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# Hilbert spaces of Dirichlet Series

## 0 Introduction

Let $`𝐰=\{w_n\}_{n=n_0}^{\mathrm{}}`$ be a sequence of positive numbers. In this paper we are concerned with Hilbert spaces of functions representable by Dirichlet series:

$$_𝐰=\left\{f(s)=\underset{n=n_0}{\overset{\mathrm{}}{}}a_nn^s\right|f__𝐰^2:=\underset{n=n_0}{\overset{\mathrm{}}{}}|a_n|^2w_n<\mathrm{}\}.$$
(0.1)
The prototypical case, where $`w_n1,n1`$, was first studied in a beautiful paper by H. Hedenmalm, P. Lindqvist and K. Seip . Among other results, they characterized the multipliers of the space (see Theorem 1.11 below for a statement of their result).

One purpose of this paper is to consider the scale of spaces obtained from the weight sequences $`𝐰^\alpha `$, defined for $`n2`$ by

$$w_n^\alpha =(\mathrm{log}n)^\alpha .$$
(0.2)
For brevity, we shall write $`_\alpha `$ for the space $`_{𝐰^\alpha }`$; specifically

$$_\alpha =\left\{f(s)=\underset{n=2}{\overset{\mathrm{}}{}}a_nn^s\right|\underset{n=2}{\overset{\mathrm{}}{}}|a_n|^2(\mathrm{log}n)^\alpha <\mathrm{}\}.$$

(When $`\alpha =0`$, it is more natural to let $`n_0=1`$ and to include the constant functions in $`_0`$. It is not essential to any of the issues we discuss here).

Before going further, let us remind the reader of some basic facts about Dirichlet series. A nice treatment can be found in Titchmarsh’s book . We shall follow the convention of writing the complex variable $`s=\sigma +it`$. A Dirichlet series is a series of the form

$$\underset{n=1}{\overset{\mathrm{}}{}}a_nn^s.$$
(0.3)
Such a series may converge for no values of $`s`$; if it converges for any particular $`s_0`$, then it converges for all $`s`$ with $`\sigma >\mathrm{}(s_0)`$. Therefore the largest open set in which a series (0.3) converges is a half-plane (at what points on the boundary of the half-plane the series converges is, in general, a delicate question). Let us adopt the notation, for $`\rho `$ a real number, $`\mathrm{\Omega }_\rho `$ is the half-plane

$$\mathrm{\Omega }_\rho =\{s|\sigma >\rho \}.$$

Let

$$\sigma _c=inf\{\mathrm{}(s):\underset{n=1}{\overset{\mathrm{}}{}}a_nn^s\mathrm{converges}\};$$

this is called the *abscissa of convergence* of the series. The largest domain of convergence of the series is $`\mathrm{\Omega }_{\sigma _c}`$. There are three other abscissae associated with the series (0.3) which we shall need. The first is the *abscissa of absolute convergence*, $`\sigma _a`$, defined by

$$\sigma _a=inf\{\mathrm{}(s):\underset{n=1}{\overset{\mathrm{}}{}}a_nn^s\mathrm{converges}\mathrm{absolutely}\}.$$

Obviously $`\sigma _a\sigma _c`$; it is straightforward that $`\sigma _a\sigma _c+1`$, because if $`_{n=1}^{\mathrm{}}a_nn^s`$ converges, then $`|a_n|n^\sigma =o(1)`$. The second is the *abscissa of boundedness* $`\sigma _b`$, defined by

$$\sigma _b=inf\{\rho :\underset{n=1}{\overset{\mathrm{}}{}}a_nn^s\mathrm{converges}\mathrm{to}\mathrm{a}\mathrm{bounded}\mathrm{function}\mathrm{in}\mathrm{\Omega }_\rho \}.$$

The third abscissa is the *abscissa of uniform convergence* $`\sigma _u`$, defined by

$$\sigma _u=inf\{\rho :\underset{n=1}{\overset{\mathrm{}}{}}a_nn^s\mathrm{converges}\mathrm{uniformly}\mathrm{in}\mathrm{\Omega }_\rho \}.$$

Clearly $`\sigma _u\sigma _b`$; H. Bohr proved that $`\sigma _u=\sigma _b`$, and $`\sigma _a\sigma _b+\frac{1}{2}`$ . Note that the series does not necessarily define a bounded function in $`\mathrm{\Omega }_{\sigma _b}`$, but the function it represents is bounded in all *strictly smaller* half-planes. If all the coefficients $`a_n`$ are positive, then all three of $`\sigma _c,\sigma _b,\sigma _a`$ coincide.

We shall let $`𝒟`$ denote the set of functions that can be represented in some half-plane by a Dirichlet series.

Let $`f(s)`$ be holomorphic in the half-plane $`\mathrm{\Omega }_\rho `$. Let $`\epsilon >0`$. A real number $`\tau `$ is called an *$`\epsilon `$ translation number of $`f`$* if

$$\underset{s\mathrm{\Omega }_\rho }{sup}|f(s+i\tau )f(s)|\epsilon .$$

The function $`f(s)`$ is called *uniformly almost periodic* in the half-plane $`\mathrm{\Omega }_\rho `$ if, for every $`\epsilon >0`$, there exists a positive real number $`M`$ such that every interval in $``$ of length $`M`$ contains at least one $`\epsilon `$ translation number of $`f`$.

We shall need the following theorem. The proof can be found in \[5, p. 144\].

###### Theorem 0.4

Suppose that $`f(s)`$ is represented by a Dirichlet series that converges uniformly in the half-plane $`\mathrm{\Omega }_\rho `$. Then $`f`$ is uniformly almost periodic in $`\mathrm{\Omega }_\rho `$.

Returning to the spaces $`_\alpha `$, it follows from the Cauchy-Schwarz inequality that any function in any space $`_\alpha `$ has $`\sigma _a\frac{1}{2}`$. Moreover, for all $`\epsilon >0`$, the function111 We use $`\zeta `$ to denote the Riemann zeta-function: $`\zeta (s)=_{n=1}^{\mathrm{}}n^s`$.

$$\zeta (\frac{1}{2}+\epsilon +s)1=\underset{n=2}{\overset{\mathrm{}}{}}\frac{1}{n^{\frac{1}{2}+\epsilon }}n^s$$

is in every $`_\alpha `$ and has a pole at $`\frac{1}{2}\epsilon `$, so the largest common domain of analyticity of the functions in any $`_\alpha `$ is $`\mathrm{\Omega }_{1/2}`$. The reproducing kernel for $`_𝐰`$ is

$$k(s,u)=\underset{n=n_0}{\overset{\mathrm{}}{}}\frac{1}{w_n}n^{s\overline{u}};$$
(0.5)
for the spaces $`_\alpha `$ this is essentially a fractional derivative or integral of the $`\zeta `$ function at $`s+\overline{u}`$.

We claim that the scale of spaces $`_\alpha `$ is in many ways analogous to the scale of spaces of holomorphic functions in the unit disk defined by

$$𝒦_\alpha =\left\{g(z)=\underset{n=0}{\overset{\mathrm{}}{}}a_nz^n\right|\underset{n=0}{\overset{\mathrm{}}{}}|a_n|^2(n+1)^\alpha <\mathrm{}\}.$$
(0.6)
Thus the space $`_0`$ corresponds to the Hardy space, the space $`_1`$ corresponds to the Bergman space, and the space $`_1`$ corresponds to the Dirichlet space in the setting of the disk.

Notice first that differentiation is a unitary map from $`_\alpha `$ to $`_{\alpha 2}`$, and fractional differentiation/integration maps any $`_\alpha `$ to any $`_\beta `$. Although this is not exactly true for the spaces $`𝒦_\alpha `$ as we defined them, it is essentially true. It fails only because (a) differentiation annihilates the constant functions, and (b) the choice of norms in (0.6) does not quite render differentiation isometric. For example, the norm of $`z^n`$ in the Dirichlet space is $`\sqrt{n+1}`$, and the norm of $`nz^{n1}`$ in the Bergman space is $`\sqrt{n}`$. Asymptotically these agree, and it is true as function spaces that the Dirichlet space is the set of functions whose derivatives are in the Bergman space.

The main reason for our analogy is the Plancherel formula (Theorem 1.5 below) which gives the norm of a function in $`_\alpha `$, for $`\alpha >0`$, in terms of a weighted area integral. As $`\alpha `$ tends to $`0`$, the measure tends to a line integral on the boundary. Finally, the multiplier algebras of the spaces $`_\alpha `$ are the same for all values of $`\alpha 0`$, and shrink as $`\alpha `$ becomes positive (Theorems 1.11 and 2.1).

Why study these spaces? We offer two considerations. First, a Plancherel formula calculating the norm of a function in two different ways frequently has serendipitous consequences (see e.g. ). Second, the kernel functions for these spaces are formed from the zeta function and its relatives (0.5), and one may hope that studying the spaces will shed further light on the functions.

In Section 3, we consider a different choice of weight sequence that gives rise to a space of Dirichlet series with reproducing kernel

$$k(s,u)=\frac{1}{2\zeta (s+\overline{u})}.$$

This has the interesting property of being a complete Pick kernel, and several properties flow from this (see e.g.  for a discussion). We show that, unlike for the spaces $`_\alpha `$, the multipliers do not extend to be analytic on a larger domain than the domain of analyticity of the Hilbert space.

## 1 Bergman-like Spaces

Throughout this section, $`\mu `$ will be a positive Radon measure on $`[0,\mathrm{})`$ for which

$$_0^{\mathrm{}}n_0^{2\sigma }𝑑\mu (\sigma )=_0^{\mathrm{}}e^{2(\mathrm{log}n_0)\sigma }𝑑\mu (\sigma )<\mathrm{}$$
(1.1)
for some positive integer $`n_0`$. We also assume that

$$0\mathrm{is}\mathrm{in}\mathrm{the}\mathrm{support}\mathrm{of}\mu .$$
(1.2)
We define $`w_n`$, for $`nn_0`$, by

$$w_n:=_0^{\mathrm{}}n^{2\sigma }𝑑\mu (\sigma ).$$
(1.3)
Letting $`\mu _\alpha `$ be the measure

$$d\mu _\alpha (\sigma )=\frac{2^\alpha }{\mathrm{\Gamma }(\alpha )}\sigma ^{1\alpha }d\sigma $$

gives the weights from (0.2) for $`\alpha <0`$:

$$_0^{\mathrm{}}n^{2\sigma }𝑑\mu _\alpha (\sigma )=(\mathrm{log}n)^\alpha ,n2,\alpha <0.$$

We let $`\mu _0`$ be the unit point mass at $`0`$, which has all of its moments equal to $`1`$.

For any measure satisfying (1.1) and (1.2), the moments $`w_n`$ are a decreasing sequence that decays more slowly than any negative power of $`n`$: for all $`\epsilon >0`$, there exists $`c>0`$ so that

$$w_n>cn^\epsilon .$$
(1.4)
Therefore, every space $`_𝐰`$ consists of functions analytic in $`\mathrm{\Omega }_{1/2}`$, and contains functions that are not analytically extendable to any larger domain. Nonetheless there is a dense subspace of functions in $`_𝐰`$ whose norms can be obtained by evaluating suitable integrals over the larger half-plane $`\mathrm{\Omega }_0`$. For the case of $`_0`$, the following theorem is due to F. Carlson . Note that we do not assume that either side of (1.6) is finite.

###### Theorem 1.5

Let $`f(s)=_{n=n_0}^{\mathrm{}}a_nn^s`$ be a function in $`𝒟`$ that has $`\sigma _b=0`$. Let $`\mu `$ satisfy (1.1) and (1.2), and let $`w_n`$ be given by (1.3). Then

$$\underset{n=n_0}{\overset{\mathrm{}}{}}|a_n|^2w_n=\underset{c0^+}{lim}\underset{T\mathrm{}}{lim}\frac{1}{2T}_T^T𝑑t_0^{\mathrm{}}𝑑\mu (\sigma )|f(s+c)|^2.$$
(1.6)
Proof: Fix $`0<c<1`$, and let $`\epsilon >0`$. Let $`\delta `$ be given by

$$\delta =\frac{\epsilon }{(1+\mu [c,\frac{1}{c}+c])(1+f_{\mathrm{\Omega }_c})}.$$

By Bohr’s theorem, the Dirichlet series of $`f`$ converges uniformly in $`\overline{\mathrm{\Omega }_c}`$, so there exists $`N`$ so that

$$|\underset{n=n_0}{\overset{N^{}}{}}a_nn^sf(s)|<\delta s\overline{\mathrm{\Omega }_c},N^{}N.$$

Then

$`\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{2T}}{\displaystyle _T^T}𝑑t{\displaystyle _0^{1/c}}𝑑\mu (\sigma )|f(s+c)|^2=`$ (1.7)
$`\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{2T}}{\displaystyle _T^T}𝑑t{\displaystyle _0^{1/c}}𝑑\mu (\sigma )\left|{\displaystyle \underset{n=n_0}{\overset{N^{}}{}}}a_nn^{(s+c)}\right|^2+O(\epsilon ).`$
As

$$\underset{T\mathrm{}}{lim}\frac{1}{2T}_T^T𝑑tn^{(\sigma +it)}m^{(\sigma it)}=\delta _{mn}n^{2\sigma },$$

we get from (1.7) that

$`\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{2T}}{\displaystyle _T^T}𝑑t{\displaystyle _0^{1/c}}𝑑\mu (\sigma )|f(s+c)|^2=`$ (1.8)
$`{\displaystyle \underset{n=n_0}{\overset{N^{}}{}}}|a_n|^2{\displaystyle _0^{1/c}}𝑑\mu (\sigma )n^{2\sigma 2c}+O(\epsilon )`$
for all $`N^{}N`$. Taking the limit in (1.8) as $`c`$ decreases to $`0`$, and noting that $`\epsilon `$ can be made arbitrarily small for $`N`$ large enough, we get

$$\underset{n=n_0}{\overset{\mathrm{}}{}}|a_n|^2w_n=\underset{c0^+}{lim}\underset{T\mathrm{}}{lim}\frac{1}{2T}_T^T𝑑t_0^{1/c}𝑑\mu (\sigma )|f(s+c)|^2.$$

But this is the same limit as (1.6). $`\mathrm{}`$

Note that the integrals

$$\frac{1}{2T}_T^T𝑑t|f(\sigma +it)|^2$$

are monotonically decreasing as a function of $`\sigma `$, so if $`\mu (\{0\})=0`$, the monotone convergence theorem yields:

###### Corollary 1.9

Assume the hypotheses of Theorem 1.5, and also that $`\mu (\{0\})=0`$. Then

$$\underset{n=n_0}{\overset{\mathrm{}}{}}|a_n|^2w_n=\underset{T\mathrm{}}{lim}\frac{1}{2T}_T^T𝑑t_0^{\mathrm{}}𝑑\mu (\sigma )|f(s)|^2.$$
(1.10)
By a *multiplier* of $`_𝐰`$ we mean a function $`\varphi `$ with the property that $`\varphi f`$ is in $`_𝐰`$ for every $`f`$ in $`_𝐰`$. It follows from the closed graph theorem that for any multiplier $`\varphi `$, the operator of multiplication by $`\varphi `$, which we denote $`M_\varphi `$, is bounded. It is somewhat surprising that, although the spaces $`_𝐰`$ consist of functions analytic in $`\mathrm{\Omega }_{1/2}`$, the multipliers are somehow forced to extend to be analytic on all of $`\mathrm{\Omega }_0`$. For the case $`\mu =\mu _0`$, the following theorem is due to Hedenmalm, Lindqvist and Seip .

###### Theorem 1.11

Let $`\mu `$ satisfy (1.1) and (1.2), and let $`w_n`$ be given by (1.3). Then the multiplier algebra of $`_𝐰`$ is isometrically isomorphic to $`H^{\mathrm{}}(\mathrm{\Omega }_0)𝒟`$, where the norm on $`H^{\mathrm{}}(\mathrm{\Omega }_0)𝒟`$ is the supremum of the absolute value on $`\mathrm{\Omega }_0`$.

Proof: It is clear that any multiplier $`\varphi `$ must be in $`𝒟`$, just by considering $`\varphi (s)n_{0}^{}{}_{}{}^{s}`$. We shall prove the theorem in two parts:

(A) Show that if $`\varphi 𝒟`$ has $`\sigma _b=0`$, then

$$M_\varphi =\varphi _{\mathrm{\Omega }_0}.$$
(1.12)
(B) Show that if $`\varphi `$ is a multiplier of $`_𝐰`$, then $`\varphi `$ is analytic and bounded in $`\mathrm{\Omega }_0`$. Proof of (A): Suppose $`\varphi (s)=_{n=1}^{\mathrm{}}b_nn^s`$ is bounded in all half-planes strictly smaller than $`\mathrm{\Omega }_0`$. Let $`f(s)=_{n=n_0}^Na_nn^s`$ be a finite sum in $`_𝐰`$. Then $`\varphi f`$ has $`\sigma _b=0`$, so by Theorem 1.5

$`M_\varphi f^2`$ $`=`$ $`\underset{c0^+}{lim}\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{2T}}{\displaystyle _T^T}𝑑t{\displaystyle _0^{\mathrm{}}}𝑑\mu (\sigma )|\varphi (\sigma +c)f(\sigma +c)|^2`$
$``$ $`\varphi _{\mathrm{\Omega }_0}^2f^2.`$
So if $`\varphi _{\mathrm{\Omega }_0}`$ is finite, then $`M_\varphi `$ is bounded on the dense subspace of $`_𝐰`$ consisting of finite sums, so extends by continuity to be a multiplier of the whole space.

We must show that $`M_\varphi `$ equals $`\varphi _{\mathrm{\Omega }_0}`$. So let us assume that $`M_\varphi =1`$ and $`\varphi _{\mathrm{\Omega }_0}>1`$, and derive a contradiction. (We are not assuming that $`\varphi _{\mathrm{\Omega }_0}`$ is necessarily finite).

For each $`\sigma >0`$, let

$$N_\sigma =\underset{t}{sup}|\varphi (\sigma +it)|.$$

By the Phragmén-Lindelöf theorem, $`N_\sigma `$ is a strictly decreasing function of $`\sigma `$. Indeed, for $`\sigma `$ very large, $`N_\sigma `$ tends to $`|b_1|`$ which is less than or equal to $`M_\varphi <\varphi _{\mathrm{\Omega }_0}`$, so the conclusion follows by applying the Phragmén-Lindelöf theorem to the function $`e^{\epsilon s}\varphi (s)`$ for an appropriate choice of $`\epsilon `$ on a vertical strip.

Moreover, in each half-plane $`\mathrm{\Omega }_c`$ for $`c>0`$, the Dirichlet series of $`\varphi `$ converges uniformly to $`\varphi `$ by Bohr’s theorem, so by Theorem 0.4, $`\varphi `$ is uniformly almost periodic in $`\mathrm{\Omega }_c`$. Therefore there exists $`\epsilon _1,\epsilon _2,\epsilon _3,\epsilon _4>0`$ so that, for large enough $`T`$,

$$\left|\{t:|\varphi (\sigma +it)|>1+\epsilon _1,TtT\}\right|\epsilon _2(2T)\epsilon _3\sigma \epsilon _3+\epsilon _4.$$
(1.13)
(Just find some open set where $`|\varphi |`$ is bigger than one, and by uniform almost periodicty, this will recur as one moves up in the imaginary direction). Since multiplication by $`\varphi `$ is a contraction, so is multiplication by $`\varphi ^j`$ for any positive integer $`j`$. Therefore

$$\varphi ^j(s)n_0^s^2w_{n_0}j.$$

So by Theorem 1.5, we conclude that

$`w_{n_0}`$ $``$ $`\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{2T}}{\displaystyle _T^T}𝑑t{\displaystyle _0^{\epsilon _4}}𝑑\mu (\sigma )|\varphi ^j(\sigma +\epsilon _3)|^2n_0^{2(\sigma +\epsilon _3)}`$ (1.14)
$``$ $`\epsilon _2(1+\epsilon _1)^{2j}n_0^{4\epsilon _3}\mu ([0,\epsilon _4]).`$
As the right-hand side of (1.14) tends to infinity with $`j`$, we get a contradiction.

Proof of (B): Let $`p_j`$ denote the $`j^{\mathrm{th}}`$ prime, and let $`_N`$ denote the set of positive integers all of whose prime factors are in the set $`\{p_1,\mathrm{},p_N\}`$:

$$_N=\{p_1^{\nu _1}\mathrm{}p_N^{\nu _N}:\nu _1,\mathrm{},\nu _N\}.$$

For every positive integer $`N`$, let $`Q_N`$ denote orthogonal projection from $`_𝐰`$ onto the closed linear span of the functions

$$\{n^s:n_N,nn_0\}.$$

Suppose $`\varphi `$ is a multiplier of $`_𝐰`$. Then we have

$$Q_NM_\varphi Q_N=M_{Q_N(\varphi )}Q_N=Q_NM_\varphi .$$
(1.15)
Moreover, by a truncated version of the Euler product formula, we have that if $`f(s)=a_nn^s`$ is any function in $`_𝐰`$, then

$`|Q_N(f)(s)|`$ $`=`$ $`|{\displaystyle \underset{n_N}{}}a_nn^s|`$
$``$ $`(sup|a_n|){\displaystyle \underset{j=1}{\overset{N}{}}}(1p_j^\sigma )^1.`$
So if the coefficients of $`f`$ are bounded, then $`Q_N(f)`$ is a bounded function in $`\mathrm{\Omega }_c`$ for every $`c>0`$. As $`(Q_Nf)(s+\epsilon )=Q_N(f(s+\epsilon ))`$, if the coefficients of $`f`$ are $`O(n^\epsilon )`$ for every $`\epsilon >0`$, we have that $`\sigma _b(Q_Nf)\epsilon `$ for every $`\epsilon >0`$, i.e. $`\sigma _b(Q_Nf)0`$. By (1.4), as the weights decay more slowly than any negative power of $`n`$, it follows that for every $`f`$ in $`_𝐰`$, the coefficients of $`f`$ are indeed $`o(n^\epsilon )`$ for every $`\epsilon >0`$, and a fortiori this hypothesis holds for every $`\varphi `$ in the multiplier algebra of $`_𝐰`$ (since $`\varphi (s)n_0^s`$ is in $`_𝐰`$).

Therefore we can conclude that

$$\sigma _b(Q_N\varphi )0N1.$$

Moreover, by (1.15), multiplication by $`Q_N\varphi `$ on $`Q_N_𝐰`$ is a compression of $`M_\varphi `$, so

$$M_{Q_N\varphi }_{Q_N_𝐰}M_\varphi __𝐰<\mathrm{}.$$

By repeating the argument in Part (A) and estimating

$$(Q_N\varphi )^j2^{\nu s}$$

for $`2^\nu n_0`$, we therefore conclude that

$$Q_N\varphi _{\mathrm{\Omega }_0}M_\varphi __𝐰N.$$

By a normal families argument, some subsequence of $`Q_N\varphi `$ converges uniformly on compact subsets of $`\mathrm{\Omega }_0`$ to some $`H^{\mathrm{}}(\mathrm{\Omega }_0)`$ function, $`\psi `$ say. On compact subsets of $`\mathrm{\Omega }_1`$, where the Dirichlet series for $`\varphi `$ converges absolutely, $`Q_N\varphi `$ converges uniformly to $`\varphi `$. Therefore $`\varphi =\psi `$, and so $`\varphi `$ must be bounded and analytic in all of $`\mathrm{\Omega }_0`$. $`\mathrm{}`$

It is a theorem of Khintchine and Kolmogorov that if the series $`|c_n|^2`$ is finite, then almost every series $`\pm c_n`$ converges (see e.g.  for a proof). It follows that if $`a_nn^s`$ is in $`_𝐰`$, then for almost every choice of signs, $`\pm a_nn^s`$ will converge in $`\mathrm{\Omega }_0`$ (and in cl$`(\mathrm{\Omega }_0)`$ for $`_\alpha `$ with $`\alpha 0`$). This may help explain why the multipliers of $`_𝐰`$ extend analytically to $`\mathrm{\Omega }_0`$.

## 2 Dirichlet-like Spaces

Throughout this section, let $`\mu `$ be a measure satisfying conditions (1.1) and (1.2) of Section 1, and let $`w_n`$ be defined by (1.3) for $`n2`$. Define another weight sequence $`𝐰^{\mathrm{}}`$ by

$$w_n^{\mathrm{}}=(\mathrm{log}n)^2w_n.$$

The space $`_𝐰^{\mathrm{}}`$ is exactly the set of functions whose derivatives are in $`_𝐰`$, and is analogous to the Dirichlet space. We shall prove that the multipliers of $`_𝐰^{\mathrm{}}`$ are contained in the multipliers of $`_𝐰`$. One can prove a similar result for higher order derivatives, but for simplicity we stick to the case of a single derivative.

###### Theorem 2.1

With notation as above, the multipliers of $`_𝐰^{\mathrm{}}`$ are contractively contained in the multipliers of $`_𝐰`$.

Proof: We shall boot-strap from the following claim.

Claim: There is a constant $`K<\mathrm{}`$ such that, if $`\varphi `$ is a multiplier of $`_𝐰^{\mathrm{}}`$ of norm one, and both $`\varphi `$ and $`\varphi ^{}`$ have $`\sigma _b0`$, then $`\varphi `$ is a multiplier of $`_𝐰`$ of norm at most $`K`$. Suppose the claim were proved. Let $`\psi `$ be any multiplier of $`_𝐰^{\mathrm{}}`$ of norm one. Then for every $`N`$, $`Q_N\psi `$ satisfies the hypotheses of the claim, so is a multiplier of $`_𝐰`$ of norm at most $`K`$. By taking the weak-star limit of a subsequence of $`Q_N\psi `$, we can conclude that $`\psi `$ is a multiplier of $`_𝐰`$ of norm at most $`K`$.

To show $`K`$ must be $`1`$, assume it were greater. Then there would be a multiplier $`\varphi `$ of $`_𝐰^{\mathrm{}}`$ of norm one, which has norm greater than $`\sqrt{K}`$ as a multiplier of $`_𝐰`$. By Theorem 1.11,

$$M_{\varphi ^2}__𝐰=M_\varphi __𝐰^2.$$

Then $`\varphi ^2`$ would be a multiplier of norm one of $`_𝐰^{\mathrm{}}`$, and have norm greater than $`K`$ as a multiplier of $`_𝐰`$, a contradiction.

Proof of Claim: We shall prove the claim with $`K=\sqrt{2}`$. Suppose the claim is false. Then there is some finite Dirichlet series

$$f(s)=\underset{n=n_0}{\overset{N}{}}a_nn^s$$

in $`_𝐰`$ of norm $`1`$ such that $`\varphi f>K`$. Let

$$g(s)=\underset{n=n_0}{\overset{N}{}}a_n\frac{1}{\mathrm{log}n}n^s$$

be the primitive of $`f`$, which is of norm one in $`_𝐰^{\mathrm{}}`$. Let

$$B=\{s\mathrm{\Omega }_0:|\varphi (s)|>1\}.$$

By Theorem 1.5, there exists $`c>0`$ such that

$$\underset{T\mathrm{}}{lim}\frac{1}{2T}_T^T𝑑t_0^{\mathrm{}}𝑑\mu (\sigma )|\varphi (s+c)f(s+c)|^2\chi _B(s+c)>K^21.$$
(2.2)
As $`\varphi ^j`$ is a multiplier of $`_𝐰^{\mathrm{}}`$ of norm at most one for every positive integer $`j`$, we have

$$1\varphi ^jg__𝐰^{\mathrm{}}=\varphi ^jf+j\varphi ^{j1}\varphi ^{}g__𝐰.$$

Therefore

$`1`$ $``$ $`\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{2T}}{\displaystyle _T^T}𝑑t{\displaystyle _0^{\mathrm{}}}𝑑\mu (\sigma )|\varphi (s+c)|^{2(j1)}|\varphi (s+c)f(s+c)`$ (2.3)
$`+j\varphi ^{}(s+c)g(s+c)|^2\chi _B(s+c)`$
$``$ $`\underset{T\mathrm{}}{lim}{\displaystyle \frac{1}{2T}}{\displaystyle _T^T}𝑑t{\displaystyle _0^{\mathrm{}}}𝑑\mu (\sigma )|\varphi (s+c)f(s+c)`$
$`+j\varphi ^{}(s+c)g(s+c)|^2\chi _B(s+c)`$
By subtracting $`\varphi f+\varphi ^{}g`$ from $`\varphi f+j\varphi ^{}g`$ and using Minkowski’s inequality on (2.3), we get

$$4(j1)^2\underset{T\mathrm{}}{lim}\frac{1}{2T}_T^T𝑑t_0^{\mathrm{}}𝑑\mu (\sigma )|\varphi ^{}(s+c)g(s+c)|^2\chi _B(s+c)$$

for all $`j`$, and so the limit is zero. Therefore by Cauchy-Schwarz, (2.3) becomes

$$1\underset{T\mathrm{}}{lim}\frac{1}{2T}_T^T𝑑t_0^{\mathrm{}}𝑑\mu (\sigma )|\varphi (s+c)f(s+c)|^2\chi _B(s+c).$$

This contradicts (2.2) if $`K\sqrt{2}`$. $`\mathrm{}`$

Let us say a Radon measure $`\nu `$ supported in cl$`(\mathrm{\Omega }_0)`$ is an $`\alpha `$-Carleson measure if there exists some constant $`C`$ such that

$$\underset{T\mathrm{}}{lim}\frac{1}{2T}_{|\mathrm{}s|T}|f(s)|^2𝑑\nu (s)Cf__\alpha ^2$$

for every finite Dirichlet series $`f(s)=_{n=2}^Na_nn^s`$. Then we have

###### Corollary 2.4

For $`0<\alpha <2`$, the function $`\varphi `$ is a multiplier of $`_\alpha `$ if and only if

(i) $`\varphi `$ is in $`𝒟H^{\mathrm{}}(\mathrm{\Omega }_0)`$.

and

(ii) The measure $`|\varphi ^{}(s)|^2d\mu _{\alpha 2}(\sigma )dt`$ is $`\alpha `$-Carleson.

Proof: The necessity of Condition (i) follows from Theorem 2.1. For Condition (ii), observe that by Cauchy’s theorem, if $`\varphi `$ is in $`𝒟H^{\mathrm{}}(\mathrm{\Omega }_0)`$, then $`\sigma _b(\varphi ^{})0`$.

The function $`\varphi `$ is a multiplier if and only if

$$\varphi f^{}+\varphi ^{}f_{_{\alpha 2}}Cf__\alpha $$

for every finite Dirichlet series $`f`$. If $`\varphi `$ satisfies Condition (i), then

$$\varphi f^{}_{_{\alpha 2}}\varphi _{\mathrm{\Omega }_0}f__\alpha .$$

So such a $`\varphi `$ is a multiplier if and only if

$$\varphi ^{}f_{_{\alpha 2}}^2=\underset{T\mathrm{}}{lim}\frac{1}{2T}_T^T_0^{\mathrm{}}|\varphi ^{}(s)|^2|f(s)|^2𝑑\mu _{\alpha 2}(\sigma )𝑑t$$

is controlled by $`f__\alpha ^2`$, i.e. if and only if Condition (ii) holds. $`\mathrm{}`$

Of course, Corollary 2.4 does not answer the question of what the multipliers of $`_\alpha `$ are. For this one needs a characterization of those functions $`\varphi `$ in $`𝒟`$ that satisfy Condition (ii), as D. Stegenga did for $`𝒦_\alpha `$ in . We do not know what this condition should be.

## 3 A Space of Dirichlet series with the Pick property

Let $``$ be a Hilbert function space on a set $`X`$ with reproducing kernel $`k`$. We say $``$ has the *Pick property* if, given any distinct points $`\lambda _1,\mathrm{},\lambda _N`$ in $`X`$ and any complex numbers $`z_1,\mathrm{},z_n`$, then a necessary and sufficient condition for the existence of a function $`\varphi `$ in the closed unit ball of the multiplier algebra of $``$ that has the value $`z_i`$ at each $`\lambda _i`$ is that the matrix

$$\left[k(\lambda _i,\lambda _j)(1z_i\overline{z}_j)\right]_{i,j=1}^N$$

be positive semi-definite. We say $``$ has the *complete Pick property* if, for any positive integer $`s`$, any distinct points $`\lambda _1,\mathrm{},\lambda _N`$ in $`X`$ and any $`s`$-by-$`s`$ matrices $`Z_1,\mathrm{},Z_n`$, then a necessary and sufficient condition for the existence of a function $`\varphi `$ in the closed unit ball of the multiplier algebra of $`^s`$ that has the value $`Z_i`$ at each $`\lambda _i`$ is that the $`Ns`$-by-$`Ns`$ matrix

$$\left[k(\lambda _i,\lambda _j)(IZ_iZ_j^{})\right]_{i,j=1}^N$$

be positive semi-definite. See  for a treatment of complete Pick kernels.

For every integer $`n2`$, let $`F(n)`$ be the number of ways $`n`$ can be factored, where the order matters. Let $`F(1)=1`$. Then the following identity holds \[16, 1.2.15\]

$$\underset{n=1}{\overset{\mathrm{}}{}}\frac{F(n)}{n^s}=\frac{1}{2\zeta (s)}.$$
(3.1)
For the rest of this section, we shall fix

$$w_n=\frac{1}{F(n)},$$
(3.2)
and consider the space $`_𝐰`$ (with $`n_0=1`$). The kernel function for $`_𝐰`$ is then

$$k(s,u)=\frac{1}{2\zeta (s+\overline{u})}.$$
(3.3)
As the reciprocal of $`k`$ has only one positive square, it follows from the McCullough-Quiggin theorem (see , , ), that $`k`$ is a complete Pick kernel.

Let $`\rho =0.86\mathrm{}`$ be the unique real number in $`(1/2,\mathrm{})`$ satisfying $`\zeta (2\rho )=2`$. Then the space $`_𝐰`$ is analytic in the half-plane $`\mathrm{\Omega }_\rho `$, and in no larger domain because the kernel function blows up on the boundary of $`\mathrm{\Omega }_\rho `$.

As $`k`$ is a complete Pick kernel, there is a realization formula for the multipliers of $`_𝐰`$.

###### Theorem 3.4

Let $`w_n`$ be defined by (3.2). Then $`\varphi `$ is in the unit ball of the multiplier algebra of $`_𝐰`$ if and only if there is an auxiliary Hilbert space $``$, and a unitary $`U:\mathrm{}^2`$ such that, writing $`U`$ as

$$U=\begin{array}{ccccc}& & & & \\ & (\mathrm{}& A& B& )\mathrm{}\\ \mathrm{}^2& C& D\end{array},$$

we have

$$\varphi (s)=A+B(IE_sD)^1E_sC.$$
(3.5)
Here $`\mathrm{}^2`$ is the space of square summable sequences $`(c_n)_{n=2}^{\mathrm{}}`$, and $`E_s:\mathrm{}^2`$ is the contractive linear operator defined for $`s\mathrm{\Omega }_\rho `$ on elementary tensors by

$$E_s:(c_n)_{n=2}^{\mathrm{}}\xi \left(\underset{n=2}{\overset{\mathrm{}}{}}c_nn^s\right)\xi .$$

Theorem 3.4 is a special case of the realization formula for general complete Pick kernels (see , , , ), and we omit the proof.

Notice that $`\varphi (s)`$ defined by (3.5) is guaranteed to be holomorphic only if $`E_s=\sqrt{\zeta (2\sigma )1}`$ is less than $`1`$, i.e. if $`s`$ is in $`\mathrm{\Omega }_\rho `$. It turns out that $`\mathrm{\Omega }_\rho `$ is indeed the maximal domain of analyticity of the multiplier algebra (which we shall denote $`Mult(_𝐰)`$).

We shall prove this assertion via interpolating sequences. Let $`\{\lambda _i\}_{i=1}^{\mathrm{}}`$ be a sequence in $`\mathrm{\Omega }_\rho `$. We say $`\{\lambda _i\}_{i=1}^{\mathrm{}}`$ is an *interpolating sequence for $`_𝐰`$* if the linear operator

$$\mathrm{\Lambda }:f\left(\frac{f(\lambda _i)}{k_{\lambda _i}}\right)_{i=1}^{\mathrm{}}$$

maps $`_𝐰`$ to $`l^2`$ surjectively. We say $`\{\lambda _i\}_{i=1}^{\mathrm{}}`$ is an *interpolating sequence for $`Mult(_𝐰)`$* if, for any bounded sequence $`(w_i)_{i=1}^{\mathrm{}}`$, there is a function $`\varphi `$ in $`Mult(_𝐰)`$ with $`\varphi (\lambda _i)=w_i`$.

The sequence $`\{\lambda _i\}_{i=1}^{\mathrm{}}`$ is an interpolating sequence for $`_𝐰`$ if and only if the associated normalized Gram matrix

$$G_{ij}=\frac{k_{\lambda _j},k_{\lambda _i}}{k_{\lambda _j}k_{\lambda _i}}$$

is bounded above and below (for a proof of this assertion, see e.g.  or ). Therefore, every sequence $`\{\lambda _i\}_{i=1}^{\mathrm{}}`$ that tends to the line $`\{\sigma =\rho \}`$ has a subsequence that is an interpolating sequence for $`_𝐰`$: just choose the $`n^{\mathrm{th}}`$ element in the subsequence so that the first $`n1`$ entries in the $`n^{\mathrm{th}}`$ row and $`n^{\mathrm{th}}`$ column of $`G`$ are smaller in modulus than $`2^n`$, and then the off-diagonal entries will have Hilbert-Schmidt norm smaller than $`1`$.

It is a theorem of D. Marshall and C. Sundberg  that, for any space with the Pick property, the interpolating sequences for the Hilbert space and for its multiplier algebra coincide. Coupling this with the previous observation, we conclude that for every boundary point of $`\mathrm{\Omega }_\rho `$, there is a sequence that converges to that boundary point and that is interpolating for $`Mult(_𝐰)`$. Choosing $`w_i`$ to alternate $`1`$ and $`1`$, we conclude that there is a function in $`Mult(_𝐰)`$ that cannot be continued analytically to any neighborhood of that boundary point. Indeed we can do more. Provided $`\mathrm{}(\lambda _i)`$ converges to $`\rho `$ quickly enough, the sequence $`\{\lambda _i\}`$ will be interpolating for $`_𝐰`$ regardless of how $`\mathrm{}(\lambda _i)`$ is chosen. So we can choose a sequence that accumulates on the whole line $`\{\mathrm{}(s)=\rho \}`$, and conclude that there is a single function $`\varphi `$ in $`Mult(_𝐰)`$ that has $`\mathrm{\Omega }_\rho `$ as its maximal domain of analyticity. Thus we have proved:

###### Theorem 3.6

With notation as above, the largest common domain of analyticity of the multipliers of $`_𝐰`$ is $`\mathrm{\Omega }_\rho `$.

Is there a better way to describe the interpolating sequences for $`Mult(_𝐰)`$ (or $`_𝐰`$) than requiring that the normalized Grammian be bounded above and below?

###### Conjecture 3.7

Let $`w_n`$ be given by (3.2). Then the sequence $`\{\lambda _i\}_{i=1}^{\mathrm{}}`$ is interpolating for $`Mult(_𝐰)`$ if and only if

(i) There exists some constant $`C`$ such that, for any $`ij`$, there is a function $`\varphi `$ in $`Mult(_𝐰)`$ of norm less than $`C`$ with $`\varphi (\lambda _i)=0`$ and $`\varphi (\lambda _j)=1`$.

and

(ii) There exists some constant $`C`$ such that, for any $`f`$ in $`_𝐰`$,

$$\underset{i=1}{\overset{\mathrm{}}{}}\frac{|f(\lambda _i)|^2}{k_{\lambda _i}^2}Cf__𝐰^2.$$

Condition (i) is clearly necessay, and condition (ii) is equivalent to requiring that the normalized Grammian be bounded. So the question is whether weak separation (condition (i)) and the Carleson measure condition (ii) suffice. The conjecture is a special case of Question 9.57 in .


text:
# Stages of Energy Transfer in the FPU Model

## 1. Introduction

One of the very first uses of electronic computing machines was Fermi, Pasta, and Ulam’s simulation of wave propagation in a weakly nonlinear lattice model . They were expecting to observe that the weak coupling of the normal modes of the system would induce a redistribution of energy from an initial large-scale excitation to an equal sharing (equipartition) of energy among all normal modes after some time. As is well known, they were instead surprised to see the system display regular behavior characteristic of integrable systems, with the initial state recurring on a rather short time scale. This discovery shifted attention to its explanation and ramifications  for several decades. In the last two decades, however, the Fermi-Pasta-Ulam (FPU) model has once again been utilized as a test model for numerically illustrating and exploring standard concepts in statistical mechanics . The peculiar near-integrable behavior observed by Fermi, Pasta, and Ulam is characteristic of their model only for systems which are sufficiently small in size and energy. There exist well-defined regimes for which the FPU model is weakly nonlinear but stochastic , and it is in these regimes that one can hope to connect the outcome of direct numerical simulations with statistical mechanical concepts , such as relaxation to equipartition , entropy production , chaos as manifested by positive Lyapunov exponents , universal behavior of statistical functions  and virial relations . The reason for using the FPU model for this purpose is that it is one of the simplest and most natural one-dimensional nonlinear models for statistical mechanics which can be conceived. An interesting alternative of comparable simplicity which has been the subject of recent research is the truncated Burgers model .

Our intent is to use the FPU model to scrutinize a “weak turbulence” (WT) theory, a nonequilibrium statistical mechanical theory which attempts to describe the dynamical energy transfer among normal modes in a weakly nonlinear, dispersive, extended system . The theory has been developed over the last four decades to describe the energy transfer in wave dynamics primarily in fluids and plasmas , among other novel applications such as semiconductors .

These systems are generally too complex for effective comparison of the weak turbulence theory with direct numerical simulations. Only in recent years has a simple one-dimensional model with features representative of such fluid systems been explored by Cai, Majda, McLaughlin, and Tabak  to examine the assumptions underlying WT theory. We propose to apply the FPU model for a similar purpose, though the issues on which we focus are distinct. The implications of our studies for the framework of WT theory will be taken up in other works .

Here we will present the content of our findings as they inform the relaxation process in the FPU model in the stochastic but weakly nonlinear regime. We will restrict attention to the $`\alpha `$ version of FPU model, which has purely quadratic nonlinearity in the equations of motion (Section 2). The $`\beta `$ version (with cubic nonlinearity) seems to be the subject of more work , but the $`\alpha `$ version has attributes which make it more suitable for a first test case for WT theory. Most of the previous statistical mechanical work concerning the FPU models of which we are aware focuses primarily on computing particular statistical measures of the process, such as the time until equipartition is reached , the Lyapunov exponents characterizing the degree of chaos , or more exotic quantities characterizing the geometry of the trajectories . Another recent line of research has been tracing the path of energy transfer starting from a small set of excited modes . Because the WT theory has the potential to describe the process of energy transfer in the system from beginning to end, we have instead sought to characterize the entire evolution of the energy spectrum from large-scale excitation to eventual equipartition. We will consider the energy transfer in spectral terms, in contrast to the physical space viewpoint developed for the $`\beta `$-FPU model by Lichtenberg and coworkers .

The energy spectrum in the $`\alpha `$-FPU model approaches equilibrium through a series of qualitatively distinct phases which we illustrate in Section 3. At the initial time, the energy is concentrated in a small set of low-wavenumber modes. This energy then proceeds to higher wavenumbers first through a standard superharmonic cascade, and then shifts to a nonlocal transfer of energy from low wavenumbers to a band of intermediate wavenumber modes. The energy in this intermediate wavenumber band then rolls back through an inverse cascade to lower wavenumbers again. This process then creates approximate equipartition only over a set of modes extending up to a cutoff wavenumber, beyond which the energy content falls off exponentially rapidly . We refer to the location of the transition between the flat and rapidly decaying parts of the energy spectrum as the “knee.”

After presenting this pictorial “life history” of a large-scale excitation in the $`\alpha `$-FPU system, we present in Section 4 some specific quantitative predictions of WT theory and compare them with the numerical results. At the coarsest level, WT theory suggests the presence of two nonlinear time scales. Over the first nonlinear time scale, energy is exchanged through triads of modes which remain resonant over this time scale. A consideration of the resonances in the dispersion relation indicates that only modes of sufficiently small wavenumber can participate in nearly resonant triads . This in turn suggests that this triad interaction phase should correspond to the formation of the partial equipartition up to the knee. The subsequent relaxation of the energy spectrum to global equipartition requires the slower energy exchange among resonant quartets of normal modes, which are much more abundant. Our present focus is on the triad interaction phase.

An adaptation of the WT theory allows predictions of both the order of magnitude of the time scale and the location of the knee which agree excellently with direct numerical simulation.

## 2. Fermi-Pasta-Ulam Model

The Fermi-Pasta-Ulam (FPU) model is a model for a one-dimensional collection of particles with massless, weakly anharmonic (nonlinear) springs connecting them to each other. Letting $`\{q_j\}_{j=1}^N`$ and $`\{p_j\}_{j=1}^N`$ denote the position and momentum coordinates of an $`N`$-particle chain, we can define the FPU model Hamiltonian:

$$H=\underset{j=1}{\overset{N}{}}\left(\frac{p_j^2}{2m}+\kappa \frac{(q_jq_{j+1})^2}{2}+\alpha \frac{(q_jq_{j+1})^3}{3}+\beta \frac{(q_jq_{j+1})^4}{4}\right)$$
(1)
Here we assumed periodic boundary conditions $`p_{N+1}=p_1`$ and $`q_{N+1}=q_1`$. Equivalently, the beads are connected in a circular arrangement. The parameter $`m`$ denotes the particle mass, while $`\kappa `$, $`\alpha `$, and $`\beta `$ are coefficients involving the spring properties.

The equations of motion are the standard Hamilton’s equations:

$$\dot{q}_j=\frac{H}{p_j},\dot{p}_j=\frac{H}{q_j}$$
(2)
We will here focus on the $`\alpha `$-FPU model for which $`\alpha 0`$ and the quartic term is absent ($`\beta =0`$). We nondimensionalize the system with respect to the spring constant $`\kappa `$, the mass $`m`$, and the energy density $`H/N`$. Retaining the original symbols for the nondimensionalized variables $`p_j`$ and $`q_j`$, we obtain the nondimensionalized Hamiltonian and equations of motion:

$``$ $`=`$ $`{\displaystyle \frac{1}{2}}{\displaystyle \underset{j=1}{\overset{N}{}}}\left(p_j^2+(q_jq_{j+1})^2\right)+{\displaystyle \frac{ϵ}{3}}{\displaystyle \underset{j=1}{\overset{N}{}}}(q_jq_{j+1})^3`$ (3)
$`\dot{q}_j`$ $`=`$ $`p_j`$
$`\dot{p}_j`$ $`=`$ $`\left(q_{j1}2q_j+q_{j+1}\right)\left(1+ϵ(q_{j1}q_{j+1})\right)`$
Our choice of nondimensionalization implies that

$$=N$$
(4)
for all times. The fundamental nondimensional parameter measuring the strength of the nonlinearity is

$$ϵ\alpha \sqrt{\frac{H}{N}}.$$

In order to study the transfer of energy among different scales, we represent the system in terms of Fourier modes:

$`\left(\begin{array}{c}q_l\\ p_l\end{array}\right)={\displaystyle \frac{1}{N}}{\displaystyle \underset{k=\frac{N}{2}+1}{\overset{N/2}{}}}\left(\begin{array}{c}Q_k\\ P_k\end{array}\right)\mathrm{exp}\left({\displaystyle \frac{2\pi ikl}{N}}\right)`$ (9)
$`\left(\begin{array}{c}Q_k\\ P_k\end{array}\right)={\displaystyle \underset{l=1}{\overset{N}{}}}\left(\begin{array}{c}q_l\\ p_l\end{array}\right)\mathrm{exp}\left({\displaystyle \frac{2\pi ikl}{N}}\right)`$ (14)
The Hamiltonian in the new variables reads

$``$ $`=`$ $`{\displaystyle \frac{1}{2N}}{\displaystyle \underset{k=\frac{N}{2}+1}{\overset{\frac{N}{2}}{}}}\left[|P_k|^2+\omega _k^2|Q_k|^2\right]`$
$`+{\displaystyle \frac{ϵ}{3N^2}}{\displaystyle \underset{k_1,k_2,k_3=\frac{N}{2}+1}{\overset{\frac{N}{2}}{}}}V_{k_1,k_2,k_3}Q_{k_1}Q_{k_2}Q_{k_3}\delta _{k_1+k_2+k_3,0},`$
where the dispersion relation is given by

$$\omega _k=2\left|\mathrm{sin}\left(\frac{\pi k}{N}\right)\right|,$$
(16)
the nonlinear coupling coefficients are

$$V_{k_1,k_2,k_3}=i\mathrm{sgn}(k_1k_2k_3)\omega _{k_1}\omega _{k_2}\omega _{k_3},k_1+k_2+k_3=0,$$
(17)
and

$$\delta _{i,j}\{\begin{array}{cc}1\hfill & \text{if }i=jmodN,\hfill \\ 0\hfill & \text{else.}\hfill \end{array}$$

is a periodized version of the Kronecker delta function.

To quantify the amplitude of activity of the FPU chain at different scales, we define the harmonic energy contribution of each Fourier mode:

$$E_{h,k}(t)\frac{1}{2N}\left[|P_k|^2+\omega _k^2|Q_k|^2\right].$$

Energy equipartition implies $`E_{h,k}`$ is independent of $`k`$ (and $`t`$). The total harmonic contribution to the energy is

$$E_h(t)\underset{k=N/2+1}{\overset{N/2}{}}E_{h,k}(t).$$

## 3. Numerical Simulation of Relaxation from Initial Large-Scale Excitation

The equations of motion in (3) were integrated using a fourth order Runge-Kutta time stepping routine. Since the equations are local in physical space, all calculations were performed there. FFTs were employed only for data analysis. All simulations conserved energy to within $`10^3`$ after the full length of the simulation whereas total momentum and particle position were conserved to machine accuracy. With a specified number of excited initial modes, the amplitude and phase of the Fourier coefficients are each chosen from a uniform distribution so that, on average, each mode would be initialized with the same energy. The initial data is then normalized according to Eq. (4). The results of all experiments are averaged over 10–20 independent realizations of the initial data; these relatively small ensembles proved sufficient to elucidate the results.

Figure 1 shows a sequence of ensemble averaged spectra for a lattice of length $`N=512`$ and nonlinearity strength $`ϵ=0.03`$ at times $`t=0`$, $`50`$, $`100`$, $`200`$, $`400`$, $`1000`$, $`2500`$, $`5000`$, $`10^4`$, displaced for ease of viewing. The evolution proceeds from a set of $`50`$ initially excited modes to a superharmonic cascade to all wave numbers with exponentially decreasing energy by $`t=50`$. By $`t=100`$ the initial band has transferred much of its energy to intermediate wavenumbers, forming a slight hump. Thereafter, this hump of energy rolls back via an inverse cascade to low wavenumbers. At $`t=10^4`$, the energy spectrum exhibits a plateau at low wavenumbers and an exponential falloff at higher wavenumbers. This last spectrum is the motivation for the term “knee”, below which the waves are in equipartition and above which they are not substantially excited . After $`t=10^4`$ the spectrum evolves over much longer time scales, eventually arriving at equipartition throughout.

Figure 2 shows a similar experiment with a larger ensemble (20 realizations), $`N=512`$ and $`ϵ=0.05`$. The initial excitation band is very much smaller, including only 20 waves. Again spectra are displaced and in this example are shown at $`t=0,10^3,2\times 10^3,4\times 10^3,8\times 10^3,2\times 10^4,5\times 10^4,10^5`$. Energy is driven first to an intermediate range of wavenumbers which saturate. Subsequently, an inverse cascade of energy extends the band of equilibration backward to lower wavenumbers until $`t8\times 10^3`$, at which point only the lowest wavenumber has yet to reach equipartition. At $`t=5\times 10^4`$ the spectrum is quasi-stationary, equipartition being achieved among all wavenumbers less than $`k_{\mathrm{knee}}`$. The energy in larger wavenumbers decreases rapidly. At $`t=10^5`$ the highest modes begin to acquire energy. Eventually the whole spectrum will arrive at equipartition; this process is outside of the scope of the current work.

## 4. Scaling Predictions

A renormalized WT theory derived in  predicts that significant three wave interaction should occur in a band

$$|k|k_{\mathrm{knee}}N\sqrt{ϵ}$$
(18)
on a time scale

$$T_3ϵ^{3/2}.$$
(19)
This theory only applies when the lattice size is large enough ($`Nϵ^{1/2}`$) and the number of initially excited modes is an order unity fraction of the knee width $`k_{\mathrm{knee}}`$, so that the renormalized energy spectrum remains self-consistently of order unity during this phase of evolution.

A useful statistical measure for our purposes is the spectral entropy, defined as

$$S(t)=\underset{k}{}\frac{E_{h,k}(t)}{E_h(t)}\mathrm{log}\left(\frac{E_{h,k}(t)}{E_h(t)}\right).$$

This provides a measure of the effective number of excited normal modes at any given time, $`n_{\mathrm{eff}}(t)e^{S(t)}`$ . Figure 3 shows rescaled plots of this spectral entropy as a function of time. The onset of the quasi-stationary phase, after the end of the three-wave evolution, is clearly evident. The knee width $`k_{\mathrm{knee}}1.5N\sqrt{ϵ}`$ is determined as an average of $`n_{\mathrm{eff}}`$ over a time window shortly after the entropy ends its rapid rise. This scaling relationship is robust against various choices of initial bandwidth excitations. The time to reach partial equipartition $`T_3`$, however, does depend sensitively on the choice of initial data. As discussed above, the WT theory producing the scaling prediction (19) assumes the initial data is excited over a band of wavenumbers which is an order unity fraction of the knee width. To test the prediction (19), then, we choose the system to have initially $`\frac{1}{2}k_{\mathrm{knee}}0.75N\sqrt{ϵ}`$ excited modes. (The evolution depicted in Figure 1 comes from initial data of this form, whereas the example in Figure 2 was initialized with a considerably smaller band of excited modes). The time scale $`T_3`$ for the system to reach partial equipartition is determined automatically as the first time at which $`n_{\mathrm{eff}}(t)`$ achieves the value $`k_{\mathrm{knee}}=1.5N\sqrt{ϵ}`$.

### 4.1. Effect of strength of nonlinearity

Ensembles of FPU lattices with lattice length $`N=512`$ were integrated for values of $`ϵ`$ ranging from $`10^3`$ to $`10^1`$. Figures 4 and 5 show excellent agreement with the $`ϵ`$ scaling dependences (18) and (19) predicted by the renormalized WT theory. The scaling $`k_{\mathrm{knee}}ϵ^{1/2}`$ had also been previously observed in .

### 4.2. Effect of lattice size

The renormalized WT theory also predicts that the knee width should scale with lattice size (Eq. (18)) whereas the three wave time scale should not (Eq. (19)). These properties are compatible with a thermodynamic limit. In figure 3 the logarithm of the fraction of modes to the total lattice size is plotted against time for seven ensembles of experiments with increasing lattice size $`N=32,64,128,256,1024,2048,4096`$, and fixed $`ϵ=0.1`$. These experiments were again initialized with half the number of modes of the predicted knee. Three features of this plot stand out most clearly. First, the spectral entropy follows a universal evolution  for lattice sizes larger than $`N=128`$. Secondly, the number of excited modes exponentially increases with time prior to three wave equilibrium. Finally, for $`N=32`$ (where the initial number of excited modes is approximately $`7`$) there is no equilibrium, but rather quasi-periodic behavior. In fact, a shadow of this behavior is present for $`N=64`$ and $`128`$ also. These are reminiscent of the integrability discovered in Fermi, Pasta and Ulam’s original work , and indicate the breakdown of the WT theory scaling predictions for small lattice sizes.

## 5. Conclusion

We have emphasized some of the long-lived transient features of the evolution of the energy spectrum in the $`\alpha `$-FPU model. Weak turbulence theory has been successful in predicting scaling exponents concerning the achievement of partial equipartition. In the future, we will endeavor to explain other dynamical aspects, such as the formation of the energy hump at intermediate wavenumbers and subsequent inverse cascade, in similar quantitative terms.

## 6. Acknowledgements

The authors would like to thank David Cai and Gregor Kovačič for helpful discussions. JAB is supported by an NSF VIGRE postdoctoral research fellowship DMS 9983646, PRK is supported by an NSF grant DMS-A11271, and YVL is partially supported by NSF Career grant DMS 0134955 and ONR YIP grant N000140210528.