M.A. Shubin – författare

I had mixed feelings when I thought how I should prepare the book for the second edition. It was clear to me that I had to correct all mistakes and misprints that were found in the book during the life of the first edition. This was easy to do because the mistakes were mostly minor and easy to correct, and the misprints were not many. It was more difficult to decide whether I should update the book (or at least its bibliography) somehow. I decided that it did not need much of an updating. The main value of any good mathematical book is that it teaches its reader some language and some skills. It can not exhaust any substantial topic no matter how hard the author tried. Pseudodifferential operators became a language and a tool of analysis of partial differential equations long ago. Therefore it is meaningless to try to exhaust this topic. Here is an easy proof. As of July 3, 2000, MathSciNet (the database of the American Mathematical Society) in a few seconds found 3695 sources, among them 363 books, during its search for "pseudodifferential operator". (The search also led to finding 963 sources for "pseudo-differential operator" but I was unable to check how much the results ofthese two searches intersected). This means that the corresponding words appear either in the title or in the review published in Mathematical Reviews.

This book, the first printing of which was published as Volume 31 of the Encyclopaedia of Mathematical Sciences, contains a survey of the modern theory of general linear partial differential equations and a detailed review of equations with constant coefficients. Readers will be interested in an introduction to microlocal analysis and its applications including singular integral operators, pseudodifferential operators, Fourier integral operators and wavefronts, a survey of the most important results about the mixed problem for hyperbolic equations, a review of asymptotic methods including short wave asymptotics, the Maslov canonical operator and spectral asymptotics, a detailed description of the applications of distribution theory to partial differential equations with constant coefficients including numerous interesting special topics.

Two general questions regarding partial differential equations are explored in detail in this volume of the Encyclopaedia. The first is the Cauchy problem, and its attendant question of correctness. The authors address this question in the context of PDEs with constant coefficients and more general convolution equations in the first two chapters. The third chapter extends a number of these results to equations with variable coefficients. The second topic is the qualitative theory of second order linear PDEs, in particular, elliptic and parabolic equations. The second part of the book is primarily a look at the behaviour of solutions of these equations. There are versions of the maximum principle, the Phragmen-Lindeloef theorem and Harnack's inequality discussed for both elliptic and parabolic equations. The book is intended for readers who are already familiar with the basic material in the theory of partial differential equations.

In the first part of this EMS volume Yu.V. Egorov gives an account of microlocal analysis as a tool for investigating partial differential equations. This method has become increasingly important in the theory of Hamiltonian systems. Egorov discusses the evolution of singularities of a partial differential equation and covers topics like integral curves of Hamiltonian systems, pseudodifferential equations and canonical transformations, subelliptic operators and Poisson brackets. The second survey written by V.Ya. Ivrii treats linear hyperbolic equations and systems. The author states necessary and sufficient conditions for C?- and L2 -well-posedness and he studies the analogous problem in the context of Gevrey classes. He also gives the latest results in the theory of mixed problems for hyperbolic operators and a list of unsolved problems. Both parts cover recent research in an important field, which before was scattered in numerous journals. The book will hence be of immense value to graduate students and researchers in partial differential equations and theoretical physics.

§18 Operators with Almost Periodic Coefficients . . . . . . . . . . . . . . . . . . . 186 18. 1. General Definitions. Essential Self-Adjointness . . . . . . . . . . . . 186 18. 2. General Properties of the Spectrum and Eigenfunctions . . . . 188 18. 3. The Spectrum of the One-Dimensional Schrödinger Operator with an Almost Periodic Potential . . . . . . . . . . . . . . 192 18. 4. The Density of States of an Operator with Almost Periodic Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197 18. 5. Interpretation of the Density of States with the Aid of von Neumann Aigebras and Its Properties . . . . . . . . . . . . . . 199 §19 Operators with Random Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . 206 19. 1. Translation Homogeneous Random Fields . . . . . . . . . . . . . . . . . 207 19. 2. Random DifferentialOperators . . . . . . . . . . . . . . . . . . . . . . . . . . 212 19. 3. Essential Self-Adjointness and Spectra . . . . . . . . . . . . . . . . . . . 214 19. 4. Density of States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217 19. 5. The Character of the Spectrum. Anderson Localization 220 §20 Non-Self-Adjoint Differential Operators that Are Close to Self-Adjoint Ones . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222 20. 1. Preliminary Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222 20. 2. Basic Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225 20. 3. Completeness Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226 20. 4. Expansion and Summability Theorems. Asymptotic Behaviour of the Spectrum . . . . . . . . . . . . . . . . . . . 228 20.5. Application to DifferentialOperators . . . . . . . . . . . . . . . . . . . . . 230 Comments on the Literature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236 Author Index 262 Subject Index 265 Preface The spectral theory of operators in a finite-dimensional space first appeared in connection with the description of the frequencies of small vibrations of me­ chanical systems (see Arnol'd et al. 1985). When the vibrations of astring are considered, there arises a simple eigenvalue problem for a differential opera­ tor. In the case of a homogeneous string it suffices to use the classical theory 6 Preface of Fourier series.

0. 1. The Scope of the Paper. This article is mainly devoted to the oper­ ators indicated in the title. More specifically, we consider elliptic differential and pseudodifferential operators with infinitely smooth symbols on infinitely smooth closed manifolds, i. e. compact manifolds without boundary. We also touch upon some variants of the theory of elliptic operators in !Rn. A separate article (Agranovich 1993) will be devoted to elliptic boundary problems for elliptic partial differential equations and systems. We now list the main topics discussed in the article. First of all, we ex­ pound theorems on Fredholm property of elliptic operators, on smoothness of solutions of elliptic equations, and, in the case of ellipticity with a parame­ ter, on their unique solvability. A parametrix for an elliptic operator A (and A-). . J) is constructed by means of the calculus of pseudodifferential also for operators in !Rn, which is first outlined in a simple case with uniform in x estimates of the symbols. As functional spaces we mainly use Sobolev £ - 2 spaces. We consider functions of elliptic operators and in more detail some simple functions and the properties of their kernels. This forms a foundation to discuss spectral properties of elliptic operators which we try to do in maxi­ mal generality, i. e. , in general, without assuming selfadjointness. This requires presenting some notions and theorems of the theory of nonselfadjoint linear operators in abstract Hilbert space.

This EMS volume gives an overview of the modern theory of elliptic boundary value problems. The contribution by M.S. Agranovich is devoted to differential elliptic boundary problems, mainly in smooth bounded domains, and their spectral properties. This article continues his contribution to EMS 63.The contribution by A. Brenner and E. Shargorodsky concerns the theory of boundary value problems for elliptic pseudodifferential operators. Problems both with and without the transmission property, as well as parameter-dependent problems are considered. The article by B. Plamenevskij deals with general differential elliptic boundary value problems in domains with singularities.

The book is a survey-type introductory monograph to the theory of PDEs.

This book, the first printing of which was published as Volume 31 of the Encyclopaedia of Mathematical Sciences, contains a survey of the modern theory of general linear partial differential equations and a detailed review of equations with constant coefficients. Readers will be interested in an introduction to microlocal analysis and its applications including singular integral operators, pseudodifferential operators, Fourier integral operators and wavefronts, a survey of the most important results about the mixed problem for hyperbolic equations, a review of asymptotic methods including short wave asymptotics, the Maslov canonical operator and spectral asymptotics, a detailed description of the applications of distribution theory to partial differential equations with constant coefficients including numerous interesting special topics.

In the first part of this EMS volume Yu.V. Egorov gives an account of microlocal analysis as a tool for investigating partial differential equations. This method has become increasingly important in the theory of Hamiltonian systems. Egorov discusses the evolution of singularities of a partial differential equation and covers topics like integral curves of Hamiltonian systems, pseudodifferential equations and canonical transformations, subelliptic operators and Poisson brackets. The second survey written by V.Ya. Ivrii treats linear hyperbolic equations and systems. The author states necessary and sufficient conditions for C?- and L2 -well-posedness and he studies the analogous problem in the context of Gevrey classes. He also gives the latest results in the theory of mixed problems for hyperbolic operators and a list of unsolved problems. Both parts cover recent research in an important field, which before was scattered in numerous journals. The book will hence be of immense value to graduate students and researchers in partial differential equations and theoretical physics.

§18 Operators with Almost Periodic Coefficients . . . . . . . . . . . . . . . . . . . 186 18. 1. General Definitions. Essential Self-Adjointness . . . . . . . . . . . . 186 18. 2. General Properties of the Spectrum and Eigenfunctions . . . . 188 18. 3. The Spectrum of the One-Dimensional Schrödinger Operator with an Almost Periodic Potential . . . . . . . . . . . . . . 192 18. 4. The Density of States of an Operator with Almost Periodic Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197 18. 5. Interpretation of the Density of States with the Aid of von Neumann Aigebras and Its Properties . . . . . . . . . . . . . . 199 §19 Operators with Random Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . 206 19. 1. Translation Homogeneous Random Fields . . . . . . . . . . . . . . . . . 207 19. 2. Random DifferentialOperators . . . . . . . . . . . . . . . . . . . . . . . . . . 212 19. 3. Essential Self-Adjointness and Spectra . . . . . . . . . . . . . . . . . . . 214 19. 4. Density of States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217 19. 5. The Character of the Spectrum. Anderson Localization 220 §20 Non-Self-Adjoint Differential Operators that Are Close to Self-Adjoint Ones . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222 20. 1. Preliminary Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222 20. 2. Basic Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225 20. 3. Completeness Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226 20. 4. Expansion and Summability Theorems. Asymptotic Behaviour of the Spectrum . . . . . . . . . . . . . . . . . . . 228 20.5. Application to DifferentialOperators . . . . . . . . . . . . . . . . . . . . . 230 Comments on the Literature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236 Author Index 262 Subject Index 265 Preface The spectral theory of operators in a finite-dimensional space first appeared in connection with the description of the frequencies of small vibrations of me­ chanical systems (see Arnol'd et al. 1985). When the vibrations of astring are considered, there arises a simple eigenvalue problem for a differential opera­ tor. In the case of a homogeneous string it suffices to use the classical theory 6 Preface of Fourier series.

0. 1. The Scope of the Paper. This article is mainly devoted to the oper­ ators indicated in the title. More specifically, we consider elliptic differential and pseudodifferential operators with infinitely smooth symbols on infinitely smooth closed manifolds, i. e. compact manifolds without boundary. We also touch upon some variants of the theory of elliptic operators in !Rn. A separate article (Agranovich 1993) will be devoted to elliptic boundary problems for elliptic partial differential equations and systems. We now list the main topics discussed in the article. First of all, we ex­ pound theorems on Fredholm property of elliptic operators, on smoothness of solutions of elliptic equations, and, in the case of ellipticity with a parame­ ter, on their unique solvability. A parametrix for an elliptic operator A (and A-). . J) is constructed by means of the calculus of pseudodifferential also for operators in !Rn, which is first outlined in a simple case with uniform in x estimates of the symbols. As functional spaces we mainly use Sobolev £ - 2 spaces. We consider functions of elliptic operators and in more detail some simple functions and the properties of their kernels. This forms a foundation to discuss spectral properties of elliptic operators which we try to do in maxi­ mal generality, i. e. , in general, without assuming selfadjointness. This requires presenting some notions and theorems of the theory of nonselfadjoint linear operators in abstract Hilbert space.

This EMS volume gives an overview of the modern theory of elliptic boundary value problems. The contribution by M.S. Agranovich is devoted to differential elliptic boundary problems, mainly in smooth bounded domains, and their spectral properties. This article continues his contribution to EMS 63.The contribution by A. Brenner and E. Shargorodsky concerns the theory of boundary value problems for elliptic pseudodifferential operators. Problems both with and without the transmission property, as well as parameter-dependent problems are considered. The article by B. Plamenevskij deals with general differential elliptic boundary value problems in domains with singularities.

Consider a linear partial differential operator A that maps a vector-valued function Y = (Yl," Ym) into a vector-valued function I = (h,***, II). We assume at first that all the functions, as well as the coefficients of the differen- tial operator, are defined in an open domain Jl in the n-dimensional Euclidean n space IR , and that they are smooth (infinitely differentiable). A is called an overdetermined operator if there is a non-zero differential operator A' such that the composition A' A is the zero operator (and underdetermined if there is a non-zero operator A" such that AA" = 0). If A is overdetermined, then A'I = 0 is a necessary condition for the solvability of the system Ay = I with an unknown vector-valued function y. 3 A simple example in 1R is the operator grad, which maps a scalar func- tion Y into the vector-valued function (8y/8x!, 8y/8x2, 8y/8x3)' A necessary solvability condition for the system grad y = I has the form curl I = O.

I had mixed feelings when I thought how I should prepare the book for the second edition. It was clear to me that I had to correct all mistakes and misprints that were found in the book during the life of the first edition. This was easy to do because the mistakes were mostly minor and easy to correct, and the misprints were not many. It was more difficult to decide whether I should update the book (or at least its bibliography) somehow. I decided that it did not need much of an updating. The main value of any good mathematical book is that it teaches its reader some language and some skills. It can not exhaust any substantial topic no matter how hard the author tried. Pseudodifferential operators became a language and a tool of analysis of partial differential equations long ago. Therefore it is meaningless to try to exhaust this topic. Here is an easy proof. As of July 3, 2000, MathSciNet (the database of the American Mathematical Society) in a few seconds found 3695 sources, among them 363 books, during its search for "pseudodifferential operator". (The search also led to finding 963 sources for "pseudo-differential operator" but I was unable to check how much the results ofthese two searches intersected). This means that the corresponding words appear either in the title or in the review published in Mathematical Reviews.

This book, the first printing of which was published as Volume 31 of the Encyclopaedia of Mathematical Sciences, contains a survey of the modern theory of general linear partial differential equations and a detailed review of equations with constant coefficients. Readers will be interested in an introduction to microlocal analysis and its applications including singular integral operators, pseudodifferential operators, Fourier integral operators and wavefronts, a survey of the most important results about the mixed problem for hyperbolic equations, a review of asymptotic methods including short wave asymptotics, the Maslov canonical operator and spectral asymptotics, a detailed description of the applications of distribution theory to partial differential equations with constant coefficients including numerous interesting special topics.

The book is a survey-type introductory monograph to the theory of PDEs.

The mathematics in this volume of the Encyclopaedia, the third in the subseries on PDEs, is more advanced than that in EMS 30 (PDE I). The reader should already be familiar with what is found in that volume. EMS 32 covers in detail two very important topics in PDE: the Cauchy problem and the qualitative theory of second order linear equations. It should be of interest to advanced students and researchers in mathematics and to scientists in neighboring fields with strong mathematical backgrounds.

§18 Operators with Almost Periodic Coefficients . . . . . . . . . . . . . . . . . . . 186 18. 1. General Definitions. Essential Self-Adjointness . . . . . . . . . . . . 186 18. 2. General Properties of the Spectrum and Eigenfunctions . . . . 188 18. 3. The Spectrum of the One-Dimensional Schrödinger Operator with an Almost Periodic Potential . . . . . . . . . . . . . . 192 18. 4. The Density of States of an Operator with Almost Periodic Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 197 18. 5. Interpretation of the Density of States with the Aid of von Neumann Aigebras and Its Properties . . . . . . . . . . . . . . 199 §19 Operators with Random Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . 206 19. 1. Translation Homogeneous Random Fields . . . . . . . . . . . . . . . . . 207 19. 2. Random DifferentialOperators . . . . . . . . . . . . . . . . . . . . . . . . . . 212 19. 3. Essential Self-Adjointness and Spectra . . . . . . . . . . . . . . . . . . . 214 19. 4. Density of States . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 217 19. 5. The Character of the Spectrum. Anderson Localization 220 §20 Non-Self-Adjoint Differential Operators that Are Close to Self-Adjoint Ones . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222 20. 1. Preliminary Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 222 20. 2. Basic Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 225 20. 3. Completeness Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 226 20. 4. Expansion and Summability Theorems. Asymptotic Behaviour of the Spectrum . . . . . . . . . . . . . . . . . . . 228 20.5. Application to DifferentialOperators . . . . . . . . . . . . . . . . . . . . . 230 Comments on the Literature . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 234 References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 236 Author Index 262 Subject Index 265 Preface The spectral theory of operators in a finite-dimensional space first appeared in connection with the description of the frequencies of small vibrations of me­ chanical systems (see Arnol''d et al. 1985). When the vibrations of astring are considered, there arises a simple eigenvalue problem for a differential opera­ tor. In the case of a homogeneous string it suffices to use the classical theory 6 Preface of Fourier series.

This EMS volume gives an overview of the modern theory of elliptic boundary value problems. The contribution by M.S. Agranovich is devoted to differential elliptic boundary problems, mainly in smooth bounded domains, and their spectral properties. This article continues his contribution to EMS 63.The contribution by A. Brenner and E. Shargorodsky concerns the theory of boundary value problems for elliptic pseudodifferential operators. Problems both with and without the transmission property, as well as parameter-dependent problems are considered. The article by B. Plamenevskij deals with general differential elliptic boundary value problems in domains with singularities.

In the first part of this EMS volume Yu.V. Egorov gives an account of microlocal analysis as a tool for investigating partial differential equations. This method has become increasingly important in the theory of Hamiltonian systems. Egorov discusses the evolution of singularities of a partial differential equation and covers topics like integral curves of Hamiltonian systems, pseudodifferential equations and canonical transformations, subelliptic operators and Poisson brackets. The second survey written by V.Ya. Ivrii treats linear hyperbolic equations and systems. The author states necessary and sufficient conditions for C?- and L2 -well-posedness and he studies the analogous problem in the context of Gevrey classes. He also gives the latest results in the theory of mixed problems for hyperbolic operators and a list of unsolved problems. Both parts cover recent research in an important field, which before was scattered in numerous journals. The book will hence be of immense value to graduate students and researchers in partial differential equations and theoretical physics.