LECTURE NOTES 3 FOR 254A

TERENCE TAO

1. Produ t estimates

In last week's notes we introdu ed the Sobolev spa es W s;p (Rn ) in terms of Littlewood-
Paley operators. This week we study the question of produ t estimates for these
spa es, asking su h questions as: if f lives in one Sobolev spa e W s1 ;p1 and g lives
in another Sobolev spa e W s2 ;p2 , what Sobolev spa es W s;p does the produ t fg
live in? More quantitatively, for whi h s; s1 ; s2 ; p; p1 ; p2 do we have the bilinear
estimate
kfgkW . kf kW 1 1 kgkW 2
s;p s ;p s ;p 2: (1)
As one might expe t, the general solution to this problem is a little messy (although
it an be solved ompletely). We shall address only a spe ial ase of this problem,
namely the question of whi h Sobolev spa es W s;p are losed under multipli ation.
In other words, we ask for whi h s, p do we have the estimate
kfgkW . kf kW kgkW
s;p s;p s;p :
IfW s;p enjoyed su h an estimate, then it would be a Bana h algebra, whi h gives
it several ni e properties. For instan e, if F (z ) is an entire fun tion, then the
non-linear map f 7! F (f ) would then be bounded on W s;p (just use the Taylor
expansion of F ).

Some spa es are learly losed under multipli ation: L1 , for instan e. Another ex-
ample is C 1 , the lass of fun tions whi h have a ontinuous and bounded derivative,
with norm
kf kC 1 = kf k1 + krf k1 :
One an easily see this spa e is losed under multipli ation on e one uses the Leib-
nitz rule r(fg ) = (rf )g + f (rg ).

On the other hand, a spa e su h as L2 is not losed under multipli ation (the
produ t of two L2 fun tions is only in L1 ). There is a general rule of thumb,
whi h says that a Bana h spa e X should only be losed under multipli ation if its
elements are bounded (i.e. if the X norm ontrols the L1 norm). Heuristi ally,
the reason is that if g is not in L1 , then the map f 7! fg should not be bounded
on any Bana h spa e X (just test this operator on a fun tion f supported where g
is large).

So the question then arises as to when the W s;p norm ontrols the L1 norm.
The Sobolev embedding theorem (see previous notes) says that this o urs when
1
2 TERENCE TAO
s > n=p. Conversely, when s  n=p, W s;p annot ontrol L1 . To see this, let be
a non-negative bump fun tion adapted to 1  j j  2 and onsider the fun tion
N
1 X sk 2nk=p ^(2k x):
2
N 1=p k=1
This fun tion has an W s;p norm of O(1) (why?) but it's value at 0 goes to 1 as
N ! 1 (why?).

Indeed, W s;p is not losed under multipli ation when s  n=p (see Exer ise 1). On
the other hand, we have
Proposition 1.1. If 1 < p < 1 and s > n=p, then
kfgkW (R ) . kf kW (R ) kgkW (R )
s;p
n
s;p
n
s;p
n

for all fun tions f , g for whi h the right-hand side makes sense.

This result by itself is not parti ularly interesting, however the method of proof is
denitely worth learning about, as it an be used to handle a very wide lass of
bilinear and multilinear estimates.

Proof We shall prove this using the Littlewood-Paley tri hotomy, whi h is a basi
way one an analyze bilinear expressions su h as the pointwise produ t (f; g ) 7! fg .

We an split the left-hand side using Littlewood-Paley proje tions as

X
kfgkW  kP0 (fg)kp + k(
s;p j2sk Pk (fg)j2 )1=2 kp :
k>0
The low frequen y omponent is easily estimated by Holder and Sobolev:
kP0 (fg)kp . kfgkp . kf kpkgk1 . kf kW kgkW s;p s;p :

It's the high frequen y omponent whi h is interesting. More pre isely, one is
interested in understanding the quantity Pk (fg ) - the k th frequen y omponent of
k.

One an split f , g into Littlewood-Paley pie es too, and write

X
Pk (fg ) = Pk ((Pk0 f )(Pk00 g )):
k0 ;k00 2Z

The summand should be thought of as the ontribution to the k th frequen y pie e

of fg oming from the k 0 th frequen y pie e of f and the k 00 th frequen y pie e of g .

This seems like an awful double sum, however most of the terms are zero. Re all
0 0
that Pk0 f has Fourier support in 2k 1  j j  2k +1 and Pk00 g has Fourier support
00 00
in 2k 1  j j  2k +1 , so that (Pk0 f )(Pk00 g ) has Fourier support in the sum of
these two annuli. This sum needs to interse t the annulus 2k 1  j j  2k+1 in
order for the summand to be non-zero.
 LECTURE NOTES 3 3
This has the following onsequen es. If k 0 < k 5, then the summand vanishes
unless k 3  k 00  k + 3. Similarly, if k 00 < k 5, then the summand vanishes
unless k 3  k 0  k + 3. If k 0 > k 5, then the summand vanishes unless
k 0 3  k 00  k 0 + 3. Putting this all together, we get
Pk (fg ) =Pk [(P<k 5 f )(Pk 3
k+3 g )
+ (Pk 3
k+3 f )(P<k 5 g )
+ (Pk 5
k+5 f )(Pk 5
k+5 g ) (2)
X
+ (Pk0 f )(Pk00 g ):
k0 ;k00 >k+5:jk0 k00 j3

In other words, there are four distin t intera tions of f and g whi h give a non-zero
ontribution to Pk (fg ):

 (Low-high intera tions): f has frequen y  2k , while g has frequen y  2k .

 (High-low intera tions): f has frequen y  2k , while g has frequen y  2k .
 (Low-low intera tions): Both f and g have frequen y  2k .
0 0
 (High-high intera tions): Both f and g have frequen y  2k for some 2k 
k
2 .

This splitting is widely used, but does not seem to have a standardized name; I all
it the Littlewood-Paley tri hotomy1 .

Let's onsider the low-high intera tion:

X
k( j2sk Pk ((P<k 5 f )(Pk 3
k+3 g))j2 )1=2 kp :
k>0
We would like to throw away the Pk proje tion. This is a omplished by the
following variant of the Littlewood-Paley inequality2 :
Lemma 1.2. For all 1 < p < 1, we have
X X
k( jPk fk j2 )1=2 kp . k( jfk j2 )1=2 kp :
k>0 k>0

This lemma is onsistent with a general philosophy that one an always throw away
the proje tions Pk and P<k whenever one wishes ( f. the left-hand side of the heap
Littlewood-Paley inequality).

Proof One an rewrite this estimate as

kT f kp . kf kp
where f = (fk )k2Z is a ve tor-valued fun tion and T is the operator
(T f )k = Pk fk :
1 Okay, so this is a tetra hotomy as stated. Often the low-low intera tion is subsumed into one

of the other three intera tions.

2 There is a mu h stronger (and quite useful!) version of this estimate known as the Feerman-

Stein maximal inequality, but we will not need it in this ourse.

4 TERENCE TAO
This operator is a Calderon-Zygmund operator whose kernel is an innite matrix
with entries
Kjk (x; y ) = jk 2nk ^(2k (x y )):
From Plan herel we an easily he k that T is bounded on L2 , and the kernel obeys
the right bounds, and so the Lp estimate follows.

Using this lemma we an bound the previous by

X
k( j2sk (P<k 5 f )(Pk 3
k+3 g))j2 )1=2 kp :
k>0
We would now like to throw away the P<k 5 proje tion. We an't quite do that,
but what we an say is that
jP<k 5 f (x)j . Mf (x):
where M is the Hardy-Littlewood maximal operator
Z
1
Mf (x) := sup jf (y)j dy:
r>0 jB (x; r)j B (x;r)
This is an example of a general prin iple, whi h is that averages of f are almost
always dominated by the maximal fun tion (whi h is one reason why the maximal
fun tion is so useful). To see this, we write
Z
jP<k 5 f (x)j = j f (y )2n(k 5) ^(2k 5 (x y )) dy j
Z
. jf (y)j2nk (1 + 2k jx y j) 100n dy
Z X Z
. 2nk jf (y)j dy + 2nk 2 100nj jf (y)j dy
B (x;2 k ) j>0 B (x;2 k +j )
X
. Mf (x) + 2nj 2 100nj Mf (x)
j>0
. Mf (x):
Returning to the low-high intera tions, we an now bound this ontribution by
X
k( j2sk (Mf )(Pk 3
k+3 g))j2 )1=2 kp :
k>0
We an take the Mf out:
X
kjMf j( j2sk (Pk 3
k+3 g))j2 )1=2 kp :
k>0
By Sobolev embedding,
kf k1 . kf kW s;p :
Clearly3 kMf k1 . kf k1 , so we an bound the previous by
X
kf kW  k( j2sk (Pk 3
k+3 f )j2 )1=2 kp :
s;p

k>0
3
More generally, we have k k . k k for all 1
Mf p  1. See Appendix II.
f p < p
 LECTURE NOTES 3 5
The operator Pk 3
k+3 is a mild variant of Pk , indeed it is lear that
X X
( j2sk (Pk 3
k+3 g))j2 )1=2 . ( j2sk (Pk g))j2 )1=2 :
k>0 k>0
By denition of W s;pwe have thus bounded the low-high intera tion by kf kW kg kW s;p s;p

as desired. The high-low and low-low intera tions are similar, so let us now look at
the high-high intera tion
X X
k( j2sk Pk ( (Pk0 f )(Pk00 g )))j2 )1=2 kp :
k>0 k0 ;k00 >k+5:jk0 k00 j3
We write k 0 = k + a, k 00 = k + b:
X X
k( j2sk Pk ( (Pk+a f )(Pk+b g )))j2 )1=2 kp :
k>0 a;b>5:ja bj3
What's going to happen is that the larger a and b get, the smaller this ontribution
is going to get (it is di ult for two high frequen ies to get together and an el to
form a low frequen y, espe ially when the fun tion is as smooth as W s;p (when a
fun tion is smooth the high frequen y omponent is small). In general, the only
time the high-high intera tion be omes a big problem is when the fun tions are very
rough (e.g. negative order Sobolev spa es)). To exploit this we use the triangle
inequality to isolate the ontributions of the individual a and b:
X X
k( j2sk Pk ((Pk+a f )(Pk+b g)))j2 )1=2 kp :
a;b>5:ja bj3 k>0
Again, we throw away the Pk , and estimate Pk+a f by Mf :
X X
kMf ( j2sk (Pk+b g)))j2 )1=2 kp :
a;b>5:ja bj3 k>0
Observe that
X X
( j2sk (Pk+b g)j2 )1=2 . 2 sb ( j2sk (Pk g)j2 )1=2
k>0 k>0
so by the previous arguments we have
X
2 sb kf kW kgkW
s;p s;p

a;b>5:ja bj3
whi h is OK.

A less rigorous proof of the above result pro eeds by using

Heuristi 1.3 (Fra tional Leibnitz rule). If D is a dierentiation operator (possi-
bly of fra tional order) then
D(fg ) / (Df )g + f (Dg ):

Pretending this rule works for the moment, we apply it with the operator D dened
by
Df ( ) := h is f^( ):
d
Then we have
kfgkW  kD(fg)kp : s;p
6 TERENCE TAO
Applying the Leibnitz rule we obtain
kD(fg)kp . kDf kpkgk1 + kf k1kDgkp:
Using Sobolev embedding kf k1 . kf kW we thus obtain the desired bound
s;p

kfgkW . kf kW kgkW :
s;p s;p s;p

The fra tional Leibnitz rule is not quite rigorously orre t, in the same way that the
heuristi rPk f  2k Pk f is not quite orre t, however it is lose enough that any
Sobolev spa e result one \proves" with it is quite likely to be true. (For instan e,
one an use it to prove most of the estimates of the form (1) whi h are a tually
true.)

To see why this rule works, let us try it for the operator D dened above. Heuris-
ti ally we expe t
DPk f  h2k is Pk f:
Inserting this into the formula (2) we obtain heuristi ally that
Pk D(fg ) Pk [h2k is (P<k 5 f )(Pk 3
k+3 g )
+ h2k is (Pk 3
k+3 f )(P<k 5 g )
+ h2k is (Pk 5
k+5 f )(Pk 5
k+5 g )
X
+ h2k is (Pk0 f )(Pk00 g ):
k0 ;k00 >k+5:jk0 k00 j3
If we throw away some Pk stu, the rst fa tor looks like f (Pk Dg ), while the se ond
fa tor looks like (Pk Df )g . The third fa tor looks like either one. The fourth fa tor
looks like (for instan e) X 0
2 s(k k ) (Pk0 Df )g:
k0 >k+5
If one sums all these heuristi estimates in k one obtains the Leibnitz rule.

\
Another way to view the rule is using the Fourier transform. The Fourier transform
of D(fg ) at  is given by
Z
D(fg )( ) = h is f^(1 )^g(2 ) d1
=1 +2

\
while the Fourier transform of (Df )g + f (Dg ) is given by
(Df )g + f (Dg )( ) =
Z

=1 +2
(h1 is + h2 is )f^(1 )^g (2 ) d1 :
The key point is the \triangle inequality"
h is . h1 is + h2 is
( he k the \low-high" ase h1 i  h2 i, \high-low" ase h1 i  h2 i, and \high-
high" ase h1 i  h2 i separately). In parti ular, if f and g have a non-negative
Fourier transform, then the Fourier transform of D(fg ) is pointwise dominated by
the Fourier transform of (Df )g + f (Dg ). This quantitative version of the Leibnitz
rule is useful for L2 type estimates, sin e one an then use Plan herel to obtain
bounds like
kD(fg)k2 . k(Df )gk2 + kf (Dg)k2
 LECTURE NOTES 3 7
at least when f , g have non-negative Fourier transform. (This ondition is not
parti ularly onerous in L2 , sin e any L2 fun tion f an be de omposed as a nite
linear ombination of fun tions with non-negative Fourier transform and whose L2
norm is bounded by that of f , by Plan herel).

2. Multilinear operators

The pointwise produ t operator (f; g ) 7! fg is a bilinear operator whi h an be

written using the Fourier transform as
Z
( ) =
fg f^(1 )^g (2 ) d1 :
=1 +2

\
Some other examples of bilinear operators were given above. Note that they all
have the form Z
T (f; g )( ) = m(1 ; 2 )f^(1 )^g (2 ) d1 :

\
=1 +2
More generally, we ould onsider multi-linear operators of the form
Z
T (f1 ; : : : ; fn )( ) = m(1 ; : : : ; n )f^1 (1 ) : : : g^(2 ) d1 : : : dn 1 :
=1 +:::+n (3)
Su h an operator T = Tm is alled a multi-linear Fourier multiplier with symbol m,
and generalizes the notion of a linear Fourier multiplier (whi h is the n = 1 ase).
For example, on the line R, the operator
(f; g; h) 7! f 00 g 0 h + fg 0 h00 + (fgh)00
is su h an operator with symbol
(2i1 )2 (2i2 ) + (2i2 )(2i3 )2 + 2i(1 + 2 + 3 )2 :
Thus any ombination of derivatives and produ ts an be represented as one of
these operators - whi h means that these operators ome up all the time in PDE,
espe ially in non-linear PDE. On the other hand, there are more exoti oper-
ators whi h do not have an obvious representation in terms of derivatives, e.g.
m(1 ; 2 ; 3 ) = sgn(1 2 ).

These operators are all translation invariant in the following sense. Let x0 2 Rn ,
and let fx0 denote the translation fx0 (x) := f (x x0 ) of f by x0 . Then
T (f1 ; : : : ; fn )x0 = T ((f1 )x0 ; : : : ; (fn )x0 ):
This is be ause translation by x0 in physi al spa e orresponds to modulation by
exp(2i
x0 ), and be ause exp(2i
0 ) is the produ t of the exp(2ij
0 ) for
j = 1; : : : ; n.

Conversely, any multi-linear translation operator T must be of the form (3) (at least,
if one is willing to a ept symbols m whi h are distributions or worse). To see this,
suppose that T is translation invariant, and suppose we test4 T on exponentials
4 We shall ignore any issues as to whether T an a tually be dened on su h fun tions, and

whether the integrals that we shall write down a tually onverge.

8 TERENCE TAO
fj (x) := exp(2ix
j ) for j = 1; : : : ; n and j 2 Rn . Then we have the modulated
translation invarian e (fj )x0 = exp(2ix0
j )fj , whi h implies that
T (f1 ; : : : ; fn )x0 = exp(2ix0
(1 + : : : + n ))T (f1 ; : : : ; fn )
for all x0 , whi h implies that
T (f1 ; : : : ; fn )(x) = exp(2ix
(1 + : : : + n ))m(1 ; : : : ; n )
for some 1 ; : : : ; n ). If one then writes a general fun tion fj as an average of
exponentials using the Fourier inversion formula and uses linearity, one obtains (3).

Many multi-linear questions about Sobolev spa es and similar fun tion spa es even-
tually redu e to the question of whether a ertain operator T maps some Lebesgue
spa es to another:
T : Lp1  : : :  Lp ! Lp n

or in other words that

kT (f1; : : : ; fn )kp . kf1kp1 : : : kfnkp n
: (4)
For instan e, the estimate (1) an be written as
kDs (fg)kp . kDs1 f kp1 kDs2 gkp2
where Ds is the Fourier multiplier with symbol h is . This estimate is equivalent to
kDs ((D s1 fD s2 g)kp . kDs1 f kp1 kDs2 gkp2
or in other words that
T : Lp1  Lp2 ! Lp
where T is the bilinear Fourier multiplier with symbol
m(1 ; 2 ) :=
h1 + 2 is :
h1 i s1 h2 i s2
It would therefore be ni e to be able to hara terize the onditions on the symbol
m so that estimates of the form (4) are satised. Unfortunately this task seems
well beyond our urrent te hnology; even in the linear ase n = 1, in whi h there
has been fty years of intensive work on the multiplier problem, we still only have
a partial understanding of whi h multipliers are bounded on Lp spa es, espe ially
when these multipliers have singularities on large sets. In the multilinear ase we
are nally beginning to get a reasonably good hold of the L2 ase, but our results
for the general Lp problem are far from omplete.

An important spe ial ase o urs when m is a symbol of order 0 in the sense that
jrj m( )j . j jj
for all j  0, with the impli it onstant depending on j . A typi al example of
su h a multiplier is m  1, in whi h ase T is just the pointwise produ t operator
T (f1 ; : : : ; fn ) = f1 : : : fn . The Lp estimates for this operator are given by Holder's
inequality:
kf1 : : : fn kp . kf1 kp1 : : : kfnkp whenever p1 = p1 + : : : + p1 :
n
1 n
 LECTURE NOTES 3 9
The same estimate holds for more general multipliers of order 0, provided that we
stay away from the dangerous spa es L1 and L1 :
Theorem 2.1 (Coifman-Meyer multiplier theorem). If 1 < pj < 1 for j = 1; : : : ; n,
and T is a multi-linear operator whose symbol m is a symbol of order 0, then (4)
holds whenever
1 1 1
= +::: + :
p p1 pn

This is the generalization of the Hormander-Mihlin multiplier theorem to higher

linearities.

We shall prove a spe ial ase of Theorem 2.1 in the next se tion. For now, we give
one sample appli ation. Re all from (2) that we an split the produ t fg into four
pie es
X
fg = Pk [(P<k 5 f )(Pk 3
k+3 g ) (5)
k
X
+ Pk [(Pk 3
k+3 f )(P<k 5 g )
k
X
+ Pk [(Pk 5
k+5 f )(Pk 5
k+5 g )
k
X X
+ Pk [ (Pk0 f )(Pk00 g ):
k k0 ;k00 >k+5:jk0 k00 j3

These four pie es are examples of paraprodu ts - in other words, omponents of

the full produ t fg . The rst paraprodu t only allows the low frequen ies of f
to multiply the high frequen ies of g , but not vi e versa, while the other three
paraprodu ts have similar types of behavior (in whi h all but one kind of intera tion
is suppressed). Paraprodu ts are generally denoted by the symbol  , thus the rst
paraprodu t above might be alled 1 (f; g ). Paraprodu ts are useful for separating
a produ t into pie es whi h behave dierently with respe t to derivatives. For
instan e, the Leibnitz rule for the paraprodu t 1 (f; g ) is simpler than that for
the full produ t, indeed we essentially have D1 (f; g )  1 (f; Dg ) (why?). Similar
rules exist for 2 , et . Thus these paraprodu ts an be used to analyze su h rules
as the Leibnitz rule more a urately.

These paraprodu ts are multi-linear operators of the form dis ussed above (see
Exer ise 2). Thus they have the same type of Lp estimates as the usual pointwise
produ t does, ex ept at the endpoints L1 and L1 (whi h are always problemati ).

We will give another example, the div- url lemma, in the next week's notes.

3. Proof of Theorem 2.1

We will prove a spe ial ase of Theorem 2.1, in whi h one only deals with a bilinear
operator and in whi h all exponents stay above L1 . The general ase is more
te hni al and will not be pursued here. In other words, we shall only prove
10 TERENCE TAO
Theorem 3.1. If 1 < p; q; r < 1 is su h that 1=p = 1=q +1=r , and T is a bi-linear
operator whose symbol m is a symbol of order 0, then
kT (f; g)kp . kf kq kgkr :
The rst task is to split the multiplier m(1 ; 2 ) of T into low-high, high-low, and
high-high omponents.

We an partition unity as
1 = 1 (1 ; 2 ) + 2 (1 ; 2 ) + 3 (1 ; 2 )
where 1 is supported on the region j1 j  j2 j=4 and equals 1 on the region j1 j 
j2 j=8, 2 is supported on the region j1 j  4j2 j and equals 1 on the region j1 j 
8j2 j, and 3 is supported on the region j2 j=8  j1 j  8j2 j, and su h that we have
the bounds
jrj i (1 ; 2 )j . j j j
for all j  0 and i = 1; 2; 3. We an then partition
m = m1 + m2 + m3 ;
and observe that ea h mi is also a symbol of order 0 for i = 1; 2; 3. Thus it su es
to prove the theorem for ea h of the mi separately, i.e. we have to show that
Z
k e2ix(1 +2 ) mi (1 ; 2 )f^(1 )^g (2 ) d1 d2 kLpx . kf kq kgkr
for i = 1; 2; 3.

We begin with m3 , whi h is the easiest of the three. This symbol is supported on
the region j1 j  j2 j. We may therefore do a Littlewood-Paley like de omposition,
writing
X
m3 (1 ; 2 ) = mk (1 ; 2 )
k 2Z
where mk is a bump fun tion adapted to the region j1 j  j2 j  2k . We therefore
need to ontrol
XZ
k e2ix(1 +2 ) mk (1 ; 2 )f^(1 )^g (2 ) d1 d2 kLpx : (6)
k
It would be onvenient at this point if we ould fa tor mk (1 ; 2 ) as a tensor produ t
mk (1 ; 2 ) = m0k (1 )m00k (2 )
be ause we ould then fa tor the previous expression as
X
k (Tm0 f )(Tm00 g )kL ;
k k
p
x
k
where Tm0 is the Fourier multiplier with symbol m0k , and similarly for m00k .
k

Of ourse, not all fun tions mk an be fa tored as tensor produ ts. However, we
an do the next best thing, whi h is to write mk as a rapidly de reasing linear
ombination of tensor produ ts:
 LECTURE NOTES 3 11
Lemma 3.2. We an write
X
mk (1 ; 2 ) = j;j 0 m0k;j;j 0 (1 )m00k;j;j 0 (2 )
j;j 0 2Z n

where for ea h j; j 2 Z , the fun tions m0k;j;j0 and m00k;j;j0 are bump fun tions
0 n
adapted to j j  2k uniformly in j; j 0 , and the o-e ients j;j0 obey the bounds
j j;j0 j . (1 + jj j + jj 0 j) M for any M > 0.
This Lemma turns out to be quite useful in many other ontexts; it asserts that
all bump fun tions are essentially tensor produ ts of lower-dimensional bump fun -
tions.

Proof We may res ale k = 0.

On the support of m0 , the variables 1 ; 2 range in some annulus A = fj j  21 g.

Let ( ) be a bump fun tion whi h equals 1 on A and is adapted to a thi kening
of A. We then have
m0 (1 ; 2 ) = (1 )(2 )m0 (1 ; 2 ):
The fun tion m0 an be thought of as a smooth fun tion on the 2n-dimensional
ube [ C; C n  [ C; C n , or as a smooth fun tion on the orresponding torus
(R=2C Z)n  (R=2C Z)n , where C is a large onstant. By the Fourier inversion
formula for the torus we thus have
X 0
m0 (1 ; 2 ) = e2ij
1 =C e2ij
2 =C aj;j 0
j;j 0 2Zn
where aj;j 0 is a rapidly de reasing sequen e in j , j 0 . We write aj;j 0 = 3j;j 0 . The
laim then follows with
m00;j;j 0 (1 ) := j;j 0 e2ij
1 =C (1 )
and
0
m000;j;j 0 (2 ) := j;j 0 e2ij
2 =C (2 ):
0
Note that the modulations e2ij
1 =C , e2ij
2 =C may make the derivatives rs m0 ,
r m larger by a polynomial fa tor in j and j 0 , but this is more than ompensated
s 00
by the rapidly de reasing fa tor j;j 0 .

Be ause of this lemma we may write (6) as

X X
k j;j 0 (Tm0 0 f )(Tm00k;j;j0 g )kLpx :
j;j 0
k;j;j
k
To bound this by kf kq kg kr , it su es by the rapid de ay of j;j 0 to show that
X
k (Tm0 k;j;j 0 f )(Tm00k;j;j0 g )kLpx . kf kq kgkr
k
uniformly in j , j 0 .

Fix j , j 0 . The symbols m0k;j;j 0 and m00k;j;j 0 are bump fun tions adapted to the
annulus j j  2k , so we shall suggestively rename Tm0 0 and Tm00 0 as Pk0 and Pk00 k;j;j k;j;j
12 TERENCE TAO
respe tively. We then estimate the previous using Cau hy-S hwarz as
X X
k( jPk0 f j2 )1=2 ( jPk00 gj2 )1=2 kp
k k
whi h then splits using Holder as
X X
k( jPk0 f j2 )1=2 kq k( jPk00 gj2 )1=2 kr
k k
whi h by the Littlewood-Paley inequality is bounded by kf kq kg kr . This shows that
the m3 omponent of the paraprodu t is OK.

To handle the m1 omponent we use a duality tri k. We need to prove that
Z
k e2ix(1 +2 ) m1 (1 ; 2 )f^(1 )^g (2 ) d1 d2 kLpx . kf kq kgkr :
By duality this is the same as showing
Z
jh e2ix(1 +2 ) m1 (1 ; 2 )f^(1 )^g (2 ) d1 d2 ; hij . kf kq kg kr khkp0
for all f , g , h. By Plan herel the left-hand side is
Z
j ^ (3 )j
(1 + 2 + 3 )m1 (1 ; 2 )f^(1 )^g (2 )h
whi h is equal to
Z
jh e2ix(1 +3 ) m1 (1 ; 1 ^ (3 ) d1 d3 ; g ij:
3 )f^(1 )h
Thus it su es
Z
to show that
k e2ix(1 +3 ) m1 (1 ; 1 3 )f^(1 )h^ (3 ) d1 d3 kr0 . kf kq khkp0 :
Now the observation is that m1 (1 ; 1 3 ) behaves almost exa tly like m3 (1 ; 3 )
(it obeys the same derivative estimates, and is supported on the region j1 j  j3 j).
So this estimate is OK by the same arguments used to handle m3 . (Note that
1=p = 1=q + 1=r i 1=r0 = 1=q + 1=p0 ).

A similar tri k deals with m2 , and Theorem 3.1 is proved.

4. Appendix I: The Mar inkiewi z interpolation theorem

In this appendix we prove the Mar inkiewi z interpolation theorem, whi h states
that weak-type estimates an be interpolated to be ome strong-type estimates. In
fa t we shall improve this statement slightly, repla ing weak-type estimates by the
even weaker notion of a restri ted weak-type estimate.

Let X and Y be measure spa es. Re all that if T is a linear operator from fun tions
of X to fun tions of Y , we say that T is of strong-type (p; q ) if
kT f kq . kf kp for all f:
We say that T is of weak-type (p; q ) if
jfjT f j  gj . kf kqp q for all f;  > 0;
 LECTURE NOTES 3 13
Clearly weak-type is weaker than strong-type. An even weaker estimate obtains if
we restri t f to be a hara teristi fun tion:
jfjT E j  gj . jE jq=p  q for all E;  > 0; (7)
in this ase we say T is of restri ted weak-type (p; q ).

It is onvenient to rephrase (7) in a more symmetri form.

Lemma 4.1. Suppose 1 < p; q < 1. Then (7) holds if and only if one has
jhT E ; F ij . jE j1=p jF j1=q0 (8)
for all sets E , F .

As a omparison, note that the strong-type estimate is equivalent to

jhT f; gij  kf kpkgkq0 :
Proof For our purposes, we only need the impli ation (7) =) (8); I leave the
opposite impli ation as an exer ise. (Hint: apply (8) to the set F = fRe(T E ) >
g).

We have Z
jhT E ; F ij  jT E (x)j dx:
F
We rewrite this as Z Z 1
jT E j> (x) d dx:
F 0
Inter hanging the integrals, and then doing the x integration, this be omes
Z 1
jfx 2 F : jT E (x)j > gj d:
0
We have two estimates for the integrand. The rst is just jF j. The se ond is
O(jE jq=p  p ). Thus we an estimate this integral by
Z 1
O( min(jF j; jE jq=p  q ) d):
0
The rst term in the minimum is smaller when   jE j1=p jF j 1=q , and the se ond
term is smaller otherwise. Breaking up the integral a ordingly, and doing some
freshman al ulus, we eventually get (8).

Restri ted weak-type estimates are learly weaker than strong type estimates; how-
ever for interpolation purposes they are equally good.
Lemma 4.2 (Mar inkiewi z interpolation). Suppose 1 < p0 < q0 < 1, 1 < p1 <
q1 < 1, p0 < p1 , q0 < q1 , and and T is of restri ted weak-type (p0 ; q0 ) and (p1 ; q1 ).
Then T is of strong-type (p ; q ) for any 0 <  < 1, where 1=p = (1 )=p0 + =p1
and similarly for the qs.
14 TERENCE TAO
Proof Fix , and write p; q for p ; q . We have to show that
jhT f; gij . kf kpkgkq0 :
We may assume that f , g are non-negative, be ause any omplex fun tion is the
linear ombination of at four non-negative fun tions.

By re-arranging X and Y , we may assume that X and Y are the positive real line
(0; 1) with the standard measure, and f , g are monotone de reasing fun tions. By
a limiting argument we an assume that f , g are test fun tions.

We now write f as a linear ombination of hara teristi fun tions:

Z 1 Z 1
f= f () d = f 0 ()[0; d
0 0
and similarly for g . By linearity, we thus have
Z 1Z 1
hT f; gi = f 0 ()g 0 ( )hT [0; ; [0; i dd:
0 0
Fromm the previous lemma and our assumptions we have
jhT [0; ; [0;ij . 1=p  1=q0 i i

for i = 1; 2. Thus we have

Z 1Z 1 0
jhT f; gij . f 0 ()g 0 ( ) min (1=pi  1=q i ) dd:
0 0 i=1;2
Integrating by parts, this is5
Z 1Z 1 0
C f ()g ( ) min (1=pi 1  1=q i 1 ) dd:
0 0 i=1;2
Let a, b be su h that
1=q 0 i = a=pi + ab for i = 1; 2;
note that this implies that
1=q = a=p + ab: (9)
The integral now be omes
Z 1Z 1 d d
C f ()g ( ) min (= a )1=pi  ab :
0 0 i=1;2  
Making the hange of variables  = a
 , this be omes
Z 1Z 1 d d
C f ()g ( 1=a ) min (= )1=pi  b
:
0 0 i=1;2  
Now making the hange of variables = = , this be omes
Z 1Z 1
d d
C f ( )g ( 1=a ) min 1=pi  b :
0 0 i =1 ; 2 
Inter hanging the integrals, this is
Z 1 Z 1
1 d
C min =pi
f ( )g ( 1=a ) b 1 d :
0 i =1 ; 2 0
5
Note that the dis ontinuity aused by the minimum does not ause a di ulty.
 LECTURE NOTES 3 15
By Holder, the inner integral is bounded by
Z 1 Z 1 0 0
( f ( )p d )1=p ( (g ( 1=a ) b 1 )p d )1=p :
0 0
A tedious omputation using (9) shows that this simplies to
C 1=p kf kp kg kq0 :
Putting all this together, we get
Z
d 1
jhT f; gij . kf kpkgkq0 1=p min 1=pi :
0 i =1 ; 2
Sin e p0 < p < p1 , we see that the integral onverges, and we are done.

One an also obtain this theorem at an endpoint p0 = 1, providing one repla es

restri ted weak-type by just weak-type. We leave this as an exer ise to the reader.

5. Appendix II: The Hardy-Littlewood maximal inequality

In the main text we introdu ed the Hardy-Littlewood maximal operator

Z
1
Mf (x) := sup jf (y)j dy:
r>0 jB (x; r)j B (x;r)
It is lear that kMf k1 . kf k1 . However, more is true. Indeed, we have kMf kp .
kf kp for all 1 < p  1. To prove this, it su es by Mar inkiewi z interpolation6
to show that M is weak-type (1; 1):
jfjMf (x)j  gj . kfk1 :
This inequality is known as the Hardy-Littlewood maximal inequality.

To show this we rst introdu e the dyadi Hardy-Littlewood maximal operator

Z
1
M
f (x) = sup jf (y)j dy
Q:x2Q jQj Q
where Q ranges over all dyadi ubes whi h ontain x. We rst show the dyadi
Hardy-Littlewood maximal inequality
jfjM
f (x)j  gj . kfk1 :
To do this we
R repeat the ma hinery of the previous week's notes. Call a dyadi ube
Q heavy if Q jf (y )j dy  jQj, and all a heavy ube maximal if it is not ontained
6 Stri tly speaking, M is not a linear operator, and so the version of Mar inkiewi z interpolation

stated above does not apply. However, there is a linearization tri k whi h gets around this.
Spe i ally, one lets r(x) be an arbitrary fun tion, and then one denes the operator Mr(x) by
Z
1
Mr (x) f (x) :=
jB(x; r(x))j B(x;r(x)) f (y) dy:
This operator is linear in f , so if this operator is weak-type (1,1) then it is bounded on Lp . Then
one takes suprema over all hoi es of r(x) to obtain the Lp boundedness of M , for non-negative
f at least. The general ase then follows easily from the non-negative ase.
16 TERENCE TAO
in any other heavy ube. As in last week's notes, the maximal heavy ubes Q are
all disjoint and are su h that
jQj . kfk1 :
X

Q
On
S the other hand, it is lear that the set fjM
f (x)j  g is exa tly equal to
Q Q, so the laim follows.

Now to pass from the dyadi maximal inequality to the non-dyadi maximal in-
equality. To do this we use the 1=3 translation tri k, whi h appears to be rst due
to Mi hael Christ. For simpli ity we illustrate the method in dimension n = 1.

By a limiting argument we may assume that f is supported on a ompa t set. By

res aling we may assume that f is supported on the unit ball. In this ase the only
balls whi h matter for the denition of M are those for whi h r . 1.

Dene a 1=3-shifted dyadi interval to be an interval of the form I + 1=3, where

I is a dyadi interval. We an then dene a 1/3-shifted dyadi Hardy-Littlewood
maximal operator M
;1=3 in the obvious manner, and it must also satisfy the weak-
type inequality.

The key observation is that every interval B (x; r) an be ontained inside either
a dyadi interval I , or a 1/3 shifted interval I + 1=3, su h that r < jI j < 100r.
(Basi ally, one rst tries to use a dyadi interval of size about 10r or so. This
works unless an endpoint of dyadi interval lies inside B (x; r). In this ase we shift
by 1/3.) Be ause of this, we see that
Mf (x) . M
f (x) + M
;1=3 f (x)
and the non-dyadi Hardy-Littlewood maximal inequality follows.

6. Homework for week 4 - due Friday, February 9

 Let n  1, 1 < p < 1, and 0 < s  n=p. Find a fun tion f su h that f is in
W s;p (Rn ), but that f 2 is not in W s;p (Rn ).
 Show that the operator 1 (f; g ) dened by (5) is a bilinear Fourier multiplier
whose symbol m(1 ; 2 ) equals 1 when j1 j  j2 j, equals 0 when j1 j  j2 j,
and is a symbol of order 0.
 Let s > 0, and let D be the Fourier multiplier
d( ) = (1 + j j2 )s=2 f^( ):
Df
Prove that
kD(fg)kp . kDf kq kgkr + kf kq kDgkr
whenever 1 < p; q; r < 1 is su h that 1=p = 1=q + 1=r. Explain why this is
onsistent with the fra tional Leibnitz rule heuristi .
(Note: one an either prove the above estimate dire tly using Littlewood-
Paley theory, or one an break up fg into paraprodu ts and apply the Coifman-
Meyer theorem. In the former ase you may nd the Hardy-Littlewood max-
imal inequality useful.)
 LECTURE NOTES 3 17
Department of Mathemati s, UCLA, Los Angeles CA 90095-1555

E-mail address : taomath.u la.edu