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The edge calculus of boundary value problems

, (3.62) cf. the formula (3.51).

Theorem 3.22. An elliptic A ∈ Bµ,d(N ; v; Rl) for v = (j1, j2) has a properly sup-ported parametrix P ∈ B−µ,(d−µ)+(N ; v−1; Rl) for v−1 = (j2, j1) in the sense PA = I − CL, AP = I − CR for remainders CL ∈ B−∞,max{µ,d}(N ; (j1, j1); Rl), CR ∈ B−∞,(d−µ)+(N ; (j2, j2); Rl).

3.4 The edge calculus of boundary value problems

Our next objective is to outline the pseudo-differential edge calculus of boundary value problems. In order to explain the background we first recall the notion of a manifold B with edge Z.

Definition 3.23. (i) A manifold B with edge Z is a disjoint union B = (B \ Z) ∪ Z where both B \ Z and Z are Cmanifolds, and Z has a neighbourhood V in B with the structure of a locally trivial X-bundle over Z for a closed C manifold X,

X:= (R+× X)/({0} × X). (3.63)

The space (3.63) is a cone with base X; the bottom {0} × X of the cylinder R+× X is collapsed to a single point, the vertex of the cone. The transition maps X× Ω → X× ˜Ω between different trivialisations of the bundle V referring to open sets Ω, ˜Ω ⊆ Rdim Z on Z (that represent charts on Z) are defined as quotient maps of isomorphisms (R+× X) × Ω → (R+× X) × ˜Ω between the trivial bundles with fibre R+× X with respect to the projection R+× X → X.

3 BOUNDARY VALUE PROBLEMS ON MANIFOLDS WITH EDGE 53 (ii) A manifold M with edge Z and boundary is a disjoint union M = (M \ Z) ∪ Z where M \ Z is a C manifold with boundary and Z a C manifold, and Z has a neighbourhood W in M with the structure of an N-bundle over Z for a Cmanifold N with boundary ∂N . The transition maps N× Ω → N× ˜Ω between different trivialisations are defined as restrictions of trivialisations (2N )× Ω → (2N )× ˜Ω in the sense of (i) where 2N is the double of N , (obtained by gluing together two copies N, N+ of N along the common boundary ∂N with N+ being identified with N ) and the restriction concerns the “plus copy” N+ of (2N )× Ω.

Example 3.24. (i) Given a C manifold X then the wedge

B := X× Z (3.64)

is a manifold with edge in the sense of Definition 3.23 (i).

(ii) If N is a C manifold with boundary ∂N then

M := N× Z (3.65)

is a manifold with edge and boundary in the sense of Definition 3.23 (ii).

Remark 3.25. If M is a manifold with edge Z and boundary then ∂M := ∂(M \ Z) ∪ Z is a manifold with edge as in Definition 3.23 (i), where X plays the role of ∂N .

In our application we have G = M for N = S+1 := S1∩ R2+. The edge Z is embedded in the boundary of codimension 1 and in M of codimension 2, and in this case, since M is a smooth manifold with boundary, we simply write ∂M , regarded as a manifold with edge Z. By gluing together two copies M, M+ of M along the common boundary ∂(M\ Z), i.e., setting 2M := 2(M \ Z) ∪ Z we obtain a manifold with edge Z in the sense of Definition 3.23 (i). The analysis of operators on a manifold M with edge Z and boundary refers to M \ Z, locally modelled on Cartesian products N× Ω for N := R+× N 3 (r, x), r ∈ R+, x ∈ N , z ∈ Ω. An empty boundary as in Definition 3.23 (i) is a special case. As soon as we have a non-trivial boundary then for n = dim N we identify N locally near

∂N by Rn+3 x = (x0, xn) and ∂N by xn= 0. The covariables then split into (ξ0, ξn).

Another essential notion is the corresponding stretched manifold. The stretched manifold associated with (3.64) is

B := R+× X × Z.

This is a smooth manifold with boundary {0} × X × Z, the latter identified with X × Z.

In other words

∂B = X × Z

is a (in this case trivial) X-bundle over the edge Z. From this we also obtain the stretched manifold B associated with B in Definition 3.23 (i), by invariantly attaching {0} × X × Ω to the Cartesian products X× Ω from the trivialisations X.

We also have the notion of a stretched manifold for (3.65), namely,

M := R+× N × Z (3.66)

which may be regarded as a subspace of the double of M . Note that (3.66) has corners.

Then we also obtain the streched manifold M associated with M in Definition 3.23 (ii) by invariantly attaching {0} × N × Ω to the Cartesian products N × Ω from the trivialisations N× Ω.

For future references we indicate the local models of M near Z in terms of singular charts. By definition the edge Z ⊂ M has a neighbourhood U in M such that there is an isomorphism in the catogery of manifols with edge an boundary

χ: U → N× Rq (3.67)

which restricts to a diffeomorphism χ0 : U ∩ Z → Rq and to an isomorphism

χ : U \ Z → N× Rq (3.68)

in the category of manifolds with boundary. There is finite atlas of such maps close to Z and the sets U ∩ Z form an open covering of Z by coordinate neighbourhoods. Choose functions

j}j=1,...,N, {ϕ0j}j=1,...,N (3.69) where the ϕj form a subordinate partition of unity on Z, and ϕ0j ∈ C0(Gj), ϕ0j  ϕj for all j.

In order to formulate the edge calculus of boundary value problems on a manifold M with edge and boundary we prepare some tools on parameter-dependent boundary value problems over N .

According to the generalities of the edge calculus we start with operator functions p(r, z, ρ, ζ) := ˜p(r, z, rρ, rζ) (3.70) for ˜p(r, z, ˜ρ, ˜ζ) ∈ C(R+× Rq, Bµ,d(N ; R1+qρ, ˜˜ζ )), cf. Definition 3.13.

Functions with values in Bµ,d refer to the natural Fr´echet topology in spaces of pseudo-differential boundary value problems with the transmission property at the boundary, see, for instance, [16, Remark 3.1.20], or [32, Theorem 4.3.38].

Let Mµ,dO (N ; Rlλ) defined to be the set of all h(w, λ) ∈ A(C, Bµ,d(N ; Rlλ)) such that h(β + iρ, λ) ∈ Bµ,d(N ; R1+lρ,λ)) for every β ∈ R, uniformly in compact β-intervals. A well-known Mellin quantisation result, cf. [32, Theorem 3.2.7], [16, Theorem 7.2.1] tells us that there is an

˜h(r, z, w, ˜ζ) ∈ C(R+× Rq, Mµ,dO (N ; Rqζ˜)) (3.71) such that for

h(r, z, w, ζ) := ˜h(r, z, w, rζ) we have

Opr(p)(z, ζ) = opγM(h)(z, ζ) mod C(Rq, B−∞,d(R+× N ; Rqζ)) (3.72) for every γ ∈ R. The operator family ˜p(r, z, ˜ρ, ˜ζ) has a pair of parameter-dependent prin-cipal and boundary symbols, namely,

σψ(˜p)(r, x, z, ˜ρ, ξ, ˜ζ), σ(˜p)(r, x0, z, ˜ρ, ξ0, ˜ζ), (3.73)

3 BOUNDARY VALUE PROBLEMS ON MANIFOLDS WITH EDGE 55 the relations (3.55), (3.58), and (3.60). The variables (r, z) comes from the coefficients and the parameters are ( ˜ρ, ˜ζ), treated as additional covariables, cf. also the notation in Subsection 3.2. Then (3.70) itself has corresponding symbols

σψ(p)(r, x, z, ρ, ξ, ζ), σ(p)(r, x0, z, ˜ρ, ξ0, ζ), (3.74) obtained from (3.73) by replacing ( ˜ρ, ˜ζ) by (rρ, rζ).

Let us fix cut-off functions ω00 ≺ ω ≺ ω0 on the r half-axis, and let φ ≺ φ0 be other cut-off functions in r. For a function χ in r ∈ R+ we set χζ(r) := χ(r[ζ]) where ζ → [ζ] is a strictly positive function in Rq such that [ζ] = |ζ| for |ζ| > const for some constant > 0, and χ|ζ|(r) := χ(r|ζ|).

Set

a(z, ζ) := φr−µζopγ−n/2M (h)(z, ζ)ωζ0 + (1 − ωζ)Opr(p)(z, ζ)(1 − ω00ζ) φ0 (3.75) with p and h being connected via (3.72). According to (3.55) and (3.58), (3.57), we form

σψ(a)(r, x, z, ρ, ξ, ζ) := r−µφ(r)σψ(p)(r, x, z, ρ, ξ, ζ), (3.76)

σ(a)(r, x0, z, ρ, ξ0, ζ) := r−µφ(r)σ(p)(r, x0, z, ρ, ξ0, ζ). (3.77) Let

p0(r, z, ρ, ζ) := ˜p(0, z, rρ, rζ), h0(r, z, w, ζ) := ˜h(0, z, w, rζ). (3.78) Then we define the (twisted) homogeneous principal edge symbol of (3.75) by

σ(a)(z, ζ) := r−µ|ζ|opγ−n/2M (h0)(z, ζ)ω|ζ|0 + (1 − ω|ζ|)Opr(p0)(z, ζ)(1 − ω|ζ|00 )}. (3.79) For µ =

 µ µ − 1/2

µ + 1/2 µ



we have

a(z, ζ) ∈ Sµ

Rq× Rq;

Ks,γ(N)

Ks−1/2,γ−1/2((∂N )) ,

Ks−µ,γ−µ(N)

Ks−1/2−µ,γ−1/2−µ((∂N ))



κ⊕κ0,κ⊕κ0. (3.80) Concerning s we impose the same conditions as in Subsections3.2, 3.3, e.g., s > −1/2, etc.

We employ the symbol spaces (3.18) with (z, ζ) variables and covariables, and the involved Hilbert spaces in this case are direct sums in (3.80) with the group action

κ ⊕ κ0 for (κδu)(r, x) := δn+12 u(δr, x), (κ0δu0)(r, x) := δn2u(δr, x0), δ ∈ R+, (3.81) n = dim N . Observe that κδand κ0δare unitary in K0,0(N) and K0,0((∂N )), respectively, which implies (κδ) = κδ−1, (κ0δ) = κ0δ−1. Here x and x0 denote points on N and ∂N , respectively.

Let us now turn to another category of operator-valued symbols in the edge calculus of boundary value problems, namely, the Green symbols with (in the present case discrete) asymptotics. The notion will also include trace and potential symbols, referring to the various strata of our configuration.

The spaces of symbols in the following refer to the group actions

κ = {κδ}δ∈R+, κδ:= diag(κδ, κ0δ, idC) (3.82)

for κδ, κ0δ as in (3.81). Those may be applied to spaces with weight for r → ∞, namely, Ks,γ;e(N) := hri−eKs,γ(N), Ks00;e0((∂N )) := hri−e0Ks00((∂N ))

for any s, s0, γ, γ0, e, e0∈ R. The same is true of subspaces with asymptotics. In the simplest case asymptotics for r → 0, say in the spaces Ks,γ;e(N), will be indicated by a discrete asymptotic P, i.e., a sequence

P = {(pj, mj)}j∈J ⊂ C × N

for a subset J ⊂ N∪{∞}, Re pj < n+12 −γ. Modulo a remainder of some flatness at r = 0 dis-crete asymptotics of a function u ∈ Ks,γ(N) means u(r, x) =P

j∈J

Pmj

k=0cjk(x)r−pjlogkr for coefficients cjk ∈ C(N ). By Ks,γP (N) we denote the Fr´echet subspace of Ks,γ(N) with such asymptotics, and we also set KPs,γ;e(N) := hri−eKs,γP (N). Details around weighted distributions may be found in [32]. There is also a notion of continuous asymp-totic types. This case is also studied in [18] and [32]. Here we tacitly employ these notions, using that the group action in Ks,γ;e(N) restricts to group actions in the Fr´echet sub-spaces Ks,γ;eP (N) for discrete or continuous asymptotic type P. The exponents pj in the discrete asymptotics will be controlled in a weight interval Θ := (ϑ, 0], −∞ ≤ ϑ < 0 and we require πCP := {pj}j∈J to be contained in the stripn+1

2 − γ + ϑ < Re z < n+12 − γ . We identify πCP with the carrier of the discrete asymptotic type P and we say in this case that (γ, Θ) is associated with the weight data (γ, Θ). In the case of continuous asymptotics a similar relation is required for the carrier of asymptotics. Similar notions make sense over (∂N ) for r → 0; in this case we replace n by n − 1. If an operator refers to spaces with asymptotics where a weight γ is transported to another weight, say, γ − µ, then carriers of asymptotics are controlled in a strip of width Θ on the left of the respective weight lines. Weight data in the notation of corresponding operator spaces are then denoted by (γ, γ − µ, Θ) =: g. Later on we keep ϑ fixed once and for all and omit it.

The following definition concerns 3 × 3 block matrix-valued symbols with a scheme of orders

ν :=

ν ν − 1/2 ν − 1 ν + 1/2 ν ν − 1/2

ν + 1 ν + 1/2 ν

, ν:=

ν ν + 1/2 ν + 1 ν − 1/2 ν ν + 1/2

ν − 1 ν − 1/2 ν

, ν ∈ R.

Definition 3.26. (i) A Green symbol g(z, ζ) of order ν ∈ R and type 0 is an operator family

g(z, ζ) ∈ Sclν Rq× Rq;

Ks,γ;e(N)

Ks−1/2,γ−1/2;e((∂N ))

⊕ C

,

K∞,γ−µ;∞P (N)

⊕ K∞,γ−1/2−µ;∞

P0 ((∂N ))

⊕ C

!

κ,κ

(3.83)

3 BOUNDARY VALUE PROBLEMS ON MANIFOLDS WITH EDGE 57 such that for the (z, ζ)-wise formula adjoints we have

g(z, ζ) ∈ Sclν Rq× Rq;

Ks,−γ+µ;e(N)

Ks,−γ+1/2+µ;e((∂N ))

⊕ C

,

K∞,−γ;∞Q (N)

K∞,−γ+1/2;∞Q0 ((∂N ))

⊕ C

!

κ

,

(3.84) for all s > −1/2, e ∈ R, and g-dependent asymptotic types P, Q and P0, Q0, asso-ciated with the weight γ − µ, including the fixed weight interval Θ in the involved spaces. Here the formal adjoint is defined via

u, g(z, ζ)

K0,0(N)⊕K0,0((∂N ))⊕C= g(z, ζ)u, v

K0,0(N)⊕K0,0((∂N ))⊕C (3.85) for arbitrary u ∈ C0(R+ × 2N )|R+×int N ⊕ C0(R+ × ∂N ) ⊕ C, v ∈ C0(R+ × 2N )|R+×int N ⊕ C0(R+× ∂N ) ⊕ C, cf. the formulas (3.41) and (3.42).

(ii) A Green symbol of order ν ∈ R and type d ∈ N is an operator family of the form g(z, ζ) =Pd

j=0gj(z, ζ)diag(Djt, 0, 0) for s > d − 1/2 where gj are Green symbols of order ν − j and type 0 in the sense of (i). Here Dt means a first order differential operator on N which coincides with ∂t in a collar neighbourhood of ∂N .

Remark 3.27. The meaning of (3.83), (3.84) is as follows. The relations (3.83), (3.84) may be first restricted to smooth functions indicated after (3.85); then g extends by continu-ity to Ks,γ;e(N) ⊕ Ks,γ−1/2;e((∂N )) ⊕ C and g to Ks,−γ+µ;e(N) ⊕ Ks,−γ+µ;e((∂N )) ⊕ C for all s > −1/2. What concerns the role of s in the spaces in the middle we may insert an arbitrary s0∈ R.

From Definition 3.26 applied to ν = µ and generalities on classical operator-valued symbols a Green symbols g(z, ζ) = (gij(z, ζ)i,j=1,2,3has a 3×3 matrix of principal symbols of twisted the homogeneities

µ =

µ µ − 1/2 µ − 1 µ + 1/2 µ µ − 1/2

µ + 1 µ + 1/2 µ

referring to the triple of group actions (3.82), for all (z, ζ) ∈ Rq× (Rq\ {0}). The corre-sponding 3 × 3 matrix of twisted homogeneous functions associated with g(z, ζ) will be denoted by σ(µ). It is also called the homogeneous edge symbol belonging to g written

σ(g)(z, ζ) := g(µ)(z, ζ). (3.86) From Definition 3.26 (ii) we see that (3.86) induces an operator family

σ(g)(z, ζ) :

Ks,γ(N)

Ks−1/2,γ−1/2((∂N ))

⊕ C

K∞,γ−µ(N)

K∞,γ−1/2−µ((∂N ))

⊕ C

. (3.87)

for any s > d − 1/2.

Another essential ingredient of the edge calculus of boundary value problems are the smoothing Mellin operators which are generated in the construction of parametrices of elliptic operators and involved in the asymptotics of solutions close to Z. For the formu-lation we need corresponding meromorphic Mellin symbols.

A sequence

A smoothing Mellin edge symbols in our calculus associated with the weight data g = (γ, γ − µ, Θ), Θ := (−(k + 1), 0]), k ∈ N, is a family of operators

In future we always omit the fixed weight interval and simply write g = (γ, γ − µ). In (3.88) we assume arbitrary f ∈ C(Rq, M−∞,dR

(N )) satisfying the relations γ − j ≤ γ ≤ γ, πCR∩ Γn+1

2 −γ = ∅ for all j, α. Here ω, ω0 are arbitrary cut-off functions.

Recall that when we change γ under the mentioned conditions we only change m(z, ζ) by a Green symbol. Also a change of the cut-off functions modifies m(z, ζ) by a Green symbol.

It is easy to verify that

m(z, ζ) ∈ Sclµ Rq× Rq; some resulting Q, Q0. Asymptotic types in parentheses means that the symbol property holds between spaces without and with corresponding asymptotics.

As classical symbols the operators (3.88) have a (twisted) homogeneous principal symbol of order µ, interpreted as an edge symbol,

σ(m)(z, ζ) =

The symbol (3.89) will be interpreted as a family of operators

σ(m)(z, ζ) :

3 BOUNDARY VALUE PROBLEMS ON MANIFOLDS WITH EDGE 59 be the space of Green symbols in the sense of Definition 3.26. The notation g = (γ, γ − µ) in (3.91) is an abbreviation for the weight shifts occurring in the entries of (3.83), i.e., the weight shift in upper left is γ to γ − 1/2 − µ, etc., cf. also the weights in the formulas

we denote the space of all

a(z, ζ) :=a(z, ζ) 0 induces a family of continuous operators

σ(a)(z, ζ) :

σ(a31)(z, δζ) = δµ+1idCσ(a31)(z, ζ)κ−1δ , σ(a32)(z, δζ) = δµ+1/2idCσ(a32)(z, ζ)κ0−1δ , σ(a33)(z, δζ) = δµidCσ(a33)(z, ζ)idC.

Theorem 3.28. Let a(z, ζ) ∈ Rµ,d(Rq× Rq, g) and assume (for convenience) that a is independent of z for large |z|. Then Opz(a) induces continuous operators

Opz(a) :

Ws(Rq, Ks,γ(N))

Ws(Rq, Ks−1/2,γ−1/2((∂N )))

⊕ Hs−1(Rq)

Ws−µ(Rq, Ks−µ,γ−µ(N))

Ws−µ(Rq, Ks−1/2−µ,γ−1/2−µ((∂N )))

⊕ Hs−1−µ(Rq) for every s > d − 1/2.

Let us now formulate the algebra of pseudo-differential boundary value problems on a manifold M with boundary and edge. First we have the global analogue of weighted Sobolev spaces and subspaces with asymptotics.

First on a compact manifold D with edge Z as at the beginning of this section we have the weighted Sobolev space Hs,γ(D) ⊂ Hlocs (D \ Z), locally near Z in the splitting of variables of the stretched wedges

R+× 2N × Rq 3 (r, x, z) (3.98)

modelled on Ws(Rq, Ks,γ((2N )). Then for D := 2M we set

Hs,γ(M ) := Hs,γ(D)|(int M )\Z. (3.99) Moreover, since ∂M is a manifold with edge Z (and without boundary), locally near Z modelled on

R+× ∂N × Rq3 (r, x0, z), (3.100) we have the spaces Hs,γ(∂M ), locally near Z modelled on Ws(Rq, Ks,γ((∂N )). In addition we have the subspaces HPs,γ(M ) and HPs,γ0 (∂M ) with discrete asymptotics of type P and P0, locally described by Ws(Rq, Ks,γP (N)) and Ws(Rq, Ks,γP0((∂N ))), respectively.

We now establish the operator space

B−∞,d(M, g) (3.101)

of smoothing elements of type d ∈ N in the edge calculus of boundary value problems for weight data g = (γ, γ − µ), k ∈ N ∪ {∞}. We first define (3.101) for d = 0. This space consists of all operators C that induce with their formal adjoints C continuous maps

Hs,γ(M )

Hs−1/2,γ−1/2(∂M )

⊕ Hs−1(Z)

HP∞,γ−µ(M )

HP∞,γ−1/2−µ0 (∂M )

⊕ H(Z)

,

Hs,−γ+µ(M )

Hs+1/2,−γ+1/2+µ(∂M )

⊕ Hs+1(Z)

HQ∞,−γ(M )

HQ∞,−γ+1/20 (∂M )

⊕ H(Z) for all s > −1/2 and asymptotic types P, P0 and Q, Q0, depending on C.

For arbitrary d ∈ N we define (3.101) as the set of all C =Pd

j=0Cjdiag(Dj, 0, 0) for arbi-trary Cj ∈ B−∞,0(M, g) where Dj is a differential operator of order j that is locally in the

3 BOUNDARY VALUE PROBLEMS ON MANIFOLDS WITH EDGE 61 variables (r, x, z) for x = (x0, xn) of the form ∂xjn close to xn= 0.

For a compact manifold M with edge Z and boundary we fix a finite system of singu-lar charts χj : Uj → N× Rq and associated χj : Uj \ Z → N × Rq as in (3.67), (3.68). Moreover, let ω00 ≺ ω ≺ ω0 be cut-off functions on the r half-axis, and set Φj := diag(ω, ω, ϕj), Φ0j := diag(ω0, ω0, ϕ0j) with the above-mentioned functions ϕj ≺ ϕ0j, cf. formula (3.69).

Definition 3.29. Let M be a compact manifold with edge Z and boundary. By

Bµ,d(M, g) (3.102)

for µ ∈ Z, the 3 × 3 matrix as above, d ∈ N, and weight data g = (γ, γ − µ) (which is an abbreviation of (3.107) below, later on also indicated by gnl) we denote the set of all operators

A= (Aij)i,j=1,2,3 (3.103)

of the form

A=

N

X

j=1

Φjj)−1 Opz(aj0j+ Aint+ C (3.104)

for arbitrary aj ∈ Rµ,d(Rq×Rq, g), Aint:= diag(1−ω, 1−ω, 0)(Aij)i,j=1,2 0

0 0



diag(1−

ω00, 1 − ω00, 0) for (Aij)i,j=1,2∈ Bµ,d(M \ Z), C ∈ B−∞,d(M, g).

By

Bµ,dM +G(M, g) (Bµ,dG (M, g)) (3.105) we denote the subspaces defined by (Aij)i,j=1,2= 0 and aj ∈ Bµ,dM +G (Bµ,dG ).

Theorem 3.30. An operator A ∈ Bµ,d(M, g) induces continuous operators

A= (Aij)i,j=1,2,3:

Hs,γ(M )

Hs−1/2,γ−1/2(∂M )

⊕ Hs−1(Z)

Hs−µ,γ−µ(M )

Hs−1/2−µ,γ−1/2−µ(∂M )

⊕ Hs−1−µ(Z)

(3.106)

for all s ∈ R, s > d − 1/2.

The proof of this result relies on the fact that the local amplitude functions aj in (3.104) are operator-valued symbols in (3.95) and that the local operators Opz(·) induce continuous maps in the corresponding edge spaces Ws(Rq, · ), cf. the above definition of (3.99), cf.

Remark 3.3.

Remark 3.31. We already commented the meaning of µ as a 3 × 3 matrix of orders.

Writing A in the form (3.103) the entries Aij have corresponding orders, associated weight data gij and a specific meaning. The 9 appearing operator spaces are denoted by

Bµ,d(M, g11)int, Bµ−1/2,0(M, g12)potential on ∂M, Bµ−1,0(M, g13)potential on Z, Bµ+1/2,d(M, g21)trace to ∂M, Lµ(∂M, g22), Lµ−1/2(∂M, g23)potential on Z, Bµ+1,d(M, g31)trace to Z, Lµ+1/2(∂M, g32)trace to Z, Lµcl(Z).

(3.107)

The weight data gij correspond to the weights in (3.106), namely, g11:= g = (γ, γ − µ), g12:= (γ − 1/2, γ − µ), g13:= (−, γ − µ)

g21:= (γ, γ − 1/2 − µ), g22:= (γ − 1/2, γ − 1/2 − µ), g23:= (−, γ − 1/2 − µ), g31:= (γ, −), g32:= (γ − 1/2, −), g33:= (−, −)

(3.108) where “ − ” indicates that the corresponding space has no weight.

The following definition of a space of BVPs on a compact manifold M with boundary ∂M and edge Z employs tuples of order reducing operators both on ∂M and on Z. Beginning with Z we refer to the following well-known fact, cf. for instance, [32, Remark 1.2.27].

Lemma 3.32. For every ν ∈ R there is an Rν ∈ Lνcl(Z) which induces isomorphisms Rν : Hs(Z) → Hs−ν(Z) for all s ∈ R.

In the following we fix such operators in such a way that (Rν)−1= R−ν for all ν.

Concerning ∂M we have the space

Lµ(∂M, e), µ ∈ R, e := (γ − 1/2, γ − 1/2 − µ) of edge pseudo-differential operators of order µ, with the weight data e.

Ellipticity, etc., are usually connected with additional Shapiro-Lopatinskij elliptic edge conditions of trace and potential type. However, there are order reducing elements without conditions of that kind.

Theorem 3.33. [20, Theorem 3.1.4] For every µ, γ ∈ R there exists a Pµ ∈ Lµ(∂M, e) which induces isomorphisms Pµ: Hs,γ−1/2(∂M ) → Hs−µ,γ−1/2−µ(∂M ) for all s ∈ R, and for the inverse we have P−µ:= (Pµ)−1∈ L−µ(∂M, e−1), e−1:= (γ − 1/2 − µ, γ − 1/2).

Next we define spaces of boundary value problems on a compact manifold M with bound-ary ∂M and edge Z. To this end we extend the meaning of the matrix µ from the nor-malised form in (3.91) to the case

µ :=

µ (µ − 1/2 − αm)m=1,...,j1 (µ − 1 − πi)i=1,...,d1

t(µ + 1/2 + βl)l=1,...,j2 (µ + βl− αm)m=1,...,j1

l=1,...,j2

(µ−1/2+βl−πi)i=1,...,d1

l=1,...,j2

t(µ + 1 + τk)k=1,...,d2 (µ+1/2+τk−αm)m=1,...,j1

k=1,...,d2

(µ + τk− πi)i=1,...,d1

k=1,...,j2

 (3.109) for systems of orders (αm)m=1,...,j1, (βl)l=1,...,j2, (πi)i=1,...,d1, (τk)k=1,...,d2, and dimensions v := (j1, j2), d := (d1, d2). Moreover, we need a notation for the system g of weight shifts of 3 × 3 block matrix operators (3.112) below, consisting of

g11= (γ, γ − µ), g12= (γ − 1/2 − αm, γ − µ)m=1,...,j1, g13= (−, γ − µ),

g21= (γ, γ − 1/2 − µ − βl)l=1,...,j2, g22= (γ − 1/2 − αm, γ − 1/2 − µ − βl)m=1,...,j1

l=1,...,j2

, g23= (−, γ − 1/2 − µ − βl)l=1,...,j2,

g31= (γ, −), g32= (γ − 1/2 − αm, −)m=1,...,j1, g33= (−, −).

(3.110)

3 BOUNDARY VALUE PROBLEMS ON MANIFOLDS WITH EDGE 63 Definition 3.34. Let M be a compact manifold with boundary ∂M and edge Z. Then

Bµ,d(M, g; w) (3.111)

for µ ∈ Z, d ∈ N, w := (j1, j2; d1, d2), is defined to be the space of all continuous block matrix operators

A:

Hs,γ(M )

jm=11 Hs−1/2−αm,γ−1/2−αm(∂M )

di=11 Hs−1−πi(Z)

Hs−µ,γ−µ(M )

jl=12 Hs−1/2−µ−βl,γ−1/2−µ−βl(∂M )

dk=12 Hs−1−µ−τk(Z)

(3.112)

for s > d − 1/2, such that the entries of

Anl:= diag (1, P−β, R−τ)A diag (1, Pα, Rπ) (3.113) are (according to the position in the block matrix ) operators as in Remark 3.31. Here Pα :=

diag (Pα1, . . . , Pαj1), Rπ := diag (Rπ1, . . . , Rπd1), etc., are furnished by order reducing operators Rπd1 in the sense of Lemma 3.32 and Theorem 3.33.

By Bµ,dM +G(M, g; w) (Bµ,dG (M, g; w)) we denote the subspaces defined by the condition that the entries of (3.113) in the upper left 2 × 2 matrices belong to (3.105).

Remark 3.35. (i) The continuity (3.112) appears as a requirement in Definition 3.34.

However, this is an automatic consequence of the nature of the involved symbols. The reason for our formulation is to make the system of orders visible. In particular, if an element of Bµ,d(M, g; w) is continuous in the sense of (3.112) for some weights and particular smoothness, say, s0, then we have continuity between the respective spaces for all s that are only restricted by the type d.

(ii) In Definition 3.34 we could avoid reductions of orders completely by looking at the individual entries that automatically belong to the normalised operator class, however with orders depending on the entry, according to (3.109).

The (j1+ d1) × (j2+ d2) lower right corners of operators in (3.111) live on ∂M with edge Z, and they belong to the corresponding edge calculus consisting of spaces

Lµ0(∂M, g0; w) (3.114)

where µ0indicates the lower right corner of the matrix (3.109) of orders. In similar notation, i.e., for unified orders µ and weight data g the operator classes (3.114) are well-known, cf.

[9], [32]. Here we freely employ the general technique from manifolds with edge without boundary, but we developed the elements anyway by explaining the spaces (3.93).

Remark 3.36. Also if Z is of codimension 1 in ∂M the operators (3.112) have a very rich structure. The upper left (1 + j2) × (1 + j1) corners restricted to Y\ Z belong to Bµ,d(Y, v) in the sense of Definition 3.16, modulo some transmission operators that map distributions from int Yto int Y±. Moreover, the lower right (j1+d1)×(j2+d2) corner may be interpreted as transmission problems over ∂M with transmission conditions referring to the interface Z. those are operators in the edge algebra over ∂M as a manifold with edge Z, however with different orders in the entries, similarly as Douglis-Nirenberg orders. The lower right d1× d2 corner is a matrix of classical pseudo-differential operators on Z with the system (µ + τk− πi)i=1,...,d1

k=1,...,d2

of Douglis-Nirenberg orders..

Remark 3.37. (i) By notation we have Bµ,d(M, g) = Bµ,d(M, gnl; wnl) for the nor-malised order µ as in (3.91), gnl as in (3.107), and dimension data wnl = (vnl, dnl), vnl= (1, 1), dnl= (1, 1).

(ii) In explicit computations we will also admit operator matrices that can be rephrased by interchanging rows and columns into the form (3.112). For instance, the operator (2.11) turns to the form (3.112) by rearranging the components in such a way that the spaces over Z are at the end the respective direct sum.

Let us now formulate the principal symbolic structure of operators A in the normalised class Bµ,d(M, g), cf. Definition 3.29,

σ(A) = (σψ(A), σ(A), σ(A)). (3.115) First we have A11 ∈ Lµcl(int(M \ ∂M )) which gives us σψ(A) = σψ(A11), the standard homogeneous principal symbol of order µ of the respective classical operator. Moreover, (Aij)i,j=1,2 ∈ Bµ,d(M \ Z) gives rise to σ(A) = σ((Aij)i,j=1,2), the twisted homogeneous principal boundary symbol of order µ, explained before in Subsection 3.2.

Remark 3.38. By virtue of the edge-degeneration of the involved operators the symbol σψ(A) close to Z in the splitting of variables (3.98) with covariables (ρ, ξ, ζ) has the form

σψ(A)(r, x, z, ρ, ξ, ζ) = r−µσ˜ψ(A)(r, x, z, rρ, ξ, rζ)

for a function ˜σψ(A)(r, x, z, ˜ρ, ξ, ˜ζ) that is homogeneous in ( ˜ρ, ξ, ˜ζ) 6= 0 of order µ, smooth in r up to 0 and smooth in x up to t = 0 in local coordinates x = (x0, t) close to the boundary ∂N , cf. the formulas (3.76) and (3.73).

We call

˜

σψ(A)(r, x, z, ρ, ξ, ζ) (3.116)

the reduced interior symbol of A. Moreover, the boundary symbol σ(A) close to Z in the splitting of variables (3.100) with the covariables (ρ, ξ0, ζ) has the form

σ(A)(r, x0, z, ρ, ξ0, ζ) = r−µσ˜(A)(r, x0, z, rρ, ξ0, rζ)

for an operator function ˜σ(A)(r, x0, z, ˜ρ, ξ0, ˜ζ) that is twisted homogeneous in ( ˜ρ, ξ0, ˜ζ) 6= 0 of order µ and smooth in r up to 0, cf. the formulas (3.74) and (3.77). We call

˜

σ(A)(r, x0, z, ρ, ξ0, ζ) (3.117) the reduced boundary symbol of A.

Finally we have the twisted homogeneous principal edge symbol σ(A) which is deter-mined as a sum over the corresponding edge symbols σ(aj)(z, ζ), cf. the formula (3.96), interpreted as operator functions (3.97) parametrised by (z, ζ) ∈ TZ \ 0. The edge symbol σ(A) is a family of continuous operators

σ(A)(z, ζ) :

Ks,γ(N)

Ks−1/2,γ−1/2((∂N ))

⊕ C

Ks−µ,γ−µ(N)

Ks−1/2−µ,γ−1/2−µ((∂N ))

⊕ C

3 BOUNDARY VALUE PROBLEMS ON MANIFOLDS WITH EDGE 65 for s > d − 1/2, ζ 6= 0. The upper left 2 × 2 corner represents a family of operators in the cone algebra of (pseudo-differential) boundary value problems over N, cf. [27], [28]. As such every entry has the symbolic structure from the cone calculus, namely, the interior symbol, only depending on the upper left corner, the boundary symbol, depending on the full 2 × 2 matrix, moreover, the associated reduced versions, both of the interior and the boundary symbols, and finally the 2 × 2 matrix of conormal symbols. These symbols will be referred to as the subordinate symbols, determined by σ(A)(z, ζ). In particular, we have the subordinate conormal symbols

σcσ(Aij)(z, w)

for i, j = 1, 2, cf. [28, Subsection 3.1.37]. The conormal symbols are considered on weight lines determined both by the dimension of the respective cone as well as on the weights in the involved spaces. The latter weights and dimensions form a matrix of pairs where the relevant entries in the first row are (γ, n) and γ − 1/2, n − 1. The rule is to let w vary on Γdim{base}+1

2 −weight, which means on Γn+1

2 −γ for the first entry and Γn−1+1

2 −(γ−1/2) = Γn+1

2 −γ for the second one. In other words, our dimension/weight convention gives rise to σcσ(A)(z, w) as a family of continuous operators

σcσ(A)(z, w) :

Hs(int N )

⊕ Hs−1/2(∂N )

Hs−µ(int N )

⊕ Hs−1/2−µ(∂N ) for all w ∈ Γn+1

2 −γ.

The following theorem will state the composition behaviour of operators in the spaces of Definition 3.16. To this end we fix the systems of involved orders and weights. Those form matrices like (3.109) and (3.110), and in compositions we assume that the weight data g and h are fixed in such a way that the weights h from the first factor indicating weights in the image fit to those of g from the second factor, indicating weights in the domain.

For instance, if the first operator has the system ν of orders, the second one µ, for upper left corners ν and µ, respectively, we assume

h00:= (γ, γ − ν), g00:= (γ − ν, γ − (µ + ν)),

cf. the notation in (3.110). Then the upper left corner of the resulting weight data matrix g ◦ h is just (γ, γ − (µ + ν)). The other entries (g ◦ h)ij are defined in an analogous manner.

In addition, if the factors of a multiplication have the systems of orders ν and µ then the multiplication gives rise to a new system of orders that we denote by µ ◦ ν.

The algebraic structure is analogous to the composition of matrices A := Λ1A0Λ−12 and B := Λ2B0Λ−13 where A0 is an N × K- matrix and B0 a K × M matrix and

Λ1 = diag (Lλ1, . . . , LλN), Λ2= diag (Rρ1, . . . , RρK), Λ3= diag (Tτ1, . . . , TτM) for invertible elements Lλj, Rρk, Tτm. Then we obtain AB = Λ1A0B0Λ3. Now if A0 is interpreted as a matrix of operators of order µ and B0operator of order ν and the diagonal matrices as operators of order λj, ρk, τm, respectively. If the lk th entry alkof A is of order

Λ1 = diag (Lλ1, . . . , LλN), Λ2= diag (Rρ1, . . . , RρK), Λ3= diag (Tτ1, . . . , TτM) for invertible elements Lλj, Rρk, Tτm. Then we obtain AB = Λ1A0B0Λ3. Now if A0 is interpreted as a matrix of operators of order µ and B0operator of order ν and the diagonal matrices as operators of order λj, ρk, τm, respectively. If the lk th entry alkof A is of order