Skip to main content
Log in

An ODE’s Version of the Formula of Baker, Campbell, Dynkin and Hausdorff and the Construction of Lie Groups with Prescribed Lie Algebra

  • Published:
Mediterranean Journal of Mathematics Aims and scope Submit manuscript

Abstract

If \({\mathcal{L} = {\sum_{j=1}^m} {X_j^2} + X_0}\) is a Hörmander partial differential operator in \({\mathbb{R}^N}\), we give sufficient conditions on the vector fields X j ’s for the existence of a Lie group structure \({\mathbb{G} = (\mathbb{R}^N, *)}\) (and we exhibit its construction), not necessarily nilpotent nor homogeneous, such that \({\mathcal{L}}\) is left invariant on \({\mathbb{G}}\). The main tool is a formula of Baker-Campbell-Dynkin-Hausdorff type for the ODE’s naturally related to the system of vector fields {X 0, . . . , X m }. We provide a direct proof of this formula in the ODE’s context (which seems to be missing in literature), without invoking any result of Lie group theory, nor the abstract algebraic machinery usually involved in formulas of Baker-Campbell-Dynkin-Hausdorff type. Examples of operators to which our results apply are also furnished.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Similar content being viewed by others

References

  1. Bonfiglioli A.: Homogeneous Carnot groups related to sets of vector fields. Boll. Unione Mat. Ital. Sez. B Artic. Ric. Mat. (8) 7, 79–107 (2004)

    MATH  MathSciNet  Google Scholar 

  2. A. Bonfiglioli, E. Lanconelli, Lie Groups Constructed from Hörmander Operators. Fundamental Solutions and Applications to Kolmogorov-Fokker-Planck Equations, preprint (2008).

  3. A. Bonfiglioli, E. Lanconelli, On left invariant Hörmander operators in \({\mathbb{R}^N}\). Applications to Kolmogorov-Fokker-Planck equations, Proceedings of the Fifth International Conference on Differential and Functional Differential Equations, Moscow, August 17-24, 2008 (to appear).

  4. A. Bonfiglioli, E. Lanconelli., F. Uguzzoni, Stratified Lie Groups and Potential Theory for their sub-Laplacians, Springer Monographs in Mathematics 26, New York, NY, Springer (2007).

  5. Bramanti M., Brandolini L.: L p-estimates for uniformly hypoelliptic operators with discontinuous coefficients on homogeneous groups. Rend. Sem. Mat. Univ. Politec. Torino. 58, 389–433 (2000)

    MathSciNet  Google Scholar 

  6. Djoković D.: An elementary proof of the Baker-Campbell-Hausdorff-Dynkin formula. Math. Z. 143, 209–211 (1975)

    Article  MATH  MathSciNet  Google Scholar 

  7. Eichler M.: A new proof of the Baker-Campbell-Hausdorff formula. J. Math. Soc. Japan 20, 23–25 (1968)

    Article  MATH  MathSciNet  Google Scholar 

  8. Fefferman C.L., Sánchez-Calle A.: Fundamental solutions for second order subelliptic operators. Ann. Math. 124, 247–272 (1986)

    Article  Google Scholar 

  9. Folland G.B.: Subelliptic estimates and function spaces on nilpotent Lie groups. Ark. Mat. 13, 161–207 (1975)

    Article  MATH  MathSciNet  Google Scholar 

  10. G.B. Folland, E.M. Stein, Hardy spaces on homogeneous groups. Mathematical Notes, 28, Princeton University Press, Princeton, N.J. (1982).

  11. R. Godement, Introduction à la théorie des groupes de Lie. Tome 2. Publications Mathématiques de l’Université Paris VII, Université de Paris VII, U.E.R. de Mathématiques, Paris (1982).

  12. Hartman P.: Ordinary Differential Equations. Second edition. Birkhäuser, Boston-Basel-Stuttgart (1982)

    MATH  Google Scholar 

  13. M. Hausner, J.T. Scwartz, Lie Groups. Lie Algebras. Gordon and Breach, New York-London-Paris, Notes on Mathematics and Its Applications (1968).

  14. G. Hochschild, La structure des groupes de Lie. Monographies universitaires de mathmatiques, 27. Paris, Dunod (1968).

  15. Hörmander L.: Hypoelliptic second order differential equations. ActaMath. 119, 147–171 (1967)

    MATH  Google Scholar 

  16. N. Jacobson, Lie algebras. Intersci. Tracts in Pure and Appl. Math. 10. N.Y. and Lond., Intersci. Publishers, John Wiley and Sons (1962).

  17. Jerison D., Sánchez-Calle A.: Estimates for the heat kernel for a sum of squares of vector fields. Indiana Univ. Math. J. 35, 835–854 (1986)

    Article  MATH  MathSciNet  Google Scholar 

  18. Kogoj A.E., Lanconelli E.: An invariant Harnack inequality for a class of hypoelliptic ultraparabolic equations. Mediterr. J. Math. 1, 51–80 (2004)

    Article  MATH  MathSciNet  Google Scholar 

  19. Kusuoka S., Stroock D.: The partial Malliavin calculus and its application to nonlinear filtering. Stochastics 12, 83–142 (1984)

    MATH  MathSciNet  Google Scholar 

  20. Kusuoka S., Stroock D.: Applications of the Malliavin calculus. II. J. Fac. Sci., Univ. Tokyo, Sect. I A. 32, 1–76 (1985)

    MATH  MathSciNet  Google Scholar 

  21. Kusuoka S., Stroock D.: Applications of the Malliavin calculus III. J. Fac. Sci. Univ. Tokyo, Sect. I A. 34, 391–442 (1987)

    MATH  MathSciNet  Google Scholar 

  22. Kusuoka S., Stroock D.: Long time estimates for the heat kernel associated with a uniformly subelliptic symmetric second order operator. Ann. of Math. 127, 165–189 (1988)

    Article  MathSciNet  Google Scholar 

  23. Lanconelli E., Polidoro S.: On a class of hypoelliptic evolution operators. Rend. Semin. Mat. Torino 52, 29–63 (1994)

    MATH  MathSciNet  Google Scholar 

  24. Morbidelli D.: Fractional Sobolev norms and structure of Carnot-Carath‘eodory balls for Hörmander vector fields. Studia Math. 139, 213–242 (2000)

    MATH  MathSciNet  Google Scholar 

  25. D. Mumford, Elastica and computer vision. Bajaj, Chandrajit L. (ed.), Algebraic geometry and its applications. Purdue University, West Lafayette, IN, U SA, June 1-4, 1990. New York, Springer-Verlag. 491–506 (1994).

  26. Nagel A., Ricci F., Stein E.M.: Fundamental solutions and harmonic analysis on nilpotent groups. Bull. Am. Math. Soc., New Ser. 23, 139–144 (1990)

    Article  MATH  MathSciNet  Google Scholar 

  27. Nagel A., Ricci F., Stein E.M.: Harmonic analysis and fundamental solutions on nilpotent Lie groups. Analysis and partial differential equations, Coll. Pap. dedic. Mischa Cotlar, Lect. Notes Pure Appl. Math. 122, 249–275 (1990)

    MathSciNet  Google Scholar 

  28. Nagel A., Stein E.M., Wainger S.: Balls and metrics defined by vector fields I, basic properties. Acta Math. 155, 103–147 (1985)

    Article  MATH  MathSciNet  Google Scholar 

  29. Rothschild L.P., Stein E.M.: Hypoelliptic differential operators and nilpotent groups. Acta Math. 137(1976), 247-320

    Article  MathSciNet  Google Scholar 

  30. A.A. Sagle, R.E. Walde, Introduction to Lie groups and Lie algebras. Pure and Applied Mathematics, 51. New York-London, Academic Press (1973)

  31. Sánchez-Calle A.: Fundamental solutions and geometry of the sum of squares of vector fields. Invent. Math. 78, 143–160 (1984)

    Article  MATH  MathSciNet  Google Scholar 

  32. J.-P. Serre, Lie algebras and Lie groups. 1964 lectures, given at Harvard University. Lecture Notes in Mathematics. Berlin, Springer-Verlag (1992).

  33. Varadarajan V.S.: Lie groups, Lie algebras and their representations. Graduate Texts in Mathematics, Springer-Verlag, New York (1984)

    MATH  Google Scholar 

  34. Varopoulos N.T., Saloff-Coste L., Coulhon T.: Analysis and geometry on groups Cambridge Tracts in Mathematics 100. Cambridge University Press, Cambridge (1992)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Andrea Bonfiglioli.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Bonfiglioli, A. An ODE’s Version of the Formula of Baker, Campbell, Dynkin and Hausdorff and the Construction of Lie Groups with Prescribed Lie Algebra. Mediterr. J. Math. 7, 387–414 (2010). https://doi.org/10.1007/s00009-010-0064-x

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • Issue Date:

  • DOI: https://doi.org/10.1007/s00009-010-0064-x

Mathematics Subject Classification (2010)

Keywords

Navigation