b^\xi ,$$

where $`k_b=b^{\frac{1}{\xi +1}}`$. Therefore, (7.7) leads to

$$\widehat{T}_{q,b}^nC|q|b^{\frac{\xi }{\xi +1}}+C_\mathrm{\Omega }b^{\frac{1}{\xi +1}}|q|(b+2\overline{d}\eta ^n),$$

and one finally obtains for $`\nu =\nu (d,\xi )`$ large enough,

$$\underset{n1}{}\underset{q𝒵_n}{}\widehat{T}_{q,2K|q|^\nu }^nC_\mathrm{\Omega }K^{\frac{\xi }{1+\xi }}\underset{qZ^d}{}|q|^{1\nu \frac{\xi }{1+\xi }}C_\mathrm{\Omega }K^{\frac{\xi }{1+\xi }}.$$
$`(7.9)`$
Inserting (7.6) and (7.9) into (7.4) yields (7.2).

We now check that (7.3) holds. If $`\omega \mathrm{\Sigma }^{}(K)`$, then the following is true for all $`n1`$, $`q𝒵_n`$ and $`𝐤,𝐤^{}^n`$,

$$\begin{array}{ccc}& d(|\omega q|,𝒞_𝐤^n)>2K|q|^\nu ,\hfill & (7.10)\\ & d(|\omega q|,|𝒞_𝐤^n\pm 𝒞_𝐤^{}^n|)>2K|q|^\nu .\hfill & (7.11)\end{array}$$

Next, we verify that for such $`\omega `$, this implies that bounds (7.10) and (7.11) hold for all $`q_{m=1}^n𝒵_m`$ provided one replaces the constant $`2K`$ on the right hand side by $`K`$. This in turn implies that $`\omega \mathrm{\Omega }_n(K)`$ for all $`n1`$, so that $`\omega \mathrm{\Omega }^{}(K)`$. Let $`m<n`$ and fix some $`𝐤^n`$. Then, recalling (3.31), namely that there is at least one $`𝐤^{}^m`$ for which

$$\underset{xI_𝐤^n}{sup}\underset{yI_𝐤^{}^m}{inf}d(x,y)\eta ^{m+1},$$

and since, on the other hand, $`\eta ^m<K|q|^\nu `$ whenever $`q𝒵_m`$, one infers from (7.10) with $`n`$ replaced by $`m`$ that for $`q𝒵_m`$ and $`\eta <1`$,

$$\begin{array}{ccc}\hfill d(|\omega q|,𝒞_𝐤^n)& \left|d(|\omega q|,𝒞_𝐤^{}^m)\eta ^{m+1}\right|\hfill & \\ & (2K\eta K)|q|^\nu \hfill & \\ & >K|q|^\nu .\hfill & (7.12)\end{array}$$

Since (7.12) holds for all $`q𝒵_m`$, $`1mn`$, one concludes that $`d(|\omega q|,𝒞_𝐤^n)>K|q|^\nu `$ whenever $`0<|q|<K\eta ^{n/\nu }`$. In a similar way, one derives an identical lower bound on $`d(|\omega q|,|𝒞_𝐤^n\pm 𝒞_𝐤^{}^n|)`$, thus achieving the proof of (7.3) and (7.1).

8. Proof of Theorem 1.1

Defining $`z_nF_n(0)`$, we now show that $`z_n`$ converges in $`h_s`$, as $`n\mathrm{}`$, to a function $`z`$ whose Fourier transform is real analytic and provides a solution of equation (3.4). Using $`F_n(0)=F_{n1}(R_n(0))`$, cf. (3.13), one computes that

$$z_nz_{n1}=\delta _1F_{n1}\left(R_n(0)\right).$$

According to (6.5), $`R_n(0)=H_n\mathrm{\Gamma }_nw_{n1}(0)+u(0)`$, so that (5.6), (5.17), (6.9), (6.10) and the identity $`\mathrm{\Gamma }_n=\mathrm{\Gamma }_n\widehat{P}_{n1}`$ lead to

$$R_n(0)_{h_s^{n1}}\eta ^nr^{2(n1)}.$$

Therefore, since, $`F_{n1}𝒜_{n1}=H^{\mathrm{}}(B_{n1},h_s^{})`$, one can apply (4.12) to $`\delta _1F_{n1}`$ with $`\gamma =\eta ^nr^{n2}`$ to obtain

$$z_nz_{n1}_sC\eta ^nr^{n2}|F_{n1}|_{𝒜_{n1}},$$

and the convergence of $`z_n`$ in $`h_s`$ follows from the uniform bound (6.16) by taking $`r=r(\eta )`$ small enough. Bound (6.16) also implies $`z_\beta \epsilon `$ uniformly in the strip $`|Im\beta |<\alpha ^{}=\alpha _{n=2}^{\mathrm{}}(1n^2)`$. This yields the pointwise estimate

$$|z(q)|\epsilon e^{\alpha ^{}|q|},$$

and, consequently, ensures the real analyticity of the Fourier transform of $`z`$.

In order to prove that the limit $`z`$ solves equation (3.6), namely, $`K_0z=w_0(z)`$, we will show below that

$$K_0z_n=Q_nw_0(z_n)+A_{<n}P_nR_n(0).$$
$`(8.1)`$
where one has defined $`A_{<m}_{k=0}^{m1}A_k`$ for $`m=1\mathrm{},n`$. Since it follows from (6.12) and (5.9) that

$$A_kR_n(0)_s^{}C\epsilon \eta ^{k1}r^n,$$

the second term in the right hand side of (8.1) converges to zero in $`h_s^{}`$ as $`n\mathrm{}`$. Moreover, $`lim_n\mathrm{}Q_n=1\mathrm{l}`$ for each $`\omega \mathrm{\Omega }^{}`$, and since $`w_0`$ is analytic, one can take the $`n\mathrm{}`$ limit of equation (8.1) to conclude that $`z`$ solves (3.6). It thus remains to check that identity (8.1) holds. We will use the following relations

$$\begin{array}{ccc}& z_n=\underset{m=1}{\overset{n}{}}R_m(F_n^{m+1}(0)),\hfill & (8.2)\\ & w_m(F_n^{m+1}(0))=w_0(z_n)\underset{k=0}{\overset{m1}{}}A_kF_n^{k+1}(0),\hfill & (8.3)\end{array}$$

where $`F_n^m`$ is defined by (6.14) for $`mn`$, whereas $`F_n^{n+1}1\mathrm{l}`$. The first relation simply follows from $`z_n=F_n^1(0)`$ by using recursively the definitions (6.13) and (6.14). The second relation is obtained by using (3.19) and (3.16) to get

$$w_m(F_n^{m+1}(0))=w_{m1}(F_n^m(0))A_{m1}F_n^m(0),$$

which one applies recursively. Next, it follows from (8.2) that

$$K_0z_n=\underset{m=1}{\overset{n}{}}K_0R_m(F_n^{m+1}(0)),$$
$`(8.4)`$
whereas (8.3) and (3.19) imply, since $`R_m`$ solves equation (3.14) with $`n`$ replaced by $`m`$,

$$\begin{array}{ccc}\hfill K_mR_m(F_n^{m+1}(0))& =Q_mP_{m1}\stackrel{~}{w}_{m1}(F_n^m(0))\hfill & \\ & =Q_mP_{m1}\left(w_0(z_n)\underset{k=0}{\overset{m1}{}}A_kF_n^{k+1}(0)\right),\hfill & (8.5)\end{array}$$

where, for $`m=1`$, one denotes $`P_01\mathrm{l}`$. Therefore, since $`_{m=1}^nQ_mP_{m1}=Q_n`$ and $`K_0=K_m+_{k=0}^{m1}P_kA_k`$, (8.4) and (8.5) yield

$$K_0z_n=Q_nw_0(z_n)+\underset{m=1}{\overset{n}{}}T_m,$$
$`(8.6)`$
where $`T_m`$ is given by

$$T_m=\underset{k=0}{\overset{m1}{}}\left(P_kA_kR_m(F_n^{m+1}(0))Q_mP_{m1}A_kF_n^{k+1}(0)\right).$$
$`(8.7)`$
If $`P_k`$ and $`Q_k`$ were true projectors, namely, if the scales were defined in terms of sharp cut-off functions, cf. (3.26), then a straightforward calculation would show that $`T_m0`$. Nevertheless, although none of the quantities $`T_m`$ are zero, we check that

$$T_1=A_{<1}\widehat{R}_1\mathrm{and}T_m=A_{<m}\widehat{R}_mA_{<m1}\widehat{R}_{m1}\mathrm{for}m=2,\mathrm{},n,$$
$`(8.8)`$
where $`\widehat{R}_n=P_nR_n(0)`$ and for $`m=1,\mathrm{},n1`$,

$$\widehat{R}_m=P_mR_m(F_n^{m+1}(0))Q_mR_{m+1}(F_n^{m+2}(0)).$$

Thus, one is left with the small correction term $`_{m=1}^nT_m=A_{<n}P_nR_n(0)`$ as claimed in (8.1). To show (8.8), we note that $`A_k`$ commutes with $`P_m`$ and $`Q_m`$ for all $`k,m`$. Furthermore, one easily checks that $`Q_mR_{m1}=R_{m1}`$, $`P_{m1}R_{m+1}=R_{m+1}`$, and $`Q_mP_{m1}R_l=0`$ if $`lm1,m`$, or $`m+1`$. Hence, using in addition

$$F_n^{k+1}(0)=\underset{l=k+1}{\overset{n}{}}R_l(F_n^{l+1}(0)),$$

one obtains, decomposing the expression for $`T_m`$ (8.7) as $`T_m=T_m^{(1)}T_m^{(2)}`$,

$$\begin{array}{cc}\hfill T_m^{(1)}& =A_{<m1}R_m+A_{m1}P_{m1}R_m,\hfill \\ \hfill T_m^{(2)}& =A_{<m1}P_{m1}R_{m1}+A_{<m}\left(Q_mP_{m1}R_m+Q_mR_{m+1}\right),\hfill \end{array}$$

where $`A_{<m1}0`$ for $`m=1`$ and the last term in $`T_m^{(2)}`$ is absent for $`m=n`$. Substracting $`T_m^{(2)}`$ from $`T_m^{(1)}`$ finally leads to (8.8) by using the identities $`(1Q_m)P_{m1}=P_m`$ and $`1Q_mP_{m1}=Q_{m1}+P_m`$. This completes the proof that $`z=lim_n\mathrm{}z_n`$ solves (3.6).

The resulting solution $`Z=Z(\lambda ,\mathrm{\Phi },J)`$ of equation (3.4) depends analytically on $`\lambda `$ for $`|\lambda |<\lambda _0`$ and vanishes for $`\lambda =0`$. Its uniqueness follows from the fact that equation (3.4) completely determine the coefficients of the Taylor expansion of its solution in powers of $`\lambda `$. Furthermore, recall that $`\mathrm{\Phi }`$ and $`J`$ are parameters in $`w_n`$, the latter being analytic in $`(\mathrm{\Phi },J)O_B`$. Thus, $`Z`$ is also analytic in $`(\mathrm{\Phi },J)O_B`$.

These properties can be used, together with Theorem 4.1, to conclude the proof of Theorem 1.1, namely, to check that equation (1.7) has a unique solution $`𝒯=(\mathrm{\Phi },J,Z)`$, up to translation (1.10), analytic in $`\lambda `$ and vanishing for $`\lambda =0`$. To this end, introducing the variable $`Y=(\mathrm{\Phi },J)`$, we denote by $`Y_s(\lambda ,Z)`$ the solution of (3.3) and by $`Z_s(\lambda ,Y)`$ the solution of (3.4). Then, the solution $`𝒯(\lambda )`$ of (1.7) is given by $`𝒯=(Y_s(\lambda ,𝒵),𝒵)`$ where $`𝒵=𝒵(\lambda )`$ solves the functional fixed point equation

$$𝒵=Z_s(\lambda ,Y_s(\lambda ,𝒵))(𝒵,\lambda ).$$
$`(8.9)`$
To solve (8.9) for $`𝒵(\lambda )`$, we use the implicit function theorem. We first note that by Theorem 4.1, $`Y_s(\lambda ,Z)`$ is well defined in $`B`$ for $`|\lambda |<\lambda _1`$ and $`Z`$ in a small enough neighborhood of the origin $`O_sh_s`$, with $`Y_s(\lambda ,Z)|_{\lambda =0}=0`$ for all $`ZO_s`$. Hence, there is a $`\lambda _2>0`$ small enough such that $`Y_s(\lambda ,Z)O_B`$ for $`|\lambda |<\lambda _2`$ and $`ZO_s`$. It thus follows from the previous discussion that $``$ is analytic in $`|\lambda |<\lambda _2`$ and $`𝒵O_s`$ with $`(\lambda ,𝒵)h_s`$ and $`(\lambda ,𝒵)|_{\lambda =0}=0`$ for all $`𝒵O_s`$. One infers, in particular, that the solution of (8.9) at $`\lambda =0`$ is given by $`𝒵(\lambda )|_{\lambda =0}=0`$. Next, one computes

$$D_𝒵(𝒵,\lambda )=D_YZ_s(\lambda ,Y_s(\lambda ,𝒵))D_𝒵Y_s(\lambda ,𝒵).$$

Since $`Y_s(\lambda ,Z)|_{\lambda =0}=0`$ for all $`ZO_s`$ and $`Z_s(\lambda ,Y)|_{\lambda =0}=0`$ for all $`YO_B`$, it follows that $`D_𝒵Y_s(\lambda ,𝒵)|_{\lambda =0}=D_YZ_s(\lambda ,Y_s(\lambda ,𝒵))|_{\lambda =0}=0`$ for $`𝒵O_s`$, which, in turn, implies

$$D_𝒵(\lambda ,𝒵)|_{\genfrac{}{}{0pt}{}{\lambda =0}{𝒵=0}}=0.$$

Therefore, the existence for all $`|\lambda |<\lambda _2`$ of a unique $`𝒵(\lambda )O_s`$ solving (8.9) follows by the implicit function theorem.

Appendix

Proof of Lemma 5.3.

We first consider the estimate (5.17). Since $`\mathrm{\Gamma }_n`$ has a diagonal kernel, one has

$$\mathrm{\Gamma }_n_{\sigma ,\sigma +\gamma }=\underset{qZ^d}{sup}|K_n^1(q)Q_n(q)P_{n1}(q)|_{\sigma ,\sigma +\gamma },$$

and using (3.32) one easily computes that

$$\mathrm{\Gamma }_n(q)=\underset{𝐤^n}{}K_n^1(q)\widehat{\chi }_𝐤^n(q)𝒫_𝐤^n,$$
$`(9.1)`$
whith

$$\widehat{\chi }_𝐤^n(q)=\left(1\chi _𝐤^n(\omega q)\right)\chi _{𝐤_{n1}}^{n1}(\omega q),$$
$`(9.2)`$
where $`𝐤_{n1}^{n1}`$ labels the unique subspace $`𝒥_{𝐤_{n1}}^{n1}`$ containing $`𝒥_𝐤^n`$. Note that $`\widehat{\chi }_𝐤^n(q)0`$ only for $`q`$ in the set

$$\widehat{S}_𝐤^n=\{qZ^d|d(|\omega q|,𝒞_𝐤^n)\frac{1}{8}\eta ^n\mathrm{and}d(|\omega q|,𝒞_{𝐤_{n1}}^{n1})\frac{1}{4}\eta ^{n1}\}.$$
$`(9.3)`$
Although the sets $`\widehat{S}_𝐤^n`$ are not pairwise disjoint, $`\widehat{S}_𝐤^n\widehat{S}_𝐤^{}^n\mathrm{}`$ only if $`𝐤_{n1}=𝐤_{}^{}{}_{n1}{}^{}`$. Since for $`𝐤=(k,i)`$ this happens only if $`𝐤^{}=(k,j)`$, and since the original frequencies $`\mu _k`$ are by assumption finitely many times degenerate (uniformly in $`k`$), there are for all $`𝐤^n`$ no more than $`\overline{d}`$ $`𝐤^{}`$ such that $`𝐤_{}^{}{}_{n1}{}^{}=𝐤_{n1}`$. Therefore, one obtains, with $`0\widehat{\chi }_𝐤^n1`$,

$$\mathrm{\Gamma }_n_{\sigma ,\sigma +\gamma }\overline{d}\underset{(k,i)^n}{sup}\underset{q\widehat{S}_{(k,i)}^n}{sup}k^\gamma |K_n^1(q)𝒫_{k,i}^n|.$$
$`(9.4)`$
Let us now fix some $`𝐤=(k,i)^n`$ and $`q\widehat{S}_𝐤^n`$ with $`\omega q>0`$. Thus, $`P_m(q)=𝒫_{𝐤_m}^m`$ for all $`0mn2`$, whereas $`P_{n1}(q)=\chi _{𝐤_{n1}}^{n1}(q)𝒫_{𝐤_{n1}}^{n1}`$. This in turn imply, since $`K_n=K_0_{m=0}^{n1}A_mP_m`$ and $`q𝒬_\omega ^+`$, that $`K_n(q)`$ can be rewritten as

$$K_n(q)=\widehat{K}_n(q)+\widehat{\mu }_n(q),$$
$`(9.5)`$
where

$$\begin{array}{ccc}\hfill \widehat{K}_n(q)& =|\omega q|^2\mu ^2\underset{m=0}{\overset{n1}{}}a_m𝒫_{𝐤_m}^m,\hfill & (9.6)\\ \hfill \widehat{\mu }_n(q)& =\left(1\chi _{𝐤_{n1}}^{n1}(\omega q)\right)a_{n1}𝒫_{𝐤_{n1}}^{n1}.\hfill & (9.7)\end{array}$$

Note that $`\widehat{K}_n`$ is defined in such a way that $`(|\omega q|^2\widehat{K}_n(q))𝒫_𝐤^n=\stackrel{~}{\mu }_n^2`$, cf. (3.21). One thus infers from the definition of $`𝒥_𝐤^n`$ that $`𝒥_𝐤^n`$ is an invariant subspace of $`\widehat{K}_n(q)`$. Therefore, since the spectrum of $`(|\omega q|\stackrel{~}{\mu }_n)𝒫_𝐤^n`$ is bounded away from zero by $`\eta ^n/8`$, one concludes from the identity $`|\omega q|^2\stackrel{~}{\mu }_n^2=(|\omega q|\stackrel{~}{\mu }_n)(|\omega q|+\stackrel{~}{\mu }_n)`$ and the asymptotic behavior (1.12), (5.13), that

$$|\widehat{K}_n^1(q)𝒫_𝐤^n|Ck^\gamma \eta ^n.$$
$`(9.8)`$
On the other hand, denoting $`f(q)=1\chi _{𝐤_{n1}}^{n1}(\omega q)`$, we compute that

$$\widehat{K}_n^1(q)\widehat{\mu }_n(q)=f(q)\left(|\omega q|^2\stackrel{~}{\mu }_n^2\right)^1𝒫_{𝐤_{n1}}^{n1}a_{n1}.$$

Since $`f(q)=0`$ whenever $`d(|\omega q|,𝒞_𝐤^{}^n)\eta ^n`$ for all $`𝐤^{}`$ such that $`𝒥_𝐤^{}^n𝒥_{𝐤_{n1}}^{n1}`$, and since (5.9) (with $`n`$ replaced by $`n1`$) implies $`|a_{n1}|3\epsilon k^{\gamma \xi }\eta ^{n2}`$, one estimates for $`\epsilon `$ small enough that $`\left|\widehat{K}_n^1(q)\widehat{\mu }_n(q)\right|k^\xi /41/4`$, which leads to

$$\left|\left(1+\widehat{K}_n^1(q)\widehat{\mu }_n(q)\right)^1\right|2.$$
$`(9.9)`$
Bound (5.17) finally follows from (9.4) by applying (9.8) and (9.9) to

$$K_n^1(q)𝒫_𝐤^n=\left(1+\widehat{K}_n^1(q)\widehat{\mu }_n(q)\right)^1\widehat{K}_n^1(q)𝒫_𝐤^n,$$

and by noting that for $`q\widehat{S}_𝐤^n𝒬_\omega ^{}`$, the previous analysis must be carried out with $`\overline{a_m}`$ instead of $`a_m`$, $`m=0,\mathrm{},n1`$, and leads to identical bounds since $`a_m`$ being hermitian implies $`\sigma \left(\overline{\stackrel{~}{\mu }_n}\right)=\sigma (\stackrel{~}{\mu }_n)`$.

To conclude the proof of Lemma 5.3, it remains to check bound (5.18). If $`pZ^d`$ is such that $`|\omega p|\eta ^{n+1}`$, one can estimate

$$\mathrm{\Delta }_p\mathrm{\Gamma }_n_{\sigma ,\sigma +\gamma }2\mathrm{\Gamma }_n_{\sigma ,\sigma +\gamma }2\eta ^{n1}\mathrm{\Gamma }_n_{\sigma ,\sigma +\gamma }|\omega p|,$$

which, with (5.17), leads to (5.18) for some other constant $`C`$. Let us assume now that $`|\omega p|<\eta ^{n+1}`$. One computes from (9.1) that

$$\begin{array}{ccc}\hfill \mathrm{\Delta }_p\mathrm{\Gamma }_n(q)& =\underset{𝐤^n}{}\left(K_n^1(q+p)\widehat{\chi }_𝐤^n(q+p)K_n^1(q)\widehat{\chi }_𝐤^n(q)\right)𝒫_𝐤^n\hfill & \\ & =\underset{𝐤^n}{}\mathrm{\Delta }_pK_n^1(q)𝒫_𝐤^nt_p\widehat{\chi }_𝐤^n(q)+\underset{𝐤^n}{}K_n^1(q)𝒫_𝐤^n\mathrm{\Delta }_p\widehat{\chi }_𝐤^n(q).\hfill & (9.10)\end{array}$$

We now fix some $`𝐤=(k,i)^n`$ and start by considering the second sum on the right hand side of (9.10). Since $`p`$ is such that $`|\omega p|<\eta ^{n+1}`$, $`\mathrm{\Delta }_p\widehat{\chi }_𝐤^n(q)`$ is non zero only for $`q`$ in a set $`\stackrel{~}{S}_𝐤^n`$ that satisfies, with respect to the cluster $`𝒞_𝐤^n`$, similar gap condition as $`\widehat{S}_𝐤^n`$. Therefore, the bounds derived previously imply that $`|K_n^1(q)𝒫_𝐤^n|Ck^\gamma \eta ^n`$ for $`q\stackrel{~}{S}_𝐤^n`$, and one concludes by noting that

$$|\mathrm{\Delta }_p\widehat{\chi }_𝐤^n(q)|C\eta ^n|\omega p|,$$

for all $`qZ^d`$. We now consider the first sum on the right hand side of (9.10). Let us fix $`q`$ satisfying $`t_p\widehat{\chi }_𝐤^n(q)0`$. Using the same notation, we decompose $`K_n`$ as in (9.5) and express

$$\mathrm{\Delta }_pK_n^1(q)=\left[\right(1+t_p(\widehat{K}_n^1\widehat{\mu }_n)\left)^1\mathrm{\Delta }_p\widehat{K}_n^1\right(1+\widehat{\mu }_n\widehat{K}_n^1\left)^1\right](q).$$

Bound (9.9) implies that $`\left|\left(1+t_p(\widehat{K}_n^1\widehat{\mu }_n)(q)\right)^1\right|2`$. Since $`|\omega p|<\eta ^{n+1}`$, it follows that $`\left|\left(1+\widehat{K}_n^1\widehat{\mu }_n(q)\right)^1\right|`$ satisfies a similar bound for $`q`$ with $`t_p\widehat{\chi }_𝐤^n(q)0`$. Therefore, using in addition (9.8), one obtains

$$\begin{array}{cc}\hfill \left|\left(\mathrm{\Delta }_pK_n^1\right)(q)𝒫_𝐤^n\right|& 2\left|\mathrm{\Delta }_p\widehat{K}_n^1(q)𝒫_𝐤^n\right|\hfill \\ & 2\left|t_p\widehat{K}_n^1(q)𝒫_𝐤^n\right|||\omega q|^2|\omega (q+p)|^2|\left|\widehat{K}_n^1(q)𝒫_𝐤^n\right|\hfill \\ & Ck^\gamma \eta ^{2n}|\omega p|,\hfill \end{array}$$

where $`|\omega p|<\eta ^{n+1}`$ has been used again to conclude that $`|\widehat{K}_n^1(q)𝒫_𝐤^n|Ck^\gamma \eta ^n`$ is also verified. This concludes the proof of bound (5.18) and Lemma 5.3.

Proof of Bound (6.44).

Bound (6.44) is a simple consequence of Lemma 5.3, Lemma 6.1, and the a priori bound

$$\widehat{P}_m\mathrm{\Delta }_pDw_m(z)_{s,s^{}}^{(m)}\epsilon 4^m|\omega p|,$$
$`(9.11)`$
valid for all $`m=1,\mathrm{},n`$, $`zB_m`$ and $`p`$ satisfying $`|\omega p|<\frac{1}{16}\eta ^{m1}`$. Indeed, bounds (5.17), (6.27) and (6.28) lead to

$$H_m(\stackrel{~}{z})_s^{(m1)}2\mathrm{and}\widehat{P}_{m1}T_m(z)_{s,s^{}}^{(m2,m1)}\epsilon ^2r^{\frac{m}{2}}.$$
$`(9.12)`$
Using in addition (5.18) and the a priori bound (9.11), one estimates that for $`r=r(\eta )`$ small enough,

$$\widehat{P}_m\mathrm{\Delta }_pT_m(z)_{s,s^{}}^{(m1,m)}\epsilon ^2r^{\frac{m}{4}}|\omega p|.$$
$`(9.13)`$
Hence, (6.44) follows from (9.12), (9.13) and (6.46) by taking $`r=r(\eta )`$ small enough and noting that if $`p`$ satisfies $`|\omega p|<\eta ^{m1}/16`$, then the following estimate holds for any operator $`B(h_s^m,h_s^{})`$,

$$\widehat{P}_mt_pB_{s,s^{}}^{(m)}\widehat{P}_{m1}B_{s,s^{}}^{(m1)}.$$
$`(9.14)`$
It thus remains to check the a priori estimate (9.11). In the sequel, we use the shorter notation $`\pi _n=Dw_n`$. Using $`\mathrm{\Delta }_p(ab)=\mathrm{\Delta }_pab+t_pa\mathrm{\Delta }_pb`$, one computes from the recursive relation (6.24) that for all $`m=1,\mathrm{},n`$,

$$\mathrm{\Delta }_p\pi _m(z)=t_p\stackrel{~}{H}_m(z)\mathrm{\Delta }_p\stackrel{~}{\pi }_{m1}(\stackrel{~}{z})H_m(\stackrel{~}{z})+t_p\pi _m(z)\mathrm{\Delta }_p\mathrm{\Gamma }_m\pi _m(z),$$
$`(9.15)`$
where $`H_m(\stackrel{~}{z})`$ is given by (6.22), and

$$\stackrel{~}{H}_m(z)=1+\pi _m(z)\mathrm{\Gamma }_m.$$
$`(9.16)`$
To treat the first term on the right hand side of (9.15), one first estimates, as previously, that for $`\epsilon `$ small enough, $`H_m(\stackrel{~}{z})_s^{(m1)}2`$ and, using (5.17) and the a priori bound (6.25),

$$\widehat{P}_{m1}\stackrel{~}{H}_m(z)_s^{}^{(m1)}2.$$
$`(9.17)`$
Next, remarking that $`\widehat{P}_mt_p\stackrel{~}{H}_m=\widehat{P}_mt_p\stackrel{~}{H}_mt_p\widehat{P}_{m1}`$, one computes

$$\begin{array}{ccc}\hfill \widehat{P}_mt_p\stackrel{~}{H}_m\mathrm{\Delta }_p\stackrel{~}{\pi }_{m1}(\stackrel{~}{z})& =\widehat{P}_mt_p\left(\stackrel{~}{H}_m\widehat{P}_{m1}t_p\mathrm{\Delta }_p\stackrel{~}{\pi }_{m1}(\stackrel{~}{z})\right),\hfill & \\ & =\widehat{P}_mt_p\left(\stackrel{~}{H}_m\widehat{P}_{m1}\mathrm{\Delta }_p\stackrel{~}{\pi }_{m1}(\stackrel{~}{z})\right),\hfill & (9.18)\end{array}$$

which, with (9.14) and (9.17), leads to

$$\widehat{P}_mt_p\stackrel{~}{H}_m(z)\mathrm{\Delta }_p\stackrel{~}{\pi }_{m1}(\stackrel{~}{z})H_m(\stackrel{~}{z})_{s,s^{}}^{(m)}4\widehat{P}_{m1}\mathrm{\Delta }_p\stackrel{~}{\pi }_{m1}(\stackrel{~}{z})_{s,s^{}}^{(m1)}.$$
$`(9.19)`$
In order to treat the second term on the right hand side of (9.15), we first note that $`\mathrm{\Delta }_p\mathrm{\Gamma }_m=\widehat{P}_{m2}\mathrm{\Delta }_p\mathrm{\Gamma }_m\widehat{P}_{m2}`$. Hence, using (5.18) and (9.14), one estimates that for $`\epsilon =\epsilon (\eta )`$ small enough,

$$\widehat{P}_mt_p\pi _m(z)\mathrm{\Delta }_p\mathrm{\Gamma }_m\pi _m(z)_{s,s^{}}^{(m)}\epsilon |\omega p|.$$
$`(9.20)`$
Finally, collecting (9.19) and (9.20), one obtains, with the relation $`\mathrm{\Delta }_p\stackrel{~}{\pi }_{m1}=\mathrm{\Delta }_p\pi _{m1}`$,

$$\widehat{P}_m\mathrm{\Delta }_p\pi _m(z)_{s,s^{}}^{(m)}4\widehat{P}_{m1}\mathrm{\Delta }_p\pi _{m1}(\stackrel{~}{z})_{s,s^{}}^{(m1)}+\epsilon |\omega p|.$$

Since $`\mathrm{\Delta }_p\pi _0=0`$ for all $`pZ^d`$, applying the previous inequality recursively leads to

$$\widehat{P}_m\mathrm{\Delta }_p\pi _m(z)_{s,s^{}}^{(m)}\epsilon \underset{k=0}{\overset{m1}{}}4^k|\omega p|,$$

which finally yields (9.11).

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