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PATRICK GÉRARD
Université de Paris–Sud
PETER A. MARKOWICH
NORBERT J. MAUSER
TU–Berlin
AND
FRÉDÉRIC POUPAUD
Université Nice
Abstract
We present a theory for carrying out homogenization limits for quadratic functions (called
“energy densities”) of solutions of initial value problems (IVPs) with anti-self-adjoint (spatial)
pseudo-differential operators (PDOs). The approach is based on the introduction of phase
space Wigner (matrix) measures that are calculated by solving kinetic equations involving the
spectral properties of the PDO. The weak limits of the energy densities are then obtained by
taking moments of the Wigner measure.
The very general theory is illustrated by typical examples like (semi)classical limits of
Schrödinger equations (with or without a periodic potential), the homogenization limit of the
acoustic equation in a periodic medium, and the classical limit of the Dirac equation.
c 1997
John Wiley & Sons, Inc.
0 Introduction
We consider the following type of initial value problems:
(0.1) ε∂t uε + P ε uε = 0 , uε (t = 0, x) = uεI (x) ,
where ε is a small parameter, uε (t, x) is a vector-valued L2 -function on Rm x ,
and P ε is an anti-self-adjoint, matrix-valued (pseudo)-differential operator with
a Weyl symbol given by P 0 (x, x/ε, εξ) + O(ε). Here P 0 = P 0 (x, y, ξ) is a
smooth function that is periodic with respect to y. By ξ we denote the conjugate
variable to the position x; that is, ξ = −i∇x .
The main assumptions are that the data uεI are bounded in L2 as ε goes to
0 and that uεI oscillates at most at frequency 1/ε; for instance,
Z
C
|∇uεI (x)|2 dx ≤ 2 .
ε
A more general formulation of the assumptions on uεI is given in definitions
(1.26) and (1.27) below.
According to the physical context of the equation, the function nε may have
different interpretations: position density in the case of the Schrödinger equa-
tion and energy density in the case of high-frequency wave propagation.
The above conservation law shows that nε (t) is uniformly bounded in
L (Rm
1
x ), hence we may assume, up to the extraction of a subsequence, that it
converges weakly, as ε goes to 0, to a bounded, time-dependent, nonnegative
measure n0 (t, x). The main question we address in this paper is to calculate
the homogenized energy density n0 (t, x) from quantities related to the data uεI .
Clearly, the knowledge of n0I (x) as the weak limit of |uεI (x)|2 is not sufficient,
as suggested by a brief inspection of the WKB method (see, for instance, [2]).
The main idea is to construct a time-dependent positive measure w0 (t, x, ξ)
on the phase space, called the Wigner measure, such that
Z
(0.3) n0 (t, x) = w0 (t, x, dξ) .
ξ∈Rm
multiplier writes (in the sequel, we assume 0 < ε < ε0 for some ε0 > 0) the
following:
Z Z
1
(1.3) (a(x, εD)f ) (x) = a(x, εξ)f (y)ei(x−y)·ξ dξ dy .
(2π)m Rm ξ Rm
y
aW (x, εD)f (x)
Z Z
(1.4) 1 x+y
= a , εξ f (y)ei(x−y)·ξ dξ dy ,
(2π)m Rmξ Ry
m 2
1 ˆ ξ ĝ¯ ξ
(1.16) wε (f, g) dx = f
Rm
x
(2πε)m ε ε
by
Z
1 ε ε
ε
(1.18) W (f, g)(x, ξ) = f ε x − v ⊗ ḡ ε x + v eiv·ξ dv ,
(2π)m Rm
v
2 2
measure of (f ε ).
R EMARK 1.4 The above proof of the positivity of Wigner measures, related
to the Bochner-Schwartz theorem, originates from a discussion between L. Tar-
tar and the first author (see also [9]). Other proofs can be found in [7] (using
pseudo-differential calculus) and in [11, 15, 16, 18] where a Gaussian regular-
ization (“Husimi function”)
1 |z|2
(1.24) wH [f ] := w [f ] ∗x G ∗ξ G , G (z) :=
ε ε ε ε ε ε ε
exp −
(πε)m/2 ε
is used, which (as shown by a simple calculation) is a pointwise nonnegative
function. Since the accumulation points of wε [f ε ] are also accumulation points
of wHε [f ε ], we conclude that w 0 is a nonnegative measure.
By the Plancherel formula, the right-hand side of (1.32) is not larger than
Z
lim kϕf k = |ϕ|2 dν .
ε 2
ε→0
R
Passing to the limit in (1.33) as R goes to infinity, we conclude that w0 [f ε ]
(·, dξ) = ν if and only if (f ε ) is ε-oscillatory.
Now inequality (1.30) is obtained by integrating (1.29) with respect to x
(after possibly selecting a subsequence so that ν exists), and equality in (1.30)
holds if and only if equality in (1.29) holds and |f ε |2 converges tightly as a
measure on Rm . This completes the proof.
Finally, the following proposition shows how the Wigner transform (1.6)
translates asymptotically the action of an ε-pseudo-differential operator like
(1.4) into a multiplication. The notation {p, q} denotes the Poisson bracket of
p = p(x, ξ) and q = q(x, ξ) defined by
(1.35) ∀α ∈ Nm × Nm : |∂x,ξ
α
p(x, ξ)| ≤ Cα (1 + |ξ|)M .
Then, because f and g lie in a bounded set of L2 (Rm ), we have the expansion
ε
(1.36) wε pW (x, εD)f, g = pwε (f, g) + {p, wε (f, g)} + ε2 rε
2i
where rε is bounded in S 0 (Rm × Rm ) as ε goes to 0.
Notice that the right-hand side of (1.36) is well-defined for fixed ε. Indeed,
if f ∈ S, integration by parts in ξ shows that formula (1.4) for pW (x, εD)f
defines a function ∈ S. Since pW (x, εD)∗ = p̄W (x, εD), it follows that
HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 333
2 Constant Coefficients
We consider the initial value problem
(2.1a) εuεt + P (εDx )uε = 0 , x ∈ Rm
x, t∈R
(2.1b) uε (t = 0) = uεI on Rm
x .
(ii) ∀ξ ∈ Rm ∗
ξ : P (ξ) = −P (ξ).
contains H σ (Rm n
x ) .
We assume on the initial datum uεI (see (1.26) and (1.27) in Definition 1.6):
334 P. GÉRARD ET AL.
satisfies Z Z
(2.3) nε (t, x) dx = nεI (x) dx ∀t ∈ R ,
Rm
x Rm
x
where we set nεI := |uεI |2 . Thus, the total energy is conserved with respect to
time t.
The main result of this section will be to compute the weak limit of nε (t, ·),
under additional assumptions on P and on the data. Up to extraction of a
subsequence, we may assume that WI0 = W 0 [uεI ] exists.
We impose:
(A3) There exists a closed set F in Rm
ξ such that
Notice that, by assumption (A1)(i), the functions λq are C 1 on the open set
Rm \ F . For ξ 6∈ F , we denote by Πq (ξ) the orthogonal projection of Cn
on the eigenspace corresponding to λq (ξ). Of course, Πq is a C 1 -function on
Rm \ F .
We can now formulate the following theorem:
T HEOREM 2.1 Let (A1), (A2), and (A3) hold, and set, for 1 ≤ q ≤ d, (x, ξ) ∈
Rm × (Rm \ F ),
0
(2.4) wI,q (x, ξ) = tr(Πq WI0 )(x, ξ) .
Then, for any t ∈ R, nε (t, ·) converges to the measure n0 (t, ·) given by
d Z
X
(2.5) 0
n (t, x) = 0
wI,q (x − t∇λq (ξ), dξ) .
q=1 ξ∈Rm \F
Notice that, since WI0 is a positive bounded measure (by Proposition 1.7)
and 0 ≤ Πq ≤ I, (2.4) defines a positive, bounded, scalar measure wI,q 0 on
∂ ε
(2.8a) ε û + iλq (εξ)ûεq = 0 , ξ ∈ Rm
ξ , t∈R
∂t q
(2.8b) ûεq (ξ, t = 0) = ûεI,q (ξ) , ξ ∈ Rm
ξ
for 1 ≤ q ≤ d with
where
1 ¯ ε t, ξ − ζ · ûε t, ξ + ζ .
(2.11) ŵqε (t, ζ, ξ) = û
(2π)m εm q ε 2 q
ε 2
We now prove the following lemma:
336 P. GÉRARD ET AL.
∂ 0
(2.12a) wq + ∇x · ∇λq (ξ)wq0 = 0
∂t
(2.12b) wq0 (t = 0) = wI,q
0
.
in L∞ (Rt × Rm 1 m
ζ , L (Rξ )) in view of (2.11) and since λq is a locally Lipschitz
function on the whole of Rm ξ in view of the min-max principle, we con-
∂ ŵε
clude from (2.10) that ∂tq is bounded in L∞ (Rt , D0 (Rm ζ × Rξ )), hence ŵq is
m ε
0
equicontinuous in t with values in D (Rζ × Rξ ). If, for some sequence εk →
m m
which clearly admits a unique solution, namely the Fourier transform with
respect to x of the unique solution to (2.12). The proof is then completed by
using Fourier transform with respect to x.
The following result implicitly clarifies the link between W ε (uε )(t, x, ξ)
and wqε (t, x, ξ).
∞
L EMMA 2.3 Let (f ε ) be bounded in L2 (Rmx ) and A ∈ L (Rξ )
n m n×n be
in D0 (Rm
x × Ωξ ).
ζ × Ωξ , which is immediate
in the space of complex Radon measures on Rm
since A is continuous on Ω.
Now we can complete the proof of Theorem 2.1. Let us denote the scalar
Wigner transform of (uε (t, ·)) by wε (t, x, ξ) = tr W ε (t, x, ξ). Let (tε ) be
an arbitrary convergent family of real numbers; denote by t0 its limit. On
Rmx × (Rξ \ F ), we have
m
X X
(2.14) wε (tε ) = tr W ε (tε ) = tr(Πq W ε (tε )) = tr(Πq W ε (tε )Πq )
q q
where the last equality comes from the fact that Π2q = Πq and tr(AB) =
tr(BA). Using Lemma 2.3 with f ε (x) = uε (tε , x) and A(ξ) = Πq (ξ), we
obtain X X
(2.15) wε (tε ) = wqε (tε ) + o(1) → wq0 (t0 )
q q
inD0 (Rm
x × (Rξ \ F )),
m in view of Lemma 2.2. Hence, if µ is a scalar Wigner
measure associated to a subsequence of uε (tε ), we get
X
(2.16) µ(x, ξ) ≥ wq0 (t0 , x, ξ)1ξ6∈F .
q
Now, in view of (2.12), the total mass of the right-hand side of (2.16) is
XZ Z X
0
wI,q (dx − t0 ∇λq (ξ), dξ) = 0
wI,q x × (Rξ \ F )).
(Rm m
q Rm
x ×(Rξ \F )
m
q
x × Rξ )
= wI0 (Rm m
x × Rξ ) ≤ lim ku (t )k .
µ(Rm m ε ε 2
ε→0
R EMARK 2.4 The proof of Theorem 2.1 shows that w0 (t, x, ξ) is given by
X
d
(2.17) w0 (t, x, ξ) = 1ξ6∈F 0
wI,q (x − t∇λq (ξ), ξ) .
q=1
R EMARK 2.5 We define the energy-flux density J ε (t, x) by its Fourier trans-
ε (t, ξ))> :
form Jˆε (t, ξ) = (Jˆ1ε (t, ξ), . . . , Jˆm
Z Z 1
i ¯ ε (t, ω − ξ)> ∂P
Jˆlε (t, ξ) = − û (ε(ω + (s − 1)ξ))
(2.18) (2π)m Rm
ω 0 ∂ξl
ε
ds û (t, ω) dω .
Jˆlε (t, ξ)
Z Z 1 > !
(2.20) ∂P 1
= −i tr Ŵ ε (t, ξ, v) v+ε θ− ξ dθ dv
Rm
v 0 ∂ξl 2
where Ŵ ε (t, ξ, v) stands for (Fx→ξ W ε (t, x, v)). Both (2.19) and (2.20) follow
by direct calculation. Under more stringent assumptions on the symbol and
the initial data, for example,
(A4) ∃C > 0 , γ ≥ 0 : |∇P (ξ)| ≤ C(1 + |ξ|γ ) ∀ξ ∈ Rm
ξ
(A5) ∃C > 0 : εγ kDγ uεI kL2 ≤ C
we can compute the weak limit J 0 of J ε . Similar arguments as in the proof
of Theorem 2.1 finally give
Xd Z
(2.21) 0
J (t, x) = ∇λq (ξ)wI,q0
(x − t∇λq (ξ), dξ) .
q=1 ξ∈Rm \F
ŵtε + iζ · ξ ŵε = 0 .
(3.2a) wtε + ξ · ∇x wε = 0 ,
(3.2b) wε (t = 0) = wε [uεI ](x, ξ) =: wIε
(see, e.g., [23, 19, 7, 15]). The quantity nε = |uε |2 , which is now the position
density, is then given by Z
(3.3) nε = wε dξ .
Rm
ξ
The assumptions (A1) (with σ = 2), and, trivially, (A3), are automatically
satisfied. We assume the initial datum uεI to be ε-oscillatory. Note that com-
pactness at infinity is not necessary to carry out the homogenization of nε
(since the set F of assumption (A3)(i) is empty).
Then the homogenization gives
Z
ε ε→0 0
n −→ n = wI0 (x − ξt, dξ) ,
Rm
ξ
and
w0 (t, x, ξ) = |aI |2 (x − ξt)δ(ξ − ∇SI (x − ξt)) .
Note that because of the low regularity of aI , SI , a WKB method cannot be
applied.
∂uε X ∂uε
m
(3.4a) + Al = 0, x ∈ Rm
x , t∈R
∂t ∂xl
l=1
(3.4b) u (t = 0) = uεI
ε
on Rm
x
where uε (t, x), uεI (x) ∈ Cn . The energy density is given by nε = |uε |2 . We
calculate
X
m
P (ξ) = i Al ξl , ξ = (ξ1 , . . . , ξm )> .
l=1
We assume that (3.4a) is strictly hyperbolic, which isP equivalent to assuming
that the eigenvalues λ1 (ξ), . . . , λn (ξ) of the matrix ml=1 Al ξl (= −iP (ξ))
are simple for ξ 6= 0. By homogeneity we have λq (αξ) = αλq (ξ), ∀α ∈ R,
and in particular
ξ
(3.5) λq (ξ) = |ξ|λq (ω) , ω= ∈ S m−1 .
|ξ|
nε = |uεt |2 + |∇uε |2 .
sε = uεt , rε = ∇uε ,
(note that w0 [rIε ] does not charge ξ = 0 by assumption). The proof of (3.10)
is based on the fact that rIε is a gradient, which implies
ε
εDj rI,k − εDk rI,j
ε
= 0,
ε
ξj w0 [rI,k , f ε ] − ξk w0 [rI,j
ε
, f ε] = 0
and, analogously,
ξj w0 [f ε , rI,l
ε
] − ξl w0 [f ε , rI,j
ε
] = 0.
We set f ε = rI,l
ε in the first formula, f ε = r ε in the second formula, mul-
I,j
tiply both formulae by ξj , and sum over j. The claim then follows from
straightforward linear algebra.
4 Periodic Coefficients
We now deal with the case where the pseudo-differential operator P depends
on the position x in an oscillating way with period of order ε. A problem of
this kind is the semiclassical limit ε → 0 for the Schrödinger equation in a
crystal (cf. [7, 18]).
For analytical convenience we use the Weyl operator formulation (cf. (1.4)).
Hence we consider the following IVP for the Cn -valued function uε (t, x):
(4.2) P (x, ξ) = P (x + γ, ξ) , ξ , γ ∈L
ξ ∈ Rm
and a(1) , . . . , a(m) form a basis of Rm . The dual basis vectors a(1) , . . . , a(m)
are determined by the equation
∗
n o
(4.5) L = a(1) j1 + . . . + a(m) jm | j1 , . . . , jm ∈ Z .
R EMARK 4.1 Assumption (B1)(iii) is crucial for obtaining the properties (P1)
below, which are the basis of the generalized Bloch decomposition.
The ellipticity condition
is sufficient for (B1)(iii), but, for example, the acoustic equation in Section 5.2
shows that (4.8) can be too stringent.
Note that only for the Weyl formalism the formal self-adjointness of the op-
erator is equivalent to the real-valuedness of a scalar symbol or to the pointwise
self-adjointness of a symbol matrix.
The assumptions on the initial datum uεI are again
For fixed ε, this defines a continuous bilinear mapping from S 0 (Rm ) × S 0 (Rm )
to C 0 where C is defined as the space of ξ-periodic test functions a(x, ξ):
C := {a ∈ C ∞ (Rm
x × Rξ ) | ∀α ∈ N , ∀β, γ ∈ N :
m m
We compute Aε (x):
X 1 Z Z Z ε ei(y−γ)·ξ
Aε (x) = f (x−εy) a x − y, k eik·γ dy dξ dk .
|B| B Rm Rm 2 (2π) m
γ∈L ξ y
and
Z Z
1 y
Aε (x) = f (x − εy) a x − ε , ξ eiy·ξ dy dξ
(2π)m Rm
y Rm
ξ
2
= aW (x, εD)f .
In the sequel we use the notation fˇ(γ) for the Fourier coefficients with
respect to k:
X Z
1
(4.14) f (k) = ˇ
f (γ)eik·γ
, ˇ
f (γ) = f (k)e−ik·γ dk .
|B|
γ∈L B
· b̌(x, µ + γ) dx .
and a calculation similar to the proof of Lemma 4.2 shows that this is indeed
the Fourier multiplier (1.3) for a periodic symbol.
The regularity of a, b allows us to conclude (4.15).
R EMARK 4.4 The relation between Wigner series (4.9) and Wigner functions
(1.6) follows directly using the reciprocal Poisson summation formula of (4.13)
and the relation |C||B| = (2π)m for the basic cells
X
(4.17) wsε (f, g)(x, k) = wε (f, g)(x, k + γ ∗ ) .
γ ∗ ∈L∗
348 P. GÉRARD ET AL.
if f ε is compact at infinity.
P ROOF : The proof is based on (4.12) with a independent of ξ.
The following proposition is analogous to Proposition 1.8 and is useful for
the proof of the evolution equation of the limiting Wigner series measures.
P ROPOSITION 4.6 Let λ be a bounded Γ∗ -periodic function such that λ ∈
C 1 (Ω), Ω ⊂ B. Let f ε , g ε be bounded sequences in L2 (Rm n
x ) such that
ε ε ε 0 ε ε 0
Ws (f , g ) → Ws (f , g ) in C . Then
Wsε (λ(εD)f ε , g ε )
(4.19) ε
= λ(k)Ws0 (f ε , g ε ) + ∇λ(k) · ∇x Ws0 (f ε , g ε ) + εrε
2i
where rε → 0 in D0 (Rm
x × Ω) as ε goes to 0.
P ROOF : We first remark that the Fourier transform with respect to x gives
d
W ε ε ε
s (f , g )(ζ, k)
X
(4.20) 1 c k γ∗ ζ k γ∗ ζ
= f ε + + ⊗ bε
g + −
(2πε)m ∗ ∗ ε ε 2 ε ε 2
γ ∈L
HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 349
d
therefore W ε ∞ m 1 dε 0 ∞
s is bounded in L (Rζ ; L (B)) and Ws → Ŵs in L (Rζ ;
m
0 0
C (B) ) weak-∗.
We have
ε dε ε ε
(4.21) d
W ε (λ(εD)f ε , g ε ) = λ k + ζ W
s s (f , g )
2
since λ is Γ∗ -periodic. Also, λ is continuous on Ω, and for (k, ζ) in a compact
subset of Ω × Rm ζ we have k + 2 ζ ∈ Ω for ε small enough, which yields
ε
d d0 ε ε 0
s (λ(εD)f , g ) → λ(k)Ws (f , g ) in D (Ω × Rζ ) .
ε ε ε m
W
But Wdε is bounded in D0 (Ω, S 0 (Rm )), which leads to the conclusion. The
s ζ
final form (4.19) follows from a Taylor expansion in (4.21).
For the Wigner series of the solution uε (t) of (4.1), that is, for wsε (t, x, ξ) :=
wsε [uε (t)](x, ξ)
= tr Wsε [uε (t)](x, ξ), we have the following important result:
P ROPOSITION 4.7 Assume (B1) and (B2) hold. Then the sequence (wsε ) in
C(Rt , C 0 ) is equicontinuous with respect to t as ε → 0.
ξ
1|ξ|≤R ε−m/2 ûεI ;
ε
is.
Now we assume that (P ε )W uεI belongs to a bounded subset of L2 . Since
(P ε )W uε solves equation (4.1a), we conclude that
ε W ε
(P ) u (t)
2 ≤ C ;
L
x γ i
(4.23) · ∇ξ P + , ξ + εζθ
ε 2
ˇ γ)ei(xζ+γξ) dx dξ dζ dθ
· â(ζ,
(2π)m
where
XZ
γ ζ
(a]P )ε (x, ξ) = (2π)−m ˇ γ)ei(xζ+γξ) P
â(ζ, x +ε ,ξ −ε dζ .
2 2
γ∈L R
m
Observe that this formula is an easy consequence of the lemma in the appendix
and of the relation (4.17) between Wigner series and Wigner transforms. Plug-
ging this formula into (4.24) and using P ε (x, ξ)∗ = −P ε (x, ξ), we get
XZ
∂wsε 1 γ ζ
,a = − ε
tr W (t, x, ξ) P x+ ε ,ξ −ε
ε
∂t ε 2 2
γ∈L R
3m
γ ζ ˇ γ)ei(xζ+γξ) dx dξ dζ .
− Pε x − ε ,ξ + ε â(ζ,
2 2 (2π)m
x γ ξ ˇ γ)ei(xζ+γξ) dx dξ dζ ,
−P + ,ξ +ε â(ζ,
ε 2 2 (2π)m
X X Z 1 Z
∂wsε 2 γ∗
,a = tr Fx W t, − − ζ, ξ ζ
ε
∂t ε
γ∈L γ ∗ ∈L∗ − 2 R
1 2m
ˇ γ) eiγ(ξ+γ ∗ /2) dξ dζ dθ
· ∇ξ P̌ (γ ∗ , ξ + εζθ) â(ζ,
(2π)m
X Z 1 Z
2 γ∗
= tr Fx W ε t, − − ζ, ξ ζ
ε
γ ∗ ∈L∗ − 2 R
1 2m
∗ γ∗ dζ
· ∇ξ P̌ (γ , ξ + εζθ) â ζ, ξ + dξ dθ .
2 (2π)m
352 P. GÉRARD ET AL.
1
Using the inequalities (with the notation hξi = (1 + ξ 2 ) 2 )
The periodicity (4.2) of the symbol matrix P allows the use of the so-called
Bloch decomposition of L2 (Rm )n , thus making the periodic-coefficient case
similar to the constant-coefficient case of Section 2.
We set Z ⊕
2 dk
(4.25) L],ε := L2 (εC)n
B |B|
(see [20] for the constant-fiber direct integral of a Hilbert space). L2],ε is
equipped with the norm
Z 1
1 2
(4.26) ku] k],ε := |u] (x, k)| dx dk
2
.
|B| εC×B
Iε
X
(4.27) u(x) −→ u] (x, k) := u(x − εγ)eik·γ
γ∈L
(note that (P ε )W acts locally since its Weyl symbol is a polynomial in ξ).
Here k plays the role of a parameter. Thus we are led to define the operator
pε (k) : D(pε (k)) → L2 (εC)n for fixed k ∈ B in the following way:
(4.30b) o
∀γ ∈ L : u(x + εγ) = u(x)eik·γ a.e. in Rm
x .
(P1) (i) For any k, the spectrum of −ip1 (k) is an infinite discrete set
{λl (k), l ∈ D} of real eigenvalues with finite multiplicities. Here
354 P. GÉRARD ET AL.
Note that the eigenspaces Slε (k) (and their projectors Πεl (k) of −ipε (k))
are obtained from Sl1 (k) by the rescaling x → xε . The eigenvalues λ(k) are
invariant under this rescaling.
In generalization of [20, 2, 18, 17], we use the above eigenvalue problems
on spaces of quasi-periodic functions to construct invariant spectral subspaces
of L2 (Rm )n .
The ε-dependent “Bloch decomposition” of L2 (Rm )n is obtained from the
direct fibers Slε (k) introduced in property (P1)(iv). We denote by Slε the
subspace of L2 (Rm )n corresponding to λl
⊕ Z
ε −1 dk
Slε := (I ) Slε (k)
(4.33) B |B|
= u(x) ∈ L (R ) | (I ε u)(·, k) ∈ Slε (k) a.e. in B
2 m n
P ROPOSITION 4.10 Let Slε be defined by (4.33). Then we have for ε ∈ (0, ε0 ]
M
(4.35) L2 (Rm )n = Slε .
l∈Z
∂ ε X
(4.38a) ε ul + i λ̌l (γ)uεl (x + εγ) = 0 , x ∈ Rm
x , t ∈ R,
∂t
γ∈L
(4.38b) uεl (x, t = 0) = uεI,l (x) , x ∈ Rm
x
for l ∈ Z, with
(4.38c) uεI,l (x) := Πεl uεI (x) .
Note that in analogy to (2.8), the time evolution of the Fourier transforms
ûl (t, ξ) is governed by
∂ ε
(4.39) ε û + iλl (εξ)ûεl = 0 , ξ ∈ Rm
ξ , t ∈ R,
∂t l
356 P. GÉRARD ET AL.
for l ∈ Z, with the Fourier transform of uεI,l (x) in (4.38c) as initial datum.
We define the lth Band-Wigner function (i.e., the Wigner series (4.9) of the
th
l component in the decomposition (4.37))
which have uniform C 0 -bounds according to Proposition 4.3. For the zeroth-
order k-moment
Z
(4.41) ε
nl (t, x) := wlε (t, x, k) dk = |uεl (t, x)|2 ,
B
The general “orthogonality result” Proposition 1.5 also holds for Wigner
series measures Ws0 , where the proof is again a consequence of the positivity
of Ws0 and the Schwarz inequality. For the Band-Wigner measures wl0 as the
limits of (4.40), that is, the Wigner series measures of components (4.37) of
uε (t, x), we have another result of that type:
L EMMA 4.13 Let j 6= l and ΩN as in (P1)(iii) with N > |j|, |l|. Then
ws0 [uεj + uεl ] = ws0 [uεj ] + ws0 [uεl ] in C 0 (Rt ; Cc0 (ΩN )0 ) .
ε∂t wsε (uεj , uεl ) + iwsε (λj (εD)uεj , uεl ) + iwsε (uεj , λl (εD)uεl ) = 0 .
L EMMA 4.15 Let ws0 (t) be the Wigner series measure of the solution uε (t)
of the IVP (4.1) and wl0 (t), l ∈ Z, be given by Lemma 4.14. Then we have for
ws0 (t), which, due to Proposition 4.7, depends continuously on t as a measure
on the whole of Rm x × B,
X
(4.47) 1ξ∈A ws0 (t) = 1ξ∈A wl0 (t)
l∈Z
[
kw [
s [f ] − ws [g]kL∞ (Rm ≤ kf − gk(kf k + kgk)
(4.49) ε ε 1
ζ ;L (B))
\
(4.50) kw \
s [u ](t) − ws [sN ](t)kL∞ (Rm m 0 ≤ C sup kr kL2 (Rm )n .
0 ε 0 ε ε
0
ζ ;Cc (Rξ ) ) N
ε>0
and a calculation using the orthogonality and invariance of the subspaces Slε as
well as the conservation k(P ε )W uε (t)kL2 (Rm )n = k(P ε )W uεI kL2 (Rm )n gives
X 1
krN k ≤
ε 2
2 k(P ) ul k
ε W ε 2
min |λl (k)|
|l|>N k∈B
(4.52)
1
≤ max k(P ε )W uεI k2 .
|l|>N min |λl (k)|2
k∈B
we get that the total mass of ws0 [uε ] − ws0 [sεN ] goes to 0 and we conclude
(4.47).
HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 359
With the additional assumption on the initial data that wI0 does not charge
on the “bad set,” that is, the complement of A (cf. (P1)(iii) and (4.46)):
(B3) Rm
x × A is a null set of the limiting initial Wigner series measure wI ,
c 0
and Z
lim x × B) .
nε (t, x) dx = ws0 [uε ](t)(Rm
ε→0 Rm
x
P ROOF : We first apply Lemma 4.15 for t = 0 and compare with the
Parseval formula
X
kuεI k2 = kuεl,I k2 .
l∈D
Now we use the explicit formula for wl0 (t) in A given by Lemma 4.14
and compare with the energy conservation of uεl (t). This shows that wl0 (t) is
supported in A.
Finally, we use Lemma 4.15 and compare with the energy conservation for
uε (t). This shows that ws0 (t) is supported in A, which gives the result.
ε2 x
(5.1) εut − i ∆uε + iVp uε = 0 , x ∈ Rm x , t ∈ R,
2 ε
with the initial condition (3.1b). Vp xε is the properly rescaled, periodic, real
potential of the crystal ions and obeys (cf. (4.2)) Vp (x + µ) = Vp (x), ∀µ ∈ L.
The symbol is hence given by
i
(5.2) P (x, ξ) = |ξ|2 − iVp (x)
2
∂ ε
(5.3) w + Θε [El ]wlε = 0 , x ∈ Rm
x , k ∈ B, t > 0,
∂t l
with the finite difference (pseudo-differential) operator
∂ 0
(5.4) w (t, x, k) + vl (k)∇x wl0 (t, x, k) = 0 , l ∈ N,
∂t l
with the “band velocities”
Assuming (B3), that is, that the limiting initial Wigner series measure does
not charge the null sets where the energy bands cross, the limiting position
density is given by
Z
ε ε→0 1 X
n −→ n0 = 0
wI,l (x − vl (k) · t, k) dk .
|B| B
l∈N
It is also possible to perform the homogenization limit for other physically in-
teresting densities. With some additional assumptions (on the energy bands) we
have (cf. [18]), for example, for the “current density” J ε (t, x) = ε Im[uε ∇uε ]
Z
ε ε→0 1 X
J −→ vl (k)wl0 (t, x, k) dk .
|B| B
l∈N
r
ε x ε
p (t = 0) = r p̃ =: pεI ,
ε I
(5.8b) r
x
ε
q (t = 0) = s ∇uεI =: qIε ,
ε
nε = |(pε , q ε )|2 .
The spatial operator defining (5.8a) is not elliptic for m > 1 since its
Weyl symbol matrix has rank 2. In fact, it does not allow control on all first
derivatives of the vector q ε but only on its divergence. As a remedy we set up
a “penalized” version of (5.8). We define
A(ξ) = |ξ|2 Id − ξ ⊗ ξ
such that
A(D) = −∆
~ + ∇x (div) .
where
p x
0 √ ε x div s( ε ) ·
r( ε )
Lε = − p x .
ε s( ε ) ∇x √ · i √ε2
x A(D)
√ ·
r( xε ) s( ε ) x
s( ε )
Let us show for L1 that the crucial assumption (B1)(iii) is satisfied. Assume
1 √
√ div s q ∈ L2 (Rm )
r
and
p p i q
s(x) ∇x √ + √ A(D) √ ∈ L2 (Rm )m .
r s s
√
Multiplying the second relation by s we obtain
p
div s∇x √ ∈ H −1 (Rm )
r
HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 363
for all (x, ξ) ∈ Rmx × Rξ . In particular, this implies that H (Rx ) is in the
m σ m n
ε W
domain of (P ) (x, εD) (see [13]).
(C1)(ii) implies
(6.3) P ε (x, ξ)∗ = −P ε (x, ξ) .
The condition (6.3), although necessary for the self-adjointness of the PDO
−i(P ε )W (·, εDx ), is by no means sufficient. Examples of sufficient conditions
are
1. σ = 1
Again, we use the notation nε = |uε |2 and nεI = |uεI |2 for the energy density.
Our task in this section will be to calculate the Wigner matrix W 0 of
(uε (t, ·)). For this, we assume that (uεI ) admits a Wigner matrix WI0 , and the
following:
(C3) (i) There exists a closed subset E of Rm x × Rξ such that, for ev-
m
x × Rξ ) \ E .
Ω = (Rm m
∂ 0
(6.5a) w + {λq , wq0 } = 0 on Rt × Ω
∂t q
(6.5b) wq0 (t = 0) = tr(Πq WI0 ) on Ω
∂ 0
(6.6a) W + {λq , Wq0 } = [Wq0 , Fq ] on Rt × Ω
∂t q
(6.6b) Wq0 (t = 0) = Πq WI0 Πq on Ω
R EMARK 6.2 (1) Unlike (i), the convergence in (ii) may not be uniform
and not even almost everywhere in t (a counterexample is given in
Section 7).
(2) Denote by W̃q0 the solution to
∂ W̃q0
(6.7a) + {λq , W̃q0 } = 0 on Rt × Ω
∂t
(6.7b) W̃q0 (t = 0) = Πq WI0 Πq on Ω
Then, since Fq∗ = −Fq , Wq0 (t) remains unitarily equivalent to W̃q0 (t), it
is actually positive. The precise formula is
(6.8) Wq0 (t) = Uq (t)W̃q0 (t)Uq (t)∗
where
∂Uq
(6.9a) + {λq , Uq } = Fq Uq
∂t
(6.9b) Uq (t = 0) = I .
Moreover, in view of the expression of Fq , we have {λq , Πq } = [Πq , Fq ],
hence Wq0 = Πq Wq0 Πq . Then an elementary computation shows that
equation (6.6a) can be rewritten as
∂Wq0
(6.10) + Πq λq , Wq0 Πq = Wq0 , Πq Q0 Πq .
∂t
(3) Observe that Πq {λq , W }Πq can be seen as the covariant derivative of
the matrix-valued distribution W along the Hamiltonian vector field of
λq associated to the induced connection on the subbundle defined by the
equations W = Πq W Πq .
P ROOF OF T HEOREM 6.1: Using equation (6.1a), we have
∂W ε
(6.11) ε = −W ε (P ε )W (x, εD)uε , uε − W ε uε , (P ε )W (x, εD)uε .
∂t
In view of (1.37), (1.38), (C1)(i), and (6.3), we can rewrite (6.11) as
∂W ε W εP ε − P εW ε 1
(6.12) = + ({W ε , P ε } − {P ε , W ε }) + Rε ,
∂t ε 2i
where Rε → 0 in L∞ (Rt , S 0 (Rm
x × Rξ )). From (6.12), we first conclude two
m
facts:
1. Taking the trace of (6.12), we observe that ∂w
ε
∞
∂t is bounded in L (Rt ,
0
S (Rx ×Rξ )). This implies the uniform convergence stated in Theorem
m m
6.1(i).
2. Passing to the limit in (6.12), we observe that every limit W 0 of a subse-
quence of (W ε ) in L∞ (Rt , S 0 ) weak-∗ has to satisfy
(6.13) W 0P 0 = P 0W 0 .
In particular, on Rt × Ω, for 1 ≤ q ≤ d,
(6.14) W 0 Πq = Πq W 0 .
368 P. GÉRARD ET AL.
∂
Πq W 0 Πq = Πq W 0 Q0 Πq − Πq Q0 W 0 Πq
(6.15) ∂t
1
+ Πq {W 0 , P 0 } − {P 0 , W 0 } Πq .
2i
∂ 0 0 1
(6.16) Wq = Wq , Πq Q0 Πq + Πq W 0 , P 0 − P 0 , W 0 Πq .
∂t 2i
P
On Ω, we have P 0 = i dl=1 λl Πl . Hence
0 0 X
d
0
W , P Πq = i W , λl Πl Πq
l=1
(6.17)
Xd
0 X
d
=i W , λl Πl Πq + i λl W 0 , Πl Πq .
l=1 l=1
∂ 0 0
Wq = Wq , Πq Q0 Πq − Πq {λq , W 0 }Πq
∂t
(6.18)
1X
d
− λl Πq {Πl , W 0 } − {W 0 , Πl } Πq
2
l=1
We claim that the third term in the right-hand side cancels. This is a conse-
quence of the following lemma:
L EMMA 6.3 Let Π1 and Π2 be two projector-valued C ∞ -functions and W
be a matrix-valued distribution on Ω ⊂ Rm
x × Rξ . Assume that
m
Π1 Π2 = Π2 Π1 = 0 , Πj W = W Πj , j = 1, 2.
Then
(6.19) Π1 ({Π2 , W } − {W, Π2 }) Π1 = 0 .
HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 369
Hence
Π1 ({Π2 , W } − {W, Π2 }) Π1
(6.21) = {Π1 , Π2 }W Π1 − Π1 W {Π2 , Π1 }
− {Π1 , Π2 W }Π1 + Π1 {W Π2 , Π1 } .
Since Π2 W = W Π2 , the two last terms on the right-hand side of (6.21) give,
in view of (6.20),
But {Π1 , Π2 } = {Π1 , Π22 } = {Π1 , Π2 }Π2 in view of (6.20). Hence {Π1 , Π2 }
Π1 = 0 and similarly Π1 {Π2 , Π1 } = 0. This completes the proof.
Now we come back to (6.18). For q 6= l, we have
Πq Πl , W 0 − W 0 , Πl Πq = 0
so that
h i
λq , Wq0 = Πq λq , W 0 Πq + Wq0 , [Πq , {λq , Πq }]
where the last equality comes from (6.14). This implies that, on Rt ×Rm
x ×Rξ ,
m
we have X
(6.23) W0 ≥ Wq0 1Ω
q
= lim kuεI k2
where the last inequality comes from Proposition 1.7(ii). We conclude that
(6.23) is an equality. Repeating the same argument as in the proof of The-
Rorem 2.1, 0we also conclude that n (t, ·) converges locally uniformly in t to
ε
Rm (tr W )(t, x, dξ). Finally, the last statement comes from Proposition 1.7(i)
ξ
and the fact that ∀z ∈ Cn and ∀t ∈ R, (z · uε ) is ε-oscillatory. Thus Theorem
6.1 is completely proved.
HOMOGENIZATION LIMITS AND WIGNER TRANSFORMS 371
X
3
(7.6) (iγ µ ∂µ − M + gγ µ Aµ ) Ψ = 0 .
µ=0
X
3
(7.10) n(t, x) = J0 (t, x) = Ψµ (t, x) · Ψµ (t, x) .
µ=0
Notice that here the Weyl symbol (P )W coincides with the left symbol (1.3).
From (7.7) and (7.8) we immediately see that iP is hermitian. We set
X
3
Q := γ 0 γ k (ξk − eAk (x)) + m0 cγ 0 .
k=1
Therefore Theorem 6.1 applies with the empty set E in assumption (C3) and
we have Z Z
ε→0
(7.15) n (t, x) −→
ε 0
w+ (t, x, dξ) + 0
w− (t, x, dξ)
R3ξ R3ξ
374 P. GÉRARD ET AL.
0 and w 0 are given by
where the positive measures w+ −
(7.16) 0 + ∇ λ± · ∇ w 0 − ∇ λ± · ∇ w 0 = 0
∂t w± ξ x ± x ξ ±
(7.17) 0 (t = 0) = tr(Π W 0 ) .
w± ± I
As usual, WI0 denotes a Wigner measure matrix of ΨεI . The projections are
easily calculated. We have
1 1 1 1
(7.18) Π+ = (Id + Q) , Π− = (Id − Q) ,
2 σ 2 σ
P
with σ = ( 3k=1 |ξk − eAk |2 + m20 c2 )1/2 .
We remark that (7.16) is not yet the Liouville equation for transport with
a Lorentz force.
With the definition
(7.19) 0
f± (t, x, ξ) = w± (t, x, eA ± ξ)
ξ
(7.20) v(ξ) = p ,
|ξ| + m20 c2
2
Here W 0 (t) is the Wigner measure of the solution Ψε (t) of (7.11)–(7.13). The
final expression for the current (7.22) using (7.20) is given by
Z
0
(7.23) Jk (t, x) = vk (ξ) (f+ (t, x, dξ) + f− (t, x, dξ))
R3ξ
∂t f ε + ∂x f ε = 0 , ∂t g ε − ∂x g ε = 0 ,
with initial data
fIε (x) = a(x + 1) ei(x+1)/ε , gIε (x) = b(x − 1) ei(x−1)/ε ,
where a, b are two functions in L2 (R). An elementary calculation yields
f ε (t, x) = a(x + 1 − t) ei(x+1−t)/ε , g ε (t, x) = b(x − 1 + t) ei(x−1+t)/ε ;
hence
wε (uε (t))(x, ξ) = e2i(1−t)/ε wε (a(· + 1), b(· − 1))(x, ξ − 1)
which goes to 0 weakly in t, while
w0 [uε (1)] (x, ξ) = a(x + 1) b̄(x − 1) δ(ξ − 1) .
Thus the convergence is not uniform in t ∈ [0, 1].
376 P. GÉRARD ET AL.
where
Z
−2m z ζ
(a]p)ε (x, ξ) = (2π) â(ζ, z) e i(xζ+ξz)
p x +ε ,ξ −ε dz dζ .
2 2
(A.2)
where m
1
(A.4) ε
Mx,ξ g(y) = e−2i(x−y)·ξ/ε g(2x − y) .
πε
Applying (A.3) and (1.8), we obtain
wε pW (x, εD)f, g (x, ξ) = pW (x, εD)f | Mx,ξ
ε
g = wε f, Mx,ξ
ε
g ,p .
where
Z
ε
G(y) = Mx,ξ g(y)ā(x, ξ) dx dξ
Z
−m
= (πε) g(2x − y) e−2i(x−y)ξ/ε ā(x, ξ) dx dξ
Z
−2m
= (2π) g(y − εz)e−iζ(y−εz/2) â(ζ,
¯ z) dz dζ .
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