Wave equations

Non-linear wave equations

---

Overview

Let $R^{d+1}$ be endowed with the Minkowski metric

$ds^{2}=dx_{}^{2}-dt^{2}$.

(In many papers, the opposite sign of the metric is used, but the difference is purely notational). We use the usual summation, raising, and lowering conventions.
The D'Lambertian operator

$\Box :=\partial _{a}\partial ^{a}=\Delta -\partial _{t}^{2}$

is naturally associated to this metric, the same way that the Laplace-Beltrami operator is associated with a Riemannian metric.

Space and time have the same scaling for wave equations. We will often use D to denote an unspecified derivative in either the space or time directions.

All relativistic field equations in (classical) physics are variants of the free wave equation

$\Box f=0,$

where $f$ is either scalar or vector-valued. One can also consider add a mass term to obtain the Klein-Gordon equation

$\Box f=f$.

In practice, this mass term makes absolutely no difference to the local well-posedness theory of an equation (since the mass term $f$ is negligible for high frequencies), but often plays a key role in the global theory (because of the improved decay and dispersion properties, and because the Hamiltonian controls the low frequencies more effectively).

There are several ways to perturb this equation. There are linear perturbations, which include the addition of potential terms, connection terms, and drag terms, as well as the replacement of the flat Minkowski metric with a more general curved metric, or by placing obstacles or otherwise changing the topology of the domain manifold R^{n+1}. There is an extensive literature on all of these perturbations, but we shall not discuss them in depth, and concentrate instead on model examples of non-linear perturbations to the free wave equation. In the fullest generality, this would mean studying equations of the form

$F(f,Df,D_{}^{2}f)=0$

where $D$ denotes differentation in space or time and the Taylor expansion of $F$ to first order is the free wave or Klein-Gordon equation. Such fully non-linear equations, though, are very difficult to study, and have only really been analyzed in the one-dimensional case (in which case it can be subsumed into the general theory of 1+1-dimensional hyperbolic systems). In higher dimensions the only known tool to analyze this case is to differentiate the equation, turning it into a quasi-linear system. As such we do not discuss fully non-linear wave equations here. Instead, we consider three less general types of equations, which in increasing order of complexity are the [#semilinear semi-linear], [#dnlw semi-linear with derivatives], and [#Quasilinear quasi-linear] equations.

Non-linear wave equations are often the Euler-Lagrange equation for some variational problem, usually with a Lagrangian that resembles

$\int \partial _{a}f\partial ^{a}fdxdt$

(this being the Lagrangian for the free wave equation). As such the equation usually comes with a divergence-free stress-energy tensor $T^{ab}$, which in turn leads to a conserved Hamiltonian $E(f)$. on constant time slices (and other spacelike surfaces). There are a few other conserved quantites such as momentum and angular momentum, but these are rarely useful in the well-posedness theory. It is often worthwhile to study the behaviour of $E(Df)$ where $D$ is some differentiation operator of order one or greater, preferably corresponding to one or more Killing or conformal Killing vector fields. These are particularly useful in investigating the decay of energy at a point, or the distribution of energy for large times.

It is often profitable to study these equations using conformal transformations of spacetime. The Lorentz transformations, translations, scaling, and time reversal are the most obvious examples, but conformal compactification (mapping $R^{d+1}$ conformally to a compact subset of $S^{d}xR$ known as the Einstein diamond) is also very useful, especially for global well-posedness and scattering theory. One can also blow up spacetime around a singularity in order to analyze the behaviour near that singularity better.

The one-dimensional case $n=1$ is special for several reasons. Firstly, there is the very convenient null co-ordinate system $u=t+x,v=t-x$ which can be used to factorize $\Box$. Also, the stress-energy tensor often becomes trace-free, which leads to better conformal invariance properties. There are a vastly larger number of conformal transformations, indeed anything of the form $(u,v)\rightarrow (F(u),Y(v))$ is conformal. Also, the one-dimensional wave equation has no decay, local smoothing, or dispersion properties, and its solutions are essentially travelling waves. Finally, there are a much larger range of spaces beyond Sobolev spaces which are available for well-posedness theory, because the free wave evolution operator preserves all translation-invariant spaces. (In two and higher dimensions only $L^{2}$-based spaces such as Sobolev spaces H^s are preserved, because waves can focus at a point (or defocus from a point)).

The higher-dimensional case is usually quite different from the one-dimensional case, although in spherically symmetric situations one can obtain similar behaviour, especially when viewed in the null co-ordinates $u=t+r,v=t-r$. Indeed one can think of spherically symmetric wave equations as one-dimensional wave equations with a singular drag term $(n-1)f_{r}/r$.

A very basic property of wave equations is finite speed of propagation: information only propagates at the speed of light (which we have normalized to 1) or slower. Also, singularities only propagate at the speed of light (even for Klein-Gordon equations). This allows one to localize space whenever time is localized. Because of this, there is usually no distinction between periodic and non-periodic wave equations. Another application is to convert local existence results for large data to that of small data (though in sub-critical situations this is often better achieved by scaling or similar arguments). Also, the behaviour of blowup at a point is only determined by the solution in the backwards light cone from that point; thus to avoid blowup one needs to show that the solution cannot concentrate into a backwards light cone. One can also use finite speed of propagation to truncate constant-in-space solutions (which evolve by some simple ODE) to obtain localized solutions. This is often useful to demonstrate blowup for various focussing equations.

The non-linear expressions which occur in non-linear wave equations often have a null form structure. Roughly speaking, this means that travelling waves $exp(i(k.x+-|k|t))$ do not self-interact, or only self-interact very weakly. When one has a null form present, the local and global well-posedness theory often improves substantially. There are several reasons for this. One is that null forms behave better under conformal compactification. Another is that null forms often have a nice representation in terms of conformal Killing vector fields. Finally, bilinear null forms enjoy much better estimates than other bilinear forms, as the interactions of parallel frequencies (which would normally be the worst case) is now zero.

An interesting variant of these equations occur when one has a coupled system of two fields $u$ and $v$, with $v$ propagating slower than $u$, e.g.

$\Box u=F(U,DU),~\Box _{s}v=G(U,DU)$

where $U=(u,v)$ and $\Box _{s}=s^{2}\Delta -\partial _{t}^{2}$ for some $0<s<1$. This case occurs physically when $u$ propagates at the speed of light and v propagates at some slower speed. In this case the null forms are not as useful, however the estimates tend to be more favourable (if the non-linearities $F,G$ are "off-diagonal") since the light cone for $u$ is always transverse to the light cone for $v$. One can of course generalize this to consider multiple speed (nonrelativistic) wave equations.

---

Semilinear wave equations

[Note: Many references needed here!]

Semilinear wave equations (NLW) and semi-linear Klein-Gordon equations (NLKG) take the form

$\Box f=F(f),\Box f=f+F(f)$

respectively where $F$ is a function only of $f$ and not of its derivatives, which vanishes to more than first order.

Typically $F$ grows like $|f|^{p}$ for some power $p$. If $F$ is the gradient of some function $V$, then we have a conserved Hamiltonian

$\int |f_{t}|^{2}/2+|\nabla f|^{2}/2+V(f)\ dx.$

For NLKG there is an additional term of $|f|^{2}/2$ in the integrand, which is useful for controlling the low frequencies of $f$ . If V is positive definite then we call the NLW defocussing; if $V$ is negative definite we call the NLW focussing. The term "coercive" does not have a standard definition, but generally denotes a potential $V$ which is positive for large values of $f$ .

To analyze these equations in $H^{s}$ we need the non-linearity to be sufficiently smooth. More precisely, we will always assume either that $F$ is smooth, or that $F$ is a p^th-power type non-linearity with $p>[s]+1$.

The scaling regularity is $s_{c}=d/2-2/(p-1)$. Notable powers of $p$ include the $L^{2}$-critical power $p_{L^{2}}=1+4/d$, the $H^{1/2}$-critical or conformal power p_{H^{1/2}} = 1 + 4/(d-1), and the $H^{1}$-critical power $p_{H^{1}}=1+4/{d-2}$.

Dimension d	Strauss exponent (NLKG)	$L^{2}$-critical exponent	Strauss exponent (NLW)	H^{1/2}-critical exponent	H^1-critical exponent
1	3.56155...	5	infinity	infinity	N/A
2	2.41421...	3	3.56155...	5	infinity
3	2	2.33333...	2.41421...	3	5
4	1.78078...	2	2	2.33333...	3

The following necessary conditions for LWP are known. Firstly, for focussing NLW/NLKG one has blowup in finite time for large data, as can be seen by the ODE method. One can scale this and obtain ill-posedness for any focussing NLW/NLKG in the supercritical regime s < s_c; this has been extended to the defocusing case in [CtCoTa-p2]. By using Lorentz scaling instead of isotropic scaling one can also obtain ill-posedness whenever s is below the conformal regularity

$s_{conf}=(d+1)/4-1/(p-1)$

in the focusing case; the defocusing case is still open. In the $H^{1/2}$-critical power or below, this condition is stronger than the scaling requirement.

• When $d\geq 2$ and 1 < p < p_{H^{1/2}} with the focusing sign, blowup is known to occur when a certain Lyapunov functional is negative, and the rate of blowup is self-similar MeZaa2003; earlier results are in AntMe2001, CafFri1986, Al1995, KiLit1993, KiLit1993b.

To make sense of the non-linearity in the sense of distributions we need s \geq 0 (indeed we have illposedness below this regularity by a high-to-low cascade, see [CtCoTa-p2]). In the one-dimensional case one also needs the condition $1/2-s<1/p$ to keep the non-linearity integrable, because there is no Strichartz smoothing to exploit.

Finally, in three dimensions one has ill-posedness when $p=2$ and $s=s_{conf}=0$ Lb1993.

• In dimensions d\leq3 the above necessary conditions are also sufficient for LWP.
• For d>4 sufficiency is only known assuming the condition

$p(d/4-s)\leq 1/2((d+3)/2-s)$ (*)

and excluding the double endpoint when (*) holds with equality and s=s_{conf} Ta1999. The main tool is two-scale Strichartz estimates.

• • By using standard Strichartz estimates this was proven with (*) replaced by

$p((d+1)/4-s)\leq (d+1)/2d((d+3)/2-s)$; (**)

see KeTa1998 for the double endpoint when (**) holds with equality and s=s_{conf}, and LbSo1995 for all other cases. A slightly weaker result also appears in Kp1994.

GWP and scattering for NLW is known for data with small $H^{s_{c}}$ norm when $p$ is at or above the $H^{1/2}$-critical power (and this has been extended to Besov spaces; see [Pl-p4]. This can be used to obtain self-similar solutions, see [MiaZg-p2]). One also has GWP in $H^{1}$ in the defocussing case when p is at or below the $H^{1}$-critical power. (At the critical power this result is due to Gl1992; see also SaSw1994. For radial data this was shown in Sw1988). For more scattering results, see below.

For the defocussing NLKG, GWP in $H^{s}$, $s<1$, is known in the following cases:

• $d=3,p=3,s>3/4$ references:KnPoVe-p2 KnPoVe-p2
• $d=3,3\leq p<5,s>[4(p-1)+(5-p)(3p-3-4)]/[2(p-1)(7-p)]$ [MiaZgFg-p]
• $d=3,2<p<3,orn\geq 4,(d+1)^{2}/((d-1)^{2}+4)\leq p<(d-1)/(d-3)$, and

$s>[2(p-1)^{2}-(d+2-p(d-2))(d+1-p(d-1))]/[2(p-1)(d+1-p(d-3))]$

[MiaZgFg-p]. Note that this is the range of p for which s_conf obeys both the scaling condition $s_{conf}>s_{c}$ and the condition (**).

• $d=2,3\leq p\leq 5,s>(p-2)/(p-1)$ [Fo-p]; this is for the NLW instead of NLKG.
• $d=2,p>5,s>(p-1)/p$ [Fo-p]; this is for the NLW instead of NLKG.

GWP and blowup has also been studied for the NLW with a conformal factor

$\Box u=(t^{2}+(1-(t^{2}-x^{2})/4)^{2})^{-(d-1)p/4+(d+3)/4}|u|^{p}$;

the significance of this factor is that it behaves well under conformal compactification. See Aa2002, BcKkZz2002, Gue2003 for some recent results.

---

Scattering theory for semilinear NLW

[Thanks to Kenji Nakanishi for many helpful additions to this section - Ed.]

The Strauss exponent

$p_{0}(d)=[d+2+{\sqrt {d^{2}+12d+4}}]/2d$

plays a key role in the GWP and scattering theory. We have $p_{0}(1)=[3+{\sqrt {17}}]/2$; $p_{0}(2)=1+sqrt(2);p_{0}(3)=2$; note that $p_{0}(d-1)$ is always between the $L^{2}$ and $H^{1/2}$ critical powers, and $p_{0}(d)$ is always between the $H^{1/2}$ and $H^{1}$ critical powers.

Another key power is

$p_{*}(d)=[d+2+sqrt(d^{2}+8d)]/2(d-1)$

which lies between the $L^{2}$ critical power and $p_{0}(d-1)$.

Caveats: the $d=1,2$ cases may be somewhat different from what is stated here (partly because some of the powers here are not well-defined). Also, in many of the NLW results one needs some additional decay at spatial infinity (e.g. finiteness of the conformal energy), except in the special $H^{1}$-critical case. This is because (unlike NLS and NLKG) there is no a priori bound on the $L^{2}$ norm (even with conservation of energy).

Scattering for small $H^{1}$ data for arbitrary NLW:

• Known for $p_{*}(d)<p\leq p_{H^{1/2}}$ Sr1981.
• For $p<p_{0}(d-1)$ one has blow-up Si1984.
• When $d=3$ this is extended to $5/2<p\leq p_{H^{1/2}}$, but scattering fails for $p<5/2$ [Hi-p3]
• When $d=4$ this is extended to $p_{0}(d-1)=2<p<5/2$, but scattering fails for $p<2$ [Hi-p3]
• An alternate argument based on conformal compactification but giving slightly different results are in BcKkZz1999

Scattering for large $H^{1}$ data for defocussing NLW:

• Known for $p_{H^{1/2}}<p\leq p_{H^{1}}$ BaSa1998, BaGd1997 (GWP was established earlier in GiVl1987).
• Known for $p=p_{H^{1/2}}$, $d=3$ BaeSgZz1990
• When $d=3$ this is extended to $p_{*}(3)<p\leq p_{H^{1/2}}$ [Hi-p3]
• When $d=4$ this is extended to $p_{*}(4)<p<5/2$ [Hi-p3]
• For $d>4$ one expects scattering when $p_{0}(d-1)<p\leq p_{H^{1/2}}$, but this is not known.

Scattering for small smooth compactly supported data for arbitrary NLW:

• GWP and scattering when $p>p_{0}(d-1)$ GeLbSo1997
  • For $d=3$ this is in Jo1979
• Blow-up for arbitrary nonzero data when $p<p_{0}(d-1)$ Si1984 (see also Rm1987, JiZz2003
  • For $d=4$ this is in Gs1981b
  • For $d=3$ this is in Jo1979
• At the critical power $p=p_{0}(d-1)$ there is blowup for non-negative non-trivial data [YoZgq-p2]
  • For $d=2,3$ and arbitrary nonzero data this is in Scf1985
  • For large data and arbitrary $d$ this is in Lev1990

Scattering for small $H^{1}$ data for arbitrary NLKG:

• Decay estimates are known when $p_{0}(d)<p\leq p_{L^{2}}$MsSrWa1980, Br1984, Sr1981, Pe1985.
• Known when $p_{L^{2}}\leq p\leq p_{H^{1}}$ Na1999c, Na1999d, [Na-p5]. Indeed, one has existence of wave operators and asymptotic completeness in these cases.

Scattering for large $H^{1}$ data for defocussing NLKG:

• In this case one has an a priori $L^{2}$ bound and one does not need decay at spatial infinity.
• Scattering is known for $p_{L^{2}}<p\leq p_{H^{1}}$ Na1999c, Na1999d, [Na-p5]
  • For $d>2$ and $p$ not $H^{1}$-critical this is in Br1985 GiVl1985b
  • The $L^{2}$-critical case $p=p_{L^{2}}$ is an interesting open problem.

Scattering for small smooth compactly supported data for arbitrary NLKG:

• GWP and scattering for $p>1+2/d$ when $d=1,2,3$ LbSo1996
  • When $d=1,2$ this can be obtained by energy estimates and decay estimates.
  • In principle this extends to higher dimensions but there is a difficulty with lack of smoothness in the nonlinearity.
• Blowup in the non-Hamiltonian case when $p<1+2/d$ KeTa1999. The endpoint $p=1+2/d$ remains open but one probably also has blow-up here.
  • Failure of scattering for $p\leq 1+2/d$ was shown in Gs1973.

An interesting (and apparently under-explored) problem is what happens to these global existence and scattering results when there is an obstacle. For [#nlw-5_on_R^3 NLW-5 on $R^{3}$] one has global regularity for convex obstacles SmhSo1995, and for smooth non-linearities there is the [#gwp_qnlw general quasilinear theory]. If one adds a suitable damping term near the obstacle then one can recover some global existence results Nk2001.

On the Schwarzschild manifold some scattering and decay results for NLW and NLWKG can be found in BchNic1993, Nic1995, BluSf2003

---

Non-relativistic limit of NLKG

By inserting a parameter $c$ (the speed of light), one can rewrite NLKG as

$u_{tt}/c^{2}-Du+c^{2}u+f(u)=0$.

One can then ask for what happens in the non-relativistic limit $c\rightarrow \infty$ (keeping the initial position fixed, and dealing with the initial velocity appropriately). In Fourier space, $u$ should be localized near the double hyperboloid

$t=\pm c{\sqrt {c^{2}+x^{2}}}$.

In the non-relativistic limit this becomes two paraboloids

$t=\pm (c^{2}+x^{2}/2)$

and so one expects $u$ to resolve as

$u=exp(ic^{2}t)v_{+}+exp(-ic^{2}t)v_{-}$ $u_{t}=ic^{2}exp(ic^{2}t)v_{+}-ic^{2}exp(ic^{2}t)v_{-}$

where $v_{+}$, $v_{-}$ solve some suitable NLS.

A special case arises if one assumes $(u_{t}-ic^{2}u)$ to be small at time zero (say $o(c)$ in some Sobolev norm). Then one expects $v_{-}$ to vanish and to get a scalar NLS. Many results of this nature exist, see [Mac-p], Nj1990, Ts1984, [MacNaOz-p], [Na-p]. In more general situations one expects $v_{+}$ and $v_{-}$ to evolve by a coupled NLS; see MasNa2002.

Heuristically, the frequency $\ll c$ portion of the evolution should evolve in a Schrodinger-type manner, while the frequency $\gg c$ portion of the evolution should evolve in a wave-type manner. (This is consistent with physical intuition, since frequency is proportional to momentum, and hence (in the nonrelativistic regime) to velocity).

A similar non-relativistic limit result holds for the [#mkg Maxwell-Klein-Gordon] system (in the Coulomb gauge), where the limiting equation is the coupled
Schrodinger-Poisson system

$iv_{t}^{+}+Dv/2=uv^{+}$ $iv_{t}^{-}-Dv/2=uv^{-}$ $Du=-|v^{+}|^{2}+|v^{-}|^{2}$

under reasonable $H^{1}$ hypotheses on the initial data [BecMauSb-p]. The asymptotic relation between the MKG-CG fields $f$ , $A$, $A_{0}$ and the Schrodinger-Poisson fields u, v^+, v^- are

$A_{0}\sim u$ $f\sim exp(ic^{2}t)v^{+}+exp(-ic^{2}t)v^{-}$ $f_{t}\sim iMexp(ic^{2})v^{+}-iMexp(-ic^{2}t)v^{-}$

where $M=sqrt{c^{4}-c^{2}D}$ (a variant of $c^{2}$).

---

Specific semilinear wave equations

Sine-Gordon

Quadratic NLW/NLKG

Cubic NLW/NLKG on R

Cubic NLW/NLKG on R2

Cubic NLW/NLKG on R3

Cubic NLW/NLKG on R4

Quartic NLW/NLKG

Quintic NLW/NLKG on R

Quintic NLW/NLKG on R2

Quintic NLW/NLKG on R3

Septic NLW/NLKG on R

Septic NLW/NLKG on R2

Septic NLW/NLKG on R3

NLW with derivatives

DNLW

Yang-Mills Equations

Maxwell-Klein-Gordon Equations

Dirac Equations

The Maxwell-Dirac equation

[More info on this equation would be greatly appreciated. - Ed.]

This equation essentially reads

D_A y <nowiki\geq</nowiki> - y
\Box A + Ñ (\div_{x,t} A)= y y

where y is a spinor field (solving a coupled massive Dirac equation), and D is the Dirac operator with connection A. We put y in H^{s_1} and A in H^{s_2} x H^{s_2 - 1}.

• Scaling is (s_1, s_2) = (n/2-3/2, n/2-1).
• When n=1, there is GWP for small smooth data Chd1973
• When n=3 there is LWP for (s_1, s_2) = (1, 1) in the Coulomb gauge Bou1999, and for (s_1, s_2) = (1/2+, 1+) in the Lorentz gauge Bou1996
  • For (s_1, s_2) = (1,2) in the Coulomb gauge this is in Bou1996
  • This has recently been improved by Selberg to (1/4+, 1). Note that for technical reasons, lower-regularity results do not automatically imply higher ones when the regularity of one field (e.g. A) is kept fixed.
  • LWP for smooth data was obtained in Grs1966
  • GWP for small smooth data was obtained in Ge1991
• When n=4, GWP for small smooth data is known (Psarelli?)

In the nonrelativistic limit this equation converges to a Maxwell-Poisson system for data in the energy space [BecMauSb-p2]; furthermore one has a local well-posedness result which grows logarithmically in the asymptotic parameter. Earlier work appears in MasNa2003.

---

Dirac-Klein-Gordon equation

[More info on this equation would be greatly appreciated. - Ed.]

This equation essentially reads

D y = f y - y
Box f = y y

where y is a spinor field (solving a coupled massive Dirac equation), D is the Dirac operator and f is a scalar (real) field. We put
y in H^{s_1} and ( f , f _t) in H^{s_2} x H^{s_2 - 1}.

The energy class is essentially (s_1,s_2) = (1/2,1), but the energy density is not positive. However, the L^2 norm of y is also positive and conserved..

• Scaling is (s_1, s_2) = (n/2-3/2, n/2-1).
• When n=1 there is GWP for (s_1,s_2) = (1,1) Chd1973, Bou2000 and LWP for (s_1, s_2) = (0, 1/2) Bou2000.
• When n=2 there are some LWP results in Bou2001

---

Nonlinear Dirac equation

This equation essentially reads

D y - m y = l(g y, y) y

where y is a spinor field, m > 0 is the mass, l is a complex parameter, g is the zeroth Pauli matrix, and (,) is the spinor inner product.

• Scaling is s_c =1 (at least in the massless case m=0).
• In R^3, LWP is known for H^s when s > 1 EscVe1997
  • This can be improved to LWP in H^1 (and GWP for small H^1 data) if an epsilon of additional regularity as assumed in the radial variable [MacNkrNaOz-p]; in particular one has GWP for radial H^1 data.
• In R^3, GWP is known for small H^s data when s > 1 [MacNaOz-p2].Some results on the nonrelativistic limit of this equation are also obtained in that paper.

---

DDNLW

We use DDNLW to denote a semi-linear wave equation whose non-linear term is quadratic in the derivatives, i.e.

\Box f = G ( f ) D f D f .

A fairly trivial example of such equations arise by considering fields of the form f = f(u), where f is a given smooth function (e.g. f(x) = exp(ix)) and u is a scalar solution to the free wave equation. In this case f solves the equation

\Box f = f''( f ) Q_0( f , f )

where Q_0 is the null form

Q_0( f , y ) := \partial_ af \partial^ a y = Ñf . Ñy - f _t y _t.

The above equation can be viewed as the wave equation on the one-dimensional manifold f(R), with the induced metric from R. The higher-dimensional version of this equation is known as the [#wm wave map equation].

DDNLW behaves like DNLW but with all fields requiring one more derivative of regularity. One explicit way to make this connection is to differentiate
DDNLW and view the resulting as an instance of DNLW for the system of fields ( f , D f ). The reader should compare the results below with the [#dnlw-2 corresponding results for quadratic DNLW].

The critical regularity is s_c = d/2. For subcritical regularities s > s_c, f has some Holder continuity, and so one heuristically expects the G ( f ) terms
to be negligible. However, this term must play a crucial role in the critical case s=s_c. For instance, Nirenberg [ref?] observed that the real scalar equation

\Box f = - f Q_0( f , f )

is globally well-posed in H^{d/2}, but the equation

\Box f = f Q_0( f , f )

is ill-posed in H^{d/2}; this is basically because the non-linear operator f -> exp(if) is continuous on (real-valued) H^{d/2}, while f -> exp(f) is not.

Energy estimates show that the general DDNLW equation is locally well-posed in H^s for s > s_c + 1. Using Strichartz estimates this can be improved to s > s_c + 3/4 in two dimensions and s > s_c + 1/2 in three and higher dimensions; the point is that these regularity assumptions together with Strichartz allow one to put f into L²_t L^ ¥ _x (or L^4_t L^ ¥ _x in two dimensions), so that one can then use the energy method.

Using X^{s,b} estimates FcKl2000 instead of Strichartz estimates, one can improve this further to s > s_c + 1/4 in four dimensions and to the near-optimal s > s_c in five and higher dimensions Tt1999.

Without any further assumptions on the non-linearity, these results are sharp in 3 dimensions; more precisely, one generically has ill-posedness in H² Lb1993, although one can recover well-posedness in the Besov space B²_{2,1} Na1999, or with an epsilon of radial regularity [MacNkrNaOz-p]. It would be interesting to determine what the situation is in the other low dimensions.

If the quadratic non-linearity ( Ñf )² is of the form Q_0( f , f ) (or of a null form of similar strength) then the LWP theory can be pushed to s > s_c in all dimensions (see [KlMa1997], [KlMa1997b] for d >= 4, KlSb1997 for d \geq 2, and KeTa1998b for d=1).

If G ( f ) is constant and d is at least 4, then one has GWP outside of convex obstacles [Met-p2]

• For d \geq 6 this is in ShbTs1986; for d \geq 4 and the case of a ball this is in Ha1995.
• Without an obstacle, one can use the [#gwp_qnlw general theory of quasilinear NLW].

---

Two-speed DDNLW

• One can consider two-speed variants of DDNLW ([#two-speed see Overview]), when both F and G have the form G (U) DU DU.
• The Strichartz and energy estimates carry over without difficulty to this setting. The results obtained by X^{s,\theta} estimates change, however. The null forms are no longer as useful, however the estimates are usually more favourable because of the transversality of the two light cones. Of course, if F contains DuDu or G contains DvDv then one cannot do any better than the one-speed case.
• For d=2 one can obtain LWP for the near-optimal range s>3/2 when F does not contain DuDu and G does not contain DvDv [Tg-p].
• For d=1 one can obtain LWP for the near-optimal range s>1 when F does not contain DuDu and G does not contain DvDv [Tg-p].
• For d=3 one can obtain GWP for small compactly supported data for quasilinear equations with multiple speeds, as long as the nonlinearity has no explicit dependence on U [KeSmhSo-p3]

A special case of two-speed DDNLS arises in elasticity (more on this to be added in later).

---

Wave maps

Wave maps are maps f from R^{d+1} to a Riemannian manifold M which are critical points of the Lagrangian

\int f _ a . f ^ a dx dt.

When M is flat, wave maps just obey the wave equation (if viewed in flat co-ordinates). More generally, they obey the equation

Box f = G ( f ) Q_0( f , f )

where G ( f ) is the second fundamental form and Q_0 is the null form [#ddnlw mentioned earlier]. When the target manifold is a unit sphere, this simplifies to

Box f = - f Q_0( f , f )

where f is viewed in Cartesian co-ordinates (and must therefore obey | f |=1 at all positions and times in order to stay on the sphere). The sphere case has special algebraic structure (beyond that of other symmetric spaces) while also staying compact, and so the sphere is usually considered the easiest case to study. Some additional simplifications arise if the target is a Riemann surface (because the connection group becomes U(1), which is abelian); thus S² is a particularly simple case.

This equation is highly geometrical, and can be rewritten in many different ways. It is also related to the Einstein equations (if one assumes various symmetry assumptions on the metric; see e.g. BgCcMc1995).

The critical regularity is s_c = d/2. Thus the two-dimensional case is especially interesting, as the equation is then energy-critical. The sub-critical theory s > d/2 is fairly well understood, but the s_c = d/2 theory is quite delicate. A big problem is that H^{d/2} does not control L^ ¥ , so one cannot localize to a small co-ordinate patch (or perform algebraic operations properly).

The positive and negative curvature cases are suspected to behave differently, especially at the critical regularity. Intuitively, the negative curvature space spreads the solution out more, thus giving a better chance for LWP and GWP.More recently, distinctions have arisen between the boundedly parallelizable case (where the exists an orthonormal frame whose structure constants and derivatives are bounded), and the isometrically embeddable case.For instance, hyperbolic space is in the former category but not in the latter; smooth compact manifolds such as the sphere are in both.

The general LWP/GWP theory (except for the special [#wm_on_R one-dimensional] and [#wm_on_R^2 two-dimensional] cases, which are covered in more detail below) is as follows.

• For d\geq2 one has LWP in H^{n/2}, and GWP and regularity for small data, if the manifold can be isometrically embedded in Euclidean space [Tt-p2]
  • Earlier global regularity results in H^{n/2} are as follows.
    • For a sphere in d\geq5, see [Ta-p5]; for a sphere in d \geq 2, see [Ta-p6]..
    • The d \geq 5 has been generalized to arbitrary manifolds which are boundedly parallelizable [KlRo-p].
    • This has been extended to d=4 by SaSw2001 and NdStvUh2003b. In the constant curvature case one also has global well-posedness for small data in H^{n/2} NdStvUh2003b. This can be extended to manifolds with bounded second fundamental form SaSw2001.
    • This has been extended to d=3 when the target is a Riemann surface Kri2003, and to d=2 for hyperbolic space [Kri-p]
  • For the critical Besov space B^{d/2,1}_2 this is in Tt1998 when d \geq 4 and Tt2001b when d\geq2. (See also Na1999 in the case when the wave map lies on a geodesic). For small data one also has GWP and scattering.
  • In the sub-critical spaces H^s, s > d/2 this was shown in KlMa1995b for the d\geq4 case and in KlSb1997 for d\geq2.
    • For the model wave map equation this was shown for d\geq3 in KlMa1997b.
  • If one replaces the critical Besov space by H^{n/2} then one has failure of analytic or C^2 local well-posedness for d\geq3 [DanGe-p], and one has failure of continuous local well-posedness for d=1 Na1999, Ta2000
  • GWP is also known for smooth data close to a geodesic Si1989. For smooth data close to a point this was in Cq1987.
• For d \geq 3 singularities can form from large data, even when the data is smooth and rotationally symmetric CaSaTv1998
  • For d=3 this was proven in Sa1988
  • For d\geq7 one can have singularities even when the target has negative curvature CaSaTv1998
  • For d=3, numerics suggest that there is a transition between global existence for small data and blowup for large data, with the self-similar blowup solution being an intermediate attractor [Lie-p]

For further references see Sw1997, SaSw1998, [KlSb-p].

---

Wave maps on R

• Scaling is s_c = 1/2.
• LWP in H^s for s > 1/2 KeTa1998b
  • Proven for s \geq 1 in [Zh-p]
  • Proven for s > 3/2 by energy methods
  • One also has LWP in the space L^1_1 KeTa1998b. Interpolants of this with the H^s results are probably possible.
  • One has ill-posedness for H^{1/2}, and similarly for Besov spaces near H^{1/2} such as B^{1/2,1}_2 Na1999, Ta2000. However, the ill-posedness is not an instance of blowup, only of a discontinuous solution map, and perhaps a weaker notion of solution still exists and is unique.
• GWP in H^s for s>3/4 KeTa1998b when the target manifold is a sphere
  • Was proven for s \geq 1 in Zh1999 for general manifolds
  • Was proven for s \geq 2 for general manifolds in Gu1980, LaSh1981, GiVl1982, Sa1988
  • One also has GWP and scattering in L^1_1. KeTa1998b One probably also has asymptotic completeness.
  • Scattering fails when the initial velocity is not conditionally integrable KeTa1998b.
  • It should be possible to improve the s>3/4 result by correction term methods, and perhaps to obtain interpolants with the L^{1,1} result. One should also be able to extend to general manifolds.
• Remark: The non-linear term has absolutely no smoothing properties, because of the double derivative in the non-linearity and the lack of dispersion in the one-dimensional case.
• Remark: The equation is completely integrable [[Bibliography#Pm1976|Pm1976]], but not in the same way as KdV, mKdV or 1D NLS. (The additional conserved quantities do not control H^s norms, but rather the pointwise distribution of the energy. Indeed, the energy density itself obeys the free wave equation!).When the target is a symmetric space, homoclinic periodic multisoliton solutions were constructed in [TeUh-p2].
• Remark: When the target manifold is S², the wave map equation is related to the [#Sine-Gordon sine-Gordon equation] Pm1976.Homoclinic periodic breather solutions were constructed in SaSr1996.
• When the target is a Lorentzian manifold, local existence for smooth solutions was established in [Cq-p2].A criterion on the target manifold to guarantee global existence of smooth solutions is in [Woo-p]; however if the target manifold is the Lorentz sphere S^{1,n-1} then there is a large class of data which blows up [Woo-p].

---

Wave maps on $R^{2}$

• Scaling is s_c = 1 (energy-critical).
• LWP in H^1 [Tt-p2]
  • For B^{1,1}_2 this is in Tt2001b.
  • LWP in H^s, s>1 was shown in KlSb1997.
  • For s>7/4 this can be shown by Strichartz methods.
  • For s>2 this can be shown by energy estimates.
• GWP and regularity is known for small energy when the target manifold is boundedly parallelizable [Tt-p2]
  • When the target manifold is H^2, regularity was obtained by Krieger [Kri-p]
  • When the target manifold is a sphere, regularity was obtained in [Ta-p6]
  • For small B^{1,1}_2 data GWP is in Tt2001b
  • GWP and regularity for small H^1 data was known for corotational wave maps, and can be extended to large H^1 data when the target is geodesically convex references#SaSw1993 SaSw1993, [Sw-p2]; see also SaTv1992, [Gl-p]. In the later papers the result is obtained for quite general rotationally symmetric manifolds, such as non-compact manifolds, although one generically expects blow-up for certain manifolds such as the sphere (see e.g. [Sw-p2], or the numerics in BizCjTb2001, [IbLie-p]). The question of large H^1 GWP and regularity is equivalent to the non-existence of non-constant harmonic maps on the target [Sw-p2]. The corotational results have been extended to wave maps with torsion in AcIb2000.
  • Regularity is also known for large smooth radial data CdTv1993 assuming a convexity condition on the target manifold. This convexity condition was relaxed in Sw2002, and then removed completely in Sw2003. One also has a pointwise bound on the diameter of the range of the wave map in the radial case under similar conditions on the manifold CdTv1993b
  • It is an important open problem whether one has regularity for all large smooth data, at least in the negative curvature case. A slightly harder problem would be to obtain GWP in the critical space H^1.
    • When the target manifold is a sphere, numerical evidence seems to suggest energy concentration and singularity formulation for large equivariant data [IbLie-p].In the equivariant case, examples of blowup in H^{1+eps} on domains |x|^alpha < t can be constructed if one adds a forcing term on the right-hand side [GeIv-p]
  • Global weak solutions are known for large energy data MuSw1996, FrMuSw1998, but as far as is known these solutions might develop singularities or become "ghost" solutions.
• When the domain and target are S², stationary-rotating solutions exist and are stable with respect to corotational perturbations SaTv1997
• BMO-type estimates on distance functions were obtained in references#Gl1998 Gl1998

---

Quasilinear wave equations (QNLW)

In a local co-ordinate chart, quasilinear wave equations (QNLW) take the form

partial_ a g^{ ab }(u) partial_ b u = F(u, Du).

One could also consider equations where the metric depends on derivatives of u, but one can reduce to this case (giving up a derivative) by differentiating the equation. One can also reduce to the case g^{00} = 1, g^{0i} = g^{i0} = 0 by a suitable change of variables. F is usually quadratic in the derivatives Du, as this formulation is then robust under many types of changes of variables.

Quasilinear NLWs appear frequently in general relativity. The most famous example is the [#Einstein Einstein equations], but there are others (coming from relativistic elasticity, hydrodynamics, [#Minimal_Surface_Equation minimal surfaces], etc. [Ed: anyone willing to contribute information on these other equations (even just their name and form) would be greatly appreciated.]). The most interesting dimension is of course the physical dimension d=3.

Classically one has LWP for H^s when s > d/2+1 HuKaMar1977, but the [#dnlw semilinear theory] suggests that we should be able to improve this to s > s_c = d/2 with a null condition, and to s > d/2 + max(1/2, (d-5)/4) without one (these results would be sharp even in the semilinear case). In principle Strichartz estimates should be able to push down to s > d/2 + 1/2, but only partial results of this type are known. Specifically:

• When d=2 one has LWP in the expected range s > d/2 + 3/4 without a null condition [SmTt-p]
  • For s > d/2 + 3/4 + 1/12 this is in [Tt-p5] (using the FBI transform).
  • For s > d/2 + 3/4 + 1/8 this is in BaCh1999 (using FIOs) and Tt2000 (using the FBI transform).
• When d=3,4,5 one has LWP for s > d/2 + 1/2 [SmTt-p] (using parametrices and the equation for the metric); in the specific case of the [Einstein%20equations Einstein equations] see [KlRo-p3], [KlRo-p4], [KlRo-p5] (using vector fields and the equation for the metric)
  • For s > d/2 + 1/2 + 1/7 (approx) and d=3 this is in [KlRo-p2] (vector fields and the equation for the metric)
  • For s > d/2 + 1/2 + 1/6 and d=3 this is in [Tt-p5] (using the FBI transform).
  • For s > d/2 + 1/2 + 1/5 (approx) and d=3 this is in [Kl-p2] (vector fields methods).
  • For s > d/2 + 1/2 + 1/4 and d\geq 3 this is in BaCh1999 (using FIOs) and Tt2000 (using the FBI transform). See also BaCh1999b.

A special type of QNLW is the cubic equations, where g itself obeys an elliptic equaton of the form Delta g = |Du|^2, and the non-linearity is of the form Dg Du. For such equations, we have LPW for s > d/2 + 1/6 when d \geq 4 [BaCh-p], BaCh2002. This equation has some similarity with the differentiated wave map equation in the Coulomb gauge.

For small smooth compactly supported data of size e and smooth non-linearities, the GWP theory for QNLW is as follows.

• If the non-linearity is a null form, then one has GWP for d\geq3; in fact one can take the data in a weighted Sobolev space H^{4,3} x H^{3,4} Cd1986.
  • Without the null structure, one has almost GWP in d=3 Kl1985b, and this is sharp Jo1981, Si1983
    • In the semi-linear case and when the nonlinearity is quadratic in the derivatives, this is also true outside of a compact non-trapping obstacle [KeSmhSo-p2]. This has been generalized to the quasi-linear case in [KeSmhSo-p3] (and non-linear Dirichlet wave equations are also treated there, as are multiple speeds).
  • With a null structure and outside a star-shaped obstacle with Dirichlet conditions and d=3, one has GWP for small data in H^{9,8} x H^{8,9} which are compatible with the boundary [KeSmhSo-p]. Earlier work in this direction is in Dt1990.
    • For radial data and obstacle this was obtained in Go1995; see also Ha1995, Ha2000.
    • In the semilinear case, the non-trapping condition was removed in [MetSo-p], even in the multiple speed case, provided one has an exponential decay result near the obstacle (this is true, for instance, if the obstacle is a union of a finite number of sufficiently separated strictly convex bodies).
  • For d>3 or for cubic nonlinearities one has GWP regardless of the null structure refernces:KlPo1983 KlPo1983, Sa1982, Kl1985b.
    • In three dimensions with a null structure, for systems with multiple wave speeds, one has GWP So2001
    • In the exterior of an nontrapping obstacle with Dirichlet conditions, with multiple speeds, one has GWP for sufficiently smooth and decaying data obeying the usual compatibility conditions at the boundary [MetSo-p2], if the quasilinear terms obey some symmetry conditions and the semilinear terms are quadratic in Du
      1. When the obstacle is a ball this is in Ha1995.
      2. For d \geq 6 outside of a starshaped obstacle this is in ShbTs1984, ShbTs1986.

---

Einstein equations

[Note: This is an immense topic, and we do not even begin to do it justice with this very brief selection of results. For more detail, we recommend the very nice survey on existence and global dynamics of the Einstein equations by Alan Rendall. Further references are, of course, always appreciated. We thank Uwe Brauer, Daniel Pollack, and some anonymous contributors to this section.]

The (vacuum) Einstein equations take the form

R_{ a b } = C R g_{ a b }

where g is the metric for a 3+1-dimensional manifold, R is the Ricci curvature tensor, and C is an absolute constant. The Cauchy data for this problem is thus a three-dimensional Riemannian manifold together with the second fundamental form of this manifold (roughly speaking, this is like the initial position and initial velocity for the metric g). However, these two quantities are not completely independent; they must obey certain constraint equations. These equations are now known to be well behaved for all s > 3/2 [Max-p], [Max2005] (see also earlier work in higher regularities in RenFri2000, Ren2002).

Because of the diffeomorphism invariance of the Einstein equations, these equations are not hyperbolic as stated. However, this can be remedied by choosing an appropriate choice of co-ordinate system (a gauge, if you will). One popular choice is harmonic co-ordinates or wave co-ordinates, where the co-ordinate functions x ^a are assumed to obey the wave equation Box_g x ^a = 0 with respect to the metric g. In this case the Einstein equations take a form which (in gross caricature) looks something like

Box_g g = G (g) Q(dg, dg) + lower order terms

where Q is some quadratic form of the first two derivatives. In other words, it becomes a [#Quasilinear quasilinear wave equation]. One would then specify initial
data on the initial surface x = 0; the co-ordinate x plays the role of time, locally at least.

• Scaling is s_c = 3/2. Thus energy is super-critical, which seems to make a large data global theory extremely difficult.
• LWP is known in H^s for s > 5/2 by energy estimates (see HuKaMar1977, [AnMc-p]; for smooth data s > 4 this is in Cq1952) - given that the initial data obeys the constraint equations, of course.
  • This result can be improved to s>2 by the [#Quasilinear recent quasilinear theory] (see in particular [KlRo-p3], [KlRo-p4], [KlRo-p5]).
  • This result has now been improved further to s=2 [KlRo-p6], [KlRo-p7], [KlRo-p8]
  • For smooth data, one has a (possibly geodesically incomplete) maximal Cauchy development CqGc1969.
• GWP for small smooth asymptotically flat data was shown in CdKl1993 (see also CdKl1990). In other words, Minkowski space is stable.
  • Another proof using the double null foliation is in KlNi2003, [KlNi-p]
  • Another proof of this fact (using the Lorenz gauge, and assuming Schwarzschild metric outside of a compact set) is in [LbRo-p] (see also LbRo2003 for a treatment of the asymptotic dynamics)
  • Singularities must form if there is a trapped surface Pn1965.
• Many special solutions (Schwarzschild space, Kerr space, etc.) The stability of these spaces is a very interesting (and difficult) question.
• The equations can simplify under additional symmetry assumptions. The U(1)-symmetric case reduces to a system of equations which closely resembles the [#wm_on_R^2 two-dimensional wave maps equation] (with the target manifold being hyperbolic space H^2).
• Another important question is the Cosmic Censorship Hypothesis. Informally, this asserts that singularities are always (or at least generically) concealed by black holes. Another (slightly different) version of the conjecture asserts that the maximal Cauchy development is always inextendable as a (suitably regular) Lorentzian manifold. This question is already interesting in the U(1)-symmetric case (perhaps with a matter coupling).

---

Minimal surface equation

This quasilinear equation takes the form

partial _a [ (1 + f_bf^b )^{-1/2} f^a ] = 0

where f is a scalar function on R^{n-1}xR (the graph of a surface in R^n x R ). This is the Minkowski analogue of the minimal surface equation in Euclidean space, see Hp1994.

• This is a [#Quasilinear quasilinear wave equation], and so LWP in H^s for s > n/2 + 1 follows from energy methods, with various improvements via Strichartz possible. However, it is likely that the special structure of this equation allows us to do better.
• GWP for small smooth compactly supported data is in [Lb-p].

Wave estimates

Solutions to the linear wave equation and its perturbations are either estimated in mixed space-time norms $L_{t}^{q}L_{x}^{r}$, or in $X_{}^{s,b}$ spaces, defined by

$\|u\|_{X^{s,b}}=\|<\xi >^{s}<|\xi |-|\tau |>^{b}{\hat {u}}(\tau ,\xi )\|_{2}$

Linear space-time estimates are known as [#linear Strichartz estimates]. They are especially useful for the [#semilinear semilinear NLW without derivatives], and also have applications to other non-linearities, although the results obtained are often non-optimal (Strichartz estimates do not exploit any null structure of the equation). The $X_{}^{s,b}$ spaces are used primarily for [#bilinear bilinear estimates], although more recently [#multilinear multilinear estimates have begun to appear]. These spaces first appear in one-dimension in RaRe1982 and in higher dimensions in Be1983 in the context of propagation of singularities; they were used implicitly for LWP in KlMa1993, while the Schrodinger and KdV analogues were developed in Bo1993, Bo1993b.

Linear wave estimates

Bilinear wave estimates

Multilinear wave estimates