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# Local well-posedness for dispersion generalized Benjamin-Ono equations

## 1. Introduction

We consider the initial value problem

(1.1)
$$\{\begin{array}{c}_tu+_xD_x^{1+a}u+\frac{1}{2}_x(u^2)=0,\hfill \\ u(x,0)=u_0(x)x,t,\hfill \end{array}$$

where $`0a1`$. Here $`D_x^{1+a}`$ is the Fourier multiplier operator with symbol $`|\xi |^{1+a}`$. These equation arise as mathematical models for the weakly nonlinear propagation of long waves in shallow channels. We recall that when $`a=0`$ the equation in (1.1) is called the Benjamin-Ono equation, and when $`a=1`$ it is called the KdV equation. In the endpoint cases cases ($`a=0`$ and $`a=1`$), the equations have an infinite number of conserved integrals and are integrable by the inverse scattering method , . When $`0<a<1`$ there is no integrability, but three integrals are still conserved :

(1.2) $`I_1`$ $`=`$ $`{\displaystyle u(x,t)𝑑x},`$
(1.3) $`I_2`$ $`=`$ $`{\displaystyle |u(x,t)|^2𝑑x},`$
(1.4) $`I_3`$ $`=`$ $`{\displaystyle \frac{1}{6}}{\displaystyle u^3𝑑x}+{\displaystyle |D_x^{\frac{1+a}{2}}u|^2𝑑x}.`$
Several papers have been published on the well-posedness for the initial value problem (1.1), below we only recall the most recent results:

$`a=0:`$ For $`a=0`$, (1.1) is the Benjamin-Ono initial value problem which is known to have global weak solutions in $`L^2`$ ( , ,  and ). Moreover, Ponce  proved global well-posedness in $`H^{3/2}`$ by first proving local well-posedness via the energy method enhanced with dispersive smoothing and globalizing this result with the next conservation law in the hierarchy of conserved quantities for Benjamin-Ono.

$`0<a<1`$: Kenig, Ponce and Vega  have shown that (1.1) is locally well-posed for data in $`H^s`$ provided $`s\frac{3}{4}(2a)`$ using the energy method enhanced with the smoothing effect. When $`a\frac{4}{5}`$ note that $`\frac{3}{4}(2a)\frac{1}{2}+\frac{a}{2}`$. Therefore, in the regime $`\frac{4}{5}a`$, the conservation law (1.4) and the local theory from  combine to prove global well-posedness of (1.1).

$`a=1:`$ For $`a=1`$, (1.1) is the KdV initial value problem and Bourgain  used a fixed point argument to prove local (and hence global) well-posedness in $`L^2`$. Subsequently, Kenig, Ponce and Vega  proved, again using a fixed point argument, local well-posedness in $`H^s`$ for $`s>3/4`$ and Colliander, Keel, Staffilani, Takaoka and Tao  extended this to a global result. Christ, Colliander and Tao  recently established a local111Global well-posedness at $`s=\frac{3}{4}`$ remains an open problem. well-posedness result at the $`s=3/4`$ endpoint for KdV by conjugating an extension of the $`s=\frac{1}{4}`$ local theory  for the modified KdV equation using the Miura transform (see , ).

Recently Molinet, Saut and Tzvetkov  have shown that for $`0a<1`$ an $`H^s`$ assumption alone on the initial data is insufficient for a proof of local well-posedness via Picard iteration or fixed point arguments no matter what space of functions of spacetime containing $`C([0,T];H^s)`$ is considered for the contraction. Thus, the natural goal of proving local well-posedness of (1.1) in the space $`H^s_{},s_{}=\frac{1}{2}+\frac{a}{2}`$ appearing in $`I_3`$ is not attainable via a fixed point argument. In particular, the type of approach used by Bourgain  and Kenig, Ponce and Vega    for the KdV initial value problem is not possible for (1.1) in the range $`0a<1`$..

Two paths emerge for addressing the well-posedness issues for (1.1). We might first choose to abandon the fixed point approach to proving local well-posedness and try to further enhance the classical energy method by applying it somehow at lower regularity. Since (1.1) is known ,  to have global weak solutions in $`L^2`$, the main issue in this approach is uniqueness. The enhancements of the classical energy method using the smoothing effect appearing in ,  follow this path. As an alternate approach, we might choose to abandon $`H^s`$ and prove local well-posedness via a fixed point argument in some other space of initial data. If the norms of the data used in the proof can be shown to be finite for all time we might also prove global well-posedness for such initial data. This paper follows the second path described above by considering initial data in the space $`F^s_{}`$ defined below which involves $`L^2`$-type integrability with respect to a spatial weight, in addition to $`H^s`$ regularity.

###### Remark 1.1.

The present paper should be distinguished from . Here, we are considering dispersive generalizations of the Benjamin-Ono and KdV equations all with the same quadratic nonlinearity. In , Kenig, Ponce and Vega considered higher power generalizations of the nonlinearity within the Benjamin-Ono setting. Note also that the higher power cases in the dispersion generalized setting ($`a0`$) were already considered in .

Before we present our result we observe that from (1.3) and (1.4) it follows that if $`u`$ is a solution for the IVP (1.1) with $`a0`$, then

(1.5)
$$u(t)_{H^s_{}}Cu_0_{H^s_{}}$$

where $`s_{}=1/2+a/2`$. Indeed, by Sobolev and interpolation, we have the bound

$$\left|u^3𝑑x\right|u_{H^{\frac{1}{6}}}^3u_{L^2}^{3(1\frac{1}{3+3a})}u_{H^{\frac{1}{2}+\frac{a}{2}}}^{3(\frac{1}{3+3a})},$$

which, when combined with (1.4), gives (1.5). If one could prove well-posedness in an interval of time $`[0,T]`$, where $`T=T(u_0_{H^{s_a}})`$, then thanks to (1.5) an iteration in time would give global well-posedness. Unfortunately the standard way of obtaining a local result is by a fixed point theorem in Sobolev spaces of $`L^2`$ type, and the recent result of Molinet, Saut and Tzvetkov  shows that for $`0a<1`$ this cannot be done.

###### Remark 1.2.

There is another equation for which Molinet, Saut and Tzvetkov  exhibit a counterexample showing the failure of an iteration method in $`H^s`$: the KP-I equation. But, in two recent papers ( and ), we show that one can still use a fixed point method to obtain well-posedness results, as long as one considers weighted Sobolev spaces together with the classical $`H^s`$ space. In this paper, we prove analogous well-posedness results for the IVP (1.1) with $`0a<1`$ using a fixed point theorem method on weighted Sobolev spaces222The description of these spaces is contained in Definitions 1.7 and 1.10..

We shall also see, by example, that our basic estimates, Propositions 3.1 and 3.2, fail when $`a=0`$, which explains why our results hold only for the case $`0<a<1`$, (see the Appendix).

Throughout the paper we use the following notation for the Fourier transform:

$$\text{F}(f)(\xi )=\widehat{f}(\xi )=e^{ix\xi }f(x)𝑑x,$$

and similarly for the inverse Fourier transform we write

$$\text{F}^1(g)(x)=\stackrel{ˇ}{g}(x)=e^{ix\xi }g(\xi )𝑑\xi .$$

###### Definition 1.1.

Let

(1.6)
$$s_{}=1/2+a/2.$$

We define the space of functions $`F^s`$ as the completion of the Schwartz functions through the norm

(1.7)
$$f_{F^s}=f_{H^s}+xf_{H^{s2s_{}}},$$

We forecast that the space $`F^s_{}`$ will be the space of the initial data in the IVP (1.1). We also need a space that will contain the evolution under the dynamics dictated by (1.1) of the initial data. To define this space we start by introducing the dispersive function $`\omega (\xi )=\xi |\xi |^{1+a}`$ associated to the IVP (1.1). We also denote with $`\chi _0(z)`$ an even smooth characteristic function of the interval $`[1,1]`$ and with $`\chi `$ an even smooth characteristic function of the set $`\{z:1/2<|z|<2\}`$. We use the notation $`\chi _j(z)=\chi (2^jz)`$ with $`j`$, whenever a dyadic decomposition is needed.

###### Definition 1.2.

We define the space $`X_s^b`$ for $`s,b`$, as the closure of the Schwartz functions through the norm

(1.8)
$$f_{X_s^b}=\underset{j0}{}2^{jb}\left(_^2\chi _j(\lambda \omega (\xi ))(1+|\xi |)^{2s}|\widehat{f}|^2(\lambda ,\xi )𝑑\xi 𝑑\lambda \right)^{1/2},$$

and the space $`Y_{s_0,s_1}^b,`$ for $`s_0,s_1,b`$ as

(1.9)
$$Y_{s_0,s_1}^b=\{f:xfX_{s_0}^b\text{ and }tfX_{s_1}^b\}.$$

Finally, for $`s,b`$, we set

(1.10)
$$Z_s^b=X_s^bY_{s2s_{},s}^b.$$

If an interval of time $`[0,T]`$ is fixed, then we say that $`fZ_{s,T}^b`$ if there is an extension $`\stackrel{~}{f}`$ of $`f`$ on the whole real line such that $`\stackrel{~}{f}Z_s^b`$ and $`f_{Z_{s,T}^b}=inf\stackrel{~}{f}_{Z_s^b}`$, where the infimum is taken over all possible extensions $`\stackrel{~}{f}`$. (These norms are adaptations of the spaces introduced  by Bourgain for KdV and NLS to the generalized Benjamin-Ono setting, where, in light of the examples in , we are forced into introducing some version of the spatial weight.)

We will prove in Theorem 1 that $`Z_{s_{},T}^{1/2}`$, where $`s_{}`$ is as in (1.6), is a space of evolution of the initial data in $`F^s_{}`$ through the IVP (1.1).

We are now ready to state the main result of this paper.

###### Theorem 1.

Assume that $`a(0,1)`$. Then for any $`u_0F^s`$ with $`ss_{}=1/2+a/2`$, there exist $`T=T(u_0_{F^s_{}})`$ and a unique solution $`u`$ for the IVP (1.1), such that $`uZ_{s,T}^{1/2}C([0,T],F^s)`$. Moreover given any $`T^{}(0,T)`$, there exists a neighborhood $`U_{u_0}`$ of $`u_0F^s`$ such that the map from $`U_{u_0}`$ to $`Z_{s,T^{}}^{1/2}`$, that associates to the initial data the unique solution of the IVP (1.1), is continuous, and in fact, real analytic.

###### Remark 1.3.

If $`u(x,t)`$ solves (1.1) then $`u_\sigma (x,t)=\sigma ^{1+a}u(\sigma x,\sigma ^{2+a}t)`$ is also a solution, at least formally. This dilation invariance distinguishes the scaling invariant Sobolev index for (1.1) to be $`s=\frac{1}{2}a`$. We observe therefore that Theorem 1 is close to the scaling invariant result near $`a=0`$ and assumes much more regularity on the data than scaling suggests is required for $`a`$ near 1. Note also that the results obtained here in the $`a\frac{4}{5}`$ are inferior to those obtained by Kenig, Ponce and Vega in  in the sense that we require more spatial regularity of the data as well as integrability against a weight. Further remarks on the near optimality of our results near $`a=0`$ are made at the end of Section 3.

###### Remark 1.4.

Theorem 1 could be iterated to obtain a global well-posedness result for (1.1) for initial data in the space $`F^s_{}`$ if one could prove that $`u(t)_{F^s_{}}`$ is finite for all time. Recalling (1.7), (1.4) and (1.5), all that remains to be shown is the finiteness for all time of $`xu(t)_{H^s_{}}`$. It may be possible that a Gronwall type argument like that presented in Theorem 3.3 of  for the KP equation will prove this. Note that the results in  already provide global well-posedness for (1.1) in the energy space identified using (1.4) in the regime $`a\frac{4}{5}.`$

The paper is organized as follows: in Section 2 we present some estimates regarding the solution of the linear homogeneous and inhomogeneous IVP associated with (1.1). In Section 3 we present some bilinear estimates needed in Section 4 where we prove Theorem 1 using a contraction method. The paper ends with Section 5, an appendix in which we prove some estimates involving the spaces $`X_s^b`$ and $`Y_{s_0,s_1}^b`$ and cut-off functions in time.

## 2. The linear estimates

We denote with $`W(t)u_0`$ the solution of the linear IVP

(2.1)
$$\{\begin{array}{c}_tu+_xD_x^{1+a}u=0,\hfill \\ u(x,0)=u_0(x)x,t.\hfill \end{array}$$

The first lemma we present contains a priori estimates for the solution $`W(t)u_0`$.

###### Lemma 2.1.

For any $`(\theta ,\beta )[0,1]\times [0,a/2]`$, we have:

(2.2) $`\left({\displaystyle _{}}D^{\theta \beta /2}W(t)u_0_p^q𝑑t\right)^{1/q}`$ $``$ $`Cu_0_{L^2}`$
(2.3) $`\left({\displaystyle _{}}D^{\theta \beta }W(tt^{})f(,t^{})dt^{}_{L_x^p}^q𝑑t\right)^{1/q}`$ $``$ $`Cf_{L_t^q^{}L_x^p^{}},`$
where $`(q,p)=(2(2+a)/(\theta (\beta +1)),2/(1\theta ))`$ and $`1/p+1/p^{}=1/q+1/q^{}=1`$.

The proof of this lemma is due to Kenig, Ponce and Vega .

A consequence of this lemma is the following Strichartz inequality:

###### Corollary 1.

Let333Notice that for $`a[0,1]`$ we have $`b_0(0,1/2)`$.  $`b_0=(3+a)/(4(2+a))`$, then for any $`fX_0^{b_0}`$

(2.4)
$$f_{L^4}Cf_{X_0^{b_0}}.$$

###### Proof.

We first show that

(2.5)
$$f_{L^2}f_{X_0^0}.$$

In fact for a sequence of numbers $`c_j`$, $`c_j_{l^2}c_j_{l^1}`$ and it’s enough to write

$$f_{L^2}=\left(\underset{j0}{}\chi _j(\lambda \omega (\xi ))|\widehat{f}|^2(\lambda ,\xi )𝑑\xi 𝑑\lambda \right)^{1/2},$$

and set $`c_j=\left(\chi _j(\lambda \omega (\xi ))|\widehat{f}|^2(\lambda ,\xi )𝑑\xi 𝑑\lambda \right)^{1/2}`$. Next we take $`\beta =0`$ and $`p=q`$ in (2.2), hence $`\theta =(2+a)/(3+a)`$ and $`p=q=2(3+a)`$. A standard argument based on a layer decomposition along the translates of the surface $`S=\{(\xi ,\omega (\xi ))\}`$ (see for example ) gives

(2.6)
$$f_{L^{2(3+a)}}Cf_{X_0^{1/2}}.$$

We now interpolate (2.5) and (2.6). We write $`1/4=\theta /2+(1\theta )/2(3+a)`$, $`b_0=(1\theta )/2`$, and after a simple calculation it follows that $`\theta =(1+a)/(2(2+a))`$ and $`b_0=(3+a)/(4(2+a))`$. ∎

We proceed now to the estimate of the group $`W(t)`$ in the spaces $`X_s^b`$ and $`Y_{s_0,s_1}^b`$. In the following we will always assume that $`\psi (t)`$ is a smooth cut-off function supported in the interval $`[1,1]`$.

###### Lemma 2.2.

For any $`\delta (0,1)`$ and $`u_0H^s,s`$, we have

$$\psi (t/\delta )W(t)u_0_{X_s^{1/2}}Cu_0_{H^s},$$

where $`C>0`$ is independent of $`\delta `$.

###### Proof.

Observe that

(2.7)
$$\text{F}(\psi (t/\delta )W(t)u_0)(\xi ,\lambda )=\delta \widehat{\psi }(\delta (\lambda \omega (\xi ))\widehat{u_0}(\xi ).$$

We thus need to estimate

$$\underset{j0}{}2^{j/2}\left(_^2(1+|\xi |)^{2s}|\widehat{u_0}(\xi )|^2\delta ^2|\widehat{\psi }(\delta (\lambda \omega (\xi )))|^2\chi _j(\lambda \omega (\xi ))𝑑\xi 𝑑\lambda \right)^{1/2}.$$

We first integrate the $`\lambda `$ variable, so we need to evaluate

$$I_j=\delta \left(_{}|\widehat{\psi }(\delta \lambda )|^2\chi _j(\lambda )𝑑\lambda \right)^{1/2}.$$

For $`j=0`$

$$I_0=\delta \left(_{|\lambda |1}|\widehat{\psi }(\delta \lambda )|^2𝑑\lambda \right)^{1/2}=\delta \left(_{|r|\delta }|\widehat{\psi }(r)|^2\frac{dr}{\delta }\right)^{1/2}=C\delta .$$

For $`j>0`$

$`I_j`$ $`=`$ $`\delta \left({\displaystyle _{2^{j1}|\lambda |2^j}}|\widehat{\psi }(\delta \lambda )|^2𝑑\lambda \right)^{1/2}=\delta ^{1/2}\left({\displaystyle _{\delta 2^{j1}|r|\delta 2^j}}|\widehat{\psi }(r)|^2𝑑r\right)^{1/2}`$
$``$ $`\delta ^{1/2}\left({\displaystyle _{\delta 2^{j1}|r|\delta 2^j}}|\widehat{\psi }(r)|^2(1+|r|)^{2N}{\displaystyle \frac{dr}{(1+|r|)^{2N}}}\right)^{1/2}`$
$`=`$ $`C\widehat{\psi }(r)(1+|r|)^N_L^{\mathrm{}}\delta ^{1/2}{\displaystyle \frac{(\delta 2^j)^{1/2}}{(1+\delta 2^j)^N}},`$
for any $`N,N>1`$. We then obtain

$`\psi (t/\delta )W(t)u_0_{X_s^{1/2}}`$ $``$ $`\delta u_0_{H^s}`$
$`+`$ $`\left({\displaystyle \underset{j1}{}}{\displaystyle \frac{\delta 2^j}{(1+\delta 2^j)^N}}\right)\widehat{\psi }(r)|(1+|r|)^N_L^{\mathrm{}}u_0_{H^s}.`$
But it may be shown that $`_{j1}\frac{\delta 2^j}{(1+\delta 2^j)^N}C`$, uniformly for $`N>1`$. Hence the lemma follows. ∎

The companion of the estimate we just proved is in the following lemma.

###### Lemma 2.3.

For any $`\delta (0,1)`$ and $`u_0H^s,s`$, we have

$$\psi (t/\delta )W(t)u_0_{Y_{s2s_{},s}^{1/2}}Cu_0_{F^s},$$

where $`C>0`$ is independent of $`\delta `$.

###### Proof.

Using again (2.7) we write

$$\frac{}{\lambda }\text{F}(\psi (t/\delta )W(t)u_0)(\xi ,\lambda )=\delta (\delta \widehat{\psi }^{}(\delta (\lambda \omega (\xi ))\widehat{u_0}(\xi ),$$

so that by Lemma 2.2

$$t\psi (t/\delta )W(t)u_0_{X_s^{1/2}}C\delta u_0_{H^s}.$$

On the other hand

$`{\displaystyle \frac{}{\xi }}\text{F}(\psi (t/\delta )W(t)u_0)(\xi ,\lambda )`$ $`=`$ $`\delta (\widehat{\psi }(\delta (\lambda \omega (\xi )){\displaystyle \frac{}{\xi }}\widehat{u_0}(\xi )`$
$``$ $`\delta (\delta \widehat{\psi }^{}(\delta (\lambda \omega (\xi ))\omega ^{}(\xi )\widehat{u_0}(\xi ).`$
We recall that $`|\omega ^{}(\xi )||\xi |^{1+a}`$, hence by Lemma 2.2

$$x\psi (t/\delta )W(t)u_0_{X_{s2s_{}}^{1/2}}Cxu_0_{H^{s2s_{}}}+C\delta u_0_{H^s},$$

as desired. ∎

We now need a version of Lemma 2.2 and 2.3 for the solution of the inhomogeneous linear problem.

###### Lemma 2.4.

For any $`ϵ(0,1)`$ and for any $`\delta (0,1)`$

$$\psi (t/\delta )_0^tW(tt^{})h(t^{})𝑑t^{}_{X_s^{1/2}}C_ϵ\delta ^ϵh_{X_s^{1/2}}.$$

###### Proof.

We follow the arguments of Kenig, Ponce and Vega in . We write

$`\psi (t/\delta ){\displaystyle _0^t}W(tt^{})h(t^{})𝑑t^{}`$
$`=`$ $`\psi (t/\delta ){\displaystyle _^2}e^{ix\xi }\widehat{h}(\xi ,\lambda )\psi (\lambda \omega (\xi )){\displaystyle \frac{e^{i\lambda t}e^{i\omega (\xi )t}}{\lambda \omega (\xi )}}𝑑\lambda 𝑑\xi `$
$`+`$ $`\psi (t/\delta ){\displaystyle _^2}e^{ix\xi }\widehat{h}(\xi ,\lambda )[1\psi (\lambda \omega (\xi ))]{\displaystyle \frac{e^{i\lambda t}e^{i\omega (\xi )t}}{\lambda \omega (\xi )}}𝑑\lambda 𝑑\xi =I+II.`$
To estimate $`I`$ we first perform a Taylor expansion

$$I=\underset{k=1}{\overset{\mathrm{}}{}}\frac{i^k}{k!}t^k\psi (t/\delta )_{}e^{ix\xi +t\omega (\xi )}\left(_{}\widehat{h}(\xi ,\lambda )\psi (\lambda \omega (\xi ))(\lambda \omega (\xi ))^{k1}𝑑\lambda \right)𝑑\xi .$$

Now let $`t^k\psi (t/\delta )=\delta ^k(t/\delta )^k\psi (t/\delta )=\delta ^k\psi _k(t/\delta )`$, for $`k`$. Then

$$I=\underset{k=1}{\overset{\mathrm{}}{}}\frac{i^k}{k!}\delta ^k\psi _k(t/\delta )W(t)G(x),$$

where

(2.8)
$$\widehat{G}(\xi )=_{}\widehat{h}(\xi ,\lambda )\psi (\lambda \omega (\xi ))(\lambda \omega (\xi ))^{k1}𝑑\lambda .$$

We want to use Lemma 2.2 together with its proof. To do so we first need to estimate $`|\widehat{\psi _k}(s)|`$ and $`|\widehat{\psi _k}(s)|(1+|s|)^N`$ for $`N=2`$, uniformly with respect to $`k`$. Note that

$$|\widehat{\psi _k}(s)|_{|t|1}|t|^k|\psi (t)|𝑑tC,$$

uniformly in $`k`$. On the other hand

$`\widehat{\psi _k}(s)`$ $`=`$ $`{\displaystyle _{|t|1}}e^{ist}t^k\psi (t)𝑑t`$
$`=`$ $`(is)^2{\displaystyle _{|t|1}}_t^2(e^{ist})t^k\psi (t)dt=(is)^2{\displaystyle _{|t|1}}(e^{ist})_t^2(t^k\psi (t))dt`$
and for $`|s|1`$ it follows that

$$|\widehat{\psi _k}(s)|C\frac{(1+k)^2}{(1+|s|)^2},$$

uniformly with respect to $`k`$. Then by Lemma 2.2

$$I_{X_s^{1/2}}CG_{H^s},$$

and

$`G_{H^s}`$ $`=`$ $`\left({\displaystyle _{}}(1+|\xi |)^{2s}\left|{\displaystyle _{}}\widehat{h}(\xi ,\lambda )\psi (\lambda \omega (\xi ))(\lambda \omega (\xi ))^{k1}𝑑\lambda \right|^2𝑑\xi \right)^{1/2}`$
$``$ $`\left({\displaystyle _{}}(1+|\xi |)^{2s}{\displaystyle _{|\lambda \omega (\xi )|1}}|\widehat{h}(\xi ,\lambda )|^2𝑑\lambda 𝑑\xi \right)^{1/2}h_{X_s^{1/2}},`$
as desired. This takes care of $`I`$. To estimate $`II`$ we write $`II=II_1+II_2`$, where

$`II_1`$ $`=`$ $`\psi (t/\delta ){\displaystyle _^2}e^{ix\xi }e^{i\omega (\xi )t}[1\psi (\lambda \omega (\xi ))]{\displaystyle \frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}}𝑑\lambda 𝑑\xi ,`$
$`II_2`$ $`=`$ $`\psi (t/\delta ){\displaystyle _^2}e^{ix\xi }e^{i\lambda t}[1\psi (\lambda \omega (\xi ))]{\displaystyle \frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}}𝑑\lambda 𝑑\xi .`$
In view of Lemma 2.2, to estimate $`II_1`$ we only need to show that

(2.9)
$$\text{F}^1\left(_{}[1\psi (\lambda \omega (\xi ))]\frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}𝑑\lambda \right)_{H^s}Ch_{X_s^{1/2}}.$$

In fact

$`\left({\displaystyle _{}}(1+|\xi |)^{2s}\left({\displaystyle _{}}[1\psi (\lambda \omega (\xi ))]{\displaystyle \frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}}𝑑\lambda \right)^2𝑑\xi \right)^{1/2}`$
$``$ $`\left({\displaystyle _{}}(1+|\xi |)^{2s}\left({\displaystyle \underset{j1}{}}{\displaystyle _{}}|\widehat{h}(\xi ,\lambda )|{\displaystyle \frac{\chi _j(\lambda \omega (\xi ))}{2^j}}𝑑\lambda \right)^2𝑑\xi \right)^{1/2}`$
$``$ $`{\displaystyle \underset{j1}{}}\left({\displaystyle _^2}(1+|\xi |)^{2s}2^j|\widehat{h}(\xi ,\lambda )|^2\chi _j(\lambda \omega (\xi ))𝑑\lambda 𝑑\xi \right)^{1/2},`$
and (2.9) follows. Finally for $`II_2`$ we use Lemma 5.1 and we reduce the matter to estimating

$`{\displaystyle _^2}e^{ix\xi +i\lambda t}[1\psi (\lambda \omega (\xi ))]{\displaystyle \frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}}𝑑\lambda 𝑑\xi _{X_s^{1/2}}`$
$``$ $`{\displaystyle \underset{j0}{}}2^{j/2}\left({\displaystyle _^2}{\displaystyle \frac{|\widehat{h}(\xi ,\lambda )|^2}{(1+|\lambda \omega (\xi )|)^2}}(1+|\xi |)^{2s}\chi _j(\lambda \omega (\xi ))𝑑\lambda 𝑑\xi \right)^{1/2}`$
$``$ $`Ch_{X_s^{1/2}},`$
and this concludes the proof of the lemma. ∎

We now prove a corresponding lemma for the space $`Y_{s2s_{},s}^{1/2}`$.

###### Lemma 2.5.

For any $`ϵ(0,1)`$ and for any $`\delta (0,1)`$

$$\psi (t/\delta )_0^tW(tt^{})h(t^{})𝑑t^{}_{Y_{s2s_{},s}^{1/2}}C_ϵ\delta ^ϵ(h_{Y_{s2s_{},s}^{1/2}}+h_{X_s^{1/2}}).$$

###### Proof.

We perform a decomposition into $`I`$, $`II_1`$ and $`II_2`$ like in Lemma 2.4. For $`I`$ we use Lemma 2.3 and we only need to estimate

$$G_{F^s}=G_{H^s}+xG_{H^{s2s_{}}},$$

where $`G`$ is defined in (2.8). In Lemma 2.4 we proved that $`G_{H^s}Ch_{X_s^{1/2}}`$. To estimate $`xG_{H^{s2s_{}}}`$ we first observe that

$`{\displaystyle \frac{}{\xi }}\widehat{G}(\xi )`$ $`=`$ $`{\displaystyle _{}}{\displaystyle \frac{}{\xi }}\widehat{h}(\xi ,\lambda )\psi (\lambda \omega (\xi ))(\lambda \omega (\xi ))^{k1}𝑑\lambda `$
$``$ $`(k1)\omega ^{}(\xi ){\displaystyle _{}}\widehat{h}(\xi ,\lambda )\psi (\lambda \omega (\xi ))(\lambda \omega (\xi ))^{k2}𝑑\lambda `$
$``$ $`\omega ^{}(\xi ){\displaystyle _{}}\widehat{h}(\xi ,\lambda )\psi ^{}(\lambda \omega (\xi ))(\lambda \omega (\xi ))^{k1}𝑑\lambda =\widehat{J_1}+\widehat{J_2}+\widehat{J_3}.`$
We can now write

$$xG_{H^{s2s_{}}}\underset{i=1}{\overset{3}{}}J_i_{H^{s2s_{}}}.$$

Following the argument in the proof of Lemma 2.4 it is easy to see that

$$J_1_{H^{s2s_{}}}Cxh_{X_{s2s_{}}^{1/2}}Ch_{Y_{s2s_{},s}^{1/2}}.$$

On the other hand, because $`|\omega ^{}(\xi )||\xi |^{1+a}`$, if follows that $`(1+|\xi |)^{s2s_{}}|\omega ^{}(\xi )|(1+|\xi |)^s`$, hence

$$\underset{i=1,2}{}J_i_{H^{s2s_{}}}Ckh_{X_s^{1/2}},$$

which suffices.

For $`II_1`$, we use again Lemma 2.3 and we have to show that

(2.10)
$$\text{F}^1\left(_{}[1\psi (\lambda \omega (\xi ))]\frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}𝑑\lambda \right)_{F^s}C(h_{Y_{s2s_{},s}^{1/2}}+h_{X_s^{1/2}}).$$

We observe that

$`{\displaystyle \frac{}{\xi }}\left({\displaystyle _{}}[1\psi (\lambda \omega (\xi ))]{\displaystyle \frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}}𝑑\lambda \right)`$
$`=`$ $`{\displaystyle _{}}{\displaystyle \frac{}{\xi }}\widehat{h}(\xi ,\lambda ){\displaystyle \frac{[1\psi (\lambda \omega (\xi ))]}{\lambda \omega (\xi )}}𝑑\lambda `$
$`+`$ $`\omega ^{}(\xi ){\displaystyle _{}}\widehat{h}(\xi ,\lambda ){\displaystyle \frac{\psi ^{}(\lambda \omega (\xi ))}{\lambda \omega (\xi )}}𝑑\lambda +\omega ^{}(\xi ){\displaystyle _{}}\widehat{h}(\xi ,\lambda ){\displaystyle \frac{[1\psi (\lambda \omega (\xi ))]}{(\lambda \omega (\xi ))^2}}𝑑\lambda `$
$`=`$ $`\widehat{M_1}+\widehat{M_2}+\widehat{M_3},`$
and using both the argument in the proof of Lemma 2.4 and the observations above we have

$`M_1_{H^s}`$ $``$ $`Cxh_{X_{s2s_{}}^{1/2}}Ch_{Y_{s2s_{},s}^{1/2}},`$
$`{\displaystyle \underset{i=2,3}{}}M_i_{H^{s2s_{}}}`$ $``$ $`Ch_{X_s^{1/2}},`$
which combined with (2.9) gives (2.10). Finally we turn to $`II_2`$. We use Lemma 5.4 and we obtain

$`\psi (t/\delta ){\displaystyle _^2}e^{ix\xi +i\lambda t}[1\psi (\lambda \omega (\xi ))]{\displaystyle \frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}}𝑑\lambda 𝑑\xi _{Y_{s2s_{},s}^{1/2}}`$
$``$ $`C_ϵ\delta ^ϵ{\displaystyle _^2}e^{ix\xi +i\lambda t}[1\psi (\lambda \omega (\xi ))]{\displaystyle \frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}}𝑑\lambda 𝑑\xi _{Y_{s2s_{},s}^{1/2}}.`$
We have that

$`{\displaystyle \frac{}{\xi }}\left(\widehat{h}(\xi ,\lambda ){\displaystyle \frac{[1\psi (\lambda \omega (\xi ))]}{\lambda \omega (\xi )}}\right)={\displaystyle \frac{}{\xi }}\widehat{h}(\xi ,\lambda ){\displaystyle \frac{[1\psi (\lambda \omega (\xi ))]}{\lambda \omega (\xi )}}`$
$`+`$ $`\omega ^{}(\xi )\widehat{h}(\xi ,\lambda ){\displaystyle \frac{\psi ^{}(\lambda \omega (\xi ))}{\lambda \omega (\xi )}}+\omega ^{}(\xi )\widehat{h}(\xi ,\lambda ){\displaystyle \frac{[1\psi (\lambda \omega (\xi ))]}{(\lambda \omega (\xi ))^2}},`$
so we obtain

$$x_^2e^{ix\xi +i\lambda t}[1\psi (\lambda \omega (\xi ))]\frac{\widehat{h}(\xi ,\lambda )}{\lambda \omega (\xi )}𝑑\lambda 𝑑\xi _{X_{s2s_{}}^{1/2}}C(h_{Y_{s2s_{},s}^{1/2}}+h_{X_s^{1/2}}).$$

Next we turn to $`_\lambda `$:

$`{\displaystyle \frac{}{\lambda }}\left(\widehat{h}(\xi ,\lambda ){\displaystyle \frac{[1\psi (\lambda \omega (\xi ))]}{\lambda \omega (\xi )}}\right)={\displaystyle \frac{}{\lambda }}\widehat{h}(\xi ,\lambda ){\displaystyle \frac{[1\psi (\lambda \omega (\xi ))]}{\lambda \omega (\xi )}}`$
$``$ $`\widehat{h}(\xi ,\lambda ){\displaystyle \frac{\psi ^{}(\lambda \omega (\xi ))}{\lambda \omega (\xi )}}+\widehat{h}(\xi ,\lambda ){\displaystyle \frac{[1\psi (\lambda \omega (\xi ))]}{(\lambda \omega (\xi ))^2}}={\displaystyle \underset{i=1,2,3}{}}\widehat{W_i},`$
and following the proof in Lemma 2.4 it is easy to see that

$`W_1_{X_s^{1/2}}`$ $``$ $`Cth_{X_s^{1/2}}`$
$`{\displaystyle \underset{i=2,3}{}}(W_i)_{X_s^{1/2}}`$ $``$ $`Ch_{X_s^{1/2}}.`$
The proof of the lemma is now complete. ∎

###### Remark 2.1.

The results in the appendix, Lemma 2.4 and Lemma 2.5 are probably also true with $`ϵ=0`$.

## 3. The bilinear estimates

This section represent the heart of the matter of this paper. We start with two propositions in which we prove bilinear estimates in the spaces $`X_s_{}^b`$ and $`Y_{s_{},s_{}}^b`$. After the proofs of these estimates, we analyze in detail certain low/high frequency interactions which reveal the near optimality of our bilinear estimates.

###### Proposition 3.1.

If $`a(0,1)`$ and $`s_{}=1/2+a/2`$, there exists $`0<b<1/2`$ such that

$`_x(uv)_{X_s_{}^b}`$ $``$ $`Cu_{X_s_{}^{1/2}}\left(v_{X_s_{}^{1/2}}+v_{X_s_{}^{1/2}}^{1/2}v_{Y_{s_{},s_{}}^{1/2}}^{1/2}\right)`$
$`+`$ $`Cv_{X_s_{}^{1/2}}\left(u_{X_s_{}^{1/2}}+u_{X_s_{}^{1/2}}^{1/2}u_{Y_{s_{},s_{}}^{1/2}}^{1/2}\right).`$
The companion estimate in the space $`Y_{s_{},s_{}}^b`$ takes the following form:

###### Proposition 3.2.

If $`a(0,1)`$ and $`s_{}=1/2+a/2`$, there exists $`0<b<1/2`$ such that

$`_x(uv)_{Y_{s_{},s_{}}^b}`$ $``$ $`Cu_{Y_{s_{},s_{}}^{1/2}}\left(v_{X_s_{}^{1/2}}+v_{X_s_{}^{1/2}}^{1/2}v_{Y_{s_{},s_{}}^{1/2}}^{1/2}\right)`$
$`+`$ $`Cv_{Y_{s_{},s_{}}^{1/2}}\left(u_{X_s_{}^{1/2}}+u_{X_s_{}^{1/2}}^{1/2}u_{Y_{s_{},s_{}}^{1/2}}^{1/2}\right)`$
$`+`$ $`Cu_{X_s_{}^{1/2}}v_{X_s_{}^{1/2}}.`$
###### Proof of Proposition 3.1.

We write

$$|\text{F}(_x(uv))(\xi ,\lambda )|=|\xi |\left|_^2\widehat{u}(\xi _1,\lambda _1)\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1\right|$$

and we split the set of integration into the two regions where $`|\xi \xi _1||\xi _1|`$ and $`|\xi \xi _1|>|\xi _1|`$. When we integrate in the first region we will obtain the first half of the right hand side of (3.1), when we integrate on the second region we will obtain the second half. So without loss of generality we can assume that $`|\xi \xi _1||\xi _1|`$. Using duality and setting $`\xi _2=\xi \xi _1`$ allows us to rewrite the left hand side of (3.1) as

$`\underset{g_j_{L^2}1}{sup}{\displaystyle \underset{j0}{}}{\displaystyle \underset{j_1,j_20}{}}2^{bj}{\displaystyle _{|\xi _2||\xi _1|}}g_j(\xi _1+\xi _2,\lambda _1+\lambda _2)\chi _j(\lambda _1+\lambda _2\omega (\xi _1+\xi _2))`$
$`\times `$ $`{\displaystyle \frac{|\xi _1+\xi _2|\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}}{\mathrm{max}(1,|\xi _1|)^s_{}\mathrm{max}(1,|\xi _2|)^s_{}}}\varphi _{1,j_1}(\xi _1,\lambda _1)\varphi _{2,j_2}(\xi _2,\lambda _2)d\xi _1d\lambda _1d\xi _2d\lambda _2,`$
where, if we set $`u=u_1`$ and $`v=u_2`$, then

$$\varphi _{i,j_i}(\xi _i,\lambda _i)=|\widehat{u}_i(\xi _i,\lambda _i)|\chi _{j_i}(\lambda _i\omega (\xi _i))\mathrm{max}(1,|\xi _i|)^s_{},$$

and

$$u_i_{X_s_{}^{1/2}}=\underset{j_i0}{}2^{j_1/2}\varphi _{i,j_i}_{L^2}.$$

The analysis of (3) is obtained by considering different cases.

Case 1: $`|\xi _1|1`$.
Then $`|\xi _2|1`$ and $`|\xi _2+\xi _1|2`$. We observe that if $`G_j=\text{F}^1(g_j(\xi ,\lambda )\chi _j(\lambda \omega (\xi )))`$, then $`G_j_{L^2}1`$. We use the Strichartz inequality (2.4) to obtain the bound

$`(\text{3})`$ $``$ $`{\displaystyle \underset{j0}{}}{\displaystyle \underset{j_i,j_20}{}}2^{jb}G_j_{L^2}\text{F}^1(\varphi _{1,j_1})_{L^4}\text{F}^1(\varphi _{2,j_2})_{L^4}`$
$``$ $`C{\displaystyle \underset{j0}{}}{\displaystyle \underset{j_i,j_20}{}}2^{jb}2^{j_1b_0}\varphi _{1,j_1}_{L^2}2^{j_2b_0}\varphi _{2,j_2}_{L^2},`$
and this gives the desired estimate as long as $`b>0`$.

Case 2: $`|\xi _1+\xi _2|1`$ and $`|\xi _1|1`$.
This case is treated like Case 1.

Case 3: $`|\xi _1|1,|\xi _1+\xi _2|1,`$ and $`1/4|\xi _1||\xi _2||\xi _1|.`$
Then by simple arguments

(3.4)
$$(\text{3})\underset{j0}{}\underset{j_i,j_20}{}2^{jb}_^2g_j\chi _j|\xi _1+\xi _2|^{1s_{}}\varphi _{1,j_1}\varphi _{2,j_2}𝑑\xi _1𝑑\lambda _1𝑑\xi _2𝑑\lambda _2.$$

We next perform a dyadic decomposition of $`\xi _1`$, hence $`\xi _2`$, by setting $`\xi _i2^{m_1},m_1m_2`$. We then continue with

(3.5)
$$(\text{3.4})\underset{m_10}{}\underset{j0}{}\underset{j_i,j_20}{}2^{jb}_^2g_j\chi _j|\xi _1+\xi _2|^{1s_{}}\varphi _{1,m_1,j_1}\varphi _{2,m_1,j_2}𝑑\xi _1𝑑\lambda _1𝑑\xi _2𝑑\lambda _2$$

where we used the notation

$$\varphi _{i,m_i,j_i}=\varphi _{i,j_i}\chi _{\{|\xi _i|2^{m_i}\}}.$$

We have to consider two subcases

Case 3a: $`j(1s_{})m_1/b`$.
We use again the Strichartz inequality (2.4) to obtain the following bound

(3.6)
$$(\text{3.5})\underset{m_10}{}\underset{j(1s_{})m_1/b}{}\underset{j_i,j_20}{}2^{jb}2^{(1s_{})m_1}2^{j_1b_0}2^{j_2b_0}\varphi _{1,m_1,j_1}_{L^2}\varphi _{2,m_1,j_2}_{L^2}.$$

We then sum in $`j`$ to get

$$(\text{3.6})\underset{m_10}{}\underset{j_i,j_20}{}2^{j_1b_0}2^{j_2b_0}\varphi _{1,m_1,j_1}_{L^2}\varphi _{2,m_1,j_2}_{L^2},$$

and Cauchy-Schwarz in $`m_1`$ concludes the argument also in this case.

Case 3b: $`j(1s_{})m_1/b`$.
We change variables by setting

(3.7)
$$\lambda _i=\theta _i+\omega (\xi _i).$$

Then we can continue the inequality in (3.4) with

$``$ $`{\displaystyle \underset{m_10}{}}{\displaystyle \underset{0j(1s_{})m_1/b}{}}{\displaystyle \underset{j_i,j_20}{}}2^{jb}{\displaystyle _^2}|\xi _1+\xi _2|^{1s_{}}g_j(\xi _1+\xi _2,\theta _1+\omega (\xi _1)+\theta _2+\omega (\xi _2))`$
$`\times `$ $`\chi _j(\theta _1+\omega (\xi _1)+\theta _2+\omega (\xi _2)\omega (\xi _1+\xi _2))\varphi _{1,m_1,j_1}\varphi _{2,m_1,j_2}d\xi _1d\xi _2d\theta _1d\theta _2.`$
Note now that

(3.9)
$$|\omega (\xi _1)+\omega (\xi _2)\omega (\xi _1+\xi _2)|C2^{\mathrm{max}(j_1,j_2,j)}.$$

At this point it is important to understand this expression in order to obtain extra constraints that will allow a summation in the expression given by (3).

We recall that we are analyzing the region where $`1/4|\xi _1||\xi _2||\xi _1|`$. Assume in addition that $`\xi _10`$ and $`\xi _20`$. Then we can write $`\xi _2=\beta \xi _1`$, where $`1/4\beta 1`$. Then

$$\omega (\xi _1+\xi _2)\omega (\xi _1)\omega (\xi _2)=(\xi _1+\xi _2)^{2+a}\xi _1^{2+a}\xi _2^{2+a}=((1+\beta )^{2+a}1\beta ^{2+a})\xi _1^{2+a}.$$

We now consider the function

$$f(\beta )=(1+\beta )^{2+a}1\beta ^{2+a},$$

and we observe that

$$f^{}(\beta )=(2+a)((1+\beta )^{1+a}\beta ^{1+a})0$$

and because $`f(1/4)=c>0`$ it follows that

$$|\omega (\xi _1)+\omega (\xi _2)\omega (\xi _1+\xi _2)|c|\xi _1|^{2+a}.$$

If $`\xi _10`$ and $`\xi _20`$ the argument can be reapplied thanks to the presence of the absolute value.

If $`\xi _10`$ and $`\xi _20,`$ then $`\xi _1+\xi _20`$. If we set $`\xi _2=\beta \xi _1`$, then again $`1/4\beta 1`$ and

$$\omega (\xi _1+\xi _2)\omega (\xi _1)\omega (\xi _2)=(\xi _1+\xi _2)^{2+a}\xi _1^{2+a}+|\xi _2|^{2+a}=((1\beta )^{2+a}1+\beta ^{2+a})\xi _1^{2+a}.$$

In this case we define the function

$$f(\beta )=1(1\beta )^{2+a}\beta ^{2+a},$$

and

$$f^{}(\beta )=(2+a)((1\beta )^{1+a}\beta ^{1+a}).$$

We first analyze $`f`$ in the range $`1/2\beta 1`$. Here $`f^{}(\beta )0`$ and $`f(1)=0`$, so that $`f(\beta )0`$ as $`\beta 1`$, and by Taylor expansion $`f(\beta )=(2+a)(\beta 1)+O((\beta 1)^2)`$ and $`f(\beta )c(1\beta )`$ for $`1/2\beta 1`$. Next, for $`1/4\beta 1/2`$, $`f^{}(\beta )0,f(1/4)>0`$ hence also in this case $`f(\beta )c(1\beta )`$, and so

$$|\omega (\xi _1)+\omega (\xi _2)\omega (\xi _1+\xi _2)|c|\xi _1|^{2+a}(1\beta )=c|\xi _1|^{1+a}|\xi _1+\xi _2|.$$

Finally we consider the case $`\xi _1<0`$ and $`\xi _20.`$ Then $`\xi _1+\xi _20`$ and we have

$$\omega (\xi _1+\xi _2)\omega (\xi _1)\omega (\xi _2)=|\xi _1+\xi _2|^{2+a}+|\xi _1|^{2+a}|\xi _2|^{2+a},$$

which behaves like in the previous case. We summarize our findings as follow:
if $`1/4|\xi _1||\xi _2||\xi _1|`$ then

(3.10)
$$|\omega (\xi _1)+\omega (\xi _2)\omega (\xi _1+\xi _2)|\{\begin{array}{c}c|\xi _1|^{2+a}\text{ if }\xi _1\xi _20\hfill \\ c|\xi _1|^{1+a}|\xi _1+\xi _2|\text{ if }\xi _1\xi _20\hfill \end{array}$$

Assume now that $`j=\mathrm{max}(j,j_1,j_2)`$. Then, using (3.9) and (3.10) we have that

$$2^{(1+a)m_1}C2^jC2^{(1s_{})m_1/b},$$

which is not possible since $`(1+a)>(1s_{})/b`$ if we take $`b`$ such that $`\frac{1a}{2(1+a)}<b<1/2`$. Thus, $`j<\mathrm{max}(j_1,j_2)`$. Assume $`j_1j_2`$, the other case is identical. We then use our lower bound in (3.10) to conclude that

$$|\xi _1+\xi _2|^{1s_{}}C2^{j_1(1s_{})}2^{m_1(1+a)(1s_{})}.$$

We insert this estimate in (3) and we use the Strichartz estimate (2.4) to obtain

$$(\text{3})\underset{m_10}{}\underset{j_i,j_20}{}\underset{0j(1s_{})m_1/b}{}2^{jb}2^{jb_0}2^{j_1(1s_{})}2^{m_1(1+a)(1s_{})}2^{j_2b_0}\varphi _{1,m_1,j_1}_{L^2}\varphi _{2,m_1,j_2}_{L^2}.$$

We now take $`b>b_0,b<1/2`$ and do the sum in $`j`$. Because $`(1s_{})=1/2a/2<1/2`$, we sum in $`m_1`$ and we obtain the desired result.

Case 4: $`|\xi _1|1,|\xi _1+\xi _2|1,`$ and $`|\xi _2|1/4|\xi _1|.`$
In this case $`|\xi _1+\xi _2||\xi _1|`$ and

(3.11)
$$(\text{3})\underset{j0}{}\underset{j_i,j_20}{}2^{jb}_^2g_j\chi _j\frac{|\xi _1|}{\mathrm{max}(1,|\xi _2|)^s_{}}\varphi _{1,j_1}\varphi _{2,j_2}𝑑\xi _1𝑑\lambda _1𝑑\xi _2𝑑\lambda _2.$$

We first use the change of variables (3.7), then we perform a dyadic decomposition so that $`|\xi _1|2^{m_1}`$ (and hence $`|\xi _1+\xi _2|2^{m_1}`$), and we can continue with

(3.12)
$$(\text{3.11})\underset{m_11}{}\underset{j0}{}\underset{j_i,j_20}{}2^{jb}_^2g_{j,m_1}\chi _j2^{m_1}\varphi _{1,m_1,j_1}\varphi _{2,j_2}𝑑\xi _1𝑑\xi _2𝑑\theta _1𝑑\theta _2.$$

We analyze two subcases.
Case 4a: $`m_1(2b/(1a)ϵ)j`$, for some $`ϵ>0`$ to be chosen later.
Using an argument similar to the one used in , we make the following change of variables:

(3.13)
$$(u,w)=T(\xi _1,\xi _2),$$

where

$`u`$ $`=`$ $`T_1(\xi _1,\xi _2)=\xi _1+\xi _2`$
$`w`$ $`=`$ $`T_2(\xi _1,\xi _2)=\theta _1+\theta _2+\omega (\xi _1)+\omega (\xi _2).`$
It is easy to see that if $`J`$ is the Jacobian of this change of variables, then

(3.14)
$$|J|=|\omega ^{}(\xi _1)\omega ^{}(\xi _2)||\xi _1|^{1+a}.$$

Now we define

$$H(\theta _1,\theta _2,u,w)=\chi _j\varphi _{1,m_1,j_1}\varphi _{2,j_2}T^1(\theta _1,\theta _2,u,w),$$

and we write

$`(\text{3.12})`$ $``$ $`{\displaystyle \underset{j0}{}}{\displaystyle \underset{0m_1j(2b/(1a)ϵ)}{}}{\displaystyle \underset{j_i,j_20}{}}2^{jb}2^{m_1}{\displaystyle _^2}g_{j,m_1}(u,w){\displaystyle \frac{H(\theta _1,\theta _2,u,w)}{|J|}}𝑑u𝑑w𝑑\theta _1𝑑\theta _2`$
$``$ $`{\displaystyle \underset{j0}{}}{\displaystyle \underset{0m_1j(2b/(1a)ϵ)}{}}{\displaystyle \underset{j_i,j_20}{}}2^{jb}2^{m_1}2^{m_1(1+a)/2}g_{j,m_1}_{L^2}`$
$`\times `$ $`{\displaystyle _{|\theta _i|2^{j_i}}}\left({\displaystyle \frac{H(\theta _1,\theta _2,u,w)^2}{|J|}𝑑u𝑑w}\right)^{1/2}𝑑\theta _1𝑑\theta _2.`$
Now we invert the change of variable in the last integration in $`u`$ and $`w`$ to continue with

$$\underset{j0}{}\underset{0m_1j(2b/(1a)ϵ)}{}\underset{j_i,j_20}{}2^{jb}2^{m_1(1/2a/2)}2^{j_1/2}2^{j_2/2}g_{j,m_1}_{L^2}\varphi _{1,m_1,j_1}_{L^2}\varphi _{2,j_2}_{L^2},$$

and if we sum with respect to $`m_1`$ we obtain

$$\underset{j0}{}\underset{j_i,j_20}{}2^{jb}2^{(2b/(1a)ϵ)j(1/2a/2)}2^{j_1/2}2^{j_2/2}\varphi _{1,,j_1}_{L^2}\varphi _{2,j_2}_{L^2},$$

and we finish by summing with respect to $`j`$, since $`b+\left(2b/(1a)ϵ\right)\left(1/2a/2\right)<0`$.
Case 4b: $`m_1>j(2b/(1a)ϵ)`$, for some $`ϵ>0`$ to be chosen later.
This is the most delicate part of the proof. We return to (3) and we keep the function $`v`$ in it. Then we use the change of variables (3.7) and we write

(3.15)
$$(\text{3})\underset{j0}{}\underset{m_1j(2b/(1a)ϵ)}{}\underset{j_i,j_20}{}2^{jb}2^{m_1}g_{j,m_1}\chi _j\varphi _{1,m_1,j_1}|\widehat{v}|\chi _{j_2}𝑑\xi _1𝑑\xi _2𝑑\theta _1𝑑\theta _2.$$

Next for fixed $`\xi _1,\theta _1`$ and $`\theta _2`$, we estimate the measure of the set $`\mathrm{\Delta }_{\xi _2}`$ such that $`|\theta _1+\theta _2+\omega (\xi _1)+\omega (\xi _2)\omega (\xi _1+\xi _2))|2^j`$. Thus, let

$$f(\xi _2)=\theta _1+\theta _2+\omega (\xi _1)+\omega (\xi _2)\omega (\xi _1+\xi _2),$$

then

$$f^{}(\xi _2)=\omega ^{}(\xi _2)\omega ^{}(\xi _1+\xi _2)=(a+2)(|\xi _2|^{1+a}|\xi _1+\xi _2|^{1+a}).$$

But in the region that we are analyzing $`|\xi _2|1/4|\xi _1|`$ and $`|\xi _1+\xi _2|3/4|\xi _1|`$, hence

$$|f^{}(\xi _2)|C|\xi _1|^{1+a},$$

and by mean value theorem the measure of $`\mathrm{\Delta }_{\xi _2}`$ can be estimated by

$$|\mathrm{\Delta }_{\xi _2}|C2^j2^{m_1(1+a)}.$$

We then use the change of variables (3.13) and we obtain

$`(\text{3.15})`$ $``$ $`{\displaystyle \underset{j0}{}}{\displaystyle \underset{m_1j(2b/(1a)ϵ)}{}}{\displaystyle \underset{j_i,j_20}{}}2^{jb}2^{m_1(1a)/2}2^{j_1/2}2^{j_2/2}2^{(jm_1(1+a))/2}`$
$`\times `$ $`g_{j,m_1}_{L^2}\varphi _{1,m_1,j_1}_{L^2}|\widehat{v}|\chi _{j_2}_{L_{\theta _2}^2,L_{\xi _2}^{\mathrm{}}}`$
$``$ $`{\displaystyle \underset{j0}{}}{\displaystyle \underset{m_1j(2b/(1a)ϵ)}{}}{\displaystyle \underset{j_i,j_20}{}}2^{j(1/2b)}2^{m_1a}2^{j_1/2}2^{j_2/2}`$
$`\times `$ $`g_{j,m_1}_{L^2}\varphi _{1,m_1,j_1}_{L^2}|\widehat{v}|(\xi _2,\theta _2+\omega (\xi _2))\chi _{j_2}(\theta _2)_{L_{\theta _2}^2,L_{\xi _2}^{\mathrm{}}}.`$
We now sum in $`m_1`$ to obtain

$`(\text{3})`$ $``$ $`{\displaystyle \underset{j0}{}}{\displaystyle \underset{j_i,j_20}{}}2^{j(1/2b)}2^{aj(2b/(1a)ϵ)}2^{j_1/2}2^{j_2/2}`$
$`\times `$ $`g_j_{L^2}\varphi _{1,j_1}_{L^2}|\widehat{v}|(\xi _2,\theta _2+\omega (\xi _2))\chi _{j_2}(\theta _2)_{L_{\theta _2}^2,L_{\xi _2}^{\mathrm{}}}.`$
Now observe that there exists $`ϵ>0`$ such that

(3.18)
$$(1/2b)a(2b/(1a)ϵ)<0$$

if and only if $`(1/2b)a2b/(1a)<0`$ if and only if

$$b>\frac{1a}{2(1+a)}$$

and because for $`0<a<1`$ it follows that $`\frac{1a}{2(1+a)}<1/2`$, hence there exists $`b`$ such that $`\frac{1a}{2(1+a)}<b<1/2`$ and $`ϵ`$ such that (3.18) is satisfied. We go back to (3) to sum in $`j`$ and we obtain

(3.19)
$$(\text{3})\underset{j_i,j_20}{}2^{j_1/2}2^{j_2/2}\varphi _{1,j_1}_{L^2}|\widehat{v}|(\xi _2,\theta _2+\omega (\xi _2))\chi _{j_2}(\theta _2)_{L_{\theta _2}^2,L_{\xi _2}^{\mathrm{}}}.$$

Next we note that if we set

$$|\widehat{v}|(\xi _2,\theta _2+\omega (\xi _2))\chi _{j_2}(\theta _2)=|\widehat{v}_{j_2}|(\xi _2,\theta _2+\omega (\xi _2)),$$

then

$`|\widehat{v}_{j_2}(\xi _2,\theta _2+\omega (\xi _2))|^2`$ $``$ $`{\displaystyle _{\mathrm{}}^{\xi _2}}|\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))|\left|{\displaystyle \frac{}{\nu _2}}\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))\right|𝑑\nu _2`$
$``$ $`{\displaystyle _{\mathrm{}}^{\xi _2}}|\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))|(1+|\nu _2|)^s_{}{\displaystyle \frac{\left|\frac{}{\nu _2}\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))\right|}{(1+|\nu _2|)^s_{}}}𝑑\nu _2`$
$``$ $`\left({\displaystyle _{\mathrm{}}^{\mathrm{}}}|\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))|^2(1+|\nu _2|)^{2s_{}}𝑑\nu _2\right)^{1/2}`$
$`\times `$ $`\left({\displaystyle _{\mathrm{}}^{\mathrm{}}}\left|{\displaystyle \frac{}{\nu _2}}\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))\right|^2{\displaystyle \frac{d\nu _2}{(1+|\nu _2|)^{2s_{}}}}\right)^{1/2}.`$
###### Remark 3.1.

We pause to make a technical remark regarding the use of the spatial weight in the present analysis. Observe that the $`L_{\xi _2}^{\mathrm{}}`$ norm first appeared in (3) and was just estimated using a Sobolev-type inequality. The appearance of the differentiation operator $`_{\nu _2}`$ with respect to the Fourier variable corresponds with the weight $`x`$ appearing in the definition (1.7) of the space $`F^s`$ and the associated spacetime space $`Y`$ defined in (1.9).

Because this estimate is independent of $`\xi _2`$ we can write

$`\widehat{v}_{j_2}(\xi _2,\theta _2+\omega (\xi _2))_{L_{\theta _2}^2L_{\xi _2}^{\mathrm{}}}`$ $``$ $`({\displaystyle _{}}({\displaystyle _{\mathrm{}}^{\mathrm{}}}|\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))|^2(1+|\nu _2|)^{2s_{}}d\nu _2)^{1/2}`$
$`\times `$ $`\left({\displaystyle _{\mathrm{}}^{\mathrm{}}}\right|{\displaystyle \frac{}{\nu _2}}\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))|^2{\displaystyle \frac{d\nu _2}{(1+|\nu _2|)^{2s_{}}}})^{1/2}d\theta _2)^{1/2},`$
and after Cauchy-Schwarz in $`\theta _2`$ we can continue with

$``$ $`\left({\displaystyle _^2}|\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))|^2(1+|\nu _2|)^{2s_{}}𝑑\nu _2𝑑\theta _2\right)^{1/4}`$
$`\times `$ $`\left({\displaystyle _^2}\left|{\displaystyle \frac{}{\nu _2}}\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))\right|^2{\displaystyle \frac{1}{(1+|\nu _2|)^{2s_{}}}}𝑑\nu _2𝑑\theta _2\right)^{1/4}.`$
If we substitute this last estimate in (3.19), we sum in $`j_1`$ and we use Cauchy-Schwarz in $`j_2`$, we obtain

$`(\text{3.19})`$ $``$ $`u_{X_s_{}^{1/2}}\left({\displaystyle \underset{j_20}{}}\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))(1+|\nu _2|)^s_{}_{L^2}2^{j_2/2}\right)^{1/2}`$
$`\times `$ $`\left({\displaystyle \underset{j_20}{}}{\displaystyle \frac{}{\nu _2}}\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))(1+|\nu _2|)^s_{}_{L^2}2^{j_2/2}\right)^{1/2}.`$
Now observe that

$`\left|{\displaystyle \frac{}{\nu _2}}\widehat{v}_{j_2}(\nu _2,\theta _2+\omega (\nu _2))\right|`$ $`=`$ $`\left|{\displaystyle \frac{\widehat{v}_{j_2}}{\nu _2}}(\nu _2,\theta _2+\omega (\nu _2))+\omega ^{}(\nu _2){\displaystyle \frac{\widehat{v}_{j_2}}{\lambda _2}}(\nu _2,\theta _2+\omega (\nu _2))\right|`$
$``$ $`\left|{\displaystyle \frac{\widehat{v}_{j_2}}{\nu _2}}(\nu _2,\theta _2+\omega (\nu _2))\right|+C|\nu _2|^{1+a}\left|{\displaystyle \frac{\widehat{v}_{j_2}}{\lambda _2}}(\nu _2,\theta _2+\omega (\nu _2))\right|.`$
Because $`s_{}=1/2+a/2`$, it follows that

$$\frac{|\nu _2|^{1+a}}{(1+|\nu _2|)^s_{}}|\nu _2|^{1/2+a/2}(1+|\nu _2|)^{1/2+a/2},$$

and our desired inequality holds. ∎

We next turn to the proof of the corresponding fact in the $`Y`$ space.

###### Proof of Proposition 3.2.

We first estimate

(3.21)
$$\frac{}{\lambda }\text{F}(_x(uv))=\frac{}{\lambda }\left(\xi _{}\widehat{u}(\xi _1,\lambda _1)\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1\right).$$

We again split the integration into the region $`|\xi \xi _1||\xi _1|`$ and $`|\xi \xi _1||\xi _1|`$. For symmetry reasons explained at the beginning of the proof of Proposition (3.1), it is enough to estimate the integral on the first region. In this case we replace (3.21) with

$$\frac{}{\lambda }\text{F}(_x(uv))=\xi _{}\frac{\widehat{u}}{\lambda _1}(\xi _1,\lambda _1)\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1.$$

Since $`\text{F}^1(\frac{\widehat{u}}{\lambda })X_s_{}^{1/2}`$, we obtain the desired estimate using the proof of Proposition 3.1.

Next we turn to

(3.22)
$$\frac{}{\xi }\text{F}(_x(uv))=\frac{}{\xi }(\xi (\widehat{u}\widehat{v})(\xi ,\lambda ))=\widehat{u}\widehat{v}(\xi ,\lambda )+\xi \frac{}{\xi }(\widehat{u}\widehat{v})(\xi ,\lambda ).$$

and we recall that we have to estimate it in $`X_s_{}^b`$. We start with the term $`\widehat{u}\widehat{v}(\xi ,\lambda )`$. Our usual duality argument leads us to rewriting the left hand side of (3.2) as

$`\underset{g_j_{L^2}1}{sup}{\displaystyle \underset{j0}{}}2^{jb}{\displaystyle _^4}{\displaystyle \frac{g_j(\xi _1+\xi _2,\lambda _1+\lambda _2)\chi _j(\lambda _1+\lambda _2\omega (\xi _1+\xi _2))}{\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}}}\widehat{u}(\xi _1,\lambda _1)\widehat{v}(\xi _2,\lambda _2)𝑑\xi _1𝑑\xi _2𝑑\lambda _1𝑑\lambda _2,`$
and one can simply use the Strichartz inequality (2.4), just like we did in Case 1 of Proposition 3.1. This leads to an estimate by $`Cu_{X_s_{}^{1/2}}^{1/2}v_{X_s_{}^{1/2}}^{1/2}.`$.

We now turn to the term $`\xi \frac{}{\xi }(\widehat{u}\widehat{v})(\xi ,\lambda )`$ In order to treat this term we write

$$1=\theta _1(\rho )+\theta _2(\rho )+\theta _3(\rho ),$$

where $`supp\theta _1\{|\rho |<1\},\theta _1=1`$ on $`\{|\rho |<1/2\},supp\theta _2\{1/2<|\rho |<2\},supp\theta _3\{|\rho |>2\},\theta _3=1`$ on $`\{|\rho |>4\}`$. Then

$$\xi \frac{}{\xi }(\widehat{u}\widehat{v})(\xi ,\lambda )=\underset{i=1}{\overset{3}{}}\xi \frac{}{\xi }\widehat{u}(\xi _1,\lambda _1)\theta _i\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1=I_1+I_2+I_3.$$

We start with $`I_1`$ by writing

$`I_1`$ $`=`$ $`\xi {\displaystyle \widehat{u}(\xi _1,\lambda _1)\frac{}{\xi }\left(\theta _1\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)\right)\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1}`$
$`+`$ $`\xi {\displaystyle \widehat{u}(\xi _1,\lambda _1)\theta _1\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)\frac{}{\xi }\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1}=I_{11}+I_{12},`$
Clearly

$$I_{11}=\xi \widehat{u}(\xi _1,\lambda _1)\frac{sign(\xi \xi _1)}{|\xi _1|}\theta _1^{}\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1.$$

The contribution of $`I_{11}`$ leads us to estimating

$`{\displaystyle \underset{j0}{}}2^{jb}{\displaystyle _^4}|g_j(\xi _1+\xi _2,\lambda _1+\lambda _2)\chi _j(\lambda _1+\lambda _2\omega (\xi _1+\xi _2))|`$
$`\times `$ $`{\displaystyle \frac{|\xi _1+\xi _2|}{\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}|\xi _1|}}\left|\theta _1^{}\left({\displaystyle \frac{|\xi _2|}{|\xi _1|}}\right)\right||\widehat{u}(\xi _1,\lambda _1)||\widehat{v}(\xi _2,\lambda _2)|d\xi _1d\xi _2d\lambda _1d\lambda _2,`$
and because in the support of $`\theta _1^{}`$ we have that $`|\xi _2||\xi _1|`$ it follows that $`|\xi _1+\xi _2||\xi _1|`$, and hence (3) can be handled just by using the Strichartz inequality (2.4).

In $`I_{12}`$ we can write

$$\frac{}{\xi }\widehat{v}(\xi \xi _1,\lambda \lambda _1)=\frac{}{\xi _1}\widehat{v}(\xi \xi _1,\lambda \lambda _1)$$

and we integrate by parts in $`\xi _1`$ to get

$`I_{12}`$ $`=`$ $`\xi {\displaystyle \frac{}{\xi _1}\widehat{u}(\xi _1,\lambda _1)\theta _1\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1}`$
$`+`$ $`\xi {\displaystyle \widehat{u}(\xi _1,\lambda _1)\frac{}{\xi _1}\theta _1\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1}=I_{121}+I_{122}.`$
Now

$$\frac{}{\xi _1}\theta _1\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)=\frac{sign(\xi \xi _1)}{|\xi _1|}\theta _1^{}\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)+\frac{sign\xi _1|\xi \xi _1|}{|\xi _1|^2}\theta _1^{}\left(\frac{|\xi \xi _1|}{|\xi _1|}\right),$$

hence

$$\left|\frac{}{\xi _1}\theta _1\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)\right|\frac{C}{|\xi _1|}\left|\theta _1^{}\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)\right|$$

and we go back to (3). We turn our attention to $`I_{121}`$, and notice that $`|\xi \xi _1||\xi _1|`$ in the region of integration. We thus are led to estimate

$`{\displaystyle \underset{j0}{}}2^{jb}{\displaystyle _{|\xi _2||\xi _1|}}g_j(\xi _1+\xi _2,\lambda _1+\lambda _2)\chi _j(\lambda _1+\lambda _2\omega (\xi _1+\xi _2))`$
$`\times `$ $`{\displaystyle \frac{|\xi _1+\xi _2|}{\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}}}{\displaystyle \frac{\mathrm{max}(1,|\xi _1|)^s_{}}{\mathrm{max}(1,|\xi _2|)^s_{}}}{\displaystyle \frac{|_{\xi _1}\widehat{u}(\xi _1,\lambda _1)|}{\mathrm{max}(1,|\xi _1|)^s_{}}}\mathrm{max}(1,|\xi _2|)^s_{}|\widehat{v}(\xi _2,\lambda _2)|d\xi _1d\xi _2d\lambda _1d\lambda _2.`$
We now consider several cases:

Case 1:$`|\xi _1|1`$.
Then $`|\xi _2|1`$ and $`|\xi _1+\xi _2|2`$ and we proceed just like in Case 1 in the proof of Proposition 3.1.

Case 2: $`|\xi _1|1,|\xi _1+\xi _2|1/2`$.
Then $`|\xi _2||\xi _1|`$ and the multiplier in (3) can be bounded by

$$\frac{|\xi _1+\xi _2|}{\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}}\frac{\mathrm{max}(1,|\xi _1|)^s_{}}{\mathrm{max}(1,|\xi _2|)^s_{}}C,$$

and we are back in Case 1.

Case 3: $`|\xi _1|1,|\xi _1+\xi _2|1/2`$ and $`1/4|\xi _1||\xi _2||\xi _1|`$.
Then

$$\frac{|\xi _1+\xi _2|}{\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}}\frac{\mathrm{max}(1,|\xi _1|)^s_{}}{\mathrm{max}(1,|\xi _2|)^s_{}}C|\xi _1+\xi _2|^{1s_{}},$$

and the estimate follows like in Case 3 of Proposition 3.1.

Case 4: $`|\xi _1|1,|\xi _1+\xi _2|1/2`$ and $`1/4|\xi _1||\xi _2|`$.
Then $`|\xi _1||\xi _1+\xi _2|`$ and

$$\frac{|\xi _1+\xi _2|}{\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}}\frac{\mathrm{max}(1,|\xi _1|)^s_{}}{\mathrm{max}(1,|\xi _2|)^s_{}}C\frac{|\xi _1|}{\mathrm{max}(1,|\xi _2|)^s_{}},$$

and the result follows like in Case 4 of Proposition 3.1. This concludes the estimate involving $`I_1`$.

We next turn to $`I_2`$. Just like in (3), we can write

$$I_2=I_{21}+I_{22},$$

where now both integrals involve $`\theta _2`$. Because $`supp\theta _2^{}\{1/2<\rho <2\}`$, for $`I_{21}`$ we can repeat the argument presented for $`I_{11}`$. Now using the same splitting described in (3), we can write $`I_{22}=I_{221}+I_{222}`$, where again $`\theta _1`$ is replaced by $`\theta _2`$. It is easy to see that $`I_{222}`$ can be treated just like $`I_{11}`$. We are left with $`I_{221}`$, which leads to:

$`{\displaystyle \underset{j0}{}}2^{jb}{\displaystyle _{|\xi _2||\xi _1|}}g_j(\xi _1+\xi _2,\lambda _1+\lambda _2)\chi _j(\lambda _1+\lambda _2\omega (\xi _1+\xi _2))\theta _2\left({\displaystyle \frac{|\xi _2|}{|\xi _1|}}\right)`$
$`\times `$ $`{\displaystyle \frac{|\xi _1+\xi _2|}{\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}}}{\displaystyle \frac{\mathrm{max}(1,|\xi _1|)^s_{}}{\mathrm{max}(1,|\xi _2|)^s_{}}}{\displaystyle \frac{|_{\xi _1}\widehat{u}(\xi _1,\lambda _1)|}{\mathrm{max}(1,|\xi _1|)^s_{}}}\mathrm{max}(1,|\xi _2|)^s_{}|\widehat{v}(\xi _2,\lambda _2)|d\xi _1d\xi _2d\lambda _1d\lambda _2.`$
We note that $`|\xi _2||\xi _1|`$ on $`supp\theta _2`$. So if $`|\xi _1|1`$, then $`|\xi _2|,|\xi _2+\xi _1|C`$ and the bound follows like in Case 1 of Proposition 3.1. If $`|\xi _1|1`$ and $`|\xi _2+\xi _1|1`$, then again the bound follows because

$$\theta _2\left(\frac{|\xi _2|}{|\xi _1|}\right)\frac{|\xi _1+\xi _2|}{\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}}\frac{\mathrm{max}(1,|\xi _1|)^s_{}}{\mathrm{max}(1,|\xi _2|)^s_{}}C,$$

and we go back to the previous case. Finally, if $`|\xi _1||\xi _2|1`$ and $`|\xi _2+\xi _1|1`$ we have

$$\theta _2\left(\frac{|\xi _2|}{|\xi _1|}\right)\frac{|\xi _1+\xi _2|}{\mathrm{max}(1,|\xi _1+\xi _2|)^s_{}}\frac{\mathrm{max}(1,|\xi _1|)^s_{}}{\mathrm{max}(1,|\xi _2|)^s_{}}C|\xi _2+\xi _1|^{1s_{}},$$

and we proceed like in Case 3 of Proposition 3.1. Thus also for $`I_2`$ we obtain the desired bound.

We finally turn to $`I_3`$, which we split in the usual way into $`I_3=I_{31}+I_{33}`$. Note that $`supp\theta _3^{}\{2<\rho <4\}`$, and so $`I_{31}`$ is handled like $`I_{11}`$. Now observe that

$$I_{32}=\xi \widehat{u}(\xi _1,\lambda _1)\theta _3\left(\frac{|\xi \xi _1|}{|\xi _1|}\right)\frac{}{_\xi }\widehat{v}(\xi \xi _1,\lambda \lambda _1)𝑑\xi _1𝑑\lambda _1$$

and if we make the change of variables $`\nu _1=\xi \xi _1,\tau _1=\lambda \lambda _1`$, we obtain

$$I_{32}=\xi \widehat{u}(\xi \nu _1,\lambda \tau _1)\theta _3\left(\frac{|\nu _1|}{|\xi \nu _1|}\right)\frac{}{_{\nu _1}}\widehat{v}(\nu _1,\tau _1)𝑑\nu _1𝑑\tau _1,$$

and on $`supp\theta _3`$ we have $`|\nu _1|2|\xi \nu _1|>|\xi \nu _1|`$. We then treat this term as $`I_{121}`$, with the roles of $`v`$ and $`u`$ interchanged.

Analysis of certain low/high frequency interactions

We first show that if the $`Y`$-norms in (3.1) are ignored, the resulting estimate failes. This analysis shows that a contraction mapping argument in the space $`X_s^b`$ alone will fail, which is a special case of the negative result in . Next, we show, by analyzing a more refined low/high frequency interaction, that the natural extension of (3.1) when $`a=0`$ fails to hold. This demonstrates the near optimality of (3.1) near $`a=0`$.

The following proposition is contained in .

###### Proposition 3.3.

Consider the space $`X_s^b`$ adapted to the dispersive function $`\omega _a(\xi )=|\xi |^{1+a}\xi `$ defined in (1.8) for $`a[0,1)`$. The bilinear estimate

(3.28)
$$_x(u_1u_2)_{X_s_{}^b}Cu_i_{X_s_{}^b}u_j_{X_s_{}^b}$$

where $`(i,j)=(1,2)`$ FAILS to hold for any $`b`$.

###### Proof.

As in , consider

$$\widehat{u_1}(\xi ,\lambda )=\chi _{[\alpha /2,\alpha ]}(\xi )\chi _{\{|\lambda \omega _a(\xi )|1\}}(\lambda ),$$

$$\widehat{u_2}(\xi ,\lambda )=\chi _{[N,N+\alpha ]}(\xi )\chi _{\{|\lambda \omega _a(\xi )|1\}}(\lambda ),$$

where $`\chi _S`$ denotes a smooted version of the characteristic function of the set S and $`\alpha N^{1a}`$.

###### Remark 3.2.

The choice $`\alpha N^{1a}`$ may be explained geometrically. Consider the Taylor expansion of the dispersive function $`\omega _a(\xi )`$ at $`\xi =N`$ for some $`N1`$:

$$\omega _a(N+x)=N^{2+a}+(2+a)N^{1+a}x+(2+a)(1+a)N^ax^2+\mathrm{}.$$

Note that the horizontal line $`\lambda =N^{2+a}`$ is the zeroth order approximation to the curve $`\lambda =\omega _a(\xi )`$ at the point $`(N,N^{2+a})`$. The curve $`\lambda =\omega (N+x)`$ separates a distance $`1`$ from the horizontal line $`\lambda =N^{2+a}`$ when $`xN^{1a}`$. A similar geometric observation regarding the tangent line to the curve at $`(N,N^{2+a})`$ explains the choice $`\beta N^{a/2}`$ below.

By analyzing a convolution, it may be shown that

(3.29)
$$\widehat{[_x(u_1u_2)]}(\xi ,\lambda )N\alpha \chi _{\{|\lambda \omega _a(\xi )|1\}}(\lambda )\chi _{[N,N+\alpha ]}(\xi ).$$

Thus, the left-side of (3.28) is of size $`N^s_{}N\alpha \alpha ^{\frac{1}{2}}`$. The right-side of (3.28) is of the size $`N^s_{}\alpha `$. For (3.28) to hold, we must have

$$N^s_{}\alpha \alpha ^{\frac{1}{2}}N^s_{}\alpha $$

for all $`N1`$. But $`\alpha N^{1a}`$ so this requires $`\frac{1}{2}\frac{a}{2}0`$ forcing $`a1`$. Therefore (3.28) fails. ∎

Next, we consider a more refined low/high frequency interaction between

$$\widehat{u_1}(\xi ,\lambda )=\chi _{[\beta ,\beta ]}(\xi )\chi _{\{|\lambda \omega _a(\xi )|1\}}(\lambda ),$$

$$\widehat{u_2}(\xi ,\lambda )=\chi _{[N,N+\beta ]}(\xi )\chi _{\{|\lambda \omega _a(\xi )|1\}}(\lambda ),$$

where $`\beta =N^{a/2}`$. Recall that this choice of $`\beta `$ may be explained geometrically by noting that when the tangent to the graph of the dispersive function at $`(N,N^{2+a})`$ separates $`1`$ from the graph. Note that the support of $`\widehat{u_1}`$ intersects lines $`\lambda =constant`$ in intervals of length at most $`\beta =N^{\alpha /2}.`$ Note also that the support of $`\widehat{u_2}`$ intersects lines $`\lambda =constant`$ in intervals of size at most $`N^{1a}`$ and that the projection of the support of $`\widehat{u_2}`$ along the $`\lambda `$-axis is an interval of length $`N^{1+a/2}`$. A convolution analysis shows that

(3.30)
$$\widehat{[_x(u_1u_2)]}(\xi ,\lambda )NN^{1a}\chi _{\{|\lambda N^{2+a}|N^{1+a/2}\}}(\lambda )\chi _{\{|\xi N|\beta \}}(\xi ).$$

We may now calculate the left and right sides of (3.1) and find

(3.31)
$$\text{left-side of}(\text{3.1})N^s_{}NN^{1a}\beta ^{\frac{1}{2}}\underset{0j10^{10}\mathrm{log}N}{}2^{j(b)}2^{j/2}.$$

The right-side of (3.1) involves various terms of three sizes

$$N^s_{}\beta ,\beta N^{\frac{1+a}{2}},\beta N^s_{}N^{\frac{a}{4}}.$$

The last of these is the largest since $`s_{}=\frac{1}{2}+\frac{a}{2}`$ and $`a[0,1)`$. For (3.1) to hold, we must have

(3.32)
$$N^s_{}NN^{1a}\beta ^{\frac{1}{2}}\underset{0j10^{10}\mathrm{log}N}{}2^{j(b)}2^{j/2}\beta N^s_{}N^{\frac{a}{4}},$$

for all $`N1.`$ The sum contributes $`N^ϵ`$ if $`b=\frac{1}{2}ϵ`$ and contributes $`\mathrm{log}N`$ if $`b=\frac{1}{2}`$. Recall that $`b(\frac{1a}{2(1+a)},\frac{1}{2})`$ was used in the proof of Proposition 3.1. Since $`\beta N^{a/2}`$, (3.32) requires

$$N^a\mathrm{log}N1$$

which fails to hold if $`a=0`$. Note also that for $`a>0`$ there is a bit of slack allowing us to take $`b<\frac{1}{2}`$ for this interaction which is consistent with Proposition 3.1.

We summarize the negative result just obtained with the following statement.

###### Proposition 3.4.

Consider the space $`X_s^b`$ adapted to the dispersive function $`\omega _a(\xi )=|\xi |^{1+a}\xi `$ defined in (1.8) for $`a=0`$. The bilinear estimate

(3.33)
$$_x(u_1u_2)_{X_{\frac{1}{2}}^{\frac{1}{2}}}Cu_i_{X_{\frac{1}{2}}^{\frac{1}{2}}}\left(u_j_{X_{\frac{1}{2}}^{\frac{1}{2}}}+u_j_{X_{\frac{1}{2}}^{1/2}}^{1/2}u_j_{Y_{\frac{1}{2},\frac{1}{2}}^{1/2}}^{1/2}\right)+(i\text{switched with}j)$$

where $`(i,j)=(1,2)`$ FAILS to hold.

## 4. Proof of Theorem 1

We now turn to the local well-posedness result for the IVP (1.1) stated in Theorem 1. With the results proved in Section 2, Section 3 and Section 5, the proof becomes standard, similar to the one presented in . For completeness we present it in detail.

We first assume that $`s=s_{}`$ and that $`u_0F^s_{}`$ and we choose $`\psi C_0^{\mathrm{}}()`$, a cut-off function for the interval $`[1,1]`$. For $`\delta `$ small, to be chosen, we consider the nonlinear mapping

$$\mathrm{\Phi }_{u_0}(v)=\psi (t/\delta )W(t)u_0+\psi (t/\delta )_0^tW(tt^{})_x(v^2)dt^{}.$$

We then consider the ball

$$B_a=\{vZ_s_{}^{1/2}/v_{Z_s_{}^{1/2}}a\}.$$

Theorem 1 follows from proving that there exist $`a>0`$ and $`\delta =\delta (u_0_{F^s_{}})`$ such that

(4.1)
$$\mathrm{\Phi }_{u_0}:B_aB_a,$$

and

(4.2)
$$\mathrm{\Phi }_{u_0}(v)\mathrm{\Phi }_{u_0}(w)_{Z_s_{}^{1/2}}1/2vw_{Z_s_{}^{1/2}}.$$

By the linear estimates in Lemma 2.2 and Lemma 2.3 we have that

$$\psi (t/\delta )W(t)u_0_{Z_s_{}^{1/2}}Cu_0_{F^s_{}}.$$

Choose $`a=2Cu_0_{F^{s_8}}`$. We need to estimate the nonlinear part of the mapping $`\mathrm{\Phi }_{u_0}`$. We choose a new cut-off function in time $`\stackrel{~}{\psi }`$ such that $`\stackrel{~}{\psi }=1`$ on the support of $`\psi `$. Then

$$NL(t,x)=\psi (t/\delta )_0^tW(tt^{})_x(v^2)dt^{}=\psi (t/\delta )_0^tW(tt^{})_x(\stackrel{~}{v}^2)dt^{},$$

where $`\stackrel{~}{v}=\stackrel{~}{\psi }(t/\delta )v`$. Thus by Lemma 2.4 and Lemma 2.5,

$$NL_{Z_s_{}^{1/2}}C_ϵ\delta ^ϵ_x(\stackrel{~}{v}^2)_{Z_s_{}^{1/2}}$$

and by Lemma 5.6 we can continue with

$$C_ϵ\delta ^{ϵ+\theta }_x(v^2)_{Z_s_{}^b}$$

and by the bilinear estimates (3.1) and (3.2)

$$C_ϵ\delta ^{ϵ+\theta }v_{Z_s_{}^{1/2}}^2C_ϵ\delta ^{ϵ+\theta }a^2.$$

We fix now $`b`$ as in the bilinear estimates (3.1) and (3.2), $`\theta `$ corresponding to $`b`$, and we choose $`ϵ=\theta /2`$. Then we choose $`\delta `$ small enough such that $`C_\theta \delta ^{\theta /2}a<1/2`$. We the obtain (4.1). To prove (4.2) we argue similarly, using $`_x(v^2)_x(w^2)=_x((v+w)(vw))`$ and the bilinear estimates to obtain

$$\mathrm{\Phi }_{u_0}(v)\mathrm{\Phi }_{u_0}(w)_{Z_s_{}^{1/2}}2aC_\theta \delta ^\theta uw_{Z_s_{}^{1/2}},$$

and we now choose $`\delta `$ so small that $`2C_\theta \delta ^\theta a<1/2.`$ This finishes the proof of the theorem when $`s=s_{}`$. If $`s>s_{}`$ then we set $`\stackrel{~}{s}=ss_{}`$ and we use the following higher order bilinear estimate

$`_xv^2_{X_s^b}`$ $``$ $`_x(vD^{\stackrel{~}{s}}v)_{X_s_{}^b}Cv_{Z_s_{}^{1/2}}v_{Z_s^{1/2}}`$
and similarly for the space $`Y_{ss_{},s}^b`$. Now it is easy to see that by repeating the chain of inequalities for $`s>s_{}`$, one can prove that also in this case the time interval $`\delta `$ depends only on $`u_0_{F^s_{}}`$.

## 5. Appendix: Time cutoffs and the $`X`$ and $`Y`$ norms

In this section we first present a few lemmas that quantify how the norm of a function $`f`$ changes in the spaces $`X_s^{1/2}`$ and $`Y_{s2s_{},s}^{1/2}`$ when multiplied by a time cut-off function relative to an interval of size $`\delta `$.

A good estimate would be

(5.1)
$$\psi (t/\delta )f_{X_s^{1/2}}Cf_{X_s^{1/2}},$$

where $`C`$ is independent of $`\delta `$ and $`s`$. Such an estimate is a bit cumbersome to prove. So, we replace (5.1) with a weaker estimate, that in any case will suffice for what we need.

###### Lemma 5.1.

Given $`ϵ>0`$, there exists $`C_ϵ>0`$ such that

$$\psi (t/\delta )f_{X_s^{1/2}}C_ϵ\delta ^ϵf_{X_s^{1/2}},$$

for any $`s`$.

If we are willing to relax a bit the regularity of the left hand side in (5.1) then we have:

###### Lemma 5.2.

Given $`b(0,1/2)`$, there exists $`\theta =\theta (b)>0`$ such that

$$\psi (t/\delta )f_{X_s^b}C\delta ^\theta f_{X_s^{1/2}},$$

for any $`s`$.

To prove Lemma 5.1 we need to introduce the auxiliary space $`\stackrel{~}{X}_s^b`$ defined as the closure of the Schwartz functions with respect to the norm444One can also write
$$f_{\stackrel{~}{X}_s^b}=\left(\underset{j0}{}2^{2jb}_^2\chi _j(\lambda \omega (\xi ))(1+|\xi |)^{2s}|\widehat{f}(\xi ,\lambda )|^2𝑑\xi 𝑑\lambda \right)^{1/2}$$
.

$$f_{\stackrel{~}{X}_s^b}=\left(_^2(1+|\lambda \omega (\xi )|)^{2b}(1+|\xi |)^{2s}|\widehat{f}(\xi ,\lambda )|^2𝑑\xi 𝑑\lambda \right)^{1/2}.$$

Lemma 5.1 will be proved as an interpolation between two estimates in the space $`\stackrel{~}{X}_s^b`$, one with $`b<1/2`$ and one with $`b>1/2`$. More precisely, we use the following results:

###### Lemma 5.3.

If $`b(0,1/2)`$, then

(5.2)
$$\psi (t/\delta )f_{\stackrel{~}{X}_s^b}Cf_{\stackrel{~}{X}_s^b},$$

for any $`s`$.

If $`b(1/2,1)`$, then

(5.3)
$$\psi (t/\delta )f_{\stackrel{~}{X}_s^b}C\delta ^{1/2b}f_{\stackrel{~}{X}_s^b},$$

for any $`s`$.

In both cases $`C`$ is independent of $`\delta `$.

###### Proof.

The proof of this lemma follows the proof of Lemma 3.1 in . We first observe that using the notation

$$\widehat{J^sh}(\xi )=(1+|\xi |)^s\widehat{h}(\xi )\text{ and }\widehat{\mathrm{\Lambda }^bm}(\lambda )=(1+|\lambda |)^b\widehat{m}(\lambda )$$

we have

$$f_{\stackrel{~}{X}_s^b}\mathrm{\Lambda }^bW(t)J^sf_{L^2}.$$

We also note that for any $`s`$ and any $`b0`$

$`\left({\displaystyle _^2}(1+|\xi |)^{2s}|\widehat{\psi _\delta f}|^2𝑑\xi 𝑑\lambda \right)^{1/2}`$ $`=`$ $`\psi (\delta ^1)J^sf_{L^2}CJ^sf_{L^2}f_{\stackrel{~}{X}_s^b},`$
where $`\psi _\delta (t)=\psi (\delta ^1t)`$. If we also use the notation

$$\widehat{D^bm}(\lambda )=|\lambda |^b\widehat{m}(\lambda ),$$

then

$`{\displaystyle _^2}|\lambda \omega (\xi )|^{2b}(1+|\xi |)^{2s}|\widehat{\psi _\delta f}|^2𝑑\xi 𝑑\lambda `$ $`=`$ $`{\displaystyle _{}}(1+|\xi |)^{2s}{\displaystyle _{}}|\lambda \omega (\xi )|^{2b}|\widehat{\psi _\delta f}|^2𝑑\lambda 𝑑\xi `$
$`=`$ $`{\displaystyle _{}}(1+|\xi |)^{2s}{\displaystyle _{}}|\lambda |^{2b}|\widehat{f}(\delta \widehat{\psi }(\delta ))(\lambda \omega (\xi ))|^2d\lambda d\xi `$
$`=`$ $`{\displaystyle _{}}(1+|\xi |)^{2s}\left({\displaystyle _{\mathrm{}}^{\mathrm{}}}|D^b(e^{i\omega (\xi )t}\stackrel{~}{f}(t)\psi (t/\delta ))|^2𝑑t\right)𝑑\xi ,`$
where in the last step we denoted with $`\stackrel{~}{f}`$ the partial Fourier transform with respect to $`\xi `$, and we used the identity

(5.4)
$$D^b(e^{iat}f(t))_{L^2}^2=_{\mathrm{}}^{\mathrm{}}|\widehat{f}(\lambda )|^2|\lambda a|^{2b}𝑑\lambda .$$

We thus need to prove that for any $`a`$

(5.5)
$$_{\mathrm{}}^{\mathrm{}}|D^b(e^{iat}f(t)\psi (t/\delta ))|^2𝑑tC_{\mathrm{}}^{\mathrm{}}|\widehat{f}(\lambda )|^2|\lambda a|^{2b}𝑑\lambda .$$

We recall the Leibniz rule for fractional derivative : for any $`\alpha (0,1)`$

(5.6)
$$D_t^\alpha (fg)gD_t^\alpha (f)fD_t^\alpha (g)_{L^2}CD_t^{\alpha _1}(f)_{L^{p_1}}D_t^{\alpha _2}(g)_{L^{p_2}},$$

where $`\alpha =\alpha _1+\alpha _2,\alpha _i0`$ and $`1/2=1/p_1+1/p_2`$. In our case we use (5.6) with $`\alpha _1=b`$ and $`\alpha _2=0`$. Then

$$D^b(e^{iat}f(t)\psi (t/\delta ))_{L^2}CD^b(e^{iat}f(t))\psi (t/\delta )_{L^2}+e^{iat}f(t)D^b\psi (t/\delta )_{L^2}=I_1+I_2.$$

To estimate $`I_1`$ we use the fact that $`\psi _L^{\mathrm{}}C`$ and the identity (5.4). We are then left with the term $`I_2`$. By the Sobolev embedding theorem

$$e^{iat}f_{L^q}CD^b(e^{iat}f)_{L^2},$$

provided $`1/q=1/2b`$. We now set $`2r=q`$, it follows that $`1/r=12b>0`$ and we can apply Hölder inequality to obtain

(5.7)
$$I_2=e^{iat}f(t)D^b\psi (t/\delta )_{L^2}e^{iat}f_{L^{2r}}D^b\psi (t/\delta )_{L^{2r^{}}}.$$

Now observe that $`1/r^{}=11/r=2b`$, hence

$$D^b\psi (t/\delta )_{L^{2r^{}}}=\delta ^{1/2r^{}b}D^b\psi (t)_{L^{2r^{}}}=C.$$

It follows that

$$I_2CD^b(e^{iat}f)_{L^2},$$

and (5.5) follows thanks to (5.4).

The proof of (5.3) is exactly the same as the one given to prove Lemma 3.1 in , hence we decided to omit it. ∎

###### Proof of Lemma 5.1.

We first observe the following facts about real interpolation. Let $`A`$ be a Banach space, and

$$l_s^q(A)=\left\{(f_j)/f_jA,\left(\underset{j0}{}(2^{js}f_j_A)^q\right)^{1/q}<\mathrm{}\right\}.$$

Then by Theorem 5.6.1 in

(5.8)
$$l_{s_\theta }^q(A)=(l_{s_0}^{q_0}(A),l_{s_1}^{q_1}(A))_{\theta ,q},(s_0s_1)$$

where $`s_\theta =\theta s_0+(1\theta )s_1,\mathrm{\hspace{0.17em}1}q\mathrm{},\mathrm{\hspace{0.17em}1}q_i\mathrm{},i=1,2`$. Using (5.8) we see that for any $`s`$,

$$(\stackrel{~}{X}_s^{b_1},\stackrel{~}{X}_s^{b_2},)_{\theta ,1}=X_s^b,$$

where $`b=\theta b_1+(1\theta )b_2`$, and $`b_1b_2`$. Now Lemma 5.1 follows from this observation, interpolation and Lemma 5.3. ∎

###### Proof of Lemma 5.2.

Let us fix $`b<b_1<b_2<1/2`$. Assume one can prove

(5.9)
$$\psi (t/\delta )f_{\stackrel{~}{X}_s^{b_1}}C\delta ^\theta f_{\stackrel{~}{X}_s^{b_2}}.$$

Then, since $`\psi (t/\delta )f_{X_s^b}\psi (t/\delta )f_{\stackrel{~}{X}_s^{b_1}}`$ and $`f_{\stackrel{~}{X}_s^{b_2}}f_{X_s^{1/2}}`$, we will be done. By complex interpolation, (5.9) will follow from the two estimates below:

(5.10)
$$\psi (t/\delta )f_{\stackrel{~}{X}_s^{b_2}}Cf_{\stackrel{~}{X}_s^{b_2}},$$

and

(5.11)
$$\psi (t/\delta )f_{\stackrel{~}{X}_s^0}C\delta ^{b_2}f_{\stackrel{~}{X}_s^{b_2}}.$$

Clearly (5.10) is true by (5.2) of Lemma 5.3. So we only have to show (5.11). By repeating some of the arguments in the proof of Lemma 5.3, one can prove that

(5.12)
$$\psi (t/\delta )f_{\stackrel{~}{X}_s^0}^2_{}\left(_{\mathrm{}}^{\mathrm{}}|(e^{i\omega (\xi )t}J^sf(t)\psi (t/\delta ))|^2𝑑t\right)𝑑\xi .$$

Now we observe that

$$e^{iat}J^sf(t)\psi (t/\delta )_{L^2}e^{iat}J^sf_{L^{2r}}\psi (t/\delta )_{L^{2r^{}}},$$

where $`1/q=1/2r=1/2b_2`$. Then we can continue with

$$Ce^{iat}J^sf_{L^{2r}}\delta ^{1/2r^{}}CD^{b_2}(e^{iat}J^sf)_{L^2}\delta ^{b_2}.$$

If we insert this in (5.12) and use the identity (5.4), we then obtain (5.11).

Lemma 5.1 and 5.2 can also be proved if one replaces the spaces $`X_s^b`$ with the spaces $`Y_{s2s_{},s}^b`$.

###### Lemma 5.4.

Given $`ϵ>0`$, there exists $`C_ϵ>0`$ such that

$$\psi (t/\delta )f_{Y_{ss_{},s}^{1/2}}C_ϵ\delta ^ϵf_{Y_{ss_{},s}^{1/2}},$$

for any $`s`$.

###### Proof.

Let $`\psi _\delta (t)=\psi (t/\delta )`$, so that

$$\text{F}(\psi (t/\delta )f)(\xi ,\lambda )=\widehat{\psi _\delta }_\lambda \widehat{f}(\xi ,\lambda ),$$

hence

$`{\displaystyle \frac{}{\xi }}\text{F}(\psi (t/\delta )f)(\xi ,\lambda )`$ $`=`$ $`\widehat{\psi _\delta }_\lambda {\displaystyle \frac{}{\xi }}\widehat{f}(\xi ,\lambda ),`$
$`{\displaystyle \frac{}{\lambda }}\text{F}(\psi (t/\delta )f)(\xi ,\lambda )`$ $`=`$ $`\widehat{\psi _\delta }_\lambda {\displaystyle \frac{}{\lambda }}\widehat{f}(\xi ,\lambda ).`$
Then Lemma 5.1 gives

$`x\psi (t/\delta )f_{X_{s2s_{}}^{1/2}}`$ $`=`$ $`C_ϵ\delta ^ϵxf_{X_{s2s_{}}^{1/2}}`$
$`t\psi (t/\delta )f_{X_s^{1/2}}`$ $`=`$ $`C_ϵ\delta ^ϵtf_{X_s^{1/2}},`$
and this concludes the proof. ∎

With a similar argument we can also prove, from Lemma 5.2,

###### Lemma 5.5.

Given $`b(0,1/2)`$, there exists $`\theta =\theta (b)>0`$ such that

$$\psi (t/\delta )f_{Y_{ss_{},s}^b}C\delta ^\theta f_{Y_{ss_{},s}^b},$$

for any $`s`$.

We conclude this section with the following lemma.

###### Lemma 5.6.

For any $`b(0,1/2)`$, there exists $`\theta =\theta (b)>0`$ such that 555The space $`Z_s^b`$ is defined in (1.10).

$$\psi (t/\delta )v_{Z_s^{1/2}}\delta ^\theta v_{Z_s^b},$$

for any $`s`$.

###### Proof.

We only estimate $`\psi (t/\delta )v_{X_s^{1/2}}`$ because the estimate for $`\psi (t/\delta )v_{Y_{ss_{},s}^{1/2}}`$ will then follow like Lemma 5.4 followed from Lemma 5.1. It is easy to see that if $`C_s^{1/2}`$ is the space defined through the norm

$$g_{C_s^{1/2}}=\underset{j}{sup}2^{j/2}\left(_^2(1+|\xi |)^{2s}|\widehat{g}(\xi ,\lambda )^2\chi _j(\lambda \omega (\xi ))𝑑\lambda 𝑑\xi \right)^{1/2},$$

then $`C_s^{1/2}=(X_s^{1/2})^{}`$, with duality pairing $`_^2v\overline{g}𝑑\lambda 𝑑\xi `$. Thus

$$\psi (t/\delta )v_{X_s^{1/2}}=\underset{g_{C_s^{1/2}}1}{sup}\left|_^2\psi (t/\delta )v\overline{g}𝑑\lambda 𝑑\xi \right|=\underset{g_{C_s^{1/2}}1}{sup}\left|_^2v\overline{\psi (t/\delta )g}𝑑\lambda 𝑑\xi \right|.$$

We thus need to prove that

$$\psi (t/\delta )g_{C_s^b}C\delta ^\theta g_{C_s^{1/2}}.$$

We go back to the proof of Lemma 5.2, where we showed that for $`0<b_1<b_2<1/2`$, we have

$$\psi (t/\delta )g_{\stackrel{~}{X}_s^{b_1}}C\delta ^\theta g_{\stackrel{~}{X}_s^{b_2}}.$$

Then

$`\psi (t/\delta )g_{C_s^b}`$ $``$ $`\psi (t/\delta )g_{\stackrel{~}{X}_s^{b_1}}`$
$``$ $`C\delta ^{b_2}g_{\stackrel{~}{X}_s^{b_2}}C\delta ^{b_2}g_{C_s^{1/2}},`$
as desired. ∎


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# TIMING ANALYSIS OF THE SEYFERT-1 GALAXY MCG-6-30-15 WITH XMM-NEWTON DATA

## 1 Introduction

MCG$``$6-30-15 is one of the best studied AGN in the X-ray band, owing to its brightness, strong iron-line and extreme variability. It was observed by XMM-Newton $`^\mathrm{?}`$ in June 2000, with the EPIC focal plane camera $`^\mathrm{?}`$, $`^\mathrm{?}`$: in this work we consider the data reported in Wilms et al. (2001) $`^\mathrm{?}`$ from a timing point of view. In this proceeding we restrict our analysis to the pn dataset.

We extracted a source event list by taking all the data of the pn camera within an extraction radius of 35′′ from the source peak: in this way, over 80 % of the target photons were collected. We selected only single pixel data in order to reject non X-ray events. With an effective observing time of $``$ 90 ks (after the rejection of time periods affected by a high proton flux), we obtained a total number of ‘net’ (i.e. background subtracted) counts of 2.85$`10^5`$, 4.28$`10^5`$ and 1.44$`10^5`$ in, respectively, the energy ranges 0.2–0.5, 0.5–2 and 2–10 keV.

## 2 Data analysis

In Fig.1 we show the background-subtracted light curves of the target. All of them display two clear photon flares at about 35 and 95 ks from the observation start; their typical time-scales are of a few kiloseconds. The source flux is far from being constant along the whole observation: at all the energies the light curves show several features. The hardness ratio HR1 (defined as HR1=cr(0.5-2)/cr(0.2-0.5)) increases when the source total count rate rises, while HR2 (defined as HR2=cr(2-10)/cr(0.5-2)) decreases: this indicates that MCG$``$6-30-15 is characterised by spectral variations associated to the intensity variations, with the largest variability in the 0.5-2.0 keV band.

In order to characterise the details of the source variability, we applied the technique of the Power Spectral Density (PSD) analysis to the source data, in the previous four energy ranges. For comparison, we calculated the PSD of four ‘dummy’, stable sources with the same mean count rate and observation length of the corresponding real light curve, also including their proper counting noise: in this way, we can obtain a direct measurement of the expected level of the source Poisson noise. The resulting distributions are shown in Fig.2: there we report, for each energy range, the power spectra of both the target and the stable source and their difference. In this way, thanks to the high throughput of the EPIC camera, for the first time we can measure the power distribution of MCG$``$6-30-15, with reasonable accuracy, up to frequencies of $`10^2`$ Hz.

In all the source PSDs it is possible to identify a characteristic frequency $`\nu _{\mathrm{max}}`$1-3 mHz, which separates two regions with a different appearance: at higher frequencies the spectrum is flat, since it is dominated by the Poisson noise; the opposite is true at lower frequencies, since the intrinsic source power increases, therefore the total spectrum rapidly steepens, down to the minimum sampled frequency $`\nu _{\mathrm{min}}10^5`$ Hz. Although noise dominates, the noise-subtracted spectra show that some variability can be detected also above $`\nu _{\mathrm{max}}`$, up to the maximum sample frequency of $``$ 10 mHz: but, for all the energy ranges, we can estimate (with a small indetermination) that only a negligible fraction (less than 2$``$3 %) of the whole background-subtracted source variability is found above 3 mHz. Since the power spectra have a power-law slope of $``$2, under the very reasonable assumption that there is no upturn above 10 mHz, we can state that the physical processes responsible for making up the bulk of the X-ray emission have associated timescales which cannot be smaller than about 1/(a few mHz).

As a further step, we calculated the Normalised Structure Functions (NSFs) of the light curves of MCG$``$6-30-15, in order to characterise its variability time-scales $`^\mathrm{?}`$: they are shown in Fig.3. They are almost flat for time-scales shorter than $`\tau _{\mathrm{min}}`$ 0.2-0.3 ks; then, they steepen and rise rather smoothly for time-scales between $`\tau _{\mathrm{min}}`$ and a maximum time-scale $`\tau _{\mathrm{max}}`$10-20 ks; eventually, all the NSFs flatten again for $`\tau >\tau _{\mathrm{max}}`$.

These results suggest that the bulk of the detected source variability is in the range $`\tau _{\mathrm{min}}`$-$`\tau _{\mathrm{max}}`$. It is important to observe that $`\tau _{\mathrm{min}}\nu _{\mathrm{max}}^1`$: thus the PSD and NSF techniques both indicates that the measured source variability is dominated by the Poisson noise at $`\tau <\tau _{\mathrm{min}}`$. On the other side, the two techniques provide inconsistent results, i.e. $`\tau _{\mathrm{max}}<\nu _{\mathrm{min}}^1`$. Perhaps this result means that our data are unfit to sample the source variability for time-scales $`\tau >\tau _{\mathrm{max}}`$, where we have only a few time-bins.

## 3 Summary and conclusions

The light curves and hardness ratios of MCG$``$6-30-15 show large variations in both its flux and spectrum, with time-scales of a few thousand seconds. The source PSD proves that there is a meaningful variability power up to $``$ 3 mHz; this is confirmed by its NSF, which also sets an upper limit of $``$ 10 ks for the variability time-scale. Based on these results, using the light travel argument we estimate a characteristic scale of $`910^{12}`$ cm for the central source.

The spectral analysis performed by Wilms et al. (2001) $`^\mathrm{?}`$ suggests that the accretion disk extends down to $`2r_g=610^{13}m_8`$ cm. Equating this radius with the one derived above we obtain $`M_{BH}1.510^7M_{}`$ and an Eddington luminosity $`L_{Edd.}=1.310^{46}m_8210^{45}`$ erg/s. The spectral analysis provides a measure of $`L_{bol}\stackrel{<}{}710^{43}`$ erg/s, leading to an estimate of $`L/L_{Edd.}\stackrel{<}{}`$ 3.5 %.

## References