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# Spectral Invariants of Operators of Dirac Type on Partitioned Manifolds

## 1. Basic Notations and Results

### 1.1. Index of Fredholm Operators and Spectral Flow of Curves of Self–Adjoint Fredholm Operators

#### 1.1.1. Notation

Let $`H`$ be a separable complex Hilbert space. First let us introduce some notation for various spaces of operators in $`H`$:

$$\begin{array}{cc}\hfill 𝒞(H):=& \text{closed, densely defined operators on }H,\hfill \\ \hfill (H):=& \text{bounded linear operators }HH,\hfill \\ \hfill 𝒰(H):=& \text{unitary operators }HH,\hfill \\ \hfill 𝒦(H):=& \text{compact linear operators }HH,\hfill \\ \hfill (H):=& \text{bounded Fredholm operators }HH,\hfill \\ \hfill 𝒞(H):=& \text{closed, densely defined Fredholm operators on }H.\hfill \end{array}$$

If no confusion is possible we will omit “$`(H)`$” and write $`𝒞,`$ $`,𝒦,`$ etc.. By $`𝒞^{\mathrm{sa}},^{\mathrm{sa}}`$ etc., we denote the set of self–adjoint elements in $`𝒞,`$ $`,`$ etc..

#### 1.1.2. Operators With Index – Fredholm Operators

The topology of the operator spaces $`𝒰(H)`$, $`(H)`$, and $`^{\mathrm{sa}}(H)`$ is quite well understood. The key results are

1. the Kuiper Theorem which states that $`𝒰(H)`$ is contractible;
2. the Atiyah–Jänich Theorem which states that $`(H)`$ is a classifying space for the functor $`K`$. Explicitly, the construction of the index bundle of a continuous family of bounded Fredholm operators parametrized over a compact topological space $`X`$ yields a homomorphism of semigroups, namely $`\mathrm{index}:[X,]K\left(X\right).`$ In particular, the index is a homotopy invariant, and it provides a one–to–one correspondence of the connected components $`[point,]`$ of $``$ with $`K\left(point\right)=.`$
3. the corresponding observation that $`^{\mathrm{sa}}(H)`$ consists of three connected components, the contractible subsets $`^{\mathrm{sa}}(H)_+`$ and $`^{\mathrm{sa}}(H)_{}`$ of essentially positive, respectively essentially negative, Fredholm operators, and the topologically nontrivial component $`_{}^{\mathrm{sa}}(H)`$ which is a classifying space for the functor $`K^1`$ . In particular, the spectral flow gives an isomorphism of the fundamental group $`\pi _1\left(_{}^{\mathrm{sa}}(H)\right)`$ onto the integers.

Full proofs can be found in \[BlBo03\] for items 1 and 2, and in \[AtSi69\], \[BoWo93\], and \[Ph96\] for item 3.

So much for the bounded case. Of course, the Dirac operators of interest to us are not bounded in $`L^2`$. On closed manifolds, however, they can be considered as bounded operators from the first Sobolev space $`H^1`$ into $`L^2`$, and by identifying these two Hilbert spaces we can consider a Dirac operator as a bounded operator of a Hilbert space in itself. The same philosophy can be applied to Dirac operators on compact manifolds with boundary when we consider the domain not as dense subspace in $`L^2`$ but as Hilbert space (with the graph inner product) and then identify.

Strictly speaking, the concept of unbounded operator is dispensable here. However, for varying boundary conditions it is necessary to keep the distinction and to follow the variation of the domain as a variation of subspaces in $`L^2`$.

Following \[CorLab\], we generalize the concept of *Fredholm operators* to the unbounded case.

###### Definition 1.1.

Let $`H`$ be a complex separable Hilbert space. A linear (not necessarily bounded) operator $`F`$ with domain $`\mathrm{Dom}(F)`$, null–space $`\mathrm{Ker}(F)`$, and range $`\mathrm{Im}(F)`$ is called *Fredholm* if the following conditions are satisfied.

1. $`\mathrm{Dom}(F)`$ is dense in $`H`$.
2. $`F`$ is closed.
3. The range $`\mathrm{Im}(F)`$ of $`F`$ is a closed subspace of $`H`$.
4. Both $`dim\mathrm{Ker}(F)`$ and $`\mathrm{codim}\mathrm{Im}(F)=dim\mathrm{Im}(F)^{}`$ are finite. The difference of the dimensions is called $`\mathrm{index}(F)`$.

So, a closed operator $`F`$ is characterized as a Fredholm operator by the same properties as in the bounded case. Moreover, as in the bounded case, $`F`$ is Fredholm if and only if $`F^{}`$ is Fredholm (proving the closedness of $`\mathrm{Im}(F^{})`$ is delicate: see \[CorLab, Lemma 1.4\]) and (clearly) we have

$$\mathrm{index}F=dim\mathrm{Ker}Fdim\mathrm{Ker}F^{}=\mathrm{index}F^{}.$$

In particular, $`\mathrm{index}F=0`$ in case $`F`$ is self–adjoint.

The composition of (not necessarily bounded) Fredholm operators yields again a Fredholm operator. More precisely, we have the following composition rule. For the proof, which is considerably more involved than that in the bounded case, we refer to \[GoKr57\], \[CorLab, Lemma 2.3 and Theorem 2.1\].

###### Theorem 1.2.

*(Gohberg, Krein)* If $`F`$ and $`G`$ are (not necessarily bounded) Fredholm operators then their product $`GF`$ is densely defined with

$$\mathrm{Dom}(GF)=\mathrm{Dom}(F)F^1\mathrm{Dom}(G)$$

and is a Fredholm operator. Moreover,

$$\mathrm{index}GF=\mathrm{index}F+\mathrm{index}G.$$

#### 1.1.3. Metrics on the Space of Closed Operators

For $`S,T𝒞(H)`$ the orthogonal projections $`P_{𝔊(S)}`$, $`P_{𝔊(T)}`$ onto the graphs of $`S,T`$ in $`HH`$ are bounded operators and

$$\gamma (S,T):=P_{𝔊(T)}P_{𝔊(S)}$$

defines a metric for $`𝒞(H)`$, the projection metric.

It is also called the gap metric and it is (uniformly) equivalent with the metric given by measuring the distance between the (closed) graphs, namely

$$d(𝔊(S),𝔊(T)):=\underset{\{x𝔊(S):x=1\}}{sup}d(x,𝔊(T))+\underset{\{x𝔊(T):x=1\}}{sup}d(x,𝔊(S)).$$

For details and the proof of the following Lemma and Theorem, we refer to \[CorLab, Section 3\].

###### Lemma 1.3.

For $`T𝒞(H)`$ the orthogonal projection onto the graph of $`T`$ in $`HH`$ can be written (where $`R_T:=(\mathrm{I}+T^{}T)^1`$) as

$$P_{𝔊(T)}=\left(\begin{array}{cc}R_T& R_TT^{}\\ TR_T& TR_TT^{}\end{array}\right)=\left(\begin{array}{cc}R_T& T^{}R_T^{}\\ TR_T& TT^{}R_T^{}\end{array}\right)=\left(\begin{array}{cc}R_T& T^{}R_T^{}\\ TR_T& \mathrm{I}R_T^{}\end{array}\right).$$

###### Theorem 1.4.

*(Cordes, Labrousse)* a) The space $`(H)`$ of bounded operators on $`H`$ is dense in the space $`𝒞(H)`$ of all closed operators in $`H`$. The topology induced by the projection ($``$ gap) metric on $`(H)`$ is equivalent to that given by the operator norm.

b) Let $`𝒞(H)`$ denote the space of closed (not necessarily bounded) Fredholm operators. Then the index is constant on the connected components of $`𝒞(H)`$ and yields a bijection between the integers and the connected components.

###### Example 1.5.

Let $`H`$ be a Hilbert space with $`e_1,e_2,\mathrm{}`$ a complete orthonormal system (i.e., an orthonormal basis for $`H`$). Consider the multiplication operator $`M_{\mathrm{id}}`$, given by the domain

$$D:=\mathrm{Dom}(M_{\mathrm{id}}):=\left\{_{j=1}^{\mathrm{}}c_je_j\right|_{j=1}^{\mathrm{}}j^2|c_j|^2<+\mathrm{}\}$$

and the operation

$$Du=c_je_jM_{\mathrm{id}}(u):=jc_je_j.$$

It is a densely defined closed operator which is injective and surjective. Let $`P_n`$ denote the orthogonal projection of $`H`$ onto the linear span of the $`n`$-th orthonormal basis element $`e_n`$ . Clearly the sequence $`(P_n)`$ does not converge in $`(H)`$ in the operator norm. However, the sequence $`M_{\mathrm{id}}2nP_n`$ of self–adjoint Fredholm operators converges in $`𝒞(H)`$ with the projection metric to $`M_{\mathrm{id}}`$.

This can be seen by the following argument: On the subset of self–adjoint (not necessarily bounded) operators in the space $`𝒞^{\mathrm{sa}}(H)`$ the projection metric is uniformly equivalent to the metric $`\gamma `$ given by

$$\gamma (A_1,A_2):=(A_1+i)^1(A_2+i)^1,$$

(see below Theorem 1.10). Then for $`T_n:=M_{\mathrm{id}}2nP_n`$,

$$\left(T_n+i\right)^1\left(M_{\mathrm{id}}+i\right)^1=\left(n+i\right)^1e_n\left(n+i\right)^1e_n=\frac{2n}{n^2+1}0.$$

###### Remark 1.6.

The results by Heinz Cordes and Jean–Philippe Labrousse may appear to be rather counter–intuitive. For (a), it is worth mentioning that the operator–norm distance and the projection metric on the set of bounded operators are equivalent but not uniformly equivalent since the operator norm is complete while the projection metric is not complete on the set of bounded operators. Actually, this is the point of the first part of (a); see also the preceding example.

Assertion (b) says two things: (i) that the index is a homotopy invariant, i.e., two Fredholm operators have the same index if they can be connected by a continuous curve in $`𝒞(H)`$; (ii) that two Fredholm operators having the same index always can be connected by a continuous curve in $`𝒞(H)`$. Note that the topological results are not as far reaching as for bounded Fredholm operators.

#### 1.1.4. Self–Adjoint Fredholm Operators and Spectral Flow

We investigate the topology of the subspace of self–adjoint (not necessarily bounded) Fredholm operators. Many users of the notion of spectral flow feel that the definition and basic properties are too trivial to bother with. However, there are some difficulties both with extending the definition of spectral flow from loops to paths and from curves of bounded self–adjoint Fredholm operators to curves of not necessarily bounded self–adjoint Fredholm operators.

To overcome the second difficulty, the usual way is to apply the Riesz transformation which yields a bijection

(1.1)
$$\begin{array}{c}:𝒞^{\mathrm{sa}}\{S^{\mathrm{sa}}S1\text{ and }S\pm I\text{ both injective}\},\text{ where}\hfill \\ \left(T\right):=T(I+T^2)^{1/2}\hfill \end{array}$$

In \[BoFu98\] the following theorem was proved:

###### Theorem 1.7.

Let $`S`$ be a self–adjoint operator with compact resolvent in a real separable Hilbert space $``$ and let $`C`$ be a bounded self–adjoint operator. Then the sum $`S+C`$ also has compact resolvent and is a closed Fredholm operator. We have

$$(S+C)(S)cC,$$

where the constant $`c`$ does not depend on $`S`$ or on $`C`$.

The preceding theorem is applied in the following form:

###### Corollary 1.8.

Curves of self–adjoint (unbounded) Fredholm operators in a separable real Hilbert space of the form $`\{S+C_t\}_{tI}`$ are mapped into continuous curves in $`^{\mathrm{sa}}`$ by the transformation $``$ when $`S`$ is a self–adjoint operator with compact resolvent and $`\{C_t\}_{tI}`$ is a continuous curve of bounded self–adjoint operators.

###### Remark 1.9.

Define

$$𝒯_S:^{\mathrm{sa}}𝒞^{\mathrm{sa}}\text{ by }𝒯_S\left(C\right):=S+C$$

This is translation by $`S`$, mapping bounded self–adjoint operators on $``$ into self–adjoint Fredholm operators in $``$. On $`𝒞^{\mathrm{sa}}`$, the gap topology is defined by the metric

$$g(A_1,A_2):=\sqrt{R_{A_1}R_{A_2}^2+A_1R_{A_1}A_2R_{A_2}^2},$$

where $`R_{A_.}:=(\mathrm{I}+A_.^2)^1`$ as before (see Cordes and Labrousse, \[CorLab\] and also Kato, \[Kat\]). Theorem 1.7 says that the composition $`𝒯_S`$ is continuous.

$$\begin{array}{ccc}\hfill ^{\mathrm{sa}}& \stackrel{𝒯_S}{}\hfill & 𝒞^{\mathrm{sa}}\hfill \\ & \underset{𝒯_S}{}\hfill & _{^{\genfrac{}{}{0.0pt}{}{}{}}}\hfill \\ & & ^{\mathrm{sa}}\hfill \end{array}$$

Further, we can prove that the translation operator $`𝒯_S`$ is a continuous operator from $`^{\mathrm{sa}}`$ onto the subspace $`^{\mathrm{sa}}+S𝒞^{\mathrm{sa}}`$.

The preceding arguments permit to treat continuous curves of Dirac operators in the same way as continuous curves of self–adjoint bounded Fredholm operators under the precondition that the domain is fixed and the perturbation is only by bounded self–adjoint operators. That precondition is satisfied when we have a curve of Dirac operators on a closed manifold which differ only by the underlying connection. It is also satisfied for curves of Dirac operators on a manifold with boundary as long the perturbation is bounded. In particular, this demands that the domain remains fixed.

A closer look at Example 1.5 shows that the preceding argument cannot be generalized: The sequence of the Riesz transforms $`(T_n)`$ of $`T_n:=M_{\mathrm{id}}2nP_n`$ does not converge, since $`(T_n)`$ is not a Cauchy sequence:

$`(T_n)\left(T_{n+1}\right)(T_n)e_n\left(M_{\mathrm{id}}\right)e_n`$
$`=\frac{n2n}{\sqrt{1+\left(n2n\right)^2}}e_n\frac{n}{\sqrt{1+n^2}}e_n=\frac{2n}{\sqrt{1+n^2}}2\text{ as }n\mathrm{}.`$
In particular, the Riesz transformation is not continuous on the whole space $`𝒞^{\mathrm{sa}}`$, nor on $`𝒞^{\mathrm{sa}}`$, neither on the whole space of self–adjoint operators with compact resolvent. Other methods are needed for working with varying domains.

Of course, we can define a different metric in $`𝒞^{\mathrm{sa}}`$ ; e.g. the metric which makes the Riesz transformation a homeomorphism. That approach was chosen by L. Nicolaescu in \[Ni00\]. He shows that quite a large class of naturally arising curves of Dirac operators with varying domain are continuous under this ‘Riesz metric’, as opposed to the aforementioned example.

Here, we choose a different approach and adopt the gap metric. Note that continuity in the gap metric is much easier to establish than continuity in the Riesz metric. We follow \[BoLePh01\] where the proofs can be found. A feature of this approach is the use of the Cayley Transform:

###### Theorem 1.10.

(a) On $`𝒞^{\mathrm{sa}}`$ the gap metric is (uniformly) equivalent to the metric $`\gamma `$ given by

$$\gamma (T_1,T_2)=(T_1+i)^1(T_2+i)^1.$$

(b) Let $`\kappa :S^1\{1\},`$ $`x\frac{xi}{x+i}`$ denote the Cayley transform. Then $`\kappa `$ induces a homeomorphism

(1.2)
$$\begin{array}{cc}\hfill \kappa & :𝒞^{\mathrm{sa}}(H)\{U𝒰(H)UI\text{ is injective }\}=:𝒰_{\mathrm{inj}}\hfill \\ & T\kappa (T)=(Ti)(T+i)^1.\hfill \end{array}$$

More precisely, the gap metric is (uniformly) equivalent to the metric $`\stackrel{~}{\delta }`$ defined by $`\stackrel{~}{\delta }(T_1,T_2)=\kappa (T_1)\kappa (T_2)`$.

We note some immediate consequences of the Cayley picture:

###### Corollary 1.11.

(a) With respect to the gap metric the set $`^{\mathrm{sa}}(H)`$ is dense in $`𝒞^{\mathrm{sa}}(H)`$.
(b) For $`\lambda `$ the sets

$$\{T𝒞^{\mathrm{sa}}(H)\lambda \mathrm{spec}T\}\text{and}\{T𝒞^{\mathrm{sa}}(H)\lambda \mathrm{spec}_{\mathrm{ess}}T\}$$

are open in the gap topology.
(c) The set $`𝒞^{\mathrm{sa}}=\{T𝒞^{\mathrm{sa}}0\mathrm{spec}_{\mathrm{ess}}T\}=\kappa ^1(_{}𝒰)`$, where $`{}_{}{}^{}𝒰:=\{U𝒰1\mathrm{spec}_{\mathrm{ess}}U\}=\{U𝒰U+I`$ Fredholm operator$`\}`$, of (not necessarily bounded) self–adjoint Fredholm operators is open in $`𝒞^{\mathrm{sa}}`$.

The preceding Corollary implies that the set $`^{\mathrm{sa}}`$ is dense in $`𝒞^{\mathrm{sa}}`$ with respect to the gap metric.
Contrary to the bounded case, we have the following somewhat surprising result in the unbounded case: In particular, it shows that not every gap continuous path in $`𝒞^{\mathrm{sa}}`$ with endpoints in $`^{\mathrm{sa}}`$ can be continuously deformed into an operator norm continuous path in $`^{\mathrm{sa}}`$, in spite of the density of $`^{\mathrm{sa}}`$ in $`𝒞^{\mathrm{sa}}`$.

###### Theorem 1.12.

(a) $`𝒞^{\mathrm{sa}}`$is path connected with respect to the gap metric.

(b) Moreover, its Cayley image

$${}_{}{}^{}𝒰_{\mathrm{inj}}^{}:=\{U𝒰U+I\text{ Fredholm and }UI\text{ injective}\}=\kappa (𝒞^{\mathrm{sa}})$$

is dense in $`{}_{}{}^{}𝒰`$.

###### Proof.

(a) Once again we look at the Cayley transform picture. Note that so far we have introduced three different subsets of unitary operators

(1.3) $`𝒰_{\mathrm{inj}}`$ $`:=\{U𝒰UI\text{ injective}\}=\kappa (𝒞^{\mathrm{sa}})`$
(1.4) $`{}_{}{}^{}𝒰`$ $`:=\{U𝒰U+I\text{ Fredholm}\},\text{ and}`$
(1.5) $`{}_{}{}^{}𝒰_{\mathrm{inj}}^{}`$ $`:={}_{}{}^{}𝒰𝒰_{\mathrm{inj}}=\kappa (𝒞^{\mathrm{sa}}).`$
Let $`U{}_{}{}^{}𝒰_{\mathrm{inj}}^{}`$. Then $`H`$ is the direct sum of the spectral subspaces $`H_\pm `$ of $`U`$ corresponding to $`[0,\pi )`$ and $`[\pi ,2\pi ]`$ respectively and we may decompose $`U=U_+U_{}`$. More precisely, we have

$$\mathrm{spec}(U_+)\{e^{it}t[0,\pi )\}\text{ and }\mathrm{spec}(U_{})\{e^{it}t[\pi ,2\pi ]\}.$$

Note that there is no intersection between the spectral spaces in the endpoints: if $`1`$ belongs to $`\mathrm{spec}(U)`$, it is an isolated eigenvalue by our assumption and hence belongs only to $`\mathrm{spec}(U_{})`$; if $`1`$ belongs to $`\mathrm{spec}(U)`$, it can belong both to $`\mathrm{spec}(U_+)`$ and $`\mathrm{spec}(U_{})`$, but in any case, it does not contribute to the decomposition of $`U`$ since, by our assumption, $`1`$ is not an eigenvalue at all.

By spectral deformation (“squeezing the spectrum down to $`+i`$ and $`i`$”) we contract $`U_+`$ to $`iI_+`$ and $`U_{}`$ to $`iI_{}`$ , where $`I_\pm `$ denotes the identity on $`H_\pm `$ . We do this on the upper half arc and the lower half arc, respectively, in such a way that 1 does not become an eigenvalue under the course of the deformation: actually it will no longer belong to the spectrum; neither will $`1`$ belong to the spectrum. That is, we have connected $`U`$ and $`iI_+iI_{}`$ within $`\kappa \left(𝒞^{\mathrm{sa}}\right)`$.

We distinguish two cases: If $`H_{}`$ is *finite-dimensional*, we now rotate $`iI_{}`$ up through $`1`$ into $`iI_{}`$.̇ More precisely, we consider $`\{iI_+e^{i(\pi /2+(1t)\pi )}I_{}\}_{t[0,1]}`$ . This proves that we can connect $`U`$ with $`iI_+iI_{}=iI`$ within $`\kappa \left(𝒞^{\mathrm{sa}}\right)`$ in this first case.

If $`H_{}`$ is *infinite-dimensional*, we “dilate” $`iI_{}`$ in such a way that no eigenvalues remain. To do this, we identify $`H_{}`$ with $`L^2([0,1])`$. Now multiplication by $`i`$ on $`L^2([0,1])`$ can be connected to multiplication by a function whose values are a short arc centered on $`i`$ and so that the resulting operator $`V_{}`$ on $`H_{}`$ has no eigenvalues. This will at no time introduce spectrum near $`+1`$ or $`1`$. We then rotate this arc up through $`+1`$ (which keeps us in the right space) until it is centered on $`+i`$. Then we contract the spectrum on $`H_{}`$ to be $`+i`$. That is, also in this case we have connected our original operator $`U`$ to $`+iI`$. To sum up this second case (see also Figure 1):

$$\begin{array}{c}UiI_+iI_{}iI_+V_{}iI_+e^{it\pi }V_{}\text{ for }t[0,1]\hfill \\ \hfill iI_+V_{}iI_+(iI_{})iI.\end{array}$$

To prove (b), we just decompose any $`V_{}𝒰`$ into $`V=UI_1`$, where $`U{}_{}{}^{}𝒰_{\mathrm{inj}}^{}(H_0)`$ and $`I_1`$ denotes the identity on the 1-eigenspace $`H_1=\mathrm{Ker}(VI)`$ of $`V`$ with $`H=H_0H_1`$ an orthogonal decomposition. Then for $`\epsilon >0`$, $`Ue^{i\epsilon }I_1{}_{}{}^{}𝒰_{\mathrm{inj}}^{}`$ approaches $`U`$ for $`\epsilon 0`$. ∎

###### Remark 1.13.

The preceding proof shows also that the two subsets of $`𝒞^{\mathrm{sa}}`$

$$𝒞_\pm ^{\mathrm{sa}}=\{T𝒞^{\mathrm{sa}}\mathrm{spec}_{\mathrm{ess}}(T)_{}\},$$

the spaces of all essentially positive, resp. all essentially negative, self-adjoint Fredholm operators, are no longer open. The third of the three complementary subsets

$$𝒞_{}^{\mathrm{sa}}=𝒞^{\mathrm{sa}}\left(𝒞_+^{\mathrm{sa}}𝒞_{}^{\mathrm{sa}}\right)$$

is also not open. We do not know whether the two “trivial” components are contractible as in the bounded case nor whether the whole space is a classifying space for $`K^1`$ as the nontrivial component in the bounded case. Independently of Example 1.5, the connectedness of $`𝒞^{\mathrm{sa}}`$ and the disconnectedness of $`^{\mathrm{sa}}`$ show that the Riesz map is not continuous on $`𝒞^{\mathrm{sa}}`$ in the gap topology.

In analogy to \[Ph96\], we can give an explicit description of the winding number (spectral flow across $`1`$) $`\mathrm{wind}(f)`$ of a curve $`f`$ in $`{}_{}{}^{}𝒰`$. Alternatively, it can be used as a definition of $`\mathrm{wind}`$:

###### Proposition 1.14.

Let $`f:[0,1]_{}𝒰`$ be a continuous path.
(a) There is a partition $`\{0=t_0<t_1<\mathrm{}<t_n=1\}`$ of the interval and positive real numbers $`0<\epsilon _j<\pi `$, $`j=1,\mathrm{},n`$, such that $`\mathrm{Ker}(f(t)e^{i(\pi \pm \epsilon _j)})=\{0\}`$ for $`t_{j1}tt_j`$ .
(b) Then

$$\mathrm{wind}(f)=\underset{j=1}{\overset{n}{}}k(t_j,\epsilon _j)k(t_{j1},\epsilon _j),$$

where

$$k(t,\epsilon _j):=\underset{0\theta <\epsilon _j}{}dim\mathrm{Ker}(f(t)e^{i(\pi +\theta )}).$$

(c) In particular, this calculation of $`\mathrm{wind}(f)`$ is independent of the choice of the partition of the interval and of the choice of the barriers.

###### Proof.

In (a) we use the continuity of $`f`$ and the fact that $`f\left(t\right)`$ $`{}_{}{}^{}𝒰`$. (b) follows from the path additivity of $`\mathrm{wind}`$. (c) is immediate from (b). ∎

This idea of a *spectral flow across $`1`$* was introduced first in \[BoFu98, Sec. 1.3\], where it was used to give a definition of the Maslov index in an infinite dimensional context (see also Definition 1.24 further below).

After these explanations the definition of spectral flow for paths in $`𝒞^{\mathrm{sa}}`$ is straightforward:

###### Definition 1.15.

Let $`f:[0,1]𝒞^{\mathrm{sa}}(H)`$ be a continuous path. Then the *spectral flow* $`\mathrm{SF}(f)`$ is defined by

$$\mathrm{SF}(f):=\mathrm{wind}(\kappa f).$$

From the properties of $`\kappa `$ and of the winding number we infer immediately:

###### Proposition 1.16.

$`\mathrm{SF}`$ is path additive and homotopy invariant in the following sense: let $`f_1,f_2:[0,1]𝒞^{\mathrm{sa}}`$ be continuous paths and let $`h:[0,1]\times [0,1]𝒞^{\mathrm{sa}}`$ be a homotopy such that $`h(0,t)=f_1(t),h(1,t)=f_2(t)`$ and such that $`dim\mathrm{Ker}h(s,0),dim\mathrm{Ker}h(s,1)`$ are independent of $`s`$. Then $`\mathrm{SF}(f_1)=\mathrm{SF}(f_2)`$. In particular, $`\mathrm{SF}`$ is invariant under homotopies leaving the endpoints fixed.

From Proposition 1.14 we get

###### Proposition 1.17.

For a continuous path $`f:[0,1]^{\mathrm{sa}}`$ our definition of spectral flow coincides with the definition in \[Ph96\].

Note that also the conventions coincide for $`0\mathrm{spec}f(0)`$ or $`0\mathrm{spec}f(1)`$.

###### Corollary 1.18.

For any $`S𝒞^{\mathrm{sa}}`$ with compact resolvent and any continuous path $`C:[0,1]^{\mathrm{sa}}`$ we have $`\mathrm{SF}(S+C)=\mathrm{SF}(\left(S+C\right))`$ where $``$ denotes the Riesz transformation of (1.1).

Note that the curve $`S+C`$ is in $`𝒞^{\mathrm{sa}}`$, so that $`\mathrm{SF}(S+C)`$ is defined via Cayley transformation, whereas the curve $`\left(S+C\right)`$ of the Riesz transforms is in $`^{\mathrm{sa}}`$.

###### Remark 1.19.

The spectral flow induces a surjection of $`\pi _1\left(𝒞^{\mathrm{sa}}\right)`$ onto $``$. Because $``$ is free, there is a right inverse of $`\mathrm{SF}`$ and a normal subgroup $`G`$ of $`\pi _1\left(𝒞^{\mathrm{sa}}\right)`$ such that we have a split short exact sequence

$$0G\pi _1\left(𝒞^{\mathrm{sa}}\right)0.$$

For now, an open question is whether $`G`$ is trivial: does the spectral flow distinguish the homotopy classes? That is, the question is whether each loop with spectral flow 0 can be contracted to a constant point, or equivalently, whether two continuous paths in $`𝒞^{\mathrm{sa}}`$ with same endpoints and with same spectral flow can be deformed into each other? Or is $`\pi _1\left(𝒞^{\mathrm{sa}}\right)\times |`$ $`G`$ the semi-direct product of a nontrivial factor $`G`$ with $``$? In that case, homotopy invariants of a curve in $`𝒞^{\mathrm{sa}}`$ are not solely determined by the spectral flow (contrary to the folklore behind parts of the topology and physics literature). For now, we can only speculate about the existence of an additional invariant and its possible definition. For example, one can try to define a *spectral flow at infinity*. Then, continuity of the Riesz transformation $``$ on a subclass $`𝒮𝒞^{\mathrm{sa}}`$ would imply vanishing spectral flow at infinity. Non-vanishing spectral flow at infinity will typically appear with families of the type discussed in Example 1.5 (and after Remark 1.9). One may also expect it with curves of differential operators of second order. However, the results of \[Ni00\], though only obtained under quite restrictive conditions, may indicate that perhaps spectral flow at infinity will not be exhibited for continuous curves of Dirac operators. If this is true, it will also explain why the mentioned unfounded folklore has not yet led to clear contradictions.

### 1.2. Symmetric Operators and Symplectic Analysis

In an interview with Victor M. Buchstaber in the Newsletter of the European Mathematical Society \[No01, p. 20\], Sergej P. Novikov recalls his idea of the late 1960’s and the early 1970’s, which were radically different of the main stream in topology at that time, “that the explanation of higher signatures and of other deep properties of multiply connected manifolds had a symplectic origin… In 1971 I. Gelfand went into my algebraic ideas: they impressed him greatly. In particular, he told me of his observation that the so-called von Neumann theory of self-adjoint extensions of symmetric operators is simply the choice of a Lagrangian subspace in a Hilbert space with symplectic structure.” Closely following \[BoFu98\], \[BoFu99\], and \[BoFuOt01\] (see also the Krein–Vishik–Birman theory summarized in \[AlSi80\] and \[LaSnTu75\], for first pointing to symplectic aspects), we will elaborate on that thought.

#### 1.2.1. Symplectic Hilbert Space, Fredholm Lagrangian Grassmannian, and Maslov Index

We fix the following notation. Let $`(,.,.)`$ be a separable real Hilbert space with a fixed symplectic form $`\omega `$, i.e., a skew-symmetric bounded bilinear form on $`\times `$ which is nondegenerate. We assume that $`\omega `$ is compatible with $`.,.`$ in the sense that there is a corresponding almost complex structure $`J:`$ defined by

(1.6)
$$\omega (x,y)=Jx,y$$

with $`J^2=\mathrm{I},^tJ=J`$, and $`Jx,Jy=x,y`$. Here $`{}_{}{}^{t}J`$ denotes the transpose of $`J`$ with regard to the (real) inner product $`x,y`$. Let $`=()`$ denote the set of all Lagrangian subspaces $`\lambda `$ of $``$ (i.e., $`\lambda =(J\lambda )^{}`$, or equivalently, let $`\lambda `$ coincide with its annihilator $`\lambda ^0`$ with respect to $`\omega `$). The topology of $``$ is defined by the operator norm of the orthogonal projections onto the Lagrangian subspaces.

Let $`\lambda _0`$ be fixed. Then any $`\mu `$ can be obtained as the image of $`\lambda _0^{}`$ under a suitable unitary transformation

$$\mu =U(\lambda _0^{})$$

(see also Figure 2a). Here we consider the real symplectic Hilbert space $``$ as a complex Hilbert space via $`J`$. The group $`𝒰()`$ of unitary operators of $``$ acts transitively on $``$; i.e., the mapping

(1.7)
$$\begin{array}{cccc}\rho :& 𝒰()& & \\ & U& & U(\lambda _{0}^{}{}_{}{}^{})\end{array}$$

is surjective and defines a principal fibre bundle with the group of orthogonal operators $`𝒪(\lambda _0)`$ as structure group.

###### Example 1.20.

(*a*) In finite dimensions one considers the space $`:=^n^n`$ with the symplectic form

$$\omega ((x,\xi ),(y,\eta )):=x,\eta +\xi ,y\text{ for }(x,\xi ),(y,\eta ).$$

To emphasize the finiteness of the dimension we write $`Lag(^{2n}):=()`$. For linear subspaces of $`^{2n}`$ one has

$$lLag(^{2n})diml=n\text{ and }ll^0:=\omega \text{-annihilator of }l\text{;}$$

i.e., Lagrangian subspaces are true half-spaces which are maximally isotropic (‘isotropic’ means $`ll^0`$).

Note that $`^{2n}=^n`$ with the Hermitian product

$$((x,\xi ),(y,\eta ))_{}=(x+i\xi )(yi\eta ):=x,y+\xi ,\eta +i\xi ,yix,\eta .$$

Then every $`U\mathrm{U}(n)`$ can be written in the form $`U=A+iB=\left(\begin{array}{cc}A& B\\ B& A\end{array}\right)`$ with $`{}_{}{}^{t}AB=^tBA`$, $`A^tB=B^tA`$, and $`A^tA+B^tB=I`$, and

$$\mathrm{O}(n)A\left(\begin{array}{cc}A& 0\\ 0& A\end{array}\right)=A+0i\mathrm{U}\left(n\right)$$

gives the embedding of $`\mathrm{O}(n)`$ in $`\mathrm{U}(n)`$. One finds $`Lag(^{2n})\mathrm{U}(n)/\mathrm{O}(n)`$ with the fundamental group

$$\pi _1(Lag(^{2n})),\lambda _0).$$

The mapping is given by the ‘Maslov index’ of loops of Lagrangian subspaces which can be described as an intersection index with the ‘Maslov cycle’. There is a rich literature on the subject, see e.g. the seminal paper \[Ar67\], the systematic review \[CaLeMi94\], or the cohomological presentation \[Go97\].

(*b*) Let $`\{\phi _k\}_{k\{0\}}`$ be a complete orthonormal system for $``$. We define an almost complex structure, and so by (1.6) a symplectic form, by

$$J\phi _k:=sign(k)\phi _k.$$

Then the spaces $`_{}:=\mathrm{span}\{\phi _k\}_{k<0}`$ and $`_+:=\mathrm{span}\{\phi _k\}_{k>0}`$ are complementary Lagrangian subspaces of $``$.

In infinite dimensions, the space $``$ is contractible due to Kuiper’s Theorem (see \[BlBo03\], Part I) and therefore topologically not interesting. Also, we need some restrictions to avoid infinite-dimensional intersection spaces when counting intersection indices. Therefore we replace $``$ by a smaller space. This problem can be solved, as first suggested in Swanson \[Sw78\], by relating symplectic functional analysis with the space $`\mathrm{Fred}()`$ of Fredholm operators, we obtain finite dimensions for suitable intersection spaces and at the same time topologically highly nontrivial objects.

###### Definition 1.21.

(*a*) The space of *Fredholm pairs* of closed infinite-dimensional subspaces of $``$ is defined by

$$\begin{array}{c}\mathrm{Fred}^2():=\{(\lambda ,\mu )dim(\lambda \mu )<+\mathrm{}\text{ and }\lambda +\mu \text{ closed}\hfill \\ \hfill \text{and }dim/(\lambda +\mu )<+\mathrm{}\}.\end{array}$$

Then

$$\mathrm{index}(\lambda ,\mu ):=dim\left(\lambda \mu \right)dim/(\lambda +\mu )$$

is called the *Fredholm intersection index of* $`(\lambda ,\mu )`$.

(*b*) The *Fredholm-Lagrangian Grassmannian* of a real symplectic Hilbert space $``$ at a fixed Lagrangian subspace $`\lambda _0`$ is defined as

$$_{\lambda _0}:=\{\mu (\mu ,\lambda _0)\mathrm{Fred}^2()\}.$$

(*c*) The *Maslov cycle* of $`\lambda _0`$ in $``$ is defined as

$$_{\lambda _0}:=_{\lambda _0}_{\lambda _0}^{(0)},$$

where $`_{\lambda _0}^{(0)}`$ denotes the subset of Lagrangians intersecting $`\lambda _0`$ transversally; i.e., $`\mu \lambda {}_{0}{}^{}=\{0\}`$.

Recall the following algebraic and topological characterization of general and Lagrangian Fredholm pairs (see \[BoFu98\] and \[BoFu99\], inspired by \[BoWo85\], Part 2, Lemma 2.6).

###### Proposition 1.22.

(*a*) Let $`\lambda ,\mu `$ and let $`\pi _\lambda ,\pi _\mu `$ denote the orthogonal projections of $``$ onto $`\lambda `$ respectively $`\mu `$. Then

$$(\lambda ,\mu )\mathrm{Fred}^2()\pi _\lambda +\pi _\mu \mathrm{Fred}()\pi _\lambda \pi _\mu \mathrm{Fred}().$$

(*b*) The fundamental group of $`_{\lambda _0}`$ is $``$, and the mapping of the loops in $`_{\lambda _0}()`$ onto $``$ is given by the Maslov index

$$\mathrm{𝐦𝐚𝐬}:\pi _1(_{\lambda _0}()))\stackrel{}{}.$$

To define the Maslov index, one needs a systematic way of counting, adding and subtracting the dimensions of the intersections $`\mu _s\lambda _0`$ of the curve $`\{\mu _s\}`$ with the Maslov cycle $`_{\lambda _0}`$. We recall from \[BoFu98\], inspired by \[Ph96\], a functional analytical definition for continuous curves without additional assumptions.

First we recall from (1.7) that any $`\mu _{\lambda _0}()`$ can be obtained as the image of $`\lambda _0^{}`$ under a suitable unitary transformation $`\mu =U(\lambda _0^{})`$. As noted before, the operator $`U`$ is not uniquely determined by $`\mu `$. Actually, from $`\beta \lambda _0`$ we obtain a complex conjugation so that we can define the transpose by the following formula

$${}_{}{}^{T}U:=\overline{U^{}}$$

and obtain a unitary operator $`W(\mu ):=U^TU`$ which can be defined invariantly as the complex generator of the Lagrangian space $`\mu `$ relative to $`\lambda _0`$.

###### Proposition 1.23.

The composed mapping $`W`$

$$_{\lambda _0}()\mu UW(\mu ):=U^TU_{}𝒰\left(\right)$$

is well defined. In particular, we have

$$\mathrm{Ker}\left(I+W\right)=\left(\mu \lambda _0\right)=\left(\mu \lambda _0\right)+J\left(\mu \lambda _0\right)$$

###### Proof.

The operator $`I+W`$ is a Fredholm operator because $`(\mu ,\lambda _0)`$ is a Fredholm pair. ∎

###### Definition 1.24.

Let $``$ be a symplectic Hilbert space and $`\lambda _0()`$. Let

$$[0,1]s\mu _s_{\lambda _0}()$$

be a continuous curve. Then $`W\mu `$ is a continuous curve in $`{}_{}{}^{}𝒰\left(\right)`$, and the Maslov index can be defined by

$$\mathrm{𝐦𝐚𝐬}(\mu ,\lambda _0):=\mathrm{wind}\left(W\mu \right),$$

where $`\mathrm{wind}`$ is defined as in Proposition 1.14.

###### Remark 1.25.

To define the Maslov (intersection) index $`\mathrm{𝐦𝐚𝐬}(\left\{\mu _s\right\},\lambda _0)`$, we count the change of the eigenvalues of $`W_s`$ near $`1`$ little by little. For example, between $`s=0`$ and $`s=s^{}`$ we plot the spectrum of the complex generator $`W_s`$ close to $`e^{i\pi }`$. In general, there will be no parametrization available of the spectrum near $`1`$. For sufficiently small $`s^{}`$, however, we can find barriers $`e^{i(\pi +\theta )}`$ and $`e^{i(\pi \theta )}`$ such that no eigenvalues are lost through the barriers on the interval $`[0,s^{}]`$. Then we count the number of eigenvalues (with multiplicity) of $`W_s`$ between $`e^{i\pi }`$ and $`e^{i(\pi +\theta )}`$ at the right and left end of the interval $`[0,s^{}]`$ and subtract. Repeating this procedure over the length of the whole $`s`$-interval $`[0,1]`$ gives the Maslov intersection index $`\mathrm{𝐦𝐚𝐬}(\left\{\mu _s\right\},\lambda _0)`$ without any assumptions about smoothness of the curve, ‘normal crossings’, or non-invertible endpoints.
It is worth mentioning that the construction can be simplified for a *complex* symplectic Hilbert space $``$. Then each Lagrangian subspace of $``$ is the graph of a uniquely determined unitary operator from $`\mathrm{Ker}\left(JiI\right)`$ to $`\mathrm{Ker}\left(J+iI\right)`$. Moreover, a pair $`(\lambda ,\mu )`$ of Lagrangian subspaces is a Fredholm pair if and only if $`U^1V`$ is Fredholm, where $`\lambda =𝔊\left(U\right)`$ and $`\mu =𝔊\left(V\right)`$. We have $`\mathrm{𝐦𝐚𝐬}(\left\{\mu _t\right\},\lambda _0)=\mathrm{SF}(U_t^1V,1)`$ where the $`1`$ indicates that the spectral flow is taken at the eigenvalue 1.

###### Remark 1.26.

(a) By identifying $`\lambda _0\lambda _0\sqrt{1}\lambda _0`$ , we split in \[BoFuOt01\] any $`U𝒰()`$ into a real and imaginary part

$$U=X+\sqrt{1}Y$$

with $`X,Y:\lambda _0\lambda _0`$ . Let $`𝒰()^{\text{Fred}}`$ denote the subspace of unitary operators which have a Fredholm operator as real part. This is the total space of a principal fibre bundle over the Fredholm Lagrangian Grassmannian $`_{\lambda _0}`$ as base space and with the orthogonal group $`𝒪(\lambda _0)`$ as structure group. The projection is given by the restriction of the trivial bundle $`\rho :𝒰()`$ of (1.7) . This bundle

$$𝒰()^{\text{Fred}}\stackrel{𝜌}{}_{\lambda _0}$$

may be considered as the infinite-dimensional generalization of the familiar bundle $`\mathrm{U}(n)Lag(^{2n})`$ for finite $`n`$ and provides an alternative proof of the homotopy type of $`_{\lambda _0}`$.
(b) The Maslov index for curves depends on the specified Maslov cycle $`_{\lambda _0}`$. It is worth emphasizing that two equivalent Lagrangian subspaces $`\lambda _0`$ and $`\widehat{\lambda }_0`$ (i.e., $`dim\lambda _0/(\lambda _0\widehat{\lambda }_0)<+\mathrm{}`$) always define the same Fredholm Lagrangian Grassmannian $`_{\lambda _0}=_{\widehat{\lambda }_0}`$ but may define different Maslov cycles $`_{\lambda _0}_{\widehat{\lambda }_0}`$ . The induced Maslov indices may also become different

(1.8)
$$\mathrm{𝐦𝐚𝐬}(\{\mu _s\}_{s[0,1]},\lambda _0)\mathrm{𝐦𝐚𝐬}(\{\mu _s\}_{s[0,1]},\widehat{\lambda }_0)\stackrel{\text{in general}}{}0$$

(see \[BoFu99\], Proposition 3.1 and Section 5). However, if the curve is a loop, then the Maslov index does not depend on the choice of the Maslov cycle. From this property it follows that the difference in (1.8), beyond the dependence on $`\lambda _0`$ and $`\widehat{\lambda }_0`$, depends only on the initial and end points of the path $`\{\mu _s\}`$ and may be considered as the infinite-dimensional generalization $`\sigma _{\text{Hör}}(\mu _0,\mu _1;\lambda _0,\widehat{\lambda }_0)`$ of the Hörmander index. It plays a part as the transition function of the universal covering of the Fredholm Lagrangian Grassmannian (see also Figure 2b).

#### 1.2.2. Symmetric Operators and Symplectic Analysis

Let $`H`$ be a real separable Hilbert space and $`A`$ an (unbounded) closed symmetric operator defined on the domain $`D_{\mathrm{min}}`$ which is supposed to be dense in $`H`$. Let $`A^{}`$ denote its adjoint operator with domain $`D_{\mathrm{max}}`$. We have that $`A^{}|_{D_{\mathrm{min}}}=A`$ and that $`A^{}`$ is the maximal closed extension of $`A`$ in $`H`$. Note that $`D_{\mathrm{max}}`$ is a Hilbert space with the graph scalar product

$$(x,y)_𝒢:=(x,y)+(A^{}x,A^{}y),$$

and $`D_{\mathrm{min}}`$ is a closed subspace of this $`D_{\mathrm{max}}`$ since $`A`$ is closed (each sequence in $`D_{\mathrm{min}}`$ which is Cauchy relative to the graph norm defines a sequence in the graph $`𝔊\left(A\right)`$ which is Cauchy relative to the simple norm in $`H\times H`$).

We form the space $`\beta `$ of *natural boundary values* with the *natural trace map* $`\gamma `$ in the following way:

$`D_{\mathrm{max}}\stackrel{𝛾}{}D_{\mathrm{max}}/D_{\mathrm{min}}=:\beta `$
$`x\gamma \left(x\right)=\left[x\right]:=x+D_{\mathrm{min}}.`$
The space $`\beta `$ becomes a symplectic Hilbert space with the induced scalar product and the symplectic form given by Green’s form

$$\omega (\left[x\right],\left[y\right]):=(A^{}x,y)(x,A^{}y)\text{for }\left[x\right],\left[y\right]\beta .$$

We define the *natural Cauchy data space* $`\mathrm{\Lambda }:=\gamma \left(\mathrm{Ker}A^{}\right)`$. It is a Lagrangian subspace of $`\beta `$ under the assumption that $`A`$ admits at least one self-adjoint Fredholm extension $`A_D`$. Actually, we shall assume that $`A`$ has a self-adjoint extension $`A_D`$ with compact resolvent. Then $`(\mathrm{\Lambda },\gamma \left(D\right))`$ is a Fredholm pair of subspaces of $`\beta `$; i.e., $`\mathrm{\Lambda }_{\gamma \left(D\right)}\left(\beta \right)`$.

We consider a continuous curve $`\left\{C_s\right\}_{s[0,1]}`$ in the space of bounded self-adjoint operators on $`H`$. We assume that the operators $`A^{}+C_sr`$ have no ‘inner solutions’; i.e., they satisfy the *weak inner unique continuation property* (UCP)

(1.9)
$$\mathrm{Ker}\left(A^{}+C_sr\right)D_{\mathrm{min}}=\left\{0\right\}$$

for $`s[0,1]`$ and $`\left|r\right|<\epsilon _0`$ with $`\epsilon _0>0`$. For a discussion of UCP see Section 1.4 below.

Clearly, the domains $`D_{\mathrm{max}}`$ and $`D_{\mathrm{min}}`$ are unchanged by the perturbation $`C_s`$ for any $`s`$. So, $`\beta `$ does not depend on the parameter $`s`$. Moreover, the symplectic form $`\omega `$ is invariantly defined on $`\beta `$ and so also independent of $`s`$. It follows (see \[BoFu98, Theorem 3.9\]) that the curve $`\left\{\mathrm{\Lambda }_s:=\gamma \left(\mathrm{Ker}\left(A^{}+C_s\right)\right)\right\}`$ is continuous in $`_{\gamma \left(D\right)}\left(\beta \right)`$.

We summarize the basic findings:

###### Proposition 1.27.

*(a)* Assume that there exists a self–adjoint Fredholm extension $`A_D`$ of $`A`$ with domain $`D`$. Then the Cauchy data space $`\mathrm{\Lambda }(A)`$ is a closed Lagrangian subspace of $`\beta `$ and belongs to the Fredholm–Lagrangian Grassmannian $`_{\gamma \left(D\right)}\left(\beta \right)`$.

*(b)* For arbitrary domains $`D`$ with $`D_{\mathrm{min}}DD_{\mathrm{max}}`$ and $`\gamma (D)`$ Lagrangian, the extension $`A_D:=A_{\mathrm{max}}|_D`$ is self–adjoint. It becomes a Fredholm operator, if and only if the pair $`(\gamma (D),\mathrm{\Lambda }(A))`$ of Lagrangian subspaces of $`\beta `$ becomes a Fredholm pair.

*(c)* Let $`\{C_t\}_{tI}`$ be a continuous family (with respect to the operator norm) of bounded self–adjoint operators. Here the parameter $`t`$ runs within the interval $`I=[0,1]`$. Assume the weak inner UCP for all operators $`A^{}+C_t`$ . Then the spaces $`\gamma (\mathrm{Ker}(A^{}+C_t,0))`$ of Cauchy data vary continuously in $`\beta `$.

Given this, the family $`\left\{A_D+C_s\right\}`$ can be considered at the same time in the spectral theory of self–adjoint Fredholm operators, defining a spectral flow, and in the symplectic category, defining a Maslov index. Under the preceding assumptions, the main result obtainable at that level is the following general spectral flow formula (proved in \[BoFu98, Theorem 5.1\] and inviting to generalizations for varying domains $`D_s`$ instead of fixed domain $`D`$):

###### Theorem 1.28.

Let $`A_D`$ be a self-adjoint extension of $`A`$ with compact resolvent and let $`\left\{A_D+C_s\right\}_{s[0,1]}`$ be a family satisfying the weak inner UCP assumption. Let $`\mathrm{\Lambda }_s`$ denote the Cauchy data space $`\gamma \left(Ker\left(A^{}+C_s\right)\right)`$ of $`A^{}+C_s`$. Then

$$\mathrm{SF}\left\{A_D+C_s\right\}=\mathrm{𝐦𝐚𝐬}(\left\{\mathrm{\Lambda }_s\right\},\gamma \left(D\right)).$$

### 1.3. Operators of Dirac Type and their Ellipticity

There are different notions of operators of Dirac type. We shall not discuss the original hyperbolic Dirac operator (in the Minkowski metric), but restrict ourselves to the elliptic case related to Riemannian metrics.

Recall that, if $`(M,g)`$ is a compact smooth Riemannian manifold (with or without boundary) with $`dimM=m`$, we denote by $`𝔩(M)=\{𝔩(TM_x,g_x)\}_{xM}`$ the bundle of Clifford algebras of the tangent spaces. For $`SM`$ a smooth complex vector bundle of Clifford modules, the Clifford multiplication is a bundle map $`𝐜:𝔩(M)Hom(S,S)`$ which yields a representation $`𝐜:𝔩(TM_x,g_x)\underset{}{Hom}(S_x,S_x)`$ in each fiber. We may assume that the bundle $`S`$ is equipped with a Hermitian metric which makes the Clifford multiplication skew-symmetric

$$𝐜(v)s,s^{}=s,𝐜(v)s^{}\text{ for }vTM_x\text{ and }sS_x.$$

We note that it is not necessary to assume that $`(M,g)`$ admits a spin structure in order that $`𝔩(M)`$ and $`S`$ exist. Indeed, one special case is obtained by taking $`S=\mathrm{\Lambda }^{}\left(TM\right)`$ and letting $`𝐜`$ be the extension of $`𝐜\left(v\right)\left(\alpha \right)=v\alpha v\mathrm{}\alpha `$ for $`vTM_x𝔩(TM_x,g_x)`$ and $`\alpha \mathrm{\Lambda }^{}\left(TM_x\right),`$ where “$`\mathrm{}`$” denotes interior product (i.e., the dual of the exterior product $``$). The extension is guaranteed by the fact that $`𝐜\left(v\right)^2=g_x(v,v)\mathrm{I}`$. However, we do need a spin structure in the case where $`S`$ is a bundle of spinors.

Any choice of a smooth connection

$$:\mathrm{C}^{\mathrm{}}(M;S)\mathrm{C}^{\mathrm{}}(M;T^{}MS)$$

defines an *operator of Dirac type* $`𝒟:=𝐜`$ under the Riemannian identification of the bundles $`TM`$ and $`T^{}M`$. In local coordinates we have $`𝒟:=_{j=1}^m𝐜(e_j)_{e_j}`$ for any orthonormal base $`\{e_1,\mathrm{},e_m\}`$ of $`TM_x`$. Actually, we may choose a local frame in such a way that

$$_{e_j}=\frac{}{x_j}+\text{ zero order terms}$$

for all $`1jm`$. So, locally, we have

(1.10)
$$𝒟:=_{j=1}^m𝐜(e_j)\frac{}{x_j}+\text{ zero order terms }.$$

It follows at once that the principal symbol $`\sigma _1(𝒟)(x,\xi )`$ is given by Clifford multiplication with $`i\xi `$, so that any operator of Dirac type is elliptic with symmetric principal symbol. If the connection $``$ is compatible with Clifford multiplication (i.e. $`𝐜=0`$), then the operator $`𝒟`$itself becomes symmetric. We shall, however, admit incompatible metrics. Moreover, the Dirac Laplacian $`𝒟^2`$ has principal symbol $`\sigma _2(𝒟^2)(x,\xi )`$ given by scalar multiplication by $`\xi ^2`$ using the Riemannian metric. So, the principal symbol of $`𝒟^2`$ is a real multiple of the identity, and $`𝒟^2`$ is elliptic. In the special case above where $`S=\mathrm{\Lambda }^{}\left(TM\right)`$ and we identify $`\mathrm{\Lambda }^{}\left(TM\right)`$ with $`\mathrm{\Lambda }^{}\left(T^{}M\right)`$ by means of the metric $`g`$, $`𝒟`$ becomes $`d+\delta :\mathrm{\Omega }^{}(M,)\mathrm{\Omega }^{}(M,)`$ and $`𝒟^2=d\delta +\delta d`$ is the Hodge Laplacian on the space $`\mathrm{\Omega }^{}(M,)`$ of complex-valued forms on $`M`$.

On a closed manifold $`M`$, a key result for any operator $`𝒟`$ of Dirac type (actually, for any linear elliptic operator of first order) is the a priori estimate (*Gårding’s inequality*)

(1.11)
$$\psi _1C\left(𝒟\psi _0+\psi _0\right)\text{ for all }\psi H^1(M;S).$$

Here $`_0`$ denotes the $`L^2`$ norm and $`H^1(M;S)`$ denotes the first Sobolev space with the norm $`_1`$. Note that the same symbol $`𝒟`$ is used for the original operator (defined on smooth sections) and its closed $`L^2`$ extension with domain $`H^1(M;S)`$.

Combined with the simple continuity relation $`𝒟\psi _0C^{}\psi _1`$, inequality (1.11) shows that the first Sobolev norm $`_1`$ and the graph norm coincide on $`H^1(M;S)`$.

### 1.4. Weak Unique Continuation Property

A linear or non-linear operator $`𝔇`$, acting on functions or sections of a bundle over a compact or non-compact manifold $`M`$ has the *weak Unique Continuation Property (UCP)* if any solution $`\psi `$ of the equation $`𝔇\psi =0`$ has the following property: if $`\psi `$ vanishes on a nonempty open subset $`\mathrm{\Omega }`$ of $`M`$, then it vanishes on the whole connected component of $`M`$ containing $`\mathrm{\Omega }`$. Note that weak inner UCP, as defined in (1.9), follows from weak UCP, but not vice versa.

There is also a notion of *strong UCP*, where, instead of assuming that a solution $`\psi `$ vanishes on an open subset, one assumes only that $`\psi `$ vanishes ‘of high order’ at a point. The concepts of weak and strong UCP extend a fundamental property of analytic functions to some elliptic equations other than the Cauchy-Riemann equation.

Up to now, (almost) all work on UCP goes back to two seminal papers \[Ca33\], \[Ca39\] by Torsten Carleman, establishing an inequality of Carleman type (see our inequality 1.16 below). In this approach, the difference between weak and strong UCP and the possible presence of more delicate nonlinear perturbations are related to different choices of the weight function in the inequality, and to whether $`L^2`$ estimates suffice or $`L^p`$ and $`L^q`$ estimates are required.

The weak UCP is one of the basic properties of an operator of Dirac type $`𝒟`$. Contrary to common belief, UCP is not a general fact of life for elliptic operators. See \[Pl61\] where counter-examples are given with smooth coefficients. Lack of UCP invalidates the continuity of the Cauchy data spaces and of the Calderón projection (Proposition 1.27c and Theorem 2.28b) and of the main continuity lemma (Lemma 2.27). It corrupts the invertible double construction (Section 2.3.4) and threatens Bojarski type theorems (like Proposition 2.33 and Theorem 2.37). For partitioned manifolds $`M=M_1_\mathrm{\Sigma }M_2`$ (see Subsection 2.3), it guarantees that there are no ghost solutions of $`𝒟\psi =0`$; that is, there are no solutions which vanish on $`M_1`$ and have nontrivial support in the interior of $`M_2`$. This property is also called UCP from open subsets or across any hypersurface. For Euclidean (classical) Dirac operators (i.e., Dirac operators on $`^m`$ with constant coefficients and without perturbation), the property follows by squaring directly from the well-established UCP for the classical (constant coefficients and no potential) Laplacian.

From \[BoWo93, Chapter 8\] we recall a very simple proof of the weak UCP for operators of Dirac type, inspired by \[Ni73, Sections 6-7, in particular the proof of inequality (7.11)\] and \[Tr80, Section II.3\]. We refer to \[Boo00\] for a further slight simplification and a broader perspective, and to \[BoMaWa02\] for perturbed equations.

The proof does not use advanced arguments of the Aronszajn/Cordes type (see \[Ar57\] and \[Co56\]) regarding the diagonal and real form of the principal symbol of the Dirac Laplacian nor any other reduction to operators of second order (like \[We82\]), but only the following product property of Dirac type operators (besides Gårding’s inequality).

###### Lemma 1.29.

Let $`\mathrm{\Sigma }`$ be a closed hypersurface of $`M`$ with orientable normal bundle. Let $`u`$ denote a normal variable with fixed orientation such that a bicollar neighborhood $`N`$ of $`\mathrm{\Sigma }`$ is parameterized by $`[\epsilon ,+\epsilon ]\times \mathrm{\Sigma }`$. Then any operator of Dirac type can be rewritten in the form

(1.12)
$$𝒟|_N=𝐜(du)\left(\frac{}{u}+B_u+C_u\right),$$

where $`B_u`$ is a self-adjoint elliptic operator on the parallel hypersurface $`\mathrm{\Sigma }_u`$, and $`C_u:S|_{\mathrm{\Sigma }_u}S|_{\mathrm{\Sigma }_u}`$ a skew-symmetric operator of $`0`$-th order, actually a skew-symmetric bundle homomorphism.

###### Proof.

Let $`(u,y)`$ denote the coordinates in a tubular neighborhood of $`\mathrm{\Sigma }`$. Locally, we have $`y=(y_1,\mathrm{},y_{m1})`$. Let $`𝐜_u,𝐜_1,\mathrm{},𝐜_{m1}`$ denote Clifford multiplication by the unit tangent vectors in normal, resp. tangential, directions. By (1.10), we have

$`𝒟=𝐜_u{\displaystyle \frac{}{u}}+{\displaystyle _{k=1}^{m1}}𝐜_k{\displaystyle \frac{}{y_k}}+\text{ zero order terms}=𝐜_u\left({\displaystyle \frac{}{u}}+_u\right),\text{ where}`$
$`_u:={\displaystyle _{k=1}^{m1}}𝐜_u𝐜_k{\displaystyle \frac{}{y_k}}+\text{ zero order terms.}`$
We shall call $`_u`$ the tangential operator component of the operator $`A`$. Clearly it is an elliptic differential operator of first order over $`\mathrm{\Sigma }_u`$. From the skew-hermicity of $`𝐜_u`$ and $`𝐜_k`$, we have

$`\left(𝐜_u𝐜_k{\displaystyle \frac{}{y_k}}\right)^{}`$ $`=\left({\displaystyle \frac{}{y_k}}\right)(𝐜_k)(𝐜_u)=𝐜_k𝐜_u{\displaystyle \frac{}{y_k}}+\text{ zero order terms}`$
$`=𝐜_u𝐜_k{\displaystyle \frac{}{y_k}}+\text{ zero order terms}.`$
So,

$$_u^{}=_u+\text{ zero order terms}.$$

Hence, the principal symbol of $`_u`$ is self-adjoint. Then the assertion of the lemma is proved by setting

(1.13)
$$B_u:=\frac{1}{2}\left(_u+_u^{}\right)\text{and}C_u:=\frac{1}{2}\left(_u_u^{}\right)$$

###### Remark 1.30.

(a) It is worth mentioning that the product form (1.12) is invariant under perturbation by a bundle homomorphism. More precisely: Let $`𝔇`$ be an operator on $`M`$ which can be written in the form (1.12) close to any closed hypersurface $`\mathrm{\Sigma }`$ , with $`B_u`$ and $`C_u`$ as explained in the preceding Lemma. Let $`R`$ be a bundle homomorphism. Then

$$\left(𝔇+R\right)|_N=𝐜(du)\left(\frac{}{u}+B_u+C_u\right)+𝐜(du)S|_N$$

with $`T|_N:=𝐜(du)^{}R|_N`$. Splitting $`T=\frac{1}{2}(T+T^{})+\frac{1}{2}(TT^{})`$ into a symmetric and a skew-symmetric part and adding these parts to $`B_u`$ and $`C_u`$, respectively, yields the desired form of $`\left(𝔇+R\right)|_N`$.
(b) For operators of Dirac type, it is well known that a perturbation by a bundle homomorphism is equivalent to modifying the underlying connection of the operator. This gives an alternative argument for the invariance of the form (1.12) for operators of Dirac type under perturbation by a bundle homomorphism.
(c) By the preceding arguments (a), respectively (b), establishing weak UCP for sections belonging to the kernel of a Dirac type operator, respectively an operator which can be written in the form (1.12), implies weak UCP for all eigensections. Warning: for general linear elliptic differential operators, weak UCP for “zero-modes” does not imply weak UCP for all eigensections.

To prove the weak UCP, in combination with the preceding lemma, the standard lines of the UCP literature can be radically simplified, namely with regard to the weight functions and the integration order of estimates. These simplifications make it also very easy to generalize the weak UCP to the perturbed case.

We replace the equation $`𝒟\psi =0`$ by

(1.14)
$$\stackrel{~}{𝒟}\psi :=𝒟\psi +𝔓_A(\psi )=0,$$

where $`𝔓_A`$ is an *admissible* perturbation, in the following sense.

###### Definition 1.31.

A perturbation is *admissible* if it satisfies the following estimate:

(1.15)
$$\left|𝔓_A(\psi )|_x\right|P(\psi ,x)|\psi (x)|\text{for }xM$$

for a real-valued function $`P(\psi ,)`$ which is locally bounded on $`M`$ for each fixed $`\psi `$.

###### Example 1.32.

Some typical examples of perturbations satisfying the admissibility condition of Definition 1.31 are:
1. Consider a nonlinear perturbation

$$𝔓_A(\psi )|_x:=\omega (\psi (x))\psi (x),$$

where $`\omega (\psi (x))|_{xM}`$ is a (bounded) function which depends continuously on $`\psi (x)`$, for instance, for a fixed (bounded) spinor section $`a(x)`$ we can take

$$\omega (\psi (x)):=\psi (x),a(x)$$

with $`,`$ denoting the Hermitian product in the fiber of the spinor bundle over the base point $`xM`$. This satisfies (1.15) .
2. Another interesting example is provided by (linear) nonlocal perturbations with

$$\omega (\psi ,x)=\left|k(x,z)\psi (z)𝑑z\right|$$

with suitable integration domain and integrability of the kernel $`k`$. These also satisfy (1.15) .
3. Clearly, an unbounded perturbation may be both nonlinear and global at the same time. This will, in fact, be the case in our main application. In all these cases the only requirement is the estimate (1.15) with bounded $`\omega (\psi ())`$.

We now show that (admissible) perturbed Dirac operators always satisfy the weak Unique Continuation Property. In particular, we show that this is true for unperturbed Dirac operators.

###### Theorem 1.33.

Let $`𝒟`$ be an operator of Dirac type and $`𝔓_A`$ an admissible perturbation. Then any solution $`\psi `$ of the perturbed equation (1.14) vanishes identically on any connected component of the underlying manifold $`M`$ if it vanishes on a nonempty open subset of the connected component.

###### Proof.

Without loss of generality, we assume that $`M`$ is connected. Let $`\psi `$ be a solution of the perturbed (or, in particular) unperturbed equation which vanishes on an open, nonempty set $`\mathrm{\Omega }`$. First we localize and convexify the situation and we introduce spherical coordinates (see Figure 3). Without loss of generality we may assume that $`\mathrm{\Omega }`$ is maximal, namely the union of all open subsets on which $`\psi `$ vanishes; i.e., $`\mathrm{\Omega }=Msupp`$ $`\psi `$.

Since $`M`$ is connected, to prove that $`\mathrm{\Omega }=M`$ it suffices to show that $`\mathrm{\Omega }`$ is closed (i.e., $`\overline{\mathrm{\Omega }}=\mathrm{\Omega }`$). If $`\overline{\mathrm{\Omega }}\mathrm{\Omega },`$ then let $`y_0\mathrm{\Omega }:=\overline{\mathrm{\Omega }}\mathrm{\Omega },`$ and let $`B`$ be an open, normal coordinate ball about $`y_0`$. Let $`p\mathrm{\Omega }B`$ and let $`x_0supp\psi `$ be a point of the non-empty, compact set $`\overline{B}\mathrm{\Omega }=\overline{B}supp\psi `$ which is closest to $`p`$. Let

$$r:=d(p,x_0)=\underset{x\overline{B}\mathrm{\Omega }}{\mathrm{min}}d(p,x).$$

For $`zB`$, let $`u\left(z\right):=d(p,z)r`$ be a “radial coordinate”. Note that $`u=0`$ defines a sphere, say $`𝒮_{p,0}`$, of radius $`r`$ about $`x_0`$. We have larger hyperspheres $`𝒮_{p,u}M`$ for $`0uT`$ with $`T>0`$ sufficiently small. In such a way we have parameterized an annular region $`N_T:=\{𝒮_{p,u}\}_{u[0,T]}`$ around $`p`$ of width $`T`$ and inner radius $`r`$, ranging from the hypersphere $`𝒮_{p,0}`$ which is contained in $`\overline{\mathrm{\Omega }}`$, to the hypersphere $`𝒮_{p,T}`$. Note that $`N_T`$ contains some points where $`\psi 0`$, for otherwise $`x_0\mathrm{\Omega }`$. Let $`y`$ denote a variable point in $`𝒮_{p,0}`$ and note that points in $`N_T`$ may be identified with $`(u,y)[0,T]\times 𝒮_{p,0}`$. Next, we replace the solution $`\psi |N_T`$ by a cutoff

$$v(u,y):=\phi (u)\psi (u,y)$$

with a smooth bump function $`\phi `$ with $`\phi (u)=1`$ for $`u0.8T`$ and $`\phi (u)=0`$ for $`u0.9T`$. Then $`suppv`$ is contained in $`N_T`$ . More precisely, it is contained in the annular region $`N_{0.9T}`$ . Now our proof goes in two steps: first we establish a Carleman inequality for any spinor section $`v`$ in the domain of $`𝒟`$ which satisfies $`supp(v)N_T`$. More precisely, we are going to show that for $`T`$ sufficiently small there exists a constant $`C`$, such that

(1.16)
$$R_{u=0}^T_{𝒮_{p,u}}e^{R(Tu)^2}|v(u,y)|^2𝑑y𝑑uC_{u=0}^T_{𝒮_{p,u}}e^{R(Tu)^2}|𝒟v(u,y)|^2𝑑y𝑑u$$

holds for any real $`R`$ sufficiently large. In the second step we apply (1.16) to our cutoff section $`v`$ and conclude that then $`\psi `$ is equal $`0`$ on $`N_{T/2}`$ .

Step 1. First consider a few technical points. The Dirac operator $`𝒟`$ has the form $`G(u)(_u+_u)`$ on the annular region $`[0,T]\times 𝒮_{p,0}`$, and it is obvious that we may consider the operator $`(_u+_u)`$ instead of $`𝒟`$. Moreover, we have by Lemma 1.29 that $`_u=B_u+C_u`$ with a self-adjoint elliptic differential operator $`B_u`$ and an anti-symmetric operator $`C_u`$ of order zero, both on $`𝒮_{p,u}`$. Note that the metric structures depend on the normal variable $`u`$.

Now make the substitution

$$v=:e^{R(Tu)^2/2}v_0$$

which replaces (1.16) by

(1.17)
$$R_0^T_{𝒮_{p,u}}\left|v_0(u,y)\right|^2𝑑y𝑑uC_0^T_{𝒮_{p,u}}\left|\frac{v_0}{u}+_uv_0+R(Tu)v_0\right|^2𝑑y𝑑u.$$

We denote the integral on the left side by $`J_0`$ and the integral on the right side by $`J_1`$. Now we prove (1.17). Decompose $`{\displaystyle \frac{}{u}}+_u+R(Tu)`$ into its symmetric part $`B_u+R(Tu)`$ and anti-symmetric part $`_u+C_u`$. This gives

$`J_1`$ $`={\displaystyle _0^T}{\displaystyle _{𝒮_{p,u}}}\left|{\displaystyle \frac{v_0}{u}}+_uv_0+R(Tu)v_0\right|^2𝑑y𝑑u`$
$`={\displaystyle _0^T}{\displaystyle _{𝒮_{p,u}}}\left|{\displaystyle \frac{v_0}{u}}+C_uv_0\right|^2𝑑y𝑑u+{\displaystyle _0^T}{\displaystyle _{𝒮_{p,u}}}\left|\left(B_u+R(Tu)\right)v_0\right|^2𝑑y𝑑u`$
$`+2\mathrm{}{\displaystyle _0^T}{\displaystyle _{𝒮_{p,u}}}{\displaystyle \frac{v_0}{u}}+C_uv_0,B_uv_0+R(Tu)v_0𝑑y𝑑u.`$
Integrate by parts and use the identity for the real part

$$\mathrm{}f,Pf=\frac{1}{2}f,(P+P^{})f$$

in order to investigate the last and critical term which will be denoted by $`J_2`$. This yields (where we drop domains of integration)

$`J_2`$ $`=2\mathrm{}{\displaystyle \frac{v_0}{u}+C_uv_0,B_uv_0+R(Tu)v_0𝑑y𝑑u}`$
$`=2\mathrm{}{\displaystyle \frac{v_0}{u},B_uv_0+R(Tu)v_0𝑑y𝑑u}+2\mathrm{}{\displaystyle C_uv_0,B_uv_0𝑑y𝑑u}`$
$`=2\mathrm{}{\displaystyle v_0,\left\{\frac{}{u}\left(B_u+R(Tu)\right)\right\}v_0𝑑y𝑑u}2\mathrm{}{\displaystyle v_0,C_uB_uv_0𝑑y𝑑u}`$
$`=2{\displaystyle v_0,\frac{B_u}{u}v_0+Rv_0𝑑y𝑑u}+{\displaystyle (v_0;[B_u,C_u]v_0)𝑑y𝑑u}`$
$`=2R{\displaystyle _0^T}v_0_0^2𝑑u+{\displaystyle v_0,2\frac{B_u}{u}v_0+[B_u,C_u]v_0𝑑y𝑑u}`$
$`=2RJ_0+J_3,`$
where $`_m`$ denotes the $`m`$-th Sobolev norm on $`E|_{𝒮_{p,u}}`$ and $`J_3`$ requires a careful analysis. It follows from the preceding decompositions of $`J_1`$ and $`J_2`$ that the proof of (1.17) will be completed with $`C=\frac{1}{2}`$ when $`J_30`$. If $`J_3<0`$ and $`C=\frac{1}{2}`$, it suffices to show that

(1.18)
$$\left|J_3\right|\frac{1}{2}\left(R_0^Tv_0_0^2𝑑u+_0^T(B_u+R(Tu))v_0^2𝑑u\right).$$

Since the operators $`B_u`$ are elliptic of order 1, Gårding’s inequality (1.11) yields

$$f_1c\left(f_0+B_uf_0\right)$$

for any section $`f`$ of $`E`$ on $`𝒮_{p,u}`$ (and $`0uT`$). Then, also using the fact that $`2\frac{B_u}{u}+[B_u,C_u]`$ is a first-order differential operator on $`E|𝒮_{p,u}`$, we obtain

$`\left|J_3\right|`$ $`{\displaystyle _0^T}v_0_02\frac{B_u}{u}v_0+[B_u,C_u]v_0_0𝑑uc_1{\displaystyle _0^T}v_0_0v_0_1𝑑u`$
$`c_1c{\displaystyle _0^T}v_0_0\left(B_uv_0_0+v_0_0\right)𝑑u`$
$`c_1c{\displaystyle _0^T}v_0_0\left\{(B_u+R(Tu))v_0_0+(R(Tu)+1)v_0_0\right\}𝑑u`$
$`c_1c(RT+1){\displaystyle _0^T}v_0_0^2𝑑u+c_1c{\displaystyle _0^T}(B_u+R(Tu))v_0_0v_0_0𝑑u.`$
The integrand of the second summand is equal to

(1.19)
$$\begin{array}{c}\frac{(B_u+R(Tu))v_0_0}{\sqrt{c_1c}}\left(\sqrt{c_1c}v_0_0\right)\\ \frac{1}{2}\{\frac{1}{c_1c}(B_u+R(Tu))v_0_0^2+c_1cv_0_0^2\}\end{array}$$

with the inequality due to the estimate $`ab\frac{1}{2}(a^2+b^2)`$. By inserting (1.19) in the preceding inequality for $`|J_3|`$ we obtain

$`\left|J_3\right|`$ $`c_1c(RT+1){\displaystyle _0^T}v_0_0^2𝑑u`$
$`+c_1c{\displaystyle _0^T}\left(\frac{1}{2}\{\frac{1}{c_1c}(B_u+R(Tu))v_0_0^2+c_1cv_0_0^2\}\right)𝑑u`$
$`=c_1c(RT+1){\displaystyle _0^T}v_0_0^2𝑑u+c_1c{\displaystyle _0^T}\frac{1}{2}c_1cv_0_0^2𝑑u`$
$`+{\displaystyle _0^T}\left(\frac{1}{2}(B_u+R(Tu))v_0_0^2\right)𝑑u`$
$`={\displaystyle _0^T}\frac{1}{2}(B_u+R(Tu))v_0_0^2𝑑u+c_1c\left((RT+1)+\frac{1}{2}c_1c\right){\displaystyle _0^T}v_0_0^2𝑑u`$
$`=\frac{1}{2}{\displaystyle _0^T}(B_u+R(Tu))v_0_0^2𝑑u+Rc_1c\left(T+{\displaystyle \frac{c_1c+2}{2R}}\right){\displaystyle _0^T}v_0_0^2𝑑u`$
So (1.18) holds for $`T`$ and $`\frac{1}{R}`$ sufficiently small, and we then have the Carleman inequality (1.16) for $`C=\frac{1}{2}`$.

Step 2. To begin with, we have

(1.20)
$$e^{RT^2/4}_0^{\frac{T}{2}}_{𝒮_{p,u}}|\psi (u,y)|^2dydu_0^T_{𝒮_{p,u}}e^{R(Tu)^2}|\left(\phi \psi \right)(u,y)|^2dydu=:I$$

We apply our Carleman type inequality (1.16):

(1.21)
$$I=_0^T_{𝒮_{p,u}}e^{R(Tu)^2}|\left(\phi \psi \right)(u,y)|^2𝑑y𝑑u\frac{C}{R}_{u=0}^T_{𝒮_{p,u}}e^{R(Tu)^2}|𝒟(\phi \psi )(u,y)|^2𝑑y𝑑u.$$

Assuming that $`\psi `$ is a solution of the perturbed equation $`𝒟\psi +𝔓_A(\psi )=0`$, we get

$$𝒟(\phi \psi )=\phi 𝒟\psi +𝐜(du)\phi ^{}\psi =\phi 𝔓_A(\psi )+𝐜(du)\phi ^{}\psi .$$

Using this in (1.21) and noting that $`\left(a+b\right)^22\left(a^2+b^2\right)`$, yields

$$I\frac{2C}{R}_0^T_{𝒮_{p,u}}e^{R(Tu)^2}\left(|\phi (u)𝔓_A(\psi )(u,y)|^2+|𝐜(du)\phi ^{}(u)\psi (u,y)|^2\right)𝑑y𝑑u.$$

Now we exploit our assumption

(1.22)
$$\left|𝔓_A(\psi )(x)\right|P(\psi ,x)|\psi (x)|\text{for }xM$$

about the perturbation with locally bounded $`P(\psi ,)`$, say

$$|P(\psi ,(u,y))|C_0:=\underset{xK}{\mathrm{max}}|P(\psi ,x)|\text{for all }y𝒮_{p,u},u[0,T]$$

where $`K`$ is a suitable compact set. We obtain at once

$`\left(1{\displaystyle \frac{2CC_0}{R}}\right)I`$ $`{\displaystyle \frac{2C}{R}}{\displaystyle _0^T}{\displaystyle _{𝒮_{p,u}}}e^{R(Tu)^2}|𝐜(du)\phi ^{}(u)\psi (u,y)|^2𝑑y𝑑u`$
$`{\displaystyle \frac{2C}{R}}e^{RT^2/25}{\displaystyle _0^T}{\displaystyle _{𝒮_{p,u}}}|𝐜(du)\phi ^{}(u)\psi (u,y)|^2𝑑y𝑑u.`$
Here we use that $`\phi ^{}(u)=0`$ for $`0u0.8T`$ so that we can estimate the exponential and pull it in front of the integral. Using (1.20),

$`{\displaystyle _0^{\frac{T}{2}}}{\displaystyle _{𝒮_{p,u}}}\left|\psi (u,y)\right|^2𝑑y𝑑ue^{RT^2/4}I`$
$`{\displaystyle \frac{\frac{2C}{R}}{1\frac{2CC_0}{R}}}e^{RT^2\left(\frac{1}{25}\frac{1}{4}\right)}{\displaystyle _0^T}{\displaystyle _{𝒮_{p,u}}}|𝐜(du)\phi ^{}(u)\psi (u,y)|^2𝑑y𝑑u.`$
As $`R\mathrm{}`$, we get $`_0^{\frac{T}{2}}_{𝒮_{p,u}}\left|\psi (u,y)\right|^2𝑑y𝑑u=0`$ which contradicts $`x_0supp\psi `$. ∎

## 2. The Index of Elliptic Operators on Partitioned Manifolds

### 2.1. Examples and the Hellwig–Vekua Index Theorem

We begin with some elementary examples.

###### Example 2.1.

Consider the (trivially elliptic) ordinary differential operator on the unit interval $`I=[0,1]`$ defined by

$$P:C^{\mathrm{}}(I)\times C^{\mathrm{}}(I)C^{\mathrm{}}(I)\times C^{\mathrm{}}(I),\text{where }(f,g)(f^{},g^{}),$$

with the boundary conditions $`C^{\mathrm{}}(I)\times C^{\mathrm{}}(I)C^{\mathrm{}}(I)\times `$ (where $`I:=\{0,1\}`$)

$`(i)\text{ }R_1`$ $`:(f,g)\left(fg\right)|_I`$
$`(ii)\text{ }R_2`$ $`:(f,g)f|_I`$
$`(iii)R_3`$ $`:(f,g)(f+g^{})|_I`$
We determine the index of the operators (for $`i=1,2,3`$)

$$(P,R_i):C^{\mathrm{}}(I)\times C^{\mathrm{}}(I)C^{\mathrm{}}(I)\times C^{\mathrm{}}(I)\times C^{\mathrm{}}(I).$$

Clearly, $`dim`$ $`\mathrm{Ker}(P,R_i)=1`$. To determine the cokernel, one writes $`P(f,g)=(F,G)`$ and $`R_i(f,g)=h`$, with $`F,GC^{\mathrm{}}(I)`$ and $`h=(h_0,h_1)\times `$ obtaining,

$$f(t)=_0^tF(\tau )𝑑\tau +c_1,g(t)=_0^tG(\tau )𝑑\tau +c_2$$

and two more equations for the boundary condition. The dimension of $`\mathrm{Coker}(P,R_i)`$ is then the number of linearly independent conditions on $`F`$, $`G`$, and $`h`$ which must be imposed in order to eliminate the constants of integration. For each $`i\{1,2,3\}`$, there is only one condition, namely $`h_0=h_1_0^1F(\tau )𝑑\tau _0^1G(\tau )𝑑\tau ;`$ $`h_0=h_1_0^1F(\tau )𝑑\tau ;`$ resp., $`h_0=h_1_0^1F(\tau )𝑑\tau G\left(0\right)+G(1)`$. So, the index vanishes in all three cases.

For a more comprehensive treatment of the existence and uniqueness of boundary-value problems for ordinary differential equations (including systems), we refer to \[CodLev\] and \[Har64, p. 322-403\].

We now consider the Laplace operator $`\mathrm{\Delta }:=^2/x^2+^2/y^2`$, as a linear elliptic differential operator from $`C^{\mathrm{}}(X)`$ to $`C^{\mathrm{}}(X)`$, where $`X`$ is the unit disk $`\{z=x+iy\left|z\right|1\}`$.

###### Example 2.2.

For the Dirichlet boundary condition

$$R:C^{\mathrm{}}(X)C^{\mathrm{}}(X),\text{ with }R\left(u\right)=u|_X\text{ (}X:=\{z\left|z\right|=1\}\text{)},$$

we show that

$$\text{a) }\mathrm{Ker}(\mathrm{\Delta },R)=\left\{0\right\}\text{ and  b) }\mathrm{Im}(\mathrm{\Delta },R)^{}=\left\{0\right\},$$

where $``$ is orthogonal complement in $`L^2(X)\times L^2(X)`$.<sup>1</sup><sup>1</sup>1Here, consider that the intersection of the orthogonal complement of the range $`\mathrm{Im}(\mathrm{\Delta },R)`$ relative to the usual inner product in $`L^2(X)\times L^2(X)`$ with the space $`C^{\mathrm{}}(X)\times C^{\mathrm{}}(X)`$ is isomorphic to $`\mathrm{Coker}(\mathrm{\Delta },R)`$. This is true, since it turns out that the image of the natural Sobolev extension of $`(\mathrm{\Delta },R)`$ is closed in the $`L^2`$-norm, and its $`L^2`$-orthogonal complement is contained in $`C^{\mathrm{}}(X)\times C^{\mathrm{}}(X)`$. In particular, it follows that $`\mathrm{index}(\mathrm{\Delta },R)=0`$.
For (a): $`\mathrm{Ker}(\mathrm{\Delta },R)`$consists of functions of the form $`u+iv`$, where $`u`$ and $`v`$ are real-valued. Since the coefficients of the operators $`\mathrm{\Delta }`$ and $`R`$ are real, we may assume $`v=0`$ without loss of generality. Thus, consider a real solution $`u`$ with $`\mathrm{\Delta }u=0`$ in $`X`$ and $`u=0`$ on $`X`$. Then (where $`u:=(u_x,u_y):=(\frac{u}{x},\frac{u}{y})`$)

(2.1)
$$0=_Xu\mathrm{\Delta }u𝑑x𝑑y=_X\left|u\right|^2𝑑x𝑑y,$$

whence $`u=0`$. Thus, $`u`$ is constant, and indeed zero since $`u=0`$ on $`X`$. The trick lies in the equality (2.1), which follows from Stokes’ formula, namely $`_X𝑑\omega =_X\omega `$, where $`\omega `$ is a 1-form. Indeed, setting $`\omega :=udu`$, where $``$ is the Hodge star operator ($`du=(u_xdx+u_ydy):=u_xdyu_ydx`$), we obtain

$$d\omega =dudu+uddu=|u|^2dxdy+\left(u\mathrm{\Delta }u\right)dxdy.$$

Using Stokes’ formula and $`u|_X=0`$, we have

$$_X|u|^2dxdy+_X\left(u\mathrm{\Delta }u\right)dxdy=_Xd\omega =_X\omega =_Xudu=0.$$

From this and $`\mathrm{\Delta }u=0`$, we conclude that $`u=0`$ and $`u`$ is constant.
For (b): Choose $`LC^{\mathrm{}}\left(X\right)`$ and $`lC^{\mathrm{}}\left(X\right)`$ with $`(L,l)`$ orthogonal to $`\mathrm{Im}(\mathrm{\Delta },R)`$, whence (relative to the usual measures on $`X`$ and $`X`$)

(2.2)
$$_X\left(\mathrm{\Delta }u\right)L+_Xul=0\text{ for all }uC^{\mathrm{}}(X).$$

Using a 2-fold integration by parts (in the exterior calculus), we obtain

(2.3)
$$_Xu\mathrm{\Delta }L_X\left(\mathrm{\Delta }u\right)L=_X(u(ddL)d(du)L)=_X(udLLdu).$$

First we consider $`u`$ with support $`supp\left(u\right):=`$ the closure of $`\{zXu(z)0\}`$ contained in the interior of $`X`$. Then

$$_Xu\mathrm{\Delta }L=_X\left(\mathrm{\Delta }u\right)L=_Xul=0,$$

and so $`\mathrm{\Delta }L=0`$. Now for $`uC^{\mathrm{}}(X)`$ we apply (2.2) and (2.3) to deduce that

$`{\displaystyle _X}ul`$ $`={\displaystyle _X}\left(\mathrm{\Delta }u\right)L={\displaystyle _X}\left(udLLdu\right)`$
$`={\displaystyle _X}\left(u\left(xL_x+yL_y\right)L\left(xu_x+yu_y\right)\right).`$
Thus, $`l=xL_x+yL_y`$ and $`L|_X=0`$, and we finally apply (a). Details are in \[Ho63, p. 264\].

The preceding result $`\mathrm{index}(\mathrm{\Delta },R)=0`$ (for $`Ru=u|_X`$) can also be obtained by proving the symmetry of $`\mathrm{\Delta }`$ and that the $`L^2`$ extension on the domain defined by $`Ru=0`$ is a self-adjoint Fredholm extension.

We now consider a $`C^{\mathrm{}}`$ vector field $`\nu :X`$ on the boundary $`X=\{z\left|z\right|=1\}`$. For $`uC^{\mathrm{}}(X)`$, $`zX`$, and $`\nu (z)=\alpha (z)+i\beta (z)`$, the “directional derivative” of the function $`u`$ relative to $`\nu `$ at the point $`z`$ is

$$\frac{u}{\nu }\left(z\right):=\alpha (z)\frac{u}{x}\left(z\right)+\beta (z)\frac{u}{y}\left(z\right).$$

From the standpoint of differential geometry it is better, either to denote the vector field by $`\frac{}{\nu }`$ or to write the directional derivative as simply as $`\nu \left[u\right]\left(z\right)`$, since $`\frac{}{x}`$ and $`\frac{}{y}`$ can be regarded as vector fields. The pair $`(\mathrm{\Delta },\frac{}{\nu })`$ defines a linear operator

$$(\mathrm{\Delta },\frac{}{\nu }):C^{\mathrm{}}(X)C^{\mathrm{}}(X)C^{\mathrm{}}(X)\text{ given by }u(\mathrm{\Delta }u,\frac{u}{\nu }).$$

###### Theorem 2.3.

(I. N. Vekua 1952). For $`p`$ and $`\nu (z):=z^p`$, we have that $`(\mathrm{\Delta },\frac{}{\nu })`$ is an operator with finite-dimensional kernel and cokernel, and

$$\mathrm{index}(\mathrm{\Delta },\frac{}{\nu })=2\left(1p\right).$$

###### Remark 2.4.

The theorem of Vekua remains true, if we replace $`z^p`$ by any nonvanishing “vector field” $`\nu :X\left\{0\right\}`$ with “winding number” $`p`$:

Moreover, in place of the disk, we can take $`X`$ to be any simply-connected domain in $``$ with a “smooth” boundary $`X`$. The reason is the homotopy invariance of the index.

###### Remark 2.5.

In the theory of Riemann surfaces (e.g., in Riemann–Roch Theorem), one also encounters the number $`2(1p)`$ as the Euler characteristic of a closed surface of genus $`p`$. This is no accident, but rather it is connected with the relation between elliptic boundary-value problems and elliptic operators on closed manifolds. Specifically, there is a relation between the index of $`(\mathrm{\Delta },\frac{}{\nu })`$ and the index of Cauchy-Riemann operator for complex line bundles over $`S^2=^1\left(\right)`$ with Chern number $`1p`$ (e.g., see Example 2.19 for a start).

###### Remark 2.6.

Motivated by the method of replacing a differential equation by difference equations, David Hilbert and Richard Courant expected “linear problems of mathematical physics which are correctly posed to behave like a system of $`N`$ linear algebraic equations in $`N`$ unknowns… If for a correctly posed problem in linear differential equations the corresponding homogeneous problem possesses only the trivial solution zero, then a uniquely determined solution of the general inhomogeneous system exists. However, if the homogeneous problem has a nontrivial solution, the solvability of the inhomogeneous system requires the fulfillment of certain additional conditions.” This is the “heuristic principle” which Hilbert and Courant saw in the Fredholm Alternative \[CoHi\]. Günter Hellwig \[He52\] (nicely explained in \[Ha52\]) in the real setting and Ilya Nestorovich Vekua \[Ve56\] in complex setting disproved it with their independently found example where the principle fails for $`p1`$.
We remark that in addition to these “oblique-angle” boundary-value problems, “coupled” oscillation equations, as well as restrictions of boundary-value problems, even with vanishing index, to suitable half-spaces, furnish further more or less elementary examples for index $`0`$. The simplest example of a system of first order differential operators on the disc is provided in Example 2.7 below. A world of more advanced, and for differential geometry much more meaningful examples, is approached by the Atiyah–Patodi–Singer Index Theorem, see Section 2.4 below.

###### Proof of Theorem 2.3.

(After \[Ho63, p. 266 f.\]) Since the coefficients of the differential operators $`(\mathrm{\Delta },\frac{}{\nu })`$ are real, we may restrict ourselves to real functions. Thus, $`uC^{\mathrm{}}(X)`$ denotes a single real-valued function, rather than a complex-valued function.

$`\mathrm{Ker}(\mathrm{\Delta },\frac{}{\nu })`$: It is well-known that $`\mathrm{Ker}(\mathrm{\Delta })`$ consists of real (or imaginary) parts of holomorphic functions on $`X`$ (e.g., see \[Ah53, p. 175 ff.\]). Hence, $`u\mathrm{Ker}(\mathrm{\Delta })`$, exactly when $`u=𝔢(f)`$ where $`f=u+iv`$ is holomorphic; i.e., the Cauchy-Riemann equation $`\frac{f}{\overline{z}}=0`$ holds, where $`\frac{}{\overline{z}}:=\frac{1}{2}(\frac{}{x}+i\frac{}{y})`$. Explicitly,

$$0=\frac{f}{\overline{z}}=\frac{1}{2}\left(\frac{}{x}+i\frac{}{y}\right)\left(u+iv\right)=\frac{1}{2}\left(\frac{u}{x}\frac{v}{y}\right)+\frac{i}{2}\left(\frac{u}{y}+\frac{v}{x}\right).$$

Every holomorphic (= complex differentiable) function $`f`$ is twice complex differentiable and its derivative is given by

$`\frac{f}{z}:=\frac{1}{2}\left(\frac{}{x}i\frac{}{y}\right)\left(u+iv\right)`$
$`=\frac{1}{2}\left(\frac{u}{x}+\frac{v}{y}\right)+\frac{i}{2}\left(\frac{u}{y}+\frac{v}{x}\right)=\frac{u}{x}i\frac{u}{y}.`$
In this way we have a holomorphic function $`\varphi :=f^{}`$ for each $`u\mathrm{Ker}(\mathrm{\Delta })`$. Since

$$\frac{u}{\nu }=𝔢\left(z^p\right)\frac{u}{x}+𝔪\left(z^p\right)\frac{u}{y}=𝔢\left(\left(\frac{u}{x}i\frac{u}{y}\right)z^p\right)=𝔢\left(\varphi \left(z\right)z^p\right),$$

the boundary condition $`\frac{u}{\nu }=0`$ ($`\nu =z^p`$) then means that the real part $`𝔢(\varphi (z)z^p)`$ vanishes for $`\left|z\right|=1`$. For $`p0`$, $`\varphi (z)z^p`$ is holomorphic as well as $`\varphi `$, and hence for $`\varphi (z):=\frac{u}{x}i\frac{u}{y},`$ we have

$`u`$ $`\mathrm{Ker}(\mathrm{\Delta },\frac{}{\nu })\text{ with }\nu =z^p,\text{ }p0`$
$`𝔢\left(\varphi (z)z^p\right)\mathrm{Ker}(\mathrm{\Delta },R)\text{ where }R()=()|_X.`$
Thus, we succeed in associating with the “oblique-angle” boundary-value problem for $`u`$ a Dirichlet boundary-value problem for $`𝔢\left(\varphi (z)z^p\right)`$, which has only the trivial solution by Example 2.2a. Since $`\varphi (z)z^p`$ is holomorphic with $`𝔢\left(\varphi (z)z^p\right)=0`$, the partial derivatives of the imaginary part vanish, and so there is a constant $`C`$ such that $`\varphi (z)z^p=iC`$ for all $`zX`$. If $`p>0`$, then we have $`C=0`$ (set $`z=0`$). Hence $`\varphi =0`$, and (by the definition of $`\varphi `$) the function $`u`$ is constant (i.e., $`dim\mathrm{Ker}(\mathrm{\Delta },\frac{}{\nu })=1`$). If $`p=0`$, then $`\frac{u}{x}i\frac{u}{y}=\varphi (z)=iC`$, and so $`u(x,y)=Cy+\stackrel{~}{C}`$, whence $`dim\mathrm{Ker}(\mathrm{\Delta },\frac{}{\nu })=2`$ in this case.

We now come to the case $`p<0`$, which curiously is not immediately reducible to the case $`q>0`$ where $`q:=p`$. One might try to look for a solution by simply turning $`\frac{}{\nu }`$ around to $`\frac{}{\nu }`$, but this is futile since the winding numbers of $`\nu `$ and $`\nu `$ about $`0`$ are the same. Besides, if $`\nu _p\left(z\right)=z^p`$, we do not have $`\frac{}{\nu _p}=\frac{}{\nu _p}`$. In order to reduce the boundary-value problem with $`p<0`$ to the elementary Dirichlet problem, we must go through a more careful argument. Note that $`\varphi (z)z^p`$ can have a pole at $`z=0`$, whence $`𝔢\left(\varphi (z)z^p\right)`$ is not necessarily harmonic. We write the holomorphic function $`\varphi (z)`$ as

$$\varphi (z)=_{j=0}^qa_jz^j+g\left(z\right)z^{q+1}$$

where $`q:=p`$ and $`g`$ is holomorphic. We define a holomorphic function $`\psi `$ by

$$\psi (z):=g\left(z\right)z+_{j=0}^{q1}\overline{a}_jz^{qj},$$

with $`\psi (0)=0`$. Then one can write

$$\varphi (z)z^p=a_q+_{j=0}^{q1}\left(a_jz^{jq}\overline{a}_jz^{qj}\right)+\psi (z)$$

The boundary condition $`\frac{u}{\nu }=0`$ implies $`𝔢\left(\varphi (z)z^p\right)=0`$ for $`\left|z\right|=1`$. By the above equation, we have $`0=𝔢\left(\varphi (z)z^p\right)=𝔢(\psi (z)+a_q)`$ for $`\left|z\right|=1`$ since then $`z^1=\overline{z}.`$ Since $`\psi `$ is holomorphic, we have again arrived at a Dirichlet boundary value problem; this time for the function $`𝔢(\psi (z)+a_q)`$. From Example 2.2a, it follows again that $`\psi (z)+a_q`$ is an imaginary constant, whence $`\psi (z)=\psi (0)=0`$ and $`a_q`$ is pure imaginary. We have

$$\varphi (z)=\varphi (z)z^pz^q=a_qz^q+_{j=0}^{q1}\left(a_jz^j\overline{a}_jz^{2qj}\right)$$

for arbitrary $`a_0,a_1,\mathrm{},a_{q1}`$ and $`a_qi`$. As a vector space over $``$, the set

$$\{\frac{u}{x}i\frac{u}{y}u\mathrm{Ker}(\mathrm{\Delta },\frac{}{\nu })\}$$

has dimension $`2q+1`$; here we have restricted ourselves to real $`u`$, according to our convention above. Since $`u`$ is uniquely determined by $`\varphi `$ up to an additive constant, it follows that for $`\nu =z^p`$ and $`p<0`$,

$$dim\mathrm{Ker}(\mathrm{\Delta },\frac{}{\nu })=2q+2=22p$$

$`\mathrm{Coker}(\mathrm{\Delta },\frac{}{\nu })`$: As Example 2.2b shows the equation $`\mathrm{\Delta }u=F`$ has a solution for each $`FC^{\mathrm{}}(X)`$. In view of this we can show

$$\mathrm{Coker}(\mathrm{\Delta },\frac{}{\nu })=\frac{C^{\mathrm{}}(X)\times C^{\mathrm{}}(X)}{\mathrm{Im}(\mathrm{\Delta },\frac{}{\nu })}\frac{C^{\mathrm{}}(X)}{\frac{}{\nu }\left(\mathrm{Ker}\mathrm{\Delta }\right)}$$

as follows. We assign to each representative pair $`(F,h)C^{\mathrm{}}(X)\times C^{\mathrm{}}(X)`$ the class of $`h\frac{u}{\nu }C^{\mathrm{}}(X)`$, where $`u`$ is chosen so that $`\mathrm{\Delta }u=F`$. This map is clearly well defined on the quotient space of pairs, and the inverse map is given by $`h(0,h)`$. Hence, we have found a representation for $`\mathrm{Coker}(\mathrm{\Delta },\frac{}{\nu })`$ in terms of the “boundary functions” $`\{\frac{u}{\nu }u\mathrm{Ker}\mathrm{\Delta }\}`$, rather than the cumbersome pairs in $`\mathrm{Im}(\mathrm{\Delta },\frac{}{\nu })`$. (This trick can always be applied for the boundary-value problems $`(P,R)`$, when the operator $`P`$ is surjective.)

We therefore investigate the existence of solutions of the equation $`\mathrm{\Delta }u=0`$ with the “inhomogeneous” boundary condition $`\frac{u}{\nu }=h`$, where $`h`$ is a given $`C^{\mathrm{}}`$ function on $`X`$. According to the trick introduced in the first part of our proof, it is equivalent to ask for the existence of a holomorphic function $`\varphi `$ with the boundary condition $`𝔢\left(\varphi (z)z^p\right)=h`$, $`\left|z\right|=1`$, i.e., for a solution of a Dirichlet problem for $`𝔢\left(\varphi (z)z^p\right)`$. By Example 2.2b, there is a unique harmonic function which restricts to $`h`$ on the boundary $`X`$; hence, we have a (unique up to an additive imaginary constant) holomorphic function $`\theta `$ with $`𝔢\theta (z)=h`$ for $`\left|z\right|=1`$.

In the case $`p<0`$, the boundary problem for $`\varphi `$ is always solvable; namely, set $`\varphi (z):=z^p\theta (z)`$. Hence, we have

$$dim\mathrm{Coker}(\mathrm{\Delta },\frac{}{\nu })=0\text{ for }\nu (z)=z^p\text{ and }p0.$$

For $`p>0`$, we can construct a solution of the boundary-value problem in for $`\varphi `$ from $`\theta `$, if and only if there is a constant $`C`$, such that $`(\theta (z)iC)/z^p`$ is holomorphic (i.e., the holomorphic function $`\theta (z)iC`$ has a zero of order at least $`p`$ at $`z=0`$. Using the Cauchy Integral Formula, these conditions on the derivatives of $`\theta `$ at $`z=0`$ correspond to conditions on line integrals around $`X`$. In this way, we have $`2p1`$ linear (real) equations that $`h`$ must satisfy in order that the boundary-value problem have a solution. We summarize our results in the following table ($`\nu (z)=z^p`$) and Figure 6:

| $`p\genfrac{}{}{0.0pt}{}{}{}`$ | $`dim\mathrm{Ker}(\mathrm{\Delta },\frac{}{\nu })`$ | $`dim\mathrm{Coker}(\mathrm{\Delta },\frac{}{\nu })`$ | $`\mathrm{index}(\mathrm{\Delta },\frac{}{\nu })`$ |
| --- | --- | --- | --- |
| $`>0`$ | $`1`$ | $`2p1`$ | $`22p`$ |
| $`0`$ | $`22p`$ | $`0`$ | $`22p`$ |

Note 1: We already noted in the proof the peculiarity that the case $`p<0`$ cannot simply be played back to the case $`p>0`$. This is reflected here in the asymmetry of the dimensions of kernel and cokernel and the index. It simply reflects the fact that there are “more” rational functions with prescribed poles than there are polynomials with “corresponding” zeros.

Note 2: In contrast to the Dirichlet Problem, which we could solve via integration by parts (i.e., via Stokes’ Theorem), the above proof is function-theoretic in nature and cannot be used in higher dimensions. This is no loss in our special case, since the index of the “oblique-angle” boundary-value problem must vanish anyhow in higher dimensions for topological reasons; see \[Ho63, p. 265 f.\]. The actual mathematical challenge of the function-theoretic proof arises less from the restriction $`dimX=2`$ than from a certain arbitrariness, namely the tricks and devices of the definitions of the auxiliary functions $`\varphi ,\psi ,\theta `$, by means of which the oblique-angle problem is reduced to the Dirichlet problem.

Note 3: The theory of ordinary differential equations easily conveys the impression that partial differential equations also possess a “general solution” in the form of a functional relation between the unknown function (“quantity”) $`u`$, the independent variables $`x`$ and some arbitrary constants or functions, and that every “particular solution” is obtained by substituting certain constants or functions $`f,h,`$ etc. for the arbitrary constants and functions. (Corresponding to the higher degree of freedom in partial differential equations, we deal not only with constants of integration but with arbitrary functions.) The preceding calculations, regarding the boundary value problem of the Laplace operator, clearly indicate how limited this notion is which was conceived in the 18th century on the basis of geometric intuition and physical considerations. The classical recipe of first searching for general solutions and only at the end determining the arbitrary constants and functions fails. For example, the specific form of boundary conditions must enter the analysis to begin with.

###### Example 2.7.

Let $`X:=\{z=x+iy\left|z\right|<1\}`$ be the unit disk and define an operator

$`T:C^{\mathrm{}}(X)\times C^{\mathrm{}}(X)C^{\mathrm{}}(X)C^{\mathrm{}}(X)C^{\mathrm{}}(X)\text{ by}`$
$`T(u,v):=(\frac{u}{\overline{z}},\frac{v}{z},\left(uv\right)|_X)`$
where $`\frac{}{z}=\frac{1}{2}(\frac{}{x}i\frac{}{y})`$ is complex differentiation and $`\frac{}{\overline{z}}=\frac{1}{2}(\frac{}{x}+i\frac{}{y})`$ is the Cauchy-Riemann differential operator “formally adjoint” to $`\frac{}{z}`$. We show that $`dim(\mathrm{Ker}T)=1`$ and $`\mathrm{Coker}(T)=\left\{0\right\}`$ and hence that $`\mathrm{index}(T)=1`$. Suppose that $`(u,v)\mathrm{Ker}T`$. Then $`\frac{u}{\overline{z}}=0`$ and $`\frac{v}{z}=0`$ in which case $`u`$ and $`v`$ are harmonic. Then since $`\left(uv\right)|_X=0,`$ we have $`u=v`$ on $`X`$. Now $`\frac{v}{\overline{z}}=\frac{u}{\overline{z}}=0v`$ is holomorphic, and $`v^{}\left(z\right)=\frac{v}{z}=0v(=u)`$ is constant. Thus, $`dim(\mathrm{Ker}T)=1`$. To show that $`\mathrm{Coker}(T)=\left\{0\right\}`$, or more precisely $`(\mathrm{Im}T)^{}=\left\{0\right\}`$; see the footnote to Example 2.2, we choose arbitrary $`f,gC^{\mathrm{}}(X)`$ and $`hC^{\mathrm{}}(X)`$ and prove that $`f`$, $`g`$ and $`h`$ must identically vanish, if

(2.4)
$$_X\left(\frac{u}{\overline{z}}f+\frac{v}{z}g\right)+_X(uv)h=0\text{for all }u,vC^{\mathrm{}}(X).$$

Note that for $`P,QC^{\mathrm{}}(X)`$

$`d\left(Pdz+Qd\overline{z}\right)=\frac{P}{\overline{z}}d\overline{z}dz+\frac{Q}{z}dzd\overline{z}=\left(\frac{P}{\overline{z}}\frac{Q}{z}\right)d\overline{z}dz`$
$`=\left(\frac{P}{\overline{z}}\frac{Q}{z}\right)\left(dxidy\right)\left(dx+idy\right)=2i\left(\frac{P}{\overline{z}}\frac{Q}{z}\right)dxdy`$
Thus we obtain the complex version of Stokes’ Theorem,

$$_XP𝑑z+Qd\overline{z}=_Xd\left(Pdz+Qd\overline{z}\right)=2i_X\left(\frac{P}{\overline{z}}\frac{Q}{z}\right).$$

From this, we get

$`{\displaystyle _X}\frac{u}{\overline{z}}f`$ $`={\displaystyle _X}\frac{}{\overline{z}}\left(uf\right){\displaystyle _X}u\frac{f}{\overline{z}}={\displaystyle \frac{1}{2i}}{\displaystyle _X}uf𝑑z{\displaystyle _X}u\frac{f}{\overline{z}}\text{ and}`$
$`{\displaystyle _X}\frac{v}{z}g`$ $`={\displaystyle _X}\frac{}{z}\left(vg\right){\displaystyle _X}v\frac{g}{z}={\displaystyle \frac{1}{2i}}{\displaystyle _X}vg𝑑\overline{z}{\displaystyle _X}v\frac{g}{z}.`$
Hence,

$$_X\left(\frac{u}{\overline{z}}f+\frac{v}{z}g\right)=_X\left(u\frac{f}{\overline{z}}+v\frac{g}{z}\right)+\frac{1}{2i}_X\left(ufdzvgd\overline{z}\right).$$

Assuming (2.4), we have

$`0`$ $`={\displaystyle _X}\left(\frac{u}{\overline{z}}f+\frac{v}{z}g\right)+{\displaystyle _X}(uv)h`$
$`={\displaystyle _X}\left(u\frac{f}{\overline{z}}+v\frac{g}{z}\right)+{\displaystyle \frac{1}{2i}}{\displaystyle _X}\left(ufdzvgd\overline{z}\right)+{\displaystyle _X}(uv)h`$
By considering $`u`$ and $`v`$ with compact support inside the open disk, we deduce that $`\frac{f}{\overline{z}}=0`$ and $`\frac{g}{z}=0`$ (i.e., $`f`$ and $`g`$ are analytic and conjugate analytic respectively). Thus, (2.4) implies

$$0=\frac{1}{2i}_X\left(ufdzvgd\overline{z}\right)+_X(uv)h,$$

for all $`u,vC^{\mathrm{}}(X)`$. Choosing $`v=u,`$ we have

$`0`$ $`={\displaystyle \frac{1}{2i}}{\displaystyle _X}u\left(fdzgd\overline{z}\right)\text{ for all }ufdz=gd\overline{z}\text{ on }X`$
$`f\left(e^{i\theta }\right)ie^{i\theta }d\theta =g\left(e^{i\theta }\right)ie^{i\theta }d\theta f\left(e^{i\theta }\right)e^{i\theta }=g\left(e^{i\theta }\right)e^{i\theta }.`$
However, since $`f`$ is analytic, the Fourier series of $`f\left(e^{i\theta }\right)e^{i\theta }`$ has a nonzero coefficient for $`e^{im\theta }`$ only when $`m>0,`$ and since $`g`$ is conjugate analytic, $`g\left(e^{i\theta }\right)e^{i\theta }`$ only has a nonzero coefficient for $`e^{im\theta }`$ only when $`m<0`$. Thus, $`f=g=0`$. Choosing $`v=u`$, (2.4) then yields

$$0=_X(uv)h=2_Xuh\text{ for all }uC^{\mathrm{}}(X)h=0.$$

###### Remark 2.8.

In engineering one calls a system of separate differential equations

$$\begin{array}{c}Pu=f\\ Qv=g,\end{array}$$

which are related by a “transfer condition” $`R(u,v)=h`$, a “coupling problem”; when the domains of $`u`$ and $`v`$ are different, but have a common boundary (or boundary part) on which the transfer condition is defined, then we have a “transmission problem”; e.g., see \[Boo72, p.7 ff\]. Thus, we may think of $`T`$ as an operator for a problem on the spherical surface $`X_XX`$ with different behavior on the upper and lower hemispheres, but with a fixed coupling along the equator.

### 2.2. The Index of Twisted Dirac Operators on Closed Manifolds

Recall that the index of a Fredholm operator is a measure of its asymmetry: it is defined by the difference between the dimension of the kernel (the null space) of the operator and the dimension of the kernel of the adjoint operator (= the codimension of the range). So, the index vanishes for self-adjoint Fredholm operators. For an elliptic differential or pseudo-differential operator on a closed manifold $`M`$, the index is finite and depends only on the homotopy class of the principal symbol $`\sigma `$ of the operator over the cotangent sphere bundle $`S^{}M`$. It follows (see \[LaMi, p. 257\]) that the index for elliptic differential operators always vanishes on closed odd-dimensional manifolds. On even-dimensional manifolds one has the Atiyah–Singer Index Theorem which expresses the index in explicit topological terms, involving the Todd class defined by the Riemannian structure of $`M`$ and the Chern class defined by gluing two copies of a bundle over $`S^{}M`$ by $`\sigma `$.

The original approach in proving the Index Theorem in the work of Atiyah and Singer \[AtSi69\] is based on the following clever strategy. The invariance of the index under homotopy implies that the index (say, the analytic index) of an elliptic operator is stable under rather dramatic, but continuous, changes in its principal symbol while maintaining ellipticity. Moreover, the index is functorial with respect to certain operations, such as addition and composition. Thus, the indices of elliptic operators transform predictably under various global operations (or relations) such as direct sums, embedding and cobordism. Using $`K`$-theory, a topological invariant (say, the topological index) with the same transformation properties under these global operation is built from the symbol of the elliptic operator. It turns out that the global operations are sufficient to construct enough vector bundles and elliptic operators to deduce the Atiyah–Singer Index Theorem (i.e., analytic index = topological index). With the aid of Bott periodicity, it suffices to check that the two indices are the same in the trivial case where the base manifold is just a single point. A particularly nice exposition of this approach is found in E. Guentner’s article \[Gu93\] following an argument of P. Baum.

Not long after this first proof (given in quite different variants), there emerged a fundamentally different means of proving the Atiyah–Singer Index Theorem, namely the heat kernel method. This is outlined here in the important case of the chiral half $`𝒟^+`$ of a twisted Dirac operator $`𝒟`$. (In the index theory of closed manifolds, one usually studies the index of a chiral half $`𝒟^+`$ instead of the total Dirac operator $`𝒟`$, since $`𝒟`$ is symmetric for compatible connections and then $`\mathrm{index}`$ $`𝒟=0`$.) The heat kernel method had its origins in the late 1960s (e.g., in \[McK-Si\]) and was pioneered in the works \[Pa71\], \[Gi73\], \[ABP73\], etc.. In the final analysis, it is debatable as to whether this method is really much shorter or better. This depends on the background and tastes of the beholder. Geometers and analysts (as opposed to topologists) are likely to find the heat kernel method appealing, because K-theory, Bott periodicity and cobordism theory are avoided, not only for geometric operators which are expressible in terms of twisted Dirac operators, but also largely for more general elliptic pseudo-differential operators, as Melrose has done in \[Me93\]. Moreover, the heat method gives the index of a “geometric” elliptic differential operator naturally as the integral of a characteristic form (a polynomial of curvature forms) which is expressed solely in terms of the geometry of the operator itself (e.g., curvatures of metric tensors and connections). One does not destroy the geometry of the operator by taking advantage of the fact that it can be suitably deformed without altering the index. Rather, in the heat kernel approach, the invariance of the index under changes in the geometry of the operator is a consequence of the index formula itself rather than a means of proof. However, considerable analysis and effort are needed to obtain the heat kernel for $`e^{t𝒟^2}`$ and to establish its asymptotic expansion as $`t0^+`$. Also, it can be argued that in some respects the K-theoretical embedding/cobordism methods are more forceful and direct. Moreover, in \[LaMi\], we are cautioned that the index theorem for families (in its strong form) generally involves torsion elements in K-theory that are not detectable by cohomological means, and hence are not computable in terms of local densities produced by heat asymptotics. Nevertheless, when this difficulty does not arise, the K-theoretical expression for the topological index may be less appealing than the integral of a characteristic form, particularly for those who already understand and appreciate the geometrical formulation of characteristic classes. All disputes aside, the student who learns both approaches and formulations will be more accomplished (and probably older).

The classical geometric operators such as the Hirzebruch signature operator, the de Rham operator, the Dolbeaut operator and even the Yang-Mills operator can all be locally expressed in terms of chiral halves of twisted Dirac operators. Thus, we will focus on index theory for such operators. The index of any of these classical operators (and their twists) can then be obtained from the Local Index Theorem for twisted Dirac operators. This theorem supplies a well-defined $`n`$-form on $`M`$, whose integral is the index of the twisted Dirac operator. This $`n`$-form (or “index density”) is expressed in terms of forms for characteristic classes which are polynomials in curvature forms. The Index Theorem thus obtained then becomes a formula that relates a global invariant quantity, namely the index of an operator, to the integral of a local quantity involving curvature. This is in the spirit of the Gauss-Bonnet Theorem which can be considered a special case.

###### Definition 2.9.

Let $`M`$ be an oriented Riemannian $`n`$-manifold ($`n=2m`$ even) with metric $`h`$, and oriented orthonormal frame bundle $`FM`$. Assume that $`M`$ has a spin structure $`PFM`$, where $`P`$ is a principal $`\mathrm{Spin}\left(n\right)`$-bundle and the projection $`PFM`$ is a two-fold cover, equivariant with respect to $`\mathrm{Spin}\left(n\right)\mathrm{SO}\left(n\right)`$. Furthermore, let $`EM`$ be a Hermitian vector bundle with unitary connection $`\epsilon `$. The *twisted Dirac operator* $`𝒟`$ associated with the above data is

(2.5)
$$𝒟:=\left(1𝐜\right):C^{\mathrm{}}\left(E\mathrm{\Sigma }\left(M\right)\right)C^{\mathrm{}}\left(E\mathrm{\Sigma }\left(M\right)\right).$$

Here, $`\mathrm{\Sigma }\left(M\right)`$ is the spin bundle over $`M`$ associated to $`PFMM`$ via the spinor representation $`\mathrm{Spin}\left(n\right)\mathrm{End}\left(\mathrm{\Sigma }_n\right)`$,

$$𝐜:C^{\mathrm{}}\left(\mathrm{\Sigma }\left(M\right)TM^{}\right)C^{\mathrm{}}\left(\mathrm{\Sigma }\left(M\right)\right)$$

is Clifford multiplication, and

$$:C^{\mathrm{}}\left(E\mathrm{\Sigma }\left(M\right)\right)C^{\mathrm{}}\left(E\mathrm{\Sigma }\left(M\right)TM^{}\right)$$

is the covariant derivative determined by the connection $`\epsilon `$ and the spinorial lift to $`P`$ of the Levi-Civita connection form, say $`\theta `$, on $`FM`$.

Note that $`𝒟`$ here is a special case of an operator of Dirac type introduced in Subsection 1.3 with $`𝔩(M)`$ acting on the second factor of $`E\mathrm{\Sigma }\left(M\right)`$ which is playing the role of $`S`$. Let $`\mathrm{\Sigma }^\pm \left(M\right)`$ denote the $`\pm 1`$ eigenbundles of the complex Clifford volume element in $`C^{\mathrm{}}\left(𝔩(M)\right)`$, given at a point $`xM`$ by $`i^me_1\mathrm{}e_n`$, where $`e_1,\mathrm{},e_n`$ is an oriented, orthonormal basis of $`T_xM`$. The $`\mathrm{\Sigma }^\pm \left(M\right)`$ are the so-called chiral halves of $`\mathrm{\Sigma }\left(M\right)=\mathrm{\Sigma }^+\left(M\right)\mathrm{\Sigma }^+\left(M\right)`$. Since

$`\left(C^{\mathrm{}}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)\right)C^{\mathrm{}}\left(E\mathrm{\Sigma }^\pm \left(M\right)TM^{}\right)\text{ and}`$
$`\left(1𝐜\right)\left(C^{\mathrm{}}\left(E\mathrm{\Sigma }^\pm \left(M\right)TM^{}\right)\right)C^{\mathrm{}}\left(E\mathrm{\Sigma }^{}\left(M\right)\right),`$
we have

$$𝒟=𝒟^+𝒟^{}\text{, where }𝒟^\pm :C^{\mathrm{}}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)C^{\mathrm{}}\left(E\mathrm{\Sigma }^{}\left(M\right)\right).$$

The symbol of the first-order differential operator $`𝒟`$ is computed as follows. For $`\varphi C^{\mathrm{}}\left(M\right)`$ with $`\varphi \left(x\right)=0`$ and $`\psi C^{\mathrm{}}\left(E\mathrm{\Sigma }\left(M\right)\right),`$ we have at $`x`$

$`\left(1𝐜\right)\left(\varphi \psi \right)`$ $`=\left(1𝐜\right)\left(\left(d\varphi \right)\psi +\varphi \psi \right)=\left(1𝐜\right)\left(d\varphi \right)\psi `$
$`=\left(1𝐜\left(d\varphi \right)\right)\psi .`$
Thus, the symbol $`\sigma \left(𝒟\right):T_xM^{}\mathrm{End}\left(\mathrm{\Sigma }\left(M\right)\right)`$ at the covector $`\xi _xT_xM^{}`$ is given by

$$\sigma \left(𝒟\right)\left(\xi _x\right)=1𝐜\left(\xi _x\right)\mathrm{End}\left(E_x\mathrm{\Sigma }_x\right).$$

For $`\xi _x0`$, $`\sigma \left(𝒟\right)\left(\xi _x\right)`$ is an isomorphism, since

$$\sigma \left(𝒟\right)\left(\xi _x\right)\sigma \left(𝒟\right)\left(\xi _x\right)=1𝐜\left(\xi _x\right)^2=\left|\xi _x\right|^2\mathrm{I}.$$

Thus, $`𝒟`$ is an elliptic operator. Moreover, since $`\sigma \left(𝒟^+\right)`$ and $`\sigma \left(𝒟^{}\right)`$ are restrictions of $`\sigma \left(𝒟\right)`$, it follows that $`𝒟^+`$ and $`𝒟^{}`$ are elliptic. It can be shown that $`𝒟`$ is formally self-adjoint, and $`𝒟^+`$ and $`𝒟^{}`$ are formal adjoints of each other (see \[LaMi\]). We also have a pair of self-adjoint elliptic operators

$`𝒟_+^2`$ $`:=𝒟^2|C^{\mathrm{}}\left(E\mathrm{\Sigma }^+\left(M\right)\right)=𝒟^{}𝒟^+`$
$`𝒟_{}^2`$ $`:=𝒟^2|C^{\mathrm{}}\left(E\mathrm{\Sigma }^{}\left(M\right)\right)=𝒟^+𝒟^{}.`$
For $`\lambda `$, let

$$V_\lambda \left(𝒟_\pm ^2\right):=\{\psi C^{\mathrm{}}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)𝒟_\pm ^2\psi =\lambda \psi \}.$$

From the general theory of formally self-adjoint, elliptic operators on compact manifolds, we know that

$$\mathrm{Spec}\left(𝒟_\pm ^2\right)=\{\lambda V_\lambda \left(𝒟_\pm ^2\right)\left\{0\right\}\}\text{.}$$

consists of the eigenvalues of $`𝒟_\pm ^2`$ and is a discrete subset of $`[0,\mathrm{})`$, the eigenspaces $`V_\lambda \left(𝒟_\pm ^2\right)`$ are finite-dimensional, and an $`L^2\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)`$-complete orthonormal set of vectors can be selected from the $`V_\lambda \left(𝒟_\pm ^2\right)`$. Note that $`𝒟^+\left(V_\lambda \left(𝒟_+^2\right)\right)V_\lambda \left(𝒟_{}^2\right)`$, since for $`\psi V_\lambda \left(𝒟_+^2\right)`$

$`𝒟_{}^2\left(𝒟^+\psi \right)`$ $`=\left(𝒟^+𝒟^{}\right)\left(𝒟^+\psi \right)=𝒟^+\left(\left(𝒟^{}𝒟^+\right)\left(\psi \right)\right)`$
$`=𝒟^+\left(𝒟_+^2\left(\psi \right)\right)=𝒟^+\left(\lambda \psi \right)=\lambda 𝒟^+\left(\psi \right),`$
and similarly $`𝒟^{}\left(V_\lambda \left(𝒟_{}^2\right)\right)V_\lambda \left(𝒟_+^2\right)`$. For $`\lambda 0`$,

$$𝒟^\pm |V_\lambda \left(𝒟_\pm ^2\right):V_\lambda \left(𝒟_\pm ^2\right)V_\lambda \left(𝒟_{}^2\right)$$

is an isomorphism, since it has inverse $`\frac{1}{\lambda }𝒟^{}`$. Thus the set of nonzero eigenvalues (and their multiplicities) of $`𝒟_+^2`$ coincides with that of $`𝒟_{}^2`$. However, in general

$$dimV_0\left(𝒟_+^2\right)dimV_0\left(𝒟_{}^2\right)=dim\mathrm{Ker}\left(𝒟_+^2\right)dim\mathrm{Ker}\left(𝒟_{}^2\right)=\mathrm{index}\left(𝒟^+\right)0.$$

Since $`dimV_\lambda \left(𝒟_+^2\right)dimV_\lambda \left(𝒟_{}^2\right)=0`$ for $`\lambda 0`$, obviously

$`\mathrm{index}\left(𝒟^+\right)`$ $`=dimV_0\left(𝒟_+^2\right)dimV_0\left(𝒟_{}^2\right)`$
$`={\displaystyle _{\lambda \mathrm{Spec}\left(𝒟_+^2\right)}}e^{t\lambda }\left(dimV_\lambda \left(𝒟_+^2\right)dimV_\lambda \left(𝒟_{}^2\right)\right).`$
This may seem like a very inefficient way to write $`\mathrm{index}\left(𝒟^+\right)`$, but the point is that the sum can be expressed as the integral of the supertrace of the heat kernel for the spinorial heat equation $`\frac{\psi }{t}=𝒟^2\psi `$, from which the Local Index Theorem (Theorem 2.13 below) for $`𝒟^+`$ will eventually follow. However, first the existence of the heat kernel needs to be established.

Let the positive eigenvalues of $`𝒟_\pm ^2`$ be placed in a sequence $`0<\lambda _1\lambda _2\lambda _3\mathrm{}`$ where each eigenvalue is repeated according to its multiplicity. Let $`u_1^\pm ,`$ $`u_2^\pm ,\mathrm{}`$ be an $`L^2`$-orthonormal sequence in $`C^{\mathrm{}}\left(E\mathrm{\Sigma }^+\left(M\right)\right)`$ with $`𝒟_\pm ^2\left(u_j^\pm \right)=\lambda _ju_j^\pm `$ (i.e., $`u_j^\pm V_{\lambda _j}\left(𝒟_\pm ^2\right)`$). We let $`u_{0_1}^+,\mathrm{},u_{0_{n^+}}^+`$ be an $`L^2`$-orthonormal basis of $`\mathrm{Ker}𝒟_+^2=\mathrm{Ker}𝒟_+`$, and $`u_{0_1}^{},\mathrm{},u_{0_n^{}}^{}`$ be an $`L^2`$-orthonormal basis of $`\mathrm{Ker}𝒟_{}^2=\mathrm{Ker}𝒟_{}`$. We can pull back the bundle $`E\mathrm{\Sigma }^\pm \left(M\right)`$ via either of the projections $`M\times M\times (0,\mathrm{})M`$ given by $`\pi _1(x,y,t):=x`$ and $`\pi _2(x,y,t):=y`$ and take the tensor product of the results to form a bundle

$$𝒦^\pm :=\pi _1^{}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)\pi _2^{}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)M\times M\times (0,\mathrm{}).$$

Note that for $`xM`$, the Hermitian inner product $`,_x`$ on $`\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)_x`$ gives us a conjugate-linear map $`\psi \psi ^{}():=,\psi _x`$ from $`\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)_x`$ to its dual $`\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)_x^{}`$. Thus, we can (and do) make the identifications

$`\pi _1^{}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)\pi _2^{}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)\left(\pi _1^{}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)\right)^{}\pi _2^{}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)`$
$`\mathrm{Hom}(\pi _1^{}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right),\pi _2^{}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)).`$
The full proof of the following Proposition 2.10 will be found in \[BlBo03\], but it is already contained in \[Gi95\] for readers of sufficient background.

###### Proposition 2.10.

For $`t>t_0>0`$, the series $`k^\pm ,`$ defined by

$$k^\pm (x,y,t):=\underset{j=1}{\overset{\mathrm{}}{}}e^{\lambda _jt}u_j^\pm \left(x\right)u_j^\pm \left(y\right),$$

converges uniformly in $`C^q(𝒦^\pm |M\times M\times (t_0,\mathrm{}))`$ for all $`q0`$. Hence $`k^\pm C^{\mathrm{}}\left(𝒦^\pm \right)`$, and $`(`$for $`t>0)`$

(2.6)
$$\frac{}{t}k^\pm (x,y,t)=\underset{j=1}{\overset{\mathrm{}}{}}\lambda _je^{\lambda _jt}u_j^\pm \left(x\right)u_j^\pm \left(y\right)=𝒟_\pm ^2k^\pm (x,y,t).$$

###### Definition 2.11.

The *positive and negative twisted spinorial heat kernels* $`(`$or the *heat kernels for* $`𝒟_\pm ^2)`$ $`k^\pm C^{\mathrm{}}\left(𝒦^\pm \right)`$ are given by

$`k^\pm (x,y,t):={\displaystyle _{i=1}^{n^\pm }}u_{0_i}^\pm \left(x\right)u_{0_i}^\pm \left(y\right)+k^\pm (x,y,t)`$
$`={\displaystyle _{i=1}^{n^\pm }}u_{0_i}^\pm \left(x\right)u_{0_i}^\pm \left(y\right)+{\displaystyle _{j=1}^{\mathrm{}}}e^{\lambda _jt}u_j^\pm \left(x\right)u_j^\pm \left(y\right)\text{ for }t>0\text{.}`$
The *total twisted spinorial heat kernel* (or the *heat kernel for* $`𝒟^2`$) is

$`k`$ $`=(k^+,k^{})C^{\mathrm{}}\left(𝒦^+\right)C^{\mathrm{}}\left(𝒦^{}\right)C^{\mathrm{}}\left(𝒦^+𝒦^{}\right)C^{\mathrm{}}\left(𝒦\right),`$
(2.7) $`\text{where }𝒦:=𝒦^+𝒦^{}=\mathrm{Hom}(\pi _1^{}\left(E\mathrm{\Sigma }\left(M\right)\right),\pi _2^{}\left(E\mathrm{\Sigma }\left(M\right)\right)).`$
The terminology is justified in view of the following, whose proof is to be found in \[BlBo03\].

###### Proposition 2.12.

Let $`\psi _0^\pm C^{\mathrm{}}\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)`$ and let

$$\psi ^\pm (x,t)=_Mk^\pm (x,y,t),\psi _0^\pm \left(y\right)_y\text{ }\nu _y.$$

Then for $`t>0`$, $`\psi ^\pm `$ solves the heat equation with initial spinor field $`\psi _0^\pm :`$

$`{\displaystyle \frac{\psi ^\pm }{t}}=𝒟_\pm ^2\psi \text{and}`$
$`\underset{t0^+}{lim}\psi ^\pm (,t)=\psi _0^\pm \text{ in }C^q\text{ for all }q0\text{.}`$
Moreover, for $`\psi _0C^{\mathrm{}}\left(E\mathrm{\Sigma }\left(M\right)\right)`$ and

$$\psi (x,t):=_Mk(x,y,t),\psi _0\text{ }\nu _y,$$

we have $`{\displaystyle \frac{\psi }{t}}=𝒟^2\psi `$ and $`lim_{t0^+}\psi (,t)=\psi _0()`$ in $`C^q`$ for all $`q0`$.

For any finite dimensional Hermitian vector space $`(V,,)`$ with orthonormal basis $`e_1,\mathrm{},e_N`$, we have (for $`vV`$)

$`\mathrm{Tr}\left(v^{}v\right)={\displaystyle _{i=1}^N}\left(v^{}v\right)\left(e_i\right),e_i={\displaystyle _{i=1}^N}v^{}\left(e_i\right)v,e_i`$
$`={\displaystyle _{i=1}^N}e_i,vv,e_i={\displaystyle _{i=1}^N}e_i,vv,e_i={\displaystyle _{i=1}^N}\left|e_i,v\right|^2=\left|v\right|^2.`$
In particular, $`k^\pm (x,x,t)\mathrm{End}\left(\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)_x\right)`$ and

$$\mathrm{Tr}\left(k^\pm (x,x,t)\right)=_{i=1}^{n^\pm }\left|u_{0_i}^\pm \left(x\right)\right|^2+_{j=1}^{\mathrm{}}e^{\lambda _jt}\left|u_j^\pm \left(x\right)\right|^2.$$

Since this series converges uniformly and $`u_{0_i}^\pm _{2,0}=u_j^\pm _{2,0}=1`$, we have

$$_M\mathrm{Tr}\left(k^\pm (x,x,t)\right)\text{ }\nu _x=n^\pm +_{j=1}^{\mathrm{}}e^{\lambda _jt}<\mathrm{}.$$

For $`t>0,`$ we define the bounded operator $`e^{t𝒟_\pm ^2}\mathrm{End}\left(L^2\left(E\mathrm{\Sigma }^\pm \left(M\right)\right)\right)`$ by

$$e^{t𝒟_\pm ^2}\left(\psi ^\pm \right)=_{i=1}^{n^\pm }(u_{0_i}^\pm ,\psi _0^\pm )u_{0_i}^\pm +_{j=1}^{\mathrm{}}e^{\lambda _jt}(u_j^\pm ,\psi _0^\pm )u_j^\pm .$$

Note that $`e^{t𝒟_\pm ^2}`$ is of trace class, since

$$\mathrm{Tr}\left(e^{t𝒟_\pm ^2}\right)=n^\pm +_{j=1}^{\mathrm{}}e^{\lambda _jt}=_M\mathrm{Tr}\left(k^\pm (x,x,t)\right)\text{ }\nu _x<\mathrm{}.$$

Now, we have

$`\mathrm{index}\left(𝒟^+\right)`$ $`=dimV_0\left(𝒟_+^2\right)dimV_0\left(𝒟_{}^2\right)`$
$`=n^+n^{}+{\displaystyle _{j=1}^{\mathrm{}}}\left(e^{\lambda _jt}e^{\lambda _jt}\right)`$
$`=n^++{\displaystyle _{j=1}^{\mathrm{}}}e^{\lambda _jt}\left(n^{}+{\displaystyle _{j=1}^{\mathrm{}}}e^{\lambda _jt}\right)`$
(2.8) $`={\displaystyle _M}\left(\mathrm{Tr}\left(k^+(x,x,t)\right)\mathrm{Tr}\left(k^{}(x,x,t)\right)\right)\text{ }\nu _x.`$
Since $`𝒟^2=𝒟_+^2𝒟_{}^2`$, we also have the trace-class operator $`e^{t𝒟^2}\mathrm{End}\left(L^2\left(E\mathrm{\Sigma }\left(M\right)\right)\right)`$, whose trace is given by

$$\mathrm{Tr}\left(e^{t𝒟^2}\right)=_M\mathrm{Tr}\left(k(x,x,t)\right)\text{ }\nu _x=_M\left(\mathrm{Tr}\left(k^+(x,x,t)\right)+\mathrm{Tr}\left(k^{}(x,x,t)\right)\right)\text{ }\nu _x.$$

The supertrace of $`k(x,x,t)`$ is defined by

$$\mathrm{Str}\left(k(x,x,t)\right):=\mathrm{Tr}\left(k^+(x,x,t)\right)\mathrm{Tr}\left(k^{}(x,x,t)\right),$$

and in view of (2.8), we have

(2.9)
$$\mathrm{index}\left(𝒟^+\right)=_M\mathrm{Str}\left(k(x,x,t)\right)\text{ }\nu _x.$$

The left side is independent of $`t`$ and so the right side is also independent of $`t`$. The main task now is to determine the behavior of $`\mathrm{Str}\left(k(x,x,t)\right)`$ as $`t0^+`$. We suspect that for each $`xM`$, as $`t0^+`$, $`k(x,x,t)`$ and $`\mathrm{Str}\left(k(x,x,t)\right)`$ are influenced primarily by the geometry (e.g., curvature form $`\mathrm{\Omega }^\theta `$ of $`M`$ with metric $`h`$ and Levi-Civita connection $`\theta `$, and the curvature $`\mathrm{\Omega }^\epsilon `$ of the unitary connection for $`E`$) near $`x`$, since the heat sources of points far from $`x`$ are not felt very strongly at $`x`$ for small $`t`$. Indeed, we will give an outline a proof of the following Local Index Formula, the full proof of which will appear in \[BlBo03\].

###### Theorem 2.13 (The Local Index Theorem).

In the notation of Definitions 2.9 and 2.11, let $`𝒟:C^{\mathrm{}}\left(E\mathrm{\Sigma }\left(M\right)\right)C^{\mathrm{}}\left(E\mathrm{\Sigma }\left(M\right)\right)`$ be a twisted Dirac operator and let $`kC^{\mathrm{}}\left(𝒦\right)`$ be the heat kernel for $`𝒟^2`$. If $`\mathrm{\Omega }^\epsilon `$ is the curvature form of the unitary connection $`\epsilon `$ for $`E`$ and $`\mathrm{\Omega }^\theta `$ is the curvature form of the Levi-Civita connection $`\theta `$ for $`(M,h)`$ with volume element $`\nu `$, then

(2.10)
$$\underset{t0^+}{lim}\mathrm{Str}\left(k(x,x,t)\right)=\mathrm{Tr}\left(e^{i\mathrm{\Omega }^\epsilon /2\pi }\right)det\left(\frac{i\mathrm{\Omega }^\theta /4\pi }{\mathrm{sinh}\left(i\mathrm{\Omega }^\theta /4\pi \right)}\right)^{{\scriptscriptstyle \frac{1}{2}}},\nu _x.$$

###### Remark 2.14.

As will be explained below, the right side is really the inner product, with volume form $`\nu `$ at $`x`$, of the canonical form $`\mathrm{𝐜𝐡}(E,\epsilon )\widehat{𝐀}(M,\theta )`$ (depending on the connections $`\epsilon `$ for $`E`$ and the Levi-Civita connection $`\theta `$ for the metric $`h`$) which represents $`\mathrm{𝐜𝐡}\left(E\right)\widehat{𝐀}\left(M\right)`$. As a consequence, we obtain the Index Theorem for twisted Dirac operators from the Local Index Formula in Corollary 2.15 below. Thus the Local Index Formula is stronger than the Index Theorem for twisted Dirac operators. Indeed, the Local Index Formula yields the Index Theorem for elliptic operators which are locally expressible as twisted Dirac operators or direct sums of such.

###### Corollary 2.15 (Index formula for twisted Dirac operators).

For an oriented Riemannian $`n`$-manifold $`M`$ ($`n`$ even) with spin structure, and a Hermitian vector bundle $`EM`$ with unitary connection, let $`𝒟=𝒟^+𝒟^{}`$ be the twisted Dirac operator, with $`𝒟^+:C^{\mathrm{}}\left(E\mathrm{\Sigma }^+\left(M\right)\right)C^{\mathrm{}}\left(E\mathrm{\Sigma }^{}\left(M\right)\right)`$. We have

(2.11)
$$\mathrm{index}\left(𝒟^+\right)=\left(\mathrm{𝐜𝐡}\left(E\right)\widehat{𝐀}\left(M\right)\right)\left[M\right],$$

where $`\mathrm{𝐜𝐡}\left(E\right)`$ is the total Chern character class of $`E`$ and $`\widehat{𝐀}\left(M\right)`$ is the total $`\widehat{𝐀}`$ class of $`M`$, both defined below. In particular, we obtain:

$`\begin{array}{c}n=2\text{ }\mathrm{index}\left(𝒟^+\right)=ch_1\left(E\right)\left[M\right]=c_1\left(E\right)\left[M\right]\text{ and}\end{array}`$
$`\begin{array}{c}n=4\{\begin{array}{c}\mathrm{index}\left(𝒟^+\right)=\left(\mathrm{𝐜𝐡}\left(E\right)\widehat{𝐀}\left(M\right)\right)\left[M\right]\hfill \\ =\left(dimE\frac{1}{24}p_1\left(TM\right)+ch_2\left(E\right)\right)\left[M\right]\hfill \\ =\left(\frac{dimE}{24}p_1\left(TM\right)+\frac{1}{2}c_1\left(E\right)^2c_2\left(E\right)\right)\left[M\right].\hfill \end{array}\hfill \end{array}`$
###### Proof.

By (2.9), (2.10) and the above Remark, we have

$`\mathrm{index}\left(𝒟^+\right)`$ $`={\displaystyle _M}\mathrm{Str}\left(k(x,x,t)\right)\nu _x`$
$`=\underset{t0^+}{lim}{\displaystyle _M}\mathrm{Str}\left(k(x,x,t)\right)\nu _x={\displaystyle _M}\underset{t0^+}{lim}\mathrm{Str}\left(k(x,x,t)\right)\nu _x`$
$`={\displaystyle _M}\mathrm{𝐜𝐡}(E,\epsilon )_x\widehat{𝐀}(M,\theta )_x,\nu _x\nu _x=\left(\mathrm{𝐜𝐡}\left(E\right)\widehat{𝐀}\left(M\right)\right)\left[M\right].`$
We now explain the meaning of the form

$$\mathrm{Tr}\left(e^{i\mathrm{\Omega }^\epsilon /2\pi }\right)det\left(\frac{i\mathrm{\Omega }^\theta /4\pi }{\mathrm{sinh}\left(i\mathrm{\Omega }^\theta /4\pi \right)}\right)^{{\scriptscriptstyle \frac{1}{2}}}.$$

The first part $`\mathrm{Tr}\left(e^{i\mathrm{\Omega }^\epsilon /2\pi }\right)`$ is relatively easy. We have (recall $`2m=dimM`$)

(2.12)
$$e^{i\mathrm{\Omega }^\epsilon /2\pi }:=\underset{k=0}{\overset{\mathrm{}}{}}\frac{1}{k!}\left(\frac{i}{2\pi }\right)^k\mathrm{\Omega }^\epsilon \stackrel{𝑘}{\mathrm{}}\mathrm{\Omega }^\epsilon =\underset{k=0}{\overset{m}{}}\frac{1}{k!}\left(\frac{i}{2\pi }\right)^k\mathrm{\Omega }^\epsilon \stackrel{𝑘}{\mathrm{}}\mathrm{\Omega }^\epsilon \text{,}$$

where $`\mathrm{\Omega }^\epsilon \stackrel{𝑘}{\mathrm{}}\mathrm{\Omega }^\epsilon \mathrm{\Omega }^{2k}\left(\mathrm{End}\left(E\right)\right)`$. Also $`\mathrm{Tr}\left(i^k\mathrm{\Omega }^\epsilon \stackrel{𝑘}{\mathrm{}}\mathrm{\Omega }^\epsilon \right)\mathrm{\Omega }^{2k}\left(M\right)`$ and

$$\mathrm{Tr}\left(e^{i\mathrm{\Omega }^\epsilon /2\pi }\right)\underset{k=1}{\overset{m}{}}\mathrm{\Omega }^{2k}\left(M\right).$$

This (by one of many equivalent definitions) is a representative of the total Chern character $`\mathrm{𝐜𝐡}\left(E\right)_{k=1}^mH^{2k}(M,)`$. The curvature $`\mathrm{\Omega }^\theta `$ of the Levi-Civita connection $`\theta `$ for the metric $`h`$ has values in the skew-symmetric endomorphisms of $`TM`$; i.e., $`\mathrm{\Omega }^\theta \mathrm{\Omega }^2\left(\mathrm{End}\left(TM\right)\right)`$. A skew-symmetric endomorphism of $`^{2m}`$, say $`B𝔰𝔬\left(n\right)`$, has pure imaginary eigenvalues $`\pm ir_k,`$ where $`r_k`$ $`\left(1km\right)`$. Thus, $`iB`$ has real eigenvalues $`\pm r_k`$. Now $`\frac{z/2}{\mathrm{sinh}\left(z/2\right)}`$ is a power series in $`z`$ with radius of convergence $`2\pi `$. Thus, $`\frac{isB/2}{\mathrm{sinh}\left(isB/2\right)}`$ is defined for $`s`$ sufficiently small and has eigenvalues $`\frac{r_ks/2}{\mathrm{sinh}\left(r_ks/2\right)}`$ each repeated twice. Hence

$`det\left({\displaystyle \frac{isB/2}{\mathrm{sinh}\left(isB/2\right)}}\right)`$ $`={\displaystyle \underset{k=1}{\overset{m}{}}}\left({\displaystyle \frac{r_ks/2}{\mathrm{sinh}\left(r_ks/2\right)}}\right)^2\text{ and}`$
$`det\left({\displaystyle \frac{isB/2}{\mathrm{sinh}\left(isB/2\right)}}\right)^{{\scriptscriptstyle \frac{1}{2}}}`$ $`={\displaystyle \underset{k=1}{\overset{m}{}}}{\displaystyle \frac{r_ks/2}{\mathrm{sinh}\left(r_ks/2\right)}}.`$
The last product is a power series in $`s`$ of the form

(2.13)
$$\underset{k=1}{\overset{m}{}}\frac{r_ks/2}{\mathrm{sinh}\left(r_ks/2\right)}=\underset{k=0}{\overset{\mathrm{}}{}}a_k(r_1^2,\mathrm{},r_m^2)s^{2k},$$

where the coefficient $`a_k(r_1^2,\mathrm{},r_m^2)`$ is a homogeneous, symmetric polynomial in $`r_1^2,\mathrm{},r_m^2`$ of degree $`k`$. One can always express any such a symmetric polynomial as a polynomial in the elementary symmetric polynomials $`\sigma _1,\mathrm{},\sigma _m`$ in $`r_1^2,\mathrm{},r_m^2`$, where

$$\sigma _1=_{i=1}^mr_i^2,\text{ }\sigma _2=_{i<j}^mr_i^2r_j^2,\text{ }\sigma _2=_{i<j<k}^mr_i^2r_j^2r_k^2,\mathrm{}.$$

These in turn may be expressed in terms of $`\mathrm{SO}\left(n\right)`$-invariant polynomials in the entries of $`B𝔰𝔬\left(n\right)`$ via

$`det\left(\lambda IB\right)`$ $`={\displaystyle \underset{j=1}{\overset{m}{}}}\left(\lambda +ir_j\right)\left(\lambda ir_j\right)={\displaystyle \underset{j=1}{\overset{m}{}}}\left(\lambda ^2+r_j^2\right)`$
$`={\displaystyle \underset{k=1}{\overset{m}{}}}\sigma _k(r_1^2,\mathrm{},r_m^2)\lambda ^{2\left(mk\right)}.`$
On the other hand,

$`det\left(\lambda IB\right)`$ $`={\displaystyle \underset{k=1}{\overset{m}{}}}\left({\displaystyle \frac{1}{\left(2k\right)!}}{\displaystyle \underset{(i),(j)}{}}\delta _{i_1\mathrm{}i_{2k}}^{j_1\mathrm{}j_{2k}}B_{j_1}^{i_1}\mathrm{}B_{j_{2k}}^{i_{2k}}\right)\lambda ^{2\left(mk\right)}\text{, and so}`$
$`\sigma _k(r_1^2,\mathrm{},r_m^2)`$ $`={\displaystyle \frac{1}{\left(2k\right)!}}{\displaystyle \underset{(i),(j)}{}}\delta _{i_1\mathrm{}i_{2k}}^{j_1\mathrm{}j_{2k}}B_{j_1}^{i_1}\mathrm{}B_{j_{2k}}^{i_{2k}},`$
where $`(i)=(i_1,\mathrm{},i_{2k})`$ is an ordered $`2k`$-tuple of distinct elements of $`\{1,\mathrm{},2m\}`$ and $`(j)`$ is a permutation of $`(i)`$ with sign $`\delta _{i_1\mathrm{}i_{2k}}^{j_1\mathrm{}j_{2k}}`$. If we replace $`B_j^i`$ with the 2-form $`\frac{1}{2\pi }\left(\mathrm{\Omega }^\theta \right)_j^i`$ relative to an orthonormal frame field, we obtain the Pontryagin forms

$$p_k\left(\mathrm{\Omega }^\theta \right):=\frac{1}{\left(2\pi \right)^{2k}\left(2k\right)!}\underset{(i),(j)}{}\delta _{i_1\mathrm{}i_{2k}}^{j_1\mathrm{}j_{2k}}\mathrm{\Omega }_{i_1j_1}^\theta \mathrm{}\mathrm{\Omega }_{i_{2k}j_{2k}}^\theta ,$$

which represent the Pontryagin classes of the $`\mathrm{SO}\left(n\right)`$ bundle $`FM.`$ Note that $`p_k\left(\mathrm{\Omega }^\theta \right)`$ is independent of the choice of framing by the $`ad`$-invariance of the polynomials $`\sigma _k`$. If we express the $`a_k(r_1^2,\mathrm{},r_m^2)`$ as polynomials, say $`𝒜_k(\sigma _1,\mathrm{},\sigma _k)`$, in the $`\sigma _j`$ ($`jk`$), we can ultimately write

$$det\left(\frac{isB/2}{\mathrm{sinh}\left(isB/2\right)}\right)^{{\scriptscriptstyle \frac{1}{2}}}=\underset{k=0}{\overset{\mathrm{}}{}}𝒜_k(\sigma _1,\mathrm{},\sigma _k)s^{2k}.$$

Formally replacing $`B`$ by $`\frac{1}{2\pi }\mathrm{\Omega }^\theta `$, we finally have the reasonable definition

$$det\left(\frac{i\mathrm{\Omega }^\theta /4\pi }{\mathrm{sinh}\left(i\mathrm{\Omega }^\theta /4\pi \right)}\right)^{{\scriptscriptstyle \frac{1}{2}}}:=\underset{k=0}{\overset{\mathrm{}}{}}𝒜_k(p_1\left(\mathrm{\Omega }^\theta \right),\mathrm{},p_k\left(\mathrm{\Omega }^\theta \right)),$$

where the $`p_j\left(\mathrm{\Omega }^\theta \right)`$ are multiplied via wedge product when evaluating the terms in the sum; the order of multiplication does not matter since $`p_j\left(\mathrm{\Omega }^\theta \right)`$ is of even degree $`4j`$. Also, since $`𝒜_k(p_1\left(\mathrm{\Omega }^\theta \right),\mathrm{},p_k\left(\mathrm{\Omega }^\theta \right))`$ is a $`4k`$-form, there are only a finite number of nonzero terms in the infinite sum. Abbreviating $`p_j\left(\mathrm{\Omega }^\theta \right)`$ simply by $`p_j`$, one finds

$`det\left({\displaystyle \frac{i\mathrm{\Omega }^\theta /4\pi }{\mathrm{sinh}\left(i\mathrm{\Omega }^\theta /4\pi \right)}}\right)^{{\scriptscriptstyle \frac{1}{2}}}`$ $`=1{\displaystyle \frac{1}{24}}p_1+{\displaystyle \frac{1}{5760}}\left(7p_1^24p_2\right)`$
(2.14) $`{\displaystyle \frac{1}{\mathrm{967\hspace{0.17em}680}}}\left(31p_1^344p_1p_2+16p_3\right)+\mathrm{}.`$
This (by one definition) represents the total $`\widehat{A}`$-class of $`M`$, denoted by

(2.15)
$$\widehat{𝐀}\left(M\right)\underset{k=1}{\overset{m}{}}H^{2k}(M,),$$

where actually $`\widehat{𝐀}\left(M\right)`$ has only nonzero components in $`H^{2k}(M,)`$ when $`k`$ is even (or $`2k0\mathrm{mod}4`$). In (2.10) the multi-degree forms (2.12) and (2.14) have been wedged, and the top ($`2m`$-degree) component (relative to the volume form) has been harvested.

We now turn to our outline of the proof of Theorem 2.13. The well-known heat kernel (or fundamental solution) for the ordinary heat equation $`u_t=\mathrm{\Delta }u`$ in Euclidean space $`^n`$, is given by

(2.16)
$$e(x,y,t)=\left(4\pi t\right)^{n/2}\mathrm{exp}\left(\left|xy\right|^2/4t\right).$$

Since $`H(x,y,t)`$ only depends on $`r=\left|xy\right|`$ and $`t,`$ it is convenient to write

(2.17)
$$e(x,y,t)=(r,t):=\left(4\pi t\right)^{n/2}\mathrm{exp}\left(r^2/4t\right).$$

We do not expect such a simple expression for the heat kernel $`k=(k^+,k^{})`$ of Definition 2.11. However, it can be shown that for $`x,yM`$ (of even dimension $`n=2m`$) with $`r=d(x,y):=`$ Riemannian distance from $`x`$ to $`y`$ sufficiently small, we have an asymptotic expansion as $`t0^+`$ for $`k(x,y,t)`$ of the form

(2.18)
$$k(x,y,t)H_Q(x,y,t):=(d(x,y),t)_{j=0}^Qh_j(x,y)t^j,$$

for any fixed integer $`Q>m+4`$, where

$$h_j(x,y)\mathrm{Hom}(\left(E\mathrm{\Sigma }\left(M\right)\right)_x,\left(E\mathrm{\Sigma }\left(M\right)\right)_y),\text{ }j\{0,1,\mathrm{},Q\}.$$

The meaning of $`k(x,y,t)H_Q(x,y,t)`$ is that for $`d(x,y)`$ and $`t`$ sufficiently small,

$$\left|k(x,y,t)H_Q(x,y,t)\right|C_Q(d(x,y),t)t^{Q+1}C_Qt^{Qm+1},$$

where $`C_Q`$ is a constant, independent of $`(x,y,t)`$. We then have

(2.19)
$$k(x,x,t)\left(4\pi t\right)^m\underset{j=0}{\overset{Q}{}}h_j(x,x)t^j=\left(4\pi \right)^m\underset{j=0}{\overset{Q}{}}h_j(x,x)t^{jm}.$$

Using (2.9), i.e., $`_M\mathrm{Str}\left(k(x,x,t)\right)\nu _x=\mathrm{index}\left(𝒟^+\right)`$ and (2.19), we deduce that

$`{\displaystyle _M}\mathrm{Str}\left(h_j(x,x)\right)\nu _x=0\text{for}j\{0,1,\mathrm{},m1\},\text{ while}`$
$`\left(4\pi \right)^m{\displaystyle _M}\mathrm{Str}\left(h_m(x,x)\right)\nu _x={\displaystyle _M}\mathrm{Str}\left(k(x,x,t)\right)\nu _x=\mathrm{index}\left(𝒟^+\right).`$
Thus, to prove the Local Index Formula, it suffices to show that

$$\left(4\pi \right)^m\mathrm{Str}\left(h_m(x,x)\right)=\mathrm{Tr}\left(e^{i\mathrm{\Omega }^\epsilon /2\pi }\right)det\left(\frac{i\mathrm{\Omega }^\theta /4\pi }{\mathrm{sinh}\left(i\mathrm{\Omega }^\theta /4\pi \right)}\right)^{{\scriptscriptstyle \frac{1}{2}}},\nu _x.$$

While this may not be the intellectual equivalent of climbing Mount Everest, it is not for the faint of heart.

We choose a normal coordinate system $`(y^1,\mathrm{},y^n)`$ in a coordinate ball $``$ centered at the fixed point $`xM`$, so that $`(y^1,\mathrm{},y^n)=0`$ at $`x`$. The coordinate fields $`_1:=/y^1,\mathrm{},_n:=/y^n`$ are orthonormal at $`x`$, and for any fixed $`y_0`$ with coordinates $`(y_0^1,\mathrm{},y_0^n)`$, the curve $`tt(y_0^1,\mathrm{},y_0^n)`$ is a geodesic through $`x`$. By parallel translating the frame $`(_1,\mathrm{},_n)`$ at $`x`$ along these radial geodesics, we obtain an orthonormal frame field $`(E_1,\mathrm{},E_n)`$ on $``$ which generally does not coincide with $`(_1,\mathrm{},_n)`$ at points $`y`$ other than at $`x`$. The framing $`(E_1,\mathrm{},E_n)`$ defines a particularly nice section $`FM|B`$ and we may lift this to a section $`P|B`$ of the spin structure, which enables us to view the space $`C^{\mathrm{}}\left(\mathrm{\Sigma }\left(M\right)|\right)`$ of spinor fields on $``$ as $`C^{\mathrm{}}(,\mathrm{\Sigma }_n)`$, i.e., functions on $``$ with values in the fixed spinor representation vector space $`\mathrm{\Sigma }_n=\mathrm{\Sigma }_n^+\mathrm{\Sigma }_n^{}`$. By similar radial parallel translation (with respect to the connection $`\epsilon `$) of an orthonormal basis of the twisting bundle fiber $`E_x`$, we can identify $`C^{\mathrm{}}\left(E|\right)`$ with $`C^{\mathrm{}}(,^N)`$, where $`N=dim_{}E`$. The coordinate expressions for the curvatures $`\mathrm{\Omega }^\theta `$, $`\mathrm{\Omega }^\epsilon `$ and $`𝒟^2`$ are as simple as possible in this so-called radial gauge.

With the above identifications, we proceed as follows. For $`0Q`$, let $`\mathrm{\Psi }_QC^{\mathrm{}}(\times (0,\mathrm{}),^N\mathrm{\Sigma }_{2m})`$ be of the form

$$\mathrm{\Psi }_Q(y,t):=(r,t)_{k=0}^QU_k\left(y\right)t^k,$$

where $`U_kC^{\mathrm{}}(,^N\mathrm{\Sigma }_{2m})`$. If $`U_0\left(0\right)^N\mathrm{\Sigma }_{2m}`$ is arbitrarily specified, we seek a formula for $`U_k\left(y\right)`$, $`k=0,\mathrm{},Q`$, such that

(2.20)
$$\left(𝒟^2+_t\right)\mathrm{\Psi }_Q(y,t)=(r,t)t^Q𝒟^2\left(U_Q\right)\left(y\right),$$

where the square $`𝒟^2`$ of the Dirac operator $`𝒟`$ can be written (where “$``$” is Clifford multiplication) as

$$𝒟^2\psi =\mathrm{\Delta }\psi +\frac{1}{2}_{j,k}\mathrm{\Omega }_{jk}^\epsilon E_jE_k\psi +\frac{1}{4}S\psi ,$$

by virtue of the generalized Lichnerowicz formula (see \[LaMi, p. 164\]). It is convenient to define the 0-th order operator $``$ on $`C^{\mathrm{}}(,^N\mathrm{\Sigma }_{2m})`$ via

$`\left[\psi \right]:=\frac{1}{2}{\displaystyle _{j,k}}\mathrm{\Omega }_{jk}^\epsilon E_jE_k\psi ,\text{ so that}`$
$`𝒟^2=\mathrm{\Delta }\psi +\left(+\frac{1}{4}S\right)\left[\psi \right].`$
The desired formula for the $`U_k\left(y\right)`$ involves the operator $`A`$ on $`C^{\mathrm{}}(,^N\mathrm{\Sigma }_{2m})`$ given by

$$A\left[\psi \right]:=h^{1/4}𝒟^2[h^{1/4}\psi ]=h^{1/4}\mathrm{\Delta }[h^{1/4}\psi ]\left(+\frac{1}{4}S\right)\left[\psi \right],$$

where $`h^{1/4}:=(\sqrt{deth})^{1/2}`$. For $`s[0,1]`$, let

$$A_s\left[\psi \right]\left(y\right):=A\left[\psi \right]\left(sy\right).$$

As is proved in \[Ble92\] or in the forthcoming \[BlBo03\], we have

###### Proposition 2.16.

Let $`U_0\left(0\right)^N\mathrm{\Sigma }_{2m}`$, and let $`V_0C^{\mathrm{}}(,^N\mathrm{\Sigma }_{2m})`$ be the constant function $`V_0\left(y\right)U_0\left(0\right)`$. Then the $`U_k\left(y\right)`$ which satisfy $`(`$2.20$`)`$ are given by

$`U_k\left(y\right)=h\left(y\right)^{1/4}V_k\left(y\right),\text{ where}`$
(2.21) $`V_k\left(y\right)={\displaystyle _{I^k}}{\displaystyle _{i=0}^{k1}}\left(s_i\right)^i\left(A_{s_{k1}}\mathrm{}A_{s_0}\left[V_0\right]\right)\left(y\right)ds_0\mathrm{}ds_{k1},`$
and where $`I^k=\{(s_0,\mathrm{}s_k):s_i[0,1],i\{0,\mathrm{},k1\}\text{ }\}.`$

Note that $`U_0\left(0\right)^N\mathrm{\Sigma }_{2m}`$ may be arbitrarily specified, and once $`U_0\left(0\right)`$ is chosen, the $`U_m\left(y\right)`$ are uniquely determined via (2.21). Let $`h_k\left(y\right)\mathrm{End}\left(^N\mathrm{\Sigma }_{2m}\right)`$ be given by

(2.22)
$$h_k\left(y\right)\left(U_0\left(0\right)\right):=U_k\left(y\right)$$

(in particular, $`h_0\left(0\right)=\mathrm{I}\mathrm{End}\left(^N\mathrm{\Sigma }_{2m}\right)`$), and

$$H_Q(0,y,t):=(r,t)\underset{k=0}{\overset{Q}{}}h_k\left(y\right)t^kC^{\mathrm{}}(,\mathrm{End}\left(^N\mathrm{\Sigma }_{2m}\right)).$$

We may regard $`H_Q(0,y,t)`$ as

$$H_Q(x,y,t)\mathrm{Hom}(E_x\mathrm{\Sigma }\left(M\right)_x,E_y\mathrm{\Sigma }\left(M\right)_y),$$

where we recall that $`xM`$ is the point about which we have chosen normal coordinates. For $`y`$ sufficiently close to $`x`$, we set

(2.23)
$$H_Q(x,y,t):=(d(x,y),t)\underset{k=0}{\overset{Q}{}}h_k(x,y)t^k.$$

Of course, one expects that $`H_Q(x,y,t)`$ provides the desired asymptotic expansion (2.18). Although this is very plausible, it is not at all easy to prove honestly. When proofs are attempted in the literature, often steps are skipped, hands are waved, and errors are made. An extremely careful (and hence nearly unbearable) proof will be provided in \[BlBo03\], but we must forgo this here. Thus, we will only state here without proof that

$$k(x,y,t)H_Q(x,y,t):=(d(x,y),t)_{j=0}^Qh_j(x,y)t^j$$

for $`d(x,y)`$ sufficiently small, where the $`h_j`$ are given in (2.22).

Using normal coordinates $`(y^1,\mathrm{},y^{2m})B(r_0,0)`$ about $`xM`$ and the radial gauge, and selecting $`V_0^N\mathrm{\Sigma }_{2m}`$, by Proposition 2.16, we have

(2.24)
$$h_m(x,x)\left(V_0\right)=_{I^m}_{i=0}^{m1}\left(s_i\right)^i\left(\left(A_{s_{m1}}\mathrm{}A_{s_0}\right)\left[\stackrel{~}{V}_0\right]\right)\left(0\right)ds_0\mathrm{}ds_{m1},$$

where $`\stackrel{~}{V}_0C^{\mathrm{}}(B(r_0,0),^N\mathrm{\Sigma }_{2m})`$ is the constant extension of $`V_0`$. Recall that for $`\psi C^{\mathrm{}}(B(r_0,0),^N\mathrm{\Sigma }_{2m})`$, we have

$$A_s\left[\psi \right]\left(y\right):=A\left[\psi \right]\left(sy\right),\text{ where }A\left[\psi \right]:=h^{1/4}\mathrm{\Delta }[h^{1/4}\psi ]\left(+\frac{1}{4}S\right)\left[\psi \right].$$

While the right side of (2.24) may seem unwieldy, there is substantial simplification due to facts that $`\left(A_{s_{m1}}\mathrm{}A_{s_0}\right)[\stackrel{~}{V}_0]\left(y\right)`$ is evaluated at $`y=0`$ in (2.24). Also, if $`\gamma ^1,\mathrm{},\gamma ^n`$ denote the so-called gamma matrices for Clifford multiplication by $`_1,\mathrm{},_n`$, only those terms of $`A_{s_{m1}}\mathrm{}A_{s_0}[\stackrel{~}{V}_0]\left(0\right)`$ which involve the product $`\gamma _{n+1}:=\gamma ^1\mathrm{}\gamma ^n`$ will survive when the supertrace $`\mathrm{Str}\left(h_m(x,x)\right)`$ is taken. As a consequence, we have the following simplification (essentially contained in \[Ble92\], or better yet, to appear in \[BlBo03\])

###### Proposition 2.17.

Let $`R_{klji}\left(0\right)=h(\mathrm{\Omega }^\theta (_i,_j)_l,_k)`$ denote the components of the Riemann curvature tensor of $`h`$ at $`x,`$ and let $`\mathrm{\Omega }_{ij}^\epsilon \left(0\right):=\mathrm{\Omega }^\epsilon (_i,_j)`$ at $`x`$. Set

$`\stackrel{~}{\theta }^1\left(_j\right):=\frac{1}{8}{\displaystyle _{k,l,i}}R_{klji}\left(0\right)\gamma ^k\gamma ^ly^i,`$
$`^0:=\frac{1}{2}{\displaystyle _{i,j}}F_{ij}\gamma ^i\gamma ^j=\frac{1}{2}{\displaystyle _{i,j}}\mathrm{\Omega }_{ij}^\epsilon \left(0\right)\gamma ^i\gamma ^j,\text{ and}`$
(2.25) $`A^0:={\displaystyle _i}\left(_i^2+\stackrel{~}{\theta }^1\left(_i\right)^2\right)_0.`$
For $`V_0^N\mathrm{\Sigma }_{2m}`$, define

(2.26)
$$h_m^0(0,0)\left(V_0\right):=_{I^k}_{i=0}^{m1}\left(s_i\right)^i\left(\left(A_{s_{m1}}^0\mathrm{}A_{s_0}^0\right)\left[\stackrel{~}{V}_0\right]\right)\left(0\right)ds_0\mathrm{}ds_{m1},$$

where $`\stackrel{~}{V}_0C^{\mathrm{}}(B(r_0,0),^N\mathrm{\Sigma }_{2m})`$ is the constant extension of $`V_0^N\mathrm{\Sigma }_{2m}`$. Then

(2.27)
$$\mathrm{Str}\left(h_m(0,0)\right)=\mathrm{Str}\left(h_m^0(0,0)\right).$$

In other words, in the computation of $`\mathrm{Str}\left(h_m(0,0)\right)`$ given by (2.24), we may replace $`A`$ by $`A^0`$.

This is a substantial simplification, not only in that $`A^0`$ is a second-order differential operator with coefficients which are at most quadratic in $`y`$, but it also shows that $`\mathrm{Str}\left(h_m(x,x)\right)`$ only depends on the curvatures $`\mathrm{\Omega }^\theta `$ and $`\mathrm{\Omega }^\epsilon `$ at the point $`x`$. One might regard the gist of the Index Formula for twisted Dirac operator as exhibiting the global quantity $`\mathrm{index}\left(𝒟^+\right)`$ as the integral of a form which may be locally computed. From this perspective, Proposition 2.17 does the job. Also, knowing in advance that $`\mathrm{index}\left(𝒟^+\right)`$ is insensitive to perturbations in $`h`$ and $`\epsilon `$, one suspects that $`\mathrm{Str}\left(h_m(x,x)\right)\nu _x`$ can be expressed in terms of the standard forms which represent characteristic classes for $`TM`$ and $`E`$. The Local Index Formula confirms this. Moreover, for low values of $`m,`$ say $`m=1`$ or $`2`$ (i.e., for 2 and 4-manifolds), one can directly compute $`\mathrm{Str}\left(h_m^0(0,0)\right)`$ using (2.26), and thereby verify Theorem 2.13 and hence obtain Corollary 2.15 rather easily. For readers who have no use for the Local Index Theorem beyond dimension 4, this is sufficient. It requires more effort to prove Theorem 2.13 for general $`m`$. For lack of space, we cannot go into the details of this here, but they can be found in \[Ble92\] or \[BlBo03\]. It is well worth mentioning that the appearance of the $`\mathrm{sinh}`$ function in the Local Index Formula has its roots in Mehler’s formula for the heat kernel

(2.28)
$$e_a(x,y,t)=\frac{1}{\sqrt{4\pi \frac{\mathrm{sinh}\left(2at\right)}{2a}}}\mathrm{exp}\left(\frac{1}{4\frac{\mathrm{sinh}\left(2at\right)}{2a}}\left(\mathrm{cosh}\left(2at\right)\left(x^2+y^2\right)2xy\right)\right).$$

of the generalized 1-dimensional heat problem

$`u_t=u_{xx}a^2x^2u,\text{ }u(x,t),(y,t)\times (0,\mathrm{}),`$
$`u(x,0)=f\left(x\right),`$
where $`0a`$ is a given constant. A solution of this problem is given by

$$u(x,t)=_{\mathrm{}}^{\mathrm{}}e_a(x,y,t)f\left(y\right)𝑑y,$$

and this reduces to the usual formula as $`a0`$. The nice idea of using Mehler’s formula in a rigorous derivation of the Local Index Theorem appears to be due to Getzler in \[Get83\] and \[Get86\], although it was at least implicitly involved in earlier heuristic supersymmetric path integral arguments for the Index Theorem. In the same vein, further simplifications and details can be found in \[BeGeVe92\], \[Yu01\], and \[Ble92\], but the treatment to be found in \[BlBo03\] will be more self-contained and less demanding.

While the Local Index Theorem (Theorem 2.13) is stated for twisted Dirac operators, the same proof may be applied to obtain the index formulas for an elliptic operator, possibly on a nonspin manifold, which is only locally of the form of twisted Dirac operator $`𝒟^+`$. Indeed, if $`𝒜`$ is such an operator and $`k`$ is the heat kernel for $`𝒜^{}𝒜𝒜𝒜^{}`$, then from the spectral resolution of $`𝒜`$, we can still deduce from the asymptotic expansion of $`k`$ that

$$\mathrm{index}\left(𝒜\right)=\left(4\pi \right)^m_M\mathrm{Str}\left(h_m(x,x)\right)\nu _x,$$

where the supertrace $`\mathrm{Str}`$ is defined in the natural way. The crucial observation is that since $`𝒜`$ is locally in the form of a twisted Dirac operator, we can compute $`\mathrm{Str}\left(h_m(x,x)\right)`$ in exactly the same way (i.e., locally) as we have done. Since it is not easy to find first-order elliptic operators of geometrical significance which are not expressible in terms of locally twisted Dirac operators (or 0-th order perturbations thereof), the Local Index Formula for twisted Dirac operators is much more comprehensive than it would appear at first glance.

### 2.3. Dirac Type Operators on Manifolds with Boundary

We fix the notation and recall basic properties of operators of Dirac type on manifolds with boundary.

#### 2.3.1. The General Setting for Partitioned Manifolds

Let $`M`$ be a compact smooth Riemannian partitioned manifold

$$M=M_1_\mathrm{\Sigma }M_2:=M_1M_2,\text{where }M_1M_2=M_1=M_2=\mathrm{\Sigma }$$

and $`\mathrm{\Sigma }`$ a hypersurface (see Figure 7).

We assume that $`M\mathrm{\Sigma }`$ does not have a closed connected component (i.e. $`\mathrm{\Sigma }`$ intersects any connected component of $`M_1`$ and $`M_2`$). Let

$$𝒟:C^{\mathrm{}}(M;S)C^{\mathrm{}}(M;S)$$

be an operator of Dirac type acting on sections of a Hermitian bundle $`S`$ of Clifford modules over $`M`$, i.e. $`𝒟=𝐜`$ where $`𝐜`$ denotes the Clifford multiplication and $``$ is a connection for $`S`$. Unlike the more general case introduced in Subsection 1.3, we assume here that $``$ is compatible with $`𝐜`$ in the sense that $`𝐜=0`$. From this compatibility assumption it follows that $`𝒟`$ is symmetric and essentially self-adjoint over $`M`$.

For even $`n=dimM`$, the splitting $`𝔩(M)=𝔩^+(M)𝔩^{}(M)`$ of the Clifford bundles induces a corresponding splitting of $`S=S^+S^{}`$ and a *chiral decomposition*

$$𝒟=\left(\begin{array}{cc}0& 𝒟^{}=(𝒟^+)^{}\\ 𝒟^+& 0\end{array}\right)$$

of the *total* Dirac operator. The *chiral Dirac operators* $`𝒟^\pm `$ are elliptic but not symmetric, and for that reason they may have nontrivial indices which provide us with important topological and geometric invariants, as was found in the special case of twisted Dirac operators in Subsection 2.2.

Here we assume that all metric structures of $`M`$ and $`S`$ are product in a collar neighborhood $`N=[1,1]\times \mathrm{\Sigma }`$ of $`\mathrm{\Sigma }`$. If $`u`$ denotes the normal coordinate (running from $`M_1`$ to $`M_2`$), then

$$𝒟|_N=\sigma (_u+),\text{ where }\sigma :=𝐜\left(du\right)\text{}_u:=\frac{}{u},$$

and $``$ denotes the canonically associated Dirac operator over $`\mathrm{\Sigma }`$, called the tangential operator. We have a similar product formula for the chiral Dirac operator. Here the point of the product structure is that then $`\sigma `$ and $``$ do not depend on the normal variable. Note that $`\sigma `$ (Clifford multiplication by $`du`$) is a unitary mapping $`L^2(\mathrm{\Sigma };S|_\mathrm{\Sigma })L^2(\mathrm{\Sigma };S|_\mathrm{\Sigma })`$ with $`\sigma ^2=\mathrm{I}`$ and $`\sigma =\sigma `$. In the non-product case, there are certain ambiguities in defining a ‘tangential operator’ which we shall not discuss here (but see also Formula 1.12).

#### 2.3.2. Analysis tools: Green’s Formula

For notational economy, we set $`X:=M_2`$. For greater generality, we consider the chiral Dirac operator

$$𝒟^+:C^{\mathrm{}}(X;S^+)C^{\mathrm{}}(X;S^{})$$

and write $`𝒟^{}`$ for its formally adjoint operator. The corresponding results follow at once for the total Dirac operator.

###### Lemma 2.18.

Let $`.,._\pm `$ denote the scalar product in $`L^2(X;S^\pm )`$. Then we have

$$𝒟^+f_+,f_{}_{}f_+,𝒟^{}f_{}_+=_\mathrm{\Sigma }(\sigma \gamma _{\mathrm{}}f_+,\gamma _{\mathrm{}}f_{})d\underset{\mathrm{\Sigma }}{vol}$$

for any $`f_\pm C^{\mathrm{}}(X;S^\pm )`$.

Here

(2.29)
$$\gamma _{\mathrm{}}:C^{\mathrm{}}(X;S^\pm )C^{\mathrm{}}(\mathrm{\Sigma };S^\pm |_\mathrm{\Sigma })$$

denotes the restriction of a section to the boundary $`\mathrm{\Sigma }`$.

#### 2.3.3. Cauchy Data Spaces and the Calderón Projection

To explain the $`L^2`$ Cauchy data spaces we recall three additional, somewhat delicate and not widely known properties of operators of Dirac type on compact manifolds with boundary from \[BoWo93\]:

1. the invertible extension to the double;
2. the Poisson type operator and the Calderón projection; and
3. the twisted orthogonality of the Cauchy data spaces for chiral and total Dirac operators which gives the Lagrangian property in the symmetric case (i.e., for the total Dirac operator).

The idea and the properties of the Calderón projection were announced in Calderón \[Ca63\] and proved in Seeley \[Se66\] in great generality. In the following, we restrict ourselves to constructing the Calderón projection for operators of Dirac type (or, more generally, elliptic differential operators of first order) which simplifies the presentation substantially.

#### 2.3.4. Invertible Extension

First we construct the invertible double. Clifford multiplication by the inward normal vector gives a natural clutching of $`S^+`$ over one copy of $`X`$ with $`S^{}`$ over a second copy of $`X`$ to a smooth bundle $`\stackrel{~}{S^+}`$ over the closed double $`\stackrel{~}{X}`$. The product forms of $`𝒟^+`$ and $`𝒟^{}=\left(𝒟^+\right)^{}`$ fit together over the boundary and provide a new operator of Dirac type, namely

(2.30)
$$\stackrel{~}{𝒟^+}:=𝒟^+𝒟^{}:C^{\mathrm{}}(\stackrel{~}{X},\stackrel{~}{S^+})C^{\mathrm{}}(\stackrel{~}{X},\stackrel{~}{S^{}}).$$

Clearly $`\left(𝒟^+𝒟^{}\right)^{}=𝒟^{}𝒟^+,`$ and so $`\mathrm{index}\stackrel{~}{𝒟^+}=0`$. It turns out that $`\stackrel{~}{𝒟^+}`$ is invertible with a pseudo-differential elliptic inverse $`(\stackrel{~}{𝒟^+})^1`$. Clearly, local solutions of the homogenous equation (here, solutions on one copy of $`X`$) do not extend to global solutions on $`\stackrel{~}{X}`$ in general. As a matter of fact, the operator $`𝒟^+`$, even being the restriction of an invertible, locally defined differential operator, is not invertible in general, and we have $`r^+(\stackrel{~}{𝒟^+})^1e^+𝒟^+\mathrm{I}`$, where $`e^+:L^2(X;S^+)L^2(\stackrel{~}{X};\stackrel{~}{S^+})`$ denotes the extension-by-zero operator and $`r^+:H^s(\stackrel{~}{X};\stackrel{~}{S^+})H^s(X;S^+)`$ the natural restriction operator for Sobolev spaces for $`s`$ real. The precise decomposition $`L^2(\stackrel{~}{X};\stackrel{~}{S^+})=L^2(X;S^+)\times L^2(X;S^{})`$ gives a different picture in case that a given operator $`T`$ on one component can be extended to an invertible operator $`\stackrel{~}{T}`$ on the whole space. This, indeed, would imply $`T`$ invertible with $`T^1=r^+\left(\stackrel{~}{T}\right)^1e^+`$. The $`L^2`$ extension of $`\stackrel{~}{𝒟^+}`$, however, is not a precise extension of the $`L^2`$ extension of $`𝒟^+`$. Therefore, in our case, the $`L^2`$-argument breaks down.

###### Example 2.19.

In the simplest possible two-dimensional case we consider the Cauchy-Riemann operator $`\overline{}:C^{\mathrm{}}(D^2)C^{\mathrm{}}(D^2)`$ over the disc $`D^2`$, where $`\overline{}=\frac{1}{2}(_x+i_y)`$. In polar coordinates, this operator has the form $`\frac{1}{2}e^{i\phi }(_r+\frac{i}{r}_\phi )`$. Therefore, after some small smooth perturbations (and modulo the factor $`\frac{1}{2}`$), we assume that $`\overline{}`$ has the following form in a certain collar neighborhood of the boundary:

$$\overline{}=e^{i\phi }(_r+i_\phi )$$

Now we construct the invertible double of $`\overline{}`$. By $`E^k`$, $`k`$, we denote the bundle, which is obtained from two copies of $`D^2\times `$ by the identification $`(z,w)=(z,z^kw)`$ near the equator. We obtain the bundle $`E^1`$ by gluing two halves of $`D^2\times `$ by $`\sigma (\phi )=e^{i\phi }`$ and $`E^1`$ by gluing with the adjoint symbol. In such a way we obtain the operator

$$\stackrel{~}{\overline{}}:=\overline{}(\overline{})^{}:C^{\mathrm{}}(S^2;E^1)C^{\mathrm{}}(S^2;E^1)$$

over the whole 2-sphere.
Let us analyze the situation more carefully. We fix $`N:=(\epsilon ,+\epsilon )\times S^1`$, a bicollar neighborhood of the equator. The operator formally adjoint to $`\overline{}`$ has the form

$$(\overline{})^{}=e^{i\phi }\left(_u+i_\phi +1\right)$$

($`u=r1`$) in this cylinder. A section of $`E^1`$ is a couple $`(s_1,s_2)`$ such that in $`N`$

$$s_2(u,\phi )=e^{i\phi }s_1(u,\phi ).$$

The couple $`(\overline{}s_1,(\overline{})^{}s_2)`$ is a smooth section of $`E^1`$. To show this, we check that $`(\overline{})^{}s_2=e^{i\phi }\overline{}s_1`$. In the neighborhood $`N`$, we have

$`(\overline{})^{}s_2`$ $`=(\overline{})^{}\left(e^{i\phi }s_1\right)=e^{i\phi }\left(_u+i_\phi +1\right)\left(e^{i\phi }s_1\right)`$
$`=_us_1+ie^{i\phi }_\phi \left(e^{i\phi }s_1\right)+s_1=\left(_u+i_\phi \right)s_1`$
$`=e^{i\phi }e^{i\phi }\left(_u+i_\phi \right)s_1=e^{i\phi }\left(\overline{}s_1\right).`$
Then the operator $`\overline{}\overline{}^{}`$ becomes injective and $`\mathrm{index}\overline{}\overline{}^{}=0`$.

#### 2.3.5. The Poisson Operator and the Calderón Projection

Next we investigate the solution spaces and their traces at the boundary. For a total or chiral operator of Dirac type over a smooth compact manifold with boundary $`\mathrm{\Sigma }`$ and for any real $`s`$ we define the *null space*

$$\mathrm{Ker}(𝒟^+,s):=\{fH^s(X;S^+)𝒟^+f=0\text{ in }X\mathrm{\Sigma }\}.$$

The null spaces consist of sections which are distributional for negative $`s`$; by elliptic regularity they are smooth in the interior; in particular they possess a smooth restriction on the hypersurface $`\mathrm{\Sigma }_\epsilon =\{\epsilon \}\times \mathrm{\Sigma }`$ parallel to the boundary $`\mathrm{\Sigma }`$ of $`X`$ at a distance $`\epsilon >0`$. By a Riesz operator argument they can be shown to also possess a trace over the boundary. Of course, that trace is no longer smooth but belongs to $`H^{s\frac{1}{2}}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })`$. More precisely, we have the following well-known *General Restriction Theorem* (for a proof see e.g. \[BoWo93\], Chapters 11 and 13):

###### Theorem 2.20.

(a) Let $`s>\frac{1}{2}`$. Then the restriction map $`\gamma _{\mathrm{}}`$ of (2.29) extends to a bounded map

(2.31)
$$\gamma _s:H^s(X;S^+)H^{s\frac{1}{2}}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma }).$$

(b) For $`s\frac{1}{2}`$ , the preceding reduction is no longer defined for arbitrary sections but only for solutions of the operator $`𝒟^+`$: let $`f\mathrm{Ker}(𝒟^+,s)`$ and let $`\gamma _{(\epsilon )}f`$ denote the well-defined trace of $`f`$ in $`C^{\mathrm{}}(\mathrm{\Sigma }_\epsilon ;S^+|_\mathrm{\Sigma })`$. Then, as $`\epsilon 0_+`$, the sections $`\gamma _{(\epsilon )}f`$ converge to an element $`\gamma _sfH^{s\frac{1}{2}}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })`$.

(c) Let $`\stackrel{~}{𝒟^+}`$ denote the invertible double of $`𝒟^+`$, $`r_+`$ denote the restriction operator $`r_+:H^s(\stackrel{~}{X};\stackrel{~}{S}^+)H^s(X;S^+)`$ and let $`\gamma _{\mathrm{}}^{}`$ be the dual of $`\gamma _{\mathrm{}}`$ in the distributional sense. For any $`s`$ the mapping *(Poisson type operator)*

$$𝒦:=r_+\left(\stackrel{~}{𝒟^+}\right)^1\gamma _{\mathrm{}}^{}\sigma :C^{\mathrm{}}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })C^{\mathrm{}}(X;S^+)$$

extends to a continuous map $`𝒦^{(s)}:H^{s1/2}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })H^s(X;S^+)`$ with

$$\mathrm{range}𝒦^{(s)}=\mathrm{Ker}(𝒟^+,s).$$

For $`s=0`$, Theorem 2.20 can be reformulated in the following way:

###### Corollary 2.21.

For a constant $`C`$ independent of $`f`$, we have

$$\gamma \left(f\right)_{\frac{1}{2}}C\left(𝒟^+f_0+f_0\right)\text{ for all }fD_{\mathrm{max}}\left(𝒟^+\right),\text{ }$$

where $`D_{\mathrm{max}}\left(𝒟^+\right):=\{fL^2(X;S)𝒟^+fL^2(X;S)\}`$. So, the restriction

$$\gamma :D_{\mathrm{max}}\left(𝒟^+\right)H^{1/2}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })$$

is well defined and bounded.

Proofs of Theorem and Corollary can be found, e.g., in Booss–Bavnbek and Wojciechowski \[BoWo93\], Theorems 13.1 and 13.8 for our situation ($`𝒟^+`$ is of order 1); and in Hörmander \[Ho66\] in greater generality (Theorem 2.2.1 and the Estimate (2.2.8), p. 194).

The composition

(2.32)
$$𝒫(𝒟^+):=\gamma _{\mathrm{}}𝒦:C^{\mathrm{}}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })C^{\mathrm{}}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })$$

is called the (Szegö–)Calderón projection. It is a pseudo-differential projection (idempotent, but in general not orthogonal). We denote by $`𝒫(𝒟^+)^{(s)}`$ its extension to the $`s`$-th Sobolev space over $`\mathrm{\Sigma }`$. It has the following geometric meaning.

We now have three options of defining the corresponding *Cauchy data* (or *Hardy*) *spaces*:

###### Definition 2.22.

For all real $`s`$ we define

$`\mathrm{\Lambda }(𝒟^+,s)`$ $`:=\gamma _s(\mathrm{Ker}(𝒟^+,s)),`$
$`\mathrm{\Lambda }^{\mathrm{clos}}(𝒟^+,s)`$ $`:=\overline{\gamma _{\mathrm{}}\{fC^{\mathrm{}}(X;S^+)𝒟^+f=0\text{ in }X\mathrm{\Sigma }\}}^{H^{s\frac{1}{2}}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })},\text{ and}`$
$`\mathrm{\Lambda }^{\mathrm{Cald}}(𝒟^+,s)`$ $`:=\mathrm{range}𝒫(𝒟^+)^{(s\frac{1}{2})}.`$
The range of a projection is closed; the inclusions of the Sobolev spaces are dense; and $`\mathrm{range}𝒫(𝒟^+)=\gamma _{\mathrm{}}\{fC^{\mathrm{}}(X;S^+)𝒟^+f=0\text{ in }X\mathrm{\Sigma }\}`$, as shown in \[BoWo93\]. So, the second and the third definition of the Cauchy data space coincide. Moreover, for $`s>\frac{1}{2}`$ one has $`\mathrm{\Lambda }(𝒟^+,s)=\mathrm{\Lambda }^{\mathrm{Cald}}(𝒟^+,s)`$. This equality can be extended to the $`L^2`$ case ($`s=\frac{1}{2}`$, see also Theorem 2.31 below), and remains valid for any real $`s`$, as proved in Seeley, \[Se66\], Theorem 6. For $`s\frac{1}{2}`$, the result is somewhat counter-intuitive (see also Example 2.24b in the following Subsection).

We have:

###### Proposition 2.23.

For all $`s`$

$$\mathrm{\Lambda }(𝒟^+,s)=\mathrm{\Lambda }^{\mathrm{clos}}(𝒟^+,s)=\mathrm{\Lambda }^{\mathrm{Cald}}(𝒟^+,s).$$

#### 2.3.6. Calderón and Atiyah–Patodi–Singer Projection

The Calderón projection is closely related to another projection determined by the ‘tangential’ part of $`𝒟^+`$, described as follows. Let $``$ denote the tangential symmetric elliptic differential operator over $`\mathrm{\Sigma }`$ in the product form

$$𝒟{}_{}{}^{+}=\sigma (_u+):C^{\mathrm{}}(N,S^+|N)C^{\mathrm{}}(N,S^{}|N)\text{ }$$

in a collar neighborhood $`N`$ of $`\mathrm{\Sigma }`$ in $`X`$. It has discrete real eigenvalues and a complete system of $`L^2`$ orthonormal eigensections. Let $`P_{}()`$ denote the spectral (Atiyah–Patodi–Singer) projection onto the subspace $`L_+()`$ of $`L^2(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })`$ spanned by the eigensections corresponding to the nonnegative eigenvalues of $``$. It is a pseudo-differential operator and its principal symbol $`p_+`$ is the projection onto the eigenspaces of the principal symbol $`b(y,\zeta )`$ of $``$ corresponding to nonnegative eigenvalues. It turns out that $`p_+`$ coincides with the principal symbol of the Calderón projection.

We call the space of pseudo-differential projections with the same principal symbol $`p_+`$ the *Grassmannian* $`𝒢\mathrm{r}_{p_+}`$ and equip it with the operator norm corresponding to $`L^2(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })`$. It has countably many connected components; two projections $`P_1`$, $`P_2`$ belong to the same component, if and only if the *virtual codimension*

(2.33)
$$𝐢(P_2,P_1):=\mathrm{index}\left\{P_2P_1:\mathrm{range}P_1\mathrm{range}P_2\right\}$$

of $`P_2`$ in $`P_1`$ vanishes; the higher homotopy groups of each connected component are given by Bott periodicity.

###### Example 2.24.

(a) For the Cauchy-Riemann operator on the disc $`D^2=\{|z|1\}`$, the Cauchy data space is spanned by the eigenfunctions $`e^{ik\theta }`$ of the tangential operator $`_\theta `$ over $`S^1=[0,2\pi ]/\{0,2\pi \}`$ for nonnegative $`k`$. So, the Calderón projection and the Atiyah–Patodi–Singer projection coincide in this case.
(b) Next we consider the cylinder $`X^R=[0,R]\times \mathrm{\Sigma }_0`$ with $`𝒟`$$`{}_{R}{}^{}=\sigma (_u+B)`$.

Here $`B`$ denotes a symmetric elliptic differential operator of first order acting on sections of a bundle $`E`$ over $`\mathrm{\Sigma }_0`$ , and $`\sigma `$ a unitary bundle endomorphism with $`\sigma ^2=\mathrm{I}`$ and $`\sigma B=B\sigma `$. Let $`B`$ be invertible (for the ease of presentation). Let $`\{\phi _k,\lambda _k\}`$ denote $`B`$’s spectral resolution of $`L^2(\mathrm{\Sigma }_0;E)`$ with

$$\mathrm{}\lambda _k\mathrm{}\lambda _1<0<\lambda _1\mathrm{}\lambda _k\mathrm{}$$

Then

(2.34)
$$\begin{array}{cc}B\phi _k=\lambda _k\phi _k\hfill & \text{for all }k\{0\},\hfill \\ \lambda _k=\lambda _k,\sigma (\phi _k)=\phi _k,\text{ and}\sigma (\phi _k)=\phi _k\hfill & \text{for }k>0.\hfill \end{array}$$

We consider

$`f\mathrm{Ker}(𝒟_R,0)`$ $`=\mathrm{span}\{e^{\lambda _ku}\phi _k\}_{k\{0\}}\text{ in }L^2(X^R)`$
$`=\mathrm{Ker}𝒟_{R}^{}{}_{\mathrm{max}}{}^{}\text{ (kernel of maximal extension)}.`$
It can be written in the form

(2.35)
$$f(u,y)=f_>(u,y)+f_<(u,y),\text{ }u[0,R],$$

where

$$f_<(u,y)=\underset{k<0}{}a_ke^{\lambda _ku}\phi _k(y)\text{ and }f_>(u,y)=\underset{k>0}{}a_ke^{\lambda _ku}\phi _k(y).$$

Because of

$$f,f_{L^2(X^R)}<+\mathrm{}f_<,f_<<+\mathrm{}\text{and }f_>,f_><+\mathrm{},$$

the coefficients $`a_k`$ satisfy the conditions

(2.36)
$$\underset{k<0}{}|a_k|^2\frac{e^{2\lambda _kR}1}{2|\lambda _k|}<+\mathrm{}\text{or, equivalently,}\underset{k<0}{}|a_k|^2\frac{e^{2|\lambda _k|R}}{|\lambda _k|}<+\mathrm{}$$

and

(2.37)
$$\underset{k>0}{}|a_k|^2\frac{1e^{2\lambda _kR}}{2\lambda _k}<+\mathrm{}\text{or, equivalently,}\underset{k>0}{}|a_k|^2/\lambda _k<+\mathrm{}.$$

We consider the Cauchy data space $`\mathrm{\Lambda }(`$$`𝒟`$$`{}_{R}{}^{},0)`$ consisting of all $`\gamma (f)`$ with $`f\mathrm{Ker}(`$$`𝒟`$$`{}_{R}{}^{},0)`$. Here $`\gamma (f)`$ denotes the trace of $`f`$ at the boundary

$$\mathrm{\Sigma }=X^R=\mathrm{\Sigma }_0\mathrm{\Sigma }_R,$$

where $`\mathrm{\Sigma }_R`$ denotes a second copy of $`\mathrm{\Sigma }_0`$ . According to the spectral splitting $`f=f_>+f_<`$, we have

$$\gamma (f)=(s_<^0,s_<^R)+(s_>^0,s_>^R)$$

where

$$s_>^0=f_>(0),s_<^0=f_<(0),s_>^R=f_>(R),s_<^R=f_<(R).$$

Because of (2.36) and (2.37), we have

$$(s_<^0,s_>^R)C^{\mathrm{}}(\mathrm{\Sigma }_0\mathrm{\Sigma }_R)\text{ and }(s_>^0,s_<^R)H^{1/2}(\mathrm{\Sigma }_0\mathrm{\Sigma }_R).$$

Recall that

$$a_k\phi _kH^s(\mathrm{\Sigma }_0)|a_k|^2|k|^{2s/(m1)}<+\mathrm{}$$

and $`|\lambda _k||k|^{\frac{1}{m1}}`$ for $`k\pm \mathrm{}`$, where $`m1`$ denotes the dimension of $`\mathrm{\Sigma }`$<sub>0</sub>.

One notices that the estimate (2.36) for the coefficients of $`s_<^0`$ is stronger than the assertion that $`_{k<0}|a_k|^2|\lambda _k|^N<+\mathrm{}`$ for all natural $`N`$. Thus our estimates confirm that not every smooth section can appear as initial value over $`\mathrm{\Sigma }_0`$ of a solution of $`𝒟`$$`{}_{R}{}^{}f=0`$ over the cylinder.

To sum up the example, the space $`\mathrm{\Lambda }(`$$`𝒟`$$`{}_{R}{}^{},0)`$ can be written as the graph of an unbounded, densely defined, closed operator $`T:\mathrm{Dom}TH^{\frac{1}{2}}(\mathrm{\Sigma }_R)`$, mapping $`s_<^0+s_>^0=:s^0s^R:=s_<^R+s_>^R`$ with $`\mathrm{Dom}TH^{\frac{1}{2}}(\mathrm{\Sigma }_0)`$ . To obtain a closed subspace of $`L^2(\mathrm{\Sigma })`$ one takes the range $`\mathrm{\Lambda }(`$$`𝒟`$$`{}_{R}{}^{},\frac{1}{2})`$ of the $`L^2`$ extension $`𝒫(`$$`𝒟`$$`{}_{R}{}^{})^{(0)}`$ of the Calderón projection. It coincides with $`\mathrm{\Lambda }(`$$`𝒟`$$`{}_{R}{}^{},0)L^2(\mathrm{\Sigma })`$ by Proposition 2.23. In Theorem 2.31 we show without use of the pseudo-differential calculus why the intersection $`\mathrm{\Lambda }(`$$`𝒟`$$`{}_{R}{}^{},0)L^2(\mathrm{\Sigma })`$ must be closed in $`L^2(\mathrm{\Sigma })`$. See \[ScWo00, p. 1214\] for another description of the Cauchy data space $`\mathrm{\Lambda }(`$$`𝒟`$$`{}_{R}{}^{},\frac{1}{2})`$, namely as the graph of a unitary elliptic pseudo-differential operator of order 0.

Since $`\mathrm{\Sigma }=\mathrm{\Sigma }_0\mathrm{\Sigma }_R`$ , the tangential operator takes the form $`=B(B)`$ and we obtain from (2.34)

$$\mathrm{range}P_>()^{(0)}=L_+()=\mathrm{span}_{L^2(\mathrm{\Sigma })}\{(\phi _k,\sigma (\phi _k))\}_{k>0}.$$

For comparison, we have in this example

$$\mathrm{range}𝒫(𝒟_R)^{(0)}=\mathrm{\Lambda }(𝒟_R,\frac{1}{2})=\mathrm{span}_{L^2(\mathrm{\Sigma })}\{(\phi _k,e^{\lambda _kR}\phi _k)\}_{k>0},$$

hence $`L_+()`$ and $`\mathrm{\Lambda }(`$$`𝒟`$$`{}_{R}{}^{},\frac{1}{2})`$ are transversal subspaces of $`L^2(\mathrm{\Sigma })`$. On the semi-infinite cylinder $`[0,\mathrm{})\times \mathrm{\Sigma }`$, however, we have only one boundary component $`\mathrm{\Sigma }_0`$ . Hence

$$\mathrm{range}P_>(B)^{(0)}=\mathrm{span}_{L^2(\mathrm{\Sigma }_0)}\{\phi _k\}_{k>0}=\underset{R\mathrm{}}{lim}\mathrm{range}𝒫(𝒟_R)^{(0)}.$$

One can generalize the preceding example: For any smooth compact manifold $`X`$ with boundary $`\mathrm{\Sigma }`$ and any real $`R0`$, let $`X^R`$ denote the stretched manifold

$$X^R:=\left([R,0]\times \mathrm{\Sigma }\right)_\mathrm{\Sigma }X.$$

Assuming product structures with $`𝒟=\sigma (_u+)`$ near $`\mathrm{\Sigma }`$ gives a well-defined extension $`𝒟`$<sub>R</sub> of $`𝒟`$. Nicolaescu, \[Ni95\] proved that the Calderón projection and the Atiyah–Patodi–Singer projection coincide up to a finite-dimensional component in the *adiabatic limit* ($`R+\mathrm{}`$ in a suitable setting). Even for finite $`R`$ and, in particular for $`R=0`$, one has the following interesting result. It was first proved in Scott, \[Sco95\] (see also Grubb, \[Gr99\] and Wojciechowski, \[DaKi99\], Appendix who both offered different proofs).

###### Lemma 2.25.

For all $`R0`$, the difference $`𝒫(`$$`𝒟`$$`{}_{R}{}^{})P_{}()`$ is an operator with a smooth kernel.

#### 2.3.7. Twisted Orthogonality of Cauchy Data Spaces

Green’s formula (in particular the Clifford multiplication $`\sigma `$ in the case of Dirac type operators) provides a symplectic structure for $`L^2(\mathrm{\Sigma };S|_\mathrm{\Sigma })`$ for linear symmetric elliptic differential operators of first order on a compact smooth manifold $`X`$ with boundary $`\mathrm{\Sigma }`$. For elliptic systems of second-order differential equations, various interesting results have been obtained in the 1970s by exploiting the symplectic structure of corresponding spaces (see e.g. \[LaSnTu75\]). Restricting oneself to first-order systems, the geometry becomes very clear and it turns out that the Cauchy data space $`\mathrm{\Lambda }(𝒟,\frac{1}{2})`$ is a Lagrangian subspace of $`L^2(\mathrm{\Sigma };S|_\mathrm{\Sigma })`$.

More generally, in \[BoWo93\] we described the orthogonal complement of the Cauchy data space of the chiral Dirac operator $`𝒟^+`$ by

(2.38)
$$\sigma ^1(\mathrm{\Lambda }(𝒟^{},\frac{1}{2}))=(\mathrm{\Lambda }(𝒟^+,\frac{1}{2}))^{}.$$

We obtained a short exact sequence

$$0\sigma ^1(\mathrm{\Lambda }(𝒟^{},s))H^{s\frac{1}{2}}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })\stackrel{𝒦^{\left(s\right)}}{}\mathrm{Ker}(𝒟^+,s)0.$$

For the total (symmetric) Dirac operator this means:

###### Proposition 2.26.

The Cauchy data space $`\mathrm{\Lambda }(𝒟,\frac{1}{2})`$ of the *total* Dirac operator is a Lagrangian subspace of the Hilbert space $`L^2(\mathrm{\Sigma };S|_\mathrm{\Sigma })`$ equipped with the symplectic form $`\omega (\phi ,\psi ):=(`$$`\sigma `$$`\phi ,\psi )`$.

#### 2.3.8. “Admissible” Boundary Value Problems

We refer to \[BoWo93, Chapter 18\], \[BrLe99\], and \[Sc01\] for a rigorous definition and treatment of large classes of admissible boundary value problems defined by pseudo-differential projections. Prominent examples belong to the Grassmannian $`𝒢\mathrm{r}_{p_+}`$ (introduced above in Section 2.3.6 before Example 2.24). On even–dimensional manifolds, other prominent examples are local chiral projections and unitary modifications as explained in \[BoWo93, p. 273\].

For all admissible boundary conditions defined by a pseudo-differential projection $`R`$ over $`\mathrm{\Sigma }`$ the following features are common (For simplicity, we suppress the distinction between total and chiral spinor bundle in this paragraph and denote the bundle by $`E`$):

1. We have an estimate

(2.39)
$$f_1C\left(𝒟^+f_0+f_0+Ri\gamma \left(f\right)_{\frac{1}{2}}\right)\text{for }fH^1(X;E).$$
2. Defining a domain by

(2.40)
$$D=\mathrm{Dom}(𝒟_R^+):=\{fH^1(X;E)R\left(f|_\mathrm{\Sigma }\right)=0\},$$

we obtain a closed Fredholm extension.
3. The restriction of $`\mathrm{Dom}(𝒟_R^+)`$ to the boundary makes a Fredholm pair with the Cauchy data space of $`𝒟^+`$.
4. The composition $`R𝒫𝒟^+`$ defines a Fredholm operator from the Cauchy data space to the range of $`R`$ (see also Proposition 3.34).
5. The space $`\mathrm{Ker}\left(𝒟_R^+\right)`$ consists only of smooth sections.

Warning: A new feature of operators of Dirac type on manifolds with boundary is that the index of admissible boundary value problems can jump under continuous or even smooth deformation of the coefficients. E.g., this is the case for the Atiyah-Patodi-Singer boundary problem, as follows from the next subsection.

A total compatible (and so symmetric) Dirac operator $`𝒟`$ and an orthogonal admissible projection $`R`$ define a self-adjoint extension $`𝒟_D^+=𝒟^+|_D`$, if the projection $`R`$ defines the domain $`D`$ and satisfies the symmetry condition $`IR=\sigma ^1R\sigma `$. We denote by $`𝒢\mathrm{r}_{p_+}^{\mathrm{sa}}`$ or, shortly, $`𝒢\mathrm{r}^{\mathrm{sa}}`$ the subspace of $`𝒢\mathrm{r}_{p_+}`$ of orthogonal projections which satisfy the preceding condition and differ from the Atiyah–Patodi–Singer projection only by an infinitely smoothing operator.

Posing a suitable *well-posed* boundary value problem provides for a nicely spaced discrete spectrum near 0. Then, varying the coefficients of the differential operator and the imposed boundary condition suggests the use of the powerful topological concept of spectral flow. From (2.39) and a careful analysis of the corresponding parametrices we see in \[BoLePh01, Section 3\] under which conditions the curves of the induced self-adjoint $`L^2`$ extensions become continuous curves in $`𝒞^{\mathrm{sa}}\left(L^2(X;E)\right)`$ in the gap topology so that their spectral flow is well-defined and truly homotopy invariant.

We summarize the main results. They depend strongly on the weak unique continuation property (either in the form of Section 1.4 or in the weaker form of (1.9) which is sufficient here) and the invertible extension (Section 2.3.4).

###### Lemma 2.27.

For fixed $`𝒟`$ the mapping

$$𝒢\mathrm{r}^{\mathrm{sa}}\left(𝒟\right)P𝒟_P𝒞^{\mathrm{sa}}\left(L^2(X;E)\right)$$

is continuous from the operator norm to the gap metric.

###### Theorem 2.28.

Let $`X`$ be a compact Riemannian manifold with boundary. Let $`\left\{𝒟_s\right\}_{sM}`$, $`M`$ a metric space, be a family of compatible operators of Dirac type. We assume that in each local chart, the coefficients of $`𝒟_s`$ depend continuously on $`s`$. Then we have
(a) The Poisson operator $`K_s:L^2(\mathrm{\Sigma };E|_\mathrm{\Sigma })H^{1/2}(X;E)`$ of $`𝒟_s`$ depends continuously on $`s`$ in the operator norm.
(b) The Calderón projector $`P_+(s):L^2(\mathrm{\Sigma };E_{|\mathrm{\Sigma }})L^2(\mathrm{\Sigma };E_{|\mathrm{\Sigma }})`$ of $`𝒟_s`$ depends continuously on $`s`$ in the operator norm.
(c) The family

$$Ms\left(𝒟_s\right)_{P_+\left(s\right)}𝒞^{\mathrm{sa}}\left(L^2(X;E)\right)$$

is continuous.
(d) Let $`P_{t\{tY\}}`$ be a norm-continuous path of orthogonal projections in $`L^2(X;E)`$. If

$$P_t\underset{sM}{}𝒢\mathrm{r}^{\mathrm{sa}}\left(𝒟_s\right),tY,$$

then

$$M\times Y(s,t)\left(𝒟_s\right)_{P_t}𝒞^{\mathrm{sa}}\left(L^2(X;E)\right)$$

is continuous.

Note that (b) is a pseudo-differential reformulation of the continuity of Cauchy data spaces which is valid in much greater generality (see our Section 1.2.2).

We close this Section with a recent result of \[Gr02\]:

###### Lemma 2.29.

(G. Grubb 2002) Let $`𝒟`$ be an operator of Dirac type over a compact manifold with boundary. Let $`P`$ be an orthogonal projection which defines an ‘admissible’ self–adjoint boundary condition for $`𝒟`$. Then there exists an invertible operator of Dirac type $`^{}`$ over the boundary such that $`P=P_>(^{})`$.

Grubb’s Lemma shows that the Atiyah–Patodi–Singer boundary projection is the most general admissible self–adjoint boundary condition, in the specified sense.

### 2.4. The Atiyah–Patodi–Singer Index Theorem

Let $`X`$ be a compact, oriented Riemannian manifold with boundary $`Y=X`$ with $`dimX=n=2m`$ even. Let $`𝒟:C^{\mathrm{}}(X,S)C^{\mathrm{}}(X,S)`$ be a compatible operator of Dirac type where $`SX`$ is a bundle of Clifford modules. Relative to the splitting $`S=S^+S^{}`$ into chiral halves, we have the operators $`𝒟^+:C^{\mathrm{}}(X,S^+)C^{\mathrm{}}(X,S^{})`$ and $`𝒟^{}:C^{\mathrm{}}(X,S^{})C^{\mathrm{}}(X,S^+)`$ which are formal adjoints on sections with support in $`XY`$. We assume that all structures (e.g., Riemannian metric, Clifford module, connection) are products on some collared neighborhood $`N[1,1]\times Y`$ of $`Y`$. Then $`𝒟^+|_N:=𝒟^+:C^{\mathrm{}}(N,S^+|N)C^{\mathrm{}}(N,S^{}|N)`$ has the form

$$𝒟^+|_N=\sigma (_u+).$$

Here $`u[1,1]`$ is the normal coordinate (i.e., $`N=\{(u,y)yY,\text{ }u[1,1]\}`$) with $`_u=\frac{}{u}`$ the inward normal), $`\sigma =𝐜\left(du\right)`$ is the (unitary) Clifford multiplication by $`du`$ with $`\sigma \left(S^+|N\right)=S^{}|N`$, and

$$:C^{\mathrm{}}(Y,S^+|_Y)C^{\mathrm{}}(Y,S^+|_Y)$$

denotes the canonically associated (elliptic, self-adjoint) Dirac operator over $`Y`$, called the tangential operator. Note that due to the product structure, $`\sigma `$ and $``$ do not depend on $`u`$. Let $`P_{}()`$ denote the spectral (Atiyah–Patodi–Singer) projection onto the subspace $`L_+()`$ of $`L^2(Y,S^+|_X)`$ spanned by the eigensections corresponding to the nonnegative eigenvalues of $``$. Let

$$C^{\mathrm{}}(X,S^+;P_{}):=\{\psi C^{\mathrm{}}(X,S^+)P_{}()\left(\psi |_Y\right)=0\},\text{ and}$$

$$𝒟_P_{}^+:=𝒟^+|_{C^{\mathrm{}}(X,S^+;P_{})}:C^{\mathrm{}}(X,S^+;P_{})C^{\mathrm{}}(X,S^{}).$$

The eta function for $``$ is defined by

$$\eta _{}\left(s\right):=_{\lambda \mathrm{spec}\left\{0\right\}}\left(sign\lambda \right)m_\lambda \left|\lambda \right|^s\text{}$$

for $`\left(s\right)`$ sufficiently large, where $`m_\lambda `$ is the multiplicity of $`\lambda `$. Implicit in the following result (originating in \[AtPaSi75\]) is that $`\eta _{}`$ extends to a meromorphic function on all $``$, which is holomorphic at $`s=0`$ so that $`\eta _{}\left(0\right)`$ is finite.

###### Theorem 2.30 (Atiyah-Patodi-Singer Index Formula).

The above operator $`𝒟_P_{}^+`$ has finite index given by

$$\mathrm{index}𝒟_P_{}^+=_X\left(\mathrm{𝐜𝐡}(S,\epsilon )\stackrel{~}{𝐀}(X,\theta )\right)\frac{m_0+\eta _{}\left(0\right)}{2}.$$

where $`m_0=dim\left(\mathrm{Ker}\right),`$ $`\mathrm{𝐜𝐡}(S,\epsilon )\mathrm{\Omega }^{}(X,)`$ is the total Chern character form of the complex vector bundle $`S`$ with compatible, unitary connection $`\epsilon `$, and $`\stackrel{~}{𝐀}(X,\theta )\mathrm{\Omega }^{}(X,)`$ is closely related to the total $`\widehat{𝐀}(X,\theta )`$ form relative to the Levi-Civita connection $`\theta `$, namely $`\stackrel{~}{𝐀}(X,\theta )_{4k}=2^{2km}\widehat{𝐀}(X,\theta )_{4k}`$.

###### Proof.

(outline) The proof found in \[AtPaSi75\] or \[BoWo93\] is based on the heat kernel method for computing the index, but the process is less straightforward than in the closed case because of the boundary condition. The appropriate heat kernel is constructed by means of Duhamel’s method. Namely, an exact kernel is obtained from an approximate one by an iterative process initiated by writing the error as the integral of a derivative of the convolution of the true and approximate kernel; see (2.50) below. The initial approximate heat kernel is obtained by patching together two heat kernels, denoted by $`_c`$ and $`_d`$. Here, $`_c`$ is a heat kernel for a Dirac operator over an infinite extension $`[0,\mathrm{})\times Y`$ of the collared neighborhood $`N=[0,1]\times Y`$ of $`Y`$ in $`X`$, for which the boundary condition $`P_{}()\left(\psi |_Y\right)=0`$ is imposed. The heat kernel $`_d`$ is the usual one (without boundary conditions) for $`e^{t\stackrel{~}{𝒟^{}}\stackrel{~}{𝒟^+}}`$, where $`\stackrel{~}{𝒟^\pm }`$ are chiral halves of the invertible Dirac operator (see (2.30)), namely

$$\stackrel{~}{𝒟^\pm }:=𝒟^\pm 𝒟^{}:C^{\mathrm{}}(\stackrel{~}{X},\stackrel{~}{S^\pm })C^{\mathrm{}}(\stackrel{~}{X},\stackrel{~}{S^\pm })$$

over the double $`\stackrel{~}{X}`$, a closed manifold without boundary.

We begin with the construction of $`_c`$. We let

$$D:=_u+:C^{\mathrm{}}(N,S^+|N)C^{\mathrm{}}(N,S^+|N)\text{,}$$

which has formal adjoint $`D^{}:=_u+`$. Define

$`𝒟:=D|\mathrm{Dom}𝒟\text{, where}`$
$`\mathrm{Dom}𝒟:=\{fH^1(_+\times Y,\pi ^{}(S^+|Y))P_{}\left(f|_{\left\{0\right\}\times Y}\right)=0\}\text{, and}`$
$`𝒟^{}=D^{}|\mathrm{Dom}𝒟^{}\text{, where}`$
$`\mathrm{Dom}𝒟^{}:=\{fH^1(_+\times Y,\pi ^{}(S^{}|Y))P_<\left(f|_{\left\{0\right\}\times Y}\right)=0\}.`$
We also have the Laplacians given by

$`\mathrm{\Delta }_c:=𝒟^{}𝒟|\mathrm{Dom}𝒟^{}𝒟\text{, where}`$
$`\mathrm{Dom}𝒟^{}𝒟:=\left\{\begin{array}{c}fH^1(_+\times Y,\pi ^{}(S^+|Y))\hfill \\ P_{}\left(f|_{\left\{0\right\}\times Y}\right)=0,\text{ }P_<\left(Df|_{\left\{0\right\}\times Y}\right)=0\hfill \end{array}\right\},\text{ and}`$
$`\mathrm{\Delta }_c:=𝒟𝒟^{}|\mathrm{Dom}𝒟𝒟^{}\text{, where}`$
$`\mathrm{Dom}𝒟𝒟^{}:=\left\{\begin{array}{c}fH^1(_+\times Y,\pi ^{}(S^+|Y))\hfill \\ P_<\left(f|_{\left\{0\right\}\times Y}\right)=0,\text{ }P_{}\left(D^{}f|_{\left\{0\right\}\times Y}\right)=0\hfill \end{array}\right\}.`$
Let $`\phi _\lambda \left(y\right)C^{\mathrm{}}(Y,S^+|Y)`$ be an eigensection of $``$ with eigenvalue $`\lambda `$. Note that $`g_\lambda (t;u,y)=f_\lambda (t,u)\phi _\lambda \left(y\right)`$ is a solution of the heat equation

$`0`$ $`=\left(_t+\mathrm{\Delta }_c\right)g_\lambda =_tg_\lambda +\left(_u+\right)\left(_u+\right)g_\lambda =\left(_t_u^2+^2\right)g_\lambda `$
$`=\left(_tf_\lambda _u^2f_\lambda +\lambda ^2f_\lambda \right)\phi _\lambda \left(y\right),`$
with $`g_\lambda (t;,)\mathrm{Dom}𝒟^{}𝒟`$, when $`f_\lambda :(0,\mathrm{})\times [0,\mathrm{})`$ solves the heat problem

$`_tf_\lambda =_u^2f_\lambda \lambda ^2f_\lambda \text{ with boundary condition}`$
$`f_\lambda (t,0)=0\text{ if }\lambda 0`$
(2.41) $`_uf_\lambda (t,0)+\lambda f_\lambda (t,0)=Df_\lambda =0\text{ if }\lambda <0.`$
Recall that the complementary error function is

$$\mathrm{erfc}\left(x\right):=\frac{2}{\sqrt{\pi }}_x^{\mathrm{}}e^{\xi ^2}𝑑\xi \text{.}$$

Of use to us are the facts

$`\mathrm{erfc}^{}\left(x\right)={\displaystyle \frac{2}{\sqrt{\pi }}}e^{x^2}\text{ and}`$
(2.42) $`\mathrm{erfc}\left(x\right){\displaystyle \frac{2}{\sqrt{\pi }}}{\displaystyle \frac{e^{x^2}}{x+\sqrt{x^2+\frac{4}{\pi }}}}e^{x^2}\text{ for }x0.`$
For $`\lambda 0,`$ the heat kernel for the problem (2.41) is (via the method of images)

$$e_\lambda (t;u,v):=\frac{e^{\lambda ^2t}}{2\sqrt{\pi t}}\left(e^{\frac{\left(uv\right)^2}{4t}}e^{\frac{\left(u+v\right)^2}{4t}}\right)\text{ for }u,v0\text{ and }t>0.$$

For $`\lambda <0,`$ and $`u,v0`$ and $`t>0,`$ the heat kernel is (using Laplace transforms)

$$e_\lambda (t;u,v):=\frac{e^{\lambda ^2t}}{2\sqrt{\pi t}}\left(e^{\frac{\left(uv\right)^2}{4t}}+e^{\frac{\left(u+v\right)^2}{4t}}+\lambda e^{\lambda \left(u+v\right)}\mathrm{erfc}\left(\frac{u+v}{2\sqrt{t}}\lambda \sqrt{t}\right)\right).$$

The heat kernel for $`\mathrm{\Delta }_c`$ (i.e., the kernel for $`e^{t\mathrm{\Delta }_c}`$) is then

(2.43)
$$_c(t;u,y;v,z)=_\lambda e_\lambda (t;u,v)\phi _\lambda \left(y\right)\phi _\lambda \left(z\right)^{}$$

Here $`\lambda `$ ranges over $`\mathrm{spec}`$ and (by a convenient abuse of notation) $`\phi _\lambda \left(y\right)\phi _\lambda \left(z\right)^{}`$ is really a sum $`_k\phi _{\lambda ,k}\left(y\right)\phi _{\lambda ,k}\left(z\right)^{}`$ where $`\{\phi _{\lambda ,1},\mathrm{},\phi _{\lambda ,k}\}`$ is an orthonormal eigenbasis of the eigenspace for $`\lambda `$, and $`\{\phi _{\lambda ,1}^{},\mathrm{},\phi _{\lambda ,k}^{}\}`$ is the dual basis. Similarly, the heat kernel for $`\mathrm{\Delta }_c`$ is

(2.44)
$$_c(t;u,y;v,z)=_\lambda e_\lambda (t;u,v)\phi _\lambda \left(y\right)\phi _\lambda \left(z\right)^{},$$

where $`e_\lambda `$ is the heat kernel for the problem

$`_tf_\lambda =_u^2f_\lambda \lambda ^2f_\lambda \text{ with boundary condition}`$
$`f_\lambda (t,0)=0\text{ if }\lambda <0`$
(2.45) $`_uf_\lambda (t,0)\lambda f_\lambda (t,0)=D^{}f_\lambda =0\text{ if }\lambda 0,`$
where $`f_\lambda :(0,\mathrm{})\times [0,\mathrm{})`$. Thus, for $`u,v0`$ and $`t>0`$, we have

$$e_\lambda (t;u,v):=\frac{e^{\lambda ^2t}}{2\sqrt{\pi t}}\left(e^{\frac{\left(uv\right)^2}{4t}}e^{\frac{\left(u+v\right)^2}{4t}}\right)\text{ for }\lambda <0,$$

while for $`\lambda 0`$ (note the sign change in passing from (2.41) to (2.45))

$$e_\lambda (t;u,v):=\frac{e^{\lambda ^2t}}{2\sqrt{\pi t}}\left(e^{\frac{\left(uv\right)^2}{4t}}+e^{\frac{\left(u+v\right)^2}{4t}}\lambda e^{\lambda \left(u+v\right)}\mathrm{erfc}\left(\frac{u+v}{2\sqrt{t}}+\lambda \sqrt{t}\right)\right).$$

Combining (2.43) and (2.44), we obtain the trace of kernel $`_c_c`$ for $`e^{t\mathrm{\Delta }_c}e^{t\mathrm{\Delta }_c}`$ evaluated at the point $`(u,y;u,y)`$ of the diagonal

$`𝒦(t;u,y):=\mathrm{Tr}{\displaystyle _\lambda }\left(e_\lambda (t;u,u)e_\lambda (t;u,u)\right)\phi _\lambda \left(y\right)\phi _\lambda ^{}\left(y\right)`$
$`={\displaystyle \underset{\lambda 0}{}}\left({\displaystyle \frac{e^{\lambda ^2t}}{2\sqrt{\pi t}}}e^{u^2/t}{\displaystyle \frac{e^{\lambda ^2t}}{2\sqrt{\pi t}}}e^{u^2/t}+\lambda e^{2\lambda u}\mathrm{erfc}\left(\frac{u}{\sqrt{t}}+\lambda \sqrt{t}\right)\right)\left|\phi _\lambda \left(y\right)\right|^2`$
$`+{\displaystyle \underset{\lambda <0}{}}\left({\displaystyle \frac{e^{\lambda ^2t}}{2\sqrt{\pi t}}}e^{u^2/t}+\lambda e^{2\lambda u}\mathrm{erfc}\left(\frac{u}{\sqrt{t}}\lambda \sqrt{t}\right)+{\displaystyle \frac{e^{\lambda ^2t}}{2\sqrt{\pi t}}}e^{u^2/t}\right)\left|\phi _\lambda \left(y\right)\right|^2`$
$`={\displaystyle \underset{\lambda }{}}sign\left(\lambda \right)\left({\displaystyle \frac{e^{\lambda ^2t}e^{u^2/t}}{\sqrt{\pi t}}}+\left|\lambda \right|e^{2\left|\lambda \right|u}\mathrm{erfc}\left(\frac{u}{\sqrt{t}}+\left|\lambda \right|\sqrt{t}\right)\right)\left|\phi _\lambda \left(y\right)\right|^2`$
$`={\displaystyle _\lambda }sign\left(\lambda \right){\displaystyle \frac{}{u}}\left(\frac{1}{2}e^{2\left|\lambda \right|u}\mathrm{erfc}\left(\frac{u}{\sqrt{t}}+\left|\lambda \right|\sqrt{t}\right)\right)\left|\phi _\lambda \left(y\right)\right|^2.`$
We used $`\mathrm{erfc}^{}\left(x\right)=\frac{2}{\sqrt{\pi }}e^{x^2}`$ to obtain the last equality, and we have set $`sign\left(0\right):=1`$ for convenience. We compute (where the interchange of the sum and integral can be justified)

$`𝒦\left(t\right):={\displaystyle _0^{\mathrm{}}}{\displaystyle _Y}𝒦(t;u,y)𝑑y𝑑u`$
$`={\displaystyle _0^{\mathrm{}}}{\displaystyle _Y}{\displaystyle _\lambda }sign\left(\lambda \right){\displaystyle \frac{}{u}}\left(\frac{1}{2}e^{2\left|\lambda \right|u}\mathrm{erfc}\left(\frac{u}{\sqrt{t}}+\left|\lambda \right|\sqrt{t}\right)\right)\left|\phi _\lambda \left(y\right)\right|^2dydu`$
$`={\displaystyle \underset{\lambda }{}}m_\lambda sign\left(\lambda \right){\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{}{u}}\left(\frac{1}{2}e^{2\left|\lambda \right|u}\mathrm{erfc}\left(\frac{u}{\sqrt{t}}+\left|\lambda \right|\sqrt{t}\right)\right)\text{ }𝑑u`$
$`={\displaystyle \underset{\lambda }{}}m_\lambda sign\left(\lambda \right)\frac{1}{2}e^{2\left|\lambda \right|u}\mathrm{erfc}\left(\frac{u}{\sqrt{t}}+\left|\lambda \right|\sqrt{t}\right)|_{u=0}^{\mathrm{}}`$
$`={\displaystyle \underset{\lambda }{}}{\displaystyle \frac{m_\lambda sign\lambda }{2}}\mathrm{erfc}\left(\left|\lambda \right|\sqrt{t}\right)=\frac{1}{2}m_0{\displaystyle \underset{\lambda 0}{}}m_\lambda {\displaystyle \frac{sign\lambda }{2}}\mathrm{erfc}\left(\left|\lambda \right|\sqrt{t}\right).`$
Recall that $`m_\lambda `$ is the multiplicity of $`\lambda `$. Thus,

$$𝒦\left(t\right)+\frac{1}{2}m_0=\underset{\lambda 0}{}\frac{m_\lambda sign\lambda }{2}\mathrm{erfc}\left(\left|\lambda \right|\sqrt{t}\right)$$

For $`\left|\lambda \right|>0`$, one verifies using integration by parts and substitution that

$$_0^{\mathrm{}}\mathrm{erfc}\left(\left|\lambda \right|\sqrt{t}\right)t^{s1}𝑑t=\frac{\left|\lambda \right|^{2s}}{s\sqrt{\pi }}\mathrm{\Gamma }\left(s+\frac{1}{2}\right).$$

Using this and the fact that $`𝒦\left(t\right)+\frac{1}{2}hCe^{\alpha t}`$ for constants $`C`$ and $`\alpha >0`$,

$`{\displaystyle _0^{\mathrm{}}}\left(𝒦\left(t\right)+\frac{1}{2}m_0\right)t^{s1}𝑑t`$
$`={\displaystyle _0^{\mathrm{}}}\left({\displaystyle _{\lambda 0}}{\displaystyle \frac{m_\lambda sign\lambda }{2}}\mathrm{erfc}\left(\left|\lambda \right|\sqrt{t}\right)\right)t^{s1}𝑑t`$
$`={\displaystyle _{\lambda 0}}{\displaystyle \frac{m_\lambda sign\lambda }{2}}{\displaystyle _0^{\mathrm{}}}\mathrm{erfc}\left(\left|\lambda \right|\sqrt{t}\right)t^{s1}𝑑t`$
$`={\displaystyle _{\lambda 0}}{\displaystyle \frac{m_\lambda sign\lambda }{2}}{\displaystyle \frac{\left|\lambda \right|^{2s}}{s\sqrt{\pi }}}\mathrm{\Gamma }\left(s+\frac{1}{2}\right)`$
$`={\displaystyle \frac{\mathrm{\Gamma }\left(s+\frac{1}{2}\right)}{2s\sqrt{\pi }}}{\displaystyle _{\lambda 0}}m_\lambda sign\left(\lambda \right)\left|\lambda \right|^{2s}`$
$`={\displaystyle \frac{\mathrm{\Gamma }\left(s+\frac{1}{2}\right)}{2s\sqrt{\pi }}}\eta _B\left(2s\right).`$
Suppose that we have an asymptotic expansion

$`𝒦\left(t\right){\displaystyle _{k=n+1}^N}a_kt^{k/2}\text{ as }t0^+;\text{ i.e.,}`$
$`𝒦\left(t\right){\displaystyle _{k=n+1}^N}a_kt^{k/2}=\mathrm{O}(t^{\frac{1}{2}\left(N+1\right)})\text{ as }t0^+.`$
In (2.57) below, such an asymptotic expansion will eventually be produced (as was done in \[BoWo93, p. 239f\]) from the known asymptotic expansion (see \[Gi95, p. 68\]) of the heat kernel on a closed manifold, namely the double of $`M`$. Since $`\left(s\right)>\frac{N+1}{2}\left(\frac{1}{2}\left(N+1\right)+s1\right)>1`$, we then have that

$$f_1\left(s\right):=_0^1\left(𝒦\left(t\right)_{k=n+1}^Na_kt^{k/2}\right)t^{s1}𝑑t=_0^1\mathrm{O}\left(t^{\frac{1}{2}\left(N+1\right)+s1}\right)𝑑s$$

is holomorphic for $`\left(s\right)>\frac{N+1}{2}`$. We also have the entire function

$$f_{\mathrm{}}\left(s\right):=_1^{\mathrm{}}\left(𝒦\left(t\right)+\frac{1}{2}h\right)t^{s1}𝑑t$$

We claim that

$$\frac{\mathrm{\Gamma }\left(s+\frac{1}{2}\right)}{2s\sqrt{\pi }}\eta _{}\left(2s\right)=\frac{m_0}{2s}+_{k=n+1}^N\frac{a_k}{s+\frac{1}{2}k}+f_1\left(s\right)+f_{\mathrm{}}\left(s\right).$$

Indeed, we have

$`{\displaystyle \frac{\mathrm{\Gamma }\left(s+\frac{1}{2}\right)}{2s\sqrt{\pi }}}\eta _{}\left(2s\right)`$
$`={\displaystyle _0^{\mathrm{}}}\left(𝒦\left(t\right)+\frac{1}{2}h\right)t^{s1}𝑑t={\displaystyle _0^1}\left(𝒦\left(t\right)+\frac{1}{2}h\right)t^{s1}𝑑t+f_{\mathrm{}}\left(s\right)`$
$`={\displaystyle _0^1}\left(\frac{1}{2}m_0+{\displaystyle _{k=n+1}^N}a_kt^{k/2}\right)t^{s1}𝑑t+f_1\left(s\right)+f_{\mathrm{}}\left(s\right)`$
$`={\displaystyle _0^1}\frac{1}{2}m_0t^{s1}𝑑t+{\displaystyle _{k=n+1}^N}a_k{\displaystyle _0^1}t^{\left(s+\frac{1}{2}k\right)1}𝑑t+f_1\left(s\right)+f_{\mathrm{}}\left(s\right)`$
$`=\frac{1}{2}m_0\left({\displaystyle \frac{t^s}{s}}|_{t=0}^{t=1}\right)+{\displaystyle _{k=n+1}^N}a_k{\displaystyle \frac{t^{s+\frac{1}{2}k}}{s+\frac{1}{2}k}}|_{t=0}^{t=1}+f_1\left(s\right)+f_{\mathrm{}}\left(s\right)`$
$`={\displaystyle \frac{m_0}{2s}}+{\displaystyle _{k=n+1}^N}{\displaystyle \frac{a_k}{s+\frac{1}{2}k}}+f_1\left(s\right)+f_{\mathrm{}}\left(s\right).`$
Thus, where $`\theta _N\left(s\right)=f_1\left(s\right)+f_{\mathrm{}}\left(s\right)`$ is holomorphic for $`\left(s\right)>\frac{N+1}{2}`$,

(2.46)
$$\eta _{}\left(2s\right)=\frac{2s\sqrt{\pi }}{\mathrm{\Gamma }\left(s+\frac{1}{2}\right)}\left(\frac{m_0}{2s}+_{k=n+1}^N\frac{a_k}{\frac{1}{2}k+s}+\theta _N\left(s\right)\right).$$

The heat kernels, say $`_d`$ for $`\stackrel{~}{𝒟^{}}\stackrel{~}{𝒟^+}`$ and $`_d`$ for $`\stackrel{~}{𝒟^+}\stackrel{~}{𝒟^{}}`$, over the double $`\stackrel{~}{X}`$ are more familiar. For $`t>0`$,

$$\mathrm{Tr}e^{t\stackrel{~}{𝒟^{}}\stackrel{~}{𝒟^+}}\mathrm{Tr}e^{t\stackrel{~}{𝒟^+}\stackrel{~}{𝒟^{}}}=_{\stackrel{~}{X}}\mathrm{Tr}\left(_d(t;x,x)_d(t;x,x)\right)\text{ }𝑑x,$$

and there is the asymptotic expansion

$$F(t;x):=\mathrm{Tr}\left(_d(t;x,x)_d(t;x,x)\right)_{kn}\alpha _k\left(x\right)t^{k/2}.$$

For $`0<a<b<1`$, let $`\rho _{(a,b)}:[0,1][0,1]`$ be $`C^{\mathrm{}}`$ and increasing with

$$\rho _{(a,b)}\left(u\right)=\{\begin{array}{cc}0& \text{for }ua\hfill \\ 1& \text{for }ub.\hfill \end{array}$$

Thinking of $`u`$ as the normal coordinate function on $`N=[0,1]\times YX`$, and extending by the constant values $`0`$ and $`1`$, we can (and do) regard $`\rho _{(a,b)}`$ as a function on $`X`$. Let

$`Q(t;x,x^{}):=\phi _c\left(x\right)_c(t;x,x^{})\psi _c\left(x^{}\right)+\phi _d\left(x\right)_d(t;x,x^{})\psi _d\left(x^{}\right)`$
$`:=\left(1\rho _{(5/7,6/7)}\left(x\right)\right)_c(t;x,x^{})\left(1\rho _{(3/7,4/7)}\left(x^{}\right)\right)`$
$`+\rho _{(1/7,2/7)}\left(x\right)_d(t;x,x^{})\rho _{(3/7,4/7)}\left(x^{}\right).`$
We have that $`\psi _c+\psi _d=1`$ and $`\{\psi _c,\psi _d\}`$ is a partition of unity for the cover $`\{u^1(\frac{3}{7},\mathrm{}),u^1[0,\frac{4}{7})\}`$ of $`X`$. Moreover, for $`j=c,d`$

(2.47)
$$\phi _j|supp\psi _j=1\text{ and }dist(supp_u^k\phi _j,supp\psi _j)\frac{1}{7}\text{ (for }k1\text{).}$$

Of course, we do not expect $`Q(t;x,x^{})`$ to equal the exact kernel for $`_t+𝒟^{}𝒟`$ throughout $`X`$. However, note that for $`x,x^{}[0,1/7)\times Y`$, $`Q(t;x,x^{})=_c(t;x,x^{})`$, so that $`Q(t;x,x^{})`$ meets the APS boundary condition. Let $`x^{}X`$ be fixed. For $`xX[0,6/7)\times Y,`$ we have $`Q(t;x,x^{})=_d(t;x,x^{})\psi _d\left(x^{}\right),`$ while for $`x[0,1/7)\times Y,`$ $`Q(t;x,x^{})=_c(t;x,x^{})\psi _c\left(x^{}\right)`$. Thus, for $`xX\left([\frac{1}{7},\frac{6}{7}]\times Y\right)`$, $`\left(_t+𝒟^{}𝒟\right)Q(;,x^{})|_{(t;x,x^{})}=0`$. Moreover, for $`d(x,x^{})<1/7`$,

$`\phi _c\left(x\right)\psi _c\left(x^{}\right)+\phi _d\left(x\right)\psi _d\left(x^{}\right)`$
$`=\left(1\rho _{(5/7,6/7)}\left(x\right)\right)\left(1\rho _{(3/7,4/7)}\left(x^{}\right)\right)+\rho _{(1/7,2/7)}\left(x\right)\rho _{(3/7,4/7)}\left(x^{}\right)`$
$`=1\rho _{(5/7,6/7)}\left(x\right)\rho _{(3/7,4/7)}\left(x^{}\right)`$
$`+\rho _{(5/7,6/7)}\left(x\right)\rho _{(3/7,4/7)}\left(x^{}\right)+\rho _{(1/7,2/7)}\left(x\right)\rho _{(3/7,4/7)}\left(x^{}\right)`$
$`=1\rho _{(5/7,6/7)}\left(x\right)\rho _{(3/7,4/7)}\left(x^{}\right)+\rho _{(5/7,6/7)}\left(x\right)+\rho _{(3/7,4/7)}\left(x^{}\right)=1`$
Note that $`d(x,x^{})<1/7\rho _{(5/7,6/7)}\left(x\right)\rho _{(3/7,4/7)}\left(x^{}\right)=\rho _{(5/7,6/7)}\left(x\right),`$ etc.. Because of this, we expect that

$`\underset{t0^+}{lim}Q(t;x,x^{})`$
$`=\underset{t0^+}{lim}\left(\phi _c\left(x\right)_c(t;x,x^{})\psi _c\left(x^{}\right)+\phi _d\left(x\right)_d(t;x,x^{})\psi _d\left(x^{}\right)\right)`$
$`=\phi _c\left(x\right)\delta (x,x^{})\psi _c\left(x^{}\right)+\phi _d\left(x\right)\delta (x,x^{})\psi _d\left(x^{}\right)`$
$`=\left(\phi _c\left(x\right)\psi _c\left(x^{}\right)+\phi _d\left(x\right)\psi _d\left(x^{}\right)\right)\delta (x,x^{})=\delta (x,x^{}).`$
Thus, on the operator level, we expect that $`lim_{t0^+}Q_t=\mathrm{I}`$; i.e.,

$$\underset{t0^+}{lim}Q_t\left(f\right)\left(x\right)=\underset{t0^+}{lim}_XQ(t;x,x^{})f\left(x^{}\right)𝑑x^{}=_X\delta (x,x^{})f\left(x^{}\right)𝑑x^{}=f\left(x\right).$$

The extent to which $`Q(;,x^{})`$ fails to satisfy the heat equation in $`[\frac{1}{7},\frac{6}{7}]\times Y`$ is given by

$$C(t;x,x^{}):=\left(_t+𝒟^{}𝒟\right)Q(;,x^{})|_{(t;x,x^{})}.$$

For $`x^{}X`$ fixed and $`x=(u,y)N=[0,1]\times Y`$, we have

(2.48) $`C(t;x,x^{})`$
$`=\left(_t+𝒟^{}𝒟\right)Q(t;x,x^{})`$
$`=\left(_t+𝒟^{}𝒟\right)\left({\displaystyle _{j\{c,d\}}}\phi _j\left(x\right)_j(t;x,x^{})\psi _j\left(x^{}\right)\right)`$
$`={\displaystyle \underset{j\{c,d\}}{}}_u^2\left(\phi _j\left(x\right)\right)_j(t;x,x^{})\psi _j\left(x^{}\right)+2_u\left(\phi _j\left(x\right)\right)_u_j(t;x,x^{})\psi _j\left(x^{}\right)`$
For $`d(x,x^{})<\frac{1}{7}`$, we have $`C(t;x,x^{})=0`$, since (2.47) implies that $`\psi _c\left(x^{}\right)=0`$ when $`_u^k\left(\phi _j\left(x\right)\right)0`$ and $`d(x,x^{})<\frac{1}{7}`$. Using this and the estimates

$`_j(t;x,x^{})`$ $`At^{n/2}e^{Bd(x,x^{})^2/t}\text{ and}`$
$`_u_j(t;x,x^{})`$ $`At^{\left(n+1\right)/2}e^{Bd(x,x^{})^2/t}`$
for positive constants $`A`$ and $`B`$, it follows from (2.48) that

$`\left|C(t;x,x^{})\right|`$ $`c_1t^{\left(n+1\right)/2}e^{Bd(x,x^{})^2/t}`$
(2.49) $`c_1t^{\left(n+1\right)/2}e^{B7^2/t}=c_1e^{c_2/t},\text{ for }0<t<T_0<\mathrm{},`$
for positive constants $`c_1`$ and $`c_2`$.

Let $`(t;x,x^{})`$ be the exact heat kernel for $`𝒟^{}𝒟`$ and let the corresponding operator be $`\left(t\right)=\mathrm{exp}\left(t𝒟^{}𝒟\right)`$. On the operator level, we have

$`\left(t\right)Q\left(t\right)`$ $`=\left(t\right)Q\left(0\right)\left(0\right)Q\left(t\right)`$
$`={\displaystyle _0^t}\frac{d}{ds}\left(\left(s\right)Q\left(ts\right)\right)𝑑s`$
$`={\displaystyle _0^t}\frac{d}{ds}Q\left(ts\right)+\left(s\right)\frac{d}{ds}Q\left(ts\right)\text{ }ds`$
$`={\displaystyle _0^t}𝒟^{}𝒟\left(s\right)Q\left(ts\right)+\left(s\right)\frac{d}{ds}Q\left(ts\right)\text{ }ds`$
$`={\displaystyle _0^t}\left(s\right)\left(𝒟^{}𝒟\frac{d}{d\left(ts\right)}\right)Q\left(ts\right)\text{ }𝑑s`$
(2.50) $`={\displaystyle _0^t}\left(s\right)C\left(ts\right)\text{ }𝑑s.`$
Hence on the kernel level,

$`(t;x,x^{})`$ $`=Q(t;x,x^{})+{\displaystyle _0^t}{\displaystyle _X}(s;x,z)C(ts;z,x^{})\text{ }𝑑z𝑑s`$
(2.51) $`=Q(t;x,x^{})+\left(C\right)(t;x,x^{}),`$
where the convolution operation is defined by

$$\left(\alpha \beta \right)(t;x,x^{}):=_0^t_X\alpha (s;x,z)\beta (ts;z,x^{})𝑑z𝑑s.$$

Note that (2.51) can be written as

$$(\mathrm{I}C)=C=Q.$$

Thus, at least formally,

$``$ $`=Q(\mathrm{I}C\left(t\right))^1=Q(\mathrm{I}+{\displaystyle _{k=1}^{\mathrm{}}}(C)^k)`$
(2.52) $`=Q+Q{\displaystyle _{k=1}^{\mathrm{}}}C_k=Q+Q𝒞,\text{ where}`$
$$C_1:=C=\left(_t+𝒟^{}𝒟\right)Q,C_{k+1}:=C_1C_k\text{, and }𝒞:=_{k=1}^{\mathrm{}}C_k\text{.}$$

The proof of the validity of the Levi sum (2.52) for $``$ rests on the estimate (2.49) and we refer to \[BoWo93, Ch. 22\] for the details. The above constructions can be also be applied to obtain a kernel $`_{}(t;x,x^{})`$ for $`\mathrm{exp}\left(t𝒟𝒟^{}\right)`$ starting from

$$Q_{}(t;x,x^{}):=\phi _c\left(x\right)_c(t;x,x^{})\psi _c\left(x^{}\right)+\phi _d\left(x\right)_d(t;x,x^{})\psi _d\left(x^{}\right).$$

Recall that for $`(u,y)[0,\mathrm{})\times Y`$,

$`𝒦(t;u,y):=\mathrm{Tr}\left(_c(t;(u,y),(u,y))_c(t;(u,y),(u,y))\right),\text{ and}`$
(2.53) $`𝒦\left(t\right):={\displaystyle _0^{\mathrm{}}}{\displaystyle _Y}𝒦(t;u,y)𝑑y𝑑u.`$
For $`x\stackrel{~}{X}`$, let

$$F(t;x):=\mathrm{Tr}\left(_d(t;x,x)_d(t;x,x)\right).$$

Now,

$$\mathrm{index}𝒟_P_{}^+=\mathrm{Tr}\left(e^{t𝒟^{}𝒟}e^{t𝒟𝒟^{}}\right)=\mathrm{Tr}\left(\left(t\right)_{}\left(t\right)\right).$$

We use the following notation for functions which are “exponentially close” as $`t0^+:`$

(2.54)
$$f\left(t\right)_{\mathrm{exp}}g\left(t\right)\text{ }\left|f\left(t\right)g\left(t\right)\right|ae^{b/t}\text{ for }t(0,\epsilon )$$

for some positive constants $`a,b,\epsilon `$. We claim (but must omit important details here – see \[BoWo93, Ch. 22\]) that

$$\mathrm{Tr}\left(\left(t\right)_{}\left(t\right)\right)_{\mathrm{exp}}\mathrm{Tr}\left(Q\left(t\right)Q_{}\left(t\right)\right).$$

Since $`=Q+Q𝒞`$ (resp., $`_{}=Q_{}+Q_{}𝒞_{}`$), this result ultimately rests on (2.49) (resp., the corresponding result for $`C_{}`$). Since $`\phi _c\psi _c=\psi _c`$ and $`\phi _d\psi _d=\psi _d`$,

$`\mathrm{Tr}\left(Q\left(t\right)Q_{}\left(t\right)\right)={\displaystyle _X}\mathrm{Tr}Q(t;x,x)𝑑x`$
$`={\displaystyle _X}\mathrm{Tr}\left(\begin{array}{c}\phi _c\left(x\right)\left(_c_c\right)(t;x,x)\psi _c\left(x\right)\\ +\phi _d\left(x\right)\left(_d_c\right)(t;x,x)\psi _d\left(x\right)\end{array}\right)𝑑x`$
$`={\displaystyle _0^1}{\displaystyle _Y}𝒦(t;u,y)\psi _c\left(u\right)𝑑y𝑑u+{\displaystyle _X}F(t;x)\psi _d\left(x\right)𝑑x.`$
Let

$$𝒦_a\left(t\right):=_0^a_Y𝒦(t;u,y)𝑑y𝑑u.$$

Note that

$`𝒦\left(t\right)𝒦_a\left(t\right)`$ $`={\displaystyle _a^{\mathrm{}}}{\displaystyle _Y}𝒦(t;u,y)𝑑y𝑑u`$
$`={\displaystyle _\lambda }m_\lambda sign\left(\lambda \right)\frac{1}{2}e^{2\left|\lambda \right|u}\mathrm{erfc}\left(\frac{u}{\sqrt{t}}+\left|\lambda \right|\sqrt{t}\right)|_{u=a}^{\mathrm{}}`$
$`=\frac{1}{2}{\displaystyle _\lambda }m_\lambda sign\left(\lambda \right)e^{2\left|\lambda \right|a}\mathrm{erfc}\left(\frac{a}{\sqrt{t}}+\left|\lambda \right|\sqrt{t}\right).`$
Thus (using (2.42)) for some constant $`c>0`$

$`\left|𝒦\left(t\right)𝒦_a\left(t\right)\right|`$ $`{\displaystyle _\lambda }m_\lambda e^{2\left|\lambda \right|a}\mathrm{exp}\left(\left(\frac{a}{\sqrt{t}}+\left|\lambda \right|\sqrt{t}\right)^2\right)`$
$`\frac{1}{2}e^{a^2/t}{\displaystyle _\lambda }m_\lambda e^{\left|\lambda \right|^2t}_{t0^+}ce^{a^2/t}t^{n/2},`$
which says that $`𝒦\left(t\right)_{\mathrm{exp}}𝒦_a\left(t\right)`$. Hence,

$`\mathrm{index}𝒟_P_{}^+=\mathrm{Tr}\left(\left(t\right)_{}\left(t\right)\right)_{\mathrm{exp}}\mathrm{Tr}\left(Q\left(t\right)Q_{}\left(t\right)\right)`$
$`={\displaystyle _0^1}{\displaystyle _Y}𝒦(t;u,y)\psi _c\left(u\right)𝑑y𝑑u+{\displaystyle _X}F(t;x)\psi _d\left(x\right)𝑑x`$
$`_{\mathrm{exp}}\left({\displaystyle _0^{\mathrm{}}}{\displaystyle _Y}𝒦(t;u,y)𝑑y𝑑u+{\displaystyle _X}F(t;x)\psi _d\left(x\right)𝑑x\right)`$
(2.55) $`=𝒦\left(t\right)+{\displaystyle _X}F(t;x)𝑑x.`$
The last equality follows from (2.53) and the fact that

(2.56)
$$F(t;x)=\mathrm{Tr}\left(_d(t;x,x)_d(t;x,x)\right)=0\text{ for }xN=[0,1]\times Y,$$

which is seen as follows. Since $`\sigma ^{}=\sigma `$,

$`\stackrel{~}{𝒟^+}|_N`$ $`=\sigma (_u+):C^{\mathrm{}}(N,\stackrel{~}{S^+})C^{\mathrm{}}(N,\stackrel{~}{S^{}})\text{ implies}`$
$`\stackrel{~}{𝒟^{}}|_N`$ $`=\left(\sigma (_u+)\right)^{}=(_u)\sigma :C^{\mathrm{}}(N,\stackrel{~}{S^{}})C^{\mathrm{}}(N,\stackrel{~}{S^+}),`$
Thus, over $`N`$,

$`\stackrel{~}{𝒟^{}}\stackrel{~}{𝒟^+}`$ $`=(_u)\sigma \sigma (_u+)=\left(_u^2+^2\right)|C^{\mathrm{}}(N,\stackrel{~}{S^+})\text{ and}`$
$`\stackrel{~}{𝒟^+}\stackrel{~}{𝒟^{}}`$ $`=\sigma (_u+)(_u)\sigma =\sigma ^2(_u)(_u+)`$
$`=\left(_u^2+^2\right)|C^{\mathrm{}}(N,\stackrel{~}{S^{}}).`$
Since $`[\left(_u^2+^2\right),\sigma ]=0`$, $`\sigma `$ maps the eigenspaces of $`\stackrel{~}{𝒟^{}}\stackrel{~}{𝒟^+}`$ pointwise isometrically (over $`N`$) onto those of $`\stackrel{~}{𝒟^+}\stackrel{~}{𝒟^{}}`$. Hence, we obtain (2.56) upon taking the trace of the eigensection expansion of $`_d(t;x,x)_d(t;x,x)`$ for $`xN`$. From (2.55), we obtain

$`𝒦\left(t\right)`$ $`=\mathrm{index}𝒟_P_{}^+{\displaystyle _X}F(t;x)𝑑x`$
$`\mathrm{index}𝒟_P_{}^+{\displaystyle _X}{\displaystyle _{kn}}\alpha _k\left(x\right)t^{k/2}dx`$
(2.57) $`=\mathrm{index}𝒟_P_{}^+{\displaystyle _{kn}}A_kt^{k/2}\text{ }(\text{for }A_k:={\displaystyle _X}\alpha _k\left(x\right)𝑑x),`$
where $`F(t;x)_{kn}\alpha _k\left(x\right)t^{k/2}`$ is the asymptotic expansion of the trace $`F(t;x)`$ of the kernel for $`e^{t\stackrel{~}{𝒟^{}}\stackrel{~}{𝒟^+}}e^{t\stackrel{~}{𝒟^+}\stackrel{~}{𝒟^{}}}`$, which is known for elliptic differential operators (e.g., $`\stackrel{~}{𝒟^{}}\stackrel{~}{𝒟^+}`$ and $`\stackrel{~}{𝒟^+}\stackrel{~}{𝒟^{}}`$) over closed manifolds such as $`\stackrel{~}{X}`$ (see \[Gi95, p. 68\]). Thus, according to (2.46) with $`a_k=A_k`$ for $`k0`$ and $`a_0=\mathrm{index}𝒟_P_{}^+A_0`$,

$$\eta _{}\left(2s\right)=\frac{2s\sqrt{\pi }}{\mathrm{\Gamma }\left(s+\frac{1}{2}\right)}\left(\frac{m_0}{2s}+_{k=n+1}^N\frac{a_k}{\frac{1}{2}k+s}+\theta _N\left(s\right)\right)$$

$$\eta _{}\left(2s\right)=\frac{2s\sqrt{\pi }}{\mathrm{\Gamma }\left(s+\frac{1}{2}\right)}\left(\frac{m_0+2\mathrm{index}𝒟_P_{}^+}{2s}_{k=n+1}^N\frac{A_k}{\frac{1}{2}k+s}+\theta _N\left(s\right)\right).$$

Setting $`s=0`$, yields $`\eta _{}\left(0\right)=\left(m_0+2\mathrm{index}𝒟_P_{}^+2A_0\right)`$ or

$$\mathrm{index}𝒟_P_{}^+=A_0\frac{1}{2}\left(m_0+\eta _{}\left(0\right)\right).$$

### 2.5. Symplectic Geometry of Cauchy Data Spaces

As we have seen in our Section 1.2.2 there exists a concept of Cauchy data spaces which solely is based on the concepts of minimal and maximal domain and which is more elementary and more general than the definitions provided in Section 2.3.5 which are based on pseudo-differential calculus.

In this Section we stay in the real category and do not assume product structure near $`\mathrm{\Sigma }=X`$ unless otherwise stated. The operator $`𝒟`$ need not be of Dirac type. We only assume that it is a linear, elliptic, symmetric, differential operator of first order.

#### 2.5.1. The Natural Cauchy Data Space

Let $`𝒟_0`$ denote the restriction of $`𝒟`$ to the space $`C_0^{\mathrm{}}(X;S)`$ of smooth sections with support in the interior of $`X`$. As mentioned above, there is no natural choice of the order of the Sobolev spaces for the boundary reduction. Therefore, a systematic treatment of the boundary reduction may begin with the minimal closed extension $`𝒟`$$`{}_{\mathrm{min}}{}^{}:=\overline{𝒟_0}`$ and the adjoint $`𝒟`$$`{}_{\mathrm{max}}{}^{}:=(`$$`𝒟`$$`{}_{0}{}^{})^{}`$ of $`𝒟`$<sub>0</sub>. Clearly, $`𝒟`$<sub>max</sub> is the maximal closed extension. This gives

$$D_{\mathrm{min}}:=\mathrm{Dom}(𝒟_{\mathrm{min}})=\overline{C_0^{\mathrm{}}(X;S)}^𝒢=\overline{C_0^{\mathrm{}}(X;S)}^{H^1(X;S)}$$

and

$$\begin{array}{c}D_{\mathrm{max}}:=\mathrm{Dom}(𝒟_{\mathrm{max}})\hfill \\ \hfill =\{uL^2(X;S)𝒟uL^2(X;S)\text{ in the sense of distributions}\}.\end{array}$$

Here, the superscript $`𝒢`$ means the closure in the graph norm which coincides with the first Sobolev norm on $`C_0^{\mathrm{}}(X;S)`$. We form the space $`\beta `$ of *natural boundary values* with the *natural trace map* $`\gamma `$ as described in Section 1.2.

There we defined also the *natural Cauchy data space* $`\mathrm{\Lambda }(𝒟):=\gamma (\mathrm{Ker}𝒟_{\mathrm{max}})`$ under the assumption that $`𝒟`$ has a self-adjoint $`L^2`$ extension with a compact resolvent. Such an extension always exists. Take for instance $`𝒟`$<sub>P(D)</sub>, the operator $`𝒟`$ with domain

$$\mathrm{Dom}_{𝒫(𝒟)}:=\{fH^1(X;S)𝒫(𝒟)^{(\frac{1}{2})}(f|_\mathrm{\Sigma })=0\},$$

where $`𝒫(𝒟)`$ denotes the Calderón projection defined in (2.32).

Clearly, $`D_{\mathrm{max}}`$ and $`D_{\mathrm{min}}`$ are $`C^{\mathrm{}}(X)`$ modules, and so the space $`\beta `$ is a $`C^{\mathrm{}}(\mathrm{\Sigma })`$ module. This shows that $`\beta `$ is local in the following sense: If $`\mathrm{\Sigma }`$ decomposes into $`r`$ connected components $`\mathrm{\Sigma }=\mathrm{\Sigma }_1\mathrm{}\mathrm{\Sigma }_r,`$ then $`\beta `$ decomposes into

$$\beta =\underset{j=1}{\overset{r}{}}\beta _j,$$

where

$$\beta _j:=\gamma \left(\{fD_{\mathrm{max}}suppfN_j\}\right)$$

with a suitable collared neighborhood $`N_j`$ of $`\mathrm{\Sigma }_j`$ . Note that each $`\beta _j`$ is a closed symplectic subspace of $`\beta `$ and therefore a symplectic Hilbert space.

By Theorem 2.20a and, alternatively and in greater generality, by Hörmander \[Ho66\] (Theorem 2.2.1 and the Estimate (2.2.8), p. 194), the space $`\beta `$ is naturally embedded in the distribution space $`H^{\frac{1}{2}}(\mathrm{\Sigma };S|_\mathrm{\Sigma })`$. Under this embedding we have $`\mathrm{\Lambda }(𝒟)=\mathrm{\Lambda }(𝒟,0)`$, where the last space was defined in Definition 2.22.

If the metrics are product close to $`\mathrm{\Sigma }`$, we can give a more precise description of the embedding of $`\beta `$, namely as a graded space of distributions. Let $`\{\phi _k,\mathrm{\Lambda }_k\}`$ be a spectral resolution of $`L^2(\mathrm{\Sigma })`$ by eigensections of $``$. (Here and in the following we do not mention the bundle $`S`$). Once again, for simplicity, we assume $`\mathrm{Ker}=\{0\}`$ and have $`\phi _k=\lambda _k\phi _k`$ for all $`k\{0\}`$, and $`\lambda _k=\lambda _k`$, $`\sigma (\phi _k)=\phi _k`$, and $`\sigma (\phi _k)=\phi _k`$ for $`k>0`$. In \[BoFu99\], Proposition 7.15 (see also \[BrLe99\] for a more general setting) it was shown that

$`\beta `$ $`=\beta _{}\beta _+\text{ with}`$
(2.58) $`\beta _{}`$ $`:=\overline{[\{\phi _k\}_{k<0}]}^{H^{\frac{1}{2}}(\mathrm{\Sigma })}\text{ and }\beta _+:=\overline{[\{\phi _k\}_{k>0}]}^{H^{\frac{1}{2}}(\mathrm{\Sigma })}.`$
Then $`\beta _{}`$ and $`\beta _+`$ are Lagrangian and transversal subspaces of $`\beta `$.

#### 2.5.2. Criss–cross Reduction

Let us define two Lagrangian and transversal subspaces $`L_\pm `$ of $`L^2(\mathrm{\Sigma })`$ in a similar way, namely by the closure in $`L^2(\mathrm{\Sigma })`$ of the linear span of the eigensections with negative, resp. with positive eigenvalue. Then $`L_+`$ is dense in $`\beta _+`$ , and $`\beta _{}`$ is dense in $`L_{}`$. This anti–symmetric relation may explain some of the well–observed delicacies of dealing with spectral invariants of continuous families of Dirac operators.

Moreover, $`\gamma (D_{\mathrm{aps}})=\beta _{}`$ , where

(2.59)
$$D_{\mathrm{aps}}:=\{fH^1(X)P_>(f|_\mathrm{\Sigma })=0\}$$

denotes the domain corresponding to the Atiyah–Patodi–Singer boundary condition. Note that a series $`_{k<0}c_k\phi _k`$ may converge to an element $`\phi L^2(\mathrm{\Sigma })`$ without converging in $`H^{\frac{1}{2}}(\mathrm{\Sigma })`$. Therefore such $`\phi L_{}`$ can not appear as trace at the boundary of any $`fD_{\mathrm{max}}`$.

Recall Proposition 1.27 and note that $`(\beta _{},\mathrm{\Lambda }(𝒟))`$ is a Fredholm pair.

This can all be achieved without the symbolic calculus of pseudo-differential operators. Therefore one may ask how the preceding approach to Cauchy data spaces and boundary value problems via the maximal domain and our symplectic space $`\beta `$ is related to the approach via the Calderón projection, which we reviewed in the preceding section. How can results from the distributional theory be translated into $`L^2`$ results?

To relate the two approaches we recall a fairly general symplectic ‘Criss–Cross’ Reduction Theorem from \[BoFuOt01\] (Theorem 1.2). Let $`\beta `$ and $`L`$ be symplectic Hilbert spaces with symplectic forms $`\omega _\beta `$ and $`\omega _L`$ , respectively. Let

$$\beta =\beta _{}\beta _+\text{and}L=L_{}L_+$$

be direct sum decompositions by transversal (not necessarily orthogonal) pairs of Lagrangian subspaces. We assume that there exist continuous, injective mappings

$$i_{}:\beta _{}L_{}\text{and}i_+:L_+\beta _+$$

with dense images and which are compatible with the symplectic structures, i.e.

$$\omega _L(i_{}(x),a)=\omega _\beta (x,i_+(a))\text{ for all }aL_+\text{ and }x\beta _{}.$$

Let $`\mu _\beta _{}(\beta )`$, e.g. $`\mu =(\mu \beta _{})\nu `$ with a suitable closed $`\nu `$. Let us define (see also Figure 9)

(2.60)
$$\tau (\mu ):=i_{}(\mu \beta _{})+\mathrm{graph}(\phi _\mu ),$$

where

$$\begin{array}{cccc}\phi _\mu :& i_+^1(F_\mu )& & L_{}\\ & x& & i_{}f_\nu i_+(x)\end{array}.$$

Here $`F_\mu `$ denotes the image of $`\mu `$ under the projection $`\pi _+`$ from $`\mu `$ to $`\beta _+`$ along $`\beta _{}`$ and $`f_\nu :F_\mu \beta _{}`$ denotes the uniquely determined bounded operator which yields $`\nu `$ as its graph. Then:

###### Theorem 2.31.

The mapping (2.60) defines a continuous mapping

$$\tau :_\beta _{}(\beta )_𝐋_{}(L)$$

which maps the Maslov cycle $`_\beta _{}(\beta )`$ of $`\beta _{}`$ into the Maslov cycle $`_L_{}(L)`$ of $`L_{}`$ and preserves the Maslov index

$$\mathrm{𝐦𝐚𝐬}(\{\mu _s\}_{s[0,1]},\beta _{})=\mathrm{𝐦𝐚𝐬}(\{\tau (\mu _s)\}_{s[0,1]},L_{})$$

for any continuous curve $`[0,1]s\mu _s_\beta _{}(\beta )`$.

In the product case, the ‘Criss–Cross’ Reduction Theorem implies for our two types of Cauchy data that all results proved in the theory of natural boundary values ($`\beta `$ theory) remain valid in the $`L^2`$ theory. In particular we have:

###### Corollary 2.32.

The $`L^2(\mathrm{\Sigma })`$ part $`\mathrm{\Lambda }(𝒟)L^2(\mathrm{\Sigma })`$ of the natural Cauchy data space $`\mathrm{\Lambda }(𝒟)`$ is closed in $`L^2(\mathrm{\Sigma })`$. Actually, it is a Lagrangian subspace of $`L^2(\mathrm{\Sigma })`$ and it forms a Fredholm pair with the component $`L_{}`$ , defined at the beginning of this subsection.

### 2.6. Non-Additivity of the Index

#### 2.6.1. The Bojarski Conjecture

The *Bojarski Conjecture* gives quite a different description of the index of an elliptic operator over a closed partitioned manifold $`M=M_1_\mathrm{\Sigma }M_2`$ . It relates the ‘quantum’ quantity index with a ‘classical’ quantity, the Fredholm intersection index of the Cauchy data spaces from both sides of the hypersurface $`\mathrm{\Sigma }`$. It was suggested in \[Bo79\] and proved in \[BoWo93\] for operators of Dirac type.

###### Proposition 2.33.

Let $`M`$ be a partitioned manifold as before and let $`\mathrm{\Lambda }(𝒟_j^+,\frac{1}{2})`$ denote the $`L^2`$ Cauchy data spaces, $`j=1,2`$ (see Definition 2.22). Then

$$\mathrm{index}𝒟^+=\mathrm{index}(\mathrm{\Lambda }(𝒟_1^+,\frac{1}{2}),\mathrm{\Lambda }(𝒟_2^+,\frac{1}{2})).$$

Recall that

$`\mathrm{index}(\mathrm{\Lambda }(𝒟_1^+,\frac{1}{2}),\mathrm{\Lambda }(𝒟_2^+,\frac{1}{2}))`$ $`:=dim\left(\mathrm{\Lambda }(𝒟_1^+,\frac{1}{2})\mathrm{\Lambda }(𝒟_2^+,\frac{1}{2})\right)`$
$`dim\left({\displaystyle \frac{L^2(\mathrm{\Sigma };S|_\mathrm{\Sigma })}{\mathrm{\Lambda }(𝒟_1^+,\frac{1}{2})+\mathrm{\Lambda }(𝒟_2^+,\frac{1}{2})}}\right).`$
It is equal to $`𝐢(\mathrm{I}𝒫(𝒟_2^+),𝒫(𝒟_1^+))`$, where $`𝒫(𝒟_j^+)`$ denotes the corresponding Calderón projections, and $`𝐢(,)`$ was defined in (2.33).

The proof of the Proposition depends on the unique continuation property for Dirac operators and the Lagrangian property of the Cauchy data spaces, more precisely the chiral twisting property (2.38) .

#### 2.6.2. Generalizations for Global Boundary Conditions

On a smooth compact manifold $`X`$ with boundary $`\mathrm{\Sigma }`$, the solution spaces $`\mathrm{Ker}(𝒟,s)`$ depend on the order $`s`$ of differentiability and they are infinite-dimensional. To obtain a finite index one must apply suitable boundary conditions (see \[BoWo93\] for local and global boundary conditions for operators of Dirac type). In this report, we restrict ourselves to boundary conditions of Atiyah–Patodi–Singer type (i.e., $`P𝒢\mathrm{r}(𝒟)`$), and consider the extension

(2.61)
$$𝒟_P:\mathrm{Dom}(𝒟_P)L^2(X;S)$$

of $`𝒟`$ defined by the domain

(2.62)
$$\mathrm{Dom}(𝒟_P):=\{fH^1(X;S)P^{(0)}(f|_\mathrm{\Sigma })=0\}.$$

It is a closed operator in $`L^2(X;S)`$ with finite-dimensional kernel and cokernel. We have an explicit formula for the adjoint operator

(2.63)
$$(𝒟_P)^{}=𝒟_{\sigma (\mathrm{I}P)\sigma ^{}}.$$

In agreement with Proposition 1.27b, the preceding equation shows that an extension $`𝒟_P`$ is self-adjoint, if and only if $`\mathrm{Ker}P^{(0)}`$ is a Lagrangian subspace of the symplectic Hilbert space $`L^2(\mathrm{\Sigma };S|_\mathrm{\Sigma })`$.

Let us recall the *Boundary Reduction Formula for the Index* of (global) elliptic boundary value problems discussed in \[BoWo85\] (inspired by \[Se69\], see \[BoWo93\] for a detailed proof for Dirac operators). Like the Bojarski Conjecture, the point of the formula is that it gives an expression for the index in terms of the geometry of the Cauchy data in the symplectic space of all (here $`L^2`$) boundary data.

###### Proposition 2.34.

$$\mathrm{index}𝒟_P=\mathrm{index}\left\{P𝒫\left(𝒟\right):\mathrm{\Lambda }(𝒟,\frac{1}{2})\mathrm{range}(P^{\left(0\right)})\right\}$$

#### 2.6.3. Pasting Formulas

We shall close this section by mentioning a slight modification of the Bojarski Conjecture/Theorem, namely a non-additivity formula for the splitting of the index over partitioned manifolds.

From the Atiyah–Singer Index Theorem (here the expression of the index on the closed manifold $`M`$ by an integral of the index density) and the Atiyah–Patodi–Singer Index Theorem (Theorem 2.30), we obtain at once

$$\mathrm{index}𝒟=\mathrm{index}\left(𝒟_1\right)_P_{}+\mathrm{index}\left(𝒟_2\right)_P_{}dim\mathrm{Ker}().$$

Then an Agranovic–Dynin type correction formula (based on Proposition 2.34) yields:

###### Theorem 2.35.

Let $`P_j`$ be projections belonging to $`𝒢\mathrm{r}(𝒟_j)`$, $`j=1,2`$. Then

$$\mathrm{index}𝒟=\mathrm{index}\left(𝒟_1\right)_{P_1}+\mathrm{index}\left(𝒟_2\right)_{P_2}𝐢(P_2,\mathrm{I}P_1)$$

It turns out that the boundary correction term $`𝐢(P_2,\mathrm{I}P_1)`$ equals the index of the operator $`\sigma (_t+)`$ on the cylinder $`[0,1]\times \mathrm{\Sigma }`$ with the boundary conditions $`P_1`$ at $`t=0`$ and $`P_2`$ at $`t=1`$. A direct proof of Theorem 2.35 can be derived from Proposition 2.34 by elementary operations with the virtual indices $`𝐢(P_1,𝒫\left(𝒟_1\right))`$ and $`𝐢(P_2,𝒫\left(𝒟_2\right))`$; see, e.g., \[DaZh96\] in a more general setting.

###### Remark 2.36.

(*a*) In this section we have not always distinguished between the total and the chiral Dirac operator because all the discussed index formulas are valid in both cases.
(*b*) Important index formulas for (global) elliptic boundary value problems for operators of Dirac type can also be obtained without analyzing the concept and the geometry of the Cauchy data spaces (see e.g. the celebrated Atiyah–Patodi–Singer Index Theorem 2.30 or \[Sc01\] for a recent survey of index formulas where there is no mention of the Calderón projection). The basic reason is that the index is an invariant represented by a local density inside the manifold plus a correction term which lives on the boundary and may be local or non-local as well. However, these formulas do not explain the simple origin of the index or the spectral flow, namely that *all* index information is naturally coded by the geometry of the Cauchy data spaces. To us it seems necessary to use the Calderón projection in order to understand (not calculate) the index of an elliptic boundary problem and the reason for the locality or non-locality.

### 2.7. Pasting of Spectral Flow

#### 2.7.1. Spectral Flow and the Maslov Index

Let $`\{𝒟_t\}_{t[0,1]}`$ be a continuous family of (from now on always total) Dirac operators with the same principal symbol and the same domain $`D`$. To begin with, we do not distinguish between the case of a closed manifold (when $`D`$ is just the first Sobolev space and all operators are essentially self-adjoint) and the case of a manifold with boundary (when $`D`$ is specified by the choice of a suitable boundary value condition).

We consider the *spectral flow* $`\mathrm{SF}\left\{𝒟_{t,D}\right\}`$ (see Section 1.1.4). We want a pasting formula for the spectral flow. To achieve that, one replaces the spectral flow of a continuous one-parameter family of self-adjoint Fredholm operators, which is a ‘quantum’ quantity, by the Maslov index of a corresponding path of Lagrangian Fredholm pairs, which is a ‘quasi-classical’ quantity. The idea is due to Floer and was worked out subsequently by Yoshida in dimension 3, by Nicolaescu in all odd dimensions, and pushed further by Cappell, Lee and Miller, Daniel and Kirk, and many other authors. For a survey, see \[BoFu98\], \[BoFu99\], \[DaKi99\], \[KiLe00\].

In this review we give two spectral flow formulas of that type. To begin with, we consider the case of a manifold with boundary. Then weak UCP for Dirac type operators (established in Section 1.4) implies weak inner UCP in the sense of (1.9), if the manifold is connected. Actually, it would suffice that there is no connected component without boundary. Let us fix the space $`\beta `$ for the family. By Proposition 1.27c the corresponding family $`\{\mathrm{\Lambda }(𝒟_t)\}`$ of natural Cauchy data spaces is continuous. Applying the General Boundary Reduction Formula for the spectral flow (Theorem 1.28) gives a family version of the Bojarski conjecture (our Proposition 2.33):

###### Theorem 2.37.

The spectral flow of the family $`\{𝒟_{t,D}\}`$ and the Maslov index $`\mathrm{𝐦𝐚𝐬}(\{\mathrm{\Lambda }(𝒟_t)\},\gamma (D))`$ are well-defined and we have

(2.64)
$$\mathrm{SF}\left\{𝒟_{t,D}\right\}=\mathrm{𝐦𝐚𝐬}(\{\mathrm{\Lambda }(𝒟_t)\},\gamma (D)).$$

We have various corollaries for the spectral flow on closed manifolds with fixed hypersurface (see \[BoFu99\]). Note that a partitioned manifold $`M=M_1_\mathrm{\Sigma }M_2`$ can be considered as a manifold $`M^\mathrm{\#}=M_1M_2`$ with boundary $`M^\mathrm{\#}=\mathrm{\Sigma }\mathrm{\Sigma }`$. Here $``$ denotes taking the disjoint union. Then any elliptic operator $`𝒟`$ over $`M`$ defines an operator $`𝒟^\mathrm{\#}`$ over $`M^\mathrm{\#}`$ with natural Fredholm extension $`𝒟_D^\mathrm{\#}`$ by fixing the domain

$$D:=\{(f_1,f_2)H^1(M_1)\times H^1(M_2)(f_1|_\mathrm{\Sigma },f_2|_\mathrm{\Sigma })\mathrm{\Delta }\},$$

where $`\mathrm{\Delta }`$ denotes the diagonal of $`L^2(\mathrm{\Sigma };S|_\mathrm{\Sigma })\times L^2(\mathrm{\Sigma };S|_\mathrm{\Sigma })`$. By elliptic regularity we have

$$\mathrm{Ker}𝒟_D^\mathrm{\#}=\mathrm{Ker}𝒟\text{and }\mathrm{SF}\left\{𝒟_{t,D}^\mathrm{\#}\right\}=\mathrm{SF}\left\{𝒟_t\right\}.$$

For product structures near $`\mathrm{\Sigma }`$, one can apply Theorem 2.31 and obtain an $`L^2`$ version of the preceding Theorem which gives a new proof and a slight generalization of the Yoshida–Nicolaescu Formula (for details see \[BoFuOt01\], Section 3). For safety reasons, we assume that $`𝒟_t`$ is a zero-order perturbation of $`𝒟_0`$, induced by a continuous change of the defining connection, or alternatively, $`𝒟_t:=𝒟_0+C_t`$ where $`C_t`$ is a self-adjoint bundle morphism.

###### Theorem 2.38.

$$\begin{array}{c}\mathrm{SF}\{𝒟_t\}=\mathrm{𝐦𝐚𝐬}(\left\{\mathrm{\Lambda }_t^1L^2\left(\mathrm{\Sigma }\right)\stackrel{}{+}\mathrm{\Lambda }_t^2L^2\left(\mathrm{\Sigma }\right)\right\},\mathrm{\Delta })\hfill \\ \hfill =:\mathrm{𝐦𝐚𝐬}(\{\mathrm{\Lambda }_t^1L^2(\mathrm{\Sigma })\},\{\mathrm{\Lambda }_t^2L^2(\mathrm{\Sigma })\}),\end{array}$$

where the Cauchy data spaces $`\mathrm{\Lambda }_t^j`$ are taken on each side $`j=1,2`$ of the hypersurface $`\mathrm{\Sigma }`$.

###### Remark 2.1.

Here it is not compelling to use the symplectic geometry of the Cauchy data spaces (see Remark 2.36b). Actually, deep gluing formulas can and have been obtained for the spectral flow by coding relevant information not in the full infinite-dimensional Cauchy data spaces but in families of Lagrangian subspaces of suitable finite-dimensional symplectic spaces, like the kernel of the tangential operator (see \[CaLeMi96\] and \[CaLeMi00\]).

#### 2.7.2. Correction Formula for the Spectral Flow

Let $`D,D^{}`$ with $`D_{\mathrm{min}}<D,D^{}<D_{\mathrm{max}}`$ be two domains such that both $`\{𝒟_{t,D}\}`$ and $`\{𝒟_{t,D^{}}\}`$ become families of self-adjoint Fredholm operators. We assume that $`D`$ and $`D^{}`$ differ only by a finite dimension, more precisely that

(2.65)
$$dim\frac{\gamma (D)}{\gamma (D)\gamma (D^{})}=dim\frac{\gamma (D^{})}{\gamma (D)\gamma (D^{})}<+\mathrm{}.$$

Then we find from Theorem 2.37 (for details see \[BoFu99\], Theorem 6.5):

(2.66) $`\mathrm{𝐬𝐟}\left\{𝒟_{t,D}\right\}\mathrm{𝐬𝐟}\left\{𝒟_{t,D^{}}\right\}`$
$`=\mathrm{𝐦𝐚𝐬}(\left\{\mathrm{\Lambda }\left(𝒟_t\right)\right\},\gamma (D^{}))\mathrm{𝐦𝐚𝐬}(\left\{\mathrm{\Lambda }\left(𝒟_t\right)\right\},\gamma (D))`$
$`=\sigma _{\text{Hör}}(\mathrm{\Lambda }(𝒟_0),\mathrm{\Lambda }(𝒟_1);\gamma (D^{}),\gamma (D))`$
(see Remark 1.26b). The assumption (2.65) is rather restrictive. The pair of domains, for instance, defined by the Atiyah–Patodi–Singer projection and the Calderón projection, may not always satisfy this condition. For the present proof, however, it seems indispensable.

## 3. The Eta Invariant

As mentioned in the Introduction, a systematic functional analytical frame is missing for the eta invariant in contrast to the index and the spectral flow (see, however, \[CoMo95\] for an ambitious approach to establish analogues of Sobolev spaces, pseudo-differential operators, and zeta and eta functions in the context of noncommutative spectral geometry). Basically, however, the concept of the eta invariant of a (total and compatible, hence self-adjoint) Dirac operator is rather an immediate generalization of the index. Instead of measuring the chiral asymmetry of the zero eigenvalues we now measure the asymmetry of the whole spectrum.

Let $`𝒟`$ be an operator of Dirac type; i.e., roughly speaking, an operator with a real discrete spectrum which is nicely spaced without finite accumulation points and with an infinite number of eigenvalues on both sides of the real line. In close analogy with the definition of the zeta-function for essentially positive elliptic operators like the Laplacian, we set

$$\eta _𝒟(s):=\underset{\lambda \mathrm{spec}(𝒟)\left\{0\right\}}{}sign(\lambda )\lambda ^s.$$

Clearly, the formal sum $`\eta _𝒟(s)`$ is well defined for complex $`s`$ with $`\mathrm{}(s)`$ sufficiently large, and it vanishes for a symmetric spectrum (i.e., if for each $`\lambda \mathrm{spec}(𝒟)`$ also $`\lambda \mathrm{spec}(𝒟)`$).

In Subsections 2.2 and 2.4, we expressed the index by the difference of the traces of two related heat operators. Similarly, we also have a heat kernel expression for the eta function. Let $`𝒟`$ be any self-adjoint operator with compact resolvent and let $`\{\lambda _k\}`$ denote its eigenvalues ordered so that $`\mathrm{}\lambda _{k1}\lambda _k\lambda _{k+1}\mathrm{}`$, each repeated according its multiplicity. Formally, we have

(3.1) $`\eta _𝒟(s)\mathrm{\Gamma }({\displaystyle \frac{s+1}{2}})`$ $`={\displaystyle _{\lambda _k0}}sign(\lambda _k)|\lambda _k|^s{\displaystyle _0^{\mathrm{}}}r^{\frac{s1}{2}}e^r𝑑r`$
$`={\displaystyle _{\lambda _k0}}\lambda _k(\lambda _k^2)^{\frac{s+1}{2}}{\displaystyle _0^{\mathrm{}}}(t\lambda _k^2)^{\frac{s1}{2}}e^{t\lambda _k^2}d(t\lambda _k^2)`$
$`={\displaystyle _{\lambda _k0}}{\displaystyle _0^{\mathrm{}}}t^{\frac{s1}{2}}\lambda _ke^{t\lambda _k^2}𝑑t={\displaystyle _0^{\mathrm{}}}t^{\frac{s1}{2}}\mathrm{Tr}e^{t𝒟^2}dt.`$
For comparison we give the corresponding formula for the zeta function of the (positive) Dirac Laplacian $`𝒟^2`$:

(3.2)
$$\zeta _{𝒟^2}(s):=\mathrm{Tr}(𝒟^2)^s=\frac{1}{\mathrm{\Gamma }(s)}_0^{\mathrm{}}t^{s1}\mathrm{Tr}e^{t𝒟^2}dt.$$

For the zeta function, we must assume that $`𝒟`$ has no vanishing eigenvalues (i.e. $`𝒟^2`$ is positive). Otherwise the integral on the right side is divergent. (The situation, however, can be cured by subtracting the orthogonal projection onto the kernel of $`𝒟^2`$ from the heat operator before taking the trace.) For the eta function, on the contrary, it clearly does not matter whether there are 0–eigenvalues and whether the summation is over all or only over the nonvanishing eigenvalues.

The derivation of (3.1) and (3.2) is completely elementary for $`\mathrm{}(s)>\frac{1+dimX}{2}`$ , resp. $`\mathrm{}(s)>\frac{dimX}{2}`$ , where $`X`$ denotes the underlying manifold. It follows at once that $`\eta (s)`$ (and $`\zeta (s)`$) admit a meromorphic extension to the whole complex plane. However, it is not clear at all how to characterize the operators for which the eta function (and the zeta function) have a finite value at $`s=0`$, the eta invariant (resp. the zeta invariant).

Historically, the eta invariant appeared for the first time in the 1970s as an error term showing up in the index formula for the APS spectral boundary value problem of a Dirac operator $`𝒟`$ on a compact manifold $`X`$ with smooth boundary $`\mathrm{\Sigma }`$ (see our Subsection 2.4). More precisely, what arose was the eta invariant of the tangential operator (i.e., the induced Dirac operator over the closed manifold $`\mathrm{\Sigma }`$). Even in that case it was hard to establish the existence and finiteness of the eta invariant.

Strictly speaking, one can define the eta invariant as the constant term in the Laurent expansion of the eta function around the point $`s=0`$. For various applications this suffices. Many practical calculations, however, are much facilitated when we know the regularity a priori.

Basically, there are three different approaches to establish it: the original proof by Atiyah, Patodi, and Singer, worked out in \[BoWo93, Corollary 22.9\] and summarized in our Subsection 2.4; it is based on an assumption about the existence of a suitable asymptotic expansion for the corresponding heat kernel on the infinite cylinder $`_+\times \mathrm{\Sigma }`$. An intrinsic proof can be found in Gilkey \[Gi95, Section 3.8\]. It does not exploit that $`\mathrm{\Sigma }`$ bounds $`X`$, but requires strong topological means.

For a compatible (!) Dirac operator over a closed manifold Bismut and Freed \[BiFr86\] have shown that the eta function is actually a holomorphic function of $`s`$ for $`\mathrm{}(s)>2`$. They used the heat kernel representation (3.1) which implies that the eta invariant, when it exists, can be expressed as

$$\eta _𝒟(0)=\frac{1}{\sqrt{\pi }}_0^{\mathrm{}}\frac{1}{\sqrt{t}}\mathrm{Tr}\left(𝒟e^{t𝒟^2}\right)𝑑t.$$

It follows from (3.1) that the estimate

$$|\mathrm{Tr}𝒟e^{t𝒟^2}|<c\sqrt{t}$$

implies the regularity of the eta function at $`s=0`$. In fact, Bismut and Freed proved a sharper result, using nontrivial results from stochastic analysis. Inspired by calculations presented in Bismut and Cheeger \[BiCh89, Section 3\], Wojciechowski gave a purely analytic reformulation of the details of their proof. This provides a third and completely elementary way of proving the regularity of the eta function at $`s=0`$. The essential steps are:

###### Theorem 3.1.

Let $`𝒟:C^{\mathrm{}}(\mathrm{\Sigma };E)C^{\mathrm{}}(\mathrm{\Sigma };E)`$ denote a compatible Dirac operator over a closed manifold $`\mathrm{\Sigma }`$ of odd dimension $`m`$. Let $`\mathrm{e}(t;x,x^{})`$ denote the integral kernel of the heat operator $`e^{t𝒟^2}`$. Then there exists a positive constant $`C`$ such that

$$|\mathrm{Tr}\left(𝒟_xe(t;x,x^{})\right)|_{x=x^{}}|<C\sqrt{t}$$

for all $`x\mathrm{\Sigma }`$ and $`0<t<1`$.

We recall the definition of the ‘local’ $`\eta `$ function.

###### Definition 3.2.

Let $`\{f_k;\lambda _k\}_k`$ be a discrete spectral resolution of $`𝒟`$. Then we define

$`\eta _𝒟(s;x)`$ $`:={\displaystyle \underset{\lambda _k0}{}}sign(\lambda _k)|\lambda _k|^sf_k(x),f_k(x)_{E_x}`$
$`={\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{s+1}{2})}}{\displaystyle _0^{\mathrm{}}}t^{\frac{s1}{2}}\left({\displaystyle \underset{\lambda _k0}{}}\lambda _ke^{t\lambda _k^2}f_k(x),f_k(x)\right)𝑑t`$
$`={\displaystyle \frac{1}{\mathrm{\Gamma }(\frac{s+1}{2})}}{\displaystyle _0^{\mathrm{}}}t^{\frac{s1}{2}}\mathrm{Tr}𝒟\mathrm{e}(t;x,x)dt.`$
###### Corollary 3.3.

Under the assumptions of the preceding theorem the ‘local’ $`\eta `$ function $`\eta _𝒟(s;x)`$ is holomorphic in the half plane $`\mathrm{}(s)2`$ for any $`x\mathrm{\Sigma }`$.

In the decade or so following 1975, it was generally believed that the existence of a finite eta invariant was a very special feature of operators of Dirac type on closed manifolds which are boundaries, and then, more generally, of Dirac type operators on all closed manifolds. Only after the seminal paper by Douglas and Wojciechowski \[DoWo91\] was it gradually realized that globally elliptic self-adjoint boundary value problems for operators of Dirac type also have a finite eta invariant. Once again, there are quite different approaches to obtain that result.

The work by Wojciechowski and collaborators is based on the Duhamel Principle and provides complete asymptotic expansions of the heat kernels for the self-adjoint Fredholm extension $`𝒟_P`$ where $`P`$ belongs to the smooth self-adjoint Grassmannian. We recall from our review of the Atiyah–Patodi–Singer Index Theorem that the Duhamel Principle allows one to study the interior contribution and the boundary contribution separately and identify the singularities caused by the boundary contribution. It seems that Wojciechowski’s method is only applicable if the metric structures close to the boundary are product.

Based on joint work with Seeley, Grubb \[Gr99\] also obtained nice asymptotic expansions of the trace of the heat kernels in (3.1) and (3.2). Contrary to the qualitative arguments of the Duhamel–Wojciechowski approach, Grubb’s approach requires the explicit computation of certain coefficients in the expansion. Some of them have to vanish to guarantee the desired regularity.

For a slightly larger class of self-adjoint Fredholm extensions, Brüning and Lesch \[BrLe99a\] also studied the eta invariant. However, the authors had to deal with the residue of the eta function at $`s=0`$ which is not present in the Duhamel–Wojciechowski approach.

In spite of the differences between the various approaches and types of results it seems that one consequence can be drawn immediately, namely there must be a deeper meaning of the eta invariant beyond its role as error term in the APS index formula. Happily, such a meaning was found by Singer in \[Si85\] for the eta invariant on closed manifolds and successively generalized by Wojciechowski and collaborators for manifolds with boundary, namely the identification of the eta invariant as the phase of the zeta function regularized determinant. We shall explain this now, and postpone our main topic, the pasting formulas for the eta invariant on partitioned manifolds.

### 3.1. Functional Integrals and Spectral Asymmetry

Several important quantities in quantum mechanics and quantum field theory are expressed in terms of *quadratic functionals* and *functional integrals*. The concept of the determinant for Dirac operators arises naturally when one wants to evaluate the corresponding path integrals. As Itzykson and Zuber report in the chapter on *Functional Methods* of their monograph \[ItZu80\]: “The path integral formalism of Feynman and Kac provides a unified view of quantum mechanics, field theory, and statistical models. The original suggestion of an alternative presentation of quantum mechanical amplitudes in terms of path integrals stems from the work of Dirac (1933) and was brilliantly elaborated by Feynman in the 1940s. This work was first regarded with some suspicion due to the difficult mathematics required to give it a decent status. In the 1970s it has, however, proved to be the most flexible tool in suggesting new developments in field theory and therefore deserves a thorough presentation.”

We shall restrict our discussion to the easiest variant of that complex matter by focusing on the partition function of a quadratic functional given by the Euclidean action of a *Dirac operator* which is assumed to be elliptic with imaginary time due to Wick rotation and coupled to continuously varying vector potentials (sources, fields, connections), for the ease of presentation in vacuum. We refer to Bertlmann, \[Be96\] and Schwarz, \[Sch93\] for an introduction to the quantum theoretic language for mathematicians and for a more extensive treatment of general aspects of quadratic functionals and functional integrals involving the relations to the Lagrangian and Hamiltonian formalism.

There are various alternative notions of “path integral” around, some more sophisticated than others. A mathematically rigorous formulation of the concept of “path integrals”, as physicists typically “understand” it in quantum field theory is flimsy at best. For fields on Minkowski space, they are not mathematical integrals at all, because no measure is defined. For fields on Euclidean space (with imaginary time), one can construct genuine measures in limited settings which are not entirely realistic. Even then there is the issue of continuing the integrals back to real time which is generally ill-defined on a curved space-time. Many physicists do not care about such matters. Indeed, such physicists use path integrals primarily as compact generators of recipes to produce Feynman integrals which when regularized and renormalized yield coefficients in a formal power series in coupling constants for physical quantities of interest. However, no one has ever proved that these series converge, even for quantum electrodynamics (QED). Indeed the consensus of those who care is that these are only asymptotic series. Adding first few terms of these renormalized perturbation series yields remarkable 11-decimal point agreement with experiment, and QED is thereby hailed as a huge success. For many mathematicians and a few physicists, the great tragedy is that these recipes work so well without a genuine mathematical foundation. Although path integrals may not make precise sense per se, not only do they generate successful recipes in physics, but they can motivate fruitful ideas and precise concepts. In mathematics, path integrals have motivated the $`\zeta `$-regularized determinant for the (Euclidean) Dirac operator, as a mathematically genuine canonical object, independent of particular choices made for regularization, which can be precisely calculated in principle.

A special feature of Dirac operators is that their determinants involve a *phase*, the imaginary part of the determinant’s logarithm. As we will see now, this is a consequence of the fact that, unlike second-order semi-bounded Laplacians, first-order Dirac operators have an infinite number of both positive and negative eigenvalues. Then the phase of the determinant reflects the spectral asymmetry of the corresponding Dirac operator.

The simplest path integral we meet in quantum field theory takes the form of the *partition function* and can be written formally as the integral

(3.3)
$$Z(\beta ):=_\mathrm{\Gamma }e^{\beta S(\omega )}𝑑\omega ,$$

where $`d\omega `$ denotes functional integration over the space $`\mathrm{\Gamma }:=\mathrm{\Gamma }(M;E)`$ of sections of a Euclidean vector bundle $`E`$ over a Riemannian manifold $`M`$.

In quantum theoretic language, $`M`$ is space or space-time; a $`\omega \mathrm{\Gamma }`$ is a position function of a particle or a spinor field. The scaling parameter $`\beta `$ is a real or complex parameter, most often $`\beta =1`$. The functional $`S`$ is a quadratic real-valued functional on $`\mathrm{\Gamma }`$ defined by $`S(\omega ):=\omega ,T\omega `$ with a fixed linear symmetric operator $`T:\mathrm{\Gamma }\mathrm{\Gamma }`$. Typically $`T:=𝒟`$ is a Dirac operator and $`S(\omega )`$ is the action $`S(\omega )=_M\omega ,𝒟\omega `$.

Mathematically speaking, the integral (3.3) is an oscillating integral like the *Gaussian integral*. It is ill-defined in general because

* as it stands, it is meaningless when $`dim\mathrm{\Gamma }(M;E)=+\mathrm{}`$ (i.e., when $`dimM1`$); and,
* even when $`dim\mathrm{\Gamma }(M;E)<\mathrm{}`$ (i.e. when $`dimM=0`$ and $`M`$ consists of a finite set of points), the integral $`Z(\beta )`$ diverges unless $`\beta S(\omega )`$ is positive and nondegenerate.

Nevertheless, these expressions have been used and construed in quantum field theory. As a matter of fact, reconsidering the physicists’ use and interpretation of these mathematically ill-defined quantities, one can describe certain formal manipulations which lead to normalizing and evaluating $`Z(\beta )`$ in a mathematically precise way.

We begin with a few calculations in *Case II*, inspired by Adams and Sen, \[AdSe96\], to show how *spectral asymmetry* is naturally entering into the calculations even in the finite-dimensional case and how this suggests a definition of the determinant in the infinite-dimensional case for the Dirac operator.

Then, let $`dim\mathrm{\Gamma }=d<\mathrm{}`$ and, for a symmetric endomorphism $`T`$, let

$$S(\omega ):=\omega ,T\omega \text{ for all }\omega \mathrm{\Gamma }.$$

Case 1. We assume that $`S`$ positive and nondegenerate, i.e. $`T`$ is strictly positive, say $`\mathrm{spec}T=\{\lambda _1,\mathrm{}\lambda _d\}`$ with all $`\lambda _j>0`$. This is the classical case. We choose an orthonormal system of eigenvectors $`(e_1,\mathrm{},e_d)`$ of $`T`$ as basis for $`\mathrm{\Gamma }`$. We have $`S(\omega )=\lambda _jx_j^2`$ for $`\omega =x_je_j`$ and, for real $`\beta >0,`$ we get

$`Z(\beta )`$ $`={\displaystyle _G}e^{\beta S(\omega )}𝑑\omega ={\displaystyle _^d}𝑑x_1\mathrm{}𝑑x_de^{\beta {\scriptscriptstyle \lambda _jx_j^2}}`$
$`={\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{\beta \lambda _1x_1^2}𝑑x_1{\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{\beta \lambda _2x_2^2}𝑑x_2\mathrm{}{\displaystyle _{\mathrm{}}^{\mathrm{}}}e^{\beta \lambda _dx_d^2}𝑑x_d`$
$`=\sqrt{{\displaystyle \frac{\pi }{\beta \lambda _1}}}\sqrt{{\displaystyle \frac{\pi }{\beta \lambda _2}}}\mathrm{}\sqrt{{\displaystyle \frac{\pi }{\beta \lambda _d}}}=\pi ^{d/2}\beta ^{d/2}(detT)^{1/2}.`$
In that way the determinant appears when evaluating the simplest quadratic integral.

Case 2. If the functional $`S`$ is positive and degenerate, $`T0`$, the partition function is given by

$$Z(\beta )=\pi ^{\zeta /2}\beta ^{\zeta /2}(det\omega T)^{1/2}Vol(\mathrm{Ker}T),$$

where $`\zeta :=dim\mathrm{\Gamma }dim\mathrm{Ker}T`$ and $`\stackrel{~}{T}:=T|_{(\mathrm{Ker}T)^{}}`$, but, of course $`Vol(\mathrm{Ker}T)=\mathrm{}`$. For approaches to “renormalizing” this quantity in quantum chromodynamics, we refer to \[AdSe96\], \[BMSW97\], \[Sch93\]. One approach customary in physics is to take $`\pi ^{\zeta /2}\beta ^{\zeta /2}(det\stackrel{~}{T})^{1/2}`$ as the definition of the integral by setting the factor $`Vol(\mathrm{Ker}T)`$ equal to 1.

Case 3. Now we assume that the functional $`S`$ is nondegenerate, i.e. $`T`$ invertible, but $`S`$ is neither positive nor negative. We decompose $`\mathrm{\Gamma }=\mathrm{\Gamma }_+\times \mathrm{\Gamma }_{}`$ and $`T=T_+T_{}`$ with $`T_+,T_{}`$ strictly positive on $`\mathrm{\Gamma }_\pm `$. Formally, we obtain

$`Z(\beta )`$ $`=\left({\displaystyle _{\mathrm{\Gamma }_+}}𝑑\omega _+e^{\beta \omega _+,T_+\omega }\right)\left({\displaystyle _\mathrm{\Gamma }_{}}𝑑\omega _{}e^{(\beta )\omega _{},T_{}\omega }\right)`$
$`=\pi ^{d_+/2}\beta ^{d_+/2}(detT_+)^{1/2}\pi ^{d_{}/2}(\beta )^{d_{}/2}(detT_{})^{1/2}`$
$`=\pi ^{\zeta /2}\beta ^{d_+/2}(\beta )^{d_{}/2}(det|T|)^{1/2}`$
where $`d_\pm :=dim\mathrm{\Gamma }_\pm `$, hence $`\zeta =d_++d_{}`$ and $`|T|:=\sqrt{\stackrel{~}{T}^2}=T_+T_{}`$.

Case 4. In the preceding formula, the term $`(\beta )^{d_+/2}(\beta )^{d_{}/2}`$ is undefined for $`\beta _\pm `$. We shall replace it by a more intelligible term for $`\beta =1`$ by first expanding $`Z(\beta )`$ in the upper complex half plane and then formally setting $`\beta =1`$. More precisely, let $`\beta _+=\{z\mathrm{}z>0\}`$ and write $`\beta =|\beta |e^{i\theta }`$ with $`\theta [0,\pi ]`$, hence $`\beta =|\beta |e^{i(\theta \pi )}`$ with $`\theta \pi [\pi ,0]`$. We set $`\beta ^a:=|\beta |^ae^{i\theta a}`$ and get

$`\beta ^{d_+/2}(\beta )^{d_{}/2}`$ $`=(|\beta |e^{i\theta })^{d_+/2}(|\beta |e^{i(\theta \pi )})^{d_{}/2}`$
$`=|\beta |^{\zeta /2}e^{i\frac{d_+}{2}\theta }e^{i\frac{d_{}}{2}\theta }e^{i\pi \frac{d_{}}{2}}.`$
Moreover,

$`{\displaystyle \frac{d_+}{2}}\theta {\displaystyle \frac{d_{}}{2}}\theta +\pi {\displaystyle \frac{d_{}}{2}}`$ $`={\displaystyle \frac{\theta }{2}}\left(d_++d_{}\right)+{\displaystyle \frac{\pi }{2}}\left({\displaystyle \frac{d_{}}{2}}+{\displaystyle \frac{d_+}{2}}+{\displaystyle \frac{d_{}}{2}}{\displaystyle \frac{d_+}{2}}\right)`$
$`={\displaystyle \frac{\theta }{2}}\zeta +{\displaystyle \frac{\pi }{4}}\left(\zeta \eta \right)={\displaystyle \frac{\pi }{4}}\left({\displaystyle \frac{2\theta \zeta }{\pi }}+(\eta \zeta )\right),`$
where $`\zeta :=d_++d_{}`$ is the finite-dimensional equivalent of the $`\zeta `$ invariant, counting the eigenvalues, and $`\eta :=d_+d_{}`$ the finite-dimensional equivalent of the $`\eta `$ invariant, measuring the spectral asymmetry of $`T`$. We obtain

$$Z\left(\beta \right)=\pi ^{\zeta /2}\left|\beta \right|^{\zeta /2}e^{i\frac{\pi }{4}(\frac{2\zeta \theta }{\pi }+(\eta \zeta ))}(det|T|)^{1/2}$$

and, formally, for $`\beta =1`$, i.e. $`\theta =0`$,

(3.4)
$$Z(1)=\pi ^{\zeta /2}\underset{=:detT}{\underset{}{e^{i\frac{\pi }{4}(\eta \zeta )}(det|T|)^{1/2}}}.$$

Equation (3.4) suggests a nonstandard definition of the determinant for the infinite-dimensional case.

###### Remark 3.4.

(a) The methods and results of this section also apply to real-valued quadratic functionals on complex vector spaces. Since the integration in (3.3) in this case is over the real vector space underlying $`\mathrm{\Gamma }`$, the expressions for the partition functions in this case become the square of those above.
(b) In the preceding calculations we worked with ordinary commuting numbers and functions. The resulting Gaussian integrals are also called *bosonic* integrals. If we consider *fermionic* integrals, we work with Grassmannian variables and obtain the determinant not in the denominator but in the nominator (see e.g. \[BeGeVe92\] or \[Be96\]).

### 3.2. The $`\zeta `$–Determinant for Operators of Infinite Rank

Once again, our point of departure is finite-dimensional linear algebra. Let $`T:^d^d`$ be an invertible, positive operator with eigenvalues $`0<\lambda _1\lambda _2\mathrm{}\lambda _d`$ . We have the equality

$`detT`$ $`={\displaystyle \lambda _j}=\mathrm{exp}\{{\displaystyle \mathrm{ln}\lambda _je^{s\mathrm{ln}\lambda _j}}|_{s=0}\}`$
$`=\mathrm{exp}({\displaystyle \frac{d}{ds}}({\displaystyle \lambda _j^s})|_{s=0})=e^{\frac{d}{ds}\zeta _T(s)|_{s=0}},`$
where $`\zeta _T(s):=_{j=1}^d\lambda _j^s`$.

We show that the preceding formula generalizes naturally, when $`T`$ is replaced by a *positive definite self-adjoint elliptic* operator $`L`$ (for the ease of presentation, of second order, like the Laplacian) acting on sections of a Hermitian vector bundle over a closed manifold $`M`$ of dimension $`m`$. Then $`L`$ has a discrete spectrum $`\mathrm{spec}L=\{\lambda _j\}_j`$ with $`0<\lambda _1\lambda _2\mathrm{}`$, satisfying the asymptotic formula $`\lambda _nCn^{m/2}`$ for a constant $`C>0`$ depending on $`L`$ (see e.g. \[Gi95\], Lemma 1.6.3). We extend $`\zeta _L(s):=_{j=1}^{\mathrm{}}\lambda _j^s`$ in the complex plane by

$$\zeta _L(s):=\frac{1}{\mathrm{\Gamma }(s)}_0^{\mathrm{}}t^{s1}\mathrm{Tr}e^{tL}dt$$

with $`\mathrm{\Gamma }(s):=_0^{\mathrm{}}t^{s1}e^t𝑑t`$. Note that $`e^{tL}`$ is the heat operator transforming any initial section $`f_0`$ into a section $`f_t`$ satisfying the heat equation $`\frac{}{t}f+Lf=0`$. Clearly $`\mathrm{Tr}e^{tL}=e^{t\lambda _j}`$ .

One shows that the original definition of $`\zeta _L(s)`$ yields a holomorphic function for $`\mathrm{}(s)`$ large and that its preceding extension is meromorphic in the entire complex plane with simple poles only. The point $`s=0`$ is a regular point and $`\zeta _L(s)`$ is a holomorphic function at $`s=0`$. From the asymptotic expansion of $`\mathrm{\Gamma }(s)\frac{1}{s}+\gamma +sh(s)`$ close to $`s=0`$ with the Euler number $`\gamma `$ and a suitable holomorphic function $`h`$ we obtain an explicit formula

$$\zeta _L^{}(0)_0^{\mathrm{}}\frac{1}{t}\mathrm{Tr}e^{tL}dt\gamma \zeta _L(0).$$

This is explained in great detail, e.g., in \[Wo99\]. Therefore, Ray and Singer in \[RaSi71\] could introduce $`det_z(L)`$ by defining:

$$\underset{z}{det}L:=e^{\frac{d}{ds}\zeta _L(s)|_{s=0}}=e^{\zeta _L^{}(0)}.$$

The preceding definition does not apply immediately to the main hero here, the Dirac operator $`𝒟`$ which has infinitely many positive $`\lambda _j`$ and negative eigenvalues $`\mu _j`$. Clearly by the preceding argument

$$\underset{z}{det}𝒟^2=e^{\zeta _{𝒟^2}^{}}\text{and}\underset{z}{det}|𝒟|=e^{\zeta _{|𝒟|}^{}}=e^{\frac{1}{2}\zeta _{𝒟^2}^{}}.$$

For the Dirac operator we set

$$\mathrm{ln}det𝒟:=\frac{d}{ds}\zeta _𝒟(s)|_{s=0}$$

with, choosing <sup>2</sup><sup>2</sup>2Choosing the alternative representation, namely $`(1)^s=e^{i\pi s}`$ yields the opposite sign of the phase of the determinant which may appear to be more natural for some quantum field models and also in view of (3.4). However, we follow the more common convention introduced by Singer in \[Si85, p. 331\] when defining the determinant of operators of Dirac type. the branch $`(1)^s=e^{i\pi s}`$,

$`\zeta _𝒟(s)`$ $`={\displaystyle \lambda _j^s}+{\displaystyle (1)^s\mu _j^s}={\displaystyle \lambda _j^s}+e^{i\pi s}{\displaystyle \mu _j^s}`$
$`={\displaystyle \frac{\lambda _j^s+\mu _j^s}{2}}+{\displaystyle \frac{\lambda _j^s\mu _j^s}{2}}`$
$`+e^{i\pi s}\left\{{\displaystyle \frac{\lambda _j^s+\mu _j^s}{2}}{\displaystyle \frac{\lambda _j^s\mu _j^s}{2}}\right\}`$
$`=\frac{1}{2}\left\{\zeta _{𝒟^2}({\displaystyle \frac{s}{2}})+\eta _𝒟(s)\right\}+\frac{1}{2}e^{i\pi s}\left\{\zeta _{𝒟^2}({\displaystyle \frac{s}{2}})\eta _𝒟(s)\right\},`$
where $`\eta _𝒟(s):=\lambda _j^s\mu _j^s`$. Later we will show that $`\eta _𝒟(s)`$ is a holomorphic function of $`s`$ for $`\mathrm{}(s)`$ large with a meromorphic extension to the whole complex plane which is holomorphic in the neighborhood of $`s=0`$ . We obtain

$$\begin{array}{c}\zeta _𝒟^{}(s)=\frac{1}{4}\zeta _{𝒟^2}^{}(\frac{s}{2})+\frac{1}{2}\eta _𝒟^{}(s)+\frac{1}{2}i\pi e^{i\pi s}\{\zeta _{𝒟^2}(\frac{s}{2})\eta _𝒟(s)\}\hfill \\ \hfill +\frac{1}{2}e^{i\pi s}\{\frac{1}{2}\zeta _{𝒟^2}^{}(\frac{s}{2})\eta _𝒟^{}(s)\}.\end{array}$$

It follows that

$$\zeta _𝒟^{}(0)=\frac{1}{2}\zeta _{𝒟^2}^{}(0)+\frac{i\pi }{2}\left\{\zeta _{𝒟^2}(0)\eta _𝒟(0)\right\}$$

and

$`\underset{z}{det}𝒟`$ $`=e^{\frac{1}{2}\zeta _{𝒟^2}^{}(0)}e^{\frac{i\pi }{2}\left\{\zeta _{𝒟^2}(0)\eta _𝒟(0)\right\}}=e^{\frac{i\pi }{2}\left\{\zeta _{|𝒟|}(0)\eta _𝒟(0)\right\}}e^{\zeta _{|𝒟|}^{}(0)}`$
$`=e^{\frac{i\pi }{2}\left\{\zeta _{|𝒟|}(0)\eta _𝒟(0)\right\}}\underset{z}{det}|𝒟|.`$
So, the Dirac operator’s ‘partition function’ in the sense of (3.3) becomes

$$Z(1)=\pi ^{\zeta _{|𝒟|}(0)}(\underset{\zeta }{det}𝒟)^{\frac{1}{2}}.$$

### 3.3. Spectral Invariants of Different ‘Sensitivity’

In the preceding formulas four spectral invariants of the Dirac operator $`𝒟`$ enter:

#### 3.3.1. The Index

First recall that the index of arbitrary elliptic operators on closed manifolds and the spectral flow of 1-parameter families of self-adjoint elliptic operators are topological invariants and so stable under small variation of the coefficients and, by definition, solely depending on the multiplicity of the eigenvalue 0. In the theory of bounded or closed (not necessarily bounded) Fredholm operators and bounded or not necessarily bounded self-adjoint Fredholm operators and the related $`K`$ and $`K^1`$ theory, we have a powerful functional analytical and topological frame for discussing these invariants. Moreover, index and spectral flow are local invariants, i.e., can be expressed by an integral where the integrand is locally expressed by the coefficients of the operator(s). Consequently, we have simple, precise pasting formulas for index and spectral flow on partitioned manifolds where the error term is localized along the separating hypersurface.
On manifolds with boundary the Calderón projection and its range, the Cauchy data space, change continuously when we vary the Dirac operator as shown in Section 2.3.8, exploiting the unique continuation property of operators of Dirac type. The same is not true for the Atiyah–Patodi–Singer projection: it can jump from one connected component of the Grassmannian to another component under small changes of the Dirac operator. Correspondingly, the index of the APS boundary problem can jump under small variation of the coefficients (i.e., of the defining connection or the underlying Riemannian or Clifford structure).
Regarding parity of the manifold, the index density (of all elliptic differential operators) vanishes on odd-dimensional manifolds for symmetry reason. Then, in the closed case the index vanishes, and on manifolds with boundary the APS Index Theorem takes the simple form $`index𝒟_P_{}=dim\mathrm{Ker}B^+`$ where we have the total Dirac operator on the left and a chiral component of the induced tangential operator on the right. Once again, the formula shows the instability of the index under small changes of the Dirac operator. This is no contradiction to the stability of the index on the spaces $``$, respectively $`𝒞`$, discussed in Section 1.1.3 because the graph norm distance between two APS realizations $`𝒟_P_{}`$ and $`𝒟_P_{}^{}`$ can remain bounded away from zero when $`𝒟`$ runs to $`𝒟^{}`$. This is the case if and only if the dimension of the kernel of the tangential operator changes under the deformation.

#### 3.3.2. The $`\zeta `$–invariant

Similarly, $`\zeta _{𝒟^2}(0)`$ is also local; i.e., it is given by the integral $`_M\alpha (x)𝑑x`$, where $`\alpha (x)`$ denotes a certain coefficient in the heat kernel expansion and is locally expressed by the coefficients of $`𝒟`$. In particular, $`\zeta _{𝒟^2}(0)`$ remains unchanged for small changes of the spectrum. Actually, $`\zeta _L(0)`$ vanishes when $`L`$ is the square of a self-adjoint elliptic operator on a closed manifold of odd dimension. It can be defined (and it vanishes, see \[PaWo02a, Appendix\]) for a large class of squares of operators of Dirac type with globally elliptic boundary conditions on compact, smooth manifolds (of odd dimension) with boundary. So, there are no nontrivial pasting formulas at all in such cases.

#### 3.3.3. The $`\eta `$–invariant

Unlike the index and spectral flow on closed manifolds, we have neither an established functional analytical nor a topological frame for discussing $`\eta _𝒟(0)`$, nor is it given by an integral of a locally defined expression. On the circle, e.g., consider the operator

(3.5)
$$𝒟_a:=i\frac{d}{dx}+a=e^{ixa}𝒟_0e^{ixa},$$

so that $`𝒟_a`$ and $`𝒟_0`$ have the same total symbol (i.e., coincide locally), but $`\eta _{𝒟_a}(0)=2a`$ depends on $`a`$.

The $`\eta `$–invariant depends, however, only on finitely many terms of the symbol of the resolvent $`(𝒟\lambda )^1`$ and the real part (in $`/`$) will not change when one changes or removes a finite number of eigenvalues. The integer part changes according to the net sign change occurring under removing or modifying eigenvalues. Moreover, the first derivative of the eta invariant of a smooth 1-parameter family of Dirac type operators is local, namely the spectral flow, as noted in our Introduction. This leads again to precise (though not so simple) pasting formulas for the eta invariant on partitioned manifolds.
In even dimensions, the eta invariant vanishes on any closed manifold $`\mathrm{\Sigma }`$ for any Dirac type operator which is the tangential operator of a Dirac type operator on a suitable manifold which has $`\mathrm{\Sigma }`$ as its boundary because of the induced precise symmetry of the spectrum due to the anti-commutativity of the tangential operator with Clifford multiplication. For the study of eta of boundary value problems on even-dimensional manifolds see \[KlWo96\].

#### 3.3.4. The Modulus of the Determinant

The number $`\zeta _{𝒟^2}^{}(0)`$ is the most delicate of the invariants involved: It is neither a local invariant, nor does it depend only on the total symbol of the Dirac operator. Even small changes of the eigenvalues will change the $`\zeta ^{}`$ invariant and hence the determinant. Moreover, no precise pasting formulas are obtained but only adiabatic ones (i.e., by inserting a long cylinder around the separating hypersurface (see \[PaWo02a\], \[PaWo02b\], \[PaWo02c\]).

Without proof we present the main results by Wojciechowski and collaborators, based on \[Wo99\] where the $`\zeta `$–function regularized determinant was established for pseudo-differential boundary value conditions belonging to the smooth, self-adjoint Grassmannian. The first is a boundary correction formula, proved in \[ScWo00\] (see also the recent \[Sco02\]):

###### Theorem 3.5.

(Scott, Wojciechowski). Let $`𝒟`$ be a Dirac operator over an odd–dimensional compact manifold $`M`$ with boundary $`\mathrm{\Sigma }`$ and let $`P𝒢\mathrm{r}^{\mathrm{sa}}(𝒟)`$ . Then the range of the Calderón projection $`𝒫(𝒟)`$ (the Cauchy data space $`\mathrm{\Lambda }(𝒟,\frac{1}{2})`$) and the range of $`P`$ can be written as the graphs of unitary, elliptic operators of order 0, $`K`$, resp. $`T`$ which differ from the operator $`(B^+B^{})^{1/2}B^+:C^{\mathrm{}}(\mathrm{\Sigma };S^+|_\mathrm{\Sigma })C^{\mathrm{}}(\mathrm{\Sigma };S^{}|_\mathrm{\Sigma })`$ by a smoothing operator. Moreover,

(3.6)
$$\underset{\zeta }{det}𝒟_P=\underset{\zeta }{det}𝒟_{𝒫(𝒟)}\underset{\mathrm{Fr}}{det}\frac{1}{2}(\mathrm{I}+KT^1).$$

The second result, in most simple form, is found in \[PaWo00\]:

###### Theorem 3.6.

(Park, Wojciechowski) Let $`R`$ be positive, let $`M^R`$ denote the stretched partitioned manifold $`M^R=M_1_\mathrm{\Sigma }[R,0]\times \mathrm{\Sigma }_\mathrm{\Sigma }[0,R]\times \mathrm{\Sigma }_\mathrm{\Sigma }M_2`$ , and let $`𝒟_R`$, $`𝒟_{1,R}`$, $`𝒟_{2,R}`$ denote the corresponding Dirac operators. We assume that the tangential operator $``$ is invertible. Then

$$\underset{R\mathrm{}}{lim}\frac{det_\zeta 𝒟_R^{2}}{\left(det_\zeta (𝒟_{1,R})_{\mathrm{I}P_>}^{\mathrm{\hspace{0.17em}2}}\right)\left(det_\zeta (𝒟_{2,R})_{P_>}^{\mathrm{\hspace{0.17em}2}}\right)}=2^{\zeta _^2(0)}.$$

Although Felix Klein in \[Kl27\] rated the determinant as *simplest example of an invariant*, today we must give an inverse rating. For the present authors, it is not the invariants that are stable under the largest transformation groups which deserve the highest interest, but rather (according to Dirac’s approach to elementary particle physics) the *finest* invariants which exhibit *anomalies* under small perturbations. Correspondingly, the determinant and its amplitude are the most subtle and the most fascinating objects of our study. They are much more difficult to comprehend than the $`\eta `$-invariant 3.3.2; and the $`\eta `$-invariant is much more difficult to comprehend than the index.

### 3.4. Pasting Formulas for the Eta–Invariant - Outlines

In the rest of this review, i.e. over the next 33 pages, we shall prove a strikingly simple (to state) additivity property of the $`\eta `$-invariant. We fix the assumptions and the notation.

#### 3.4.1. Assumptions and Notation

(a) Let $`M`$ be an odd–dimensional closed *partitioned* Riemannian manifold $`M=M_1_\mathrm{\Sigma }M_2`$ with $`M_1,M_2`$ compact manifolds with common boundary $`\mathrm{\Sigma }`$. Let $`S`$ be a bundle of Clifford modules over $`M`$.

(b) To begin with we assume that $`𝒟`$ is a *compatible* (= true) Dirac operator over $`M`$. Thus, in particular, $`𝒟`$ is symmetric and has a unique self-adjoint extension in $`L^2(M;S)`$.

(c) We assume that there exists a bicollared cylindrical neighborhood (*a neck*) $`N(1,1)\times \mathrm{\Sigma }`$ of the separating hypersurface $`\mathrm{\Sigma }`$, such that the Riemannian structure on $`M`$ and the Hermitian structure on $`S`$ are product in $`N`$; i.e., they do not depend on the normal coordinate $`u`$, when restricted to $`\mathrm{\Sigma }`$$`{}_{u}{}^{}=\{u\}\times \mathrm{\Sigma }`$. Our convention for the orientation of the coordinate $`u`$ is that it runs from $`M_1`$ to $`M_2`$; i.e., $`M_1N=(1,0]\times \mathrm{\Sigma }`$ and $`NM_2=[0,1)\times \mathrm{\Sigma }`$. Then the operator $`𝒟`$ takes the following form on $`N`$:

(3.7)
$$𝒟|_N=\sigma (_u+B),$$

where the principal symbol in $`u`$–direction $`\sigma :S|_\mathrm{\Sigma }S|_\mathrm{\Sigma }`$ is a unitary bundle isomorphism (Clifford multiplication by the normal vector $`du`$) and the tangential operator $`B:C^{\mathrm{}}(`$$`\mathrm{\Sigma }`$$`;S|_\mathrm{\Sigma })C^{\mathrm{}}(`$$`\mathrm{\Sigma }`$$`;S|_\mathrm{\Sigma })`$ is the corresponding Dirac operator on $`\mathrm{\Sigma }`$. Note that $`\sigma `$ and $`B`$ do not depend on the normal coordinate $`u`$ in $`N`$ and they satisfy the following identities

(3.8)
$$\sigma ^2=\mathrm{I},\sigma ^{}=\sigma ,\sigma B=B\sigma ,B^{}=B.$$

Hence, $`\sigma `$ is a skew-adjoint involution and $`S`$, the bundle of spinors, decomposes in $`N`$ into $`\pm i`$–eigenspaces of $`\sigma `$, $`S|_N=S^+S^{}`$. It follows that (3.7) leads to the following representation of the operator $`𝒟`$ in $`N`$

$$𝒟|_N=\left(\begin{array}{cc}i& 0\\ 0& i\end{array}\right)\left(_u+\left(\begin{array}{cc}0& B_{}=B_+^{}\\ B_+& 0\end{array}\right)\right),$$

where $`B_+:C^{\mathrm{}}(`$$`\mathrm{\Sigma }`$$`;S^+)C^{\mathrm{}}(`$$`\mathrm{\Sigma }`$$`;S^{})`$ maps the spinors of positive chirality into the spinors of negative chirality.

(d) To begin with we consider only the case of $`\mathrm{Ker}B=\{0\}`$. That implies that $`B`$ is an *invertible* operator. More precisely, there exists a pseudo-differential elliptic operator $`L`$ of order $`1`$ such that $`BL=\mathrm{I}_S=LB`$ (see, for instance, \[BoWo93\], Proposition 9.5).

(e) For real $`R>0`$ we study the closed *stretched* manifold $`M^R`$ which we obtain from $`M`$ by inserting a cylinder of length $`2R`$, i.e. replacing the collar $`N`$ by the cylinder $`(2R1,+1)\times \mathrm{\Sigma }`$

$$M^R=M_1([2R,0]\times \mathrm{\Sigma })M_2.$$

We extend the bundle $`S`$ to the stretched manifold $`M^R`$ in a natural way. The extended bundle will be also denoted by $`S`$. The Riemannian structure on $`M`$ and the Hermitian structure on $`S`$ are product on $`N`$. Hence we can extend them to smooth metrics on $`M^R`$ in a natural way and, at the end, we can extend the operator $`𝒟`$ to an operator $`𝒟^R`$ on $`M^R`$ by using formula (3.7). Then $`M^R`$ splits into two manifolds with boundary: $`M^R=M_1^RM_2^R`$ with $`M_1^R=M_1\left((2R,R]\times \mathrm{\Sigma }\right)`$, $`M_2^R=\left([R,0)\times \mathrm{\Sigma }\right)M_2`$, and $`M_1=M_2^R=\{R\}\times \mathrm{\Sigma }`$. Consequently, the operator $`𝒟^R`$ splits into $`𝒟^R=𝒟_1^R𝒟_2^R`$. We shall impose spectral boundary conditions to obtain self-adjoint operators $`𝒟_{1,P_<}`$, $`𝒟_{1,P_<}^R`$, $`𝒟_{2,P_>}`$, and $`𝒟_{2,P_>}^R`$ in the corresponding $`L^2`$ spaces on the parts (see (3.9)).

(f) We also introduce the complete, noncompact Riemannian manifold *with cylindrical end*

$$M_2^{\mathrm{}}:=\left((\mathrm{},0]\times \mathrm{\Sigma }\right)M_2$$

by gluing the half–cylinder $`(\mathrm{},0]\times \mathrm{\Sigma }`$ to the boundary $`\mathrm{\Sigma }`$ of $`M_2`$. Clearly, the Dirac operator $`𝒟`$ extends also to $`C^{\mathrm{}}(M_2^{\mathrm{}},S)`$.

###### Remark 3.7.

Our presentation is somewhat simplified by our assumption (b) that $`𝒟`$ is compatible and assumption (d) that the tangential operator $`B`$ is invertible. Both assumptions can be lifted. This is done in the literature; see \[Wo95\] and \[Wo99\].

We recall the following ideas in the big scheme from Section 2.5 of this review. Let $`P_>`$ (respectively $`P_<`$) denote the spectral projection of $`B`$ onto the subspace of $`L^2(`$$`\mathrm{\Sigma }`$$`;S|_\mathrm{\Sigma })`$ spanned by the eigensections corresponding to the positive (respectively negative) eigenvalues. Then $`P_>`$ is a self-adjoint elliptic boundary condition for the operator $`𝒟_2=𝒟|_{M_2}`$ (see \[BoWo93\], Proposition 20.3). This means that the operator $`𝒟_{2,P_>}`$ defined by

(3.9)
$$\begin{array}{ccc}𝒟_{2,P_>}\hfill & =𝒟|_{M_2}\hfill & \\ \mathrm{Dom}(𝒟_{2,P_>})\hfill & =\{sH^1(M_2;S|_{M_2})P_>(s|_\mathrm{\Sigma })=0\}\hfill & \end{array}$$

is an unbounded self-adjoint operator in $`L^2(M_2;S|_{M_2})`$ with compact resolvent. In particular,

$$𝒟_{2,P_>}:\mathrm{Dom}(𝒟_{2,P_>})L^2(M_2;S|_{M_2})$$

is a Fredholm operator with discrete real spectrum and the kernel of $`𝒟_{2,P_>}`$ consists of smooth sections of $`S|_{M_2}`$.

As mentioned before, the eta function of $`𝒟_{2,P_>}`$ is well defined and enjoys all properties of the eta function of the Dirac operator defined on a closed manifold. In particular, $`\eta _{𝒟_{2,P_>}}(0)`$, the eta invariant of $`𝒟_{2,P_>}`$, is well defined. Similarly, $`P_<`$ is a self-adjoint boundary condition for the operator $`𝒟|_{M_1}`$, and we define the operator $`𝒟_{1,P_<}`$ using a formula corresponding to (3.9). *To keep track of the various manifolds, operators, and integral kernels we refer to the following table where we have collected the major notations*.

| manifolds | operators | integral kernels |
| --- | --- | --- |
| $`M=M_1_\mathrm{\Sigma }M_2\genfrac{}{}{0.0pt}{}{}{}`$ | $`e^{t𝒟^2},𝒟e^{t𝒟^2}`$ | $`(t;x,x^{})`$ |
| $`M^R=M_1^R_\mathrm{\Sigma }M_2^R\genfrac{}{}{0.0pt}{}{}{}`$ | $`e^{t(𝒟^R)^2},𝒟^Re^{t(𝒟^R)^2}`$ | $`^R(t;x,x^{})`$ |
| $`M_2\genfrac{}{}{0.0pt}{}{}{}`$ | $`e^{t𝒟_{2,P_>}^{2}},𝒟_2e^{t𝒟_{2,P_>}^{2}}`$ | $`_2(t;x,x^{})`$ |
| $`M_2^R=\left([R,0]\times \mathrm{\Sigma }\right)M_2\genfrac{}{}{0.0pt}{}{}{}`$ | $`e^{t(𝒟_{2,P_>}^R)^2},𝒟_2^Re^{t(𝒟_{2,P_>}^R)^2}`$ | $`_2^R(t;x,x^{})`$ |
| $`M_2^{\mathrm{}}=\left((\mathrm{},0]\times \mathrm{\Sigma }\right)M_2\genfrac{}{}{0.0pt}{}{}{}`$ | $`e^{t(𝒟_2^{\mathrm{}})^2},𝒟_2^{\mathrm{}}e^{t(𝒟_2^{\mathrm{}})^2}`$ | $`_2^{\mathrm{}}(t;x,x^{})`$ |
| $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}=(\mathrm{},+\mathrm{})\times \mathrm{\Sigma }\genfrac{}{}{0.0pt}{}{}{}`$ | $`e^{tD_{\mathrm{cyl}}^2},D_{\mathrm{cyl}}e^{tD_{\mathrm{cyl}}^2}`$ | $`_{\mathrm{cyl}}(t;x,x^{})`$ |
| $`\mathrm{\Sigma }_{\mathrm{cyl}/2}^{\mathrm{}}=[0,+\mathrm{})\times \mathrm{\Sigma }\genfrac{}{}{0.0pt}{}{}{}`$ | $`e^{tD_{\mathrm{aps}}^2},D_{\mathrm{aps}}e^{tD_{\mathrm{aps}}^2}`$ | $`_{\mathrm{aps}}(t;x,x^{})`$ |

In addition, on $`M_2^R`$ we have the operator $`Q_2^R(t)`$ with kernel $`Q_2^R(t;x,x^{})`$ and

$$C^R(t)=\left((𝒟_{2,P_>}^R)^2+\frac{d}{dt}\right)Q_2^R(t)\text{ with kernel }C^R(t;x,x^{})\text{.}$$

#### 3.4.2. The Gluing Formulas

The most basic results for pasting $`\eta `$ are the following theorem on the adiabatic limits of the $`\eta `$ invariants and its additivity corollary:

###### Theorem 3.8.

Attaching a cylinder of length $`R>0`$ at the boundary of the manifold $`M_2`$, we can approximate the eta invariant of the spectral boundary condition on the prolonged manifold $`M_2^R`$ by the corresponding integral of the ‘local’ eta function of the closed stretched manifold $`M^R`$:

$$\underset{R\mathrm{}}{lim}\left\{\eta _{𝒟_{2,P_>}^R}(0)_{M_2^R}\eta _{𝒟^R}(0;x)𝑑x\right\}0\mathrm{mod}.$$

###### Corollary 3.9.

$`\eta _𝒟(0)\eta _{𝒟_{1,P_<}}(0)+\eta _{𝒟_{2,P_>}}(0)\mathrm{mod}.`$

###### Remark 3.10.

(a) With hindsight, it is not surprising that modulo the integers the preceding additivity formula for the $`\eta `$-invariant on a partitioned manifold is precise. An intuitive argument runs as follows. “Almost all” eigensections and eigenvalues of the operator $`𝒟`$ on the closed partitioned manifold $`M=M_1M_2`$ can be traced back, either to eigensections $`\psi _{1,k}`$ and eigenvalues $`\mu _{1,k}`$ of the spectral boundary problem $`𝒟_{1,P_<}`$ on the part $`M_1,`$ or to eigensections $`\psi _{2,\mathrm{}}`$ and eigenvalues $`\mu _{2,\mathrm{}}`$ of the spectral boundary problem $`𝒟_{2,P_>}`$ on the part $`M_2`$. While we have no explicit exact correspondence, due to the product form of the Dirac operator in a neighborhood of the separating hypersurface, eigensections on one part $`M_1`$ or $`M_2`$ of the manifold $`M`$ can be extended to smooth sections on the whole of $`M`$. These are not true eigensections of $`𝒟`$, but they have a relative error which is rapidly decreasing as $`R\mathrm{}`$ when we attach cylinders of length $`R`$ to the part manifolds or, equivalently, insert a cylinder of length $`2R`$ in $`M`$. There is also a residual set $`\{\mu _{0,j}\}`$ of eigenvalues of $`𝒟`$ which can neither be traced back to eigenvalues of $`𝒟_{1,P_<}`$ nor to those of $`𝒟_{2,P_>}`$. These eigenvalues can, however, be traced back to the kernel of the Dirac operators $`𝒟_1^{\mathrm{}}`$ and $`𝒟_2^{\mathrm{}}`$ on the part manifolds $`M_1^{\mathrm{}}`$ and $`M_2^{\mathrm{}}`$ with cylindrical ends. Because of Fredholm properties the residual set is finite and, hence (as noticed in Section 3.3) can be discarded for calculating the eta invariant modulo $``$.
Therefore, no $`R`$ (i.e., no prolongation of the bicollar neighborhood $`N`$) enters the *formula*. Nevertheless, our *arguments* rely on an adiabatic argument to separate the spectrum of $`𝒟`$ into its three parts

(3.10)
$$\mathrm{spec}𝒟\{\mu _{0,j}\}\{\mu _{1,k}\}\{\mu _{2,\mathrm{}}\}.$$

For the most part, however, we need not make all arguments explicit on the level of the single eigenvalue. It suffices to work on the level of the eta invariant for the following reason. Unlike the index, the eta invariant cannot be described by a local formula, as explained in Section 3.3. Nevertheless, it can be described by an integral over the manifold. The integrand, however, is not defined in local terms solely. In particular, when writing the eta function in integral form and decomposing the $`\eta `$ integral

$$\eta _𝒟(s)=_M\eta _𝒟(s;x,x)𝑑x=_{M_1}\eta _𝒟(s;x_1,x_1)𝑑x_1+_{M_2}\eta _𝒟(s;x_2,x_2)𝑑x_2$$

there is no geometrical interpretation of the integrals on the right over the two parts of the manifold. This is very unfortunate. But for sufficiently large $`R`$, the integrals become intelligible and can be read as the $`\eta `$ invariants of $`𝒟_{1,P_<}^R`$ and $`𝒟_{2,P_>}^R`$. That is the meaning of the adiabatic limit.
(b) Theorem 3.40 can be generalized to larger classes of boundary conditions by variational argument (see \[LeWo96\]) yielding the general gluing formula (in $`/`$)

$$\eta _𝒟(0)=\eta _{𝒟_{1,P_1}}(0)+\eta _{𝒟_{2,P_2}}(0)+\eta _{P_1,\mathrm{I}P_2}^N(0),$$

where $`\eta _{P_1,\mathrm{I}P_2}^N(0)`$ denotes the $`\eta `$–invariant on the cylinder $`N`$, see also \[BrLe99\], \[DaFr94\], \[MaMe95\], and the recent review \[PaWo02e\]. G. Grubb’s new result of \[Gr02\], mentioned in our Introduction, may open an alternative route for proving the general gluing formula. The integer jump was calculated in \[KiLe00\] yielding (among other formulas)

$$\eta _𝒟(0)=\eta _{𝒟_{1,\mathrm{I}P}}(0)+\eta _{𝒟_{2,P}}(0)+2\mathrm{SF}\{𝒟_{1,\mathrm{I}P_t}\}+2\mathrm{SF}\{𝒟_{2,P_t}\},$$

where $`\{P_t\}`$ is a smooth curve in the Grassmannian from $`P`$ to the Calderón projection $`𝒫(𝒟_2)`$.
(c) An interesting feature of \[KiLe00\] is that the pasting formula is derived from the Scott–Wojciechowski Comparison Formula (Theorem 3.5). This is quite analogous to the existence of two completely different proofs of the pasting formula for the index (Theorem 2.35), where also the derivation from the boundary reduction formula is much, much shorter than arguing via the Atiyah-Singer Index Theorem and the Atiyah-Patodi-Singer Index Theorem plus the Agranovic-Dynin Formula. However, for this review we prefer the long way because of the many interesting insights about the gluing on the eigenvalue level which can be gained.

#### 3.4.3. Plan of the Proof

Let $`_2^R(t)`$ denote the integral kernel of the operator $`𝒟_2^Re^{t(𝒟_{2,P_>}^R)^2}`$ defined on the manifold $`M_2^R=([R,0]\times \mathrm{\Sigma })M_2`$. Without proof, we mentioned before that the eta invariant of the self-adjoint operator $`𝒟_{2,P_>}^R`$ is well defined and we have

$`\eta _{𝒟_{2,P_>}^R}(0)`$ $`={\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}\mathrm{Tr}_2^R(t;x,x)𝑑x`$
(3.11) $`={\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _0^\sqrt{R}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}\mathrm{Tr}_2^R(t;x,x)𝑑x`$
(3.12) $`+{\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}\mathrm{Tr}_2^R(t;x,x)𝑑x.`$
We first deal with the integral of (3.11) and show that it splits into an interior contribution and a cylinder contribution as $`R\mathrm{}`$. This will be done in Subsection 3.5 by first in paragraph 3.5.1 applying the Duhamel method which we introduced before in the proof of Theorem 2.30 (pp. 2.30ff). By Lemma 3.11, Lemma 3.12, Proposition 3.13, and Corollary 3.14, we can replace the heat kernel $`_2^R`$ of the Atiyah-Patodi-Singer boundary problem on the prolonged manifold $`M_2^R`$ with boundary $`\mathrm{\Sigma }`$ by an artificially glued integral kernel $`Q_2^R`$ which, near the boundary, is equal to the heat kernel of the APS problem on the half-infinite cylinder and in the interior equal to the heat kernel on the stretched closed manifold. We can do it in such a way that the original small-$`t`$ integral (i.e., the integral from $`0`$ to $`\sqrt{R}`$ in (3.11)) can be approximated by the new integral up to an error of order $`O(e^{cR})`$. Then we shall show in Lemma 3.15 and Lemma 3.16 (paragraph 3.5.2) that the cylinder contribution is traceless. More precisely, we obtain that the trace $`\mathrm{Tr}Q_2^R(T;x,x)`$ can be replaced pointwise (for $`xM_2^R`$) by the trace $`\mathrm{Tr}^R(t;x,x)`$ of the integral kernel of the operator $`𝒟^Re^{t(𝒟^R)^2}`$ which is defined on the stretched manifold $`M^R`$. Consequently, the small-$`t`$ chopped $`\eta `$-invariant of the closed stretched manifold $`M^R`$ coincides with the sum of the small-$`t`$ chopped $`\eta `$-invariants of the APS problems on the two prolonged manifolds $`M_1^R`$ and $`M_2^R`$ up to $`O\left(e^{cR}\right)`$.

Then we will show that the integral of (3.12) vanishes as $`R\mathrm{}`$. This is in Lemma 3.28 (p. 3.28f) a direct consequence of Theorem 3.17 which states that the eigenvalues of $`𝒟_{2,P_>}^R`$ are uniformly bounded away from 0. Theorem 3.17 is of independent interest. The proof is a long story stretching over Subsections 3.6 and 3.7. First, in paragraph 3.6.1 we shall consider the operator $`D_{\mathrm{cyl}}`$ on the infinite cylinder $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}`$ in Definition 3.19 and Lemma 3.20. We obtain that $`D_{\mathrm{cyl}}`$ has no eigenvalues in the interval $`(\lambda _1,\lambda _1)`$ where $`\lambda _1`$ denotes the smallest positive eigenvalue of the tangential operator $`B`$ on the manifold $`\mathrm{\Sigma }`$. Next, in paragraph 3.6.2 we investigate the operator $`𝒟_2^{\mathrm{}}`$ on the manifold $`M_2^{\mathrm{}}`$ with infinite cylindrical end in Lemma 3.21, Lemma 3.22, Lemma 3.23, and Proposition 3.24. Proposition 3.24 states that $`𝒟_2^{\mathrm{}}`$ has only finitely many eigenvalues in the aforementioned interval $`(\lambda _1,\lambda _1)`$, each of finite multiplicity. Its proof is somewhat delicate and involves Lemma 3.25 and Corollary 3.26. Then, in Subsection 3.7 the proof of Theorem 3.17 follows with Lemma 3.27.

By then we will have that the sum of the $`\eta `$-invariants of the APS boundary problems on the prolonged manifolds $`M_1^R`$ and $`M_2^R`$ can be replaced by the small-$`t`$ chopped $`\eta `$-invariant on the stretched closed manifold $`M^R`$ with an error exponentially vanishing as $`R\mathrm{}`$. We then would like to repeat the preceding chain of arguments around Theorem 3.17 to show that the large-$`t`$ chopped $`\eta `$-invariant of the operator $`𝒟^R`$ on $`M^R`$ also vanishes. However, this can be done only in $`/`$ because in general the eigenvalues of $`𝒟^R`$ are not bounded away from 0. So we shall present a different chain of arguments in Subsection 3.8. The main technical result is Theorem 3.29, once again of independent interest. It describes a partition of the eigenvalues into two subsets, the exponentially small ones and the eigenvalues bounded away from 0. The key for our arguments is a gluing construction (Definition 3.30). Then we first show by Lemma 3.31, Lemma 3.32 and Proposition 3.33 that $`𝒟^R`$ has at least $`q:=dim\mathrm{Ker}𝒟_1^{\mathrm{}}+dim\mathrm{Ker}𝒟_2^{\mathrm{}}`$ exponentially small eigenvalues belonging to eigensections which we can approximate by pasting together $`L^2`$ solutions. Then we shall show in Lemma 3.34, Theorem 3.35, Lemma 3.36 and Proposition 3.37 that this makes the list of eigenvalues approaching 0 as $`R\mathrm{}`$ complete.

It follows in Lemma 3.38 (at the beginning of the closing Subsection 3.7) that the large-$`t`$ chopped $`\eta `$-invariant on $`M^R`$ vanishes asymptotically up to an integer error. This establishes Theorem 3.8. To arrive at Corollary 3.9, we must get rid of the adiabatic limit. This is a simple consequence of the locality of the derivative in $`R`$-direction of the $`\eta `$-invariants on the stretched part manifolds with APS boundary condition and on the stretched closed manifold (Proposition 3.39).

### 3.5. The Adiabatic Additivity of the Small-$`t`$ Chopped $`\eta `$-invariant

#### 3.5.1. Applying Duhamel’s Method to the Small-$`t`$ Chopped $`\eta `$-invariant

The simplest construction of a parametrix for $`_2^R(t)`$ (i.e., of an approximate heat kernel) is the following: we glue the kernel $``$ of the operator $`𝒟e^{t𝒟^2}`$ (given on the whole, closed manifold $`M`$) and the kernel $`_{\mathrm{aps}}^{\mathrm{}}`$ of the $`L^2`$ extension of the operator $`\sigma (_u+B)e^{t(\sigma (_u+B))^2}`$, given on the semi-infinite cylinder $`[R,\mathrm{})\times \mathrm{\Sigma }`$ and subject to the Atiyah–Patodi–Singer boundary condition at the end $`u=R`$. In that construction the gluing happens on the neck $`N=[0,1)\times \mathrm{\Sigma }`$ with suitable cutoff functions.

Locally, the heat kernel is always of the form $`(4\pi t)^{m/2}e^{c_1t}e^{|xx^{}|^2/4t}`$ . By Duhamel’s Principle we get after gluing a similar global result for the kernel $`\mathrm{e}_2^R(t;x,x^{})`$ of the operator $`e^{t(𝒟_{2,P_>}^R)^2}`$ and, putting a factor $`t^{1/2}`$ in front, for the kernel of the combined operator $`𝒟e^{t(𝒟_{2,P_>}^R)^2}`$ (e.g., see Gilkey \[Gi95\], Lemma 1.9.1). That yields two crucial estimates:

###### Lemma 3.11.

There exist positive reals $`c_1`$, $`c_2`$, and $`c_3`$ which do not depend on $`R`$, such that for all $`x,x^{}M_2^R`$ and any $`t>0`$ and $`R>0`$,

(3.13)
$$|\mathrm{e}_2^R(t;x,x^{})|c_1t^{\frac{m}{2}}e^{c_2t}e^{c_3\frac{d^2(x,x^{})}{t}},$$

(3.14)
$$|_2^R(t;x,x^{})|c_1t^{\frac{1+m}{2}}e^{c_2t}e^{c_3\frac{d^2(x,x^{})}{t}}.$$

Here $`d(x,x^{})`$ denotes the geodesic distance.

Notice that exactly the same type of estimate is also valid for the kernel $`^R(t;x,x^{})`$ on the stretched closed manifold $`M^R`$ and for the kernel $`_{\mathrm{aps}}^{\mathrm{}}(t;x,x^{})`$ on the infinite cylinder. For details see also \[BoWo93\], Theorem 22.14. There, however, the term $`e^{c_2t}`$ was suppressed in the final formula because the emphasis was on small time asymptotics.

As mentioned before, as $`R\mathrm{}`$, we want to separate the contribution to the kernel $`_2^R`$ which comes from the cylinder and the contribution from the interior by a gluing process. Unfortunately, the inequality 3.14 does not suffice to show that the contribution to the eta invariant, more precisely to the integral (3.11), which comes from the ‘error’ term vanishes with $`R\mathrm{}`$. Therefore, we introduce a different parametrix for the kernel $`_2^R`$.

Instead of gluing over the fixed neck $`N=[0,1)\times \mathrm{\Sigma },`$ we glue over a segment $`N^R`$ of growing length of the attached cylinder, say $`N^R:=(\frac{4}{7}R,\frac{3}{7}R)\times \mathrm{\Sigma }`$ (the reason for choosing these ratios will be clear soon). Thus, we choose a smooth partition of unity $`\{\chi _{\mathrm{aps}},\chi _{\mathrm{int}}\}`$ on $`M_2^R`$ suitable for the covering $`\{U_{\mathrm{aps}},U_{\mathrm{int}}\}`$ with $`U_{\mathrm{aps}}:=[R,\frac{3}{7}R)\times \mathrm{\Sigma }`$ and $`U_{\mathrm{int}}:=\left((\frac{4}{7}R,0]\times \mathrm{\Sigma }\right)M_2`$, hence $`U_{\mathrm{aps}}U_{\mathrm{int}}=N^R`$. Moreover, we choose nonnegative smooth cutoff functions $`\{\psi _{\mathrm{aps}},\psi _{\mathrm{int}}\}`$ such that

$`\psi _j1\text{on }\{xM_2^Rdist(x,supp\chi _j)<\frac{1}{7}R\}\text{ and}`$
$`\psi _j0\text{on }\{xM_2^Rdist(x,supp\chi _j)\frac{2}{7}R\}`$
for $`j\{`$$`\mathrm{aps}`$,$`\mathrm{int}`$$`\}`$. We notice

(3.15)
$$dist(supp\psi _j^{},supp\chi _j)=dist(supp\psi _j^{\prime \prime },supp\chi _j)\frac{1}{7}R.$$

Moreover, we may assume that

$$\left|\frac{^k\psi _j}{u^k}\right|c_0/R$$

for all $`k`$, where $`c_0`$ is a certain positive constant.

For any parameter $`t>0`$, we define an operator $`Q_2^R(t)`$ on $`C^{\mathrm{}}(M_2^R;S)`$ with a smooth kernel, given by

(3.16)
$$Q_2^R(t;x,x^{}):=\psi _{\mathrm{aps}}(x)_{\mathrm{aps}}^{\mathrm{}}(t;x,x^{})\chi _{\mathrm{aps}}(x^{})+\psi _{\mathrm{int}}(x)^R(t;x,x^{})\chi _{\mathrm{int}}(x^{}).$$

Recall that $`^R`$ denotes the kernel of the operator $`𝒟^Re^{t(𝒟^R)^2}`$, given on the stretched closed manifold $`M^R`$. Notice that, by construction, $`Q_2^R(t)`$ maps $`L^2(M_2^R;S)`$ into the domain of the operator $`𝒟_{2,P_>}^R`$.

Then, for $`x^{}U_{\mathrm{aps}}`$ with $`\chi _{\mathrm{aps}}(x^{})=1`$, we have by definition:

(3.17)
$$Q_2^R(t;x,x^{})=\{\begin{array}{cc}_{\mathrm{aps}}^{\mathrm{}}(t;x,x^{})\hfill & \text{if }d(x,supp\chi _{\mathrm{aps}})<\frac{1}{7}R\text{, and}\hfill \\ 0\hfill & \text{if }d(x,supp\chi _{\mathrm{aps}})\frac{2}{7}R.\hfill \end{array}$$

Correspondingly, we have for $`x^{}U_{\mathrm{int}}`$ with $`\chi _{\mathrm{int}}(x^{})=1`$,

(3.18)
$$Q_2^R(t;x,x^{})=\{\begin{array}{cc}^R(t;x,x^{})\hfill & \text{if }d(x,supp\chi _{\mathrm{int}})<\frac{1}{7}R\text{, and}\hfill \\ 0\hfill & \text{if }d(x,supp\chi _{\mathrm{int}})\frac{2}{7}R.\hfill \end{array}$$

For fixed $`t>0`$, we determine the difference between the precise kernel $`_2^R(t;x,x^{})`$ and the approximate one $`Q_2^R(t;x,x^{})`$. Let $`C^R(t)`$ denote the operator $`\left((𝒟_{2,P_>}^R)^2+\frac{d}{dt}\right)Q_2^R(t)`$ and $`C^R(t;x,x^{})`$ its kernel. By definition, we have $`\left((𝒟_{2,P_>}^R)^2+\frac{d}{dt}\right)_2^R(t)=0`$. Thus, $`C^R(t)`$ ‘measures’ the error we make when replacing the precise kernel $`_2^R(t;x,x^{})`$ by the glued, approximate one.

More precisely, we have by Duhamel’s Formula

$$_2^R(t;x,x^{})Q_2^R(t;x,x^{})=_0^t𝑑s_{M_2^R}𝑑z_2^R(s;x,z)C^R(ts;z,x^{})$$

with

$`C^R`$ $`(ts;z,x^{})=\left((𝒟_{2,(z)}^R)^2+𝒟\right)Q_2^R(ts;z,x^{})`$
$`=\left((𝒟_{2(z)}^R)^2\frac{d}{ds}\right)Q_2^R(ts;z,x^{})`$
$`=\psi _{\mathrm{aps}}^{\prime \prime }(z)_{\mathrm{aps}}^R(ts;z,x^{})\chi _{\mathrm{aps}}(x^{})+2\psi _{\mathrm{aps}}^{}(z){\displaystyle \frac{}{u}}(_{\mathrm{aps}}^R(ts;z,x^{}))\chi _{\mathrm{aps}}(x^{})`$
$`+\psi _{\mathrm{aps}}(z)\underset{=0}{\underset{}{\left(𝒟_{(z)}^2\frac{d}{ds}\right)_{\mathrm{aps}}^R(ts;z,x^{})}}\chi _{\mathrm{aps}}(x^{})`$
$`+\psi _{\mathrm{int}}^{\prime \prime }(z)^R(ts;z,x^{})\chi _{\mathrm{int}}(x^{})+2\psi _{\mathrm{int}}^{}(z){\displaystyle \frac{}{u}}(^R(ts;z,x^{}))\chi _{\mathrm{int}}(x^{})`$
$`+\psi _{\mathrm{int}}(z)\underset{=0}{\underset{}{\left((𝒟_{(z)}^R)^2\frac{d}{ds}\right)^R(ts;z,x^{})}}\chi _{\mathrm{int}}(x^{}).`$
Here, $`𝒟_{(z)}`$ denotes the operator $`𝒟`$ acting on the $`z`$ variable; and in the partial derivative $`\frac{}{u}`$ the letter $`u`$ denotes the normal coordinate of the variable $`z`$.

As stated in (3.15), the supports of $`\chi _j`$ and $`\psi _j^{}`$ (and, equally, $`\psi _j^{\prime \prime }`$) are disjoint and separated from each other by a distance $`R/7`$ in the normal variable for $`j\{`$$`\mathrm{aps}`$,$`\mathrm{int}`$$`\}`$. Then the error term $`C^R(ts;z,x^{})`$ vanishes both for the distance in the normal variable $`d(z,x^{})<R/7`$ and, actually, whenever $`z`$ or $`x^{}`$ are outside the segment $`[\frac{6}{7}R,\frac{1}{7}R]\times \mathrm{\Sigma }`$.

Let $`z`$ and $`x^{}`$ be on the cylinder and $`|uv|>R/7`$ where $`u`$ and $`v`$ denote their normal coordinates. We investigate the error term $`C^R(ts;z,x^{})`$ which consists of six summands. Two of them vanish as we have pointed out above. The remaining four summands involve the kernels $`_{\mathrm{aps}}^{\mathrm{}}(ts;z,x^{})`$ on the infinite cylinder $`[R,\mathrm{})\times \mathrm{\Sigma }`$ and $`^R(ts;z,x^{})`$ on the stretched closed manifold $`M^R`$. We shall use that both kernels can be estimated according to inequality (3.14).

We estimate the first summand

$`|\psi _{\mathrm{aps}}^{\prime \prime }(z)_{\mathrm{aps}}^{\mathrm{}}(ts;z,x^{})\chi _{\mathrm{aps}}(x^{})|`$ $`{\displaystyle \frac{c_0}{R}}c_1(ts)^{\frac{1+m}{2}}e^{c_2t}e^{c_3\frac{d^2(z,x^{})}{ts}}`$
$`c_1^{}e^{c_2^{}t}e^{c_3^{}R^2/t}.`$
Here we have used $`ts0`$ and

$$(ts)^{(1+m)/2}e^{c_2\frac{d^2(z,x^{})}{(ts)}}ct^{(1+m)/2}e^{c_2\frac{d^2(z,x^{})}{t}}\stackrel{~}{c}e^{c_2\frac{d^2(z,x^{})}{2t}}.$$

Similarly we estimate the second summand

$$\begin{array}{c}2\left|\psi _{\mathrm{aps}}^{}(z)\frac{}{u}_{\mathrm{aps}}^{\mathrm{}}(ts;z,x^{})\chi _{\mathrm{aps}}(x^{})\right|\hfill \\ \hfill \frac{c_0}{R}c_1\frac{(ts)^{\frac{1+m}{2}}}{\sqrt{t}}e^{c_2t}e^{c_3\frac{d^2(z,x^{})}{ts}}c_1^{}e^{c_2^{}t}e^{c_3^{}R^2/t},\end{array}$$

where the factor $`1/\sqrt{t}`$ comes from the differentiation of the kernel as explained before. The third and fourth summands, involving the kernel $`^R`$ of the closed stretched manifold $`M^R`$, are treated in exactly the same way. Altogether we have proved

###### Lemma 3.12.

The error kernel $`C^R(t;u,v)`$ vanishes for $`u[\frac{6}{7}R,\frac{1}{7}R]`$. Moreover, $`C^R(t;u,v)`$ vanishes whenever $`|uv|R/7`$. For arbitrary $`x,x^{}M_2^R`$ we have the estimate

$$|C^R(t;x,x^{})|c_1e^{c_2t}e^{c_3R^2/t}$$

with constants $`c_1,c_2,c_3`$ independent of $`x,x^{},t,R`$.

We consider the pointwise error

$$_2^R(t;x,x)Q_2^R(t;x,x)=_0^t𝑑s_{M_2^R}𝑑z\text{ }_2^R(s;x,z)C^R(ts;z,x).$$

We obtain the following proposition as a consequence of the preceding lemma.

###### Proposition 3.13.

For all $`xM_2^R`$ and all $`t>0`$ we have

$$\mathrm{Tr}_2^R(t;x,x)\mathrm{Tr}Q_2^R(t;x,x)=\mathrm{Tr}\left(_2^R(t;x,x)Q_2^R(t;x,x)\right).$$

Moreover, there exist positive constants $`c_1,c_2,c_3`$, independent of $`R`$, such that the ‘error’ term satisfies the inequality

$$\left|_2^R(t;x,x)Q_2^R(t;x,x)\right|c_1e^{c_2t}e^{c_3(R^2/t)}.$$

###### Proof.

We estimate the error term

$`|_2^R(t;x,x)`$ $`Q_2^R(t;x,x)|`$
$`{\displaystyle _0^t}𝑑s{\displaystyle _{M_2^R}}𝑑z|_2^R(s;x,z)C^R(ts;z,x)|`$
$`c_1^2e^{c_2t}{\displaystyle _0^t}𝑑s{\displaystyle _{M_2^R}}𝑑z\left\{s^{\frac{d+1}{2}}e^{c_3\frac{d^2(x,z)}{s}}\right\}e^{c_3\frac{d^2(x,z)}{ts}}`$
$`c_1^2e^{c_2t}{\displaystyle _0^t}𝑑s{\displaystyle _{\underset{z}{supp}C^R(ts;z,x)}}𝑑ze^{c_4\frac{d^2(x,z)}{s}}e^{c_3\frac{d^2(x,z)}{ts}}`$
$`c_1^2e^{c_2t}{\displaystyle _0^t}𝑑s{\displaystyle _{\underset{z}{supp}C^R(ts;z,x)}}𝑑ze^{c_5\frac{tR^2}{s(ts)}}`$
$`c_1^2e^{c_2t}cR{\displaystyle _0^t}𝑑se^{c_5\frac{tR^2}{s(ts)}}c_1^2e^{c_2t}2cR{\displaystyle _0^{t/2}}𝑑se^{c_5\frac{tR^2}{s(t/2)}}`$
$`=c_1^2e^{c_2t}2cR{\displaystyle _0^{t/2}}𝑑se^{2c_5\frac{R^2}{s}}.`$
Here we have used that $`Vol(\underset{z}{supp}C^R(ts;z,x))Vol(\mathrm{\Sigma })R`$ according to Lemma 3.12. We investigate the last integral.

$$\begin{array}{c}_0^te^{\frac{c}{s}}𝑑s=_0^t\frac{s^2}{c}e^{\frac{c}{s}}(\frac{c}{s^2})𝑑s\hfill \\ \hfill <_0^t\frac{t^2}{c}e^{\frac{c}{s}}(\frac{c}{s^2})𝑑s=\frac{t^2}{c}_{\mathrm{}}^{\frac{c}{t}}e^r𝑑r=\frac{t^2}{c}e^{\frac{c}{t}}.\end{array}$$

Thus we have

$$|_2^R(t;x,x)Q_2^R(t;x,x)|c_1^2e^{c_2t}2cR\frac{t^2}{c_6R^2}e^{\frac{c_6R^2}{t}}c_7e^{c_2t}e^{c_8(R^2/t)}.$$

The preceding proposition shows that, for $`t`$ smaller than $`\sqrt{R}`$, the trace $`\mathrm{Tr}_2^R(t;x,x)`$ of the kernel of the operator $`𝒟_2^Re^{t(𝒟_{2,P_>}^R)^2}`$ approaches the trace $`\mathrm{Tr}Q_2^R(t;x,x)`$ of the approximative kernel pointwise as $`R\mathrm{}`$. In particular, we have:

###### Corollary 3.14.

The following equality holds, as $`R\mathrm{}`$,

$$\begin{array}{c}\frac{1}{\sqrt{\pi }}_0^\sqrt{R}\frac{dt}{\sqrt{t}}_{M_2^R}\mathrm{Tr}_2^R(t;x,x)𝑑x\hfill \\ \hfill =\frac{1}{\sqrt{\pi }}_0^\sqrt{R}\frac{dt}{\sqrt{t}}_{M_2^R}\mathrm{Tr}Q_2^R(t;x,x)𝑑x+\mathrm{O}(e^{cR}).\end{array}$$

###### Proof.

We have

$`{\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _0^\sqrt{R}}`$ $`{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}\mathrm{Tr}_2^R(t;x,x)𝑑x`$
$`={\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _0^\sqrt{R}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}\mathrm{Tr}Q_2^R(t;x,x)𝑑x`$
$`+{\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _0^\sqrt{R}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}\mathrm{Tr}\left(_2^R(t;x,x)Q_2^R(t;x,x)\right)𝑑x,`$
and we have to show that the second summand on the right side is $`\mathrm{O}(e^{cR})`$ as $`R\mathrm{}`$. We estimate

$`\left|{\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _0^\sqrt{R}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}\mathrm{Tr}\left(_2^R(t;x,x)Q_2^R(t;x,x)\right)𝑑x\right|`$
$`{\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _0^\sqrt{R}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}|_2^R(t;x,x)Q_2^R(t;x,x)|𝑑x`$
$`{\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _0^\sqrt{R}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}c_1e^{c_2t}e^{c_3(R^2/t)}𝑑x`$
$`{\displaystyle \frac{c_1Vol(M_2^R)}{\sqrt{\pi }}}{\displaystyle _0^\sqrt{R}}{\displaystyle \frac{e^{c_2t}e^{c_3(R^2/t)}}{\sqrt{t}}}𝑑t`$
$`c_4R{\displaystyle _0^\sqrt{R}}e^{c_2\sqrt{R}}e^{c_5R^{3/2}}𝑑tc_4R^{3/2}e^{c_6R}c_7e^{c_8R}.`$
#### 3.5.2. Discarding the Cylinder Contributions <br>

Corollary 3.14 shows that the essential part of the local eta function of the spectral boundary condition on the half manifold with attached cylinder of length $`R`$, i.e., the ‘small–time’ integral from 0 to $`\sqrt{R}`$ can be replaced, as $`R\mathrm{}`$, by the corresponding integral over the trace $`\mathrm{Tr}Q_2^R(t;x,x)`$ of the approximate kernel, constructed in (3.16). Now we show that $`\mathrm{Tr}Q_2^R(t;x,x)`$ can be replaced pointwise (for $`xM_2^R`$) by the trace $`\mathrm{Tr}^R(t;x,x)`$ of the kernel of the operator $`𝒟^Re^{t(𝒟^R)^2}`$ which is defined on the stretched closed manifold $`M^R`$.

Consider the Dirac operator

$$\sigma (_u+B):C^{\mathrm{}}([0,\mathrm{})\times \mathrm{\Sigma };S)C^{\mathrm{}}([0,\mathrm{})\times \mathrm{\Sigma };S),$$

on the semi-infinite cylinder with the domain

$$\{sC_0^{\mathrm{}}([0,\mathrm{})\times \mathrm{\Sigma };S)P_>(s|_{\{0\}\times \mathrm{\Sigma }})=0\}.$$

It has a unique self-adjoint extension which we denote by $`D_{\mathrm{aps}}`$. Recall that the integral kernel $`_{\mathrm{aps}}^{\mathrm{}}`$ of the operator $`D_{\mathrm{aps}}e^{t(D_{\mathrm{aps}})^2}`$ enters in the definition of the approximative kernel $`Q_2^R`$ as given in (3.16). We show that $`_{\mathrm{aps}}^{\mathrm{}}(t;x,x)`$ is traceless for all $`x[0,\mathrm{})\times \mathrm{\Sigma }`$. Then

(3.19)
$$\mathrm{Tr}Q_2^R(t;x,x)=\mathrm{Tr}^R(t;x,x)\text{ for all }xM_2^R,$$

follows.

To prove that a product $`TV`$ is traceless, the following easy result can be used.

###### Lemma 3.15.

Let $`\sigma `$ be unitary with $`\sigma ^2=\mathrm{I}`$. We consider an operator $`V`$ of trace class which is ‘even’, i.e. it commutes with $`\sigma `$. Moreover, $`T`$ is odd, i.e. it anticommutes with $`\sigma `$. Then

$$\mathrm{Tr}(TV)=0.$$

###### Proof.

We have, by unitary equivalence,

$$\mathrm{Tr}(TV)=\mathrm{Tr}(\sigma (TV)\sigma )=\mathrm{Tr}(\sigma T\sigma V)=\mathrm{Tr}(\sigma ^2TV)=\mathrm{Tr}(TV).$$

###### Lemma 3.16.

Let $`\chi :[0,\mathrm{})`$ be a smooth function with compact support and $`t>0`$. Then the trace of the operator $`\chi D_{\mathrm{aps}}e^{t(D_{\mathrm{aps}})^2}`$ vanishes. In particular,

$$_\mathrm{\Sigma }\mathrm{Tr}_{\mathrm{aps}}^{\mathrm{}}(t;u,y;u,y)𝑑y=0$$

for all $`u[0,\mathrm{})`$.

###### Proof.

Clearly, $`D_{\mathrm{aps}}^2=\left(\sigma (_u+B)\right)^2=_u^2+B^2`$ is even, hence also the power series $`e^{t(D_{\mathrm{aps}})^2}`$ is even. On the other hand, as with $`B`$, $`\sigma B`$ is also odd. So,

$$\mathrm{Tr}\left(\chi \sigma Be^{t(D_{\mathrm{aps}})^2}\right)=0.$$

To show that

$$\mathrm{Tr}((\chi \sigma _ue^{t(D_{\mathrm{aps}})^2})=0,$$

we need a slightly more specific argument: Let $`\mathrm{e}_{\mathrm{aps}}^{\mathrm{}}`$ denote the heat kernel of the operator $`D_{\mathrm{aps}}`$. For $`u,v[0,\mathrm{})`$ and $`y,z\mathrm{\Sigma }`$ it has the following form (see e.g. \[BoWo93\], Formulae 22.33 and 22.35):

$$\mathrm{e}_{\mathrm{aps}}(t;u,y;v,z)=\underset{k}{}e_k(t;u,v)\phi _k(y)\phi _k^{}(z)$$

for an orthonormal system $`\{\phi _k\}`$ of eigensections of $`B`$. Hence,

$$\sigma _u\mathrm{e}_{\mathrm{aps}}(t;u,y;v,z)=\underset{k}{}e_k^{}(t;u,v)\sigma \phi _k(y)\phi _k^{}(z).$$

But $`\sigma \phi _k;\phi _k=0`$ on $`\mathrm{\Sigma }`$ since $`\sigma `$ is skew-adjoint. ∎

### 3.6. Asymptotic Vanishing of Large-$`t`$ Chopped $`\eta `$-invariant on Stretched Part Manifold

So far we have found

$$\begin{array}{c}\eta _{𝒟_{2,P_>}^R}(0)=\frac{1}{\sqrt{\pi }}_0^\sqrt{R}\frac{dt}{\sqrt{t}}_{M_2^R}\mathrm{Tr}^R(t;x,x)𝑑x+\mathrm{O}(e^{cR})\hfill \\ \hfill +\frac{1}{\sqrt{\pi }}_\sqrt{R}^{\mathrm{}}\frac{dt}{\sqrt{t}}_{M_2^R}\mathrm{Tr}_2^R(t;x,x)𝑑x\end{array}$$

as $`R\mathrm{}`$. To prove Theorem 3.8, we still have to show

(3.20)
$$\frac{1}{\sqrt{\pi }}_\sqrt{R}^{\mathrm{}}\frac{dt}{\sqrt{t}}_{M_2^R}\mathrm{Tr}_2^R(t;x,x)𝑑x=\mathrm{O}(e^{cR})\text{ and}$$

(3.21)
$$\frac{1}{\sqrt{\pi }}_\sqrt{R}^{\mathrm{}}\frac{dt}{\sqrt{t}}_{M_2^R}\mathrm{Tr}^R(t;x,x)𝑑x=\mathrm{O}(e^{cR}),$$

as $`R\mathrm{}`$. Recall that $`_2^R(t;x,x^{})`$ denotes the kernel of the operator $`𝒟_2^Re^{t(𝒟_{2,P_>}^R)^2}`$ on the compact manifold $`M_2^R`$ with boundary $`\{R\}\times \mathrm{\Sigma }`$, and $`^R(t;x,x^{})`$ the kernel of the operator $`𝒟^Re^{t(𝒟^R)^2}`$ on the closed stretched manifold $`M^R`$.

In the following we show (3.20), i.e. that we can neglect the contribution to the eta invariant of $`𝒟_{2,P_>}^R`$ which comes from the large $`t`$ asymptotic of $`_2^R(t;x,x^{})`$. The key to that is that the eigenvalue of $`𝒟_{2,P_>}^R`$ with the smallest absolute value is uniformly bounded away from zero.

###### Theorem 3.17.

Let $`\mu _0(R)`$ denote the smallest (in absolute value) nonvanishing eigenvalue of the operator $`𝒟_{2,P_>}^R`$ on the manifold $`M_2^R`$. Let us assume, as always in this section, that $`\mathrm{Ker}B=\{0\}`$. Then there exists a positive constant $`c_0`$, which does not depend on $`R`$ such that $`\mu _0(R)>c_0`$ for $`R`$ sufficiently large.

###### Remark 3.18.

As we will discover, this result indicates that the behavior of the small eigenvalues on $`M_2^R`$ differs from that on the stretched, closed manifold $`M^R`$. On the manifold with boundary $`M_2^R`$ with the attached cylinder of length $`R`$, the eigenvalues are bounded away from 0 when $`R\mathrm{}`$ due to the spectral boundary condition. That is the statement of Theorem 3.17 which we are going to prove in the next two sections. However, on $`M^R`$, the set of eigenvalues splits into one set of eigenvalues becoming exponentially small and another one of eigenvalues being uniformly bounded away from 0 as $`R\mathrm{}`$. This we are going to show further below. Roughly speaking, the reason for the different behavior is that on $`M_2^R`$ the *eigensections* must satisfy the spectral boundary condition. Therefore they are exponentially decreasing on the cylinder, and the *eigenvalues* are bounded away from 0. But on $`M^R`$ we have to cope with *eigensections* on a closed manifold which need not decrease, but require part of the *eigenvalues* to decrease exponentially (for details see Theorem 3.29 below).

#### 3.6.1. The Cylindrical Dirac Operator <br>

To prove Theorem 3.17 we first recall a few properties of the cylindrical Dirac operator $`D_{\mathrm{cyl}}:=\sigma (_u+B)`$ on the infinite cylinder $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}:=(\mathrm{},+\mathrm{})\times \mathrm{\Sigma }`$. A special feature of the cylindrical manifold $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}`$ is that we may apply the theory of Sobolev spaces exactly as in the case of $`^m`$. The point is that we can choose a covering of the open manifold $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}`$ by a *finite* number of coordinate charts. We can also choose a finite trivialization of the bundle $`S|_{\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}}`$. Let $`\{U_\iota ,\kappa _\iota \}_{\iota =1}^K`$ be such a trivialization, where $`\kappa _\iota :S|_{U_\iota }V_\iota \times ^N`$ is a bundle isomorphism and $`V_\iota `$ an open (possibly non–compact) subset of $`^m`$. Let $`\{f_\iota \}`$ be a corresponding partition of unity. We assume that for any $`\iota `$ the derivatives of the function $`f_\iota `$ are bounded.

###### Definition 3.19.

We say that a section (or distribution) $`s`$ of the bundle $`S`$ over $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}`$ belongs to the $`p`$-th *Sobolev space* $`^p(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}};S)`$, $`p`$, if and only if $`f_\iota s`$ belongs to the Sobolev space $`^p(^m;^N)`$ for any $`\iota `$. We define the $`p`$-th *Sobolev norm*

$$s_p:=_{\iota =1}^K\left(\mathrm{I}+\mathrm{\Delta }_\iota \right)^{p/2}\left(f_\iota s\right)_{L^2(^m)},$$

where $`\mathrm{\Delta }_\iota `$ denotes the Laplacian on the trivial bundle $`V_\iota \times ^N^m\times ^N`$.

###### Lemma 3.20.

(a) For the unique self-adjoint $`L^2`$ extension of $`D_{\mathrm{cyl}}`$ (denoted by the same symbol) we have

$$\mathrm{Dom}(D_{\mathrm{cyl}})=^1(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}};S).$$

(b) Let $`\lambda _1`$ denote the smallest positive eigenvalue of the operator $`B`$ on the manifold $`\mathrm{\Sigma }`$. Then we have

(3.22)
$$(D_{\mathrm{cyl}})^2s;s\lambda _1^2s^2$$

for all $`s\mathrm{Dom}(D_{\mathrm{cyl}})`$, and for any $`\mu (\lambda _1,+\lambda _1)`$ the operator

$$D_{\mathrm{cyl}}\mu :^1(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}};S)L^2(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}};S)$$

is an isomorphism of Hilbert spaces.
(c) Let $`_{\mathrm{cyl}}(\mu )`$ denote the inverse of the operator $`D_{\mathrm{cyl}}\mu `$. Then the family $`\{_{\mathrm{cyl}}(\mu )\}_{\mu (\lambda _1,\lambda _1)}`$ is a smooth family of elliptic pseudo-differential operators of order $`1`$.

###### Proof.

(a) follows immediately from the corresponding result on the model manifold $`^m`$. To prove (b) we consider a spectral resolution $`\{\phi _k,\lambda _k\}_{k0}`$ of $`L^2(\mathrm{\Sigma };S)`$ generated by the tangential operator $`B`$. Because of (3.8), we have $`\lambda _k=\lambda _k`$. We can assume $`\phi _k=\sigma \phi _k`$ for $`k`$. We consider a section $`s`$ belonging to the dense subspace $`C_0^{\mathrm{}}(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}};S)`$ of $`\mathrm{Dom}(D_{\mathrm{cyl}})`$, and expand it in terms of the preceding spectral resolution

$$s(u,y)=_{k\{0\}}f_k(u)\phi _k(y).$$

Since $`(D_{\mathrm{cyl}})^2=_u^2+B^2`$, we obtain

$$(D_{\mathrm{cyl}})^2s=_k(\lambda _k^2f_kf_k^{\prime \prime })\phi _k,$$

hence

$`(D_{\mathrm{cyl}})^2s;s`$ $`={\displaystyle _k}{\displaystyle _{\mathrm{}}^{\mathrm{}}}(\lambda _k^2f_k(u)f_k^{\prime \prime }(u))\overline{f}_k(u)𝑑u`$
$`\lambda _1^2s^2{\displaystyle _k}{\displaystyle _{\mathrm{}}^{\mathrm{}}}f_k^{\prime \prime }(u)\overline{f}_k(u)𝑑u`$
$`=\lambda _1^2s^2+{\displaystyle _k}{\displaystyle _{\mathrm{}}^{\mathrm{}}}f_k^{}(u)\overline{f}_k^{}(u)𝑑u\lambda _1^2s^2.`$
It follows that $`(D_{\mathrm{cyl}})^2`$ (and therefore $`D_{\mathrm{cyl}}`$) has bounded inverse in $`L^2(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}};S)`$ and, more generally, that $`(D_{\mathrm{cyl}})^2\mu `$ is invertible for $`\mu (\lambda _1,\lambda _1)`$. To prove (c) we apply the symbolic calculus and construct a parametrix $`S`$ for the operator $`D_{\mathrm{cyl}}`$; i.e., $`S`$ is an elliptic pseudo-differential operator of order $`1`$ such that $`SD_{\mathrm{cyl}}=\mathrm{I}+T`$, where $`T`$ is a smoothing operator. Thus $`D_{\mathrm{cyl}}^1=STD_{\mathrm{cyl}}^1`$. The operator $`TD_{\mathrm{cyl}}^1`$ is a smoothing operator, hence $`D_{\mathrm{cyl}}^1`$ is an elliptic pseudo-differential operator of order $`1`$. The same argument can be applied to the resolvent $`_{\mathrm{cyl}}(\mu )=(D_{\mathrm{cyl}}\mu )^1`$ for arbitrary $`\mu (\lambda _1,\lambda _1)`$. The smoothness of the family follows by standard calculation. ∎

#### 3.6.2. The Part Manifolds with Half-infinite Cylindrical Ends

To prove Theorem 3.17 we need to refine the preceding results on the infinite cylinder $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}`$ to the Dirac operator, naturally extended to the manifold $`M_2^{\mathrm{}}=\left((\mathrm{},0]\times \mathrm{\Sigma }\right)M_2`$ with cylindrical end. Let $`C_0^{\mathrm{}}(M_2^{\mathrm{}};S)`$ denote the space of compactly supported smooth sections of $`S`$ over $`M_2^{\mathrm{}}`$. Then

(3.23)
$$𝒟_2^{\mathrm{}}|_{C_0^{\mathrm{}}(M_2^{\mathrm{}};S)}:C_0^{\mathrm{}}(M_2^{\mathrm{}};S)L^2(M_2^{\mathrm{}};S)$$

is symmetric. Moreover, we have

###### Lemma 3.21.

Let $`sC^{\mathrm{}}(M_2^{\mathrm{}};S)`$ be an eigensection of $`𝒟_2^{\mathrm{}}`$. Then there exist $`C,c>0`$ such that, on $`(\mathrm{},0]\times \mathrm{\Sigma }`$, one has $`|s(u,y)|Ce^{cu}`$.

###### Proof.

Let $`\{\phi _k,\lambda _k\}_{k0}`$ be a spectral resolution of the tangential operator $`B`$. Because of (3.8) we have $`\lambda _k=\lambda _k`$ and we can assume that $`\phi _k=\sigma \phi _k`$ for $`k`$. Then

(3.24)
$$\left\{\phi _k^\pm =\frac{1}{\sqrt{2}}\left(\phi _k\pm \sigma \phi _k\right),\pm \lambda _k\right\}_k$$

is a spectral resolution of the composed operator $`\sigma B`$ on $`\mathrm{\Sigma }`$. Notice that we have

(3.25)
$$\sigma \phi _k^+=\phi _k^{}\text{and}\sigma \phi _k^{}=\phi _k^+.$$

Let $`sC^{\mathrm{}}(M_2^{\mathrm{}};S)`$ and

(3.26)
$$𝒟_{L^2}^{\mathrm{}}\psi =\mu \psi $$

with $`\mu `$. We expand $`s|_{(\mathrm{},0]\times \mathrm{\Sigma }}`$ in terms of the spectral resolution of $`\sigma B`$ just constructed:

$$s(u,y)=\underset{k=1}{\overset{\mathrm{}}{}}f_k(u)\phi _k^+(y)+g_k(u)\phi _k^{}(y).$$

Because of (3.24), (3.25), and (3.26) the coefficients $`f_k,g_k`$ must satisfy the system of ordinary differential equations

$$\left(\begin{array}{cc}\lambda _k& /u\\ /u& \lambda _k\end{array}\right)\left(\begin{array}{c}f_k\\ g_k\end{array}\right)=\mu \left(\begin{array}{c}f_k\\ g_k\end{array}\right)$$

or, equivalently,

$$\left(\begin{array}{c}f_k^{}\\ g_k^{}\end{array}\right)=𝐀\left(\begin{array}{c}f_k\\ g_k\end{array}\right)\text{with }𝐀:=\left(\begin{array}{cc}0& (\mu +\lambda _k)\\ \mu \lambda _k& 0\end{array}\right).$$

Since $`sL^2`$, of the eigenvalues $`\pm \sqrt{\lambda _k^2\mu ^2}`$ of $`𝐀`$, only those which are on the positive real line enter in the construction of $`s`$ by solving the preceding differential equation. In particular, all coefficients $`f_k,g_k`$ must vanish identically for $`\lambda _k\mu `$. Thus,

(3.27)
$$s(u,y)=\underset{\lambda _k>\mu }{}a_k\left(\mathrm{exp}\left(\sqrt{\lambda _k^2\mu ^2}u\right)\phi _k^+\frac{\lambda _k\mu }{\sqrt{\lambda _k^2\mu ^2}}\mathrm{exp}\left(\sqrt{\lambda _k^2\mu ^2}u\right)\phi _k^{}\right)$$

and, in particular,

$$|s(u,y)|C\mathrm{exp}\left(\sqrt{\lambda _{k_0}^2\mu ^2}\frac{u}{2}\right),u<0,$$

for some constant $`C`$, where $`\lambda _{k_0}`$ denotes the smallest positive eigenvalue of $`B`$ with $`\lambda _{k_0}>|\mu |`$. ∎

In spectral theory we are looking for self-adjoint $`L^2`$ extensions of a symmetric operator. We recall: on a *closed* manifold, the Dirac operator is *essentially self-adjoint*; i.e. its minimal closed extension is self-adjoint (and therefore there do not exist other self-adjoint extensions) and it is a Fredholm operator. On a compact manifold with boundary, the situation is much more complicated. There is a huge variety of dense domains to which the Dirac operator can be extended such that it becomes self-adjoint; and there is a smaller, but still large variety where the extension of the Dirac operator becomes self-adjoint and Fredholm (see Section 1.2.2 above and Booß-Bavnbek and Furutani \[BoFu98\]); a special type of self-adjoint and Fredholm domains are the domains specified by the boundary conditions belonging to the Grassmannian of all self-adjoint generalized Atiyah–Patodi–Singer projections.

Now we shall show that the situation on manifolds with (infinite) cylindrical ends resembles the situation on closed manifolds.

We recall the following simple lemma (see also Reed and Simon \[ReSi72\], Theorem VIII.3, Corollary, p. 257).

###### Lemma 3.22.

Let $`A`$ be a densely defined symmetric operator in a separable complex Hilbert space $``$. We assume that $`\mathrm{range}(A+i`$$`\mathrm{I}`$$`)`$ is dense in $``$. Then $`A`$ is essentially self-adjoint.

###### Proof.

Since $`A`$ is symmetric, the operator $`A+i\mathrm{I}`$ is injective and the operator $`(A+i\mathrm{I})^1`$ is well defined and bounded on the dense subspace $`\mathrm{range}(A+i\mathrm{I})`$ of $``$. Then the closure $`R_i`$ of $`(A+i\mathrm{I})^1`$ has the whole space $``$ as domain and $`R_i`$ is bounded and injective. Now a standard argument of functional analysis (see e.g. Pedersen \[Pe89\], Proposition 5.1.7) says that the inverse $`R_i^1`$ of a densely defined, closed, and injective operator $`R_i`$ has the same properties. Thus our $`R_i^1`$ is closed; and by construction it is the minimal closed extension of $`A+i\mathrm{I}`$. Therefore, $`R_i^1i\mathrm{I}`$ is symmetric and the minimal closed extension of $`A`$, hence self-adjoint and equal $`A^{}`$. ∎

We apply the lemma for $`=L^2(M_2^{\mathrm{}};S)`$ and take for $`A`$ the operator of (3.23). To prove that the range $`(𝒟_2^{\mathrm{}}+i`$$`\mathrm{I}`$$`)(C_0^{\mathrm{}}(M_2^{\mathrm{}};S))`$ is dense in $`L^2(M_2^{\mathrm{}};S)`$ we consider a section $`sL^2(M_2^{\mathrm{}};S)`$ which is orthogonal to $`(𝒟_2^{\mathrm{}}+i`$$`\mathrm{I}`$$`)(C_0^{\mathrm{}}(M_2^{\mathrm{}};S))`$; i.e. the distribution $`(𝒟_2^{\mathrm{}}i`$$`\mathrm{I}`$$`)s`$ vanishes when applied to any test function, hence

(3.28)
$$(𝒟_2^{\mathrm{}}i\mathrm{I})s=0.$$

Since $`𝒟_2^{\mathrm{}}i`$ is elliptic, by elliptic regularity $`s`$ is smooth at all interior points, that is for our complete manifold in all points. On the cylinder $`(\mathrm{},0]\times \mathrm{\Sigma }`$ we expand $`s`$ in terms of the eigensections of the composed operator $`\sigma `$$`B`$ on $`\mathrm{\Sigma }`$. It follows that $`s`$ satisfies an estimate of the form

(3.29)
$$|s(u,y)|Ce^{cu},(u,y)(\mathrm{},0]\times \mathrm{\Sigma },$$

for some constants $`C,c>0`$ (according to Lemma 3.21). On the manifold $`M_2^R`$ with cylindrical end of finite length $`R`$ we apply Green’s formula and get

(3.30)
$$𝒟_2^Rs^R;s^Rs^R;𝒟_2^Rs^R=_{\{R\}\times \mathrm{\Sigma }}(\sigma s|_{\{R\}\times \mathrm{\Sigma }}dy,s|_{\{R\}\times \mathrm{\Sigma }}),$$

where $`s^R`$ denotes the restriction of $`s`$ to the manifold $`M_2^R`$ with boundary $`\{R\}\times \mathrm{\Sigma }`$. For $`R\mathrm{}`$, the right side of (3.30) vanishes; and the left side becomes $`2i\left|s\right|^2`$ by (3.28). Hence $`s=0`$. Thus we have proved

###### Lemma 3.23.

The operator (3.23) is essentially self-adjoint.

We denote the (unique) self-adjoint $`L^2`$ extension by the same symbol $`𝒟_2^{\mathrm{}}`$, and we define the Sobolev spaces on the manifold $`M_2^{\mathrm{}}`$ as in Definition 3.19. Once again, the point is that manifolds with cylindrical ends, even if they are not compact but only complete, are like the infinite cylinder sufficiently simple to be covered by a finite system of local charts. Clearly

$$\mathrm{Dom}(𝒟_2^{\mathrm{}})=^1(M_2^{\mathrm{}};S)\text{ and }𝒟_2^{\mathrm{}}:^1(M_2^{\mathrm{}};S)L^2(M_2^{\mathrm{}};S)$$

is bounded. There are, however, substantial differences between the properties of the simple Dirac operator $`D_{\mathrm{cyl}}`$ on the infinite cylinder and the Dirac operator $`𝒟_2^{\mathrm{}}`$ on the manifold with cylindrical end. For instance, from $`B`$ the discreteness of the spectrum and the regularity at 0 (i.e., 0 is not an eigenvalue) are passed on to $`D_{\mathrm{cyl}}`$, but not to $`𝒟_2^{\mathrm{}}`$. Yet we can prove the following result:

###### Proposition 3.24.

The operator

$$𝒟_2^{\mathrm{}}:\mathrm{Dom}(𝒟_2^{\mathrm{}})=^1(M_2^{\mathrm{}};S)L^2(M_2^{\mathrm{}};S)$$

is a Fredholm operator and its spectrum in the interval $`(\lambda _1,\lambda _1)`$ consists of finitely many eigenvalues of finite multiplicity. Here $`\lambda _1`$ denotes the smallest positive eigenvalue of $`B`$.

###### Note .

Actually, using more advanced methods one can show that the essential spectrum of $`𝒟_2^{\mathrm{}}`$ is equal to $`(\mathrm{},\lambda _1][\lambda _1,\mathrm{})`$ (see for instance Müller \[Mu94\], Section 4).

Before proving the proposition we shall collect various criteria for the compactness of a bounded operator between Sobolev spaces on an open manifold. Let $`X`$ be a complete (not necessarily compact) Riemannian manifold with a fixed Hermitian bundle. Recall the three cornerstones of the Sobolev analysis of Dirac operators for $`X`$ *closed*.

The inclusion $`^1(X)L^2(X)`$ is compact.

To each Dirac operator $`𝒟`$ we have a parametrix $``$ which is an elliptic pseudo-differential operator of order $`1`$ with principal symbol equal to the inverse of the principal symbol of $`𝒟`$. So $``$ is a bounded operator from $`L^2(X)`$ to $`^1(X)`$, and hence compact in $`L^2(X)`$. In particular, for $`\mu `$ in the resolvent set the resolvent $`(𝒟\mu `$$`\mathrm{I}`$$`)^1`$ is compact as operator in $`L^2(X)`$.

Any integral operator over $`X`$ with smooth kernel is a smoothing operator, i.e. it maps distributional sections of arbitrary low order into smooth sections. Moreover, it is of trace class and thus compact.

In the *general* case, i.e. for not necessarily compact $`X`$, the Rellich Lemma remains valid for sections with compact support. A compact resolvent is not attainable, hence the essential spectrum appears. Operators with smooth kernel remain smoothing operators, but in general they are no longer of trace class nor compact. We recall:

###### Lemma 3.25.

Let $`X`$ be a complete (not necessarily compact) Riemannian manifold with fixed Hermitian bundle. Let $`K`$ be a compact subset of $`X`$.
(a) The injection $`^1(X)L^2(X)`$ defines a compact operator when restricted to sections with support in $`K`$. In particular, for any cutoff function $`\chi `$ with support in $`K`$ and any bounded operator $`:L^2(X)^1(X)`$ the operator $`\chi `$ is compact in $`L^2(X)`$.
(b) Let $`T:L^2(X)L^2(X)`$ be an integral operator with a kernel $`k(x,y)L^2(X^2)`$. Then the operator $`T`$ is a bounded, compact operator (in fact it is of Hilbert–Schmidt class).
(c) Let $`T:L^2(X)L^2(X)`$ be a bounded compact operator and $`^{}`$ a closed subspace of $`L^2(X)`$, e.g. $`^{}:=L^2(X^{})`$ where $`X^{}`$ is a submanifold of $`X`$ of codimension 0. Assume that $`T(^{})^{}`$. Then $`T|_{^{}}`$ is compact as operator from $`^{}`$ to $`^{}`$.

###### Proof.

(a) follows immediately from the local Rellich Lemma. (b) is the famous Hilbert–Schmidt Lemma. Also (c) is well known, see e.g. Hörmander \[Ho85, Proposition 19.1.13\] where (c) is proved within the category of trace class operators. ∎

In general an integral operator $`T`$ with smooth kernel is not compact even if either $`\underset{x}{supp}k(x,x^{})`$ or $`\underset{x^{}}{supp}k(x,x^{})`$ are contained in a compact subset $`KX`$. Consider for instance on $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}=(\mathrm{},+\mathrm{})\times \mathrm{\Sigma }`$ an integral operator $`T`$ with a smooth kernel of the form

$$k(x,x^{})=\chi (x)d(x,x^{}),$$

where $`d(x,x^{})`$ denotes the distance and $`\chi `$ is a function with support in a ball of radius 1 (and equal 1 in a smaller ball). Then $`T`$ is not a compact operator on $`L^2(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}})`$: choose a sequence $`\{s_n\}`$ of $`L^2`$ functions of norm 1 and with $`supps_n`$ contained in a ball of radius 1 such that $`d(supp\chi ,supps_n)=n`$. Then for any $`n`$ we have $`\left|Ts_n\right|>Cn`$. Thus $`T`$ is not compact, in fact not even bounded.

For the bounded resolvent (see Lemma 3.20)

$$_{\mathrm{cyl}}:L^2(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}};S)^1(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}};S)$$

we have, however, the following corollary to the preceding lemma. It provides an example of a compact integral operator on an open manifold with a smooth kernel which is compactly supported only in one variable.

###### Corollary 3.26.

Let $`\chi `$ and $`\psi `$ be smooth cutoff functions on $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}`$ with support contained in the half-cylinder $`(\mathrm{},0)\times \mathrm{\Sigma }`$. Let $`supp\chi `$ be compact. Then the operators $`\chi _{\mathrm{cyl}}\psi `$ and $`\psi _{\mathrm{cyl}}\chi `$ are compact in $`L^2(\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}};S)`$.

###### Proof.

The operator $`\chi _{\mathrm{cyl}}\psi `$ is compact according to the preceding lemma, claim (a). Its adjoint operator is $`\psi _{\mathrm{cyl}}\chi `$, since $`_{\mathrm{cyl}}`$ is self-adjoint. Thus it is also compact (even if its range is *not* compactly supported). ∎

### 3.7. The Estimate of the Lowest Nontrivial Eigenvalue

In this section we prove Theorem 3.17. Recall that the tangential operator $`B`$ is assumed to be nonsingular and that $`\lambda _1`$ denotes the smallest positive eigenvalue of $`B`$. So far, we have established that

the operator $`D_{\mathrm{cyl}}`$ on the infinite cylinder $`\mathrm{\Sigma }_{\mathrm{cyl}}^{\mathrm{}}`$ has no eigenvalues in the interval $`(\lambda _1,+\lambda _1)`$, and

the operator $`𝒟_2^{\mathrm{}}`$ on the manifold $`M_2^{\mathrm{}}`$ with infinite cylindrical end has only finitely many eigenvalues in the interval $`(\lambda _1,+\lambda _1)`$, each of finite multiplicity.

We have to show that

the nonvanishing eigenvalues of $`(𝒟_2^R)_{P_>}`$ are bounded away from 0 by a bound independent of $`R`$.

Proof of Theorem 3.17 The idea of the proof is the following. We define a positive constant $`\mu _1`$ independent of $`R`$. Then let $`R`$ be a positive real (more precisely $`R>R_0`$ for a suitable positive $`R_0`$), and $`sL^2(M_2^R;S)`$ any eigensection with eigenvalue $`\mu (\lambda _1/\sqrt{2},+\lambda _1/\sqrt{2})`$, i.e.

$$s\mathrm{Dom}(𝒟_2^R)_{P_>}\text{ i.e. }P_>(s|_{\{R\}\times \mathrm{\Sigma }})=0\text{ and }𝒟_2^Rs=\mu s.$$

Then we show that $`\mu ^2>\mu _1/2`$ for a certain real $`\mu _1>0`$ which is independent of $`R`$ and $`s`$. A natural choice of $`\mu _1`$ is

(3.31)
$$\mu _1=\mathrm{min}\left\{\frac{\left|𝒟_2^{\mathrm{}}\mathrm{\Psi }\right|^2}{\left|\mathrm{\Psi }\right|^2}|\mathrm{\Psi }^1(M_2^{\mathrm{}};S)\text{ and }\mathrm{\Psi }\mathrm{Ker}𝒟_2^{\mathrm{}}\right\}.$$

Note that by II above (Proposition 3.24), $`\mathrm{Ker}𝒟_2^{\mathrm{}}`$ is of finite dimension. We shall define a certain extension $`s^{\mathrm{}}^1(M_2^{\mathrm{}};S)`$ of $`s`$.

The reasoning would be easy, if we could extend $`s`$ to an eigensection of $`𝒟_2^{\mathrm{}}`$ on all of $`M_2^{\mathrm{}}`$. Then it would follow at once that the discrete part of the spectrum of $`𝒟_2^{\mathrm{}}`$ is not empty, $`\mu `$ belongs to it, $`\sqrt{\mu _1}`$ is the smallest eigenvalue $`>0`$, and hence we would have $`\mu ^2>\mu _1/2`$ as desired. In general, such a convenient extension of the given eigensection $`s`$ cannot be achieved. But due to the spectral boundary condition satisfied by $`s`$ in the hypersurface $`\{R\}\times \mathrm{\Sigma }`$, the eigensection $`s`$ over $`M_2^R`$ can be continuously extended by a section over $`(\mathrm{},R]\times \mathrm{\Sigma }`$ on which the Dirac operator vanishes. By construction, both the enlargement $`\alpha `$ of the $`L^2`$ norm of $`s`$ by the chosen extension and the cosine, say $`\beta `$, of the angle between $`s^{\mathrm{}}`$ and $`\mathrm{Ker}𝒟_2^{\mathrm{}}`$ can be estimated independently of the specific choice of $`s`$ and $`\mu `$. It turns out that they both decrease exponentially with growing $`R`$.

Let $`\{s_1,\mathrm{},s_q\}`$ be an orthonormal basis of $`\mathrm{Ker}𝒟_2^{\mathrm{}}`$ and set

$$\stackrel{~}{s}:=s^{\mathrm{}}\underset{j=1}{\overset{q}{}}s^{\mathrm{}};s_js_j.$$

Clearly, the section $`\stackrel{~}{s}`$ belongs to $`^1(M_2^{\mathrm{}};S)`$ and is orthogonal to $`\mathrm{Ker}𝒟_2^{\mathrm{}}`$. Hence, on the one hand,

(3.32)
$$\frac{\left|𝒟_2^{\mathrm{}}\stackrel{~}{s}\right|^2}{\left|\stackrel{~}{s}\right|^2}\mu _1.$$

On the other hand, we have by construction

$$\left|𝒟_2^{\mathrm{}}\stackrel{~}{s}\right|^2=\left|𝒟_2^{\mathrm{}}s^{\mathrm{}}\right|^2=\left|𝒟_2^Rs\right|_{M_2^R}^2=\mu ^2.$$

Finally, we shall prove that

(3.33)
$$\left|\stackrel{~}{s}\right|1\text{ as }R\mathrm{}.$$

Then the estimate

(3.34)
$$\mu ^2>\frac{\mu _1}{2}$$

follows for sufficiently large $`R`$. Since we have assumed that $`\mu ^2<\frac{\lambda _1^2}{2}`$, we have also $`\mu _1<\lambda _1^2`$, hence $`\mu _1`$ belongs to the discrete part of the spectrum of $`\left(𝒟_2^{\mathrm{}}\right)^2`$ and, by the *Min–Max Principle* (e.g., see \[ReSi78\]), must be its smallest eigenvalue $`>0`$.

Thus, to prove the Theorem 3.17 we are left with the task of first constructing a suitable extension $`\stackrel{~}{s}`$ of $`s`$ and then proving (3.33).

We expand $`s|_{[R,0]\times \mathrm{\Sigma }}`$ in terms of a spectral resolution

$$\{\phi _k,\lambda _k;\sigma \phi _k,\lambda _k\}_k$$

of $`L^2(\mathrm{\Sigma };S)`$ generated by $`B`$:

$$s(u,y)=\underset{k=1}{\overset{\mathrm{}}{}}f_k(u)\phi _k(y)+g_k(u)\sigma \phi _k(y).$$

Since $`\sigma (_u+B)s|_{[R,0]\times \mathrm{\Sigma }}=0`$, the coefficients must satisfy the system of ordinary differential equations

(3.35)
$$\left(\begin{array}{c}f_k^{}\\ g_k^{}\end{array}\right)=𝐀_k\left(\begin{array}{c}f_k\\ g_k\end{array}\right)\text{with }𝐀_k:=\left(\begin{array}{cc}\lambda _k& \mu \\ \mu & \lambda _k\end{array}\right).$$

Moreover, since $`P_>s|_{\{R\}\times \mathrm{\Sigma }}=0`$ we have

(3.36)
$$f_k(R)=0\text{ for any }k1.$$

Thus, for each $`k`$ the pair $`(f_k,g_k)`$ is uniquely determined up to a constant $`a_k`$. More explicitly, since the eigenvalues of $`𝐀_k`$ are $`\pm (\lambda _k^2\mu ^2)^{1/2}`$, a suitable choice of the eigenvectors of $`𝐀_k`$ gives

$$f_k(u)=a_k\frac{\mu }{\sqrt{\lambda _k^2\mu ^2}}\mathrm{sinh}\sqrt{\lambda _k^2\mu ^2}(R+u)\text{and}$$

$$g_k(u)=a_k(\mathrm{cosh}\sqrt{\lambda _k^2\mu ^2}(R+u)+\frac{\lambda _k}{\sqrt{\lambda _k^2\mu ^2}}\mathrm{sinh}(\lambda _k^2\mu ^2)^{1/2}(R+u)).$$

We assume $`\left|s\right|_{L^2}=1`$. Then we have, with $`v:=(\lambda _k^2\mu ^2)^{1/2}(R+u)`$:

$`1`$ $`{\displaystyle _{[R,0]\times \mathrm{\Sigma }}}|s(u,y)|^2𝑑u𝑑y={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}{\displaystyle _R^0}\left(|f_k(u)|^2+|g_k(u)|^2\right)𝑑u`$
$`={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}|a_k|^2{\displaystyle \frac{1}{(\lambda _k^2\mu ^2)^{1/2}}}{\displaystyle _0^{(\lambda _k^2\mu ^2)^{1/2}R}}({\displaystyle \frac{\mu ^2}{\lambda _k^2\mu ^2}}\mathrm{sinh}^2v`$
$`+\mathrm{cosh}^2v+2{\displaystyle \frac{\lambda _k}{(\lambda _k^2\mu ^2)^{1/2}}}\mathrm{cosh}v\mathrm{sinh}v+{\displaystyle \frac{\lambda _k^2}{\lambda _k^2\mu ^2}}\mathrm{sinh}^2v)dv`$
$`={\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}|a_k|^2\{{\displaystyle \frac{\lambda _k^2}{\lambda _k^2\mu ^2}}R+(1/4){\displaystyle \frac{\mu ^2}{(\lambda _k^2\mu )^{3/2}}}\mathrm{sinh}(2(\lambda _k^2\mu ^2)^{1/2}R)`$
$`+(1/4)\left(1+{\displaystyle \frac{\lambda _k^2}{\lambda _k^2\mu ^2}}\right)(\lambda _k^2\mu ^2)^{1/2}\mathrm{sinh}(2(\lambda _k^2\mu ^2)^{1/2}R)`$
$`+{\displaystyle \frac{\lambda _k^2}{\lambda _k^2\mu ^2}}\mathrm{cosh}^2((\lambda _k^2\mu ^2)^{1/2}R)\}.`$
Since $`\lambda _k^2\lambda _1^2>2\mu ^2`$ we have $`2(\lambda _k^2\mu ^2)^{1/2}>\sqrt{2}\lambda _k>\lambda _k`$. Moreover, we have for all $`k1`$

$`{\displaystyle \frac{\lambda _k^2}{\lambda _k^2\mu ^2}}R`$ $`+{\displaystyle \frac{\lambda _k^2}{\lambda _k^2\mu ^2}}{\displaystyle \frac{(\lambda _k^2\mu ^2)^{1/2}}{4}}\mathrm{sinh}(2(\lambda _k^2\mu ^2)^{1/2}R)`$
$`>R+{\displaystyle \frac{(\lambda _1^2\mu ^2)^{1/2}}{4}}\mathrm{sinh}(2(\lambda _1^2\mu ^2)^{1/2}R)`$
$`>R+{\displaystyle \frac{\sqrt{2}}{8}}\lambda _1\mathrm{sinh}(\sqrt{2}\lambda _1R)>0,`$
if $`RR_0`$ for some positive $`R_0`$ which depends only on $`\lambda _1`$ and not on $`\mu `$, $`s`$ and $`k`$.

Thus, for any $`k`$ the sum in the braces can be estimated in the following way:

$$\left\{\mathrm{}\right\}>\frac{\lambda _k^2}{\lambda _k^2\mu ^2}\mathrm{cosh}^2((\lambda _k^2\mu ^2)^{1/2}R)>\frac{1}{4}e^{2(\lambda _k^2\mu ^2)^{1/2}R}>\frac{1}{4}e^{\lambda _kR}.$$

Hence, we have

(3.37)
$$\underset{k=1}{\overset{\mathrm{}}{}}|a_k|^2e^{\lambda _kR}4.$$

Note that the preceding estimate does not depend on $`R`$ (provided that $`R>R_0`$), $`k`$ or the specific choice of $`s`$, and that $`R_0`$ only depends on $`\lambda _1`$.

According to (3.37) the absolute value of the coefficients $`a_k`$ is rapidly decreasing in such a way that, in particular, we can extend the eigensection $`s`$ of $`𝒟_{2,P_>}^R`$, given on $`M_2^R`$ to a continuous section on $`M_2^{\mathrm{}}`$ by the formula

$$s^{\mathrm{}}(x):=\{\begin{array}{cc}s(x)\hfill & \text{ for }xM_2^R\hfill \\ _{k=1}^{\mathrm{}}a_ke^{\lambda _k(R+u)}\sigma \phi _k(y)\hfill & \text{ for }x=(u,y)(\mathrm{},r]\times \mathrm{\Sigma }.\hfill \end{array}$$

By construction, $`s^{\mathrm{}}`$ is smooth on $`M_2^{\mathrm{}}(\{R\}\times \mathrm{\Sigma })`$ and belongs to the Sobolev space $`^1(M_2^{\mathrm{}};S)`$. It follows from (3.37) that

$`\left|s^{\mathrm{}}\right|_{L^2}^2`$ $`=\left|s\right|_{L^2}^2+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}|a_k|^2{\displaystyle _{\mathrm{}}^R}e^{2\lambda _k(R+u)}𝑑u=1+{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}|a_k|^2{\displaystyle \frac{1}{2\lambda _k}}`$
$`1+{\displaystyle \frac{1}{2\lambda _1}}{\displaystyle \underset{k=1}{\overset{\mathrm{}}{}}}|a_k|^21+{\displaystyle \frac{1}{2\lambda _1}}\left({\displaystyle _{k=1}^{\mathrm{}}}|a_k|^2e^{\lambda _kR}\right)e^{\lambda _1R}`$
(3.38) $`1+{\displaystyle \frac{2}{\lambda _1}}e^{\lambda _1R}.`$
Next, let $`\mathrm{\Psi }\mathrm{Ker}𝒟_2^{\mathrm{}}`$ and assume that $`\left|\mathrm{\Psi }\right|=1`$. By (3.27), on $`(\mathrm{},0]\times \mathrm{\Sigma }`$ the section $`\mathrm{\Psi }`$ has the form

(3.39)
$$\mathrm{\Psi }((u,y))=\underset{k=1}{\overset{\mathrm{}}{}}b_ke^{\lambda _ku}G(y)\phi _k(y)$$

with

$$\underset{k=1}{\overset{\mathrm{}}{}}_{\mathrm{}}^0|b_k|^2e^{2\lambda _ku}𝑑u=\underset{k=1}{\overset{\mathrm{}}{}}\frac{1}{2\lambda _k}|b_k|^2<+\mathrm{}.$$

Set $`l:=\mathrm{\Psi }|_{M_2^R}`$. Then $`l`$ satisfies the equations

$$𝒟_2^Rl=0\text{ and}P_>(l|_{\{R\}\times \mathrm{\Sigma }})=0.$$

Hence, $`l`$ belongs to $`\mathrm{Ker}𝒟_{2,P_>}^R`$. This implies the following equality:

$$\begin{array}{c}_{M_2^R}s^{\mathrm{}}(x);\mathrm{\Psi }(x)𝑑x=\frac{1}{\mu }_{M_2^R}𝒟_2^Rs^{\mathrm{}}(x);l(x)𝑑x\hfill \\ \hfill =\frac{1}{\mu }_{M_2^R}s^{\mathrm{}}(x);𝒟_2^Rl(x)𝑑x\frac{1}{\mu }_\mathrm{\Sigma }\sigma s^{\mathrm{}}(R,y);l(R,y)𝑑x.\end{array}$$

On the other hand,

$$_{(\mathrm{},r]\times \mathrm{\Sigma }}s^{\mathrm{}}(x);\mathrm{\Psi }(x)𝑑x=\underset{k>0}{}\frac{a_k\overline{b_k}}{2\mu }e^{\lambda _kR}C_1e^{\lambda _1R}.$$

Therefore

(3.40)
$$|s^{\mathrm{}};\mathrm{\Psi }|C_1e^{\lambda _1R}.$$

Hence, we have proved

###### Lemma 3.27.

Any eigensection $`s^1(M_2^R;S)`$ of $`𝒟_{2,P_>}^R`$ with eigenvalue $`\mu (\lambda _1/\sqrt{2},\lambda _1/\sqrt{2})`$ can be extended to a continuous section $`s^{\mathrm{}}`$ on $`M_2^{\mathrm{}}`$ which is smooth on $`M_2^{\mathrm{}}\left(\{R\}\times \mathrm{\Sigma }\right)`$ and belongs to the first Sobolev space $`^1(M_2^{\mathrm{}};S)`$. Moreover, the enlargement of the norm of $`s`$ by the extension and the cosine of the angle between $`s^{\mathrm{}}`$ and $`\mathrm{Ker}𝒟_2^{\mathrm{}}`$ are exponentially decreasing by formulae (3.38) and (3.40).

The final step in proving the Theorem 3.17 follows at once from the preceding lemma. We recall: by definition of $`\mu _1`$ we have $`\left|𝒟_2^{\mathrm{}}\stackrel{~}{s}\right|^2/\left|\stackrel{~}{s}\right|^2\mu _1`$ and by construction of $`\stackrel{~}{s}`$ we have $`\left|𝒟_2^{\mathrm{}}\stackrel{~}{s}\right|^2=\mu ^2`$. Thus, we have $`\mu ^2\left|\stackrel{~}{s}\right|^2\mu _1`$. To get the desired bound $`\mu ^2>\mu _1/2`$, it remains to show that $`\left|\stackrel{~}{s}\right|^2>1/2`$ for sufficiently large $`R`$.

Since $`\stackrel{~}{s}`$ is the orthogonal projection of $`s^{\mathrm{}}`$ onto $`(\mathrm{Ker}𝒟_2^{\mathrm{}})^{}`$ and the basis $`\{s_1,\mathrm{},s_q\}`$ of $`\mathrm{Ker}𝒟_2^{\mathrm{}}`$ is orthonormal, we have

$$\left|\stackrel{~}{s}\right|^2=\left|s^{\mathrm{}}\right|^2\underset{j=1}{\overset{q}{}}|s^{\mathrm{}};s_j|^21+\frac{2}{\lambda _1}e^{\lambda _1R}\underset{j=1}{\overset{q}{}}|s^{\mathrm{}};s_j|^2.$$

Thus, Theorem 3.17 follows from

$$|\left|\stackrel{~}{s}\right|^21|\frac{2}{\lambda _1}e^{\lambda _1R}+qC_1e^{2\lambda _1R}C_2e^{C_3R}.$$

We finish this section by proving the asymptotic estimate (3.20). Recall that $`_2^R(t;x,x^{})`$ denotes the kernel of the operator $`𝒟_{2,P_>}^Re^{t(𝒟_{2,P_>}^R)^2}`$, where $`𝒟_{2,P_>}^R`$ denotes the Dirac operator over the manifold $`M_2^R`$ with the spectral boundary condition at the boundary $`\{R\}\times \mathrm{\Sigma }`$. Then we have:

###### Lemma 3.28.

$$\frac{1}{\sqrt{\pi }}_\sqrt{R}^{\mathrm{}}\frac{dt}{\sqrt{t}}_{M_2^R}\mathrm{Tr}_2^R(t;x,x)𝑑x=\mathrm{O}(e^{cR}).$$

###### Proof.

For any eigenvalue $`\mu 0`$ of $`𝒟_{2,P_>}^R`$ and $`R>0`$ sufficiently large ($`Rc_0^21`$, where $`c_0`$ denotes the lower uniform bound for $`\mu ^2`$ of Theorem 3.17) we have

(3.41)
$$\begin{array}{c}|_\sqrt{R}^{\mathrm{}}\frac{1}{\sqrt{t}}\mu e^{t\mu ^2}𝑑t|_\sqrt{R}^{\mathrm{}}\frac{1}{\sqrt{t}}|\mu |e^{t\mu ^2}𝑑t=_{|\mu |R^{1/4}}^{\mathrm{}}e^{\tau ^2}𝑑\tau \hfill \\ \hfill _{|\mu |R^{1/4}}^{\mathrm{}}\tau e^{\tau ^2}𝑑\tau =\left[\frac{1}{2}e^{\tau ^2}\right]_{|\mu |R^{1/4}}^{\mathrm{}}\frac{1}{2}e^{\mu ^2\sqrt{R}},\end{array}$$

which gives

$`|{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}\mathrm{Tr}\left(𝒟_{2,P_>}^Re^{t(𝒟_{2,P_>}^R)^2}\right)|{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{dt}{\sqrt{t}}}{\displaystyle _{M_2^R}}{\displaystyle \underset{\mu 0}{}}|\mu |e^{t\mu ^2}dt`$
$`{\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu 0}{}}e^{\mu ^2\sqrt{R}}={\displaystyle \frac{1}{2}}{\displaystyle \underset{\mu 0}{}}e^{(\sqrt{R}1)\mu ^2}e^{\mu ^2}`$
$`C_1e^{\sqrt{R}\mu _0^2}\mathrm{Tr}((e^{\left(𝒟_{2,P_>}^R\right)^2})C_2e^{\sqrt{R}\mu _0^2}Vol(M_2^R)`$
$`C_3e^{\sqrt{R}\mu _0^2}C_3e^{C_4\sqrt{R}}.`$
Here we have exploited that the heat kernel $`\mathrm{e}_2^R(t;x,x^{})`$ of the operator $`𝒟_{2,P_>}^R`$ can be estimated by

$$|\mathrm{e}_2^R(t;x,x^{})|c_1t^{\frac{m}{2}}e^{c_2t}e^{c_3\frac{d^2(x,x^{})}{t}}$$

according to (3.13). Thus,

(3.42)
$$|\mathrm{Tr}\left(e^{\left(𝒟_{2,P_>}^R\right)^2}\right)|_{M_2^R}|\mathrm{Tr}\mathrm{e}_2^R(1;x,x)|𝑑xc_1e^{c_2}_{M_2^R}𝑑x.$$

### 3.8. The Spectrum on the Closed Stretched Manifold

Thus far, we have proved the asymptotic equation

$$\frac{1}{\sqrt{\pi }}_0^\sqrt{R}\frac{dt}{\sqrt{t}}_{M_2^R}\mathrm{Tr}^R(t;x,x)𝑑x+\mathrm{O}(e^{cR})=\eta _{𝒟_{2,P_>}^R}(0)$$

as $`R\mathrm{}`$. It follows that

$$\underset{R\mathrm{}}{lim}\eta _R=\underset{R\mathrm{}}{lim}\left(\eta _{𝒟_{1,P_<}^R}(0)+\eta _{𝒟_{2,P_>}^R}(0)\right),$$

where

$$\eta _R:=\frac{1}{\sqrt{\pi }}_0^\sqrt{R}\frac{dt}{\sqrt{t}}_{M^R}\mathrm{Tr}^R(t;x,x)𝑑x.$$

To prove Theorem 3.8, we still have to show (3.21), i.e., that we can extend the integration from $`\sqrt{R}`$ to infinity:

$$\frac{1}{\sqrt{\pi }}_\sqrt{R}^{\mathrm{}}\frac{dt}{\sqrt{t}}_{M_2^R}\mathrm{Tr}^R(t;x,x)𝑑x=\mathrm{O}(e^{cR})\text{ as }R\mathrm{}\text{.}$$

Recall that $`^R(t;x,x^{})`$ denotes the kernel of the operator $`𝒟^Re^{t(𝒟^R)^2}`$ on the closed stretched manifold $`M^R`$.

Formally, our *task* of proving the preceding estimate is reminiscent of our previous task of proving the corresponding estimate for the kernel $`_2^R(t;x,x^{})`$ of the operator $`𝒟_2^Re^{t(𝒟_{2,P_>}^R)^2}`$ (see Lemma 3.28). Both integrals are over the same prolonged compact manifold $`M_2^R`$ with boundary $`\{R\}\times \mathrm{\Sigma }`$. However, the methods we can apply are different: In the previous case, we had a uniform positive bound for the absolute value of the smallest nonvanishing eigenvalue of the boundary value problem $`𝒟_{2,P_>}^R`$ for sufficiently large $`R`$.

As mentioned above in Remark 3.18, such a bound does not exist for the Dirac operator $`𝒟^R`$ on the closed stretched manifold $`M^R`$. Moreover, for the spectral boundary condition we shall show

$$dim\mathrm{Ker}𝒟_{2,P_>}^R=dim\mathrm{Ker}𝒟_{2,P_>}\text{and}\eta _{𝒟_{2,P_>}^R}(0)=\eta _{𝒟_{2,P_>}}(0)$$

for any $`R`$ (see Proposition 3.39 below). For $`𝒟^R`$, on the contrary, the dimension of the kernel can change and, thus, $`\eta _{𝒟^R}`$ can admit an integer jump in value as $`R\mathrm{}`$. This is due to the presence of ‘small’ eigenvalues created by $`L^2`$ solutions of the operators $`𝒟_1^{\mathrm{}}`$ and $`𝒟_2^{\mathrm{}}`$ on the half-manifolds with cylindrical ends. We use a straightforward analysis of small eigenvalues inspired by the proof of Theorem 3.17 to prove the following result

###### Theorem 3.29.

There exist $`R_0>0`$ and positive constants $`a_1,a_2,`$ and $`a_3`$, such that for any $`R>R_0`$, the eigenvalue $`\mu `$ of the operator $`𝒟^R`$ is either bounded away from $`0`$ with $`a_1<|\mu |`$, or is exponentially small $`|\mu |<a_2e^{a_3R}`$. Let $`𝒲^R`$ denote the subspace of $`L^2(M^R;S)`$ spanned by the eigensections of $`𝒟^R`$ corresponding to the exponentially small eigenvalues. Then $`dim𝒲^R=q`$, where $`q=dim(\mathrm{Ker}𝒟_1^{\mathrm{}})+dim(\mathrm{Ker}𝒟_2^{\mathrm{}})`$.

Recall from Proposition 3.24 that the operator $`𝒟_j^{\mathrm{}}`$, acting on the first Sobolev space $`^1(M_j^{\mathrm{}};S)`$, is an (unbounded) self-adjoint Fredholm operator in $`L^2(M_j^{\mathrm{}};S)`$ which has a discrete spectrum in the interval $`(\lambda _1,+\lambda _1)`$ where $`\lambda _1`$ denotes the smallest positive eigenvalue of the tangential operator $`B`$. Thus, the space $`\mathrm{Ker}𝒟_j^{\mathrm{}}`$ of $`L^2`$ solutions is of finite dimension.

To prove the theorem we first investigate the small eigenvalues of the operator $`𝒟^R`$ and the pasting of $`L^2`$ solutions. Let $`R>0`$. We reparametrize the normal coordinate $`u`$ such that $`M_1^R=M_1\left((R,0]\times \mathrm{\Sigma }\right)`$ and $`M_2^R=\left([0,R)\times \mathrm{\Sigma }\right)M_2`$, and introduce the subspace $`𝒱^RL^2(M^R;S)`$ spanned by $`L^2`$ solutions of the operators $`𝒟_j^{\mathrm{}}`$. We choose an auxiliary smooth real function $`f^R=f_1^Rf_2^R`$ on $`M^R`$ with $`f^R=1`$ outside the cylinder $`[R,R]\times \mathrm{\Sigma }`$, and where $`f^R`$ is a function of the normal variable $`u`$ on the cylinder. Moreover, we assume $`f^R(u)=f^R(u)`$ (i.e., $`f_1^R(u)=f_2^R(u)`$), and that $`f_2^R`$ is an increasing function of $`u`$ with

$$f_2^R(u)=\{\begin{array}{cc}0\hfill & \text{for }0u\frac{R}{4}\hfill \\ 1\hfill & \text{for }\frac{R}{2}uR.\hfill \end{array}$$

We also assume that there exists a constant $`\gamma >0`$ such that $`|\frac{^pf_2^R}{u^p}(u)|<\gamma R^p`$. If $`s_jC^{\mathrm{}}(M_j^{\mathrm{}};S)`$, we define $`s_1_{f^R}s_2`$ by the formula

$$\left(s_1_{f^R}s_2\right)(x):=\{\begin{array}{cc}f_1^R(x)s_1(x)\hfill & \text{for }xM_1^R\hfill \\ f_2^R(x)s_2(x)\hfill & \text{for }xM_2^R.\hfill \end{array}$$

Clearly, we have

$`s_1_{f^R}s_2`$ $`=s_1_{f^R}0+\mathrm{\hspace{0.17em}0}_{f^R}s_2`$
(3.43) $`𝒟^R(s_1_{f^R}s_2)`$ $`=(𝒟_1^{\mathrm{}}s_1)_{f^R}(𝒟_2^{\mathrm{}}s_2)+s_1_{g^R}s_2\text{ and}`$
$`\left|s_1_{f^R}s_2\right|^2`$ $`=\left|s_1_{f^R}0\right|^2+\left|\mathrm{\hspace{0.17em}0}_{f^R}s_2\right|^2,`$
where $`g^R:=g_1^Rg_2^R`$ with $`g_j^R(u,y)=\sigma (y)\frac{f_j^R}{u}(u,y)`$ and $`||`$ denotes the $`L^2`$ norm on the manifold $`M^R`$.

###### Definition 3.30.

The subspace $`𝒱^RC^{\mathrm{}}(M^R;S)`$ is defined by

$$𝒱^R:=\mathrm{span}\{s_1_{f^R}s_2s_j\mathrm{Ker}𝒟_j^{\mathrm{}}\}.$$

Let $`\{s_{1,1},\mathrm{},s_{1,q_1}\}`$ be a basis of $`\mathrm{Ker}𝒟_1^{\mathrm{}}`$ and $`\{s_{2,1},\mathrm{},s_{2,q_2}\}`$ a basis of $`\mathrm{Ker}𝒟_2^{\mathrm{}}`$. Then the $`q=q_1+q_2`$ sections $`\{s_{1,\nu _1}_{f^R}0\}\{0_{f^R}s_{2,\nu _2}\}`$ form a basis of $`𝒱^R`$. We want to show that $`𝒱^R`$ approximates the space $`𝒲^R`$ of eigensections of $`𝒟^R`$ corresponding to the ‘small’ eigenvalues, for $`R`$ sufficiently large. We begin with an elementary result:

###### Lemma 3.31.

There exists $`R_0`$, such that for any $`R>R_0`$ and any $`s𝒱^R`$, the following estimate holds

$$\left|𝒟^Rs\right|e^{\lambda _1R}\left|s\right|.$$

###### Proof.

It suffices to prove the estimate for basis sections of $`𝒱^R`$. Thus, let $`s=s_1_{f^R}0`$ with $`s_1\mathrm{Ker}𝒟_1^{\mathrm{}}`$. By (3.43) we have

(3.44)
$$𝒟^Rs(x)=\{\begin{array}{cc}0\hfill & \text{for }xM_1M_2\hfill \\ \sigma (y)\frac{f_1^R}{u}(u,y)s_1(u,y)\hfill & \text{for }x=(u,y)[R,R]\times \mathrm{\Sigma }.\hfill \end{array}$$

Here $`f_1^R`$ is continued in a trivial way on the whole cylinder $`[R,R]\times \mathrm{\Sigma }`$. Now, $`s_1`$ is a $`L^2`$ solution of $`𝒟_1^{\mathrm{}}`$, hence $`s_1(u,y)=_kc_ke^{(R+u)\lambda _k}\phi _k(y)`$ on this cylinder where $`\{\phi _k,\lambda _k;\sigma \phi _k,\lambda _k\}_k`$ is, as above, a spectral resolution of $`L^2(\mathrm{\Sigma };S)`$ for $`B`$. We estimate the norm of $`𝒟`$$`{}_{}{}^{R}s`$:

$`\left|𝒟^Rs\right|^2`$ $`=\left|{\displaystyle \frac{f_1^R}{u}}s_1\right|^2`$
$`={\displaystyle \underset{k}{}}{\displaystyle _{\frac{R}{2}}^{\frac{R}{4}}}{\displaystyle _\mathrm{\Sigma }}\left({\displaystyle \frac{f_1^R}{u}}\right)^2|c_k|^2e^{2(R+u)\lambda _k}(\phi _k(y);\phi _k(y))𝑑y𝑑u`$
$`={\displaystyle _{\frac{R}{2}}^{\frac{R}{4}}}\left({\displaystyle \frac{f_1^R}{u}}\right)^2{\displaystyle \underset{k}{}}|c_k|^2e^{2(R+u)\lambda _k}1du`$
$`{\displaystyle \frac{\gamma ^2}{R^2}}{\displaystyle _k}\left(|c_k|^2{\displaystyle _{\frac{R}{2}}^{\frac{R}{4}}}e^{2(R+u)\lambda _k}𝑑u\right)`$
$`={\displaystyle \frac{\gamma ^2}{R^2}}{\displaystyle _k}\left(|c_k|^2{\displaystyle _{R\lambda _k}^{\frac{3}{2}R\lambda _k}}e^v{\displaystyle \frac{dv}{2\lambda _k}}\right)`$
$`{\displaystyle \frac{\gamma ^2}{R^2}}{\displaystyle _k}|c_k|^2{\displaystyle \frac{e^{R\lambda _k}e^{\frac{3}{2}R\lambda _k}}{2\lambda _k}}`$
$`{\displaystyle \frac{\gamma ^2}{R^2}}{\displaystyle _k}{\displaystyle \frac{e^{R\lambda _k}}{2\lambda _k}}|c_k|^2{\displaystyle \frac{\gamma ^2}{R^2}}e^{R\lambda _1}{\displaystyle \underset{k}{}}{\displaystyle \frac{|c_k|^2}{2\lambda _k}}.`$
On the other hand, we have the elementary inequality

$$\begin{array}{c}\left|s\right|^2=\left|s_1_{f^R}0\right|^2_R^{R+1}_\mathrm{\Sigma }|s_1(u,y)|^2𝑑y𝑑u\hfill \\ \hfill =|c_k|^2\frac{1e^{2\lambda _k}}{2\lambda _k}d\frac{|c_k|^2}{2\lambda _k},\end{array}$$

with $`0<d1e^{2\lambda _1}`$. Thus, we have the following estimate for any $`s𝒱^R`$ of the form $`s_1_{f^R}0`$ and for sufficiently large $`R`$

$$\left|𝒟^Rs\right|^2\frac{\gamma ^2}{R^2d}e^{R\lambda _1}d\underset{k}{}\frac{|c_k|^2}{2\lambda _k}\frac{\gamma ^2}{R^2d}e^{R\lambda _1}\left|s\right|^2e^{R\lambda _1}\left|s\right|^2.$$

For $`s=0_{f^R}s_2`$, we estimate the norm of $`𝒟_Rs`$ in the same way, in view of the fact that $`s_2`$ has the form $`s_2(u,y)=_kd_ke^{(u+R)\lambda _k}\sigma (y)\phi _k(y)`$ on the cylinder. ∎

Let $`\{\lambda _k;\psi _k\}`$ denote a spectral decomposition of the space $`L^2(M^R;S)`$ generated by the operator $`𝒟^R`$. For $`a>0`$, let $`P_a`$ denote the orthogonal projection onto the space $`_a:=\mathrm{span}\{\psi _k|\lambda _k|>a\}`$.

###### Lemma 3.32.

For sufficiently large $`R`$, we have the estimate

$$\left|\left(\mathrm{I}P_{e^{R\lambda _1/4}}\right)s\right|e^{R\lambda _1/2}\left|s\right|\text{, for all }s𝒱^R.$$

###### Proof.

We represent $`s`$ as the series $`s=_ka_k\psi _k`$ . We have

$`\left|\left(\mathrm{I}P_{e^{R\lambda _1/4}}\right)s\right|`$ $`={\displaystyle \underset{\lambda _k^2>e^{R\lambda _1/2}}{}}a_k^2{\displaystyle \underset{\lambda _k^2>e^{R\lambda _1/2}}{}}e^{\frac{R\lambda _1}{2}}\lambda _k^2a_k^2`$
$`{\displaystyle _k}e^{R\lambda _1/2}\lambda _k^2a_k^2=e^{R\lambda _1/2}\left|𝒟^Rs\right|^2`$
$`e^{R\lambda _1/2}e^{R\lambda _1}\left|s\right|^2=e^{R\lambda _1/2}\left|s\right|^2.`$
###### Proposition 3.33.

The spectral projection $`P_{e^{R\lambda _1/4}}`$ restricted to the subspace $`𝒱^R`$ is an injection. In particular, $`𝒟^R`$ has at least $`q`$ eigenvalues $`\rho `$ such that $`\left|\rho \right|e^{R\lambda _1/4}`$, where $`q`$ is the sum of the dimensions of the spaces $`\mathrm{Ker}𝒟_j^{\mathrm{}}`$ of $`L^2`$ solutions of the operators $`𝒟_1^{\mathrm{}}`$ and $`𝒟_2^{\mathrm{}}`$.

###### Proof.

Let $`s𝒱^R`$, and assume that $`P_{e^{R\lambda _1/4}}(s)=0`$. We have

$$\left|s\right|=\left|\left(\mathrm{I}P_{e^{R\lambda _1/4}}\right)s\right|e^{\frac{R\lambda _1}{2}}\left|s\right|\frac{1}{2}\left|s\right|,$$

for $`R`$ sufficiently large. ∎

The proposition shows that the operator $`𝒟^R`$ has at least $`q`$ exponentially small eigenvalues with corresponding eigensections, which we can approximate by pasting together $`L^2`$ solutions. Now we will show that this makes the list of eigenvalues approaching 0 as $`R+\mathrm{}`$ complete.

Let $`\psi `$ be an eigensection of $`𝒟^R`$ corresponding to an eigenvalue $`\mu `$, where $`|\mu |<\lambda _1`$. As in the proof of Theorem 3.17, we expand $`\psi |_{[R,R]\times \mathrm{\Sigma }}`$ in terms of a spectral resolution

$$\{\phi _k,\lambda _k;\sigma \phi _k,\lambda _k\}_k$$

of $`L^2(\mathrm{\Sigma };S)`$ generated by $`B`$:

$$\psi (u,y)=\underset{k=1}{\overset{\mathrm{}}{}}f_k(u)\phi _k(y)+g_k(u)\sigma \phi _k,$$

where the coefficients satisfy the system of ordinary differential equations of (3.35)

$$\left(\begin{array}{c}f_k^{}\\ g_k^{}\end{array}\right)=𝐀_k\left(\begin{array}{c}f_k\\ g_k\end{array}\right)\text{with }𝐀_k:=\left(\begin{array}{cc}\lambda _k& \mu \\ \mu & \lambda _k\end{array}\right).$$

For the eigenvalues $`\pm \sqrt{\lambda _k^2\mu ^2}`$ of $`𝐀_k`$ and the eigenvectors

$$\left(\begin{array}{c}\lambda _k+\sqrt{\lambda _k^2\mu ^2}\\ \mu \end{array}\right)\text{ and}\left(\begin{array}{c}\mu \\ \lambda _k+\sqrt{\lambda _k^2\mu ^2}\end{array}\right),$$

we get a natural splitting of $`\psi (u,y)`$ in the form $`\psi (u,y)=\psi _+(u,y)+\psi _{}(u,y)`$ with

$`\psi _+(u,y)`$ $`={\displaystyle \underset{k}{}}a_ke^{\sqrt{\lambda _k^2\mu ^2}u}\left\{\left(\lambda _k+\sqrt{\lambda _k^2\mu ^2}\right)\phi _k(y)+\mu \sigma (y)\phi _k(y)\right\},\text{ and}`$
$`\psi _{}(u,y)`$ $`={\displaystyle \underset{k}{}}b_ke^{\sqrt{\lambda _k^2\mu ^2}u}\left\{\mu \phi _k(y)+\left(\lambda _k+\sqrt{\lambda _k^2\mu ^2}\right)\sigma (y)\phi _k(y)\right\}.`$
Then we have the following estimate of the $`L^2`$ norm of $`\psi `$ in the $`y`$ direction on the cylinder:

###### Lemma 3.34.

Assume that $`\left|\psi \right|=1`$. There exist positive constants $`c_1,c_2`$ such that $`\left|\psi _{|\left\{u\right\}\times \mathrm{\Sigma }}\right|c_1e^{c_2R}`$ for $`\frac{3}{4}Ru\frac{3}{4}R`$.

###### Proof.

We have

$`\left|\psi _{|\{R+r\}\times \mathrm{\Sigma }}\right|^2`$
$`e^{2r\sqrt{\lambda _k^2\mu ^2}}\left|{\displaystyle _k}a_ke^{R\sqrt{\lambda _k^2\mu ^2}}\left\{\left(\lambda _k+\sqrt{\lambda _k^2\mu ^2}\right)f_k+\mu \sigma f_k\right\}\right|^2`$
$`=e^{2r\sqrt{\lambda _k^2\mu ^2}}\left|\psi _{|\{R\}\times \mathrm{\Sigma }}\right|^2.`$
In the same way we get

$$\left|\psi _{|\{Rr\}\times \mathrm{\Sigma }}\right|^2e^{2r\sqrt{\lambda _k^2\mu ^2}}\left|\psi _{|\left\{R\right\}\times \mathrm{\Sigma }}\right|^2.$$

Let us observe that, in fact, the argument used here proves that

$`\left|\psi _{+|\left\{r\right\}\times \mathrm{\Sigma }}\right|`$ $`e^{(rs)\sqrt{\lambda _k^2\mu ^2}}\left|\psi _{+|\left\{s\right\}\times \mathrm{\Sigma }}\right|,\text{ and}`$
$`\left|\psi _{|\left\{s\right\}\times \mathrm{\Sigma }}\right|`$ $`e^{(rs)\sqrt{\lambda _k^2\mu ^2}}\left|\psi _{|\left\{r\right\}\times \mathrm{\Sigma }}\right|,`$
for any $`R<s<r<R`$. We also have another elementary inequality

$$\left|\psi _{|\left\{r\right\}\times \mathrm{\Sigma }}\right|^2\left|\psi _{+|\left\{r\right\}\times \mathrm{\Sigma }}\right|^22\left|\psi _{+|\left\{r\right\}\times \mathrm{\Sigma }}\right|\left|\psi _{|\left\{r\right\}\times \mathrm{\Sigma }}\right|.$$

This helps estimate the $`L^2`$ norm of $`\psi _\pm `$ in the $`y`$ direction. We have

$`\left|\psi \right|^2`$ $`{\displaystyle _R^{R+1}}\left|\psi _{|\left\{u\right\}\times \mathrm{\Sigma }}\right|^2𝑑u`$
$`{\displaystyle _R^{R+1}}\left(\left|\psi _{+|\left\{u\right\}\times \mathrm{\Sigma }}\right|^22\left|\psi _{+|\left\{u\right\}\times \mathrm{\Sigma }}\right|\left|\psi _{|\left\{u\right\}\times \mathrm{\Sigma }}\right|\right)𝑑u`$
$`\left|\psi _{+|\{R\}\times \mathrm{\Sigma }}\right|^2`$
$`2{\displaystyle _R^{R+1}}\left|\psi _{+|\{R\}\times \mathrm{\Sigma }}\right|e^{2R\sqrt{\lambda _k^2\mu ^2}}\left|\psi _{|\left\{R\right\}\times \mathrm{\Sigma }}\right|𝑑u`$
$`\left|\psi _{+|\{R\}\times \mathrm{\Sigma }}\right|^22e^{2R\sqrt{\lambda _k^2\mu ^2}}\left|\psi _{+|\{R\}\times \mathrm{\Sigma }}\right|\left|\psi _{|\left\{R\right\}\times \mathrm{\Sigma }}\right|.`$
In the same way we obtain

$$\left|\psi \right|^2\left|\psi _{|\left\{R\right\}\times \mathrm{\Sigma }}\right|^22e^{2R\sqrt{\lambda _k^2\mu ^2}}\left|\psi _{+|\{R\}\times \mathrm{\Sigma }}\right|\left|\psi _{|\left\{R\right\}\times \mathrm{\Sigma }}\right|.$$

We add the last two inequalities and use

$$2\left|\psi _{+|\{R\}\times \mathrm{\Sigma }}\right|\text{ }\left|\psi _{|\left\{R\right\}\times \mathrm{\Sigma }}\right|\left|\psi _{+|\{R\}\times \mathrm{\Sigma }}\right|^2+\left|\psi _{|\left\{R\right\}\times \mathrm{\Sigma }}\right|^2$$

to obtain

$$2\left|\psi \right|^2\left(1e^{2R\sqrt{\lambda _k^2\mu ^2}}\right)\left(\left|\psi _{+|\{R\}\times \mathrm{\Sigma }}\right|^2+\left|\psi _{|\left\{R\right\}\times \mathrm{\Sigma }}\right|^2\right).$$

This gives us the inequality we need, namely

$$\left|\psi _{\pm |\{R\}\times \mathrm{\Sigma }}\right|^24\left|\psi \right|^2.$$

Now we finish the proof of the lemma.

$`\left|\psi _{|\left\{u\right\}\times \mathrm{\Sigma }}\right|`$ $`=\left|\psi _{+|\left\{u\right\}\times \mathrm{\Sigma }}+\psi _{|\left\{u\right\}\times \mathrm{\Sigma }}\right|`$
$`e^{(u+R)\sqrt{\lambda _k^2\mu ^2}}\left|\psi _{+|\{R\}\times \mathrm{\Sigma }}\right|+e^{(Ru)\sqrt{\lambda _k^2\mu ^2}}\left|\psi _{|\left\{R\right\}\times \mathrm{\Sigma }}\right|`$
$`2\left(e^{(u+R)\sqrt{\lambda _k^2\mu ^2}}+e^{(Ru)\sqrt{\lambda _k^2\mu ^2}}\right)\left|\psi \right|c_1e^{c_2R},`$
for certain positive constants $`c_1,c_2`$ when $`\frac{3}{4}Ru\frac{3}{4}R`$. ∎

We are ready to state the technical main result of this section.

###### Theorem 3.35.

Let $`\psi `$ denote an eigensection of the operator $`𝒟^R`$ corresponding to an eigenvalue $`\mu `$, where $`|\mu |<\lambda _1`$ . Assume that $`\psi `$ is orthogonal to the subspace $`P_{e^{R\lambda _1/4}}𝒱^RL^2(M^R;S)`$. Then there exists a positive constant $`c`$, such that $`|\mu |>c`$.

To prove the theorem we may assume that $`\left|\psi \right|=1`$. We begin with an elementary consequence of Lemma 3.32.

###### Lemma 3.36.

For any $`s𝒱^R`$ we have

$$|\psi ;s|e^{R\lambda _1/2}\left|s\right|.$$

###### Proof.

We have

$`|\psi ;s|`$ $`=|\psi ;P_{e^{R\lambda _1/4}}(s)+\left(sP_{e^{R\lambda _1/4}}(s)\right)|=|\psi ;P_{e^{R\lambda _1/4}}(s)|`$
$`\left|\psi \right|\left|P_{e^{R\lambda _1/4}}(s)\right|e^{R\lambda _1/2}\left|s\right|.`$
We want to compare $`\psi `$ with the eigensections on the corresponding manifolds with cylindrical ends. We use $`\psi `$ to construct a suitable section on $`M_2^{\mathrm{}}=\left((\mathrm{},R]\times \mathrm{\Sigma }\right)M_2`$ (Note the reparametrization compared with the convention chosen in the beginning of this chapter). Let $`h:M_2^{\mathrm{}}`$ be a smooth increasing function such that $`h`$ is equal to $`1`$ on $`M_2`$ and $`h`$ is a function of the normal variable on the cylinder, equal to 0 for $`u\frac{1}{2}R`$, and equal to 1 for $`\frac{3}{4}Ru`$. We also assume, as usual, that $`|\frac{^ph}{u^p}|\gamma R^p`$ for a certain constant $`\gamma >0`$. We define

$$\psi _2^{\mathrm{}}(x):=\{\begin{array}{cc}h(x)\psi (x)\hfill & \text{for }xM_2^R\hfill \\ 0\hfill & \text{for }x(\mathrm{},0]\times \mathrm{\Sigma }\text{.}\hfill \end{array}$$

###### Proposition 3.37.

There exist positive constants $`c_1,c_2`$, such that

$$|\psi _2^{\mathrm{}};s|c_1e^{c_2R}\left|s\right|$$

for any $`s\mathrm{Ker}𝒟_2^{\mathrm{}}`$.

###### Proof.

For a suitable cutoff function $`f_2^R`$ we have

$$\begin{array}{c}|\psi _2^{\mathrm{}};s|=\left|_{M_2^{\mathrm{}}}(\psi _2^{\mathrm{}}(x);s(x))𝑑x\right|=\left|_{M_2^R}(h(x)\psi (x);f_2^R(x)s(x))𝑑x\right|\hfill \\ \hfill \left|_{M_2^R}(\psi (x);f_2^R(x)s(x))𝑑x\right|+\left|_{M_2^R}((1h(x))\psi (x);f_2^R(x)s(x))𝑑x\right|.\end{array}$$

We use Lemma 3.36 to estimate the first summand:

$`\left|{\displaystyle _{M_2^R}}(\psi (x);f_2^R(x)s(x))𝑑x\right|`$ $`=\left|{\displaystyle _{M_2^R}}(\psi (x);\left(0_{f^R}s\right)(x))𝑑x\right|`$
$`=|\psi ;0_{f^R}s|e^{R\lambda _1/2}\left|s\right|.`$
We use Lemma 3.34 to estimate the second summand:

$`\left|{\displaystyle _{M_2^R}}((1h(x))\psi (x);f_2^R(x)s(x))𝑑x\right|`$
$`{\displaystyle _{M_2^R}}\left|((1h(x))\psi (x);f_2^R(x)s(x))\right|\text{ }𝑑x`$
$`{\displaystyle _{M_2^R}}\left|\left((1h(x))\psi (x)\right)\right|\left|f_2^R(x)s(x)\right|\text{ }𝑑x`$
$`\left({\displaystyle _{M_2^R}}\left|\left((1h(x))\psi (x)\right)\right|^2𝑑x\right)^{\frac{1}{2}}\left|s\right|`$
$`\left({\displaystyle _0^{\frac{3}{4}R}}\left|\psi _{|\left\{u\right\}\times \mathrm{\Sigma }}\right|^2\right)^{\frac{1}{2}}\left|s\right|du`$
$`\left(c_1^2e^{2c_2R}{\displaystyle \frac{3}{4}}R\right)^{\frac{1}{2}}\left|s\right|c_3e^{c_4R}\left|s\right|.`$
###### Proof of Theorem 3.35.

Now we estimate $`\mu ^2`$ from below by following the proof of Theorem 3.17. We choose $`\left\{s_k\right\}_{k=1}^{q_2}`$an orthonormal basis of the kernel of the operator $`𝒟_2^{\mathrm{}}`$. Let us define

$$\stackrel{~}{\psi }:=\psi _2^{\mathrm{}}\underset{k=1}{\overset{q_2}{}}\psi _2^{\mathrm{}},s_ks_k.$$

Then $`\stackrel{~}{\psi }`$ is orthogonal to $`\mathrm{Ker}𝒟_2^{\mathrm{}}`$, and it follows from Proposition 3.37 that

$$\left|\stackrel{~}{\psi }\right|\frac{1}{3}\left|\psi _2^{\mathrm{}}\right|>\kappa >0,$$

for $`R`$ large enough, where $`\kappa `$ is independent of $`R`$, of the specific choice of the eigensection $`\psi `$, and of the cutoff function $`h`$. Let $`\mu _1^2`$ denote the smallest nonzero eigenvalue of the operator $`\left(𝒟_2^{\mathrm{}}\right)^2`$. Once again, it follows from the Min-Max Principle, that $`\left(𝒟_2^{\mathrm{}}\right)^2\stackrel{~}{\psi };\stackrel{~}{\psi }\mu ^2\kappa ^2`$. We have

$`\mu ^2`$ $`=\left(𝒟^R\right)^2\psi ;\psi {\displaystyle _{M^R}}\left|𝒟^R\psi \left(x\right)\right|^2𝑑x`$
$`={\displaystyle _{M^R}}\left|𝒟^R(h(x)\psi \left(x\right)+(1h(x))\psi \left(x\right))\right)|^2dx`$
$`{\displaystyle _{M^R}}\left|𝒟^Rh(x)\psi \left(x\right)\right|^2𝑑x{\displaystyle _{M^R}}\left|𝒟^R(\left(1h(x)\right)\psi \left(x\right))\right|^2𝑑x`$
It is not difficult to estimate the first term from below. We have

$$_{M_2^{\mathrm{}}}\left|\left(𝒟_2^{\mathrm{}}\psi _2^{\mathrm{}}\right)\left(x\right)\right|^2𝑑x=\left(𝒟_2^{\mathrm{}}\right)^2\psi _2^{\mathrm{}};\psi _2^{\mathrm{}}=\left(𝒟_2^{\mathrm{}}\right)^2\stackrel{~}{\psi };\stackrel{~}{\psi }\mu _1^2\kappa ^2$$

We estimate the second term as follows:

$`{\displaystyle _{M^R}}|𝒟^R(1h(x)\psi \left(x\right))|^2dx={\displaystyle _{M_2^R}}|(1h(x))\left(𝒟^R\psi \right)\left(x\right))\sigma (x)\frac{h}{u}(x)\psi (x\left)\right|^2dx`$
$`{\displaystyle _{M_2^R}}\left(\right|\mu (1h(x))\psi \left(x\right))|^2+2|\mu (1h(x))\psi \left(x\right))|+|\sigma \left(x\right)\frac{h}{u}(x)\psi \left(x\right)|^2)dx`$
Now we use Lemma 3.34 successively to estimate each summand on the right side by $`c_1e^{c_2R}`$. This gives us

$$_{M_2^R}\left|𝒟^R\left(\left(1h\right)\psi \right)(x)\right|^2𝑑xc_3e^{c_4R},$$

and finally we have $`\mu ^2\mu _1^2\kappa ^2c_3e^{c_4R}\frac{1}{2}\mu _1^2\kappa ^2`$ for $`R`$ large enough. ∎

Theorem 3.29 is an easy consequence of Theorem 3.35.

### 3.9. The Additivity for Spectral Boundary Conditions

We finish the proof of Theorem 3.8. We still have to show equation (3.21), i.e.

###### Lemma 3.38.

We have $`\eta ^R=\mathrm{O}(e^{cR})`$ $`\mathrm{mod}`$ where

$$\eta ^R:=\frac{1}{\sqrt{\pi }}_\sqrt{R}^{\mathrm{}}\frac{1}{\sqrt{t}}\mathrm{Tr}\left(𝒟^Re^{t𝒟_R^2}\right)𝑑t.$$

###### Proof.

It follows from Theorem 3.29 that we have ‘exponentially small’ eigenvalues corresponding to the eigensections from the subspace $`𝒲^R`$ and the eigenvalues $`\mu `$ bounded away from 0, with $`|\mu |a_1`$ , corresponding to the eigensections from the orthogonal complement of $`𝒲^R`$ . First we show that we can neglect the contribution due to the eigenvalues that are bounded away from 0. We are precisely in the same situation as with the large $`t`$ asymptotic of the corresponding integral for the Atiyah–Patodi–Singer boundary problem on the half manifold with the cylinder attached. Literally, we can repeat the proof of Lemma 3.28 by replacing $`𝒟_{2,P_>}^R`$ by $`𝒟^R`$ and the uniform bound for the smallest positive eigenvalue of $`𝒟_{2,P_>}^R`$ by our present bound $`a_1`$. Thus, we have

$`\left|{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{1}{\sqrt{t}}}\mathrm{Tr}\left(𝒟^Re^{t𝒟_R^2}|_{(𝒲^R)^{}}\right)dt\right|{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{1}{\sqrt{t}}}\left\{{\displaystyle _{|\mu |a_1}}|\mu |e^{t\mu ^2}\right\}dt`$
$`{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{1}{\sqrt{t}}}\left\{{\displaystyle _{|\mu |a_1}}e^{(t1)\mu ^2}\right\}𝑑t{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{1}{\sqrt{t}}}\left\{{\displaystyle _{|\mu |a_1}}e^{\mu ^2}\right\}e^{(t2)a_1^2}𝑑t`$
$`e^{2a_1^2}\mathrm{Tr}\left(e^{t𝒟_R^2}\right){\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{1}{\sqrt{t}}}e^{ta_1^2}𝑑t=e^{2a_1^2}\mathrm{Tr}\left(e^{t𝒟_R^2}\right){\displaystyle \frac{1}{a_1}}{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{1}{\sqrt{t}}}e^{ta_1^2}a_1𝑑t`$
$`{\displaystyle \frac{e^{2a_1^2}}{2a_1}}\mathrm{Tr}\left(e^{t𝒟_R^2}\right)e^{a_1^2\sqrt{R}}.`$
For the last inequality see (3.41). A standard estimate on the heat kernel of the operator $`𝒟^R`$ gives (as in (3.42)) the inequality $`\mathrm{Tr}\left(e^{t𝒟_R^2}\right)b_3Vol(M^R)b_4R`$, which implies that

(3.45)
$$\left|_\sqrt{R}^{\mathrm{}}\frac{1}{\sqrt{t}}\mathrm{Tr}\left(𝒟^Re^{t𝒟_R^2}|_{(𝒲^R)^{}}\right)dt\right|b_5e^{b_6\sqrt{R}}.$$

That proves that the contribution from the large eigenvalues disappears as $`R\mathrm{}`$. The essential part of $`\eta ^R`$ comes from the subspace $`𝒲^R`$:

$`{\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{1}{\sqrt{t}}}\mathrm{Tr}\left(𝒟^Re^{t𝒟_R^2}|_{𝒲^R}\right)𝑑t`$ $`=`$
(3.46) $`{\displaystyle \underset{|\mu |<a_1}{}}{\displaystyle \frac{1}{\sqrt{\pi }}}{\displaystyle _\sqrt{R}^{\mathrm{}}}{\displaystyle \frac{1}{\sqrt{t}}}\mu e^{t\mu ^2}𝑑t`$ $`={\displaystyle \underset{|\mu |<a_1}{}}sign(\mu ){\displaystyle \frac{2}{\sqrt{\pi }}}{\displaystyle _{\left|\mu \right|R^{1/4}}^{\mathrm{}}}e^{v^2}𝑑v.`$
It follows from Theorem 3.29 that $`lim_R\mathrm{}\left|\mu \right|R^{1/4}=0`$. Thus, the right side of (3.46) is equal to

(3.47)
$$\underset{R}{sign}(𝒟):=\underset{|\mu |<a_1}{}sign(\mu )$$

plus the smooth error term which is rapidly decreasing as $`R\mathrm{}`$. ∎

Thus we have proved Theorem 3.8. In particular, we have proved

$$\underset{R\mathrm{}}{lim}\eta _{𝒟^R}(0)\underset{R\mathrm{}}{lim}\left\{\eta _{𝒟_{1,P_<}^R}(0)+\eta _{𝒟_{2,P_>}^R}(0)\right\}\mathrm{mod}.$$

To establish the true additivity assertion of Corollary 3.9, we show that the preceding $`\eta `$ invariants do not depend on $`R`$ modulo integers.

###### Proposition 3.39.

*(W. Müller.)* The eta invariant $`\eta _{𝒟_{2,P_>}^R}(0)/`$ is independent of the cylinder length $`R`$.

###### Proof.

Near to the boundary of $`M_2^R`$ we parametrize the normal coordinate $`u[R,1)`$ with the boundary at $`u=R`$. First we show that $`dim\mathrm{Ker}𝒟_{2,P_>}^R`$ is independent of $`R`$. Let $`s\mathrm{Ker}𝒟_{2,P_>}^R`$ , namely

(3.48)
$$sC^{\mathrm{}}(M_2^R;S),𝒟_2^Rs=0,\text{ and}P_>(s|_{\{R\}\times \mathrm{\Sigma }})=0.$$

As in equation (3.27) (and in equation (3.39) of the proof of Theorem 3.17) we may expand $`s|_{[R,0]\times \mathrm{\Sigma }}`$ in terms of the eigensections of the tangential operator $`B`$:

$$s(u,y)=\underset{k=1}{\overset{\mathrm{}}{}}e^{\lambda _ku}\sigma (y)\phi _k(y).$$

Let $`R^{}>R`$. Then $`s`$ can be extended in the obvious way to $`\stackrel{~}{s}\mathrm{Ker}𝒟_{2,P_>}^R^{}`$, and the map $`s\stackrel{~}{s}`$ defines an isomorphism of $`\mathrm{Ker}𝒟_{2,P_>}^R`$ onto $`\mathrm{Ker}𝒟_{2,P_>}^R^{}`$ . Next, observe that there exists a smooth family of diffeomorphisms $`f_R:[0,1)[R,1)`$ which have the following cutoff properties

$$f_R(u)=\{\begin{array}{cc}u\hfill & \text{for }\frac{2}{3}<u<1\hfill \\ u+R\hfill & \text{for }0u<\frac{1}{3}.\hfill \end{array}$$

Let $`\psi _R:[0,1)\times \mathrm{\Sigma }[R,1)\times \mathrm{\Sigma }`$ be defined by $`\psi _R(u,y):=(f_R(u),y)`$, and extend $`\psi _R`$ to a diffeomorphism $`\psi _R:M_2M_2^R`$ in the canonical way, i.e., $`\psi _R`$ becomes the identity on $`M_2\left((0,1)\times \mathrm{\Sigma }\right)`$. There is also a bundle isomorphism which covers $`\psi _R`$. This induces an isomorphism $`\psi _R^{}:C^{\mathrm{}}(M_2^R;S)C^{\mathrm{}}(M_2;S)`$. Let $`\stackrel{~}{𝒟_2^R}:=\psi _R^{}𝒟_2^R\left(\psi _R^{}\right)^1`$ . Then $`\{\stackrel{~}{𝒟_2^R}\}_R`$ is a family of Dirac operators on $`M_2`$, and $`\stackrel{~}{𝒟_2^R}=\sigma (_u+B)`$ near $`\mathrm{\Sigma }`$. We pick the self-adjoint $`L^2`$ extension defined by $`\mathrm{Dom}\stackrel{~}{𝒟_{2,P_>}^R}:=\psi _R^{}\left(\mathrm{Dom}𝒟_{2,P_>}^R\right)`$. Hence,

$$\eta _{\stackrel{~}{𝒟_{2,P_>}^R}}(s)=\eta _{𝒟_{2,P_>}^R}(s)\text{ and}\mathrm{Ker}\stackrel{~}{𝒟_{2,P_>}^R}=\psi _R^{}\mathrm{Ker}𝒟_{2,P_>}^R.$$

In particular, $`dim\stackrel{~}{𝒟_{2,P_>}^R}`$ is constant, and we apply variational calculus to get

$$\frac{d}{dR}\left(\eta _{𝒟_{2,P_>}^R}(0)\right)=\frac{2}{\sqrt{\pi }}c_m(R),$$

where $`c_m(R)`$ is the coefficient of $`t^{1/2}`$ in the asymptotic expansion of

$$\mathrm{Tr}\dot{A}_Re^{tA_R^2}\underset{j=0}{\overset{\mathrm{}}{}}c_j(R)t^{(jm1)/2}$$

with $`A_R:=\stackrel{~}{𝒟_{2,P_>}^R}`$ and $`m:=dimM`$. Now let $`S_R^1`$ denote the circle of radius $`2R`$. We lift the Clifford bundle from $`\mathrm{\Sigma }`$ to the torus $`𝐓_R:=S_R^1\times \mathrm{\Sigma }`$. We define the action of $`\widehat{D^R}:C^{\mathrm{}}(𝐓_R,S)C^{\mathrm{}}(𝐓_R,S)`$ by $`\widehat{D^R}=\sigma (_u+B)`$. Since $`c_m(R)`$ is locally computable, it follows in the same way as above that

$$\frac{d}{dR}\left(\eta _{\widehat{D^R}}(0)\right)=\frac{2}{\sqrt{\pi }}c_m(R).$$

But a direct computation shows that the spectrum of $`\widehat{D^R}`$ is symmetric. Hence $`\eta _{\widehat{D^R}}(s)=0`$ and, therefore, $`c_m(R)=0`$. ∎

In the same way we show that $`\eta _{𝒟^R}`$ is independent of $`R`$. This proves the additivity assertion of Corollary 3.9. In fact, we have proved a little bit more:

###### Theorem 3.40.

The following formula holds for $`R`$ large enough

$$\eta _𝒟(0)=\eta _{𝒟_{1,P_<}}(0)+\eta _{𝒟_{2,P_>}}(0)+\underset{R}{sign}(𝒟),$$

where $`\underset{R}{sign}(𝒟):=_{|\mu |<a_1}sign(\mu )`$; see (3.47).

Theorem 3.40 has an immediate corollary which describes the case in which our additivity formula holds in $``$, not just in $`/`$.

###### Corollary 3.41.

If $`\mathrm{Ker}𝒟_1^{\mathrm{}}=\{0\}=\mathrm{Ker}𝒟_2^{\mathrm{}}`$, then

$$\eta _𝒟(0)=\eta _{𝒟_{1,P_<}}(0)+\eta _{𝒟_{2,P_>}}(0).$$