Notes for

Spectral Geometry

by Yaiza Canzani.

2016 CRM Summer School in Quebec City.

Laval University.
 3

Abstract

I wrote these lectures using the material in set of notes “Analysis on manifolds via the
Laplacian” available at http://www.math.harvard.edu/ canzani/docs/Laplacian.pdf. The
material there corresponds to a year long course, so it contains more topics and many
more details. The following references were important sources for these notes:

• Eigenvalues in Riemannian geometry. By I. Chavel.

• Old and new aspects in Spectral Geometry. By M. Craiveanu, M. Puta and T. Ras-
sias.

• The Laplacian on a Riemannian manifold. By S. Rosenberg.

• Local and global analysis of eigenfunctions on Riemannian manifolds. By S. Zelditch.

Enjoy!!
Syllabus
Abstract . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3

1 What makes the Laplacian special? 7

1.1 Daily life problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
1.2 You want to solve the Helmholtz equation . . . . . . . . . . . . . . . . . 9
1.3 Inverse problem: Can you hear the shape of a drum? . . . . . . . . . . . 10
1.3.1 Hearing the length of a guitar string . . . . . . . . . . . . . . . . 12
1.4 Direct problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.4.1 The first eigenvalue: Rayleigh Conjecture . . . . . . . . . . . . . 14
1.4.2 Counting eigenvalues: Weyl’s Law . . . . . . . . . . . . . . . . . 15
1.5 A hard problem: understanding the eigenfunctions . . . . . . . . . . . . 18

2 The Laplacian on a Riemannian manifold 21

2.1 Definition of the Laplacian on a manifold . . . . . . . . . . . . . . . . . 21
2.1.1 Definition of a manifold . . . . . . . . . . . . . . . . . . . . . . . 21
2.1.2 Definition of a Riemannian metric . . . . . . . . . . . . . . . . . 24
2.1.3 Definition of the Laplacian . . . . . . . . . . . . . . . . . . . . . 27
2.2 Spectral Theory for the Laplacian . . . . . . . . . . . . . . . . . . . . . 28
2.2.1 Spectral Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . 30
2.2.2 Eigenvalue characterization (Exercise 4) . . . . . . . . . . . . . . 30
2.3 Examples of eigenfunctions and eigenvalues . . . . . . . . . . . . . . . . 31
2.3.1 Circle . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.3.2 Torus . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.3.3 Eigenfunctions on the sphere (Exercise 3) . . . . . . . . . . . . . 32

3 Hearing the geometry of a manifold 35

3.1 Heat Equation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
3.1.1 Solutions to Heat equation (Exercise 4) . . . . . . . . . . . . . . 35
3.1.2 Definition of the fundamental solution . . . . . . . . . . . . . . . 35
3.2 Weyl’s Law and other high energy asymptotics . . . . . . . . . . . . . . 38
3.3 Isospectral manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40

4 Exercises 43
4.1 Exercise 0: Recovering the eigenvalues of a guitar string . . . . . . . . . 43
4.2 Exercise 1: Weyl’s Law for a rectangle . . . . . . . . . . . . . . . . . . . 43
4.3 Exercise 2: Weyl’s law on the Torus . . . . . . . . . . . . . . . . . . . . 44
4.4 Exericise 3: Eigenfunctions on the Sphere . . . . . . . . . . . . . . . . . 44
4.5 Exercise 4: Characterization of eigenvalues . . . . . . . . . . . . . . . . 45
4.6 Exercise 5: Temperature decreases with time and solutions are unique . 46
4.7 Exercise 5: Nodal domains and first eigenfunctions . . . . . . . . . . . . 46
 CHAPTER 1

What makes the Laplacian special?

In this chapter we motivate the study of the Laplace operator. To simplify exposition,
we do this by concentrating on planar domains.

1.1 Daily life problems

Let Ω ⊂ Rn be a connected domain and consider the operator ∆ acting on C ∞ (Ω) that
simply differentiates a function ϕ ∈ C ∞ (Ω) two times with respect to each position
variable:
n
X ∂2ϕ
∆ϕ = .
i=1
∂x2i

Figure: Pierre-Simon de Laplace

8 What makes the Laplacian special?

Here are some examples where the Laplacian plays a key role:

Heat diffusion. If you are interested in understanding how would heat propagate
along Ω ⊂ Rn then you should solve the Heat Equation
1∂
∆u(x, t) = u(x, t)
c ∂t
where c is the conductivity of the material of which Ω is made of, and u(x, t) is the
temperature at the point x ∈ Ω at time t.

You could also think you have an insulated region Ω (it could be a wire, a ball, etc.)
and apply certain given temperatures on the edge ∂Ω. If you want to know what
the temperature will be after a long enough period of time (that is, the steady state
temperature distribution), then you need to find a solution of the heat equation that
be independent of time. The steady state temperature solution will be a function
u(x1 , . . . , xn , t) such that
∆u = 0.
Wave propagation. Now, instead of applying heat to the surface suppose you cover
it with a thin layer of some fluid and you wish to describe the motion of the surface of
the fluid. Then you will need to solve the Wave equation

1 ∂2
∆u(x, t) = u(x, t)
c ∂t2
√
where c is the speed of sound in your fluid, and u(x, t) denotes the height of the wave
above the point x at time t.

You could also think of your domain Ω as the membrane of a drum, in which case
its boundary ∂Ω would be attached to the rim of the drum. Suppose you want to
study what will happen with the vibration you would generate if you hit it. Then, you
2
should also solve the wave equation ∆u(x, t) = ∂∂2 t u(x, t) for your drum, but this time
you want to make sure that you take into account that the border of the membrane is
fixed. Thus, you should also ask your solution to satisfy u(x, t) = 0 for all points x ∈ ∂Ω.

Quantum particles. If you are a bit more eccentric and wish to see how a quantum
particle moves inside Ω (under the assumption that there are no external forces) then
you need to solve the Schrödinger Equation

~2 ∂
− ∆u(x, t) = i~ u(x, t)
2m ∂t
where ~ is Planck’s constant and m is the mass of the free particle. Normalizing u
so that ku(·, t)kL2 (Ω) = 1 one interprets u(x, t) as a probability density. That is, if
A ⊂R Ω then the probability that your quantum particle be inside A at time t is given
by A |u(x, t)|2 dx.

Why not another operator? The Laplacian on Rn commutes with translations and
rotations. That is, if T is a translation or rotation then ∆(ϕ◦T ) = (∆ϕ)◦T . Something
1.2 You want to solve the Helmholtz equation 9

more striking occurs, if S is any operator that commutesP with translations and rotations
then there exist coefficients a1 , . . . , am making S = m a
j=1 j ∆ j . Therefore, it is not

surprising that the Laplacian will be a main star in any process whose underlying physics
are independent of position and direction such as heat diffusion and wave propagation
in Rn .

1.2 You want to solve the Helmholtz equation

There are of course many more problems involving the Laplacian, but we will focus on
these ones to stress the importance of solving the eigenvalue problem (also known as
Helmholtz equation)
−∆ϕ = λϕ.

It is clear that if one wants to study harmonic functions then one needs to solve the
equation
−∆ϕ = λϕ with λ = 0.

So the need for understanding solutions of the Helmholtz equation for problems such
as the static electric field or the steady-state fluid flow is straightforward. In order to
attack the heat diffusion, wave propagation and Schrödinger problems described above,
a standard method (inspired by Stone-Weierstrass Theorem) is to look for solutions
u(x, t) of the form u(x, t) = α(t)ϕ(x). For instance if you do this and look at the Heat
equation then you must have

∆ϕ(x) α0 (t)
= x ∈ Ω, t > 0.
ϕ(x) α(t)

This shows that there must exist a λ ∈ R such that

α0 = −λα and − ∆ϕ = λϕ.

Therefore ϕ must be an eigenfunction of the Laplacian with eigenvalue λ and α(t) =

e−λt . Once you have these particular solutions uk = e−λk t ϕk you use the superposition
principle to write a general solution
X
u(x, t) = ak e−λk t ϕk (x)
k

where the coefficients ak are chosen depending on the initial conditions. You could do
the same with the wave equation (we do it in detail for a guitar string in Section 1.3.1)
or with the Schrödinger equation and you will also find particular solutions of the form
uk (x, t) = αk (t)ϕk (x) with

−λk t
e √
 Heat eqn,
−∆ϕk = λk ϕk and αk (t) = ei λk t Wave eqn,

 iλk t
e Schrödinger eqn.
10 What makes the Laplacian special?

1.3 Inverse problem: Can you hear the shape of a drum?

Inverse problem: If I know (more or less) the Laplace eigenvalues of a domain, what
can I deduce of its geometry?

Suppose you have perfect pitch. Could you derive the shape of a drum from the music
you hear from it? More generally, can you determine the structural soundness of an
object by listening to its vibrations? This question was first posed by Schuster in 1882.
As Berger says in his book A panoramic view of Riemannian Geometry,

“Already in the middle ages bell makers knew how to detect invisible cracks
by sounding a bell on the ground before lifting it up to the belfry. How
can one test the resistance to vibrations of large modern structures by non-
destructive essays?... A small crack will not only change the boundary shape
of our domain, one side of the crack will strike the other during vibrations
invalidating our use of the simple linear wave equation. On the other hand,
heat will presumably not leak out of a thin crack very quickly, so perhaps
the heat equation will still provide a reasonable approximation for a short
time...”

An infinite sequence of numbers determines via Fourier analysis an integrable function.

It wouldn’t be that crazy if an infinite sequences of eigenvalues would determine the
shape of the domain. Unfortunately, the answer to the question can you hear the shape
of a drum? is no. This was proved in 1992 by Gordon, Web and Wolpert. Nowadays
many planar domains are known to have different shapes but exactly the same spectrum.

Figure: Webb and Gordon holding isospectral drums

1.3 Inverse problem: Can you hear the shape of a drum? 11

Figure: Isospectral drums

Not all is lost. One can still derive a lot of information of a domain by knowing its
eigenvalues. Using the heat kernel, one can prove that as t → 0,
∞
√
 
X
−λk t 1 2πt
e ∼ area(Ω) − 4πt length(∂Ω) + (1 − γ(Ω))
4πt 3
k=1

where γ(Ω) is the number of holes of Ω and Ω is a smooth, bounded domain. The
eigenvalues λk are the ones corresponding to the Laplacian on Ω enforcing ϕk |∂Ω = 0.
The first term was proved by Weyl in 1911. The second term was proved in 1954 by
Pleijel. It shows that you can hear wether a drum is circular or not (because of the
isoperimetric inequality (length(∂Ω))2 ≥ 4π · area(Ω) whose equality is only attained by
circles). The first term was found by Mark Kac in 1966 and it was rigorously justified
by McKean and Singer in 1967.

This means that if you know the full sequence of eigenvalues of your favorite domain Ω
then you can deduce its area, its perimeter and the number of holes in it!!

Figure: Mark Kac

12 What makes the Laplacian special?

1.3.1 Hearing the length of a guitar string

Consider an interval [0, `] with Dirichlet boundary conditions ϕ(0) = ϕ(`) = 0.

The eigenfunctions are

kπ 
ϕk (x) = sin x for k ≥ 1
`
kπ 2


with eigenvalues λk = ` for k ≥ 1.

ϕ1

ϕ2

ϕ3

ϕ4

After the first half of the 18th century mathematicians such as d’Alembert and Bernoulli
developed the theory of a vibrational string. As one should expect, the vibrations of a
string will depend on many factors such us its length, mass and tension.

Jean-Baptiste d’Alembert Daniel Bernoulli

To simplify our exposition consider a guitar string of length ` which we model as the
interval [0, `]. Assume further that the density mass and the tension are constant and
equal to 1. Today it comes as no surprise that the behavior of a vibrating string is
described by the wave equation. That is, if we write x for a point in the string [0, `]
and t for the time variable, then the height u(x, t) of the string above the point x after
a time t should satisfy the wave equation
∂2
∆u(x, t) = u(x, t).
∂t2
1.3 Inverse problem: Can you hear the shape of a drum? 13

There are infinitely many solutions to this problem. But we already know that there
are constraints to this problem that we should take into account since the endpoints of
the string are fixed and so u(x, t) must satisfy u(0, t) = 0 = u(`, t) for all time t. In
addition having a unique solution to our problem depends upon specifying the initial
shape of the string f (x) = u(x, 0) and its initial velocity g(x) = ∂t u(x, 0). All in all, we
are solving the system
 2
∂ ∂2
 ∂x2 u(x, t) = ∂t2 u(x, t)

 x ∈ [0, `], t > 0,

u(0, t) = 0 = u(`, t) t > 0,


 u(x, 0) = f (x) x ∈ [0, `],
x ∈ [0, `].

∂ u(x, 0) = g(x)
t

A general solution of this problem has the form

∞
X
u(x, t) = αk (t)ϕk (x), (1.1)
k=1

where  kπ   kπ 
αk (t) = ak cos t + bk sin t .
` `
The coefficients are ak = hf, ϕk i and bk = hg, ϕk i.

kπ 2


The functions ϕk are called harmonic modes
  for the string [0, `]. Since λ k = ` is
kπ
the eigenvalue of the wave ϕk (x) = sin ` x , the connection between the eigenvalues
λk and the frequencies fk of the harmonic modes of the string is obvious:
√
λk
fk = .
2π
Therefore, the higher the eigenvalue, the higher the frequency is.

Consider the Fourier transform of a function ϕ as

Z ∞
F(ϕ)(ξ) = ϕ(x)e−ixξ dx.
−∞
√
The Fourier transform of the function ϕk (x) = sin( λk x) is
π p p 
F(ϕk )(ξ) = δ(ξ − λk ) − δ(ξ + λk ) .
i
This is because
√ √
p ei λk x − e−i λk x √ p
sin( λk x) = and F(ei λk x )(ξ) = 2π δ(ξ − λk ).
2i
If you pluck a guitar string then you obtain a wave of the form u(x, t) = ∞
P
k=1 αk (t)ϕk (x),
and by applying the Fourier transform to it you get
∞
πX   p   p 
F(u(·, t))(ξ) = αk (t) δ ξ − λk − δ ξ + λk .
i
k=1

So you recover all the relevant frequencies and hence all the eigenvalues. In the picture
below we have the graphs of s1 (x) = sin(x), s2 (x) = 31 sin(2x) and s3 (x) = 81 sin(4 x).
14 What makes the Laplacian special?

In the first picture we show the graph of the wave s1 + s2 + s3 , while in the second
picture we show the Fourier transform of the function s1 + s2 + s3 .

1/3

1/7

− 8π
7
− 3π
7
− 1π
7
1π 3π 8π
7 7 7

1.4 Direct problems

Direct problem: If I know (more or less) the shape of a domain, what can I deduce
of its Laplace eigenvalues?

1.4.1 The first eigenvalue: Rayleigh Conjecture

The first eigenvalue λ1 of the Laplacian on an interval or a region of the plane is called
the fundamental tone. This is because either on a vibrating guitar string or drum
membrane the first eigenvalue corresponds to the leading frequency of oscillation and it
is therefore the leading tone you hear when you play one of these instruments.
Seen from a heat-diffusion point of view, since the solutions of the heat equation are of
the form u(x, t) = k ak e−λk t ϕk (x), it is clear that (λ1 , ϕ1 ) give the dominant infor-
P
mation because e−λ1 t ϕ1 (x) is the mode that decays with slowest rate as time passes by.
From this last point of view it is natural to expect that the geometry of Ω should be
reflected on λ1 to some extent. For instance the largest the boundary ∂Ω is, the more
quickly the heat should wear off. That is, if we consider a domain Ω and a ball B of
same area as Ω, then we expect the heat on Ω to diffuse more quickly than that of B.
Therefore, we should have
1.4 Direct problems 15

Faber-Krahn Inequality:
λ1 (Ω) ≥ λ1 (B).

This result was proved by Faber and Krahn in 1923. As expected, it extends to any
dimension.

Figure: Lord Rayleigh

1.4.2 Counting eigenvalues: Weyl’s Law

Jeans asked once what is the energy corresponding to an infinitesimal frequency interval.
In 1966 Mark Kac told this story in a very illustrating manner:

...At the end of October of 1910 the great Dutch physicist H. A. Lorentz
was invited to Götingen to deliver a Wolfskehl lecture... Lorentz gave five
lectures under the overall title “Old and new problems of physics” and at
the end of the fourth lecture he spoke as follows (in free translation from
the original German):
In conclusion, there is a mathematical problem which perhaps will arouse the
interest of mathematicians who are present. It originates in the radiation
theory of Jeans.
In an enclosure with a perfectly reflecting surface, there can form stand-
ing electromagnetic waves analogous to tones over an organ pipe: we shall
confine our attention to very high overtones. Jeans asks for the energy in
the frequency interval dν. To this end, he calculates the number of overtones
which lie between frequencies ν and ν +dν, and multiplies this number by the
energy which belongs to the frequency ν, and which according to a theorem
of statistical mechanics, is the same for all frequencies.
16 What makes the Laplacian special?

It is here that there arises the mathematical problem to prove that the number
of sufficiently high overtones which lie between ν and ν + dν is independent
of the shape of the enclosure, and is simply proportional to its volume. For
many shapes for which calculations can be carried out, this theorem has been
verified in a Leiden dissertation. There is no doubt that it holds in general
even for multiply connected regions. Similar theorems for other vibrating
structures, like membranes, air masses, etc., should also hold.

If we express the Lorentz conjecture in a vibrating membrane Ω, it becomes of the

following form: Let λ1 ≤ λ2 ≤ . . . be the Laplace eigenvalues corresponding to the
problem
−∆ϕk = λk ϕk ϕk |∂Ω = 0.
Then
area(Ω)
N (λ) = #{λk : λk < λ} ∼ λ as λ → ∞.
4π
D. Hilbert was attending these lectures and predicted as follows: “This theorem would
not be proved in my life time.” But, in fact, Hermann Weyl, a graduate student at that
time, was also attending these lectures. Weyl proved this conjecture four months later
in February of 1911.

Figure: Hermann Weyl

We will prove this in specific examples such as rectangles and the torus. Later on we will
prove the analogue result for compact Riemannian manifolds (M, g). Let λ0 ≤ λ1 ≤ . . .
be the Laplace eigenvalues repeated according to its multiplicity. Then
ωn
N (λ) ∼ volg (M )λn/2 , λ→∞
(2π)n

where ωn is the volume of the unit ball in Rn .

1.4 Direct problems 17

In particular,

(2π)2
λj ∼ j 2/n , j → ∞.
(ωn volg (M ))2/n

1.4.2.1 Weyl’s law for an interval [0, `]

Note that if we scale our domain by a factor a > 0 we get λk (0, a`) = a12 λk (0, `) .
   
d2 −2 . We also
Intuitively, the eigenvalue λ must balance dx 2 , and so λ ∼ (length scale)
note that we have the asymptotics

λk ∼ C k 2

where C is a constant independent of k.

For λ > 0 consider the eigenvalue counting function

N (λ) = #{eigenvalues < λ}.

Proposition 1. (Weyl’s law for intervals) Write λj for the Dirichlet or Neumann
eigenvalues of the Laplacian on the interval Ω = [0, `]. Then,

length(Ω) √
N (λ) ∼ λ.
π

Proof.
k2 π2 `√
 
N (λ) = max{k : λk < λ} = max k : < λ ∼ λ.
`2 π
Note that ω1 = 2.

1.4.2.2 Weyl’s Law for a rectangle (Exercise 1)

Consider a rectangle Ω = [0, `] × [0, m] with Dirichlet boundary conditions. In this

exercise you will prove that
area(Ω)
N (λ) ∼ λ.
4π

1. Prove that the eigenvalues are

 jπ 2  kπ 2
λjk = + for j, k ≥ 1.
` m

2. Prove that
area(Ω)
#{(j, k) : λjk < λ} ∼ λ as λ → ∞.
4π
Hint: use the two figures below, where Eλ denotes an ellipse and Ẽλ is the copy
of the ellipse translated by (−1, −1).
18 What makes the Laplacian special?

√ √
λm λm
π π

Eλ Ẽλ

√ √
λ` λ`
π π

1.5 A hard problem: understanding the eigenfunctions

As already mentioned, we may interpret the eigenfunction ϕk as the probability density
of a quantum particle in the energy state λj . That is, the probability that a quantum
particle in the state ϕk belongs to the set A ⊂ Ω if given by
Z
|ϕk (x)|2 dx.
A

High energy eigenfunctions are expected to reflect the dynamics of the geodesic flow.
In the energy limit λ → ∞ one should be able to recover classical mechanics from
quantum mechanics. In the following picture (taken from Many-body quantum chaos:
Recent developments and applications to nuclei ) you can see how the dynamics of the
geodesic flow for two different systems is reflected on the eigenfunctions. In the left
column a cardioid billiard is represented. In the right column a ball billiard is shown.
In the first line the trajectories of the geodesic flow for each system is shown. Then,
from the second line to the fifth one, the graph of the functions |ϕj |2 are shown for
λk = 100, 1000, 1500, 2000. The darker the color, the higher the value of the modulus.
One can see how a very chaotic system, such as the cardioid, yields a uniform distribution
(chaotic) of the eigenfunctions. On the other hand, a very geometric dynamical system,
such as the disc, yields geometric distributions of the eigenfunctions.

Figure 4. Behavior of eigenstates. The eigenstates of the integrable circular billiard and the chaotic cardioid billiard
reflect the structure of the corresponding classical dynamics.
A beautiful result about the behavior of eigenfunctions takes place on manifolds with
ergodic geodesic flow (like the cardioid above), including References
all manifolds with negative
1
1. M. Robnik, “Classical Dynamics of a Family of Billiards with Ana-
lytic Boundaries,” J. Physics A, vol. 16, 1983, pp. 3971–3986.
0 2. A. Bäcker and H.R. Dullin, “Symbolic Dynamics and Periodic Orbits
p

for the Cardioid Billiard,” J. Physics A, vol. 30, 1997, pp. 1991–2020.
3. A. Bäcker, “Numerical Aspects of Eigenvalue and Eigenfunction
–1 Computations for Chaotic Quantum Systems,” The Mathematical
–4 0 4 Aspects of Quantum Maps, Lecture Notes in Physics 618, M. Degli
s Esposti and S. Graffi, eds., Springer-Verlag, 2003, pp. 91–144.
1 4. R. Aurich and F. Steiner, “Statistical Properties of Highly Excited
Quantum Eigenstates of a Strongly Chaotic System,” Physica D,
vol. 64, 1993, pp. 185–214.
0 5. O. Bohigas, M.-J. Giannoni, and C. Schmit, “Characterization of
p

Chaotic Quantum Spectra and Universality of Level Fluctuation

 1.5 A hard problem: understanding the eigenfunctions 19

constant sectional curvature. This result says that in the high energy limit eigenfunc-
tions are equidistributed.

Quantum ergodicity. If Ω is a compact and has ergodic geodesic flow, then there
exists a density one subsequence of eigenfunctions {ϕjk }k such that for any A ⊂ M

vol(A)
Z
lim |ϕjk (x)|2 dx = .
k→∞ Ω vol(Ω)
jk ≤m}
By density one subsequence it is meant that inf m #{k: m = 1. This result is due to
Schnirelman (1973) finished by Colin de Verdière (1975).

Image processing. One may describe a given surface M ⊂ R3 by a function such as

the normal vector. That is, to every point x ∈ M you associate the normal vector at x

x 7→ (n1 (x), n2 (x), n3 (x)).

(j)
Each function nj : M → R can be rewritten as an infinite series nj = ∞
P
i=1 ai ϕi by the
Sturm-Liouville decomposition Theorem. You may then truncate the series and work
with the approximates manifold described by the function
N N N
!
(1) (2) (3)
X X X
x 7→ ai ϕi (x), ai ϕi (x), ai ϕi (x) .
790 G. Rong et al.
i=1 i=1 i=1

Fig. 2a–f. The inverse manifold harmonics

a. M =Dragon. transformmanifold
b-f. reconstructed for models of N
using different
= 100, numbers of bases.
200, 300, 500 a iseigenfunctions
and 900 the original dragon model, and
b–f are the results of the inverse manifold harmonics transform using m = 100, 200, 300, 500 and 900 bases, respectively
respectively. Picture from paper Spectral mesh deformation.

is a way of encoding the geometry of result
|t ! |)/2 is a vector [x̃ 1 , extent m ], with
x̃ 2 , . . . x̃using as each
littleitem x̃ k corres-
 Bij = (|t| +
 This a surface to some
ponding to each frequency basis H k :
% & '
information as you want (at the risk of having a worse approximation). In practice the
 Bii =
 |t| /6.
&n
t∈St(i)
x̃ k = $x, H k % = x i Dii Hik . (7)
!
t, t are the two triangles that share the edge (i, j), i=1
|t| and |t ! | are their areas, βi, j , βi,! j are the two angles op-
The inverse MHT maps the descriptor from frequency do-
posite to the edge (i, j), and St(i) is the set of triangles main onto space domain by reconstructing x at vertex i
incident to vertex i. using the first m frequencies:
The above formulation can be further simplified into:
 20 What makes the Laplacian special?

way people have of computing eigenfunctions on the dragon is to discretize it and work
with a discretized version of the Laplacian and its corresponding eigenfunctions. For
instance, the method of approximating a surface by a finite number of eigenfunctions is
used to perform a change of the position of some part of the surface. Suppose you have
an armadillo standing on two legs (figure a) and you wish to lift one of its legs (figure
e) reducing as much as possible the amount of computations that need to be carried to
get the final result. What people are doing is to compute the first 99 eigenfunctions on
the (discretized) armadillo (figure b) and approximate the armadillo by them (figure c).
Then, you apply the transformation to the approximate armadillo (figure d). Doing this
is much cheaper -computation wise- than applying the transformation to the original
armadillo. You may then add all the details to the transformed armadillo by another
788
algorithm. G. Rong et al.

Fig. 1a–e. The spectral mesh deformation pipeline. a The original Armadillo model, b the manifold harmonics b
model reconstructed using the first m bases, d the deformed smoothed model, and e the deformed model with detai

added back easily [6]. However, the size of the linear and spectral methods. Section 3 introdu
system is not reduced since the number of unknowns manifold harmonics. The details of our
(vertex positions) remains the same for the smoothed sur- given in Sect. 4, and the experimental re
faces. Another approach is to use topological hierarchies Sect. 5. Section 6 concludes the paper w
of coarser and coarser meshes [8]. Subdivision surfaces directions of future work.
provide a nice coupling of the geometric and topological
hierarchy, and the number of unknowns in the coarse sub-
division mesh could be significantly smaller than the ori- 2 Related work
ginal mesh [2, 27]. However, automatically building sub-
division surfaces for arbitrary irregular meshes is a highly Mesh deformation is an active research
non-trivial task, since the original irregular mesh may not graphics. There are numerous previous p
have coherent subdivision connectivity. Energy minimization has long been a g
In this paper, we propose to use the spectrum of the deform smooth surfaces [3, 22]. A varia
Laplace–Beltrami operator defined on manifold surfaces, introduced in [2] to deform subdivision
i.e. model,
he original Armadillo manifold Picture
harmonics,
b the to compactly
from the encode
article Spectral
manifold the defor-
mesh deformation.
harmonics c the
bases,serve surface details, they optimize the en
smoothed
mation functions. The manifold harmonics can be pre- tion vector field instead of the deformatio
and e on
med smoothed model,computed thearbitrary
deformed model
irregular meshes.with details
Compared withadded back
positions. Multiresolution mesh editing t
other subspace deformation techniques [9, 27], the com- have been developed for detail-preservin
putation of manifold harmonics is fully automatic, and decomposing a mesh into several frequ
these orthogonal bases provide a compact parametrization formed mesh is obtained by first man
for the space of functions defined on the surfaces. We frequency mesh and later adding back t
can use very small number (compared to the number of details as displacement vectors.
he linear and spectral methods. Section 3 introduces the concept of
vertices) of frequency components to represent the geom- Yu et al. [23] apply the widely us
nknowns manifold harmonics. The details of our new algorithm are
etry and motion of the smoothed model. So the number tion on the 3D model deformation. The
of unknowns in the linear system for the deformation can before and after the deformation to be e
thed sur- given in Sect. 4, and the experimental results are shown in
be greatly decreased, to allow interactive manipulation on son equation, which is a linear system
 CHAPTER 2

The Laplacian on a Riemannian manifold

2.1 Definition of the Laplacian on a manifold

2.1.1 Definition of a manifold
A smooth manifold M of dimension n is a Hausdorff topological space with a countable
basis of open sets that has a family of charts U = {(Uα , ϕα )}, with ϕα : Uα ⊂ M → Rn
so that
S
1. Uα = M

2. If Uα ∩ Uβ 6= ∅ then ϕβ ◦ ϕ−1α : ϕα (Uα ∩ Uβ ) → ϕβ (Uα ∩ Uβ ) are C

∞ with C ∞

inverse. In this case we say that (Uα , ϕα ) and (Uβ , ϕβ ) are compatible.

3. Completness property: If (V, ψ) is a chart which is compatible with every (Uα , ϕα ) ∈

U then (V, ψ) ∈ U.

ϕα ϕβ

ϕβ ◦ ϕ−1
α
22 The Laplacian on a Riemannian manifold

Examples of differential manifolds include Rn , the sphere S n , the torus Tn . Products

of manifolds are manifolds as well.

2.1.1.1 Example: Rn
Only one chart suffices to see that Rn is a manifold. The chart is the identity:

U = Rn , φ : U → Rn , φ(x) = x.

2.1.1.2 Example: Circle

The circle can be thought of as

S 1 = {(cos(θ), sin(θ)) : θ ∈ [0, 2π)}.

The circle is a manifold of dimension 1. Let

U1 = {(cos(θ), sin(θ)) : θ ∈ (0, 2π)}

and ϕ1 : U1 → (0, 2π) be defined by its inverse ψ1 = ϕ−1

1 by

ψ1 (θ) = (cos(θ), sin(θ)).

Since U1 doesn’t cover the entire circle (we are missing one point!), we need one more
chart. For example, we could take U2 = {(cos(θ), sin(θ)) : θ ∈ (−π/2, π/2)} and
ϕ2 : U2 → (−π/2, π/2) defined by ψ2 (θ) = (cos(θ), sin(θ)) and ψ2 = ϕ−1
2 .

S1 S1

ϕ1 ψ1 ϕ2 ψ2

0 2π − π2 π
2

2.1.1.3 Example: Sphere

Here we consider the sphere

S 2 = {(x, y, z) ∈ R3 : x2 + y 2 + z 2 = 1}.

The sphere is a manifold of dimension 2. Let

U1 = {(x, y, z) ∈ R3 : x2 + y 2 + z 2 = 1 and x 6= 0}
2.1 Definition of the Laplacian on a manifold 23

and ϕ1 : U1 → (0, π) × (0, 2π) be defined by its inverse

ψ1 (θ, φ) = (sin(θ) sin(φ), sin(θ) cos(φ), cos(θ)).

These are called spherical coordinates and are illustrated below.

z
θ

φ
x y

Of course, you should add more charts to include the {θ = π, φ = 2π} line. Try it!

2.1.1.4 Example: Torus

The torus is the surface T2 = R2 /Z2 . That is, we put an equivalence relation on R2
where we say that two points (x1 , y1 ) and (x2 , y2 ) are the same provided x1 − y1 ∈ Z
and x2 − y2 ∈ Z. You may think of the torus as the surface you get after identifying
opposite sides of a unit square, like in the picture below.

0
1

In particular, we will identify the torus T2 with the set [0, 1) × [0, 1). The chart that we
will usually choose on the torus for working with coordinates is

φ : (0, 1) × (0, 1) ⊂ T2 → (0, 1) × (0, 1) ⊂ R2

φ(x, y) = (x, y).

Of course, this chart covers all the torus but two lines (the sides of the square). There-
fore, to be rigorous, one needs to add more charts.
24 The Laplacian on a Riemannian manifold

2.1.2 Definition of a Riemannian metric

A metric is an inner product, and to define an inner product we need a space of vectors
associated to the manifold. If the manifold lived inside Rn , like the sphere, one could
think of the vectors as being the velocities associated to curves on the manifold. The
drawback to this is that then one had vectors that live in a space whose dimension is
higher than that of the manifold. On the sphere for example, the tangent vectors live
in R3 while the manifold has dimension 2. So how do we define a notion of velocity
vectors associated to the manifold? The answer is that if γ : [−1, 1] → M is a curve on
M , then γ̇(0) is going to be defined as an operator. Indeed, γ̇(0) is the operator that to
a function f : M → R associates the derivative of f in the direction of γ̇ evaluated at
t = 0. Namely, if we let (U, ϕ) be a coordinate chart about x ∈ M induce coordinates
(x1 , . . . , xn ), then
n
X ∂
(ϕ ◦ γ)0 (0) (f ◦ ϕ−1 ).


γ̇(0) f =
∂xi ϕ(γ(0))
i=1

In other words, γ̇(0) is the operator

n
X ∂
Scannedγ̇(0) =
by CamScanner (ϕ ◦ γ)0 (0) ,
∂xi γ(0)
i=1

where we have set

∂ ∂
(f ) := (f ◦ ϕ−1 ).
∂xi γ(0) ∂xi ϕ(γ(0))

More generally, let (U, ϕ) be a coordinate chart about x ∈ M . We define the derivations
 
∂
: 1≤i≤n
∂xi x

for x ∈ U , where
∂ ∂f ◦ ϕ−1
f := (ϕ(x)).
∂xi x ∂xi
n o
∂
Then, we define the tangent space Tx M at x as the vector space whose basis is ∂xi x , 1≤i≤n .
This is our space of velocities!
2.1 Definition of the Laplacian on a manifold 25

A Riemannian Manifold is a pair (M, g) where M is a C ∞ manifold and g is a map

that assigns to any x ∈ M a non-degenerate, symmetric, positive definite bilinear form
h·, ·ig(x) : Tx M × Tx M → R such that for all V, W derivations, the map

x 7→ hV, W ig(x)

is smooth.

Notation. Let (U, ϕ) be a chart with local coordinates (x1 , . . . , xn ), and consider the
corresponding natural basis { ∂x∂ 1 x , . . . , ∂x∂n x } of Tx M . We adopt the following nota-
tion:
 
∂ ∂
gij (x) := , .
∂xi x ∂xj x g(x)

We will also denote by g ij the entries of the inverse matrix of (gij )ij .

Theorem. Every manifold carries a Riemannian metric.

26 The Laplacian on a Riemannian manifold

2.1.2.1 Example: Rn
The chart is (Rn , φ) where φ(x) = x. The metric is
 
1 0 ··· 0 0
 0 1 ··· 0 0 
gRn (x) =  ... .. . . .. ..  .
 

 . . . . 
 0 0 ··· 1 0 
0 0 ··· 0 1

This means that, using coordinates (x1 , . . . , xn ), we have

D ∂ ∂ E
, = δij .
∂ xi x ∂ xj x gRn

2.1.2.2 Example: Circle

We use the chart ϕ defined by its inverse ψ : (0, 2π) → S 1 with ψ(θ) = (cos(θ), sin(θ)).
Since everything is 1-dimensional, we we define the metric as

gS 1 (θ) = 1.

That is, we set  

∂ ∂
, = 1.
∂θ θ ∂θ θ

2.1.2.3 Example: Sphere

Endow the sphere with spherical coordinates

ψ : (0, π) × (0, 2π) → S 2 ⊂ R3

2.1 Definition of the Laplacian on a manifold 27

ψ(θ, φ) = (sin θ cos φ, sin θ sin φ, cos θ).

The round metric gS 2 on the 2-sphere is defined as
 
1 0
gS 2 (θ, φ) = .
0 sin2 θ

2.1.2.4 Example: Torus

Identifying T2 with [0, 1) × [0, 1) and using the coordinates

ψ : (0, 1) × (0, 1) ⊂ R2 → T2

ψ(x, y) = (x, y),

the flat Riemannian metric on the torus takes the form
 
1 0
gT2 (x, y) = .
0 1

2.1.3 Definition of the Laplacian

Having a metric on a manifold allows us to define geodesics on the manifold. Indeed,
given any two points x and y sufficiently close in M there exists a unique path that has
the shortest possible length (called geodesic) joining x with y.

Fix a point x ∈ M and let β1 , . . . , βn : [−1, 1] → M be n geodesics in M with γi (0) = x

for all i. Suppose further that the geodesics are orthogonal at x. That is,

hβ̇i (0) , β̇j (0)i = 0, i 6= j.

We define the Laplacian as the operator

∆g : C ∞ (M ) → C ∞ (M )

making
n
X
∆g f (x) = (f ◦ βi )00 (0).
i=1

It is possible to show that if (x1 , . . . , xn ) are local coordinates in M , then the Laplacian
on (M, g)takes the form
n  
1 X ∂ p ∂
∆g = p g ij | det g| .
| det g| i,j=1 ∂xi ∂xj

2.1.3.1 Example: Rn
Since gRn (x) = Id, we have

∂2 ∂2
∆gRn = + · · · + .
∂x21 ∂x2n
28 The Laplacian on a Riemannian manifold

2.1.3.2 Example: Circle

Since gS 1 (θ) = 1, we have
∂2
∆ gS 1 = .
∂θ2

2.1.3.3 Example: Sphere

Since  
1 0
gS 2 (θ, φ) = ,
0 sin2 θ

    
1 ∂ θθ
p ∂ ∂ φφ
p ∂
∆gS2 =p g | det gS 2 | + g | det gS 2 |
| det gS 2 | ∂θ ∂θ ∂φ ∂φ
    
1 ∂ ∂ ∂ 1 ∂
= sin θ +
sin θ ∂θ ∂θ ∂φ sin θ ∂φ
1 ∂2
 
1 ∂ ∂
= sin θ − .
sin θ ∂θ ∂θ sin2 θ ∂φ2

And so, in spherical coordinates,

1 ∂2
 
1 ∂ ∂
∆gS2 = sin θ − . (2.1)
sin θ ∂θ ∂θ sin2 θ ∂φ2

2.1.3.4 Example: Torus

It is clear that
∂2 ∂2
∆gT2 = + .
∂x2 ∂y 2

2.2 Spectral Theory for the Laplacian

Volume form. Having a Riemannian metric g allows us to have a volume form dvg on
M with respect to which we integrate. Given A ⊂ M ,
Z
vol(A) = 1A (x) dvg (x).
M

Here, 1A (x) = 1 if x ∈ A and 1A (x) = 0 if x ∈ / A. In local coordinates ϕ(x) =

(x1 , . . . , xn ) the volume form is
q
dvg (x) = det(gij (x)) dx1 . . . dxn .

Hilbert space. The riemannian metric induces an inner product for functions on M .
Given φ, ψ : M → R we set
Z
hφ, ψiL2 := φ(x) ψ(x)dvg (x).
M
2.2 Spectral Theory for the Laplacian 29

This yields a Hilbert space

L2 (M ) := {f : M → R function so that hf, f iL2 < ∞}.

Gradient. The metric also allows us to have a notion of gradient ∇g . The gradient of
a function f ∈ C ∞ (M ) measures the direction in which the function grows the most.
In local coordinates ϕ(x) = (x1 , . . . , xn ) the gradient is defined as
n
X ∂f ◦ ϕ−1 ∂
∇g f (x) = g ij (x) (x) .
∂xi ∂xj x
i=1

Pn ∂f ∂
In Rn this reduces to ∇gRn f = i,j=1 ∂xi (x) ∂xi .
x

Green’s Identity. Let (M, g) be a compact Riemannian manifold with boundary ∂M .

Let ψ ∈ C 1 (M ) and φ ∈ C 2 (M ). Then,
Z Z Z
ψ · ∆g φ dvg = − h∇g ψ, ∇g φig dvg + φ · ∂ν φ dσg .
M M ∂M

In particular, when ∂M = ∅, we get that the Laplacian is self-adjoint:

h∆g φ, ψiL2 = hφ, ∆g ψiL2 .

Sobolev space. As for domains in Rn one can define the Sobolev inner product between
functions φ, ψ ∈ C ∞ (M )
Z
hφ, ψiH 1 = h∇g φ, ∇g ψig + φψ dvg .
M

The Sobolev space denoted by H 1 (M ) is the completion of C ∞ (M ) with respect to the

k · kH 1 norm.
30 The Laplacian on a Riemannian manifold

2.2.1 Spectral Theorem

The Hilbert space is L2 (M ) and the Sobolev space is H 1 (M ). The sesquilinear form is

a(φ, ψ) := hφ, ψiH 1 .

The ellipticity follows from the fact that

a(φ, φ) = kφk2H 1 ≥ 0.

The sesquilinear form a is continuous and symmetric on H 1 (M ). Then, there exists a

basis {ϕj } of L2 (M ) and eigenvalues {γj } staisfying that

a(ϕj , ψ) = γj hϕj , ψiL2

for all ψ ∈ H 1 (M ). Since a(ϕj , ψ) = M h∇g ϕj , ∇g ψig dvg + hϕj , ψiL2 , we get
R

Z
h∇g ϕj , ∇g ψig dvg = (γj + 1)hϕj , ψiL2
M

for all ψ ∈ H 1 (M ). In particular,

h−∆g ϕj , ψiL2 = (γj + 1)hϕj , ψiL2

for all ψ ∈ H 1 (M ), and so

−∆g ϕj = λj ϕj
for λj = γj + 1.

Theorem 2 (Spectral Theorem). For (M, g) compact, without boundary, there exists
a complete orthonormal basis {ϕ1 , ϕ2 , . . . } of L2 (M ) consisting of eigenfunctions of ∆g
with ϕj having eigenvalue λj satisfying

0 = λ1 ≤ λ2 ≤ . . . → ∞.

2.2.2 Eigenvalue characterization (Exercise 4)

Let (M, g) be a compact Riemannian manifold and write λ1 ≤ λ2 ≤ . . . for the eigenval-
ues of the Laplacian repeated according to multiplicity (for any initial problem). Write
ϕ1 , ϕ2 , . . . for the corresponding L2 -normalized eigenfunctions. In this exercise you will
prove the following result.

Theorem 3. For k ∈ N and Ek (g) := {ϕ1 , ϕ2 , . . . , ϕk−1 }⊥ ,

n k∇ φk2 o
g L2
λk = inf : φ ∈ H1 (M ) ∩ Ek (g) .
kφk2L2

The infimumR is achieved if and only if φ is an eigenfunction of eigenvalue λk . Here,

k∇g φk2L2 := M k∇g φk2g dvg .
1
R
To ease the exposition, define Dg (φ,
P∞ ψ) = M h∇g φ, ∇g ψig dvg . Fix φ ∈ H (M ) ∩ Ek (g)
and assume it has expansion φ = j=1 aj ϕj .
2.3 Examples of eigenfunctions and eigenvalues 31

P` 2
1. Fix ` ∈ N and prove that Dg (φ, φ) ≥ j=1 λj aj . Hint: compute

`
X `
X
Dg (φ − λj a2j , φ − λj a2j ).
j=1 j=1

2. Conclude that Dg (φ, φ) ≥ λk kφk2L2 for all φ ∈ Ek (g).

3. To prove the second statement in the theorem,

P assume that Pthe equality is at-
tained. From your previous work deduce that j=k λj a2j = λk ∞ 2
j=k aj . Conclude
that φ must be a linear combination of the ϕj ’s.

2.3 Examples of eigenfunctions and eigenvalues

2.3.1 Circle
The eigenfunctions are

1, cos(θ), sin(θ), cos(2θ), sin(2θ), ..., cos(kθ), sin(kθ), . . .

with eigenvalues 0, 1, 1, 4, 4, . . . , k 2 , k 2 , . . . respectively.

2.3.2 Torus
We claim that the following are a basis of eigenfunctions on the torus:

ϕy (x) := e2πihx,yi for y ∈ Z2 .

If you want, you may take their real and imaginary part to get the eigenfunctions

1, sin(2πihx, yi), cos(2πihx, yi), y ∈ Z2

with eigenvalues
0, 4π 2 |y|2 , 4π 2 |y|2 , y ∈ Z2 .
Let us see that the
{ϕy : y ∈ Z2 }
is a basis of L2 (T2 ).

We first check that these functions are linearly independent P by induction: suppose
k+1
ϕy1 , . . . , ϕyk are linearly independent and suppose also that i=1 ai ϕyi = 0. Since
ϕyj ◦ ϕyi = ϕyj +yi we know that 0 = i=1 ai ϕyi −yk+1 = ak+1 + ki=1 ai ϕyi −yk+1 , after
Pk+1 P
applying the Laplacian we get
k
X k
X
2 2 −2πihx,yk+1 i
0= ai 4π |yi − yk+1 | ϕyi −yk+1 = e ai 4π 2 |yi − yk+1 |2 ϕyi .
i=1 i=1

It then follows that a1 = · · · = ak = 0. Therefore ak+1 = 0.

32 The Laplacian on a Riemannian manifold

To see that B = span{ϕy : y ∈ Z2 } is dense in L2 (T2 ) we use the Stone Weirstrass

Theorem. Clearly B is a subalgebra. Let us see that it separates points. Fix two points
x1 , x2 ∈ T2 and assume x1 6= x2 (then x1 −x2 ∈ / Z2 ). Suppose now that ϕy (x1 ) = ϕy (x2 )
2
for all y ∈ Z . It then follows that e 2πihx 1 −x 2 ,yi = 1 for all y ∈ Z2 and so hx1 − x2 , yi ∈ Z
for all y ∈ Z2 which implies that x1 − x2 ∈ Z2 , and this is a contradiction.

Weyl’s law on the Torus (Exercise 2) We continue to write ω2 := vol(B1 (0)) where
B1 (0) is the unit ball in R2 . Denote by N (λ) the counting function N (λ) := #{j : λj <
λ}. In this exercise you will prove that

ω2 vol(T2 )
N (λ) ∼ λ λ → ∞.
(2π)2

1. Define N ∗ (r) := #{Z2 ∩ Br (0)}. Find how N (λ) and N ∗ (r) are related. Restate
your goal in terms of N ∗ (r).

2. Let P ∗ (r) denote the number of Z2 -lattice squares inside Br (0). Show that
P ∗ (r) ≤ N ∗ (r) ≤ P ∗ (r + d).

3. Find upper and lower bounds for the function P ∗ (r) in terms of volumes of Eu-
clidean balls centered at 0.

2.3.3 Eigenfunctions on the sphere (Exercise 3)

Let ψ(θ, φ) = (ψ1 (θ, φ), ψ2 (θ, φ), ψ3 (θ, φ)) represent the spherical coordinate system for
the sphere S 2 ⊂ R3 . Then any x ∈ R3 can be written as rψ(θ, φ) for r > 0 and is
represented by the coordinates (r, θ, φ).
∂
1. Use that if (x1 , x2 , x3 ) = F (ξ1 , ξ2 , ξ3 ) is a change of coordinates then ∂ξj =
P3 ∂(Fi ) ∂
i=1 ∂ξj ∂xi , to prove that in spherical coordinates
 
1 0
gR3 (r, θ, φ) = .
0 r2 gS 2 (θ, φ)

Hint: express ∂r , ∂θ , ∂φ in terms of ∂x1 , ∂x2 , ∂x3 .

2. Deduce that in spherical coordinates

 
1 ∂ ∂ 1
∆gR3 = r2 + 2 ∆ gS 2 .
r2 ∂r ∂r r

3. Define

Pk = {homogeneous polynomials of degree k},

Hk = {P ∈ Pk : ∆gR3 P = 0},
Hk = {Y = P |S 2 : P ∈ Hk }.

Prove that the spaces Hk and Hk are isomorphic. That is, find the inverse for the
restriction map Hk → Hk given by P 7→ P |S 2 .
2.3 Examples of eigenfunctions and eigenvalues 33

4. Prove that
Hk ⊂ {Y ∈ C ∞ (S 2 ) : ∆gS2 Y = −k(k + 1)Y }.
The space Hk is known as the space of Spherical Harmonics of degree k.

5. Find explicit bases for H1 and H2 .

6. Use separation of variables to find a basis for Hk . That is, look for solutions of the
form Yk (θ, φ) = Pk (θ)Φk (φ). The functions Pk (θ) should satisfy a second order
differential equation (do not try to solve it explicitly!). Such solutions Pk (θ) are
called Legendre polynomials. The solutions you obtain should have the form

Ykm (θ, φ) = eimφ Pkm (cos(θ)).

Scanned by CamScanner
 CHAPTER 3

Hearing the geometry of a manifold

3.1 Heat Equation

Throughout this section we assume that (M, g) is a compact Riemannian manifold
without boundary. The Heat Operator

−∆g + ∂t

acts on functions in C(M × (0, +∞)) that are C 2 on M and C 1 on (0, ∞).

The homogeneous heat equation is

(
(−∆g + ∂t )u(x, t) = 0 (x, t) ∈ M × (0, +∞)
.
u(x, 0) = f (x) x∈M

The function u(x, t) represents the temperature at the point x at time t assuming that
the initial temperature accross the manifolds was given by the function f (x).

3.1.1 Solutions to Heat equation (Exercise 4)

1. Prove that the temperature of the manifold decreases as time evolves. That is,
show that t 7→ ku(·, t)kL2 is decreasing with t.
2. Using the previous part show that the solution to the Heat Equation is unique.

3.1.2 Definition of the fundamental solution

We say that a fundamental solution of the heat equation is a continuous function
p : M × M × (0, ∞) → R which is C 2 in (x, y), and C 1 with respect to t and such that

Ly p = 0 and lim p(·, y, t) = δy .

t→0
36 Hearing the geometry of a manifold

Observation. It can be shown that that the fundamental solution is symmetric:

p(x, y, t) = p(y, x, t).

Observation. The function

Z
u(x, t) = p(x, y, t)f (y) dvg (y)
M

solves the homogeneous heat equation.

3.1.2.1 Fundamental solution in Rn

Eventhough we have been working on compact manifolds throughout this chapter, we
digress briefly to inspire the form of the fundamental solution on compact manifolds.
Proposition 4. The function p : Rn × Rn × (0, +∞) → [0, +∞)
1 −ky−xk2 /4t
p(x, y, t) = n e
(4πt) 2

is a fundamental solution for the heat equation on Rn .

Proof. It is easy to check that −∆gRn pR + ∂t p = 0. Let us prove that p(x, y, t) → δx (y)
as t → 0. We first need to show that Rn p(x, y, t)dy = 1 for all (x, t) ∈ Rn × (0, +∞).
Indeed,
Z Z ∞Z
p(x, y, t)dy = p(x, x + rξ, t)rn−1 dξdr
Rn 0 S n−1 (x)
Z ∞Z
1 2
− r n−1
= n e 4t r dξdr
0 S n−1 (x) (4πt) 2
Z ∞Z
1 −s2 n−1 n−1 1
= n e s (4t) 2 (4t) 2 dξdr
0 S n−1 (x) (4πt) 2
Z ∞Z
1 2
= n e−s sn−1 dξds
π2 0 S n−1 (x)
1
Z
2
= n e−kyk dy
π 2 Rn
= 1.
Let f : Rn → R be a bounded and continuous function.
Z
f (x) − p(x, y, t)f (y)dy =
Rn
Z
= p(x, y, t)(f (x) − f (y))dy
Rn
Z Z
≤ p(x, y, t)|f (x) − f (y)|dy + p(x, y, t)(f (x) − f (y))dy
B2√tR (x) Rn \B2√tR (x)
Z ∞ Z
≤ sup |f (x) − f (y)| + √ p(x, x + rξ, t)|f (x) − f (x + rξ)|rn−1 dξdr.
y∈B2√tR (x) 2 tR S n−1 (x)
3.1 Heat Equation 37

We now need to choose R sufficiently large so that the second term is as small as we
wish. Once R is fixed the first term can be chosen to be small since t → 0. To handle
the second term note that

Z ∞ Z
√ p(x, x + rξ, t)|f (x) − f (x + rξ)|rn−1 dξdr =
2 tR S n−1 (x)
Z ∞Z √ √ √
≤ p(x, x + 2 ts, t)2kf k∞ (2 ts)n−1 2 t dξds
R S n−1 (x)
Z ∞Z
2
= e−s sn−1 2kf k∞ dξds
R S n−1 (x)
Z ∞
2
= 2vol(S n−1 )kf k∞ e−s sn−1 ds.
R

3.1.2.2 Fundamental solution on manifolds

Theorem 5. There exists  > 0 such that the fundamental solution for the heat equation
has expansion
2 k
e−dg (x,y)/4t  X j k+1

p(x, y, t) = t uj (x, y) + O(t ) ,
(4πt)n/2 j=0

for all x, y ∈ M with dg (x, y) ≤ ε/2. In addition, u0 (x, x) = 1 and u1 (x, x) = 61 Rg (x).

Formally, we have that (−∆ + ∂t )et∆ = 0 and limt→0 et∆ f = f . So it should be true
that Z
et∆ f (x) = p(x, y, t)f (y) dvg (y).
M

It can be shown that the operator et∆ is well defined and that p(x, y, t) is indeed its
kernel.

Theorem 6. Let {ϕj }j be an orthonormal basis of Laplace eigenfunctions with eigen-

values {λj }j . Then,
∞
X
p(x, y, t) = e−λj t ϕj (x)ϕj (y).
j=1
P∞
Proof. Since p(x, y, t) = k=0 hp(x, ·, t), ϕk iϕk (y) and

hp(x, ·, t), ϕk i = et∆g ϕk (x) = e−λk t ϕk (x),

it is straight forward that

∞
X
p(x, y, t) = e−λk t ϕk (x)ϕk (y).
k=0
38 Hearing the geometry of a manifold

3.2 Weyl’s Law and other high energy asymptotics

Let (M, g) be a compact boundary-less Riemannian manifold. Write

0 = λ1 < λ2 ≤ λ3 ≤ . . .

for all the Laplace eigenvalues repeated according to their multiplicity. We begin this
section by introducing the Zeta function Zg : (0, +∞) → R
∞
X
Zg (t) = e−λj t .
j=1

Since the series is uniformly convergent on intervals of the form [t0 , +∞) for all t0 > 0 we
know that Zg is continuous. We also have that it is decreasing in t, that limt→0+ Zg (t) =
+∞, and limt→+∞ Zg (t) = 0.
Proposition 7.
1
Zg (t) ∼ (volg (M ) + O(t)) as t → 0+ .
(4πt)n/2
Proof.
∞
X
Zg (t) = e−λj t
j=0
Z
= p(x, x, t) dvg (x)
M
 
k
1 X Z
=  tj uj (x, x) dvg (x) + O(tk+1 )
(4πt)n/2 j=0 M

1
= (volg (M ) + O(t))
(4πt)n/2

Let us now write

0 = ν1 < ν2 < ν3 < . . .
for all the distinct eigenvalues. Then, setting mj for the multiplicity of νj we can rewrite
∞
X
Zg (t) = mj e−νj t .
j=1

Theorem 8. The function Zg determines all the eigenvalues and their multiplicities.
Proof. Note that for µ > 0 with µ 6= 2,

∞
X 0
 if µ < ν2 ,
lim eµt Zg (t) − 1 = lim mj e(µ−νj )t


= +∞ if µ > ν2
t→∞ t→∞ 
j=2 
m2 , if µ = ν2 .
3.2 Weyl’s Law and other high energy asymptotics 39

It follows that ν2 is
the unique strictly positive real number µ such that the limit
limt→∞ eµt Zg (t) − 1 is a natural number. By induction, νk is the unique strictly
positive real number µ such that the limit
 k−1
X 
µt −νj t
mk := lim e Zg (t) − 1 − mj e
t→∞
j=2

is a natural number.

Rλ P∞
Note that N (λ) = #{j : λj < λ} = 0 dµ for µ = j=1 δλj . To understand the
bahavior of µ we use the following Tauberian Theorem.
Theorem 9 (Karamata). Suppose that µ is a positive measure on [0, ∞) and that
α ∈ (0, ∞). Supose that
Z ∞
e−tx dµ(x) ∼ at−α t → 0.
0

Then,
λ
a
Z
dµ(x) ∼ λα x → ∞.
0 Γ(α + 1)
Let ωn be the volume of the unite ball in Rn ,
2π n/2
ωn := .
nΓ(n/2)
Our aim is to prove the following Theorem:
Theorem 10 (Weyl’s asymptotic formula). Let M be a compact Riemannian manifold
with eigenvalues 0 = λ1 ≤ λ2 ≤ . . . , each distinct eigenvalue repeated according to its
multiplicity.
Then for N (λ) := #{j : λj ≤ λ}, we have
ωn
N (λ) ∼ volg (M )λn/2 , λ → ∞.
(2π)n
In particular,
√
2π
λj ∼ j 2/n , j → ∞.
(ωn volg (M ))2/n
Proof. P
For the measure µ = δλj , Proposition 7 asserts that
Z ∞
1
e−tλ dµ(λ) ∼ n volg (M )t
−n/2
.
0 (4π) 2
Using Karamata’s theorem on µ and α = n/2 we obtain
Z λ
volg (M ) ωn volg (M ) n/2
N (λ) = dµ(λ) ∼ λn/2 = λ .
0
n/2
(4π) Γ(n/2 + 1) (2π)n
40 Hearing the geometry of a manifold

3.3 Isospectral manifolds

In this section we prove that if (M, gM ) and (N, gN ) are compact Riemannian manifolds
which share the same eigenvalues then they must have the same dimension, same volume
and same total curvature.

Theorem 11. If (M, gM ) and (N, gN ) are isospectral compact Riemannian manifolds,
then
Z Z
dim M = dim N, volgM (M ) = volgN (N ) and RgM dvgM = RgN dvgN .
M N

Proof. Let λ0 ≤ λ1 ≤ . . . be the eigenvalues of both ∆gM and ∆gN . Then

 
∞ k
1
Z
ugj M (x, x) dvgM (x) + O(tk+1 )
X X
e−λj t =  tj
j=0
(4πt)dim M/2 j=0 M

and  
∞ k
1
Z
ugj N (x, x) dvgN (x) + O(tk+1 ) .
X X
e−λj t =  tj
j=0
(4πt)dim N/2 j=0 M

It follows immediately that dim M = dim N := n. Next, note that

Z 
1
Z
ug0M (x, x)
dvgM (x) − ug0N (x, x) dvgN (x) =
(4πt)n/2 M N
 
k  
1
Z Z
ugj M (x, x) dvgM (x) − ugj N (x, x) dvgN (x) + O(tk+1 )
X
=  tj
(4πt)n/2 j=1 M N

yields Z Z
ug0M (x, x) dvgM (x) = ug0N (x, x) dvgN (x)
M N

and since ug0M (x, x)

= ug0N (x, x)
= 1, we have volgM (M ) = volgN (N ). Repeating the
same argument it follows that if (M, gM ) and (N, gN ) are isospectral compact Rieman-
nian manifolds, then for all j
Z Z
gM
uj (x, x) dvgM (x) = ugj N (x, x) dvgN (x).
M N

In particular, since u1 (x, x) = 16 Rg (x) we have that (M, gM ) and (N, gN ) have the same
total curvature.

We next prove that in the case of compact surfaces isospectrality implies a strong result:

Corollary 12. If (M, gM ) and (N, gN ) are isospectral compact Riemannian surfaces,
then M and N are diffeomorphic.
3.3 Isospectral manifolds 41

Proof. By Gauss-Bonnet Theorem

Z
RgM dvgM = 8π(1 − γM )
M

where γM is the genus of M . The same result holds for N . We then use that
Z Z
RgM dvgM = RgN dvgN
M N

which yields γM = γN . The result follows from the fact that two orientable surfaces
with the same genus are diffeomorphic.
 CHAPTER 4

Exercises

4.1 Exercise 0: Recovering the eigenvalues of a guitar

string
1. Show that the vibrations of a guitar string of length ` are of the form
X 
kπt
 
kπt
 
kπx

u(x, t) = ak sin + bk cos sin ,
` ` `
k

where u(x, t) is the height of the wave at the point x at time t. Hint: Look first
for solutions of the form α(t)ϕ(x).

2. Find ak and bk if you knew that the initial conditions are u(x, 0) = f (x) and
∂t u(x, 0) = h(x).

3. Prove that the Fourier transform of the sound wave you heard recovers all the
frequencies present in the wave. Hint: decompose sin(x) as a sum of exponentials
and compute F(sin)(ξ).

4.2 Exercise 1: Weyl’s Law for a rectangle

Consider a rectangle Ω = [0, `] × [0, m] with Dirichlet boundary conditions. In this
exercise you will prove that
area(Ω)
N (λ) ∼ λ.
4π

1. Prove that the eigenvalues are

 jπ 2  kπ 2
λjk = + forj, k ≥ 1.
` m
44 Exercises

2. Prove that
area(Ω)
#{(j, k) : λjk ≤ λ} ∼ λ as λ → ∞.
4π
Hint: use the two figures below, where Eλ denotes an ellipse and Ẽλ is the copy
of the ellipse translated by (−1, −1).
√ √
λm λm
π π

Eλ Ẽλ

√ √
λ` λ`
π π

4.3 Exercise 2: Weyl’s law on the Torus

We continue to write ω2 := vol(B1 (0)), where B1 (0) is the unit ball in R2 . Denote by
N (λ) the counting function N (λ) := #{j : λj < λ}. In this exercise you will prove that

ω2 vol(T2 )
N (λ) ∼ λ λ → ∞.
(2π)2

1. Define N ∗ (r) := #{Z2 ∩ Br (0)}. Find how N (λ) and N ∗ (r) are related. Restate
your goal in terms of N ∗ (r).

2. Let P ∗ (r) denote the number of Z2 -lattice squares inside Br (0). Show that
P ∗ (r) ≤ N ∗ (r) ≤ P ∗ (r + d).

3. Find upper and lower bounds for the function P ∗ (r) in terms of volumes of Eu-
clidean balls centered at 0.

4.4 Exericise 3: Eigenfunctions on the Sphere

Let ψ(θ, φ) = (ψ1 (θ, φ), ψ2 (θ, φ), ψ3 (θ, φ)) represent the spherical coordinate system for
the sphere S 2 ⊂ R3 . Then any x ∈ R3 can be written as rψ(θ, φ) for r > 0 and is
represented by the coordinates (r, θ, φ). Hint: express ∂r , ∂θ , ∂φ in terms of ∂x1 , ∂x2 , ∂x3 .

∂
1. Use that if (x1 , x2 , x3 ) = F (ξ1 , ξ2 , ξ3 ) is a change of coordinates then ∂ξj =
P3 ∂Fi ∂
i=1 ∂ξj ∂xi , to prove that in spherical coordinates

 
1 0
gR3 (r, θ, φ) = .
0 r2 gS 2 (θ, φ)

Hint: express ∂r , ∂θ , ∂φ in terms of ∂x1 , ∂x2 , ∂x3 .

4.5 Exercise 4: Characterization of eigenvalues 45

2. Deduce that in spherical coordinates

 
1 ∂ 2 ∂ 1
∆gR3 = 2 r + 2 ∆ gS 2 .
r ∂r ∂r r

3. Define

Pk = {homogeneous polynomials of degree k},

Hk = {P ∈ Pk : ∆gR3 P = 0},
Hk = {Y = P |S 2 : P ∈ Hk }.

Prove that the spaces Hk and Hk are isomorphic. Hint: find the inverse for the
restriction map Hk → Hk given by P 7→ P |S 2 .

4. Prove that
Hk ⊂ {Y ∈ C ∞ (S 2 ) : ∆gS2 Y = −k(k + 1)Y }.
The space Hk is known as the space of Spherical Harmonics of degree k.

5. Find explicit bases for H1 and H2 .

6. Use separation of variables to find a basis for Hk . That is, look for solutions of the
form Yk (θ, φ) = Pk (θ)Φk (φ). The functions Pk (θ) should satisfy a second order
differential equation (don’t try to solve it explicitly!). Such solutions Pk (θ) are
called Legendre polynomials. The solutions you obtain should have the form

Ykm (θ, φ) = eimφ Pkm (cos(θ)).

4.5 Exercise 4: Characterization of eigenvalues

Let (M, g) be a compact Riemannian manifold and write λ1 ≤ λ2 ≤ . . . for the eigenval-
ues of the Laplacian repeated according to multiplicity (for any initial problem). Write
ϕ1 , ϕ2 , . . . for the corresponding L2 -normalized eigenfunctions. In this exercise you will
prove the following result.
Theorem 13. For k ∈ N and Ek (g) := {ϕ1 , ϕ2 , . . . , ϕk−1 }⊥ ,
n k∇ φk2 o
g L2
λk = inf : φ ∈ H1 (M ) ∩ Ek (g) .
kφk2L2

The infimumR is achieved if and only if φ is an eigenfunction of eigenvalue λk . Here,

k∇g φk2L2 := M k∇g φk2g dvg .
1
R
To ease the exposition, define Dg (φ,
P∞ ψ) = M h∇g φ, ∇g ψig dvg . Fix φ ∈ H (M ) ∩ Ek (g)
and assume it has expansion φ = j=1 aj ϕj .

1. Fix ` ∈ N and prove that Dg (φ, φ) ≥ `j=1 λj a2j . Hint: compute

P

`
X `
X
Dg (φ − λj a2j , φ − λj a2j ).
j=1 j=1
46 Exercises

2. Conclude that Dg (φ, φ) ≥ λk kφk2L2 for all φ ∈ Ek (g).

3. To prove the second statement in the theorem,

P assume that Pthe equality is at-
tained. From your previous work deduce that j=k λj a2j = λk ∞ 2
j=k aj . Conclude
that φ must be a linear combination of the ϕj ’s.

4.6 Exercise 5: Temperature decreases with time and so-

lutions are unique
1. Prove that the temperature of the manifold decreases as time evolves. That is,
show that t 7→ ku(·, t)kL2 is decreasing with t.

2. Using the previous part show that the solution to the Heat Equation is unique.

4.7 Exercise 5: Nodal domains and first eigenfunctions

1. Prove the Courant nodal domain Theorem: Write λ1 ≤ λ2 ≤ . . . for the eigenval-
ues of the Laplacian repeated according to multiplicity. Write ϕ1 , ϕ2 , . . . for the
corresponding L2 -normalized eigenfunctions. Then, the number of nodal domains
of ϕk is strictly smaller than k + 1.

Follow the next steps:

(a) Suppose that ϕk has at least k+1 nodal domains D1 , . . . , Dk+1 , . . . and define
(
ϕk |Dj on Dj ,
ψj = .
0 else
Pk
Show that there exists φ = j=1 aj ψj ∈ H1 (M ) orthogonal to ϕ1 , . . . , ϕk−1 .
k∇g φk2g
(b) Explain why λk ≤ kφk2g
.
Pk k∇g φk2g
(c) Using that h∇φ, ∇φig = ij=1 ai aj h∆g ψi , ψj ig show that λk ≥ kφk2g
.
(d) Conclude that φ is an eigenfunction of eigenvalue λk . The theorem then fol-
lows from a result known as “Unique Continuation” which says that eigen-
functions cannot vanish on an open set unless they are equal to zero every-
where.

2. Conclude that ϕ1 always has constant sign.

3. Conclude that the multiplicity of λ1 is 1.

4. Conclude that ϕ2 has precisely two nodal domains and ϕk has at least two nodal
domains for all k ≥ 2.