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# On the order of unimodular matrices modulo integers

## 1. Introduction

Given an integer $`b`$ and a prime $`p`$ such that $`pb`$, let $`\mathrm{ord}_p(b)`$ be the multiplicative order of $`b`$ modulo $`p`$. In other words, $`\mathrm{ord}_p(b)`$ is the smallest non negative integer $`k`$ such that $`b^k1modp`$. Clearly $`\mathrm{ord}_p(b)p1`$, and if the order is maximal, $`b`$ is said to be a primitive root modulo $`p`$. Artin conjectured (see the preface in ) that if $`b𝐙`$ is not a square, then $`b`$ is a primitive root for a positive proportion111The constant is given by an Euler product that depends on $`b`$. of the primes.

What about the “typical” behaviour of $`\mathrm{ord}_p(b)`$? For instance, are there good lower bounds on $`\mathrm{ord}_p(b)`$ that hold for a full density subset of the primes? In , Erdős and Murty proved that if $`b0,\pm 1`$, then there exists a $`\delta >0`$ so that $`\mathrm{ord}_p(b)`$ is at least $`p^{1/2}\mathrm{exp}((\mathrm{log}p)^\delta )`$ for a full density subset of the primes. However, we expect the typical order to be much larger. In  Hooley proved that the Generalized Riemann Hypothesis (GRH) implies Artin’s conjecture. Moreover, if $`f:𝐑^+𝐑^+`$ is an increasing function tending to infinity, Erdős and Murty showed  that GRH implies that the order of $`b`$ modulo $`p`$ is greater than $`p/f(p)`$ for full density subset of the primes.

It is also interesting to consider lower bounds for $`\mathrm{ord}_N(b)`$ where $`N`$ is an integer. It is easy to see that $`\mathrm{ord}_N(b)`$ can be as small as $`\mathrm{log}N`$ infinetely often (take $`N=b^k1`$), but we expect that the typical order to be quite large. Assuming GRH, we can prove that the lower bound $`\mathrm{ord}_N(b)N^{1ϵ}`$ holds for most integers.

###### Theorem 1.

Let $`b0,\pm 1`$ be an integer. Assuming GRH, the number of $`Nx`$ such that $`\mathrm{ord}_N(b)N^{1ϵ}`$ is $`o(x)`$. That is, the set of integers $`N`$ such that $`\mathrm{ord}_N(b)N^{1ϵ}`$ has density one.

However, the main focus of this paper is to investigate a related question, namely lower bounds on the order of unimodular matrices modulo $`N𝐙`$. That is, if $`ASL_2(𝐙)`$, what can be said about lower bounds for $`\mathrm{ord}_N(A)`$, the order of $`A`$ modulo $`N`$, that hold for most $`N`$? It is a natural generalization of the previous questions, but our main motivation comes from mathematical physics (quantum chaos): In  Rudnick and I proved that if $`A`$ is hyperbolic222$`A`$ is hyperbolic if $`|\mathrm{tr}(A)|>2`$., then quantum ergodicity for toral automorphisms follows from $`\mathrm{ord}_N(A)`$ being slightly larger than $`N^{1/2}`$, and we then showed that this condition does hold for a full density subset of the integers.

Again, we expect that the typical order is much larger. In order to give lower bounds on $`\mathrm{ord}_N(A)`$, it is essential to have good lower bounds on $`\mathrm{ord}_p(A)`$ for $`p`$ prime:

###### Theorem 2.

Let $`ASL_2(𝐙)`$ be hyperbolic, and let $`f:𝐑^+𝐑^+`$ be an increasing function tending to infinity slower than $`\mathrm{log}x`$. Assuming GRH, there are at most $`O(\frac{x}{\mathrm{log}xf(x)^{1ϵ}})`$ primes $`px`$ such that $`\mathrm{ord}_p(A)<p/f(p)`$. In particular, the set of primes $`p`$ such that $`\mathrm{ord}_p(A)p/f(p)`$ has density one.

Using this we obtain an improved lower bound on $`\mathrm{ord}_N(A)`$ that is valid for most integers.

###### Theorem 3.

Let $`ASL_2(𝐙)`$ be hyperbolic. Assuming GRH, the number of $`Nx`$ such that $`\mathrm{ord}_N(A)N^{1ϵ}`$ is $`o(x)`$. That is, the set of integers $`N`$ such that $`\mathrm{ord}_N(A)N^{1ϵ}`$ has density one.

Remarks: If $`A`$ is elliptic ($`|\mathrm{tr}(A)|<2`$) then $`A`$ has finite order (in fact, at most $`6`$). If $`A`$ is parabolic ($`|\mathrm{tr}(A)|=2`$), then $`\mathrm{ord}_p(A)=p`$ unless $`A`$ is congruent to the identity matrix modulo $`p`$, and hence there exists a constant $`c_A>0`$ so that $`\mathrm{ord}_N(A)>c_AN`$. Apart from the application in mind, it is thus natural to only treat the hyperbolic case.

As far as unconditional results for primes go, we note that the proof in  relies entirely on analyzing the divisor structure of $`p1`$, and we expect that their method should give a similar lower bound on the order of $`A`$ modulo $`p`$. An unconditional lower bound of the form

(1)
$$\mathrm{ord}_p(b)p^\eta $$

for a full proportion of the primes and $`\eta >1/2`$ would be quite interesting. In this direction, Goldfeld proved  that if $`\eta <3/5`$, then (1) holds for a positive, but not full, proportion of the primes.

Clearly $`\mathrm{ord}_p(A)`$ is related to $`\mathrm{ord}_p(ϵ)`$, where $`ϵ`$ is one of the eigenvalues of $`A`$. Since $`A`$ is assumed to be hyperbolic, $`ϵ`$ is a power of a fundamental unit in a real quadratic field. The question of densities of primes $`p`$ such that $`\mathrm{ord}_p(\lambda )`$ is maximal, for $`\lambda `$ a fundamental unit in a real quadratic field, does not seem to have received much attention until quite recently; in  Roskam proved that GRH implies that the set of primes $`p`$ for which $`\mathrm{ord}_p(\lambda )`$ is maximal has positive density. (The work of Weinberger , Cooke and Weinberger  and Lenstra  does treat the case $`\mathrm{ord}_p(\lambda )=p1`$, but not the case $`\mathrm{ord}_p(\lambda )=p+1`$.)

## 2. Preliminaries

### 2.1. Notation

If $`𝔒_F`$ is the ring of integers in a number field $`F`$, we let $`\zeta _F(s)=_{𝔞𝔒_F}N(𝔞)^s`$ denote the zeta function of $`F`$. By GRH we mean that all nontrivial zeroes of $`\zeta _F(s)`$ lie on the line $`Re(s)=1/2`$ for all number fields $`F`$.

Let $`ϵ`$ be an eigenvalue of $`A`$, satisfying the equation

(2)
$$ϵ^2\mathrm{tr}(A)ϵ+det(A).$$

Since $`A`$ is hyperbolic, $`K=𝐐(ϵ)`$ is a real quadratic field. Let $`𝔒_K`$ be the integers in $`K`$, and let $`D_K`$ be the discriminant of $`K`$. Since $`A`$ has determinant one, $`ϵ`$ is a unit in $`𝔒_K`$. For $`n𝐙^+`$ we let $`\zeta _n=e^{2\pi i/n}`$ be a primitive $`n`$-th root of unity, and $`\alpha _n=ϵ^{1/n}`$ be an $`n`$-th root of $`ϵ`$. Further, with $`Z_n=K(\zeta _n)`$, $`K_n=K(\zeta _n,\alpha _n)`$, and $`L_n=K(\alpha _n)`$, we let $`\sigma _p`$ denote the Frobenius element in $`\mathrm{Gal}(K_n/𝐐)`$ associated with $`p`$. We let $`F_{p^k}`$ denote the finite field with $`p^k`$ elements, and we let $`F_{p^2}^1F_{p^2}^\times `$ be the norm one elements in $`F_{p^2}`$, i.e., the kernel of the norm map from $`F_{p^2}^\times `$ to $`F_p^\times `$. Let $`A_p`$ be the group generated by $`A`$ in $`SL_2(F_p)`$. $`A_p`$ is contained in a maximal torus (of order $`p1`$ or $`p+1`$), and we let $`i_p`$ be the index of $`A_p`$ in this torus. Finally, let $`\pi (x)=|\{px:p\text{ is prime}\}|`$ be the number of primes up to $`x`$.

### 2.2. Kummer extensions and Frobenius elements

We want to characterize primes $`p`$ such that $`n|i_p`$, and we can relate this to primes splitting in certain Galois extensions as follows:

Reduce equation (2) modulo $`p`$ and let $`\overline{ϵ}`$ denote a solution to equation (2) in $`F_p`$ or $`F_{p^2}`$. (Note that if $`p`$ does not ramify in $`K`$ then the order of $`A`$ modulo $`p`$ equals the order of $`ϵ`$ modulo $`p`$.) If $`p`$ splits in $`K`$ then $`\overline{ϵ}F_p`$, and if $`p`$ is inert, then $`\overline{ϵ}F_{p^2}F_p`$. In the latter case, $`\overline{ϵ}F_{p^2}^1`$ since the norm one property is preserved when reducing modulo $`p`$. Now, $`F_p^\times `$ and $`F_{p^2}^1`$ are cyclic groups of order $`p1`$ and $`p+1`$ respectively. Thus, if $`p`$ splits in $`K`$ then $`\mathrm{ord}_p(ϵ)|p1`$, whereas if $`p`$ is inert in $`K`$ then $`\mathrm{ord}_p(ϵ)|p+1`$.

###### Lemma 4.

Let $`p`$ be unramified in $`K_n`$, and let $`C_n=\{1,\gamma \}\mathrm{Gal}(K_n/𝐐)`$, where $`\gamma `$ is given by $`\gamma (\zeta _n)=\zeta _n^1`$ and $`\gamma (\alpha _n)=\alpha _n^1`$. Then the condition that $`n|i_p`$ is equivalent to $`\sigma _pC_n`$. Moreover, $`C_n`$ is invariant under conjugation.

###### Proof.

The split case: Since $`n|i_p`$ and $`i_p|p1`$ we have $`\zeta _nF_p`$, i.e. $`F_p`$ contains all $`n`$-th roots of unity. Moreover, $`\overline{ϵ}`$ is an $`n`$-th power of some element in $`F_p`$, and thus the equation $`x^nϵ`$ splits completely in $`F_p`$. In other words, $`p`$ splits completely in $`K_n`$ and $`\sigma _p`$ is trivial.

The inert case: Since $`n`$ divides $`i_p`$, $`\overline{ϵ}`$ is an $`n`$-th power of some element in $`F_{p^2}^1`$ and hence $`\alpha _nF_{p^2}`$. Moreover, $`n|p^21`$ implies that $`\zeta _nF_{p^2}`$. Now, $`N_{F_p}^{F_{p^2}}(\alpha _n)=1`$ and $`N_{F_p}^{F_{p^2}}(\zeta _n)=\zeta _n^{p+1}=1`$ implies that

$$\sigma _p(\zeta _n)\zeta _n^1modp,\sigma _p(\alpha _n)\alpha _n^1modp.$$

For $`p`$ that does not ramify in $`K_n`$ we thus have

(3)
$$\sigma _p(\zeta _n)=\zeta _n^1,\sigma _p(\alpha _n)=\alpha _n^1$$

Now, an element $`\tau \mathrm{Gal}(K_n/𝐐)`$ is of the form

$$\tau :\{\begin{array}{cc}\zeta _n\zeta _n^t\hfill & t𝐙\hfill \\ \alpha _n\alpha _n^u\zeta _n^s\hfill & s𝐙,u\{1,1\}\hfill \end{array}$$

Composing $`\gamma `$ and $`\tau `$ then gives

$$\tau \gamma :\{\begin{array}{cc}\zeta _n\zeta _n^1\zeta _n^t\hfill & \\ \alpha _n\alpha _n^1\alpha _n^u\zeta _n^s\hfill & \end{array}$$

and

$$\gamma \tau :\{\begin{array}{cc}\zeta _n\zeta _n^t\zeta _n^t\hfill & \\ \alpha _n\alpha _n^u\zeta _n^s\alpha _n^u\zeta _n^s\hfill & \end{array}$$

which shows that $`\gamma `$ is invariant under conjugation. ∎

### 2.3. The Chebotarev density Theorem

In  Serre proved that the Generalized Riemann Hypothesis (GRH) implies the following version of the Chebotarev density Theorem:

###### Theorem 5.

Let $`E/𝐐`$ be a finite Galois extension of degree $`[E:𝐐]`$ and discriminant $`D_E`$. For $`p`$ a prime let $`\sigma _pG=\mathrm{Gal}(E/𝐐)`$ denote the Frobenius conjugacy class, and let $`CG`$ be a union of conjugacy classes. If the nontrivial zeroes of $`\zeta _E(s)`$ lie on the line $`Re(s)=1/2`$, then for $`x2`$,

$$|\{px:\sigma _pC\}|=\frac{|C|}{|G|}\pi (x)+O\left(\frac{|C|}{|G|}x^{1/2}(\mathrm{log}D_E+[E:𝐐]\mathrm{log}x)\right)$$

Now, primes that ramify in $`K_n`$ divides $`nD_K`$ (see Lemma 10), so as far as densities are concerned, ramified primes can be ignored. The bounds on the size of $`D_{K_n}`$ (see Lemma 10) and Lemma 4 then gives the following:

###### Corollary 6.

If GRH is true then

(4)
$$|\{px:n|i_p\}|=\frac{2}{[K_n:𝐐]}\times \pi (x)+O(x^{1/2}(\mathrm{log}(xn))$$

Remark: For theorems 2 and 3 to be true, it is enough to assume that the Riemann hypothesis holds for all $`\zeta _{K_n}`$, $`n>1`$.

#### 2.3.1. Bounds on degrees

In order to apply the Chebotarev density Theorem we need bounds on the degree $`[K_n:𝐐]`$. We will first assume that $`ϵ`$ is a fundamental unit.

###### Lemma 7.

If $`ϵ`$ is a fundamental unit in $`K`$ and if $`n=4`$ or $`n=q`$, for $`q`$ an odd prime, then $`\mathrm{Gal}(K_n/K)`$ is nonabelian.

###### Proof.

We start by showing that $`[K_n:Z_n]=n`$. Consider first the case $`n=q`$. If $`\alpha _qZ_q`$ then $`\beta =N_K^{Z_q}(\alpha _q)=\alpha _q^{[Z_q:K]}\zeta _q^tK𝐑`$ for some integer $`t`$. Since $`q`$ is odd we may assume that $`\alpha _q𝐑`$, and this forces $`\zeta _q^t=1`$, which in turn implies that $`\alpha _q^{[Z_q:K]}K`$. Because $`ϵ`$ is a fundamental unit this means that $`q|[Z_q:K]`$. On the other hand, $`[Z_q:K]|\varphi (q)`$, a contradiction. Thus $`\alpha _qZ_q`$, and hence $`K_q/Z_q`$ is a Kummer extension of degree $`q`$.

For $`n=4`$ we note that $`iZ_4=K(i)`$. Thus $`\alpha _2=\sqrt{ϵ}Z_4`$ implies that $`\sqrt{ϵ}Z_4`$. However, either $`\sqrt{ϵ}`$ or $`\sqrt{ϵ}`$ is real and generates a real degree two extension of $`K`$, whereas $`K(i)`$ is a non-real quadratic extension of $`K`$, and hence $`\alpha _2Z_4`$. Now, if $`\alpha _4Z_4(\alpha _2)`$ then $`N_{Z_4}^{Z_4(\alpha _2)}(\alpha _4)=\alpha _4^2i^tZ_4`$ for some $`t𝐙`$, and thus $`\alpha _4^2=\alpha _2Z_4`$ which contradicts $`\alpha _2Z_4`$. Therefore,

$$[Z_4(\alpha _4):Z_4]=[Z_4(\alpha _4):Z_4(\alpha _2)][Z_4(\alpha _2):Z_4]=4.$$

Finally we note that the commutator of any nontrivial element $`\sigma _1\mathrm{Gal}(K_n/Z_n)`$ with any nontrivial element $`\sigma _2\mathrm{Gal}(K_n/L_n)`$ is nontrivial (we may regard $`\mathrm{Gal}(K_n/Z_n)`$ and $`\mathrm{Gal}(K_n/L_n)`$ as subgroups of $`\mathrm{Gal}(K_n/K)`$). Hence $`\mathrm{Gal}(K_n/K)`$ is nonabelian. ∎

###### Lemma 8.

If $`ϵ`$ is a fundamental unit then

$$[K_n:Z_n]n/2.$$

###### Proof.

Clearly $`Z_n(\alpha _{q^k})K_n`$, and since field extensions of relative prime degrees are disjoint, it is enough to show that if $`q^k||n`$ is a prime power then $`q^k|[Z_n(\alpha _{q^k}):Z_n]`$ if $`q`$ is odd, and $`q^{k1}|[Z_n(\alpha _{q^k}):Z_n]`$ if $`q=2`$.

If $`q`$ is odd then Lemma 7 implies that $`\alpha _qZ_n`$ since $`\mathrm{Gal}(Z_n/K)`$ is abelian. Hence, if $`m𝐙`$ and $`\alpha _{q^k}^mZ_n`$, we must have $`q^k|m`$. Now, if $`\sigma \mathrm{Gal}(Z_n(\alpha _{q^k})/Z_n)`$ then $`\sigma (\alpha _{q^k})=\alpha _{q^k}\zeta _{q^k}^{t_\sigma }`$ for some integer $`t_\sigma `$. Thus there exists an integer $`t`$ such that

$$\beta =N_{Z_n}^{Z_n(\alpha _{q^k})}(\alpha _{q^k})=\alpha _{q^k}^{[Z_n(\alpha _{q^k}):Z_n]}\zeta _q^tZ_n$$

Multiplying $`\beta `$ by $`\zeta _q^tZ_n`$ we find that $`\alpha _{q^k}^{[Z_n(\alpha _{q^k}):Z_n]}Z_n`$, and hence $`q^k|[Z_n(\alpha _{q^k}):Z_n]`$.

For $`q=2`$ the proof is similar, except that a factor of two is lost if $`\alpha _2Z_n`$. ∎

Remark: $`K_2/Q`$ is a Galois extension of degree four, hence abelian and therefore contained in some cyclotomic extension by the Kronecker-Weber Theorem, and it is thus possible that $`\alpha _2Z_n`$ for some values of $`n`$.

###### Lemma 9.

We have

$$n\varphi (n)_K[K_n:𝐐]2n\varphi (n)$$

###### Proof.

We first note that $`[Z_n:K]`$ equals $`\varphi (n)`$ or $`\varphi (n)/2`$ depending on whether $`K𝐐(\zeta _n)`$ or not. We also have the trivial upper bound $`[K_n:Z_n]n`$.

For a lower bound of $`[K_n:Z_n]`$ we argue as follows: Let $`\gamma K`$ be a fundamental unit. Since the norm of $`ϵ`$ is one we may write $`ϵ=\gamma ^k`$ for some $`k𝐙`$. (Note that $`k`$ does not depend on $`n`$.) As $`[Z_n(\gamma ^{1/n}):Z_n(ϵ^{1/n})]k`$, Lemma 8 gives that $`[Z_n(ϵ^{1/n}):Z_n]n/k`$. The upper and lower bounds now follows from

$$[K_n:𝐐]=[K_n:Z_n][Z_n:K][K:𝐐]$$

#### 2.3.2. Bounds on discriminants

###### Lemma 10.

If $`p`$ ramifies in $`K_n`$ then $`p|nD_K`$. Moreover,

$$\mathrm{log}(\mathrm{disc}(K_n/𝐐))_K[K_n:K]\mathrm{log}(n)$$

###### Proof.

First note that

$$\mathrm{disc}(K_n/𝐐)=N_𝐐^K(\mathrm{disc}(K_n/K))\times \mathrm{disc}(K/𝐐)^{[K_n:K]}.$$

From the multiplicativity of the different we get

$$\mathrm{disc}(K_n/K)=\mathrm{disc}(Z_n/K)^{[K_n:Z_n]}\times N_K^{Z_n}(\mathrm{disc}(K_n/Z_n)),$$

Since $`ϵ`$ is a unit, so is $`ϵ^{1/n}`$. Thus, if we let $`f(x)=x^nϵ`$ then $`f^{}(x)=nx^{n1}`$, and therefore the principal ideal $`f^{}(ϵ^{1/n})𝔒_{K_n}`$ equals $`n𝔒_{K_n}`$. In terms of discriminants this means that

$$\mathrm{disc}(K_n/Z_n)|N_{Z_n}^{K_n}(n𝔒_{K_n})$$

and similarly it can be shown that

$$\mathrm{disc}(Z_n/K)|N_K^{Z_n}(n𝔒_{Z_n}).$$

Thus $`\mathrm{disc}(K_n/𝐐)`$ divides

$$N_𝐐^K(N_K^{K_n}(n𝔒_{K_n})\times N_K^{Z_n}(n𝔒_{Z_n})^{[K_n:Z_n]})\times \mathrm{disc}(K/𝐐)^{[K_n:K]}.$$

$$=n^{4[K_n:K]}\times \mathrm{disc}(K/𝐐)^{[K_n:K]}$$

which proves the two assertions. ∎

## 3. Proof of Theorem 2

In order to bound the number of primes $`p<x`$ for which $`i_p>x^{1/2}`$ we will need the following Lemma:

###### Lemma 11.

The number of primes $`p`$ such that $`\mathrm{ord}_p(A)y`$ is $`O(y^2)`$.

###### Proof.

Given $`A`$ there exists a constant $`C_A`$ such that $`det(A^nI)=O(C_A^n)`$. Now, if the order of $`A`$ mod $`p`$ is $`n`$, then certainly $`p`$ divides $`det(A^nI)0`$. Putting $`M=_{n=1}^ydet(A^nI)`$ we see that any prime $`p`$ for which $`A`$ has order $`ny`$ must divide $`M`$. Finally, the number of prime divisors of $`M`$ is bounded by

$$\mathrm{log}(M)\underset{n=1}{\overset{y}{}}n\mathrm{log}(C_A)y^2.$$

First step: We consider primes $`p`$ such that $`i_p(x^{1/2}\mathrm{log}x,x)`$. By Lemma 11 the number of such primes is

(5)
$$O\left(\left(\frac{x}{x^{1/2}\mathrm{log}x}\right)^2\right)=O\left(\frac{x}{\mathrm{log}^2x}\right).$$

Second step: Consider $`p`$ such that $`q|i_p`$ for some prime $`q(\frac{x^{1/2}}{\mathrm{log}^3x},x^{1/2}\mathrm{log}x)`$. We may bound this by considering primes $`px`$ such that $`p\pm 1modq`$ for $`q(\frac{x^{1/2}}{\mathrm{log}^3x},x^{1/2}\mathrm{log}x)`$. Since $`qx^{1/2}\mathrm{log}x`$, Brun’s sieve gives (up to an absolute constant) the bound

$$\frac{x}{\varphi (q)\mathrm{log}(x)}$$

and the total contribution from these primes is at most

(6)
$$\underset{q(\frac{x^{1/2}}{\mathrm{log}^3x},x^{1/2}\mathrm{log}x)}{}\frac{x}{\varphi (q)\mathrm{log}(x/q)}\frac{x}{\mathrm{log}x}\underset{q(\frac{x^{1/2}}{\mathrm{log}^3x},x^{1/2}\mathrm{log}x)}{}\frac{1}{q}.$$

Now, summing reciprocals of primes in a dyadic interval, we get

$$\underset{q[M,2M]}{}\frac{1}{q}\frac{\pi (2M)}{M}\frac{1}{\mathrm{log}M}$$

Hence

$$\underset{q(\frac{x^{1/2}}{\mathrm{log}^3x},x^{1/2}\mathrm{log}x)}{}\frac{1}{q}\frac{1}{\mathrm{log}x}\mathrm{log}_2\left(\frac{x^{1/2}\mathrm{log}x}{x^{1/2}/\mathrm{log}^3x}\right)\frac{\mathrm{log}\mathrm{log}x}{\mathrm{log}x}.$$

and equation (6) is $`O(\frac{x\mathrm{log}\mathrm{log}x}{\mathrm{log}^2x})`$.

Third step: Now consider $`p`$ such that $`q|i_p`$ for some prime $`q(f(x)^2,\frac{x^{1/2}}{\mathrm{log}^3x})`$. We are now in the range where GRH is applicable; by Corollary 6 and Lemma 9 we have

$$|\{px:q|i_p\}|\frac{x}{q\varphi (q)\mathrm{log}x}+O(x^{1/2}\mathrm{log}(xq^2))$$

Summing over $`q(f(x)^2,\frac{x^{1/2}}{\mathrm{log}^3x})`$ we find that the number of such $`px`$ is bounded by

(7)
$$\underset{q(f(x)^2,\frac{x^{1/2}}{\mathrm{log}^3x})}{}\left(\frac{x}{q^2\mathrm{log}x}+O(x^{1/2}\mathrm{log}(xq^2))\right)$$

Now,

$$\underset{q(f(x)^2,\frac{x^{1/2}}{\mathrm{log}^3x})}{}\frac{1}{q^2}\frac{1}{f(x)}$$

and thus equation (7) is

$$\frac{x}{f(x)\mathrm{log}x}+\frac{x}{\mathrm{log}^2x}.$$

Fourth step: For the remaining primes $`p`$, any prime divisor $`q|i_p`$ is smaller than $`f(x)^2`$. Hence $`i_p`$ must be divisible by some integer $`d(f(x),f(x)^3)`$. Again Lemmas 6 and 9 give

$$|\{px:d|i_p\}|\frac{x}{d\varphi (d)\mathrm{log}x}+O(x^{1/2}\mathrm{log}(xd^2))$$

Noting that $`\varphi (d)d^{1ϵ}`$ and summing over $`d(f(x),f(x)^3)`$ we find that the number of such $`px`$ is bounded by

(8)
$$\underset{d(f(x),f(x)^3)}{}\left(\frac{x}{d^{2ϵ}\mathrm{log}x}+O(x^{1/2}\mathrm{log}(xd^2))\right)$$

Now,

$$\underset{d(f(x),f(x)^3)}{}\frac{1}{d^{2ϵ}}\frac{1}{f(x)^{1ϵ}}$$

and

$$\underset{d(f(x),f(x)^3)}{}x^{1/2}\mathrm{log}(xd^2)f(x)^3x^{1/2}\mathrm{log}(x^2)$$

therefore equation (8) is

$$\frac{x}{f(x)^{1ϵ}\mathrm{log}x}$$

## 4. Proof of Theorems 1 and 3

Given a composite integer $`N=_{p|N}p^{a_p}`$ we wish to use the lower bounds on $`\mathrm{ord}_p(b)`$ (or $`\mathrm{ord}_p(A)`$) to obtain a lower bound on $`\mathrm{ord}_N(b)`$. The main obstacle is that $`\mathrm{ord}_N(b)`$ can be much smaller than $`_{p|N}\mathrm{ord}_{p^{a_p}}(b)`$. Let $`\lambda (N)`$ be the Carmichael lambda function, i.e., the exponent of the multiplicative group $`(𝐙/N𝐙)^\times `$. Clearly $`\mathrm{ord}_N(b)\lambda (N)`$, and it turns out that $`\lambda (N)`$ can be much smaller than $`N`$. However, $`\lambda (N)N^{1ϵ}`$ for most $`N`$ (see ), and since

$$\mathrm{ord}_N(b)\frac{\lambda (N)}{N}\underset{p|N}{}\mathrm{ord}_p(b)$$

it suffices to show that most integers are essentially given by a product of primes $`p`$ such that $`\mathrm{ord}_p(b)p/\mathrm{log}p`$. We will only give the details for Theorem 3 since the other case is very similar.

If $`p`$ is prime such that $`\mathrm{ord}_p(A)p/\mathrm{log}(p)`$, or $`p`$ ramifies in $`K`$, we say that $`p`$ is “bad”. We let $`P_B`$ denote the set of all bad primes, and we let $`P_B(z)`$ be the set of primes $`pP_B`$ such that $`pz`$. Since only finitely many primes ramify in $`K`$, Theorem 2 gives that the number of bad primes $`px`$ is $`O(\frac{x}{\mathrm{log}^{2ϵ}x})`$. A key observation is the following:

###### Lemma 12.

We have

(9)
$$\underset{pP_B}{}\frac{1}{p}<\mathrm{}$$

In particular, if we let

$$\beta (z)=\underset{pP_B(z)}{}1/p,$$

then $`\beta (z)`$ tends to zero as $`z`$ tends to infinity.

###### Proof.

Immediate from partial summation and the $`O(\frac{x}{\mathrm{log}^{2ϵ}x})`$ estimate in Theorem 2. ∎

Given $`NZ`$, write $`N=s^2N_GN_B`$ where $`N_GN_B`$ is square free and $`N_B`$ is the product of “bad” primes dividing $`N`$. By the following Lemma, we find that few integers have a large square factor:

###### Lemma 13.

We have

$$|\{Nx:s^2|N,sy\}|=O\left(\frac{x}{y}\right)$$

###### Proof.

The number of $`Nx`$ such that $`s^2|N`$ for $`sy`$ is bounded by $`_{sy}\frac{x}{s^2}\frac{x}{y}.`$

Next we show that there are few $`N`$ for which $`N_B`$ is divisible by $`pP_B(z)`$. In other words, for most $`N`$, $`N_B`$ is a product of small “bad” primes.

###### Lemma 14.

The number of $`Nx`$ such that $`pP_B(z)`$ divides $`N_B`$ is $`O(x\beta (z))`$.

###### Proof.

Let $`pP_B(z)`$. The number of $`Nx`$ such that $`p|N`$ is less than $`x/p`$. Thus, the total number of $`Nx`$ such that some $`pP_B(z)`$ divides $`N`$, is bounded by

$$\underset{pP_B(z)}{}\frac{x}{p}=x\underset{pP_B(z)}{}\frac{1}{p}=x\beta (z).$$

Combining the previous results we get that the number of $`N=s^2N_GN_Bx`$ such that $`N_B`$ is $`z`$-smooth and $`sy`$ is

$$x\left(1+O\left(\beta (z)+1/y\right)\right).$$

For such $`N`$ we have $`N_B_{pz}pe^z`$. Letting $`z=\mathrm{log}\mathrm{log}x`$ and $`y=\mathrm{log}x`$ we get that

$$N_G=\frac{N}{s^2N_B}\frac{N}{\mathrm{log}^3x}$$

for $`Nx`$ with at most $`O\left(x(\beta (\mathrm{log}\mathrm{log}x)+(\mathrm{log}x)^1)\right)=o(x)`$ exceptions. Now, the following Proposition gives that, for most $`N`$, $`\mathrm{ord}_N(A)`$ is essentially given by $`_{p|N}\mathrm{ord}_p(A)`$.

###### Proposition (, Proposition 11).

Let $`D_A=4(\mathrm{tr}(A)^24)`$. For almost all 333By “for almost all $`Nx`$” we mean that there are $`o(x)`$ exceptional integers $`N`$ that are smaller than $`x`$. $`Nx`$,

$$\mathrm{ord}_N(A)\frac{_{pd_0}\mathrm{ord}_p(A)}{\mathrm{exp}(3(\mathrm{log}\mathrm{log}x)^4)}$$

where $`d_0`$ is given by writing $`N=ds^2`$, with $`d=d_0\mathrm{gcd}(d,D_A)`$ square-free.

Finally, since $`\mathrm{ord}_p(A)\frac{p}{\mathrm{log}p}p^{1ϵ}`$ for $`p|N_G`$ and $`p`$ sufficiently large, we find that

$$\mathrm{ord}_N(A)\frac{_{pN_G}\mathrm{ord}_p(A)}{\mathrm{exp}(3(\mathrm{log}\mathrm{log}x)^4)}\frac{N_G^{1ϵ}}{\mathrm{exp}(3(\mathrm{log}\mathrm{log}x)^4)}N^{12ϵ}$$

for all but $`o(x)`$ integers $`Nx`$.


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# Upper and lower bounds for normal derivatives of Dirichlet eigenfunctions

## 1. Introduction

Let $`M`$ be a bounded domain in $`^n`$ with smooth boundary, or more generally a smooth compact Riemannian manifold with boundary $`M=Y`$. Let $`H=\mathrm{\Delta }_M`$ be minus the Dirichlet Laplacian on $`M`$. It is well known that $`H`$ has discrete spectrum $`0<\lambda _1<\lambda _2\lambda _3\mathrm{}\mathrm{}`$. Let $`u_j`$ be an $`L^2`$-normalized eigenfunction corresponding to $`\lambda _j`$, and let $`\psi _j`$ be the normal derivative of $`u_j`$ at the boundary. In this paper we consider the following question: do there exist constants $`c>0`$ and $`C<\mathrm{}`$, depending on $`M`$ but not on $`j`$, such that

(1.1)
$$c\lambda _j\psi _j_{L^2(Y)}^2C\lambda _j\mathrm{?}$$

Note that these inequalities exhibit the expected scaling; the square of the $`L^2`$ norm of $`\psi _j`$ involves two derivatives in space, which should scale as $`\lambda _j`$ in the high energy limit $`\lambda _j\mathrm{}`$. This question was posed by Ozawa in . Using heat kernel techniques, he showed that an averaged version of (1.1) holds. More precisely, he showed that

$$\underset{\lambda _j<\lambda }{}\psi _j^2(y)=\frac{\lambda ^{(n/2)+1}}{(4\pi )^{n/2}\mathrm{\Gamma }((n/2)+2)}+o(\lambda ^{(n/2)+1}),\text{for each }yY.$$

This asymptotic formula (after integrating over $`Y`$) would be implied by (1.1) in view of Weyl asymptotics for the $`\lambda _j`$.

In this paper, we prove the upper bound from (1.1) in general, and obtain a result for lower bounds. The main theorem is given later in the introduction. Before stating it, we give some simple examples which show in particular that the lower bound fails for some Riemannian manfolds with boundary. Additional, more elaborate examples are given in Section 6.

Example 1 — the disc. Let $`M=\{x^2|x|<a\}`$ for some $`a>0`$. In this case we have an equality

(1.2)
$$_{S_1}\psi _j^2(\theta )𝑑\theta =\frac{2\lambda _j}{a}.$$

This follows from Rellich’s identity (2.4), which also gives the same result in all dimensions.

Example 2 — the rectangle. Let $`M=[0,a]\times [0,b]`$, where $`ab`$. Then normalized eigenfunctions take the form

$$u=\sqrt{\frac{4}{ab}}\mathrm{sin}\frac{m\pi x}{a}\mathrm{sin}\frac{n\pi y}{b},m,n\text{ integers},\lambda =\left(\frac{m\pi }{a}\right)^2+\left(\frac{n\pi }{b}\right)^2.$$

The square of the $`L^2`$ norm of its normal derivative is

$$\begin{array}{c}\frac{8}{ab}\left(_0^a(\frac{n\pi }{b}\mathrm{sin}\frac{m\pi x}{a})^2𝑑x+_0^b(\frac{m\pi }{a}\mathrm{sin}\frac{n\pi y}{b})^2𝑑y\right)\\ =\frac{4}{ab}\left(\left(\frac{n\pi }{b}\right)^2a+\left(\frac{m\pi }{a}\right)^2b\right).\end{array}$$

From this we see that

(1.3)
$$\frac{4}{b}\lambda \psi _2^2\frac{4}{a}\lambda ,$$

and by taking $`m`$ or $`n`$ equal to one and sending the other integer to infinity, we see that these bounds are the best possible. Thus, for a square, we get equality as we do for a disc, but in general, the ratio between the best upper and lower bounds is the ratio of the side lengths.

Example 3 — the cylinder. Let $`M=[0,a]\times S_b^1`$, the product of an interval with a circle of length $`b`$. Then the normalized eigenfunctions are

$$u=\sqrt{\frac{2}{ab}}\mathrm{sin}\frac{m\pi x}{a}e^{in\pi \theta /b},m,n\text{ integers},\lambda =\left(\frac{m\pi }{a}\right)^2+\left(\frac{n\pi }{b}\right)^2.$$

The square of the $`L^2`$ norm of its normal derivative is

$$\begin{array}{c}2\frac{2}{ab}_0^b\left|\frac{m\pi }{a}e^{in\pi \theta /b}\right|^2𝑑\theta \\ =\frac{4}{a}(\frac{m\pi }{a})^2.\end{array}$$

In this case, the upper bound

$$\psi _2^2\frac{4}{a}\lambda $$

holds, but no lower bound holds since we may hold $`m`$ fixed and send $`n`$ to infinity.

Example 4 — the hemisphere. Let $`M`$ be the hemisphere

$$M=\{x^3|x|=1,x(0,0,1)0\}.$$

In this case, the eigenfunctions are given by those spherical harmonics which are odd under reflection in the $`(x_1,x_2)`$ plane, namely, spherical harmonics

$$u=Y_{lm}=e^{im\varphi }P_{lm}(\mathrm{cos}\theta ),\lambda =l(l+1),$$

where $`lml`$ and $`lm`$ is odd. We use spherical polar coordinates $`(\theta ,\varphi )`$ where

(1.4)
$$(x_1,x_2,x_3)=(r\mathrm{sin}\theta \mathrm{cos}\varphi ,r\mathrm{sin}\theta \mathrm{sin}\varphi ,r\mathrm{cos}\theta ).$$

Let us consider the case when $`m=l1`$. Then

$$u=c_le^{i(l1)\varphi }(\mathrm{sin}\theta )^{l1}\mathrm{cos}\theta ,$$

and $`c`$ is a normalization factor. We have

$$u_2^2=c_l^2_0^\pi \left((\mathrm{sin}\theta )^{l1}\mathrm{cos}\theta \right)^2\mathrm{sin}\theta d\theta =c_l^2_0^\pi \left((\mathrm{sin}\theta )^{l1}(\mathrm{sin}\theta )^{l+1}\right)𝑑\theta .$$

A computation shows that

$$_0^\pi (\mathrm{sin}\theta )^{l+1}𝑑\theta =\frac{l}{l+1}_0^\pi (\mathrm{sin}\theta )^{l1}𝑑\theta .$$

Hence $`L^2`$ normalization requires that

$$c_l^2=\frac{1}{l+1}\frac{l2}{l1}\frac{l4}{l3}\mathrm{}\frac{2}{1}=\frac{1}{l+1}2^{(l+1)}\left(\genfrac{}{}{0pt}{}{l1}{(l1)/2}\right),$$

where for simplicity we took $`l`$ to be odd. This has asymptotic

$$c_l^2l^{3/2}.$$

Thus,

$$\psi _2^2=4\pi c_l^2l^{3/2}\lambda ^{3/4},$$

for this class of eigenfunctions. Hence there is no nontrivial lower bound of the form (1.1) for the hemisphere.

In all these examples, the upper bound holds, but the lower bound fails in the last two examples. It is rather clear why the lower bound fails in example 3; if we hold $`m`$ fixed and send $`n`$ to infinity, then in some intuitive sense the energy in the eigenfunction is concentrating along lines where $`x`$ is constant and these never reach the boundary, so most of the energy is going undetected at the boundary. More precisely, one can show that the semiclassical wavefront set of the family $`u_{m,n}`$, with $`m`$ fixed and $`n\mathrm{}`$, is concentrating on geodesics where $`x`$ is held fixed. A similar phenomenon is happening for the hemisphere, although here there is only one geodesic — the boundary curve — which is trapped, so this is a borderline case. Correspondingly, the lower bound is not violated as strongly in this example.

These examples lead one to expect that the failure of the lower bound is related to the presence of geodesics in $`M`$ which do not reach the boundary. In fact, we have the following result.

###### Theorem 1.1.

Let $`M`$ be a smooth compact Riemannian manifold with boundary. Then the upper bound in (1.1) holds for some $`C`$ independent of $`j`$. The lower bound in (1.1) holds provided that $`M`$ can be embedded in the interior of a compact manifold with boundary, $`N`$, of the same dimension, such that every geodesic in $`M`$ eventually meets the boundary of $`N`$. In particular, the lower bound holds if $`M`$ is a subdomain of Euclidean space.

We would like to acknowledge helpful conversations with Alan McIntosh, Steve Zelditch and Johannes Sjöstrand.

## 2. Rellich-type estimates

To prove the upper bound, and the lower bound for Euclidean domains, we use the following Lemma which we call a Rellich-type estimate.

###### Lemma 2.1.

Let $`u`$ be a Dirichlet eigenfunction of $`H`$. Then for any differential operator $`A`$,

(2.1)
$$\underset{M}{}u,[H,A]u𝑑g=\underset{Y}{}\frac{u}{\nu }Au𝑑\sigma .$$

###### Proof.

The proof is very simple. Let $`\lambda `$ be the eigenvalue corresponding to $`u`$. We write $`[H,A]=[H\lambda ,A]`$ and use the fact that $`(H\lambda )u=0`$ to write the integral over $`M`$ as

$$\underset{M}{}(H\lambda )u,Auu,(H\lambda )Audg.$$

Then we apply Green’s formula; since $`u`$ vanishes at the boundary, only one of the boundary terms is nonzero, giving (2.1). ∎

Let $`u`$ be an $`L^2`$-normalized Dirichlet eigenfunction on $`M`$ with eigenvalue $`\lambda `$. To prove an upper bound for the $`L^2`$ norm of $`\psi =_\nu u`$, we choose an operator $`A`$ so that the right hand side of (2.1) is a positive form in $`\psi `$. To do this, let us choose coordinates $`(r,y)`$ locally near the boundary such that $`r`$ is the distance to the boundary; this is a smooth function for $`r[0,\delta ]`$, where $`\delta `$ is sufficiently small. Then we choose $`A=\chi (r)_r`$, where $`\chi C_c^{\mathrm{}}()`$ is identically $`1`$ for $`r`$ close to zero, and vanishes for $`r\delta `$. The right hand side of (2.1) is then precisely the square of the $`L^2`$ norm of $`\psi `$. The left hand side may be written (after one integration by parts)

$$\underset{M}{}B_1u,B_2u𝑑g$$

where $`B_i`$ are first order (vector-valued) differential operators with smooth coefficients. This may be bounded by

$$C\underset{M}{}u,u𝑑g=C\lambda ,$$

where $`C`$ depends on the domain, but not on $`\lambda `$. This proves the upper bound for any compact Riemannian manifold with boundary. Indeed, we can prove more. Choosing $`A`$ to be of the form $`Q^{}Q_r`$ near the boundary, where $`Q`$ is an elliptic differential operator of order $`k`$ in the $`y`$ variables, we obtain the upper bound

(2.2)
$$\psi _{H^k(Y)}^2C\lambda ^{k+1}$$

for any integer $`k`$, and hence (by interpolation) any real $`k`$.

Remark. Notice that this argument gives a rather explicit upper bound for $`limsup\lambda _j^1\psi _j_2`$, namely, the reciprocal of the largest $`\delta `$ for which $`r`$ is a smooth function on $`[0,\delta ]`$.

To prove the lower bound for Euclidean domains, $`M^n`$, we choose $`A`$ so that the left hand side, rather than the right hand side, of (2.1) is a positive form. We choose

(2.3)
$$A=\underset{i=1}{\overset{n}{}}x_i\frac{}{x_i}.$$

As is very well known in scattering theory, the commutator of this with $`H`$ (which is minus the Euclidean Laplacian here) is $`[H,A]=2H`$. Hence, in this case (2.1) gives us

(2.4)
$$2\lambda =\underset{Y}{}\frac{u}{\nu }Au𝑑\sigma =\underset{Y}{}\nu x\left(\frac{u}{\nu }\right)^2𝑑\sigma C\psi _2^2,$$

which gives the lower bound. The equality in (2.4) was proved by Rellich .

## 3. Estimates for eigenfunctions near the boundary

Let $`M`$ be a smooth compact Riemannian manifold with smooth boundary. We choose a coordinate system $`(r,y)`$ near the boundary where $`r`$ is distance to the boundary (a smooth function for small $`r`$, say $`r\delta `$) and $`y`$ is constant on geodesics which hit the boundary normally. In terms of these coordinates, we may write the metric

$$g=dr^2+h_{ij}dy_idy_j$$

and the Riemannian measure

(3.1)
$$dg=k^2drdy,\text{ where }k^4=deth_{ij}.$$

Let us denote the boundary of $`M`$ by $`Y`$, and write $`Y_r`$ for the set of points at distance $`r`$ from the boundary, which is a submanifold for $`r\delta `$.

Suppose that $`u`$ is a Dirichlet eigenfunction for $`H`$, with eigenvalue $`\lambda `$. It will be convenient to change to the function $`v=ku`$ (this is equivalent to looking at the Laplacian acting on half-densities). Then $`v`$ solves the equation

(3.2)
$$_r^2v+_i(h^{ij}_jv)+\lambda v+fv=0,h^{ij}=(h_{ij})^1$$

where

$$f=k^1_r^2kk^1_i(h^{ij}_jk)$$

is a smooth function on $`M`$.

Given an eigenfunction $`u`$, we define a sort of ‘energy’ $`E(r)`$ for each value of $`r`$. This is obtained formally from the energy for hyperbolic operators, with $`r`$ playing the role of a time variable, by switching the sign of the term involving tangential derivatives. Let

(3.3)
$$E(r)=\frac{1}{2}_{Y_r}\left(v_r^2+(\lambda +f)v^2h^{ij}_iv_jv\right)𝑑y.$$

###### Lemma 3.1.

For $`r[0,\delta ]`$, we have an estimate

(3.4)
$$|E(r)|C\lambda $$

where $`C`$ is independent of $`\lambda `$.

###### Proof.

From the upper bound argument in the previous section, we know that $`E(0)=\frac{1}{2}\psi ^2C\lambda `$. We compute the derivative of $`E(r)`$:

(3.5)
$$\begin{array}{c}\frac{}{r}E(r)=_{Y_r}(_r^2v_rv+(\lambda +f)v_rvh^{ij}_iv_r_jv\\ +\frac{h^{ij}}{r}_iv_jv+\frac{f}{r}v^2)dy.\end{array}$$

Integrating by parts in the third term, and using the equation for $`v`$, we obtain

(3.6)
$$\left|\frac{E}{r}\right|(r)C_{Y_r}\left(v^2+|v|^2\right)𝑑yC_{Y_r}\left(u^2+|u|^2\right)k^2𝑑y.$$

Thus, for $`r_0[0,\delta ]`$,

$$E(r_0)=E(0)+_0^{r_0}\frac{d}{dr}E(r)𝑑rC\lambda +_M\left(u^2+|u|^2\right)𝑑gC\lambda .$$

Next, we derive an estimate on the $`L^2`$ norm of $`u`$ on $`Y_r`$, exploiting the fact that $`u`$ vanishes on the boundary.

###### Lemma 3.2.

There exists $`C>0`$, independent of $`\lambda `$, such that

(3.7)
$$_{Y_r}u^2𝑑\sigma (y)C\lambda r^2\text{ for all }r[0,\frac{\delta }{3}].$$

Remark. Given $`u`$, this bound follows, for small $`r`$, from Taylor’s theorem and the upper bound from Section 2. The point of this Lemma is that the estimate holds for $`r`$ in a fixed interval, independent of $`\lambda `$.

###### Proof.

Consider the $`L^2`$ norm on $`Y_r`$:

(3.8)
$$L(r)=_{Y_r}u^2k^2𝑑y=_{Y_r}v^2𝑑y.$$

Then we have

$$L^{}(r_0)=_{Y_{r_0}}2vv_r𝑑y$$

and

$`L^{\prime \prime }(r_0)`$ $`=2{\displaystyle _{Y_{r_0}}}\left(v_r^2+vv_{rr}\right)𝑑y`$
$`=2{\displaystyle _{Y_{r_0}}}\left(v_r^2v_i(h^{ij}v_j)v\lambda vvfv\right)𝑑y`$
$`=2{\displaystyle _{Y_{r_0}}}\left(v_r^2+h^{ij}v_iv_j\lambda v^2fv^2\right)𝑑y`$
$`=4{\displaystyle _{Y_{r_0}}}v_r^2𝑑y4E(r_0).`$
On the other hand, from Cauchy-Schwarz we have

$$4_{Y_{r_0}}v_r^2\frac{(_{Y_{r_0}}2vv_r𝑑y)^2}{_{r=r_0}v^2𝑑y}=\frac{L^{}(r_0)^2}{L(r_0)}.$$

Thus we have the differential inequality for $`L(r)`$:

(3.9)
$$L^{\prime \prime }\frac{(L^{})^2}{L}C\lambda ,$$

for some constant $`C`$ depending only on the manifold $`M`$.

Intuitively, this inequality says that if $`L^{}`$ ever becomes too big, then $`L^{\prime \prime }`$ will also become big. This should create a feedback loop which causes $`L`$ to grow rapidly, which we know cannot happen because we have

(3.10)
$$_0^\delta L(r)𝑑r_Mu^2𝑑g=1.$$

So we should be able to get upper bounds on $`L^{}`$ from (3.9) and (3.10), which in turn should imply an upper bound on $`L`$.

We use an integrating factor. After some rearrangement, (3.9) becomes

$$\frac{2L^{}L^{\prime \prime }}{L^2}\frac{2(L^{})^3}{L^3}+\frac{2C\lambda L^{}}{L^2}0.$$

Since the left-hand side is the derivative of the quantity

$$B(r):=\frac{L^{}(r)^2}{L(r)^2}\frac{2C\lambda }{L(r)}$$

we thus see that $`B`$ is non-decreasing.

Suppose that $`B(r_0)`$ and $`L^{}(r_0)`$ were positive for some $`0<r_0<\delta /3`$. Then we would have $`B(r)>0`$ for all $`rr_0`$, so

$$L^{}(r)^2>2C\lambda L(r)\text{ for all }rr_0.$$

In particular $`L^{}(r)`$ would be strictly positive for $`rr_0`$. We rearrange this as

$$(L(r)^{1/2})^{}=\frac{1}{2}L^{}(r)L(r)^{1/2}>\sqrt{\frac{C}{2}\lambda }\text{ for all }r>r_0.$$

This would give

$$L(r)C^{}\lambda \text{ for all }r\frac{2\delta }{3}.$$

This would contradict the bound (3.10) for large $`\lambda `$. Thus, for $`\lambda \lambda _0`$ (where $`\lambda _0`$ depends only on $`M`$), we must have $`B(r)0`$ or $`L^{}(r)0`$ for all $`0<r\delta /3`$. In either case

$$(L(r)^{1/2})^{}=\frac{1}{2}L^{}(r)L(r)^{1/2}\sqrt{\frac{C}{2}\lambda }\text{ for all }r\frac{\delta }{3},\lambda \lambda _0.$$

Since $`L(0)=0`$, this implies (3.7). ∎

## 4. The lower bound on Riemannian manifolds

To find a lower bound on an arbitrary compact Riemannian manifold, $`M`$ satisfying the conditions of the theorem, we need to find an operator which has a positive commutator with $`H`$. We begin by constructing a first order pseudodifferential operator $`A`$ on $`N`$ which has this property to leading order, ie such that the symbol of $`i[H,A]`$ is positive.

###### Lemma 4.1.

Given any geodesic $`\gamma `$ in $`S^{}N`$, there is a first order, classical, self-adjoint pseudodifferential operator $`Q`$ satisfying the transmission condition (see , section 18.2), and properly supported on $`N`$, such that the principal symbol $`\sigma (i[H,Q])`$ of $`i[H,Q]`$ is nonnegative on $`T^{}M`$, and

(4.1)
$$\sigma (i[H,Q])\sigma (H)=|\xi |^2\text{ on a conic neighbourhood }U_\gamma \text{ of }\gamma T^{}M.$$

###### Proof.

Recall that the principal symbol of $`i[H,Q]`$ is given by the Hamilton vector field of $`H`$ applied to $`q=\sigma (Q)`$, the principal symbol of $`Q`$. In the case of $`H=\mathrm{\Delta }_g`$, this is $`|\xi |`$ times the arc-length derivative along geodesics, where $`|\xi |=|\xi |_g=\sqrt{g^{ij}\xi _i\xi _j}`$; note that $`|\xi |`$ is constant under geodesic flow.

To construct $`q`$, choose a point $`p`$ on $`\gamma `$ and a small piece of submanifold $`V`$ transversal, within $`S^{}N`$, to $`\gamma `$. We next choose functions $`\psi `$ and $`b`$ which are homogeneous of degree zero, so we only need to specify them on $`S^{}N`$. We first specify $`\psi `$ on $`V`$, requiring it to be identically $`1`$ near $`p`$ and zero outside a slightly larger neighbourhood of $`p`$. We then extend $`\psi `$ to $`S^{}N`$ be requiring it to be constant along geodesics intersecting $`V`$, and zero on any geodesic not intersecting $`V`$. Thus $`\psi `$ is supported in a small conic neighbourhood $`O`$ of $`\gamma `$. We define $`b`$ on the support of $`\psi `$ in $`S^{}N`$ by prescribing it to be zero on $`V`$ and to have derivative equal to $`1`$ along geodesics, with respect to arc length. Then we define $`a`$, a function homogeneous of degree zero on $`T^{}N`$, by $`a=\psi b`$. Due to our geodesic condition on $`M`$, $`a`$ is a smooth function on $`T^{}N0`$.

We next choose cutoff functions as follows: let $`\chi `$ be a smooth function on $`N`$ which is $`1`$ on $`M`$ and is supported in the interior of $`N`$, and let $`\chi _2`$ be a smooth function on $`T^{}N`$ which is $`1`$ when $`|\xi |1`$ and $`0`$ when $`|\xi |1/2`$. We define symbols $`q^{}`$ and $`q^{\prime \prime }`$ on $`T^{}N`$ by $`q^{}=|\xi |\chi \chi _2a`$, and $`q^{\prime \prime }=q^{}(x,\xi )`$. Then $`q^{\prime \prime }`$ is supported in a small conic neighbourhood of $`\gamma `$ and its symbol is increasing along $`\gamma `$. Let $`q=q^{}+q^{\prime \prime }`$; since $`q`$ is odd, we can find a classical pseudodifferential operator $`Q`$ with symbol $`q`$ satisfying the transmission condition. Replacing $`Q`$ by $`\frac{1}{2}(Q+Q^{})`$ if necessary, we may assume that $`Q`$ is self-adjoint. By construction, $`Q`$ satisfies (4.1). ∎

We now use Lemma 4.1 to construct our operator $`A`$. For each geodesic $`\gamma `$ in $`S^{}N`$, we have a conic neighbourhood $`U_\gamma `$ as in the Lemma. By compactness of $`S^{}M`$, a finite number of the $`U_\gamma `$ cover $`S^{}M`$. Let $`A`$ be the sum of the corresponding $`Q_\gamma `$. Then Lemma 4.1 implies that

(4.2)
$$\sigma (i[H,A])|\xi |^2\text{ on }T^{}M.$$

Our next task is to get an identity for $`A`$ similar to (2.1). Since $`A`$ is now pseudodifferential and therefore non-local, it is important to take into account the fact that $`u`$ is defined only on $`M`$. Let $`\overline{u}`$ denote the extension by zero to $`N`$.

###### Lemma 4.2.

Let $`u`$ be a Dirichlet eigenfunction for $`H`$, and let $`A`$ be a first order classical pseudodifferential operator satisfying the transmission condition. Then

(4.3)
$$\underset{M}{}\overline{u},[H,A]\overline{u}𝑑g=2\mathrm{Im}\underset{Y}{}\frac{u}{\nu }A\overline{u}𝑑\sigma \underset{Y}{}\left(\frac{u}{\nu }\right)^2c𝑑\sigma ,$$

where $`c(y)=lim_\rho \mathrm{}\rho ^1a(0,y,\rho ,0)`$.

Remark.  In (4.3), the restriction of $`A\overline{u}`$ to $`M`$ is taken from the interior of $`M`$; this is well defined since $`A`$ satisfies the transmission condition and $`u`$ is smooth on $`\overline{M}`$ (see ).

###### Proof.

Note that $`\overline{u}H^{3/2ϵ}(N)`$ for every $`ϵ>0`$, but it is not in $`H^{3/2}`$. Consequently, we cannot unwrap the commutator $`[H,A]`$ directly — since $`HA`$ and $`AH`$ are third order operators — but must use a limiting argument. Let $`\varphi (t)`$ be a smooth function which is zero for $`t<1`$ and one for $`t>2`$. Choose coordinates $`(r,y)`$ as above. Notice that for $`0<ϵ<\delta /2`$, $`\varphi _ϵ(r)=\varphi (r/ϵ)`$ may be regarded as a smooth function on $`N`$, such that $`u_ϵ=\overline{u}\varphi _ϵ`$ is a smooth function on $`N`$.

Since $`[H,A]`$ is second order, and $`u_ϵ\overline{u}`$ in $`H^1(N)`$ as $`ϵ0`$, we have

$$_M\overline{u},[H,A]\overline{u}𝑑g=\underset{ϵ0}{lim}_Mu_ϵ,[H\lambda ,A]u_ϵ𝑑g.$$

Now we can unwrap the commutator, getting

$$_M(H\lambda )u_ϵ,Au_ϵAu_ϵ,(H\lambda )u_ϵdg=2\mathrm{Im}_M(H\lambda )u_ϵ,Au_ϵ𝑑g.$$

We write

(4.4)
$$(H\lambda )u_ϵ,Au_ϵ=(H\lambda )u_ϵ,A\overline{u}(H\lambda )u_ϵ,A((1\varphi _ϵ)u).$$

Now we use the fact that $`A`$ satisfies the transmission condition. This implies that $`A\overline{u}`$ is smooth up to the boundary of $`M`$, ie $`A\overline{u}|\overline{M}`$ is smooth. If we compute $`(H\lambda )u_ϵ`$, we get

$$(H\lambda )u_ϵ=_ru_r\varphi _ϵu_r^2\varphi _ϵ+2uk_r_r\varphi _ϵ.$$

The distributional limit of this as $`ϵ0`$ is $`\psi \delta _M`$, and it is always supported in the interior of $`M`$. Therefore,

$$_M(H\lambda )u_ϵ,A\overline{u}𝑑g_Y\psi A\overline{u}𝑑\sigma $$

where $`A\overline{u}|M`$ is taken as the limit from the interior of $`M`$.

To deal with the second term in (4.4), we decompose $`A`$. Let $`a`$ be the principal symbol of $`A`$, and let $`y`$ be a point on the boundary of $`M`$. Let $`(\rho ,\eta )`$ be cotangent coordinates dual to $`(r,y)`$. Then, restricted to the line $`\eta =0`$, the symbol is the same as that of $`c(y)D_r`$ for $`c`$ as defined in the Lemma. Since the symbols $`\eta _i`$ of $`D_{y_i}`$ vanish on this line, and have independent differentials there, we can write the symbol $`a`$ as

$$a=c(y)\rho +\eta _ib_i,$$

for some symbols $`b_i`$ of order zero. Correspondingly, we get a decomposition

$$A=cD_r+B_iD_{y_i}+B^{},$$

where $`B_i`$ and $`B^{}`$ are pseudodifferential operators of order zero. Then replacing $`A`$ by $`cD_r`$ in the second term in (4.4) gives

$$_M(H\lambda )u_ϵ,cD_r(u(1\varphi _ϵ))𝑑gi_Yc(y)\psi ^2𝑑\sigma .$$

Thus, to prove the Lemma it remains to show that

$$_M(H\lambda )u_ϵ,(B_iD_{y_i}+B^{})(\overline{u}(1\varphi _ϵ))𝑑g0.$$

Notice that, as $`ϵ0`$, the $`L^2`$ norm of $`(H\lambda )u_ϵ`$ is $`O(ϵ^{1/2})`$, while the $`L^2`$ norms of $`D_{y_i}(\overline{u}(1\varphi _ϵ))`$ and of $`\overline{u}(1\varphi _ϵ)`$ are $`O(ϵ^{3/2})`$. Since zeroth order pseudodifferential operators are bounded on $`L^2`$, this term indeed goes to zero. This completes the proof of the Lemma. ∎

Now we use (4.3) and (3.7) to prove the lower bound. First, we deal with the left hand side of (4.3). Using (4.2), we may write

$$i[H,A]=H+B^{}B+R_1+R_2,$$

where $`B`$ and $`R_1`$ are first order pseudodifferential operators, and $`R_2`$ is second order with kernel smooth on $`M\times M`$. Thus, we can estimate from below

(4.5)
$$\begin{array}{c}_M\overline{u},i[H,A]\overline{u}𝑑g\lambda +_M\overline{u},(R_1+R_2)\overline{u}𝑑g\\ \lambda Cu_{H_1}u_{L^2}=\lambda C\lambda ^{1/2}.\end{array}$$

We want to show that this is no bigger than $`C\psi _2^2`$. To do this, it is sufficient to show that

(4.6)
$$A\overline{u}_{|Y}_{L^2(Y)}^2C\lambda +C\psi ^2,$$

since by Cauchy-Schwarz we can then estimate the right hand side of (4.3) by

$$\underset{Y}{}\psi ,A\overline{u}𝑑\sigma \frac{1}{ϵ}\psi _{L^2}^2+ϵA\overline{u}_{|Y}_{L^2(Y)}^2,$$

use (4.6) and absorb the $`Au^2`$ term in the left hand side. This, to finish the proof of the lower bound, it is enough to prove (4.6).

To do this, we require the following Lemma, which is due to Boutet de Monvel  and Višik and Eškin .

###### Lemma 4.3.

Let $`B`$ be a classical pseudodifferential operator on $`N`$ of integral order $`k1`$ satisfying the transmission condition. Let $`B_r`$ denote the operator from $`L^2(Y_r)`$ to $`L^2(Y)`$ given by $`B_r(f_r)=B(f_r\delta _{Y_r})|Y`$. (For $`r=0`$, we take $`lim_{ϵ0}(B(f_0\delta _Y))(ϵ,)`$; this is well defined for operators satisfying the transmission condition.) Then we have an estimate

(4.7)
$$B_r_{L^2(Y_r)L^2(Y)}Cr^{k1},r(0,\delta ].$$

For $`k=1`$ we have $`B_r`$ uniformly $`L^2`$ bounded down to and including $`r=0`$; indeed, in this case, if we identify $`Y_r`$ and $`Y`$, then $`\{B_r\}`$ is a uniformly bounded family of zeroth order pseudodifferential operators on $`Y`$, for $`r[0,\delta ]`$.

###### Proof.

The proof of this is at least implicitly contained in , in the discussion before Theorem 18.2.17, but we give a self-contained proof here which is based on that in . First, since $`\mathrm{\Psi }^k(N)`$ is invariant under adjoints, it is sufficient to bound $`B`$ mapping from $`L^2(Y)`$ to $`L^2(Y_r)`$, which by an abuse of notation we shall denote $`B_r`$ for the duration of this proof.

Let the kernel of $`B`$ be given as an oscillatory integral near $`r=r^{}=0`$ by

$$B(r,y,r^{},y^{})=e^{i(rr^{})\xi _1}e^{i(yy^{})\xi ^{}}b(r,y,\xi _1,\xi ^{})𝑑\xi _1𝑑\xi ^{}.$$

The kernel of $`B_ϵ`$ is obtained by restricting this to $`r=ϵ`$, $`r^{}=0`$. Then we wish to obtain a uniform $`L^2`$ bound on $`r^{k+1}B_r`$. Multiplying the kernel by $`r^{k+1}`$ is the same as applying $`D_{\xi _1}^{k+1}`$ to the phase. Integrating these derivatives by parts reduces the order of the symbol to $`1`$. Thus, it is enough to consider the case $`k=1`$.

Now consider the operator $`B_r`$ acting on a fixed function $`vL^2(Y)`$. Equivalently, we can look at $`B`$ acting on $`v\delta _Y`$. This is the distributional limit of $`B`$ acting on $`vϵ^1\varphi (r/ϵ)`$, where $`\varphi C_c^{\mathrm{}}()`$ has integral one and is supported in $`|r|1`$, say. The result is

(4.8)
$$e^{ir\xi _1}e^{iy\xi ^{}}b(r,y,\xi )\widehat{v}(\xi ^{})\widehat{\varphi }(ϵ\xi _1)𝑑\xi _1𝑑\xi ^{}.$$

Thus, the symbol of $`B_r`$ is

(4.9)
$$\underset{ϵ0}{lim}e^{ir\xi _1}b(r,y,\xi _1,\xi ^{})\widehat{\varphi }(ϵ\xi _1)𝑑\xi _1.$$

If $`b`$ in (4.9) were a symbol of order $`2`$, then the limit in (4.9) is

(4.10)
$$e^{ir\xi _1}b(r,y,\xi _1,\xi ^{})𝑑\xi _1.$$

which is a symbol of order $`1`$ in the $`\xi ^{}`$ variables, depending uniformly on $`r`$ (ie, with uniform estimates on all seminorms). For $`b`$ of order $`1`$, we choose a cutoff function $`\chi (\xi _1)`$, where $`\chi `$ is supported in $`|\xi _1|1`$ and is identically one near $`\xi _1=0`$, and write $`b=\chi (\xi _1)b+b^{}`$. Then $`\chi (\xi _1)b`$ is a symbol of order $`1`$ in the $`\xi ^{}`$ variables, uniformly in $`r`$ and $`\xi _1`$ (since it is compactly supported in $`\xi _1`$), so this integral gives a symbol of order $`1`$ uniformly in $`r`$. Finally, $`b^{}`$ is supported away from $`\xi _1=0`$, so we may write using Taylor’s theorem

$$b^{}=(1\chi (\xi _1))\left(c(r,y)\xi _1^1+\underset{j=2}{\overset{n}{}}\xi _j^{}b_j\right),$$

where $`b_j`$ are symbols of order $`2`$. Using the statement above about symbols of order $`2`$, we see that the $`\xi _j^{}b_j`$ terms give symbols of order $`0`$, uniformly in $`r`$. On the other hand, the $`\xi _1^1`$ term can be calculated explicitly. In the integral (4.9), with $`b`$ replaced by $`(1\chi (\xi _1))c(r,y)\xi _1^1`$, the integral can be moved into the upper half complex $`\xi _1`$ plane provided $`ϵ<r`$, and then the result is

$$c(r,y)\left(_1^1e^{ir\xi _1}(1\chi (\xi _1))\xi _1^1𝑑\xi _1+\underset{|\xi _1|=1,0<\mathrm{arg}\xi _1<\pi }{}e^{ir\xi _1}\xi _1^1𝑑\xi _1\right),$$

which is a multiplication operator depending smoothly on $`r`$. This completes the proof. ∎

Let $`H^1`$ denote the inverse of the Laplacian, with Dirichlet boundary conditions, on $`N`$. Then, in a neighbourhood of $`M`$, $`H^1`$ is a classical pseudodifferential operator of order $`2`$ satisfying the transmission condition. Since $`H\overline{u}=\lambda \overline{u}+\psi \delta _Y`$, we find $`\overline{u}=H^1(\lambda \overline{u}+\psi \delta _Y)`$. Thus,

$$A\overline{u}=AH^1(\lambda \overline{u}+\psi \delta _Y).$$

By Lemma 4.3, $`AH^1(\psi \delta _Y)|Y`$ is bounded by $`C\psi _2`$, which satisfies (4.6). Let us consider $`\lambda AH^1\overline{u}`$. To do this we break up $`\overline{u}`$ into a ‘close’ and ‘far’ part. Since the length scale is $`\lambda ^{1/2}`$, let us use the functions $`\varphi _ϵ`$ and $`u_ϵ`$ as above, but choosing the value $`ϵ=\lambda ^{1/2}`$. Consider first $`\lambda AH^1(\overline{u}(1\varphi _ϵ))`$. By Lemma 4.3, we get an estimate independent of $`r`$ on the operator norm of $`(AH^1)_r`$, and $`\overline{u}(1\varphi _ϵ)`$ is supported in $`r<2\lambda ^{1/2}`$, so we can estimate using (3.7)

$$\lambda AH^1(u(1\varphi _ϵ))_2C\lambda _0^{2\lambda ^{1/2}}r\lambda ^{1/2}𝑑rC\lambda ^{1/2},$$

which satisfies (4.6). Finally, consider the term $`\lambda AH^1u_ϵ`$. Writing $`u_ϵ=(\lambda ^2H^2u)\varphi _ϵ`$, we obtain

$$\lambda AH^1u_ϵ=\lambda ^1AHu_ϵ\lambda ^1AH^1[H^2,\varphi _ϵ]u.$$

The first term is estimated via Lemma 4.3 and (3.7), and using smoothness of the kernel of $`AH`$ at $`(r,y,r^{},y^{})`$ for $`r=0`$ and $`r^{}\delta /3`$, by

$$\lambda ^1\left(_{\lambda ^{1/2}}^{\delta /3}r^4\lambda ^{1/2}r𝑑r+O(1)\right)C\left(\lambda ^{1/2}+\lambda ^1\right)$$

which satisfies (4.6) for large $`\lambda `$. The terms coming from the commutator are treated similarly.

This completes the proof of Theorem 1.1.

## 5. An alternative proof of the lower bound

There is an alternative way to prove the lower bound, which depends on a trick due to Morawetz, Ralston and Strauss . First, we recall some facts about spherical harmonics. Let $`\mathrm{\Delta }_{S^{n1}}`$ denote the Laplacian on the $`(n1)`$-sphere. Then $`\mathrm{\Delta }_{S^{n1}}`$ has eigenvalues $`k(n+k2)`$, $`k=0,1,2,\mathrm{}`$. Let the corresponding eigenspace be denoted $`V_k`$; elements of $`V_k`$ are called spherical harmonics. We recall that for every $`\varphi V_k`$, the function $`r^k\varphi `$ (thought of as a function on $`^n`$ written in polar coordinates) is a homogeneous polynomial, of degree $`k`$, on $`^n`$.

The alternative proof goes as follows. We use the symbol $`a`$ of the operator $`A`$ constructed in the previous section, restrict it to the cosphere bundle of $`N`$, and expand in spherical harmonics. Note that since $`a`$ is odd, and spherical harmonics are even or odd with $`k`$, all the terms with $`k`$ even vanish. Thus we have

$$a|S^{}N=\underset{l=0}{\overset{\mathrm{}}{}}\varphi _{2l+1}(x,\frac{\xi }{|\xi |}),\varphi _k(x,)V_k(S_x^{}N).$$

Since $`a`$ is smooth, this sum converges in $`C^{\mathrm{}}`$, and certainly in $`C^1`$. Therefore, there is a $`K`$ such that the operator $`A^{}`$ with symbol

$$a^{}=\underset{l=0}{\overset{K1}{}}\varphi _{2l+1}(x,\frac{\xi }{|\xi |})$$

also has positive commutator with $`H`$. However, following , we can turn $`A^{}`$ into a differential operator $`P`$ of order $`2K1`$, by letting

$$p=\sigma (P)=\underset{l=0}{\overset{K1}{}}\varphi _{2l+1}(x,\frac{\xi }{|\xi |})|\xi |^{2K1}.$$

The symbol $`p`$ is a polynomial on each fibre of $`T^{}N`$, so we may take $`P`$ to be a differential operator. Moreover, the symbol of $`i[H,P]`$ satisfies

$$\sigma (i[H,P])=|\xi |^{2K}\left(\sigma (i[H,P])|_{|\xi |=1}\right)c|\xi |^{2K}\text{ for some }c>0.$$

We now apply apply the Gårding inequality to $`Q=i[H,P]`$. We need to apply the form which is valid for $`uH^K(M)`$ as opposed to $`H_0^K(M)`$ which is the standard situation. This gives

(5.1)
$$_Mu,Qu𝑑gcu_{H^K(M)}^2C\left(u_{L^2(M)}^2+\underset{k=0}{\overset{K1}{}}_r^ku_{H^{K1/2k}(Y)}^2\right),$$

where $`c`$ is a positive constant depending on $`P`$ and $`(M,g)`$. This can be derived from the usual Gårding inequality by writing $`u=v+w`$, where $`v`$ solves the Dirichlet problem $`(P+\alpha )v=0`$ with the same Dirichlet data as $`u`$. (Here $`\alpha `$ is a sufficiently large constant.) We then get an estimate on the $`H^K`$ norm of $`v`$ in terms of the boundary norms of $`u`$ appearing in (5.1). On the other hand, we can apply the standard Gårding inequality to $`w`$.

Thus, (2.1) and (5.1) combined yield

$$u_{H^K(M)}^2C+C\underset{k=0}{\overset{K1}{}}_r^ku_{H^{K1/2k}(Y)}^2+\left|_Y\psi ,Pu𝑑\sigma \right|.$$

We can estimate the left hand side from below by a constant times $`\lambda ^K`$. Consider the right hand side. Let us write $`u=k^1v`$, where $`k`$ is as in (3.1), so that $`v`$ satisfies (3.2). Then $`Pu=\stackrel{~}{P}v`$, where $`\stackrel{~}{P}=Pk`$ is a differential operator of order $`2K1`$. Since $`k`$ is smooth, we obtain

(5.2)
$$\lambda ^KC+C\underset{k=0}{\overset{K1}{}}_r^kv_{H^{K1/2k}(Y)}^2+C\left|_Y\psi ,\stackrel{~}{P}v𝑑\sigma \right|.$$

Since $`v=0`$ at $`Y`$, and we are interested in $`\stackrel{~}{P}v|Y`$, we may assume that $`\stackrel{~}{P}=P^{}_r`$, where $`P^{}`$ has order $`2K2`$. Using (3.2), we may replace $`_r^2v`$ by $`(\lambda f)v_{y_i}(h^{ij}_{y_j}v)`$ repeatedly, until only $`_r_y^\alpha v`$ terms remain. Thus we have

$$\stackrel{~}{P}v|Y=\underset{j=0}{\overset{K1}{}}\lambda ^jP_j\psi ,$$

where $`P_j`$ is a differential operator on $`Y`$ of order $`2(K1j)`$, independent of $`\lambda `$. Hence (5.2) becomes

(5.3)
$$\lambda ^KC+C\underset{k=0}{\overset{K1}{}}\lambda ^{k1}\psi _{H^{K1/2k}(Y)}^2+C\underset{j=0}{\overset{K1}{}}\lambda ^j\left|_Y\psi ,P_j\psi 𝑑\sigma \right|.$$

Using the upper bound estimate (2.2) on the sum over $`k`$ and for all terms in the sum over $`j`$ with $`j<K1`$, we find

(5.4)
$$\lambda ^KC+C(1+\lambda ^{K1/2})+C\lambda ^{K1}\psi _{L^2}^2+C\lambda ^{K1/2}\psi _{L^2}.$$

Finally, we estimate the last term in (5.4) by $`ϵ\lambda ^K+ϵ^1C^2\lambda ^{K1}\psi _2^2`$, and absorb the $`ϵ\lambda ^K`$ term in the left hand side. This proves the lower bound.

## 6. Further examples

Here we briefly discuss further examples which illustrate how the presence of trapped geodesics in the interior of $`M`$ affects the behaviour of eigenfunctions at the boundary.

Example 5 — the spherical cylinder. Consider the manifold $`MS^2`$ given in terms of coordinates $`(\theta ,\varphi )`$ as in (1.4), by

$$M=\{(\theta ,\varphi )\frac{\pi }{2}a\theta \frac{\pi }{2}+a,\varphi S^1\},0<a<\frac{\pi }{2}.$$

Let $`y=\theta \pi /2`$. Here, the equator at $`y=0`$ is a trapped geodesic, as is every nearby geodesic, so this is an extreme case where there is a nonempty open set of periodic geodesics. In this case, there is a sequence of normalized Dirichlet eigenfunctions $`u_l`$ where the lower bound fails spectacularly, namely there is exponential decay of $`\psi _l_2`$:

(6.1)
$$\psi _l_2^2Ce^{cl}$$

This follows by separating variables, $`u=e^{il\varphi }v(y)`$, and reducing to a one dimensional problem where $`l^1`$ plays the role of a semiclassical parameter. The positive curvature of the sphere manifests itself as a potential function with a nondegenerate minimum at $`y=0`$. Well known estimates (see e.g. , chapter 3) show that there are normalized eigenfunctions $`u_l`$ which localize near $`y=0`$ as $`l\mathrm{}`$. More precisely, for any $`\delta >0`$ and differential operator $`P`$ there are constants $`c>0`$ and $`C<\mathrm{}`$ such that $`|Pu_l|Ce^{cl}`$ in the set $`\{|y|>\delta \}`$. If we then apply our upper bound argument from Section 2, which involves only the gradient of the eigenfunction near the boundary, we obtain (6.1).

Example 6 — a finite hyperbolic cylinder. Let $`M`$ be the Riemannian manifold

$$M=[a,a]_y\times S_\varphi ^1,g=dy^2+(\mathrm{cosh}y)^2d\varphi ^2.$$

Again, there is a periodic geodesic at $`y=0`$. However, this is the opposite extreme to the example above. Now $`M`$ has negative curvature, the geodesic is unstable, and it is in fact the unique trapped geodesic on $`M`$. (Other geodesics may be trapped as $`t\mathrm{}`$ or $`t\mathrm{}`$, but not both.) Using results of Colin de Verdière and Parisse  one can show that there is a sequence of normalized eigenfunctions $`u_l`$, $`l=1,2,3,\mathrm{}`$, such that

(6.2)
$$\frac{c\lambda }{\mathrm{log}\lambda }\psi _l_2^2\frac{C\lambda }{\mathrm{log}\lambda }.$$

Thus, the lower bound is violated, but just barely. Both this example and the previous one are based on sequences of eigenfunctions which microlocally concentrate at a periodic geodesic. Since the geodesic is in the interior of the manifold, the eigenfunctions are concentrated in the interior, and so are not as large near the boundary as one would normally expect.

Example 7 — Neumann eigenfunctions. One might hope to prove bounds of the form

$$cu_{|Y}_{L^2(Y)}C$$

for normalized Neumann eigenfunctions $`u`$. The following examples show that neither the upper nor lower bound is valid in general.

Consider the unit disc, as in Example 1. There is a basis of Neumann eigenfunctions of the form

$$u_{k,n}=c_{k,n}e^{in\theta }J_n(j_{k,n}^{}r),$$

where $`c_{k,n}`$ is a normalization constant and $`j_{k,n}^{}`$ denotes the $`k`$th zero of the derivative of the $`n`$th Bessel function $`J_n`$. The eigenvalue for this eigenfunction is $`\lambda =(j_{k,n}^{})^2`$. Denoting the boundary value of this eigenfunction by $`\chi _{k,n}`$, Rellich’s identity (2.1) gives us

(6.3)
$$2\lambda =_{S^1}u,_r^2u𝑑\theta =_{S^1}u,(\lambda +_\theta ^2)u𝑑\theta =(\lambda n^2)\chi _{k,n}_2^2.$$

This shows that there is a lower bound for $`\chi _{k,n}_2`$. However, the first positive critical point of $`J_n`$, $`j_{1,n}^{}`$, is known to have asymptotic

$$j_{1,n}^{}n+cn^{1/3},n\mathrm{}.$$

So fixing $`k=1`$ and sending $`n\mathrm{}`$ in (6.3) shows that there is no upper bound for $`\chi _{k,n}_2`$.

We remark that it is not hard to derive a lower bound for convex Euclidean domains from Rellich’s identity. On the other hand, the argument of Example 5 applies equally to Neumann eigenfunctions, so the lower bound is not generally valid. It is not clear to the authors whether the lower bound holds under the nontrapping assumption of Theorem 1.1.

Example 8 — vector fields are not enough. One might wonder whether, on an arbitrary compact Riemannian manifold, with no trapped geodesics (that is, satisfying the conditions of Theorem 1.1), one could choose a first order differential operator $`A`$ whose commutator with $`H`$ had a positive symbol. In this section, we show via an example that this is impossible in general. First we analyze what it means for a vector field to have a positive commutator with $`H`$. Let the symbol of $`A`$ be $`a_i(x)\xi _i`$. The Hamilton vector field of $`H`$ is $`\xi _i_{x_i}`$, so having a positive commutator requires that

(6.4)
$$\xi _i\xi _j\frac{a_j}{x_i}>0\text{ for }|\xi |0.$$

Thus, the matrix $`_{x_i}a_j`$ must be positive definite.

Now consider the 2-manifold $`M`$ with boundary illustrated in the figure (with corners smoothed so that it has smooth boundary) — in the figure, the top and bottom dashed lines, and the leftmost and rightmost dashed lines, are identified. It is clear that $`M`$ satisfies the geodesic condition of the Theorem, so the lower bound is valid for it. Assume that there is a vector field $`A`$ on $`M`$ having positive commutator with $`H`$. Notice that the two points $`p`$ and $`q`$ are such that there are three geodesics from $`p`$ to $`q`$: one in the direction $`e_1+e_2`$, one in the direction $`e_1`$ and one in the direction $`e_2`$. Write $`A=a_1e_1+a_2e_2`$. Then (6.4) implies that $`a_1`$ is increasing in direction $`e_1`$, and $`a_2`$ is increasing in direction $`e_2`$. Hence $`a_1(p)>a_1(q)`$, and $`a_2(p)>a_2(q)`$. On the other hand, $`a_1+a_2`$ is increasing in direction $`e_1+e_2`$, so this yields $`a_1(p)+a_2(p)<a_1(q)+a_2(q)`$, which is a contradiction. Hence no such vector field $`A`$ exists.


text:
# Permutations containing a pattern exactly once and avoiding at least two patterns of three letters

## Abstract

In this paper, we find an explicit formulas, or recurrences, in terms of generating functions for the cardinalities of the sets $`S_n(T;\tau )`$ of all permutations in $`S_n`$ that contain $`\tau S_k`$ exactly once and avoid a subset $`TS_3`$, $`|T|2`$. The main body of the paper is divided into three sections corresponding to the cases $`|T|=2,3`$ and $`|T|4`$.

## 1. Introduction

Let $`[p]=\{1,\mathrm{},p\}`$ denote a totally ordered alphabet on $`p`$ letters, and let $`\alpha =(\alpha _1,\mathrm{},\alpha _m)[p_1]^m`$, $`\beta =(\beta _1,\mathrm{},\beta _m)[p_2]^m`$. We say that $`\alpha `$ is order-isomorphic to $`\beta `$ if for all $`1i<jm`$ one has $`\alpha _i<\alpha _j`$ if and only if $`\beta _i<\beta _j`$. For two permutations $`\pi S_n`$ and $`\tau S_k`$, an occurrence of $`\tau `$ in $`\pi `$ is a subsequence $`1i_1<i_2<\mathrm{}<i_kn`$ such that $`(\pi _{i_1},\mathrm{},\pi _{i_k})`$ is order-isomorphic to $`\tau `$; in such a context $`\tau `$ is usually called the pattern. We say that $`\pi `$ avoids (respectively, contains exactly once) $`\tau `$, or is $`\tau `$-avoiding, if there is no occurrence of $`\tau `$ in $`\pi `$ (respectively, there is exactly one occurrence of $`\tau `$ in $`\pi `$). Pattern avoidance proved to be a useful language in a variety of seemingly unrelated problems, from stack sorting \[Kn, Ch. 2.2.1\] to singularities of Schubert varieties \[LS\]. A natural generalization of single pattern avoidance is subset avoidance; that is, we say that $`\pi S_n`$ avoids a subset $`TS_k`$ if $`\pi `$ avoids any $`\tau T`$.

Two sets, $`T_1`$, $`T_2`$, are said to be Wilf equivalent (or to belong to the same Wilf class) if and only if $`|S_n(T_1)|=|S_n(T_2)|`$ for any $`n0`$; the Wilf class of $`T`$ we denote by $`\overline{T}`$. Also for two sets $`(T_1;\tau ^1)`$, $`(T_2;\tau ^2)`$, are said to belong to the same almost Wilf class if and only if $`|S_n(T_1;\tau ^1)|=|S_n(T_2;\tau ^2)|`$ for any $`n0`$.

The study of the sets $`S_n(\tau )`$ was initiated by Knuth \[Kn\], who proved that $`|S_n(\tau )|=\frac{1}{n+1}\left(\genfrac{}{}{0pt}{}{2n}{n}\right)`$ for any $`\tau S_3`$. Knuth’s results where further extended in two directions. West \[W\] and Stankova \[St\] analyzed $`S_n(\tau )`$ for $`\tau S_4`$ and obtained the complete classification, which contains $`3`$ distinct Wilf classes. On the other hand, Simion and Schmidt \[SS\] studied $`S_n(T)`$ for arbitrary subsets $`TS_3`$ and discovered $`7`$ Wilf classes. The study of $`S_n(\alpha ,\tau )`$ for all $`\alpha S_3`$, $`\tau S_4(\alpha )`$, was completed by West \[W\]; Billey, Jockusch and Stanley \[B\]; and Guibert \[G\].

Later than, Mansour and Vainshtein \[MV1, MV2, MV3\] presented a recurrence formula to the generating function for the number of $`132`$-avoiding permutations and avoiding or containing exactly once another pattern in $`S_k`$ (see \[CW, Kr\]). Besides, Mansour \[M\] gave a complete answer for avoiding at least two pattern in $`S_3`$ and avoiding another pattern in $`S_k`$. On the other hand, Robertson \[R\] presented the complete classification of the almost Wilf classes for avoiding or containing exactly once a pattern from $`S_3`$, and containing exactly once another pattern from $`S_3`$.

In the present paper, we find an explicit formulas, or recurrences, in terms of generating functions for the cardinalities of the sets $`S_n(T;\tau )`$ of all permutations in $`S_n`$ that contain $`\tau S_k`$ exactly once and avoid a set $`T`$, $`|T|2`$, of patterns from $`S_3`$. Throughout the paper, we often make use of the following remark.

###### Remark 1.1.

In \[W\] observed that if $`\pi S_k`$ contain any pattern $`\tau T`$, then $`S_n(T,\pi )=S_n(T)`$. Besides, $`|S_n(T;\pi )|=0`$ for all $`nk`$. On the other hand, by Erdös and Szekeres \[ES\] we obtain that $`|S_n(T;\tau )|=0`$ for all $`n7`$ where $`\{123,321\}T`$. Since that, from now we suppose that $`\pi `$ is $`T`$-avoiding, and $`\{123,321\}T`$.

The main body of the paper is divided into three sections corresponding to the cases $`|T|=2,3`$ and $`|T|4`$.

## 2. A pair

In this section we present, by explicit formula or recurrence in terms of generating functions, the cardinality of the sets $`S_n(\beta ,\gamma ;\tau )`$ where $`\beta ,\gamma S_3`$, $`\tau S_k`$, $`k3`$. By the three natural operations, the complement, the reversal, the inverse (see Simion and Schmidt \[SS, Lem. 1\]), and Remark 1.1 we have to consider the following four possibilities:

$$\begin{array}{cccc}\hfill 1)& S_n(132,123;\tau ),\hfill & \text{where}\hfill & \tau S_k(132,123),\hfill \\ \hfill 2)& S_n(132,321;\tau ),\hfill & \text{where}\hfill & \tau S_k(132,321),\hfill \\ \hfill 3)& S_n(132,213;\tau ),\hfill & \text{where}\hfill & \tau S_k(132,213),\hfill \\ \hfill 4)& S_n(132,231;\tau ),\hfill & \text{where}\hfill & \tau S_k(132,231).\hfill \end{array}$$

The main body of this section is divided into four subsections corresponding to the above four cases.

### 2.1. $`𝐓=\{\mathrm{𝟏𝟐𝟑},\mathrm{𝟏𝟑𝟐}\}`$.

Let $`a_\tau (n)=|S_n(123,132;\tau )|`$, and $`a_\tau ^{}(n)=|S_n(123,132,\tau )|`$; and let $`A_\tau (x)`$ ($`A_\tau ^{}(x)`$) be the ordinary generating function for the sequence $`\{a_\tau (n)\}_{n0}`$ ($`\{a_\tau ^{}(n)\}_{n0}`$). We find a recurrence for the generating function $`A_\tau (x)`$.

###### Theorem 2.1.

Let $`k2`$, and $`\tau S_k(132,123)`$; so there exist $`r`$ maximal such that $`\tau =(k1,k2,\mathrm{},kr+1,k,\tau ^{})`$. Then

(i) for $`r2`$,

$$A_{(k1,k2,\mathrm{},kr+1,k,\tau ^{})}(x)=\{\begin{array}{cc}\frac{x^r(1x)}{12x+x^r}A_\tau ^{}(x)\hfill & ;\tau ^{}\mathrm{}\hfill \\ \frac{x^r(1x)}{12x+x^r}A_\tau ^{}(x)\hfill & ;\tau ^{}=\mathrm{}.\hfill \end{array}.$$

(ii) for $`m`$ maximal such that $`\tau =(k,k1,\mathrm{},km+1,\tau ^{})`$,

$$A_\tau \left(x\right)=\{\begin{array}{cc}xA_{(k1,\mathrm{},km+1,\tau ^{})}\left(x\right)+\underset{j=2}{\overset{m}{}}x^{j+1}A_{(kj,\mathrm{},km+1,\tau ^{})}\left(x\right)\hfill & ;m2\hfill \\ \left(xx^2x^3\mathrm{}x^{k1}\right)A_\tau ^{}\left(x\right)\hfill & ;m=1\hfill \end{array}.$$

Besides, $`A_{(1)}(x)=x`$.

###### Proof.

Let $`\tau S_k(132,123)`$; by \[M, Th. 3(i)\] there exist $`r`$ maximal such that $`\tau =(k1,k2,\mathrm{},kr+1,k,\tau ^{})`$. Let $`\alpha S_n(132,123)`$; choose $`t`$ such that $`\alpha _t=n`$, so by \[M, Th. 3(i)\] $`\alpha =(n1,\mathrm{},nt+1,n,\alpha ^{})`$.

1. Let $`r2`$ and $`\tau ^{}\mathrm{}`$. By definitions it is easy to obtain for any $`nk`$,

$$a_\tau (n)=\underset{t=1}{\overset{r1}{}}a_\tau (nt)+a_\tau ^{}(nr).$$
2. Let $`r2`$ and $`\tau ^{}=\mathrm{}`$. By definitions it is easy to get for $`nk`$

$$a_\tau (n)=\underset{t=1}{\overset{r1}{}}a_\tau (nt)+a_\tau ^{}(nr).$$
3. For $`r=2`$, by use \[M, Th. 3(i)\] there exist $`m`$ maximal such that $`\tau =(k,k1,\mathrm{},km+1,\tau ^{})`$. This yields

$$a_\tau (n)=a_{(k1,\mathrm{},km+1,\tau ^{})}(n1)+\underset{j=2}{\overset{m}{}}a_{(kj,\mathrm{},km+1,\tau ^{})}(n1j),$$

for $`m2`$, and

$$a_\tau (n)=a_\tau ^{}(n1)\underset{j=2}{\overset{k1}{}}a_\tau ^{}(nj),$$

where $`m=1`$.

Besides, in the above cases $`a_\tau (n)=0`$ for all $`nk1`$ and $`a_\tau (k)=1`$, hence in terms of generating function the theorem holds. ∎

###### Corollary 2.2.

Let $`r_i2`$ such that $`r_1+\mathrm{}+r_m=k`$, and $`\tau =(p_1,p_2,\mathrm{},p_m)S_k(123,132)`$ where $`p_i=(t_i1,t_i2,\mathrm{},t_ir_i+1)`$, and $`t_i=k(r_1+\mathrm{}+r_{i1})`$ for $`i=1,2,\mathrm{},m`$. Then

$$A_\tau (x)=\frac{1x}{12x+x^{r_m}}\underset{i=1}{\overset{m}{}}\frac{x^{r_i}(1x)}{12x+x^{r_i}}.$$

###### Proof.

By induction and part $`(i)`$ of Theorem 2.1 we obtain that

$$A_\tau (x)=A_{p_m}^{}(x)\underset{i=1}{\overset{m}{}}\frac{x^{r_i}(1x)}{12x+x^{r_i}},$$

so by \[M, Th. 3(ii)\] the corollary holds. ∎

###### Example 2.3.

For $`k=3`$, Theorem 2.1 and \[M, Th. 3(ii)\] yields

$$A_{213}(x)=\frac{x^3}{(1xx^2)^2},A_{231}(x)=A_{312}(x)=\frac{x^3}{1x},A_{321}(x)=x^3+3x^4.$$

### 2.2. $`𝐓=\{\mathrm{𝟏𝟑𝟐},\mathrm{𝟑𝟐𝟏}\}`$.

Let $`b_\tau (n)=|S_n(132,321;\tau )|`$ and let $`B_\tau (x)`$ be the ordinary generating functions of the sequences $`\{b_\tau (n)\}_{n0}`$. We find a explicit formula for the generating function $`B_\tau (x)`$.

###### Theorem 2.4.

Let $`k1`$; then

(i)

$$B_{(1,2,\mathrm{},k)}(x)=x^k+2\underset{j=k+1}{\overset{2k1}{}}(2kj)x^j;$$

(ii) for $`1dk1`$,

$$B_{(d+1,d+2,\mathrm{},k,1,2,\mathrm{},d)}(x)=\frac{x^k}{1x};$$

(iii) for $`1dm2k2`$,

$$B_{(d+1,d+2,\mathrm{},m1,1,2,\mathrm{},d,m,m+1,\mathrm{},k)}(x)=x^k.$$

###### Proof.

Let $`\tau S_k(132,321)`$; by \[M, Th. 6(i)\] there exist $`m`$, $`2mk+1`$, and $`d`$, $`1dm2`$ such that

$$\tau =(d+1,d+2,\mathrm{},m1,1,2,\mathrm{},d,m,m+1,\mathrm{},k).$$

Similarly, for $`\alpha S_n(132,321)`$ there exist $`r`$, $`2rn+1`$, and $`t`$, $`1tr2`$ such that

$$\alpha =(t+1,t+2,\mathrm{},r1,1,2,\mathrm{},t,r,r+1,\mathrm{},n).$$

By this fact, the rest it is easy to see. ∎

###### Example 2.5.

Theorem 2.4 yields,

$$B_{123}(x)=x^3+4x^4+2x^5,B_{213}(x)=x^3,B_{231}(x)=B_{312}(x)=\frac{x^3}{1x}.$$

### 2.3. $`𝐓=\{\mathrm{𝟏𝟑𝟐},\mathrm{𝟐𝟏𝟑}\}`$.

Let $`c_\tau (n)=|S_n(132,213;\tau )|`$ and let $`C_\tau (x)`$ be the ordinary generating functions of the sequences $`\{c_\tau (n)\}_{n0}`$. We find a recurrence formula for the generating function $`C_\tau (x)`$.

###### Theorem 2.6.

Let $`\tau S_k(132,213)`$; then

(i) there exist $`k+1=r_0>r_1>\mathrm{}>r_m=1`$ such that

$$\tau =(r_1,r_1+1,\mathrm{},k,r_2,r_2+1,\mathrm{},r_11,\mathrm{},r_m,r_m+1,\mathrm{},r_{m1}1);$$

(ii) for all $`0rk1`$,

$$C_{(r+1,\mathrm{},k,\tau )}(x)=\frac{x^{kr}(1x)}{12x+x^{kr}}C_\tau ^{}(x),$$

where $`\tau ^{}\mathrm{}`$, and

$$C_{(1,2,\mathrm{},k)}(x)=\frac{x^k(1x)^2}{(12x+x^k)^2}.$$

###### Proof.

$`(i)`$ holds by \[M, Th. 8(i)\]. To prove $`(ii)`$, let $`\alpha S_n(132,213;\tau )`$, so by $`(i)`$ there exist $`n+1=t_0>t_1>\mathrm{}>t_m1`$ such that

$$\alpha =(t_1,t_1+1,\mathrm{},t_01,t_2,t_2+1,\mathrm{},t_11,\mathrm{},t_m,t_m+1,\mathrm{},t_{m1}1),$$

therefore for $`\tau ^{}\mathrm{}`$

$$c_\tau (n)=\underset{j=nk+r_1+1}{\overset{n}{}}c_\tau (j1)+c_\tau ^{}(nk+r_11).$$

When $`\tau ^{}=\mathrm{}`$ which means that $`\tau =(1,2,\mathrm{},k)`$ we get that

$$c_\tau (n)=\underset{j=nk+2}{\overset{n}{}}c_\tau (j1)+c_\tau ^{}(n),$$

where $`c_\tau ^{}(n)`$ is the number of all permutations $`\{132,213\}`$-avoiding and $`\tau `$-avoiding. Besides, $`c_\tau (k)=1`$ and $`c_\tau (n)=0`$ for $`nk1`$, hence the rest is easy to see by use \[M, Th. 8(ii)\]. ∎

###### Corollary 2.7.

Let $`k1`$; then $`C_{(k,k1,\mathrm{},1)}(x)=x^k`$.

###### Example 2.8.

Theorem 2.6 yields

$$C_{123}(x)=\frac{x^3}{(1xx^2)^2},C_{231}(x)=C_{312}(x)=\frac{x^3}{1x},C_{321}(x)=x^3.$$

### 2.4. $`𝐓=\{\mathrm{𝟐𝟏𝟑},\mathrm{𝟐𝟑𝟏}\}`$.

Let $`d_\tau (n)=|S_n(213,231;\tau )|`$ and let $`D_\tau (x)`$ be the ordinary generating functions of the sequences $`\{d_\tau (n)\}_{n0}`$. We find a recurrence formula for the generating function $`D_\tau (x)`$.

Let $`\tau S_k(132,231)`$; by \[M, Th. 11\] $`\tau _i`$ is either the right maximum, or the right minimum, for all $`1ik1`$.

###### Theorem 2.9.

Let $`\tau S_k(132,231)`$; then

(i) there exist $`\tau ^{}`$ such that either $`\tau =(k,k1,\mathrm{},kr+1,\tau ^{},kr)`$, or $`\tau =(kr,\tau ^{},kr+1,\mathrm{},k)`$, where $`1rk1`$;

(ii)

$$D_\tau (x)=\frac{x^{r+1}}{(1x)^r}D_\tau ^{}(x),$$

where $`\tau ^{}\mathrm{}`$, and

$$D_{(1,2,\mathrm{},k)}(x)=D_{(k,\mathrm{},2,1)}(x)=\frac{x^k}{(1x)^{k1}}.$$

###### Proof.

If $`\tau _1k`$ and $`\tau _kk`$, then $`\tau `$ contain $`132`$ or $`231`$, so $`\tau _1=k`$ or $`\tau _k=k`$. By use induction on $`k`$ the first case holds.

Let $`\alpha S_n(132,231)`$; similarly to $`(i)`$ there exist $`\alpha ^{}`$ such that $`\alpha =(n,\mathrm{},nt+1,\alpha ^{},nt)`$, or $`\alpha =(nt,\alpha ^{},nt+1,\mathrm{},n)`$, where $`1tn1`$. Then for $`0mr1`$,

$$d_{(km,\mathrm{},kr+1,\tau ^{},kr)}(n)=d_{(km,\mathrm{},kr+1,\tau ^{},kr)}(n1)+d_{(k1m,\mathrm{},kr+1,\tau ^{},kr)}(n1),$$

and

$$d_{(kr,\tau ^{},kr+1,\mathrm{},km)}(n)=d_{(kr,\tau ^{},kr+1,\mathrm{},km)}(n1)+d_{(kr,\tau ^{},kr+1,\mathrm{},k1m)}(n1).$$

Besides $`d_\tau (n)=0`$ for all $`nk1`$ and $`d_\tau (k)=1`$, hence it is easy to obtain

$$D_\tau (x)=\frac{x^{r+1}}{(1x)^r}D_\tau ^{}(x).$$

The rest is obtain immediately by above recurrence. ∎

Let us denote the sequence $`k\mathrm{}(r+2)(r+1)`$ by $`<k,r>`$.

###### Corollary 2.10.

Let $`k1`$, and $`\tau =(<k,r_1>,<r_11,r_2>,\mathrm{},<r_{m1}1,r_m>,r_{m1},r_{m2},\mathrm{},r_1)S_k(132,231)`$. Then

$$D_\tau (x)=\frac{x^k}{(1x)^{km}}.$$

###### Proof.

By Theorem 2.9 we obtain that

$$D_\tau (x)=\underset{i=1}{\overset{m1}{}}\frac{x^{r_{i1}r_i}+1}{(1x)^{r_{i1}r_i}}D_{(r_m,\mathrm{},2,1)}(x),$$

which means that

$$D_\tau (x)=\underset{i=1}{\overset{m1}{}}\frac{x^{r_{i1}r_i}+1}{(1x)^{r_{i1}r_i}}\frac{x^{r_m}}{(1x)^{r_m1}},$$

hence the corollary holds. ∎

###### Example 2.11.

Theorem 2.9 yields,

$$D_{123}(x)=D_{321}(x)=\frac{x^3}{(1x)^2},D_{213}(x)=D_{312}(x)=\frac{x^3}{1x}.$$

## 3. A triplet

In this section, we calculate the cardinality of the sets $`S_n(T;\tau )`$ such that $`TS_3`$, $`|T|=3`$ and $`\tau S_k(T)`$ for $`k3`$. By three natural operations the complement, the reversal, the inverse (see Simion and Schmidt \[SS, Lem. 1\]), and Remark 1.1 we have to consider the following four possibilities:

$$\begin{array}{cccc}\hfill 1)& S_n(123,132,213;\tau ),\hfill & \text{where}\hfill & \tau S_k(123,132,213),\hfill \\ \hfill 2)& S_n(123,132,231;\tau ),\hfill & \text{where}\hfill & \tau S_k(123,132,231),\hfill \\ \hfill 3)& S_n(123,231,312;\tau ),\hfill & \text{where}\hfill & \tau S_k(123,231,312),\hfill \\ \hfill 4)& S_n(132,213,231;\tau ),\hfill & \text{where}\hfill & \tau S_k(132,213,231).\hfill \end{array}$$

The main body of this section is divided into four subsections corresponding to the above four cases.

### 3.1. $`𝐓=\{\mathrm{𝟏𝟐𝟑},\mathrm{𝟏𝟑𝟐},\mathrm{𝟐𝟏𝟑}\}`$.

Let $`e_\tau (n)=|S_n(123,132,213;\tau )|`$ and let $`E_\tau (x)`$ be the ordinary generating functions of the sequences $`\{e_\tau (n)\}_{n0}`$. We find a recurrence formula for the generating function $`E_\tau (x)`$.

###### Theorem 3.1.

Let $`k4`$, $`\tau S_k(123,132,213)`$. Then

$$E_{(k1,k,\tau ^{})}(x)=\frac{x^2}{1x}E_\tau ^{}(x),E_{(k,\tau ^{})}(x)=xE_\tau ^{}(x),$$

Besides $`E_\tau (x)`$ is given by $`x^4`$, $`\frac{x^3}{1x}`$, $`\frac{x^3}{1x}`$, $`x^3`$, $`x^2`$, $`\frac{x^2}{(1x)^2}`$, $`x`$, where $`\tau =4231`$, $`231`$, $`312`$, $`321`$, $`21`$, $`12`$, $`1`$; respectively.

###### Proof.

Let $`\alpha S_n(123,132,213;\tau )`$; by \[M, Lem. 14\] we obtain immediately $`\alpha =(n1,n,\alpha ^{})`$ or $`\alpha =(n,\alpha ^{})`$.

Now let $`k4`$, and $`\tau =(k1,k,\tau ^{})`$; so for all $`nk`$

$$e_\tau (n)=d_\tau (n1)+d_\tau ^{}(n2),$$

which means the first case holds.

Now let $`k4`$, and $`\tau =(k,\tau ^{})4231`$; so for all $`n4`$

$$e_\tau (n)=e_\tau ^{}(n1),$$

which means the second case holds. Similarly we have all the special cases. ∎

###### Example 3.2.

By Theorem 3.1 we have immediately for all $`k4`$ that

$$E_{(k,\mathrm{},2,1)}(x)=E_{(k,\mathrm{},4,2,3,1)}(x)=x^k.$$

Another example, for $`k2`$

$$E_{(k1,k,k3,k2,\mathrm{},1,2)}(x)=\{\begin{array}{cc}\frac{x^k}{(1x)^{k/2+1}},\hfill & k=2,4,6,\mathrm{}\hfill \\ \frac{x^k}{(1x)^{(k1)/2}},\hfill & k=3,5,7,\mathrm{}\hfill \end{array}.$$

### 3.2. $`𝐓=\{\mathrm{𝟏𝟐𝟑},\mathrm{𝟏𝟑𝟐},\mathrm{𝟐𝟑𝟏}\}`$.

Let $`f_\tau (n)=|S_n(123,132,231;\tau )|`$ and let $`F_\tau (x)`$ be the ordinary generating functions of the sequences $`\{f_\tau (n)\}_{n0}`$. We find an explicit formula for the generating function $`F_\tau (x)`$.

Let $`\tau S_k(123,132,231)`$; by \[M, Th. 17\] we have

$$\tau =(k,k1,\mathrm{},kr+1,kr1,\mathrm{},1,kr),$$

where $`1rk`$. Therefore

###### Theorem 3.3.

Let $`k3`$, and $`k2r1`$; then

$$\begin{array}{c}F_{(k,\mathrm{},21,)}(x)=x^k+(k1)x^{k+1};\hfill \\ F_{(k1,\mathrm{},2,1,k)}(x)=\frac{x^k}{1x};\hfill \\ F_{(k,\mathrm{},kr+1,kr1,\mathrm{},1,kr)}(x)=x^k.\hfill \end{array}$$

### 3.3. $`𝐓=\{\mathrm{𝟏𝟐𝟑},\mathrm{𝟐𝟑𝟏},\mathrm{𝟑𝟏𝟐}\}`$.

Let $`g_\tau (n)=|S_n(123,231,312;\tau )|`$ and let $`G_\tau (x)`$ be the ordinary generating functions of the sequences $`\{g_\tau (n)\}_{n0}`$. We find a recurrence formula for the generating function $`G_\tau (x)`$.

Let $`\tau S_k(123,231,312)`$; by \[M, Th. 21\] we get

$$\tau =(r,r1,\mathrm{},1,k,k1,\mathrm{},r+1),$$

where $`1rk`$. Therefore

###### Theorem 3.4.

Let $`k3`$, and $`k1r1`$; then

$$\begin{array}{c}G_{(k,\mathrm{},2,1}(x)=\frac{x^k(1+x)}{1x};\hfill \\ G_{(r,r1,\mathrm{},1,k,k1,\mathrm{},r+1)}(x)=x^k.\hfill \end{array}$$

### 3.4. $`𝐓=\{\mathrm{𝟏𝟑𝟐},\mathrm{𝟐𝟏𝟑},\mathrm{𝟐𝟑𝟏}\}`$.

Let $`h_\tau (n)=|S_n(132,213,231;\tau )|`$ and let $`H_\tau (x)`$ be the ordinary generating functions of the sequences $`\{h_\tau (n)\}_{n0}`$. We find a recurrence formula for the generating function $`H_\tau (x)`$.

Let $`\tau S_k(132,213,231)`$; by \[M, Th. 23\] we get

$$\tau =(k,k1,\mathrm{},r+1,1,2,\mathrm{},r),$$

where $`1rk`$. Therefore

###### Theorem 3.5.

Let $`k3`$, and $`k1r1`$; then

$$\begin{array}{c}H_{(1,2,\mathrm{},k)}(x)=\frac{x^k}{1x};\hfill \\ H_{(k,k1,\mathrm{},r+1,1,2,\mathrm{},r)}(x)=x^k.\hfill \end{array}$$

## 4. A quartet and A quintet

By Erdös \[ES\] (see also Simion and Schmidt \[SS, pr. 17\]) $`|S_n(T)|=0`$ for all subsets $`T`$ of $`S_3`$ such that $`\{123,321\}T`$, and on the other hand $`|S_n(T)|=2,1`$ for all $`\{123,321\}TS_3`$ such that $`|T|=4,5`$. All these yields the following theorem.

###### Theorem 4.1.

Let $`\tau S_k`$. Then

$$\begin{array}{cc}|S_n(123,132,213,231;\tau )|\hfill & =\{\begin{array}{cc}1,\hfill & \text{where}n=k,\tau =(k,\mathrm{},3,2,1),(k,\mathrm{},3,1,2)\hfill \\ 0,\hfill & \text{otherwise}\hfill \end{array};\hfill \\ & \\ |S_n(123,132,231,312;\tau )|\hfill & =\{\begin{array}{cc}1,\hfill & \text{where}n=k,k+1,\tau =(k,\mathrm{},2,1)\hfill \\ 1,\hfill & \text{where}n=k,\tau =(k1,\mathrm{},2,1,k)\hfill \\ 0,\hfill & \text{otherwise}\hfill \end{array};\hfill \\ & \\ |S_n(132,213,231,312;\tau )|\hfill & =\{\begin{array}{cc}1,\hfill & \text{where}n=k,\tau =(k,\mathrm{},2,1),(1,2,\mathrm{},k)\hfill \\ 0,\hfill & \text{otherwise}\hfill \end{array};\hfill \\ & \\ |S_n(S_3\backslash \{123\};\tau )|\hfill & =\delta _{n,k}\delta _{\tau ,(1,2,\mathrm{},k)};\hfill \\ & \\ |S_n(S_3;\tau )|\hfill & =0.\hfill \end{array}$$


text:
# Sgr A* and Sgr A East: Intimate Life in the Galactic Center

## 1. Introduction

For several decades the structure and the contents of the Galactic center (GC) region remained a mystery kept away from the eyes of astronomers by dust extinction reaching $``$30 magnitudes in optical part of the spectrum (Becklin et al. 1978). The earliest studies in the infrared (Stebbins & Whitford 1947) revealed an excess in the emission in the direction of the GC but provided no information about morphology. Several authors (Hagen & McClain 1954; McGee & Bolton 1954) speculated that a compact radio source located near the Galactic Center, Sgr A, may actually be associated with the nucleus of the Milky Way. Radio observations by McClain (1955) and Heeschen (1955) provided first indication of the complex nature of Sgr A.

The discovery of a sub-parsec scale radio source in the GC region (Balick & Brown 1974) provided initial support for idea that galaxies may harbor massive black holes in their nuclei (Lynden-Bell & Rees 1971; Rees 1974). High-resolution data obtained with the VLA (Brown, Jonston, & Lo 1981) and VLBI (Lo et al. 1981) allowed for identification of the compact non-thermal radio source, Sgr A\*, as the primary candidate for the central massive object (Lo 1986). The VLA also provided first detailed information about distribution of the gas in the central 10 pc revealing existence of a three-armed “mini-spiral” surrounding the central source (Ekers et al. 1983; Lo & Claussen 1983).

Observations obtained with the VLBA (Reid et al. 1999) and VLA (Backer & Sramek 1999) allowed to estimate the proper motion of the Sgr A\*. This data alone rules out stellar origin of the central object and, if combined with the apparent size of Sgr A\* (Lo et al. 1998; Krichbaum, Witzel & Zensus 1999; Doeleman et al. 2001), implies that its mass has to be $`>10^4`$ M$``$. More precise mass estimates based on near-infrared observations of stellar motions in the central region (Eckart & Genzel 1996; Genzel et al. 1997; Ghez et al. 1998; Eckart et al. 2002) yielded a value of $`2.6\times 10^6`$ M$``$.

The X-ray emission from the GC region has been originally detected by the Uhuru satellite (Kellog et al. 1971). A decade later Watson et al. (1981) found an extended emission from the central region and obtained the upper limit for the soft X-ray luminosity of the compact object. The extended emission was further studied with Ginga (Yamauchi et al. 1990), ASCA (Koyama et al. 1996), and Chandra (Bamba et al. 2002). GC imaging with BeppoSAX (Sidoli et al. 1999), ASCA (Sakano et al. 2002) and Chandra (Baganoff et al. 2002) allowed for resolving a part of the extended emission in a number of discrete sources.

Finally, the GC region is known to be a source of hard X-ray (Skinner et al. 1987; Churazov et al. 1994) and $`\gamma `$-ray emission (von Ballmoos, Diehl, & Schönfelder 1987; Mayer-Hasselwander et al. 1998), but no evidence for the emission from Sgr A\* itself has been found so far. For more information about GC observations see reviews by Genzel and Townes (1987), Yusef-Zadeh, Melia, & Wardle (2000), and Falcke and Melia (2001).

The most puzzling property of the GC black hole candidate, Sgr A\*, is its relative quiescence across the electromagnetic spectrum. However, it might have looked different in the past. A discovery of fluorescent X-ray emission from cold molecular clouds in the central region of the Galaxy together with the apparent lack of irradiating source suggests that not long ago Sgr A\* might have been a bright source of high-energy photons (Sunyaev, Markevitch, & Pavlinsky 1993; Koyama et al. 1996). More recently, Murakami, Koyama, & Maeda (2001) found strong support for this idea and concluded that the Sgr B2 molecular cloud could have been irradiated by a transient source located at the very center of the Galaxy.

Maeda et al. (2002) argue that a likely cause of the last high-luminosity event was an interaction between Sgr A\* and the supernova remnant Sgr A East. In the present communication we report preliminary results of hydrodynamical simulations related to this possibility.

## 2. Results and discussion

Numerical models were obtained with the help of the AMRA code (Plewa & Müller 2001) which utilizes an adaptive mesh refinement method and a high-order scheme to solve hydrodynamic equations.

The central source (CS), representing Sgr A\* black hole, is a point mass $`m_{CS}=2.6\times 10^6M`$, surrounded by an accreting region of radius $`r_{CS}`$. In most cases we employ $`r_{CS}=4\times \mathrm{\Delta }z`$, where $`\mathrm{\Delta }z`$ is the resolution of the finest grid ($`\mathrm{\Delta }z2.8\times 10^{14}`$ cm).

The supernova explosion energy, $`E=1\times 10^{51}`$ erg, is constant for all models. Since the parameters of the interstellar medium at the GC are not well-known, runs with ambient density $`n_H`$ of $`10^2`$, $`3.16\times 10^2`$ and $`10^3`$ cm<sup>-3</sup> are performed. The ambient pressure is the same in all models, and its value corresponds to a temperature $`T_{amb}=10^4`$ K in the $`n_H=10^3`$ model. Optically thin radiative cooling with metallicity 4 times larger than the solar one is employed.

For each density of the ambient medium we calculate a 1-D model of the SNR with the resolution $`\mathrm{\Delta }r4.5\times 10^{15}`$ cm. Its evolution is followed for $`10^4`$ years, and then the model is mapped onto a 2-dimensional cylindrical grid. At the same time, the CS is positioned at the symmetry axis, in front of the remnant shell, and approximately 0.5 pc away from it.

Table 1

gives radii of our 1-D remnants at $`t=1\times 10^4`$ yr ($`r_{SNR}`$), and distances between explosion site and CS ($`r_{CS}`$). As it can be seen from Fig. 1,

models obtained with different ambient densities differ mainly in their final radii, and width of the shell (the shell is thicker, and its velocity is lower, in denser ambient media). We will see that the latter property has a direct implication for accretion onto the CS.

Fig. 2

shows the density distribution in the 2-D model for $`\mathrm{log}n_{amb}=2.5`$ (a detailed discussion of all cases will be presented in the forthcoming publication). An early stage of the evolution ($`t=12643`$ yr), shortly before the material from the shell starts falling into the CS, is displayed in the left panel in Fig. 2. As one can clearly see, it takes about 2000 years years for CS gravity to completely deform the SNR shell. The accretion begins from a tip of the cusp extending towards the CS, but part of the shell material flows past the accretor to form an ”external bubble” behind it (middle panel, $`t=12712`$ yr). We find that this bubble forms unless the width of the shell is much smaller than the radius of the CS.

During later stages of the interaction the external bubble does not seem to have a significant influence on the evolution ($`t=13400`$ yr, right panel in Fig. 2). Instead, we observe a formation of a fast ($`v5000`$ km/s) wind blowing from the CS region into the interior of the remnant. In the the right panel of Fig. 2, this wind is shocked at a distance of $`1`$ pc from the CS to temperatures $`>10^8`$ K with pre-shock densities $`n0.02n_H`$. We note that the mechanism of wind formation in our model resembles that of a jet-like flow found by Fryxell, Taam, & McMillan (1987) in their study of the axisymmetric flow past a gravitating sphere.

In Fig. 3

we show accretion rates and luminosities during the first few hundreds years of the accretion episode. In all cases the increase in both accretion rate and luminosity is very rapid. Otherwise, the degree of correlation between accretion rate and luminosity is rather poor, presumably due to inadequate resolution in the immediate vicinity of the CS. As we do not resolve the Schwarzschild radius, our model provides only lower limits for the luminosity. However, we note that the model predicts a copious production of energetic emission with the peak luminosity approaching $`10^{39}`$ erg/s for the low-density model. For intermediate and high density the luminosity exceeds the lower limit ($`L_X>10^{39}`$ erg/s, Murakami et al. 2001) required to explain the existence of the X-ray reflection nebula in the Galactic center.

This work was supported in part by the US Department of Energy under Grant No. B341495 to the Center of Astrophysical Thermonuclear Flash at the University of Chicago, and in part by the grant 2.P03D.014.19 from the Polish Committee for Scientific Research.

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