Dynamics of Bose-Einstein Condensates
Benjamin Schlein
Department of Mathematics, University of California at Davis, CA 95616, USA
October 15, 2018
Abstract
We report on some recent results concerning the dynamics of Bose-Einstein condensates, ob-
tained in a series of joint papers [5, 6] with L. Erdős and H.-T. Yau. Starting from many body
quantum dynamics, we present a rigorous derivation of a cubic nonlinear Schrödinger equation
known as the Gross-Pitaevskii equation for the time evolution of the condensate wave function.
1 Introduction
Bosonic systems at very low temperature are characterized by the fact that a macroscopic fraction
of the particles collapses into a single one-particle state. Although this phenomenon, known as
Bose-Einstein condensation, was already predicted in the early days of quantum mechanics, the first
empirical evidence for its existence was only obtained in 1995, in experiments performed by groups
led by Cornell and Wieman at the University of Colorado at Boulder and by Ketterle at MIT (see
[2, 4]). In these important experiments, atomic gases were initially trapped by magnetic fields and
cooled down at very low temperatures. Then the magnetic traps were switched off and the consequent
time evolution of the gas was observed; for sufficiently small temperatures, the particles remained
close together and the gas moved as a single particle, a clear sign for the existence of condensation.
In the last years important progress has also been achieved in the theoretical understanding of
Bose-Einstein condensation. In [10], Lieb, Yngvason, and Seiringer considered a trapped Bose gas
consisting of N three-dimensional particles described by the Hamiltonian
(−∆j + Vext(xj)) +
Va(xi − xj), (1.1)
where Vext is an external confining potential and Va(x) is a repulsive interaction potential with
scattering length a (here and in the rest of the paper we use the notation ∇j = ∇xj and ∆j = ∆xj).
Letting N → ∞ and a→ 0 with Na = a0 fixed, they showed that the ground state energy E(N) of
(1.1) divided by the number of particle N converges to
N→∞, Na=a0
= min
ϕ∈L2(R3): ‖ϕ‖=1
EGP(ϕ)
where EGP is the Gross-Pitaevskii energy functional
EGP(ϕ) =
|∇ϕ(x)|2 + Vext(x)|ϕ(x)|
2 + 4πa0|ϕ(x)|
. (1.2)
http://arxiv.org/abs/0704.0813v1
Later, in [9], Lieb and Seiringer also proved that trapped Bose gases characterized by the Gross-
Pitaevskii scaling Na = a0 = const exhibit Bose-Einstein condensation in the ground state. More
precisely, they showed that, if ψN is the ground state wave function of the Hamiltonian (1.1) and
N denotes the corresponding one-particle marginal (defined as the partial trace of the density
matrix γN = |ψN 〉〈ψN | over the last N − 1 particles, with the convention that Tr γ
N = 1 for all N),
N → |φGP〉〈φGP| as N → ∞ . (1.3)
Here φGP ∈ L
2(R3) is the minimizer of the Gross-Pitaevskii energy functional (1.2). The interpre-
tation of this result is straightforward; in the limit of large N , all particles, apart from a fraction
vanishing asN → ∞, are in the same one-particle state described by the wave-function φGP ∈ L
2(R3).
In this sense the ground state of (1.1) exhibits complete Bose-Einstein condensation into φGP.
In joint works with L. Erdős and H.-T. Yau (see [5, 6, 7]), we prove that the Gross-Pitaevskii
theory can also be used to describe the dynamics of Bose-Einstein condensates. In the Gross-
Pitaevskii scaling (characterized by the fact that the scattering length of the interaction potential is
of the order 1/N) we show, under some conditions on the interaction potential and on the initial N -
particle wave function, that complete Bose-Einstein condensation is preserved by the time evolution.
Moreover we prove that the dynamics of the condensate wave function is governed by the time-
dependent Gross-Pitaevskii equation associated with the energy functional (1.2).
As an example, consider the experimental set-up described above, where the dynamics of an
initially confined gas is observed after removing the traps. Mathematically, the trapped gas can be
described by the Hamiltonian (1.1), where the confining potential Vext models the magnetic traps.
When cooled down at very low temperatures, the system essentially relaxes to the ground state ψN
of (1.1); from [9] it follows that at time t = 0, immediately before switching off the traps, the system
exhibits complete Bose-Einstein condensation into φGP in the sense (1.3). At time t = 0 the traps
are turned off, and one observes the evolution of the system generated by the translation invariant
Hamiltonian
HN = −
Va(xi − xj) .
Our results (stated in more details in Section 3 below) imply that, if ψN,t = e
−iHN tψN is the time
evolution of the initial wave function ψN and if γ
N,t denotes the one-particle marginal associated
with ψN,t, then, for any fixed time t ∈ R,
N,t → |ϕt〉〈ϕt| as N → ∞
where ϕt is the solution of the nonlinear time-dependent Gross-Pitaevskii equation
i∂tϕt = −∆ϕt + 8πa0|ϕt|
2ϕt (1.4)
with the initial data ϕt=0 = φGP. In other words, we prove that at arbitrary time t ∈ R, the
system still exhibits complete condensation, and the time-evolution of the condensate wave function
is determined by the Gross-Pitaevskii equation (1.4).
The goal of this manuscript is to illustrate the main ideas of the proof of the results obtained in
[5, 6, 7]. The paper is organized as follows. In Section 2 we define the model more precisely, and
we give a heuristic argument to explain the emergence of the Gross-Pitaevskii equation (1.4). In
Section 3 we present our main results. In Section 4 we illustrate the general strategy used to prove
the main results and, finally, in Sections 5 and 6 we discuss the two most important parts of the
proof in some more details.
2 Heuristic Derivation of the Gross-Pitaevskii Equation
To describe the interaction among the particles we choose a positive, spherical symmetric, compactly
supported, smooth function V (x). We denote the scattering length of V by a0.
Recall that the scattering length of V is defined by the spherical symmetric solution to the zero
energy equation (
V (x)
f(x) = 0 f(x) → 1 as |x| → ∞ . (2.1)
The scattering length of V is defined then by
a0 = lim
|x|→∞
|x| − |x|f(x) .
This limit can be proven to exist if V decays sufficiently fast at infinity. Note that, since we assumed
V to have compact support, we have
f(x) = 1−
(2.2)
for |x| sufficiently large. Another equivalent characterization of the scattering length is given by
8πa0 =
dxV (x)f(x) . (2.3)
To recover the Gross-Pitaevskii scaling, we define VN (x) = N
2V (Nx). By scaling it is clear that
the scattering length of VN equals a = a0/N . In fact if f(x) is the solution to (2.1), it is clear that
fN (x) = f(Nx) solves (
VN (x)
fN (x) = 0 (2.4)
with the boundary condition fN (x) → 1 as |x| → ∞. From (2.2), we obtain
fN (x) = 1−
N |x|
for |x| large enough. In particular the scattering length a of VN is given by a = a0/N .
We consider the dynamics generated by the translation invariant Hamiltonian
−∆j +
VN (xi − xj) (2.5)
acting on the Hilbert space L2s(R
3N ,dx1 . . . dxN), the bosonic subspace of L
2(R3N ,dx1 . . . dxN) con-
sisting of all permutation symmetric functions (although it is possible to extend our analysis to
include an external potential, to keep the discussion as simple as possible we only consider the
translation invariant case (2.5)). We consider solutions ψN,t of the N -body Schrödinger equation
i∂tψN,t = HNψN,t . (2.6)
Let γN,t = |ψN,t〉〈ψN,t| denote the density matrix associated with ψN,t, defined as the orthogonal
projection onto ψN,t. In order to study the limit N → ∞, we introduce the marginal densities of
γN,t. For k = 1, . . . , N , we define the k-particle density matrix γ
N,t associated with ψN,t by taking
the partial trace of γN,t over the last N − k particles. In other words, γ
N,t is defined as the positive
trace class operator on L2s(R
3k) with kernel given by
N,t(xk;x
dxN−k ψN,t(xk,xN−k)ψN,t(x
k,xN−k) . (2.7)
Here and in the rest of the paper we use the notation x = (x1, x2, . . . , xN ), xk = (x1, x2, . . . , xk),
x′k = (x
2, . . . , x
k), and xN−k = (xk+1, xk+2, . . . , xN ).
We consider initial wave functions ψN,0 exhibiting complete condensation in a one-particle state
ϕ. Thus at time t = 0, we assume that
N,0 → |ϕ〉〈ϕ| as N → ∞ . (2.8)
It turns out that the last equation immediately implies that
N,0 → |ϕ〉〈ϕ|
⊗k as N → ∞ (2.9)
for every fixed k ∈ N (the argument, due to Lieb and Seiringer, can be found in [9], after Theorem 1).
It is also interesting to notice that the convergence (2.8) (and (2.9)) in the trace class norm is
equivalent to the convergence in the weak* topology defined on the space of trace class operators on
3 (or R3k, for (2.9)); we thank A. Michelangeli for pointing out this fact to us (the proof is based
on general arguments, such as Grümm’s Convergence Theorem).
Starting from the Schrödinger equation (2.6) for the wave function ψN,t, we can derive evolution
equations for the marginal densities γ
N,t. The dynamics of the marginals is governed by a hierarchy
of N coupled equations usually known as the BBGKY hierarchy.
N,t =
−∆j, γ
VN (xi − xj), γ
+ (N − k)
Trk+1
VN (xj − xk+1), γ
(k+1)
(2.10)
Here Trk+1 denotes the partial trace over the (k + 1)-th particle.
Next we study the limit N → ∞ of the density γ
N,t for fixed k ∈ N. For simplicity we fix k = 1.
From (2.10), the evolution equation for the one-particle density matrix, written in terms of its kernel
N,t(x1;x
1) is given by
N,t(x1, x
−∆1 +∆
N,t(x1;x
+ (N − 1)
VN (x1 − x2)− VN (x
1 − x2)
N,t(x1, x2;x
1, x2) .
(2.11)
Suppose now that γ
∞,t and γ
∞,t are limit points (with respect to the weak* topology) of γ
N,t and,
respectively, γ
N,t as N → ∞. Since, formally,
(N − 1)VN (x) = (N − 1)N
2V (Nx) ≃ N3V (Nx) → b0δ(x) with b0 =
dxV (x)
as N → ∞, we could naively expect the limit points γ
∞,t and γ
∞,t to satisfy the limiting equation
∞,t(x1;x
−∆1 +∆
∞,t(x1;x
1) + b0
δ(x1 − x2)− δ(x
1 − x2)
∞,t(x1, x2;x
1, x2) .
(2.12)
From (2.9) we have, at time t = 0,
∞,0(x1;x
1) = ϕ(x1)ϕ(x
∞,0(x1, x2;x
2) = ϕ(x1)ϕ(x2)ϕ(x
1)ϕ(x
(2.13)
If condensation is really preserved by the time evolution, also at time t 6= 0 we have
∞,t(x1;x
1) = ϕt(x1)ϕt(x
∞,t(x1, x2;x
2) = ϕt(x1)ϕt(x2)ϕt(x
1)ϕt(x
(2.14)
Inserting (2.14) in (2.12), we obtain the self-consistent equation
i∂tϕt = −∆ϕt + b0|ϕt|
2ϕt (2.15)
for the condensate wave function ϕt. This equation has the same form as the time-dependent Gross-
Pitaevskii equation (1.4), but a different coefficient in front of the nonlinearity (b0 instead of 8πa0).
The reason why we obtain the wrong coupling constant in (2.15) is that going from (2.11) to
(2.12), we took the two limits
(N − 1)VN (x) → b0δ(x) and γ
N,t → γ
∞,t (2.16)
independently from each other. However, since the scattering length of the interaction is of the order
1/N , the two-particle density γ
N,t develops a short scale correlation structure on the length scale
1/N , which is exactly the same length scale on which the potential VN varies. For this reason the
two limits in (2.16) cannot be taken independently. In order to obtain the correct Gross-Pitaevskii
equation (1.4) we need to take into account the correlations among the particles, and the short scale
structure they create in the marginal density γ
To describe the correlations among the particles we make use of the solution fN (x) to the zero
energy scattering equation (2.4). Assuming that the function fN (xi−xj) gives a good approximation
for the correlations between particles i and j, we may expect that the one- and two-particle densities
associated with the evolution of a condensate are given, for large but finite N , by
N,t(x1;x
1) ≃ ϕt(x1)ϕt(x
N,t(x1, x2;x
2) ≃ fN (x1 − x2)fN (x
1 − x
2)ϕt(x1)ϕt(x2)ϕt(x
1)ϕt(x
(2.17)
Inserting this ansatz into (2.11), we obtain a new self-consistent equation
i∂tϕt = −∆ϕt +
(N − 1)
dxfN (x)VN (x)
= −∆ϕt +
dxf(Nx)V (Nx)
= −∆ϕt + 8πa0|ϕt|
(2.18)
because of (2.3). This is exactly the Gross-Pitaevskii equation (1.4), with the correct coupling
constant in front of the nonlinearity.
Note that the presence of the correlation functions fN (x1−x2) and fN (x
2) in (2.17) does not
contradict complete condensation of the system at time t. On the contrary, in the weak limit N → ∞,
the function fN converges to one, and therefore γ
N,t and γ
N,t converge to |ϕt〉〈ϕt| and |ϕt〉〈ϕt|
respectively. The correlations described by the function fN can only produce nontrivial effects on
the macroscopic dynamics of the system because of the singularity of the interaction potential VN .
From this heuristic argument it is clear that, in order to obtain a rigorous derivation of the Gross-
Pitaevskii equation (2.18), we need to identify the short scale structure of the marginal densities and
prove that, in a very good approximation, it can be described by the function fN as in (2.17). In
other words, we need to show a very strong separation of scales in the marginal density γ
N,t (and,
more generally, in the k-particle density γ
N,t) associated with the solution of the N -body Schrödinger
equation; the Gross-Pitaevskii theory can only be correct if γ
N,t has a regular part, which factorizes
for large N into the product of k copies of the orthogonal projection |ϕt〉〈ϕt|, and a time independent
singular part, due to the correlations among the particles, and described by products of the functions
fN (xi − xj), 1 ≤ i, j ≤ k.
3 Main Results
To prove our main results we need to assume the interaction potential to be sufficiently weak. To
measure the strength of the potential, we introduce the dimensionless quantity
α = sup
|x|2V (x) +
V (x) . (3.1)
Apart from the smallness assumption on the potential, we also need to assume that the correlations
characterizing the initial N -particle wave function are sufficiently weak. We define therefore the
notion of asymptotically factorized wave functions. We say that a family of permutation symmetric
wave functions ψN is asymptotically factorized if there exists ϕ ∈ L
2(R3) and, for any fixed k ≥ 1,
there exists a family ξ
(N−k)
N ∈ L
3(N−k)) such that
∥∥∥ψN − ϕ⊗k ⊗ ξ
(N−k)
∥∥∥→ 0 as N → ∞ . (3.2)
It is simple to check that, if ψN is asymptotically factorized, then it exhibits complete Bose-Einstein
condensation in the one-particle state ϕ (in the sense that the one-particle density associated with
ψN satisfy γ
N → |ϕ〉〈ϕ| as N → ∞). Asymptotic factorization is therefore a stronger condition
than complete condensation, and it provides more control on the correlations of ψN .
Theorem 3.1. Assume that V (x) is a positive, smooth, spherical symmetric, and compactly sup-
ported potential such that α (defined in (3.1)) is sufficiently small. Consider an asymptotically
factorized family of wave functions ψN ∈ L
3N ), exhibiting complete Bose-Einstein condensation
in a one-particle state ϕ ∈ H1(R3), in the sense that
N → |ϕ〉〈ϕ| as N → ∞ (3.3)
where γ
N denotes the one-particle density associated with ψN . Then, for any fixed t ∈ R, the one-
particle density γ
N,t associated with the solution ψN,t of the N -particle Schrödinger equation (2.6)
satisfies
N,t → |ϕt〉〈ϕt| as N → ∞ (3.4)
where ϕt is the solution to the time-dependent Gross-Pitaevskii equation
i∂tϕt = −∆ϕt + 8πa0|ϕt|
2ϕt (3.5)
with initial data ϕt=0 = ϕ.
The convergence in (3.3) and (3.4) is in the trace norm topology (which in this case is equivalent
to the weak* topology defined on the space of trace class operators on R3). Moreover, from (3.4) we
also get convergence of higher marginal. For every k ≥ 1, we have
N,t → |ϕt〉〈ϕt|
⊗k as N → ∞.
Theorem 3.1 can be used to describe the dynamics of condensates satisfying the condition of
asymptotic factorization. The following two corollaries provide examples of such initial data.
The simplest example of N -particle wave function satisfying the assumption of asymptotic fac-
torization is given by a product state.
Corollary 3.2. Under the assumptions on V (x) stated in Theorem 3.1, let ψN (x) =
j=1 ϕ(xj) for
an arbitrary ϕ ∈ H1(R3). Then, for any t ∈ R,
N,t → |ϕt〉〈ϕt| as N → ∞
where ϕt is a solution of the Gross-Pitaevskii equation (3.5) with initial data ϕt=0 = ϕ.
The second application of Theorem 3.1 gives a mathematical description of the results of the
experiments depicted in the introduction.
(−∆j + Vext(xj)) +
VN (xi − xj) (3.6)
with a confining potential Vext. Let ψN be the ground state of H
N . By [9], ψN exhibits complete
Bose Einstein condensation into the minimizer φGP of the Gross-Pitaevskii energy functional EGP
defined in (1.2). In other words
N → |φGP〉〈φGP| as N → ∞ .
In [5], we demonstrate that ψN also satisfies the condition (3.2) of asymptotic factorization. From
this observation, we obtain the following corollary.
Corollary 3.3. Under the assumptions on V (x) stated in Theorem 3.1, let ψN be the ground state
of (3.6), and denote by γ
N,t the one-particle density associated with the solution ψN,t = e
−iHN tψN
of the Schrödinger equation (2.6). Then, for any fixed t ∈ R,
N,t → |ϕt〉〈ϕt| as N → ∞
where ϕt is the solution of the Gross-Pitaevskii equation (3.5) with initial data ϕt=0 = φGP.
Although the second corollary describes physically more realistic situations, also the first corollary
has interesting consequences. In Section 2, we observed that the emergence of the scattering length in
the Gross-Pitaevskii equation is an effect due to the correlations. The fact that the Gross-Pitaevskii
equation describes the dynamics of the condensate also if the initial wave function is completely
uncorrelated, as in Corollary 3.2, implies that the N -body Schrödinger dynamics generates the
singular correlation structure in very short times. Of course, when the wave function develops
correlations on the length scale 1/N , the energy associated with this length scale decreases; since
the total energy is conserved by the Schrödinger evolution, we must conclude that together with
the short scale structure at scales of order 1/N , the N -body dynamics also produces oscillations on
intermediate length scales 1/N ≪ ℓ ≪ 1, which carry the excess energy (the difference between the
energy of the factorized wave function and the energy of the wave function with correlations on the
length scale 1/N) and which have no effect on the macroscopic dynamics (because only variations
of the wave function on length scales of order one and order 1/N affect the macroscopic dynamics
described by the Gross-Pitaevskii equation).
4 General Strategy of the Proof and Previous Results
In this section we illustrate the strategy used to prove Theorem 3.1. The proof is divided into three
main steps.
Step 1. Compactness of γ
N,t. Recall, from (2.7), the definition of the marginal densities γ
associated with the solution ψN,t = exp(−iHN t)ψN of the N -body Schrödinger equation. By defini-
tion, for any N ∈ N and t ∈ R, γ
N,t is a positive operator in L
k = L
1(L2(R3k)) (the space of trace
class operators on L2(R3k)) with trace equal to one. For fixed t ∈ R and k ≥ 1, it follows by standard
general argument (Banach-Alaouglu Theorem) that the sequence {γ
N,t}N≥k is compact with respect
to the weak* topology of L1k. Note here that L
k has a weak* topology because L
k = K
k, where
Kk = K(L
2(R3k)) is the space of compact operators on L2(R3k). To make sure that we can find
subsequences of γ
N,t which converge for all times in a certain interval, we fix T > 0 and consider the
space C([0, T ],L1k) of all functions of t ∈ [0, T ] with values in L
k which are continuous with respect
to the weak* topology on L1k. Since Kk is separable, it follows that the weak* topology on the unit
ball of L1k is metrizable; this allows us to prove the equicontinuity of the densities γ
N,t, and to obtain
compactness of the sequences {γ
N,t}N≥k in C([0, T ],L
Step 2. Convergence to an infinite hierarchy. By Step 1 we know that, as N → ∞, the
family of marginal densities ΓN,t = {γ
k=1 has at least one limit point Γ∞,t = {γ
∞,t}k≥1 in⊕
k≥1C([0, T ],L
k) with respect to the product topology. Next, we derive evolution equations for
the limiting densities γ
∞,t. Starting from the BBGKY hierarchy (2.10) for the family ΓN,t, we prove
that any limit point Γ∞,t satisfies the infinite hierarchy of equations
∞,t =
−∆j, γ
+ 8πa0
Trk+1
δ(xj − xk+1), γ
(k+1)
(4.1)
for k ≥ 1. It is at this point, in the derivation of this infinite hierarchy, that we need to identify the
singular part of the densities γ
(k+1)
N,t . The emergence of the scattering length in the second term on
the right hand side of (4.1) is due to short scale structure of γ
(k+1)
N,t .
It is worth noticing that the infinite hierarchy (4.1) has a factorized solution. In fact, it is simple
to see that the infinite family
t = |ϕt〉〈ϕt|
⊗k for k ≥ 1 (4.2)
solves (4.1) if and only if ϕt is a solution to the Gross-Pitaevskii equation (3.5).
Step 3. Uniqueness of the solution to the infinite hierarchy. To conclude the proof of Theorem 3.1,
we show that the infinite hierarchy (4.1) has a unique solution. This implies immediately that the
densities γ
N,t converge; in fact, a compact sequence with at most one limit point is always convergent.
Moreover, since we know that the factorized densities (4.2) are a solution, it also follows that, for
any k ≥ 1,
N,t → |ϕt〉〈ϕt|
⊗k as N → ∞
with respect to the weak* topology of L1k.
Similar strategies have been used to obtain rigorous derivations of the nonlinear Hartree equation
i∂tϕt = −∆ϕt + (v ∗ |ϕt|
2)ϕt (4.3)
for the dynamics of initially factorized wave functions in bosonic many particle mean field models,
characterized by the Hamiltonian
HmfN =
−∆j +
v(xi − xj) . (4.4)
In this context, the approach outlined above was introduced by Spohn in [11], who applied it to
derive (4.3) in the case of a bounded potential v. In [8], Erdős and Yau extended Spohn’s result to
the case of a Coulomb interaction v(x) = ±1/|x| (partial results for the Coulomb case, in particular
the convergence to the infinite hierarchy, were also obtained by Bardos, Golse, and Mauser, see [3]).
More recently, Adami, Golse, and Teta used the same approach in [1] for one-dimensional systems
with dynamics generated by a Hamiltonian of the form (4.4) with an N -dependent pair potential
vN (x) = N
βV (Nβx), β < 1. In the limit N → ∞, they obtain the nonlinear Schrödinger equation
i∂tϕt = −∆ϕt + b0|ϕt|
2ϕt with b0 =
V (x)dx .
Notice that the Hamiltonian (2.5) has the same form as the mean field Hamiltonian (4.4), with
an N -dependent pair potential vN (x) = N
3V (Nx). Of course, one may also ask what happens if
we consider the mean field Hamiltonian (4.4) with the N -dependent potential vN (x) = N
3βV (Nβx),
for β 6= 1. If β < 1, the short scale structure developed by the solution of the Schrödinger equation
is still characterized by the length scale 1/N (because the scattering length of N3β−1V (Nβx) is still
of order 1/N); but this time the potential varies on much larger scales, of the order N−β ≫ N−1.
For this reason, if β < 1, the scattering length does not appear in the effective macroscopic equation
(8πa0 is replaced by b0 =
dxV (x)). In [6] (and previously in [5] for 0 < β < 1/2) we prove in fact
that Corollary 3.2 can be extended to include the case 0 < β < 1 as follows.
Theorem 4.1. Suppose ψN (x) =
j=1 ϕ(xj), for some ϕ ∈ H
1(R3). Let ψN,t = e
−iHβ,N tψN with
the mean-field Hamiltonian
Hβ,N =
−∆j +
N3βV (Nβ(xi − xj))
for a positive, spherical symmetric, compactly supported, and smooth potential V such that α (defined
in (3.1)) is sufficiently small. Let γ
N,t be the one-particle density associated with ψN,t. Then, if
0 < β ≤ 1 we have, for any fixed t ∈ R, γ
N,t → |ϕt〉〈ϕt| as N → ∞. Here ϕt is the solution to the
nonlinear Schrödinger equation
i∂tϕt = −∆ϕt + σ|ϕt|
with initial data ϕt=0 = ϕ and with
8πa0 if β = 1
b0 if 0 < β < 1
5 Convergence to the Infinite Hierarchy
In this section we give some more details concerning Step 2 in the strategy outlined above. We
consider a limit point Γ∞,t = {γ
∞,t}k≥1 of the sequence ΓN,t = {γ
k=1 and we prove that Γ∞,t
satisfies the infinite hierarchy (4.1). To this end we use that, for finite N , the family ΓN,t satisfies the
BBGKY hierarchy (2.10), and we show the convergence of each term in (2.10) to the corresponding
term in the infinite hierarchy (4.1) (the second term on the r.h.s. of (2.10) is of smaller order and
can be proven to vanish in the limit N → ∞).
The main difficulty consists in proving the convergence of the last term on the right hand side
of (2.10) to the last term on the right hand side of (4.1). In particular, we need to show that in the
limit N → ∞ we can replace the potential (N − k)N2V (N(xj −xk+1)) ≃ N
3V (Nx) in the last term
on the r.h.s. of (2.10) by 8πa0δ(xj − xk+1) . In terms of kernels we have to prove that
dxk+1
N3V (N(xj − xk+1))− 8πa0δ(xj − xk+1)
(k+1)
N,t (xk, xk+1,x
k, xk+1) → 0 (5.1)
as N → ∞. It is enough to prove the convergence (5.1) in a weak sense, after testing the expression
against a smooth k-particle kernel J (k)(xk;x
k). Note, however, that the observable J
(k) does not
help to perform the integration over the variable xk+1.
The problem here is that, formally, the N -dependent potential N3V (N(xj − xk+1)) does not
converge towards 8πa0δ(xj − xk+1) as N → ∞ (it converges towards b0δ(xj − xk+1), with b0 =∫
dxV (x)). Eq. (5.1) is only correct because of the correlations between xj and xk+1 hidden in the
density γ
(k+1)
N,t . Therefore, to prove (5.1), we start by factoring out the correlations explicitly, and
by proving that, as N → ∞,
dxk+1
N3V (N(xj − xk+1))fN (xj − xk+1)− 8πa0δ(xj − xk+1)
) γ(k+1)N,t (xk, xk+1,x
k, xk+1)
fN (xj − xk+1)
(5.2)
where fN (x) is the solution to the zero energy scattering equation (2.4). Then, in a second step, we use
the fact that fN → 1 in the weak limitN → ∞, to prove that the ratio γ
(k+1)
N,t /fN (xj−xk+1) converges
to the same limiting density γ
(k+1)
∞,t as γ
(k+1)
N,t . Eq. (5.2) looks now much better than (5.1) because,
formally, N3V (N(xj − xk+1))fN (xj − xk+1) does converge to 8πa0δ(xj − xk+1). To prove that (5.2)
is indeed correct, we only need some regularity of the ratio γ
(k+1)
N,t (xk, xk+1;x
k, xk+1)/fN (xj − xk+1)
in the variables xj and xk+1. In terms of the N -particle wave function ψN,t we need regularity of
ψN,t(x)/fN (xi−xj) in the variables xi, xj, for any i 6= j. To establish the required regularity we use
the following energy estimate.
Proposition 5.1. Consider the Hamiltonian HN defined in (2.5), with a positive, spherical sym-
metric, smooth and compactly supported potential V . Suppose that α (defined in (3.1)) is sufficiently
small. Then there exists C = C(α) > 0 such that
〈ψ,H2Nψ〉 ≥ CN
∣∣∣∣∇i∇j
fN(xi − xj)
. (5.3)
for all i 6= j and for all ψ ∈ L2s(R
3N ,dx).
Making use of this energy estimate it is possible to deduce strong a-priori bounds on the solution
ψN,t of the Schrödinger equation (2.6). These bounds have the form
∣∣∣∣∇i∇j
ψN,t(x)
fN(xi − xj)
≤ C (5.4)
uniformly in N ∈ N and t ∈ R. To prove (5.4) we use that, by (5.3), and because of the conservation
of the energy along the time evolution,
∣∣∣∣∇i∇j
ψN,t(x)
fN (xi − xj)
≤ CN−2〈ψN,t,H
NψN,t〉 = CN
−2〈ψN,0,H
NψN,0〉 . (5.5)
From (5.5) and using an approximation argument on the initial wave function to make sure that the
expectation of H2N at time t = 0 is of the order N
2, we obtain (5.4).
The bounds (5.4) are then sufficient to prove the convergence (5.1) (using a non-standard Poincaré
inequality; see Lemma 7.2 in [6]).
Remark that the a-priori bounds (5.4) do not hold true if we do not divide the solution ψN,t of
the Schrödinger equation by fN(xi − xj) (replacing ψN,t(x)/fN (xi − xj) by ψN (x) the integral in
(5.4) would be of order N). It is only after removing the singular factor fN (xi − xj) from ψN,t(x)
that we can prove useful bounds on the regular part of the wave function.
It is through the a-priori bounds (5.4) that we identify the correlation structure of the wave
function ψN,t and that we show that, when xi and xj are close to each other, ψN,t(x) can be
approximated by the time independent singular factor fN(xi − xj), which varies on the length scale
1/N , multiplied with a regular part (regular in the sense that it satisfy the bounds (5.4)). It is
therefore through (5.4) that we establish the strong separation of scales in the wave function ψN,t
and in the marginal densities γ
N,t which is of fundamental importance for the Gross-Pitaevskii theory.
Since it is quite short and it shows why the solution fN (xi − xj) to the zero energy scattering
equation (2.1) can be used to describe the two-particle correlations, we reproduce in the following
the proof Proposition 5.1. Note that this is the only step in the proof of our main theorem where the
smallness of constant α, measuring the strength of the interaction potential, is used. The positivity
of the interaction potential, on the other hand, also plays an important role in many other parts of
the proof.
Proof of Proposition 5.1. We decompose the Hamiltonian (2.5) as
hj with hj = −∆j +
i 6=j
VN (xi − xj) .
For an arbitrary permutation symmetric wave function ψ and for any fixed i 6= j, we have
〈ψ,H2Nψ〉 = N〈ψ, h
iψ〉+N(N − 1)〈ψ, hihjψ〉 ≥ N(N − 1)〈ψ, hihjψ〉 .
Using the positivity of the potential, we find
〈ψ,H2Nψ〉 ≥ N(N − 1)
−∆i +
VN (xi − xj)
−∆j +
VN (xi − xj)
. (5.6)
Next, we define φ(x) by ψ(x) = fN (xi−xj)φ(x) (φ is well defined because fN (x) > 0 for all x ∈ R
note that the definition of the function φ depends on the choice of i, j. Then
fN (xi − xj)
∆i (fN (xi − xj)φ(x)) = ∆iφ(x) +
(∆fN )(xi − xj)
fN (xi − xj)
φ(x) +
∇fN (xi − xj)
fN (xi − xj)
∇iφ(x) .
From (2.1) it follows that
fN (xi − xj)
−∆i +
VN (xi − xj)
fN (xi − xj)φ(x) = Liφ(x)
and analogously
fN (xi − xj)
−∆j +
VN (xi − xj)
fN (xi − xj)φ(x) = Ljφ(x)
where we defined
Lℓ = −∆ℓ + 2
∇ℓ fN (xi − xj)
fN (xi − xj)
∇ℓ, for ℓ = i, j .
Remark that, for ℓ = i, j, the operator Lℓ satisfies
dx f2N (xi−xj) Lℓ φ(x) ψ(x) =
dx f2N (xi−xj) φ(x) Lℓ ψ(x) =
dx f2N (xi−xj) ∇ℓ φ(x) ∇ℓ ψ(x) .
Therefore, from (5.6), we obtain
〈ψ,H2Nψ〉 ≥ N(N − 1)
dx f2N (xi − xj) Li φ(x)Lj φ(x)
= N(N − 1)
dx f2N (xi − xj) ∇iφ(x)∇iLj φ(x)
= N(N − 1)
dx f2N (xi − xj) ∇iφ(x)Lj ∇iφ(x)
+N(N − 1)
dx f2N(xi − xj) ∇iφ(x) [∇i, Lj ]φ(x)
= N(N − 1)
dx f2N (xi − xj) |∇j∇iφ(x)|
+N(N − 1)
dx f2N(xi − xj)
∇fN(xi − xj)
fN (xi − xj)
∇iφ(x)∇jφ(x) .
(5.7)
To control the second term on the right hand side of the last equation we use bounds on the function
fN , which can be derived from the zero energy scattering equation (2.1):
1− Cα ≤ fN (x) ≤ 1, |∇fN (x)| ≤ C
, |∇2fN(x)| ≤ C
(5.8)
for constants C independent of N and of the potential V (recall the definition of the dimensionless
constant α from (3.1)). Therefore, for α < 1,
dx f2N (xi − xj)
∇fN(xi − xj)
fN (xi − xj)
∇iφ(x)∇jφ(x)
|xi − xj |
|∇iφ(x)| |∇jφ(x)|
|xi − xj |2
|∇iφ(x)|
2 + |∇jφ(x)|
dx |∇i∇jφ(x)|
(5.9)
where we used Hardy inequality. Thus, from (5.7), and using again the first bound in (5.8), we obtain
〈ψ,H2Nψ〉 ≥ N(N − 1)(1 −Cα)
dx |∇i∇jφ(x)|
which implies (5.3).
6 Uniqueness of the Solution to the Infinite Hierarchy
In this section we discuss the main ideas used to prove the uniqueness of the solution to the infinite
hierarchy (Step 3 in the strategy outlined in Section 4).
First of all, we need to specify in which class of family of densities Γt = {γ
t }k≥1 we want to prove
the uniqueness of the solution to the infinite hierarchy (4.1). Clearly, the proof of the uniqueness
is simpler if we can restrict our attention to smaller classes. But of course, in order to apply the
uniqueness result to prove Theorem 3.1, we need to make sure that any limit point of the sequence
ΓN,t = {γ
k=1 is in the class for which we can prove uniqueness.
We are going to prove uniqueness for all families Γt = {γ
t }k≥1 ∈
C([0, T ],L1k) with
t ‖Hk := Tr
∣∣∣(1−∆1)1/2 . . . (1−∆k)1/2 γ
t (1−∆k)
1/2 . . . (1−∆1)
∣∣∣ ≤ Ck (6.1)
for all t ∈ [0, T ] and for all k ≥ 1 (with a constant C independent of k).
The following proposition guarantees that any limit point of the sequence ΓN,t satisfies (6.1).
Proposition 6.1. Assume the same conditions as in Proposition 5.1. Suppose that Γ∞,t = {γ
∞,t}k≥1
is a limit point of ΓN,t = {γ
k=1 with respect to the product topology on
k≥1C([0, T ],L
k). Then
∞,t ≥ 0 and there exists a constant C such that
Tr (1−∆1) . . . (1−∆k)γ
∞,t ≤ C
k (6.2)
for all k ≥ 1 and t ∈ [0, T ].
Because of Proposition 6.1, it is enough to prove the uniqueness of the infinite hierarchy (4.1) in
the following sense.
Theorem 6.2. Suppose that Γ = {γ(k)}k≥1 is such that
‖γ(k)‖Hk ≤ C
k (6.3)
for all k ≥ 1 (the norm ‖.‖Hk is defined in (6.1)). Then there exists at most one solution Γt =
t }k≥1 ∈
C([0, T ],Lk) of (4.1) such that Γt=0 = Γ and
t ‖Hk ≤ C
k (6.4)
for all k ≥ 1 and all t ∈ [0, T ] (with the same constant C as in (6.3)).
In the next two subsections we explain the main ideas of the proofs of Proposition 6.1 and
Theorem 6.2.
6.1 Higher Order Energy Estimates
The main difficulty in proving Proposition 6.1 is the fact that the estimate (6.2) does not hold true
if we replace γ
∞,t by the marginal density γ
N,t. More precisely,
Tr (1−∆1) . . . (1−∆k)γ
N,t ≤ C
k (6.5)
cannot hold true with a constant C independent of N . In fact, for finite N and k > 1, the k-particle
density γ
N,t still contains the short scale structure due to the correlations among the particles.
Therefore, when we take derivatives of γ
N,t as in (6.5), the singular structure (which varies on a
length scale of order 1/N) generates contributions which diverge in the limit N → ∞.
To overcome this problem, we cutoff the wave function ψN,t when two or more particles come
at distances smaller than some intermediate length scale ℓ, with N−1 ≪ ℓ ≪ 1 (more precisely, the
cutoff will be effective only when one or more particles come close to one of the variable xj over
which we want to take derivatives). For fixed j = 1, . . . , N , we define θj ∈ C
∞(R3N ) such that
θj(x) ≃
1 if |xi − xj| ≫ ℓ for all i 6= j
0 if there exists i 6= j with |xi − xj | . ℓ
It is important, for our analysis, that θj controls its derivatives (in the sense that, for example,
|∇iθj| ≤ Cℓ
j ); for this reason we cannot use standard compactly supported cutoffs, but instead
we have to construct appropriate functions which decay exponentially when particles come close
together. Making use of the functions θj(x), we prove the following higher order energy estimates.
Proposition 6.3. Choose ℓ ≪ 1 such that Nℓ2 ≫ 1. Suppose that α is small enough. Then there
exist constants C1 and C2 such that, for any ψ ∈ L
3N ),
〈ψ, (HN + C1N)
kψ〉 ≥ C2N
dx θ1(x) . . . θk−1(x) |∇1 . . .∇kψ(x)|
2 . (6.6)
The meaning of the bounds (6.6) is clear. We can control the L2-norm of the k-th derivative
∇1 . . .∇kψ by the expectation of the k-th power of the energy per particle, if we only integrate over
configurations where the first k − 1 particles are “isolated” (in the sense that there is no particle at
distances smaller than ℓ from x1, x2, . . . , xk−1). In this sense the energy estimate in Proposition 5.1
(which, compared with Proposition 6.3, is restricted to k = 2) is more precise than (6.6), because
it identifies and controls the singularity of the wave function exactly in the region cutoff from the
integral on the right side of (6.6). The point is that, while Proposition 5.1 is used to identify the
two-particle correlations in the marginal densities γ
N,t (which are essential for the emergence of
the scattering length a0 in the infinite hierarchy (4.1)), we only need Proposition 6.3 to establish
properties of the limiting densities; this is why we can introduce cutoffs in (6.6), provided we can
show their effect to vanish in the limit N → ∞.
Note that we can allow one “free derivative”; in (6.6) we take the derivative over xk although
there is no cutoff θk(x). The reason is that the correlation structure becomes singular, in the L
sense, only when we derive it twice (if one uses the zero energy solution fN introduced in (2.1) to
describe the correlations, this can be seen by observing that ∇fN (x) ≃ 1/|x|, which is locally square
integrable). Remark that the condition Nℓ2 ≫ 1 is a consequence of the fact that, if ℓ is too small,
the error due to the localization of the kinetic energy on distances of order ℓ cannot be controlled.
The proof of Proposition 6.3 is based on induction over k; for details see Section 9 in [6].
From the estimates (6.6), using the preservation of the expectation ofHkN along the time evolution
and a regularization of the initial N -particle wave function ψN , we obtain the following bounds for
the solution ψN,t = e
−iHN tψN of the Schrödinger equation (2.6).
dx θ1(x) . . . θk−1(x) |∇1 . . .∇kψN,t(x)|
≤ Ck (6.7)
uniformly in N and t, and for all k ≥ 1. Translating these bounds in the language of the density
matrix γN,t, we obtain
Tr θ1 . . . θk−1∇1 . . .∇kγN,t∇
1 . . .∇
k ≤ C
k . (6.8)
The idea now is to use the freedom in the choice of the cutoff length ℓ. If we fix the position of all
particles but xj, it is clear that the cutoff θj is effective in a volume at most of the order Nℓ
3. If
we choose now ℓ such that Nℓ3 → 0 as N → ∞ (which is of course compatible with the condition
that Nℓ2 ≫ 1), then we can expect that, in the limit of large N , the cutoff becomes negligible. This
approach yields in fact the desired results; starting from (6.8), and choosing ℓ such that Nℓ3 ≪ 1,
we can complete the proof of Proposition 6.1 (see Proposition 6.3 in [6] for more details).
6.2 Expansion in Feynman Graphs
To prove Theorem 6.2, we start by rewriting the infinite hierarchy (4.1) in the integral form
γt = U
(k)(t)γ0 + 8iπa0
ds U (k)(t− s)Trk+1
δ(xj − xk+1), γ
(k+1)
= U (k)(t)γ0 +
ds U (k)(t− s)B(k)γ(k+1)s ,
(6.9)
where U (k)(t) denotes the free evolution of k particles,
U (k)(t)γ(k) = eit
∆jγ(k)e−it
and the collision operator B(k) maps (k+1)-particle operators into k-particle operators according to
B(k)γ(k+1) = 8iπa0
Trk+1
δ(xj − xk+1), γ
(k+1)
(6.10)
(recall that Trk+1 denotes the partial trace over the (k + 1)-th particle).
Iterating (6.9) n times we obtain the Duhamel type series
t = U
(k)(t)γ
m,t + η
n,t (6.11)
m,t =
ds1 . . .
∫ sm−1
dsm U
(k)(t− s1)B
(k)U (k+1)(s1 − s2)B
(k+1) . . . B(k+m−1)U (k+m)(sm)γ
(k+m)
· · ·
ds1 . . .
∫ sm−1
dsm U
(k)(t− s1)Trk+1
δ(xj1 − xk+1),
U (k+1)(s1 − s2)Trk+2
δ(xj2 − xk+2), . . .Trk+m
δ(xjm − xk+m),U
(k+m)(sm)γ
(k+m)
. . .
(6.12)
and the error term
n,t =
ds2 . . .
∫ sn−1
dsn U
(k)(t− s1)B
(k)U (k+1)(s1 − s2)B
(k+1) . . . B(k+n−1)γ(k+m)sn .
(6.13)
Note that the error term (6.13) has exactly the same form as the terms in (6.12), with the only
difference that the last free evolution is replaced by the full evolution γ
(k+m)
2k+2m leaves2k roots
Vertices:
Figure 1: A Feynman graph in Fm,k and its two types of vertices
To prove the uniqueness of the infinite hierarchy, it is enough to prove that the error term (6.13)
converges to zero as n → ∞ (in some norm, or even only after testing it against a sufficiently large
class of smooth observables). The main problem here is that the delta function in the collision
operator B(k) cannot be controlled by the kinetic energy (in the sense that, in three dimensions, the
operator inequality δ(x) ≤ C(1 − ∆) does not hold true). For this reason, the a-priori estimates
t ‖Hk ≤ C
k are not sufficient to show that (6.13) converges to zero, as n→ ∞. Instead, we have
to make use of the smoothing effects of the free evolutions U (k+j)(sj − sj+1) in (6.13) (in a similar
way, Stricharzt estimates are used to prove the well-posedness of nonlinear Schrödinger equations).
To this end, we rewrite each term in the series (6.11) as a sum of contributions associated with certain
Feynman graphs, and then we prove the convergence of the Duhamel expansion by controlling each
contribution separately.
The details of the diagrammatic expansion can be found in Section 9 of [5]. Here we only present
the main ideas. We start by considering the term ξ
m,t in (6.12). After multiplying it with a compact
k-particle observable J (k) and taking the trace, we expand the result as
Tr J (k)ξ
m,t =
Λ∈Fm,k
KΛ,t (6.14)
where KΛ,t is the contribution associated with the Feynman graph Λ. Here Fm,k denotes the set of
all graphs consisting of 2k disjoint, paired, oriented, and rooted trees with m vertices. An example
of a graph in Fm,k is drawn in Figure 1. Each vertex has one of the two forms drawn in Figure 1,
with one “father”-edge on the left (closer to the root of the tree) and three “son”-edges on the right.
One of the son edge is marked (the one drawn on the same level as the father edge; the other two
son edges are drawn below). Graphs in Fm,k have 2k + 3m edges, 2k roots (the edges on the very
left), and 2k + 2m leaves (the edges on the very right). It is possible to show that the number of
different graphs in Fm,k is bounded by 2
4m+k.
The particular form of the graphs in Fm,k is due to the quantum mechanical nature of the
expansion; the presence of a commutator in the collision operator (6.10) implies that, for every
B(k+j) in (6.12), we can choose whether to write the interaction on the left or on the right of the
density. When we draw the corresponding vertex in a graph in Fm,k, we have to choose whether to
attach it on the incoming or on the outgoing edge.
Graphs in Fm,k are characterized by a natural partial ordering among the vertices (v ≺ v
the vertex v is on the path from v′ to the roots); there is, however, no total ordering. The absence
of total ordering among the vertices is the consequence of a rearrangement of the summands on
the r.h.s. of (6.12); by removing the order between times associated with non-ordered vertices we
significantly reduce the number of terms in the expansion. In fact, while (6.12) contains (m+ k)!/k!
summands, in (6.14) we are only summing over 24m+k contributions. The price we have to pay is
that the apparent gain of a factor 1/m! because of the ordering of the time integrals in (6.12) is lost
in the new expansion (6.14). However, since the time integrations are already needed to smooth out
singularities, and since they cannot be used simultaneously for smoothing and for gaining a factor
1/m!, it seems very difficult to make use of the apparent factor 1/m! in (6.12). In fact, we find that
the expansion (6.14) is better suited for analyzing the cumulative space-time smoothing effects of
the multiple free evolutions than (6.12).
Because of the pairing of the 2k trees, there is a natural pairing between the 2k roots of the
graph. Moreover, it is also possible to define a natural pairing of the leaves of the graph (this is
evident in Figure 1); two leaves ℓ1 and ℓ2 are paired if there exists an edge e1 on the path from ℓ1
back to the roots, and an edge e2 on the path from ℓ2 to the roots, such that e1 and e2 are the two
unmarked son-edges of the same vertex (or, if there is no unmarked sons in the path from ℓ1 and ℓ2
to the roots, if the two roots connected to ℓ1 and ℓ2 are paired).
For Λ ∈ Fm,k, we denote by E(Λ), V (Λ), R(Λ) and L(Λ) the set of all edges, vertices, roots
and, respectively, leaves in the graph Λ. For every edge e ∈ E(Λ), we introduce a three-dimensional
momentum variable pe and a one-dimensional frequency variable αe. Then, denoting by γ̂
(k+m)
0 and
by Ĵ (k) the kernels of the density γ
(k+m)
0 and of the observable J
(k) in Fourier space, the contribution
KΛ,t in (6.14) is given by
KΛ,t =
e∈E(Λ)
dpedαe
αe − p2e + iτeµe
v∈V (Λ)
× exp
e∈R(Λ)
τe(αe + iτeµe)
 Ĵ (k)
{pe}e∈R(Λ)
(k+m)
{pe}e∈L(Λ)
(6.15)
Here τe = ±1, according to the orientation of the edge e. We observe from (6.15) that the momenta
of the roots of Λ are the variables of the kernel of J (k), while the momenta of the leaves of Λ are the
variables of the kernel of γ
(k+m)
0 (this also explain why roots and leaves of Λ need to be paired).
The denominators (αe−p
e+iτeµe)
−1 are called propagators; they correspond to the free evolutions
in the expansion (6.12) and they enter the expression (6.15) through the formula
eit(α+iµ)
α− p2 + iµ
(here and in (6.15) the measure dα is defined by dα = d′α/(2πi) where d′α is the Lebesgue measure
on R).
The regularization factors µe in (6.15) have to be chosen such that µfather =
e= son µe at every
vertex. The delta-functions in (6.15) express momentum and frequency conservation (the sum over
e ∈ v denotes the sum over all edges adjacent to the vertex v; here ±αe = αe if the edge points
towards the vertex, while ±αe = −αe if the edge points out of the vertex, and analogously for ±pe).
An analogous expansion can be obtained for the error term η
n,t in (6.13). The problem now
is to analyze the integral (6.15) (and the corresponding integral for the error term). Through an
appropriate choice of the regularization factors µe one can extract the time dependence of KΛ,t and
show that
|KΛ,t| ≤ C
k+m tm/4
e∈E(Γ)
dαedpe
〈αe − p2e〉
v∈V (Γ)
∣∣∣Ĵ (k)
{pe}e∈R(Γ)
) ∣∣∣
∣∣∣γ̂(k+m)0
{pe}e∈L(Γ)
) ∣∣∣
(6.16)
where we introduced the notation 〈x〉 = (1 + x2)1/2.
Because of the singularity of the interaction at zero, we may be faced here with an ultraviolet
problem; we have to show that all integrations in (6.16) are finite in the regime of large momenta
and large frequency. Because of (6.3), we know that the kernel γ̂
(k+m)
0 ({pe}e∈L(Λ)) in (6.16) provides
decay in the momenta of the leaves. From (6.3) we have, in momentum space,
dp1 . . . dpn (p
1 + 1) . . . (p
n + 1) γ̂
0 (p1, . . . , pn; p1, . . . , pn) ≤ C
for all n ≥ 1. Power counting implies that
(k+m)
0 ({pe}e∈L(Λ))| .
e∈L(Λ)
−5/2 . (6.17)
Using this decay in the momenta of the leaves and the decay of the propagators 〈αe−p
−1, e ∈ E(Λ),
we can prove the finiteness of all the momentum and frequency integrals in (6.15). Heuristically, this
can be seen using a simple power counting argument. Fix κ≫ 1, and cutoff all momenta |pe| ≥ κ and
all frequencies |αe| ≥ κ
2. Each pe-integral scales then as κ
3, and each αe-integral scales as κ
2. Since
we have 2k + 3m edges in Λ, we have 2k + 3m momentum- and frequency integrations. However,
because of the m delta functions (due to momentum and frequency conservation), we effectively only
have to perform 2k + 2m momentum- and frequency-integrations. Therefore the whole integral in
(6.15) carries a volume factor of the order κ5(2k+2m) = κ10k+10m. Now, since there are 2k + 2m
leaves in the graph Λ, the estimate (6.17) guarantees a decay of the order κ−5/2(2k+2m) = κ−5k−5m.
The 2k + 3m propagators, on the other hand, provide a decay of the order κ−2(2k+3m) = κ−4k−6m.
Choosing the observable J (k) so that Ĵ (k) decays sufficiently fast at infinity, we can also gain an
additional decay κ−6k. Since
κ10k+10m · κ−5k−5m−4k−6m−6k = κ−m−5k ≪ 1
for κ ≫ 1, we can expect (6.15) to converge in the large momentum and large frequency regime.
Remark the importance of the decay provided by the free evolution (through the propagators);
without making use of it, we would not be able to prove the uniqueness of the infinite hierarchy.
This heuristic argument is clearly far from rigorous. To obtain a rigorous proof, we use an
integration scheme dictated by the structure of the graph Λ; we start by integrating the momenta
and the frequency of the leaves (for which (6.17) provides sufficient decay). The point here is that
when we perform the integrations over the momenta of the leaves we have to propagate the decay
to the next edges on the left. We move iteratively from the right to the left of the graph, until we
reach the roots; at every step we integrate the frequencies and momenta of the son edges of a fixed
vertex and as a result we obtain decay in the momentum of the father edge. When we reach the
roots, we use the decay of the kernel Ĵ (k) to complete the integration scheme. In a typical step, we
α upuα rpr
Figure 2: Integration scheme: a typical vertex
consider a vertex as the one drawn in Figure 2 and we assume to have decay in the momenta of the
three son-edges, in the form |pe|
−λ, e = u, d,w (for some 2 < λ < 5/2). Then we integrate over
the frequencies αu, αd, αw and the momenta pu, pd, pw of the son-edges and as a result we obtain a
decaying factor |pr|
−λ in the momentum of the father edge. In other words, we prove bounds of the
dαudαddαwdpudpddpw
|pu|λ|pd|
λ|pw|λ
δ(αr = αu + αd − αw)δ(pr = pu + pd − pw)
〈αu − p
u〉〈αd − p
d〉〈αw − p
const
|pr|λ
. (6.18)
Power counting implies that (6.18) can only be correct if λ > 2. On the other hand, to start the
integration scheme we need λ < 5/2 (from (6.17) this is the decay in the momenta of the leaves,
obtained from the a-priori estimates). It turns out that, choosing λ = 2 + ε for a sufficiently
small ε > 0, (6.18) can be made precise, and the integration scheme can be completed.
After integrating all the frequency and momentum variables, from (6.16) we obtain that
|KΛ,t| ≤ C
k+m tm/4
for every Λ ∈ Fm,k. Since the number of diagrams in Fm,k is bounded by C
k+m, it follows immediately
that ∣∣∣Tr J (k) ξ(k)m,t
∣∣∣ ≤ Ck+mtm/4 .
Note that, from (6.12), one may expect ξ
m,t to be proportional to t
m. The reason why we only get
a bound proportional to tm/4 is that we effectively use part of the time integration to control the
singularity of the potentials.
Note that the only property of γ
(k+m)
0 used in the analysis of (6.15) is the estimate (6.3), which
provides the necessary decay in the momenta of the leaves. However, since the a-priori bound (6.4)
hold uniformly in time, we can use a similar argument to bound the contribution arising from the
error term η
n,t in (6.13) (as explained above, also η
n,t can be expanded analogously to (6.14), with
contributions associated to Feynman graphs similar to (6.15); the difference, of course, is that these
contributions will depend on γ
(k+n)
s for all s ∈ [0, t], while (6.15) only depends on the initial data).
Thus, we also obtain ∣∣∣Tr J (k) η(k)n,t
∣∣∣ ≤ Ck+n tn/4 . (6.19)
This bound immediately implies the uniqueness. In fact, given two solutions Γ1,t = {γ
1,t }k≥1 and
Γ2,t = {γ
2,t }k≥1 of the infinite hierarchy (4.1), both satisfying the a-priori bounds (6.4) and with
the same initial data, we can expand both in a Duhamel series of order n as in (6.11). If we fix
k ≥ 1, and consider the difference between γ
1,t and γ
2,t , all terms (6.12) cancel out because they
only depend on the initial data. Therefore, from (6.19), we immediately obtain that, for arbitrary
(sufficiently smooth) compact k-particle operators J (k),
∣∣∣TrJ (k)
1,t − γ
)∣∣∣ ≤ 2Ck+n tn/4
Since it is independent of n, the left side has to vanish for all t < 1/C4. This proves uniqueness
for short times. But then, since the a-priori bounds hold uniformly in time, the argument can be
repeated to prove uniqueness for all times.
References
[1] Adami, R.; Golse, F.; Teta, A.: Rigorous derivation of the cubic NLS in dimension one. Preprint:
Univ. Texas Math. Physics Archive, www.ma.utexas.edu, No. 05-211.
[2] M.H. Anderson, J.R. Ensher, M.R. Matthews, C.E. Wieman, and E.A. Cornell, Science 269
(1995), 198.
[3] Bardos, C.; Golse, F.; Mauser, N.: Weak coupling limit of the N -particle Schrödinger equation.
Methods Appl. Anal. 7 (2000), 275–293.
[4] K. B. Davis, M. -O. Mewes, M. R. Andrews, N. J. van Druten, D. S. Durfee, D. M. Kurn and
W. Ketterle, Phys. Rev. Lett. 75 (1995), 3969.
[5] Erdős, L.; Schlein, B.; Yau, H.-T.: Derivation of the cubic non-linear Schrödinger equation from
quantum dynamics of many-body systems. Invent. Math. 167 (2007), no. 3, 515-614.
[6] Erdős, L.; Schlein, B.; Yau, H.-T.: Derivation of the Gross-Pitaevskii equation for the dynamics
of Bose-Einstein condensate. To appear in Ann. of Math. Preprint arXiv:math-ph/0606017.
[7] Erdős, L.; Schlein, B.; Yau, H.-T.: Rigorous derivation of the Gross-Pitaevskii equation. Phys.
Rev. Lett. 98 (2007), no. 4, 040404.
[8] Erdős, L.; Yau, H.-T.: Derivation of the nonlinear Schrödinger equation from a many body
Coulomb system. Adv. Theor. Math. Phys. 5 (2001), no. 6, 1169–1205.
[9] Lieb, E.H.; Seiringer, R.: Proof of Bose-Einstein condensation for dilute trapped gases. Phys.
Rev. Lett. 88 (2002), no. 17, 170409.
[10] Lieb, E.H.; Seiringer, R.; Yngvason, J.: Bosons in a trap: a rigorous derivation of the Gross-
Pitaevskii energy functional. Phys. Rev A 61 (2000), no. 4, 043602.
[11] Spohn, H.: Kinetic Equations from Hamiltonian Dynamics. Rev. Mod. Phys. 52 (1980), no. 3,
569–615.
http://arxiv.org/abs/math-ph/0606017
	Introduction
	Heuristic Derivation of the Gross-Pitaevskii Equation
	Main Results
	General Strategy of the Proof and Previous Results
	Convergence to the Infinite Hierarchy
	Uniqueness of the Solution to the Infinite Hierarchy
	Higher Order Energy Estimates
	Expansion in Feynman Graphs

  We report on some recent results concerning the dynamics of Bose-Einstein
condensates, obtained in a series of joint papers with L. Erdos and H.-T. Yau.
Starting from many body quantum dynamics, we present a rigorous derivation of a
cubic nonlinear Schroedinger equation known as the Gross-Pitaevskii equation
for the time evolution of the condensate wave function.

Introduction
Bosonic systems at very low temperature are characterized by the fact that a macroscopic fraction
of the particles collapses into a single one-particle state. Although this phenomenon, known as
Bose-Einstein condensation, was already predicted in the early days of quantum mechanics, the first
empirical evidence for its existence was only obtained in 1995, in experiments performed by groups
led by Cornell and Wieman at the University of Colorado at Boulder and by Ketterle at MIT (see
[2, 4]). In these important experiments, atomic gases were initially trapped by magnetic fields and
cooled down at very low temperatures. Then the magnetic traps were switched off and the consequent
time evolution of the gas was observed; for sufficiently small temperatures, the particles remained
close together and the gas moved as a single particle, a clear sign for the existence of condensation.
In the last years important progress has also been achieved in the theoretical understanding of
Bose-Einstein condensation. In [10], Lieb, Yngvason, and Seiringer considered a trapped Bose gas
consisting of N three-dimensional particles described by the Hamiltonian
(−∆j + Vext(xj)) +
Va(xi − xj), (1.1)
where Vext is an external confining potential and Va(x) is a repulsive interaction potential with
scattering length a (here and in the rest of the paper we use the notation ∇j = ∇xj and ∆j = ∆xj).
Letting N → ∞ and a→ 0 with Na = a0 fixed, they showed that the ground state energy E(N) of
(1.1) divided by the number of particle N converges to
N→∞, Na=a0
= min
ϕ∈L2(R3): ‖ϕ‖=1
EGP(ϕ)
where EGP is the Gross-Pitaevskii energy functional
EGP(ϕ) =
|∇ϕ(x)|2 + Vext(x)|ϕ(x)|
2 + 4πa0|ϕ(x)|
. (1.2)
http://arxiv.org/abs/0704.0813v1
Later, in [9], Lieb and Seiringer also proved that trapped Bose gases characterized by the Gross-
Pitaevskii scaling Na = a0 = const exhibit Bose-Einstein condensation in the ground state. More
precisely, they showed that, if ψN is the ground state wave function of the Hamiltonian (1.1) and
N denotes the corresponding one-particle marginal (defined as the partial trace of the density
matrix γN = |ψN 〉〈ψN | over the last N − 1 particles, with the convention that Tr γ
N = 1 for all N),
N → |φGP〉〈φGP| as N → ∞ . (1.3)
Here φGP ∈ L
2(R3) is the minimizer of the Gross-Pitaevskii energy functional (1.2). The interpre-
tation of this result is straightforward; in the limit of large N , all particles, apart from a fraction
vanishing asN → ∞, are in the same one-particle state described by the wave-function φGP ∈ L
2(R3).
In this sense the ground state of (1.1) exhibits complete Bose-Einstein condensation into φGP.
In joint works with L. Erdős and H.-T. Yau (see [5, 6, 7]), we prove that the Gross-Pitaevskii
theory can also be used to describe the dynamics of Bose-Einstein condensates. In the Gross-
Pitaevskii scaling (characterized by the fact that the scattering length of the interaction potential is
of the order 1/N) we show, under some conditions on the interaction potential and on the initial N -
particle wave function, that complete Bose-Einstein condensation is preserved by the time evolution.
Moreover we prove that the dynamics of the condensate wave function is governed by the time-
dependent Gross-Pitaevskii equation associated with the energy functional (1.2).
As an example, consider the experimental set-up described above, where the dynamics of an
initially confined gas is observed after removing the traps. Mathematically, the trapped gas can be
described by the Hamiltonian (1.1), where the confining potential Vext models the magnetic traps.
When cooled down at very low temperatures, the system essentially relaxes to the ground state ψN
of (1.1); from [9] it follows that at time t = 0, immediately before switching off the traps, the system
exhibits complete Bose-Einstein condensation into φGP in the sense (1.3). At time t = 0 the traps
are turned off, and one observes the evolution of the system generated by the translation invariant
Hamiltonian
HN = −
Va(xi − xj) .
Our results (stated in more details in Section 3 below) imply that, if ψN,t = e
−iHN tψN is the time
evolution of the initial wave function ψN and if γ
N,t denotes the one-particle marginal associated
with ψN,t, then, for any fixed time t ∈ R,
N,t → |ϕt〉〈ϕt| as N → ∞
where ϕt is the solution of the nonlinear time-dependent Gross-Pitaevskii equation
i∂tϕt = −∆ϕt + 8πa0|ϕt|
2ϕt (1.4)
with the initial data ϕt=0 = φGP. In other words, we prove that at arbitrary time t ∈ R, the
system still exhibits complete condensation, and the time-evolution of the condensate wave function
is determined by the Gross-Pitaevskii equation (1.4).
The goal of this manuscript is to illustrate the main ideas of the proof of the results obtained in
[5, 6, 7]. The paper is organized as follows. In Section 2 we define the model more precisely, and
we give a heuristic argument to explain the emergence of the Gross-Pitaevskii equation (1.4). In
Section 3 we present our main results. In Section 4 we illustrate the general strategy used to prove
the main results and, finally, in Sections 5 and 6 we discuss the two most important parts of the
proof in some more details.
2 Heuristic Derivation of the Gross-Pitaevskii Equation
To describe the interaction among the particles we choose a positive, spherical symmetric, compactly
supported, smooth function V (x). We denote the scattering length of V by a0.
Recall that the scattering length of V is defined by the spherical symmetric solution to the zero
energy equation (
V (x)
f(x) = 0 f(x) → 1 as |x| → ∞ . (2.1)
The scattering length of V is defined then by
a0 = lim
|x|→∞
|x| − |x|f(x) .
This limit can be proven to exist if V decays sufficiently fast at infinity. Note that, since we assumed
V to have compact support, we have
f(x) = 1−
(2.2)
for |x| sufficiently large. Another equivalent characterization of the scattering length is given by
8πa0 =
dxV (x)f(x) . (2.3)
To recover the Gross-Pitaevskii scaling, we define VN (x) = N
2V (Nx). By scaling it is clear that
the scattering length of VN equals a = a0/N . In fact if f(x) is the solution to (2.1), it is clear that
fN (x) = f(Nx) solves (
VN (x)
fN (x) = 0 (2.4)
with the boundary condition fN (x) → 1 as |x| → ∞. From (2.2), we obtain
fN (x) = 1−
N |x|
for |x| large enough. In particular the scattering length a of VN is given by a = a0/N .
We consider the dynamics generated by the translation invariant Hamiltonian
−∆j +
VN (xi − xj) (2.5)
acting on the Hilbert space L2s(R
3N ,dx1 . . . dxN), the bosonic subspace of L
2(R3N ,dx1 . . . dxN) con-
sisting of all permutation symmetric functions (although it is possible to extend our analysis to
include an external potential, to keep the discussion as simple as possible we only consider the
translation invariant case (2.5)). We consider solutions ψN,t of the N -body Schrödinger equation
i∂tψN,t = HNψN,t . (2.6)
Let γN,t = |ψN,t〉〈ψN,t| denote the density matrix associated with ψN,t, defined as the orthogonal
projection onto ψN,t. In order to study the limit N → ∞, we introduce the marginal densities of
γN,t. For k = 1, . . . , N , we define the k-particle density matrix γ
N,t associated with ψN,t by taking
the partial trace of γN,t over the last N − k particles. In other words, γ
N,t is defined as the positive
trace class operator on L2s(R
3k) with kernel given by
N,t(xk;x
dxN−k ψN,t(xk,xN−k)ψN,t(x
k,xN−k) . (2.7)
Here and in the rest of the paper we use the notation x = (x1, x2, . . . , xN ), xk = (x1, x2, . . . , xk),
x′k = (x
2, . . . , x
k), and xN−k = (xk+1, xk+2, . . . , xN ).
We consider initial wave functions ψN,0 exhibiting complete condensation in a one-particle state
ϕ. Thus at time t = 0, we assume that
N,0 → |ϕ〉〈ϕ| as N → ∞ . (2.8)
It turns out that the last equation immediately implies that
N,0 → |ϕ〉〈ϕ|
⊗k as N → ∞ (2.9)
for every fixed k ∈ N (the argument, due to Lieb and Seiringer, can be found in [9], after Theorem 1).
It is also interesting to notice that the convergence (2.8) (and (2.9)) in the trace class norm is
equivalent to the convergence in the weak* topology defined on the space of trace class operators on
3 (or R3k, for (2.9)); we thank A. Michelangeli for pointing out this fact to us (the proof is based
on general arguments, such as Grümm’s Convergence Theorem).
Starting from the Schrödinger equation (2.6) for the wave function ψN,t, we can derive evolution
equations for the marginal densities γ
N,t. The dynamics of the marginals is governed by a hierarchy
of N coupled equations usually known as the BBGKY hierarchy.
N,t =
−∆j, γ
VN (xi − xj), γ
+ (N − k)
Trk+1
VN (xj − xk+1), γ
(k+1)
(2.10)
Here Trk+1 denotes the partial trace over the (k + 1)-th particle.
Next we study the limit N → ∞ of the density γ
N,t for fixed k ∈ N. For simplicity we fix k = 1.
From (2.10), the evolution equation for the one-particle density matrix, written in terms of its kernel
N,t(x1;x
1) is given by
N,t(x1, x
−∆1 +∆
N,t(x1;x
+ (N − 1)
VN (x1 − x2)− VN (x
1 − x2)
N,t(x1, x2;x
1, x2) .
(2.11)
Suppose now that γ
∞,t and γ
∞,t are limit points (with respect to the weak* topology) of γ
N,t and,
respectively, γ
N,t as N → ∞. Since, formally,
(N − 1)VN (x) = (N − 1)N
2V (Nx) ≃ N3V (Nx) → b0δ(x) with b0 =
dxV (x)
as N → ∞, we could naively expect the limit points γ
∞,t and γ
∞,t to satisfy the limiting equation
∞,t(x1;x
−∆1 +∆
∞,t(x1;x
1) + b0
δ(x1 − x2)− δ(x
1 − x2)
∞,t(x1, x2;x
1, x2) .
(2.12)
From (2.9) we have, at time t = 0,
∞,0(x1;x
1) = ϕ(x1)ϕ(x
∞,0(x1, x2;x
2) = ϕ(x1)ϕ(x2)ϕ(x
1)ϕ(x
(2.13)
If condensation is really preserved by the time evolution, also at time t 6= 0 we have
∞,t(x1;x
1) = ϕt(x1)ϕt(x
∞,t(x1, x2;x
2) = ϕt(x1)ϕt(x2)ϕt(x
1)ϕt(x
(2.14)
Inserting (2.14) in (2.12), we obtain the self-consistent equation
i∂tϕt = −∆ϕt + b0|ϕt|
2ϕt (2.15)
for the condensate wave function ϕt. This equation has the same form as the time-dependent Gross-
Pitaevskii equation (1.4), but a different coefficient in front of the nonlinearity (b0 instead of 8πa0).
The reason why we obtain the wrong coupling constant in (2.15) is that going from (2.11) to
(2.12), we took the two limits
(N − 1)VN (x) → b0δ(x) and γ
N,t → γ
∞,t (2.16)
independently from each other. However, since the scattering length of the interaction is of the order
1/N , the two-particle density γ
N,t develops a short scale correlation structure on the length scale
1/N , which is exactly the same length scale on which the potential VN varies. For this reason the
two limits in (2.16) cannot be taken independently. In order to obtain the correct Gross-Pitaevskii
equation (1.4) we need to take into account the correlations among the particles, and the short scale
structure they create in the marginal density γ
To describe the correlations among the particles we make use of the solution fN (x) to the zero
energy scattering equation (2.4). Assuming that the function fN (xi−xj) gives a good approximation
for the correlations between particles i and j, we may expect that the one- and two-particle densities
associated with the evolution of a condensate are given, for large but finite N , by
N,t(x1;x
1) ≃ ϕt(x1)ϕt(x
N,t(x1, x2;x
2) ≃ fN (x1 − x2)fN (x
1 − x
2)ϕt(x1)ϕt(x2)ϕt(x
1)ϕt(x
(2.17)
Inserting this ansatz into (2.11), we obtain a new self-consistent equation
i∂tϕt = −∆ϕt +
(N − 1)
dxfN (x)VN (x)
= −∆ϕt +
dxf(Nx)V (Nx)
= −∆ϕt + 8πa0|ϕt|
(2.18)
because of (2.3). This is exactly the Gross-Pitaevskii equation (1.4), with the correct coupling
constant in front of the nonlinearity.
Note that the presence of the correlation functions fN (x1−x2) and fN (x
2) in (2.17) does not
contradict complete condensation of the system at time t. On the contrary, in the weak limit N → ∞,
the function fN converges to one, and therefore γ
N,t and γ
N,t converge to |ϕt〉〈ϕt| and |ϕt〉〈ϕt|
respectively. The correlations described by the function fN can only produce nontrivial effects on
the macroscopic dynamics of the system because of the singularity of the interaction potential VN .
From this heuristic argument it is clear that, in order to obtain a rigorous derivation of the Gross-
Pitaevskii equation (2.18), we need to identify the short scale structure of the marginal densities and
prove that, in a very good approximation, it can be described by the function fN as in (2.17). In
other words, we need to show a very strong separation of scales in the marginal density γ
N,t (and,
more generally, in the k-particle density γ
N,t) associated with the solution of the N -body Schrödinger
equation; the Gross-Pitaevskii theory can only be correct if γ
N,t has a regular part, which factorizes
for large N into the product of k copies of the orthogonal projection |ϕt〉〈ϕt|, and a time independent
singular part, due to the correlations among the particles, and described by products of the functions
fN (xi − xj), 1 ≤ i, j ≤ k.
3 Main Results
To prove our main results we need to assume the interaction potential to be sufficiently weak. To
measure the strength of the potential, we introduce the dimensionless quantity
α = sup
|x|2V (x) +
V (x) . (3.1)
Apart from the smallness assumption on the potential, we also need to assume that the correlations
characterizing the initial N -particle wave function are sufficiently weak. We define therefore the
notion of asymptotically factorized wave functions. We say that a family of permutation symmetric
wave functions ψN is asymptotically factorized if there exists ϕ ∈ L
2(R3) and, for any fixed k ≥ 1,
there exists a family ξ
(N−k)
N ∈ L
3(N−k)) such that
∥∥∥ψN − ϕ⊗k ⊗ ξ
(N−k)
∥∥∥→ 0 as N → ∞ . (3.2)
It is simple to check that, if ψN is asymptotically factorized, then it exhibits complete Bose-Einstein
condensation in the one-particle state ϕ (in the sense that the one-particle density associated with
ψN satisfy γ
N → |ϕ〉〈ϕ| as N → ∞). Asymptotic factorization is therefore a stronger condition
than complete condensation, and it provides more control on the correlations of ψN .
Theorem 3.1. Assume that V (x) is a positive, smooth, spherical symmetric, and compactly sup-
ported potential such that α (defined in (3.1)) is sufficiently small. Consider an asymptotically
factorized family of wave functions ψN ∈ L
3N ), exhibiting complete Bose-Einstein condensation
in a one-particle state ϕ ∈ H1(R3), in the sense that
N → |ϕ〉〈ϕ| as N → ∞ (3.3)
where γ
N denotes the one-particle density associated with ψN . Then, for any fixed t ∈ R, the one-
particle density γ
N,t associated with the solution ψN,t of the N -particle Schrödinger equation (2.6)
satisfies
N,t → |ϕt〉〈ϕt| as N → ∞ (3.4)
where ϕt is the solution to the time-dependent Gross-Pitaevskii equation
i∂tϕt = −∆ϕt + 8πa0|ϕt|
2ϕt (3.5)
with initial data ϕt=0 = ϕ.
The convergence in (3.3) and (3.4) is in the trace norm topology (which in this case is equivalent
to the weak* topology defined on the space of trace class operators on R3). Moreover, from (3.4) we
also get convergence of higher marginal. For every k ≥ 1, we have
N,t → |ϕt〉〈ϕt|
⊗k as N → ∞.
Theorem 3.1 can be used to describe the dynamics of condensates satisfying the condition of
asymptotic factorization. The following two corollaries provide examples of such initial data.
The simplest example of N -particle wave function satisfying the assumption of asymptotic fac-
torization is given by a product state.
Corollary 3.2. Under the assumptions on V (x) stated in Theorem 3.1, let ψN (x) =
j=1 ϕ(xj) for
an arbitrary ϕ ∈ H1(R3). Then, for any t ∈ R,
N,t → |ϕt〉〈ϕt| as N → ∞
where ϕt is a solution of the Gross-Pitaevskii equation (3.5) with initial data ϕt=0 = ϕ.
The second application of Theorem 3.1 gives a mathematical description of the results of the
experiments depicted in the introduction.
(−∆j + Vext(xj)) +
VN (xi − xj) (3.6)
with a confining potential Vext. Let ψN be the ground state of H
N . By [9], ψN exhibits complete
Bose Einstein condensation into the minimizer φGP of the Gross-Pitaevskii energy functional EGP
defined in (1.2). In other words
N → |φGP〉〈φGP| as N → ∞ .
In [5], we demonstrate that ψN also satisfies the condition (3.2) of asymptotic factorization. From
this observation, we obtain the following corollary.
Corollary 3.3. Under the assumptions on V (x) stated in Theorem 3.1, let ψN be the ground state
of (3.6), and denote by γ
N,t the one-particle density associated with the solution ψN,t = e
−iHN tψN
of the Schrödinger equation (2.6). Then, for any fixed t ∈ R,
N,t → |ϕt〉〈ϕt| as N → ∞
where ϕt is the solution of the Gross-Pitaevskii equation (3.5) with initial data ϕt=0 = φGP.
Although the second corollary describes physically more realistic situations, also the first corollary
has interesting consequences. In Section 2, we observed that the emergence of the scattering length in
the Gross-Pitaevskii equation is an effect due to the correlations. The fact that the Gross-Pitaevskii
equation describes the dynamics of the condensate also if the initial wave function is completely
uncorrelated, as in Corollary 3.2, implies that the N -body Schrödinger dynamics generates the
singular correlation structure in very short times. Of course, when the wave function develops
correlations on the length scale 1/N , the energy associated with this length scale decreases; since
the total energy is conserved by the Schrödinger evolution, we must conclude that together with
the short scale structure at scales of order 1/N , the N -body dynamics also produces oscillations on
intermediate length scales 1/N ≪ ℓ ≪ 1, which carry the excess energy (the difference between the
energy of the factorized wave function and the energy of the wave function with correlations on the
length scale 1/N) and which have no effect on the macroscopic dynamics (because only variations
of the wave function on length scales of order one and order 1/N affect the macroscopic dynamics
described by the Gross-Pitaevskii equation).
4 General Strategy of the Proof and Previous Results
In this section we illustrate the strategy used to prove Theorem 3.1. The proof is divided into three
main steps.
Step 1. Compactness of γ
N,t. Recall, from (2.7), the definition of the marginal densities γ
associated with the solution ψN,t = exp(−iHN t)ψN of the N -body Schrödinger equation. By defini-
tion, for any N ∈ N and t ∈ R, γ
N,t is a positive operator in L
k = L
1(L2(R3k)) (the space of trace
class operators on L2(R3k)) with trace equal to one. For fixed t ∈ R and k ≥ 1, it follows by standard
general argument (Banach-Alaouglu Theorem) that the sequence {γ
N,t}N≥k is compact with respect
to the weak* topology of L1k. Note here that L
k has a weak* topology because L
k = K
k, where
Kk = K(L
2(R3k)) is the space of compact operators on L2(R3k). To make sure that we can find
subsequences of γ
N,t which converge for all times in a certain interval, we fix T > 0 and consider the
space C([0, T ],L1k) of all functions of t ∈ [0, T ] with values in L
k which are continuous with respect
to the weak* topology on L1k. Since Kk is separable, it follows that the weak* topology on the unit
ball of L1k is metrizable; this allows us to prove the equicontinuity of the densities γ
N,t, and to obtain
compactness of the sequences {γ
N,t}N≥k in C([0, T ],L
Step 2. Convergence to an infinite hierarchy. By Step 1 we know that, as N → ∞, the
family of marginal densities ΓN,t = {γ
k=1 has at least one limit point Γ∞,t = {γ
∞,t}k≥1 in⊕
k≥1C([0, T ],L
k) with respect to the product topology. Next, we derive evolution equations for
the limiting densities γ
∞,t. Starting from the BBGKY hierarchy (2.10) for the family ΓN,t, we prove
that any limit point Γ∞,t satisfies the infinite hierarchy of equations
∞,t =
−∆j, γ
+ 8πa0
Trk+1
δ(xj − xk+1), γ
(k+1)
(4.1)
for k ≥ 1. It is at this point, in the derivation of this infinite hierarchy, that we need to identify the
singular part of the densities γ
(k+1)
N,t . The emergence of the scattering length in the second term on
the right hand side of (4.1) is due to short scale structure of γ
(k+1)
N,t .
It is worth noticing that the infinite hierarchy (4.1) has a factorized solution. In fact, it is simple
to see that the infinite family
t = |ϕt〉〈ϕt|
⊗k for k ≥ 1 (4.2)
solves (4.1) if and only if ϕt is a solution to the Gross-Pitaevskii equation (3.5).
Step 3. Uniqueness of the solution to the infinite hierarchy. To conclude the proof of Theorem 3.1,
we show that the infinite hierarchy (4.1) has a unique solution. This implies immediately that the
densities γ
N,t converge; in fact, a compact sequence with at most one limit point is always convergent.
Moreover, since we know that the factorized densities (4.2) are a solution, it also follows that, for
any k ≥ 1,
N,t → |ϕt〉〈ϕt|
⊗k as N → ∞
with respect to the weak* topology of L1k.
Similar strategies have been used to obtain rigorous derivations of the nonlinear Hartree equation
i∂tϕt = −∆ϕt + (v ∗ |ϕt|
2)ϕt (4.3)
for the dynamics of initially factorized wave functions in bosonic many particle mean field models,
characterized by the Hamiltonian
HmfN =
−∆j +
v(xi − xj) . (4.4)
In this context, the approach outlined above was introduced by Spohn in [11], who applied it to
derive (4.3) in the case of a bounded potential v. In [8], Erdős and Yau extended Spohn’s result to
the case of a Coulomb interaction v(x) = ±1/|x| (partial results for the Coulomb case, in particular
the convergence to the infinite hierarchy, were also obtained by Bardos, Golse, and Mauser, see [3]).
More recently, Adami, Golse, and Teta used the same approach in [1] for one-dimensional systems
with dynamics generated by a Hamiltonian of the form (4.4) with an N -dependent pair potential
vN (x) = N
βV (Nβx), β < 1. In the limit N → ∞, they obtain the nonlinear Schrödinger equation
i∂tϕt = −∆ϕt + b0|ϕt|
2ϕt with b0 =
V (x)dx .
Notice that the Hamiltonian (2.5) has the same form as the mean field Hamiltonian (4.4), with
an N -dependent pair potential vN (x) = N
3V (Nx). Of course, one may also ask what happens if
we consider the mean field Hamiltonian (4.4) with the N -dependent potential vN (x) = N
3βV (Nβx),
for β 6= 1. If β < 1, the short scale structure developed by the solution of the Schrödinger equation
is still characterized by the length scale 1/N (because the scattering length of N3β−1V (Nβx) is still
of order 1/N); but this time the potential varies on much larger scales, of the order N−β ≫ N−1.
For this reason, if β < 1, the scattering length does not appear in the effective macroscopic equation
(8πa0 is replaced by b0 =
dxV (x)). In [6] (and previously in [5] for 0 < β < 1/2) we prove in fact
that Corollary 3.2 can be extended to include the case 0 < β < 1 as follows.
Theorem 4.1. Suppose ψN (x) =
j=1 ϕ(xj), for some ϕ ∈ H
1(R3). Let ψN,t = e
−iHβ,N tψN with
the mean-field Hamiltonian
Hβ,N =
−∆j +
N3βV (Nβ(xi − xj))
for a positive, spherical symmetric, compactly supported, and smooth potential V such that α (defined
in (3.1)) is sufficiently small. Let γ
N,t be the one-particle density associated with ψN,t. Then, if
0 < β ≤ 1 we have, for any fixed t ∈ R, γ
N,t → |ϕt〉〈ϕt| as N → ∞. Here ϕt is the solution to the
nonlinear Schrödinger equation
i∂tϕt = −∆ϕt + σ|ϕt|
with initial data ϕt=0 = ϕ and with
8πa0 if β = 1
b0 if 0 < β < 1
5 Convergence to the Infinite Hierarchy
In this section we give some more details concerning Step 2 in the strategy outlined above. We
consider a limit point Γ∞,t = {γ
∞,t}k≥1 of the sequence ΓN,t = {γ
k=1 and we prove that Γ∞,t
satisfies the infinite hierarchy (4.1). To this end we use that, for finite N , the family ΓN,t satisfies the
BBGKY hierarchy (2.10), and we show the convergence of each term in (2.10) to the corresponding
term in the infinite hierarchy (4.1) (the second term on the r.h.s. of (2.10) is of smaller order and
can be proven to vanish in the limit N → ∞).
The main difficulty consists in proving the convergence of the last term on the right hand side
of (2.10) to the last term on the right hand side of (4.1). In particular, we need to show that in the
limit N → ∞ we can replace the potential (N − k)N2V (N(xj −xk+1)) ≃ N
3V (Nx) in the last term
on the r.h.s. of (2.10) by 8πa0δ(xj − xk+1) . In terms of kernels we have to prove that
dxk+1
N3V (N(xj − xk+1))− 8πa0δ(xj − xk+1)
(k+1)
N,t (xk, xk+1,x
k, xk+1) → 0 (5.1)
as N → ∞. It is enough to prove the convergence (5.1) in a weak sense, after testing the expression
against a smooth k-particle kernel J (k)(xk;x
k). Note, however, that the observable J
(k) does not
help to perform the integration over the variable xk+1.
The problem here is that, formally, the N -dependent potential N3V (N(xj − xk+1)) does not
converge towards 8πa0δ(xj − xk+1) as N → ∞ (it converges towards b0δ(xj − xk+1), with b0 =∫
dxV (x)). Eq. (5.1) is only correct because of the correlations between xj and xk+1 hidden in the
density γ
(k+1)
N,t . Therefore, to prove (5.1), we start by factoring out the correlations explicitly, and
by proving that, as N → ∞,
dxk+1
N3V (N(xj − xk+1))fN (xj − xk+1)− 8πa0δ(xj − xk+1)
) γ(k+1)N,t (xk, xk+1,x
k, xk+1)
fN (xj − xk+1)
(5.2)
where fN (x) is the solution to the zero energy scattering equation (2.4). Then, in a second step, we use
the fact that fN → 1 in the weak limitN → ∞, to prove that the ratio γ
(k+1)
N,t /fN (xj−xk+1) converges
to the same limiting density γ
(k+1)
∞,t as γ
(k+1)
N,t . Eq. (5.2) looks now much better than (5.1) because,
formally, N3V (N(xj − xk+1))fN (xj − xk+1) does converge to 8πa0δ(xj − xk+1). To prove that (5.2)
is indeed correct, we only need some regularity of the ratio γ
(k+1)
N,t (xk, xk+1;x
k, xk+1)/fN (xj − xk+1)
in the variables xj and xk+1. In terms of the N -particle wave function ψN,t we need regularity of
ψN,t(x)/fN (xi−xj) in the variables xi, xj, for any i 6= j. To establish the required regularity we use
the following energy estimate.
Proposition 5.1. Consider the Hamiltonian HN defined in (2.5), with a positive, spherical sym-
metric, smooth and compactly supported potential V . Suppose that α (defined in (3.1)) is sufficiently
small. Then there exists C = C(α) > 0 such that
〈ψ,H2Nψ〉 ≥ CN
∣∣∣∣∇i∇j
fN(xi − xj)
. (5.3)
for all i 6= j and for all ψ ∈ L2s(R
3N ,dx).
Making use of this energy estimate it is possible to deduce strong a-priori bounds on the solution
ψN,t of the Schrödinger equation (2.6). These bounds have the form
∣∣∣∣∇i∇j
ψN,t(x)
fN(xi − xj)
≤ C (5.4)
uniformly in N ∈ N and t ∈ R. To prove (5.4) we use that, by (5.3), and because of the conservation
of the energy along the time evolution,
∣∣∣∣∇i∇j
ψN,t(x)
fN (xi − xj)
≤ CN−2〈ψN,t,H
NψN,t〉 = CN
−2〈ψN,0,H
NψN,0〉 . (5.5)
From (5.5) and using an approximation argument on the initial wave function to make sure that the
expectation of H2N at time t = 0 is of the order N
2, we obtain (5.4).
The bounds (5.4) are then sufficient to prove the convergence (5.1) (using a non-standard Poincaré
inequality; see Lemma 7.2 in [6]).
Remark that the a-priori bounds (5.4) do not hold true if we do not divide the solution ψN,t of
the Schrödinger equation by fN(xi − xj) (replacing ψN,t(x)/fN (xi − xj) by ψN (x) the integral in
(5.4) would be of order N). It is only after removing the singular factor fN (xi − xj) from ψN,t(x)
that we can prove useful bounds on the regular part of the wave function.
It is through the a-priori bounds (5.4) that we identify the correlation structure of the wave
function ψN,t and that we show that, when xi and xj are close to each other, ψN,t(x) can be
approximated by the time independent singular factor fN(xi − xj), which varies on the length scale
1/N , multiplied with a regular part (regular in the sense that it satisfy the bounds (5.4)). It is
therefore through (5.4) that we establish the strong separation of scales in the wave function ψN,t
and in the marginal densities γ
N,t which is of fundamental importance for the Gross-Pitaevskii theory.
Since it is quite short and it shows why the solution fN (xi − xj) to the zero energy scattering
equation (2.1) can be used to describe the two-particle correlations, we reproduce in the following
the proof Proposition 5.1. Note that this is the only step in the proof of our main theorem where the
smallness of constant α, measuring the strength of the interaction potential, is used. The positivity
of the interaction potential, on the other hand, also plays an important role in many other parts of
the proof.
Proof of Proposition 5.1. We decompose the Hamiltonian (2.5) as
hj with hj = −∆j +
i 6=j
VN (xi − xj) .
For an arbitrary permutation symmetric wave function ψ and for any fixed i 6= j, we have
〈ψ,H2Nψ〉 = N〈ψ, h
iψ〉+N(N − 1)〈ψ, hihjψ〉 ≥ N(N − 1)〈ψ, hihjψ〉 .
Using the positivity of the potential, we find
〈ψ,H2Nψ〉 ≥ N(N − 1)
−∆i +
VN (xi − xj)
−∆j +
VN (xi − xj)
. (5.6)
Next, we define φ(x) by ψ(x) = fN (xi−xj)φ(x) (φ is well defined because fN (x) > 0 for all x ∈ R
note that the definition of the function φ depends on the choice of i, j. Then
fN (xi − xj)
∆i (fN (xi − xj)φ(x)) = ∆iφ(x) +
(∆fN )(xi − xj)
fN (xi − xj)
φ(x) +
∇fN (xi − xj)
fN (xi − xj)
∇iφ(x) .
From (2.1) it follows that
fN (xi − xj)
−∆i +
VN (xi − xj)
fN (xi − xj)φ(x) = Liφ(x)
and analogously
fN (xi − xj)
−∆j +
VN (xi − xj)
fN (xi − xj)φ(x) = Ljφ(x)
where we defined
Lℓ = −∆ℓ + 2
∇ℓ fN (xi − xj)
fN (xi − xj)
∇ℓ, for ℓ = i, j .
Remark that, for ℓ = i, j, the operator Lℓ satisfies
dx f2N (xi−xj) Lℓ φ(x) ψ(x) =
dx f2N (xi−xj) φ(x) Lℓ ψ(x) =
dx f2N (xi−xj) ∇ℓ φ(x) ∇ℓ ψ(x) .
Therefore, from (5.6), we obtain
〈ψ,H2Nψ〉 ≥ N(N − 1)
dx f2N (xi − xj) Li φ(x)Lj φ(x)
= N(N − 1)
dx f2N (xi − xj) ∇iφ(x)∇iLj φ(x)
= N(N − 1)
dx f2N (xi − xj) ∇iφ(x)Lj ∇iφ(x)
+N(N − 1)
dx f2N(xi − xj) ∇iφ(x) [∇i, Lj ]φ(x)
= N(N − 1)
dx f2N (xi − xj) |∇j∇iφ(x)|
+N(N − 1)
dx f2N(xi − xj)
∇fN(xi − xj)
fN (xi − xj)
∇iφ(x)∇jφ(x) .
(5.7)
To control the second term on the right hand side of the last equation we use bounds on the function
fN , which can be derived from the zero energy scattering equation (2.1):
1− Cα ≤ fN (x) ≤ 1, |∇fN (x)| ≤ C
, |∇2fN(x)| ≤ C
(5.8)
for constants C independent of N and of the potential V (recall the definition of the dimensionless
constant α from (3.1)). Therefore, for α < 1,
dx f2N (xi − xj)
∇fN(xi − xj)
fN (xi − xj)
∇iφ(x)∇jφ(x)
|xi − xj |
|∇iφ(x)| |∇jφ(x)|
|xi − xj |2
|∇iφ(x)|
2 + |∇jφ(x)|
dx |∇i∇jφ(x)|
(5.9)
where we used Hardy inequality. Thus, from (5.7), and using again the first bound in (5.8), we obtain
〈ψ,H2Nψ〉 ≥ N(N − 1)(1 −Cα)
dx |∇i∇jφ(x)|
which implies (5.3).
6 Uniqueness of the Solution to the Infinite Hierarchy
In this section we discuss the main ideas used to prove the uniqueness of the solution to the infinite
hierarchy (Step 3 in the strategy outlined in Section 4).
First of all, we need to specify in which class of family of densities Γt = {γ
t }k≥1 we want to prove
the uniqueness of the solution to the infinite hierarchy (4.1). Clearly, the proof of the uniqueness
is simpler if we can restrict our attention to smaller classes. But of course, in order to apply the
uniqueness result to prove Theorem 3.1, we need to make sure that any limit point of the sequence
ΓN,t = {γ
k=1 is in the class for which we can prove uniqueness.
We are going to prove uniqueness for all families Γt = {γ
t }k≥1 ∈
C([0, T ],L1k) with
t ‖Hk := Tr
∣∣∣(1−∆1)1/2 . . . (1−∆k)1/2 γ
t (1−∆k)
1/2 . . . (1−∆1)
∣∣∣ ≤ Ck (6.1)
for all t ∈ [0, T ] and for all k ≥ 1 (with a constant C independent of k).
The following proposition guarantees that any limit point of the sequence ΓN,t satisfies (6.1).
Proposition 6.1. Assume the same conditions as in Proposition 5.1. Suppose that Γ∞,t = {γ
∞,t}k≥1
is a limit point of ΓN,t = {γ
k=1 with respect to the product topology on
k≥1C([0, T ],L
k). Then
∞,t ≥ 0 and there exists a constant C such that
Tr (1−∆1) . . . (1−∆k)γ
∞,t ≤ C
k (6.2)
for all k ≥ 1 and t ∈ [0, T ].
Because of Proposition 6.1, it is enough to prove the uniqueness of the infinite hierarchy (4.1) in
the following sense.
Theorem 6.2. Suppose that Γ = {γ(k)}k≥1 is such that
‖γ(k)‖Hk ≤ C
k (6.3)
for all k ≥ 1 (the norm ‖.‖Hk is defined in (6.1)). Then there exists at most one solution Γt =
t }k≥1 ∈
C([0, T ],Lk) of (4.1) such that Γt=0 = Γ and
t ‖Hk ≤ C
k (6.4)
for all k ≥ 1 and all t ∈ [0, T ] (with the same constant C as in (6.3)).
In the next two subsections we explain the main ideas of the proofs of Proposition 6.1 and
Theorem 6.2.
6.1 Higher Order Energy Estimates
The main difficulty in proving Proposition 6.1 is the fact that the estimate (6.2) does not hold true
if we replace γ
∞,t by the marginal density γ
N,t. More precisely,
Tr (1−∆1) . . . (1−∆k)γ
N,t ≤ C
k (6.5)
cannot hold true with a constant C independent of N . In fact, for finite N and k > 1, the k-particle
density γ
N,t still contains the short scale structure due to the correlations among the particles.
Therefore, when we take derivatives of γ
N,t as in (6.5), the singular structure (which varies on a
length scale of order 1/N) generates contributions which diverge in the limit N → ∞.
To overcome this problem, we cutoff the wave function ψN,t when two or more particles come
at distances smaller than some intermediate length scale ℓ, with N−1 ≪ ℓ ≪ 1 (more precisely, the
cutoff will be effective only when one or more particles come close to one of the variable xj over
which we want to take derivatives). For fixed j = 1, . . . , N , we define θj ∈ C
∞(R3N ) such that
θj(x) ≃
1 if |xi − xj| ≫ ℓ for all i 6= j
0 if there exists i 6= j with |xi − xj | . ℓ
It is important, for our analysis, that θj controls its derivatives (in the sense that, for example,
|∇iθj| ≤ Cℓ
j ); for this reason we cannot use standard compactly supported cutoffs, but instead
we have to construct appropriate functions which decay exponentially when particles come close
together. Making use of the functions θj(x), we prove the following higher order energy estimates.
Proposition 6.3. Choose ℓ ≪ 1 such that Nℓ2 ≫ 1. Suppose that α is small enough. Then there
exist constants C1 and C2 such that, for any ψ ∈ L
3N ),
〈ψ, (HN + C1N)
kψ〉 ≥ C2N
dx θ1(x) . . . θk−1(x) |∇1 . . .∇kψ(x)|
2 . (6.6)
The meaning of the bounds (6.6) is clear. We can control the L2-norm of the k-th derivative
∇1 . . .∇kψ by the expectation of the k-th power of the energy per particle, if we only integrate over
configurations where the first k − 1 particles are “isolated” (in the sense that there is no particle at
distances smaller than ℓ from x1, x2, . . . , xk−1). In this sense the energy estimate in Proposition 5.1
(which, compared with Proposition 6.3, is restricted to k = 2) is more precise than (6.6), because
it identifies and controls the singularity of the wave function exactly in the region cutoff from the
integral on the right side of (6.6). The point is that, while Proposition 5.1 is used to identify the
two-particle correlations in the marginal densities γ
N,t (which are essential for the emergence of
the scattering length a0 in the infinite hierarchy (4.1)), we only need Proposition 6.3 to establish
properties of the limiting densities; this is why we can introduce cutoffs in (6.6), provided we can
show their effect to vanish in the limit N → ∞.
Note that we can allow one “free derivative”; in (6.6) we take the derivative over xk although
there is no cutoff θk(x). The reason is that the correlation structure becomes singular, in the L
sense, only when we derive it twice (if one uses the zero energy solution fN introduced in (2.1) to
describe the correlations, this can be seen by observing that ∇fN (x) ≃ 1/|x|, which is locally square
integrable). Remark that the condition Nℓ2 ≫ 1 is a consequence of the fact that, if ℓ is too small,
the error due to the localization of the kinetic energy on distances of order ℓ cannot be controlled.
The proof of Proposition 6.3 is based on induction over k; for details see Section 9 in [6].
From the estimates (6.6), using the preservation of the expectation ofHkN along the time evolution
and a regularization of the initial N -particle wave function ψN , we obtain the following bounds for
the solution ψN,t = e
−iHN tψN of the Schrödinger equation (2.6).
dx θ1(x) . . . θk−1(x) |∇1 . . .∇kψN,t(x)|
≤ Ck (6.7)
uniformly in N and t, and for all k ≥ 1. Translating these bounds in the language of the density
matrix γN,t, we obtain
Tr θ1 . . . θk−1∇1 . . .∇kγN,t∇
1 . . .∇
k ≤ C
k . (6.8)
The idea now is to use the freedom in the choice of the cutoff length ℓ. If we fix the position of all
particles but xj, it is clear that the cutoff θj is effective in a volume at most of the order Nℓ
3. If
we choose now ℓ such that Nℓ3 → 0 as N → ∞ (which is of course compatible with the condition
that Nℓ2 ≫ 1), then we can expect that, in the limit of large N , the cutoff becomes negligible. This
approach yields in fact the desired results; starting from (6.8), and choosing ℓ such that Nℓ3 ≪ 1,
we can complete the proof of Proposition 6.1 (see Proposition 6.3 in [6] for more details).
6.2 Expansion in Feynman Graphs
To prove Theorem 6.2, we start by rewriting the infinite hierarchy (4.1) in the integral form
γt = U
(k)(t)γ0 + 8iπa0
ds U (k)(t− s)Trk+1
δ(xj − xk+1), γ
(k+1)
= U (k)(t)γ0 +
ds U (k)(t− s)B(k)γ(k+1)s ,
(6.9)
where U (k)(t) denotes the free evolution of k particles,
U (k)(t)γ(k) = eit
∆jγ(k)e−it
and the collision operator B(k) maps (k+1)-particle operators into k-particle operators according to
B(k)γ(k+1) = 8iπa0
Trk+1
δ(xj − xk+1), γ
(k+1)
(6.10)
(recall that Trk+1 denotes the partial trace over the (k + 1)-th particle).
Iterating (6.9) n times we obtain the Duhamel type series
t = U
(k)(t)γ
m,t + η
n,t (6.11)
m,t =
ds1 . . .
∫ sm−1
dsm U
(k)(t− s1)B
(k)U (k+1)(s1 − s2)B
(k+1) . . . B(k+m−1)U (k+m)(sm)γ
(k+m)
· · ·
ds1 . . .
∫ sm−1
dsm U
(k)(t− s1)Trk+1
δ(xj1 − xk+1),
U (k+1)(s1 − s2)Trk+2
δ(xj2 − xk+2), . . .Trk+m
δ(xjm − xk+m),U
(k+m)(sm)γ
(k+m)
. . .
(6.12)
and the error term
n,t =
ds2 . . .
∫ sn−1
dsn U
(k)(t− s1)B
(k)U (k+1)(s1 − s2)B
(k+1) . . . B(k+n−1)γ(k+m)sn .
(6.13)
Note that the error term (6.13) has exactly the same form as the terms in (6.12), with the only
difference that the last free evolution is replaced by the full evolution γ
(k+m)
2k+2m leaves2k roots
Vertices:
Figure 1: A Feynman graph in Fm,k and its two types of vertices
To prove the uniqueness of the infinite hierarchy, it is enough to prove that the error term (6.13)
converges to zero as n → ∞ (in some norm, or even only after testing it against a sufficiently large
class of smooth observables). The main problem here is that the delta function in the collision
operator B(k) cannot be controlled by the kinetic energy (in the sense that, in three dimensions, the
operator inequality δ(x) ≤ C(1 − ∆) does not hold true). For this reason, the a-priori estimates
t ‖Hk ≤ C
k are not sufficient to show that (6.13) converges to zero, as n→ ∞. Instead, we have
to make use of the smoothing effects of the free evolutions U (k+j)(sj − sj+1) in (6.13) (in a similar
way, Stricharzt estimates are used to prove the well-posedness of nonlinear Schrödinger equations).
To this end, we rewrite each term in the series (6.11) as a sum of contributions associated with certain
Feynman graphs, and then we prove the convergence of the Duhamel expansion by controlling each
contribution separately.
The details of the diagrammatic expansion can be found in Section 9 of [5]. Here we only present
the main ideas. We start by considering the term ξ
m,t in (6.12). After multiplying it with a compact
k-particle observable J (k) and taking the trace, we expand the result as
Tr J (k)ξ
m,t =
Λ∈Fm,k
KΛ,t (6.14)
where KΛ,t is the contribution associated with the Feynman graph Λ. Here Fm,k denotes the set of
all graphs consisting of 2k disjoint, paired, oriented, and rooted trees with m vertices. An example
of a graph in Fm,k is drawn in Figure 1. Each vertex has one of the two forms drawn in Figure 1,
with one “father”-edge on the left (closer to the root of the tree) and three “son”-edges on the right.
One of the son edge is marked (the one drawn on the same level as the father edge; the other two
son edges are drawn below). Graphs in Fm,k have 2k + 3m edges, 2k roots (the edges on the very
left), and 2k + 2m leaves (the edges on the very right). It is possible to show that the number of
different graphs in Fm,k is bounded by 2
4m+k.
The particular form of the graphs in Fm,k is due to the quantum mechanical nature of the
expansion; the presence of a commutator in the collision operator (6.10) implies that, for every
B(k+j) in (6.12), we can choose whether to write the interaction on the left or on the right of the
density. When we draw the corresponding vertex in a graph in Fm,k, we have to choose whether to
attach it on the incoming or on the outgoing edge.
Graphs in Fm,k are characterized by a natural partial ordering among the vertices (v ≺ v
the vertex v is on the path from v′ to the roots); there is, however, no total ordering. The absence
of total ordering among the vertices is the consequence of a rearrangement of the summands on
the r.h.s. of (6.12); by removing the order between times associated with non-ordered vertices we
significantly reduce the number of terms in the expansion. In fact, while (6.12) contains (m+ k)!/k!
summands, in (6.14) we are only summing over 24m+k contributions. The price we have to pay is
that the apparent gain of a factor 1/m! because of the ordering of the time integrals in (6.12) is lost
in the new expansion (6.14). However, since the time integrations are already needed to smooth out
singularities, and since they cannot be used simultaneously for smoothing and for gaining a factor
1/m!, it seems very difficult to make use of the apparent factor 1/m! in (6.12). In fact, we find that
the expansion (6.14) is better suited for analyzing the cumulative space-time smoothing effects of
the multiple free evolutions than (6.12).
Because of the pairing of the 2k trees, there is a natural pairing between the 2k roots of the
graph. Moreover, it is also possible to define a natural pairing of the leaves of the graph (this is
evident in Figure 1); two leaves ℓ1 and ℓ2 are paired if there exists an edge e1 on the path from ℓ1
back to the roots, and an edge e2 on the path from ℓ2 to the roots, such that e1 and e2 are the two
unmarked son-edges of the same vertex (or, if there is no unmarked sons in the path from ℓ1 and ℓ2
to the roots, if the two roots connected to ℓ1 and ℓ2 are paired).
For Λ ∈ Fm,k, we denote by E(Λ), V (Λ), R(Λ) and L(Λ) the set of all edges, vertices, roots
and, respectively, leaves in the graph Λ. For every edge e ∈ E(Λ), we introduce a three-dimensional
momentum variable pe and a one-dimensional frequency variable αe. Then, denoting by γ̂
(k+m)
0 and
by Ĵ (k) the kernels of the density γ
(k+m)
0 and of the observable J
(k) in Fourier space, the contribution
KΛ,t in (6.14) is given by
KΛ,t =
e∈E(Λ)
dpedαe
αe − p2e + iτeµe
v∈V (Λ)
× exp
e∈R(Λ)
τe(αe + iτeµe)
 Ĵ (k)
{pe}e∈R(Λ)
(k+m)
{pe}e∈L(Λ)
(6.15)
Here τe = ±1, according to the orientation of the edge e. We observe from (6.15) that the momenta
of the roots of Λ are the variables of the kernel of J (k), while the momenta of the leaves of Λ are the
variables of the kernel of γ
(k+m)
0 (this also explain why roots and leaves of Λ need to be paired).
The denominators (αe−p
e+iτeµe)
−1 are called propagators; they correspond to the free evolutions
in the expansion (6.12) and they enter the expression (6.15) through the formula
eit(α+iµ)
α− p2 + iµ
(here and in (6.15) the measure dα is defined by dα = d′α/(2πi) where d′α is the Lebesgue measure
on R).
The regularization factors µe in (6.15) have to be chosen such that µfather =
e= son µe at every
vertex. The delta-functions in (6.15) express momentum and frequency conservation (the sum over
e ∈ v denotes the sum over all edges adjacent to the vertex v; here ±αe = αe if the edge points
towards the vertex, while ±αe = −αe if the edge points out of the vertex, and analogously for ±pe).
An analogous expansion can be obtained for the error term η
n,t in (6.13). The problem now
is to analyze the integral (6.15) (and the corresponding integral for the error term). Through an
appropriate choice of the regularization factors µe one can extract the time dependence of KΛ,t and
show that
|KΛ,t| ≤ C
k+m tm/4
e∈E(Γ)
dαedpe
〈αe − p2e〉
v∈V (Γ)
∣∣∣Ĵ (k)
{pe}e∈R(Γ)
) ∣∣∣
∣∣∣γ̂(k+m)0
{pe}e∈L(Γ)
) ∣∣∣
(6.16)
where we introduced the notation 〈x〉 = (1 + x2)1/2.
Because of the singularity of the interaction at zero, we may be faced here with an ultraviolet
problem; we have to show that all integrations in (6.16) are finite in the regime of large momenta
and large frequency. Because of (6.3), we know that the kernel γ̂
(k+m)
0 ({pe}e∈L(Λ)) in (6.16) provides
decay in the momenta of the leaves. From (6.3) we have, in momentum space,
dp1 . . . dpn (p
1 + 1) . . . (p
n + 1) γ̂
0 (p1, . . . , pn; p1, . . . , pn) ≤ C
for all n ≥ 1. Power counting implies that
(k+m)
0 ({pe}e∈L(Λ))| .
e∈L(Λ)
−5/2 . (6.17)
Using this decay in the momenta of the leaves and the decay of the propagators 〈αe−p
−1, e ∈ E(Λ),
we can prove the finiteness of all the momentum and frequency integrals in (6.15). Heuristically, this
can be seen using a simple power counting argument. Fix κ≫ 1, and cutoff all momenta |pe| ≥ κ and
all frequencies |αe| ≥ κ
2. Each pe-integral scales then as κ
3, and each αe-integral scales as κ
2. Since
we have 2k + 3m edges in Λ, we have 2k + 3m momentum- and frequency integrations. However,
because of the m delta functions (due to momentum and frequency conservation), we effectively only
have to perform 2k + 2m momentum- and frequency-integrations. Therefore the whole integral in
(6.15) carries a volume factor of the order κ5(2k+2m) = κ10k+10m. Now, since there are 2k + 2m
leaves in the graph Λ, the estimate (6.17) guarantees a decay of the order κ−5/2(2k+2m) = κ−5k−5m.
The 2k + 3m propagators, on the other hand, provide a decay of the order κ−2(2k+3m) = κ−4k−6m.
Choosing the observable J (k) so that Ĵ (k) decays sufficiently fast at infinity, we can also gain an
additional decay κ−6k. Since
κ10k+10m · κ−5k−5m−4k−6m−6k = κ−m−5k ≪ 1
for κ ≫ 1, we can expect (6.15) to converge in the large momentum and large frequency regime.
Remark the importance of the decay provided by the free evolution (through the propagators);
without making use of it, we would not be able to prove the uniqueness of the infinite hierarchy.
This heuristic argument is clearly far from rigorous. To obtain a rigorous proof, we use an
integration scheme dictated by the structure of the graph Λ; we start by integrating the momenta
and the frequency of the leaves (for which (6.17) provides sufficient decay). The point here is that
when we perform the integrations over the momenta of the leaves we have to propagate the decay
to the next edges on the left. We move iteratively from the right to the left of the graph, until we
reach the roots; at every step we integrate the frequencies and momenta of the son edges of a fixed
vertex and as a result we obtain decay in the momentum of the father edge. When we reach the
roots, we use the decay of the kernel Ĵ (k) to complete the integration scheme. In a typical step, we
α upuα rpr
Figure 2: Integration scheme: a typical vertex
consider a vertex as the one drawn in Figure 2 and we assume to have decay in the momenta of the
three son-edges, in the form |pe|
−λ, e = u, d,w (for some 2 < λ < 5/2). Then we integrate over
the frequencies αu, αd, αw and the momenta pu, pd, pw of the son-edges and as a result we obtain a
decaying factor |pr|
−λ in the momentum of the father edge. In other words, we prove bounds of the
dαudαddαwdpudpddpw
|pu|λ|pd|
λ|pw|λ
δ(αr = αu + αd − αw)δ(pr = pu + pd − pw)
〈αu − p
u〉〈αd − p
d〉〈αw − p
const
|pr|λ
. (6.18)
Power counting implies that (6.18) can only be correct if λ > 2. On the other hand, to start the
integration scheme we need λ < 5/2 (from (6.17) this is the decay in the momenta of the leaves,
obtained from the a-priori estimates). It turns out that, choosing λ = 2 + ε for a sufficiently
small ε > 0, (6.18) can be made precise, and the integration scheme can be completed.
After integrating all the frequency and momentum variables, from (6.16) we obtain that
|KΛ,t| ≤ C
k+m tm/4
for every Λ ∈ Fm,k. Since the number of diagrams in Fm,k is bounded by C
k+m, it follows immediately
that ∣∣∣Tr J (k) ξ(k)m,t
∣∣∣ ≤ Ck+mtm/4 .
Note that, from (6.12), one may expect ξ
m,t to be proportional to t
m. The reason why we only get
a bound proportional to tm/4 is that we effectively use part of the time integration to control the
singularity of the potentials.
Note that the only property of γ
(k+m)
0 used in the analysis of (6.15) is the estimate (6.3), which
provides the necessary decay in the momenta of the leaves. However, since the a-priori bound (6.4)
hold uniformly in time, we can use a similar argument to bound the contribution arising from the
error term η
n,t in (6.13) (as explained above, also η
n,t can be expanded analogously to (6.14), with
contributions associated to Feynman graphs similar to (6.15); the difference, of course, is that these
contributions will depend on γ
(k+n)
s for all s ∈ [0, t], while (6.15) only depends on the initial data).
Thus, we also obtain ∣∣∣Tr J (k) η(k)n,t
∣∣∣ ≤ Ck+n tn/4 . (6.19)
This bound immediately implies the uniqueness. In fact, given two solutions Γ1,t = {γ
1,t }k≥1 and
Γ2,t = {γ
2,t }k≥1 of the infinite hierarchy (4.1), both satisfying the a-priori bounds (6.4) and with
the same initial data, we can expand both in a Duhamel series of order n as in (6.11). If we fix
k ≥ 1, and consider the difference between γ
1,t and γ
2,t , all terms (6.12) cancel out because they
only depend on the initial data. Therefore, from (6.19), we immediately obtain that, for arbitrary
(sufficiently smooth) compact k-particle operators J (k),
∣∣∣TrJ (k)
1,t − γ
)∣∣∣ ≤ 2Ck+n tn/4
Since it is independent of n, the left side has to vanish for all t < 1/C4. This proves uniqueness
for short times. But then, since the a-priori bounds hold uniformly in time, the argument can be
repeated to prove uniqueness for all times.
References
[1] Adami, R.; Golse, F.; Teta, A.: Rigorous derivation of the cubic NLS in dimension one. Preprint:
Univ. Texas Math. Physics Archive, www.ma.utexas.edu, No. 05-211.
[2] M.H. Anderson, J.R. Ensher, M.R. Matthews, C.E. Wieman, and E.A. Cornell, Science 269
(1995), 198.
[3] Bardos, C.; Golse, F.; Mauser, N.: Weak coupling limit of the N -particle Schrödinger equation.
Methods Appl. Anal. 7 (2000), 275–293.
[4] K. B. Davis, M. -O. Mewes, M. R. Andrews, N. J. van Druten, D. S. Durfee, D. M. Kurn and
W. Ketterle, Phys. Rev. Lett. 75 (1995), 3969.
[5] Erdős, L.; Schlein, B.; Yau, H.-T.: Derivation of the cubic non-linear Schrödinger equation from
quantum dynamics of many-body systems. Invent. Math. 167 (2007), no. 3, 515-614.
[6] Erdős, L.; Schlein, B.; Yau, H.-T.: Derivation of the Gross-Pitaevskii equation for the dynamics
of Bose-Einstein condensate. To appear in Ann. of Math. Preprint arXiv:math-ph/0606017.
[7] Erdős, L.; Schlein, B.; Yau, H.-T.: Rigorous derivation of the Gross-Pitaevskii equation. Phys.
Rev. Lett. 98 (2007), no. 4, 040404.
[8] Erdős, L.; Yau, H.-T.: Derivation of the nonlinear Schrödinger equation from a many body
Coulomb system. Adv. Theor. Math. Phys. 5 (2001), no. 6, 1169–1205.
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Rev. Lett. 88 (2002), no. 17, 170409.
[10] Lieb, E.H.; Seiringer, R.; Yngvason, J.: Bosons in a trap: a rigorous derivation of the Gross-
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http://arxiv.org/abs/math-ph/0606017
	Introduction
	Heuristic Derivation of the Gross-Pitaevskii Equation
	Main Results
	General Strategy of the Proof and Previous Results
	Convergence to the Infinite Hierarchy
	Uniqueness of the Solution to the Infinite Hierarchy
	Higher Order Energy Estimates
	Expansion in Feynman Graphs
