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Advances in Mathematics

Volume 381, 16 April 2021, 107635
Advances in Mathematics

Feeling the heat in a group of Heisenberg type

“I have been told that when the work on the first successful atomic pile was being done at the University of Chicago, a copy of Watson's book was chained to a table and always open.” From R. Askey's review for the AMS of the second edition of G. N. Watson's classical treatise on Bessel functions
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Abstract

In this paper we use the heat equation in a group of Heisenberg type G to provide a unified treatment of the two very different extension problems for the time independent pseudo-differential operators Ls and Ls, 0<s1. Here, Ls is the fractional power of the horizontal Laplacian, and Ls is the conformal fractional power of the horizontal Laplacian on G. One of our main objective is compute explicitly the fundamental solutions of these nonlocal operators by a new approach exclusively based on partial differential equations and semigroup methods. When s=1 our results recapture the famous fundamental solution found by Folland and generalised by Kaplan.

Introduction

In Theorem 2 of his 1973 note [17] Folland proved the following remarkable result:

Theorem

The fundamental solution with pole at the group identity of the horizontal Laplacian L in the Heisenberg group Hn is given byE(z,σ)=C(n)(|z|4+16σ2)n2, where C(n)>0 is a suitable explicit constant.

Here, we have indicated with (z,σ)R2n+1 the real coordinates of a point in Hn. We also note that the normalisation constants in the above expression of E(z,σ) are not the same as those in [17], where a different group law was adopted. In this paper we always use the group law dictated by the Baker-Campbell-Hausdorff formula, see the opening of Section 2 below.

The above theorem has played a pivotal role in the development of analysis in Hn. One of the main reasons lies in the interpretation of this Lie group as the boundary of the Siegel upper half-space in Cn+1, see in this connection the seminal work [19]. But (1.1) has also entered in problems with a geometric flavour, such as the theory of conformal and quasiconformal mappings, the CR Yamabe problem and that of the best constants in the Hardy-Littlewood-Sobolev inequality on Hn, see the celebrated works of Korányi and Reimann [45], Jerison and Lee [37] and Frank and Lieb [21]. We also mention that Folland's theorem was generalised by Kaplan to all groups of Heisenberg type in [41, Theorem 2] (see also the earlier work [42, Theorem 1] where the same result was proved for groups of Iwasawa type). One notable aspect of (1.1) is the resemblance with the fundamental solution of −Δ which for n3 is given by c(n)|x|2n. To see this, denote by Q=2n+2 the homogeneous dimension of Hn attached to the non-isotropic group dilations δλ(z,σ)=(λz,λ2σ), then we can rewrite E(z,σ)=C(n)N(z,σ)2Q, where N(z,σ)=(|z|4+16σ2)1/4 is the so called gauge function on Hn.3 Since it appears evident that there is no unique choice of a homogeneous gauge (in principle, all properly normalised functions such as (|z|4k+σ2k)1/4k, kN, might be deemed as reasonable choices), one is left with wondering how does one a priori know that the function N(z,σ) is the natural choice to try?

As a by-product of the results in this note we provide an answer to this question by resorting to the one object which occupies a central position in analysis and geometry: the ubiquitous heat equation. More precisely, suppose one does not know a priori the magic gauge function N(z,σ) in Hn, or more in general in a group of Heisenberg type G. Corollary 1.3 below shows that, by running the heat flow on G, one is naturally lead into such function. As it will be clear from the subsequent discussion, this result can be viewed as the limiting value (s=1) where the results for two different families of nonlocal operators merge: the former can be defined in an arbitrary stratified nilpotent Lie group, aka a Carnot group, and can be almost entirely analysed by semigroup methods; the latter has instead its roots in conformal CR geometry. As a consequence, its natural geometric framework is not a general Carnot group, but rather the Heisenberg group Hn (which is the prototypical CR manifold), and it has so far been studied by a combination of different ideas which include scattering and non-commutative harmonic analysis. In accordance with the notation adopted by Frank and Lieb in their cited work [21], if L is a horizontal Laplacian on G as in (2.8) below, we agree to indicate Ls=(L)s, whereas Ls will denote the conformal fractional power of the horizontal Laplacian on G. The ambient for the results in this paper will be that of groups of Heisenberg type (for the relevant notion and the main properties of such groups see Section 2 below). Henceforth, we will adhere to the convention of using the superscript s for any quantity which has to do with Ls, whereas we will use the subscript s for anything that has to do with Ls. Thus, for instance, the fundamental solution of Ls is denoted by E(s)(g), whereas we use E(s)(g) for that of Ls.

The main objective of the present work is to show that, notwithstanding their substantial differences, these two classes of nonlocal operators can be treated in a unified way by a systematic use of the heat equation and suitable modifications of the latter. To describe our framework consider first a general Carnot group G with a fixed horizontal Laplacian L. Throughout this paper we indicate by Ptu(g)=etLu(g)=Gp(g,g,t)u(g)dg the heat semigroup constructed by Folland in [18]. We recall that such semigroup is stochastically complete, i.e., Pt1=1. The semigroup Pt is all that is needed to study the fractional powers Ls, for 0<s<1. We emphasise that we define the action of this nonlocal operator on a function uC0(G) by the well-known formula of Balakrishnan [2],Lsu(g)=sΓ(1s)01t1+s(Ptu(g)u(g))dt. With (1.2) in hands, we next consider the Riesz potentials defined by the formulaI(2s)u(g)=1Γ(s)0ts1Ptu(g)dt,0<s<1, see [18]. It is easy to prove, see Proposition 4.1 below, thatI(2s)Ls=LsI(2s)=I. A direct important consequence of (1.4) is that the kernelE(s)(g)=def1Γ(s)0ts1p(g,t)dt of the operator I(2s) constitutes the fundamental solution of the nonlocal operator Ls with pole at the group identity. In Theorem 5.1 below, we provide an explicit integral expression for such kernel in the setting of groups of Heisenberg type. In discrepancy with the above mentioned Corollary 1.3, such result shows in particular that in the logarithmic coordinates g=(z,σ)G one has E(s)(z,σ)=Φ(|z|4,|σ|2), but gauge symmetry breaks down when 0<s<1. However, in the limit as s1 the conformal geometry of the group appears, in the sense that with further work it is possible to recover Corollary 1.3 from Theorem 5.1.

This leads us to introduce the second pseudo-differential operator Ls. Following the work by Branson, Fontana and Morpurgo [6, (1.33)], the nonlocal operator Ls can be defined in the Heisenberg group Hn, with T=σ, via the spectral formulaLs=2s|T|sΓ(12L|T|1+1+s2)Γ(12L|T|1+1s2). Formula (1.6) is the counterpart of the well-known representation (Δ)su=F1(2π|ξ|)2suˆ), see [52, Chapter 5], except that, as it will soon be clear, now matters are much more involved. More in general, in a group of Heisenberg type G, with logarithmic coordinates g=(z,σ)G, where σ is the vertical variable, the pseudo-differential operator Ls is defined by the following generalisation of (1.6)Ls=2s(Δσ)s/2Γ(12L(Δσ)1/2+1+s2)Γ(12L(Δσ)1/2+1s2), see [51].

From our perspective, the unfavourable aspect of either definitions (1.6) or (1.7) is that if one wants to study the nonlocal operators Ls starting from them, then one is immediately led into the fairly elaborate computational aspects connected with non-commutative Fourier analysis on the group G, thus losing sight of the remarkable flexibility of the heat equation offered by (1.2). Since the present work is about the heat flow, instead of (1.7) we will henceforth adopt the following definition which, at least formally, seems identical to (1.2),Lsu(g)=sΓ(1s)01t1+s[P(s),tu(g)u(g)]dt, where 0<s<1, and uC0(G). In (1.8) we have indicated with P(s),t a linear operator on Lp(G) that is associated with a modified heat equation and whose origin will be explained in detail in Section 3, but see also the discussion leading to (1.17) below. The equivalence between formulas (1.7) and (1.8) was established by Roncal and Thangavelu in Proposition 4.1 of their remarkable paper [50] on optimal Hardy inequalities, see also the companion work [51] in which they generalised their results to groups of Heisenberg type.

Having defined Ls via (1.8), for 0<s1 we now introduce two modified heat flows on G. We consider the kernelK(s)((z,σ),t)=2k(4πt)m2+kRkeitσ,λ(|λ|sinh|λ|)m2+1se|z|24t|λ|tanh|λ|dλ, and we denote by K(s)((z,σ),t) the function obtained by changing s into −s in (1.9). We note that, in the local case s=1, the kernel K(s) coincides with the Gaveau-Hulanicki-Cygan heat kernel p((z,σ),t), see definition (2.12) below. If with a slight abuse of notation we letK(±s)(g,g,t)=K(±s)(g1g,t), then we consider the two linear operators on Lp(G) defined by the formulaP(±s),tu(g)=GK(±s)(g,g,t)u(g)dg. We note explicitly that P(s),t is the Roncal-Thangavelu operator that appears in (1.8) (as a help to the reader we mention that in [50, Formula (2.18)] they denote by Kts what we indicate with K(s),t).

At this point, using the operator P(s),t we introduce the counterpart of the Riesz operator (1.3) aboveI(2s)u(g)=1Γ(s)0ts1P(s),tu(g)dt. We stress that, unlike (1.2) and (1.3), which are both defined using the same semigroup Pt, in (1.8) and (1.11) two different modified heat operators appear. We are now in a position to state our first main result which represents the conformal counterpart of (1.4).

Theorem 1.1

For every 0<s<1 and uC0(G) one has(I(2s)Ls)u=(LsI(2s))u=u.

We emphasise that our proof of Theorem 1.1, which is given in Section 4, is based on some lemmas of independent interest which are inspired to semigroup methods. In particular, in Lemma 4.2 we establish a key representation formula for the group convolution of the intertwined kernels K(s)(,t) and K(s)(,τ). We also mention Lemma 4.6, which establishes a remarkable cancellation property. In the following theorem, which is our second main result, we compute the kernel of the operator (1.11) explicitly.

Theorem 1.2

Let G be a group of Heisenberg type. The following statements hold:

  • (i)

    With K(s) defined by (1.9), for any 0<s1 one hasE(s)(z,σ)=def1Γ(s)0ts1K(s)((z,σ),t)dt=C(s)(m,k)N(z,σ)Q2s, where Q=m+2k is the homogeneous dimension of G, N(z,σ)=(|z|4+16|σ|2)1/4 is the natural gauge, and we have letC(s)(m,k)=2m2+2k3s1Γ(12(m2+1s))Γ(12(m2+ks))πm+k+12Γ(s).

  • (ii)

    The distribution E(s)C(G{e})Lloc1(G), and it provides a fundamental solution of Ls with pole at the group identity eG and vanishing at infinity.

The reader should note the notable similarity between (1.12) and the well-known result, see e.g. [24, Theorem 8.4], stating that the function Es(x)=c(n,s)|x|n2s is the fundamental solution with pole at x=0 of the nonlocal operator (Δ)s. Theorem 1.2 provides a first example of the remarkable connection between the heat equation in a group of Heisenberg type and its conformal geometry. We mention that (1.12) was first obtained with a completely different approach, based on the Fourier analysis on groups, by Roncal and Thangavelu in [50, Section 3]. For instance, in order to invert the operator Ls they rely on the deep formula of Cowling-Haagerup [11] which gives the group Fourier transform of the kernels E(s) obtained by changing s into −s in (1.12). Instead, we deduce the invertibility of Ls directly from our Theorem 1.1, and then prove (1.12), (1.13) independently. Another difference is that we treat all groups of Heisenberg type at once, whereas in [50] the authors first establish the Heisenberg group case, and then in [51] they use partial Radon transform and several facts from Lie theory to ultimately reduce matters to the case of Hn.

Concerning the question in the opening of this paper, at this moment it seems appropriate to state separately the special case s=1 of Theorem 1.2. As we have already mentioned, the next result provides a heat equation proof of Folland's formula (1.1) and its generalisation in the cited paper [41] by Kaplan.

Corollary 1.3 Discovering the gauge from the heat

Let G be a group of Heisenberg type. Then, the fundamental solution of L is given by0p((z,σ),t)dt=2m2+2k2Γ(m4)Γ(12(m2+k1))πm+k+12(|z|4+16|σ|2)12(m2+k1).

As we have said, the present work is purely based on the analysis of various heat kernels using techniques inspired by pde's and semigroup theory. The common starting point of our analysis are the parabolic extension problems associated with both nonlocal operators Ls and Ls. While we defer a detailed discussion to Section 3, to provide the reader with some perspective here we confine ourselves to recall such problems. Given a function uC0(G×Rt), the extension problem for (tL)s consists in finding UC(G×Rt×Ry+) such that{P(s)U=def2Uy2+12syUy+LUUt=0,U(g,t,0)=u(g,t). Here, we have let g=(z,σ)G, and we have denoted by y>0 the extension variable. The conformal counterpart of (1.14) is formulated in a similar way, but the problem is substantially different. Given a function uC0(G×Rt), find a function UC(G×Rt×Ry+) such that{P(s)U=def2Uy2+12syUy+y24ΔσU+LUUt=0,inG×Rt×Ry+,U(g,t,0)=u(g,t). The presence of the differential operator y24Δσ is what makes (1.15) so diverse from (1.14), but it is also what gives a geometric meaning to (1.15). To justify this statement we recall that the fundamental solution of the operator P(s) in (1.14) is given byq(s)(g,g,t,y)=defg(s)(y,t)p(g,g,t), where p(g,g,t) is the heat kernel in G, and we have let g(s)(y,t)=(4πt)(1s)ey24t denote the heat kernel in the space with fractal dimension Ry2(1s)×Rt+. On the other hand, the fundamental solution of the operator P(s) in (1.15) is given by the functionq(s)((z,σ),t,y)=2k(4πt)m2+k+1sRkeitσ,λ(|λ|sinh|λ|)m2+1se|z|2+y24t|λ|tanh|λ|dλ. The origin of this function is in the fact that P(s) is to be viewed as a parabolic Baouendi-Grushin operator (see (3.18)) in the space with fractal dimension Rm+2(1s)×Rk×(0,) and whose fundamental solution can be explicitly computed, see Proposition 3.1. Once this is recognised, then the connection between the kernel (1.9) of the operators P(s),t in the conformal Riesz operator (1.11) and the function (1.16) is given by the formulaK(s)((z,σ),t)=(4πt)1sq(s)((z,σ),t,0). In other words, K(s) is an appropriately rescaled restriction to the thin space y=0 of the Baouendi-Grushin kernel q(s) in (1.16).

To unravel the conformal geometry in (1.16) we now note that, from general principles, we know thate(s)((z,σ,y)=def0q(s)((z,σ),t,y)dt is a fundamental solution with pole at the origin of the time-independent part of P(s), i.e., the conformal extension operatorL(s)=2y2+12syy+y24Δσ+L. This observation leads us to state the following result.

Theorem 1.4

Let 0<s1. In any group of Heisenberg type G, the distribution in the thick space G×Ry+ defined by (1.18) is given bye(s)((z,σ),y)=Γ(s)(4π)1sC(s)(m,k)((|z|2+y2)2+16|σ|2)12(m2+ks), where C(s)(m,k) is the constant in (1.13). An equation similar to (1.20) holds if we replace s withs, provided that Γ(s) is replaced by |Γ(s)|.

Remark 1.5

The reader should note that, changing s into −s in the constant C(s)(m,k), we obtain from (1.20) exactly the same number in formula (1.9) in [51, Theorem 1.2]. This can be easily recognised by using in their formula Legendre's duplication property for the gamma function recalled in (5.18) below.

In closing, we mention that in the Heisenberg group Hn the time-independent extension problem for the operator (1.19) (see (3.15) below) was first introduced and solved by Frank, Gonzalez, Monticelli and Tan in [20] using harmonic analysis and scattering theory. The same extension problem was also studied by Möllers, Orsted and Zhang in [48]. Exploiting the conformal invariance of the differential operators they used unitary representation theory of reductive Lie groups to solve the problem. A point of view different from these authors was taken up by Roncal and Thangavelu in their cited works [50], [51] on optimal Hardy inequalities. In these papers the authors use the parabolic extension problem (1.15) and Fourier analysis on groups to establish an explicit Poisson representation formula for the solution of the time-independent problem (3.15). One of the purposes of the present work is to further develop the point of view in [50], [51] from a different semigroup perspective with the objective to unify the treatment of the very diverse nonlocal operators Ls and Ls.

A brief discussion about the organisation of our work seems in order. In Section 2 we collect various known facts that will be needed in the main body of the paper. In Section 3 we describe in detail the evolutive extension problems for Ls and Ls from a unifying perspective. It is there that we introduce the fundamental solution q(s) in (1.16), its companion q(s), and the intertwined operators P(±s),t in (1.10). Section 4 is entirely devoted to proving Theorem 1.1. In Section 5 we prove Theorem 1.2, Theorem 1.4.

Acknowledgment: We are grateful to M. Cowling, G. Folland, A. Korányi, C. Morpurgo and S. Thangavelu for providing us with some interesting historical overviews during the preparation of this work. Special thanks go to S. Thangavelu for his insightful discussions of his joint papers with L. Roncal.

We also thank the anonymous referee for his/her very careful reading of the original manuscript and constructive comments that have contributed to improve the presentation of the paper.

Section snippets

Preliminaries

In this section we gather some preliminary material which will be needed in the rest of the paper. We begin with recalling a beautiful formula from classical analysis, namely the Fourier transform of the measure carried by the unit sphere. In what follows we denote by the (k1)-dimensional surface measure on Sk1, and by Jν the Bessel function of the first kind and order νC. For ν>12 the Poisson representation of such function isJν(z)=1Γ(12)Γ(ν+12)(z2)ν11eizt(1t2)2ν12dt, where Γ(x)

Extension problems and intertwining heat kernels

In this section we describe in detail the extension problems for Ls and Ls. In geometry the importance of extension procedures in the study of conformal invariants was highlighted in the celebrated works [15], [32]. In our situation we will see that the relevant evolution pde in a higher-dimensional space leads to consider in a natural fashion the modified heat kernels introduced in (1.9). In the classical setting we recall the (not so well-known) pioneering paper by F. Jones [40] in which this

The main inversion theorem for Ls

This section is primarily devoted to proving Theorem 1.1. To motivate our approach to such result, we begin with establishing a preliminary fact about the non-conformal operators Ls and I(2s) introduced respectively in (1.2) and (1.3). We mention that, although we have not explicitly defined these geometric ambients, the next proposition holds in a Carnot group of arbitrary step.

Proposition 4.1

For every 0<s<1 one hasI(2s)Ls=LsI(2s)=I. In particular, this says that the fundamental solution of Ls with pole at

Unravelling the kernels

In this final section we prove Theorem 1.2, Theorem 1.4. To motivate our first set of results we observe that a direct consequence of Proposition 4.1 is that the kernel E(s)(g) in (1.5) constitutes the fundamental solution of the nonlocal operator Ls with pole at the group identity.

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  • Cited by (0)

    1

    The first author was supported in part by a Progetto SID (Investimento Strategico di Dipartimento) “Non-local operators in geometry and in free boundary problems, and their connection with the applied sciences”, University of Padova, 2017.

    2

    Both authors are supported in part by a Progetto SID: “Non-local Sobolev and isoperimetric inequalities”, University of Padova, 2019.

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