Professional Documents
Culture Documents
on Metric Spaces
Craig Calcaterra
29 November 2008
Version 1.0
ii
Contents
Preface v
Introduction vii
0.1 Context and objective . . . . . . . . . . . . . . . . . . . . . . . . vii
0.2 Example: flows on L2 (R) . . . . . . . . . . . . . . . . . . . . . . xi
0.3 Example: flows on manifolds . . . . . . . . . . . . . . . . . . . . xiv
0.4 Example: flows on a space with no linear structure . . . . . . . . xxi
0.5 Chapter outline . . . . . . . . . . . . . . . . . . . . . . . . . . . . xxiii
0.6 Prerequisites . . . . . . . . . . . . . . . . . . . . . . . . . . . . . xxv
0.7 Abridged version of the book . . . . . . . . . . . . . . . . . . . . xxv
0.8 Acknowledgements . . . . . . . . . . . . . . . . . . . . . . . . . . xxvi
I Theory 1
1 Flows 3
1.1 Generating flows with arc fields . . . . . . . . . . . . . . . . . . . 3
1.1.1 The fundamental theorem . . . . . . . . . . . . . . . . . . 3
1.1.2 Local flows . . . . . . . . . . . . . . . . . . . . . . . . . . 14
1.1.3 Global flows . . . . . . . . . . . . . . . . . . . . . . . . . . 17
1.2 Forward flows and fixed points . . . . . . . . . . . . . . . . . . . 19
1.3 Invariant sets . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
1.4 Commutativity of flows . . . . . . . . . . . . . . . . . . . . . . . 22
3 Foliations 41
3.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
3.2 Local integrability . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.3 Commutativity of flows . . . . . . . . . . . . . . . . . . . . . . . 58
3.4 The Global Frobenius Theorem . . . . . . . . . . . . . . . . . . . 60
iii
iv CONTENTS
II Examples 71
4 Brackets on function spaces 73
8 Counter-examples 119
This book explores the subject of metric geometry using continuous dynamics.
Metric geometry is currently experiencing intense interest, due to Perelman’s
solution of the Poincare’s Conjecture and the influence of Gromov’s ideas on
string theory in physics. Despite this advanced pedigree, metric geometry begins
at a basic level requiring no more than an undergraduate introduction to point
set topology and the definition of a distance metric. The novel perspective of
this text is the focus of using flows on an abstract metric space to crack into
geometric objects such as foliations. The abstract environment allows us to
pinpoint the necessary ideas to make all our analytic constructions—we employ
the bare minimum definitions for creating dynamics, geometric decompositions,
and approximations on metric spaces. This book is written with students in
mind, with the intention of using this minimum apparatus to make learning and
understanding the ideas easier. Hopefully the treatment will be of interest to
researchers as well, being the first unified presentation of this dynamic approach
to metric geometry. Further, researchers can use this abstract environment to
test the limits of their understanding of fundamental constructions such as flows,
Lie derivatives, foliations, holonomy and connections.
v
vi PREFACE
Introduction
In this chapter the case is made for the importance of studying flows on a metric
space. The concept of a metric space is the deepest point of contact between
geometry and analysis; we gain new perspective on these subjects by generalizing
several of their results to metric spaces. The generalized Fundamental Theorem
of Ordinary Differential Equations and Frobenius’ Foliation Theorem are the
major theoretical results of this book. The first theorem belongs to analysis
and the second to geometry.
The greater generality also gives a richer palette for mathematical modeling,
as demonstrated with novel dynamics on H (Rn ), the space of nonempty com-
pact subsets of Rn . Innovative dynamics arise even on well-studied spaces. E.g.,
geometric control theory on function spaces leads to our centerpiece example:
low-frequency trigonometric series can approximate any L2 function on any in-
terval, Theorem 94 and Example 95, which the reader can turn to immediately,
before learning the details of metric space dynamics which conceived the idea.
is complete. Every major result in this book is written at this generality, so our
constant friend is the triangle inequality—exploited without acknowledgement.
The most important metric spaces include n-dimensional Euclidean space Rn ,
Riemannian manifolds and function spaces such as L2 (R). Appendix A gives
vii
viii INTRODUCTION
definitions for these and other examples and lists general properties of metric
spaces.
The term “continuous dynamics”, as opposed to “discrete dynamics”, means
the study of flows:
taken over all finite partitions {t0 , t1 , ..., tn } of its domain I. A curve c : I → X
has speed bounded by ρ with ρ ≥ 0 if d (c (s) , c (t)) ≤ ρ |s − t| for all s
and t in I. The speed of c is the infimum of all such bounds ρ. The length
of the curve restricted to any interval [t1 , t2 ] ⊂ I is then less than or equal
to ρ |t1 − t2 |, and the notion of speed as length-traveled-divided-by-time is still
valid (infinitesimally and on average) in metric spaces.
where the metric d is derived from the norm, d (x, y) := x − y. So the smooth-
ness of a curve c is determined by its tangency with a special curve, an arc, l.
Remember (Appendix B) nearly any ODE may be rewritten as a vector field
problem
x = V (x)
where V : Rn → Rn is the vector field and a solution is a curve σx0 : I → Rn
with initial condition σ x0 (0) = x0 ∈ Rn satisfying
d
σ x (t) = V (σx0 (t)) .
dt 0
The fundamental result of ODEs is: if V is Lipschitz continuous then there exists
a collection of solutions which generates a unique local flow F (x, t) := σ x (t).
We generalize this result in Chapter 1 using the idea contained in (2) that a
curve can represent a vector or derivative. In analogy with vectors on a linear
space, we study arcs on a metric space. Whereas the vector field V specifies a
direction V (x) ∈ Rn at each point x ∈ Rn to which solutions must be tangent,
an arc field X specifies a direction with an arc at each point x. So an arc field
is a map X : M × [−1, 1] → M with X (x) : [−1, 1] → M being the arc at the
position x ∈ M .
To make the generalization claimed in the previous paragraph more concrete,
let us show how every vector field V may be naturally represented as an arc
field X. Define X : Rn × [−1, 1] → Rn by X (x, t) := x + tV (x). If σx0 : I → Rn
is a solution to the vector field problem, then σ x0 is also tangent to X at each
value t ∈ I in the sense that
d (σ (t + h) , X (σ (t) , h))
lim = 0.
h→0 h
To check this notice
d (σ (t + h) , X (σ (t) , h))
lim
h→0 h
d (σ (t + h) , σ (t) + hV (σ (t))) σ (t + h) − σ (t)
= lim = lim − V (σ (t))
h→0 h h→0 h
d
=
dt σ (t) − V (σ (t)) = 0.
What is the simplest example of a flow on M? For many visual thinkers, trans-
lating the graph leaps to mind:
F (f, t) (x) := f (x + t) .
f (x + t) and f (x)
The two flow properties are automatically verified: (i) F (f, 0) = f and (ii)
F (F (f, s) , t) = F (f, s + t) for any f ∈ L2 (R). In fact {F (·, t) |t ∈ R} is
clearly a family of isometries of M .
For f := χ[0,1]
F (f, t + h) − F (f, t)
1
= h χ[1+t,1+t+h] − χ[t,t+h]
h
xii INTRODUCTION
has norm 2/h and does not converge to a member of L2 (R) as h → 0. The
linear structure of the vector space L2 (R) is not helping in our quest to analyze1
F.
Even more fundamentally bothersome is the fact that the speed of the flow is
not locally bounded, i.e., the speed of the curves F (f, ·) can become arbitrarily
large on any neighborhood of M .
(Here we are referring to the notion of speed defined technically above. The
speed of F (f, ·) is not related to the rate the graph is translated on the R axis—
which is constantly 1. The metric is biased toward the structure of addition
of functions in order to achieve a norm and is less sensitive to comparing how
similar the graphs appear. Reread the definitions carefully so as not to be misled
by initial intuition.)
This difficulty with translation is at the heart of many obstacles to answering
the well-posedness of partial differential equations (PDEs), since translation is
the solution of
∂F ∂F
∂t = ∂x .
This is the simplest non-trivial partial differential equation and yet we already
see the “unbounded” property of some functional analysis operators rearing its
head. This warns us about the difficulties inherent in transporting the language
and intuition of continuous dynamics in finite dimensions to infinite dimensions
or more general metric spaces. L2 is a beautiful, complete metric space which
is natural to consider as an environment for solving PDEs, but the pitfall men-
tioned in this paragraph may lead us to widen our search to other metric spaces.
G (f, t) := f + tg
for any choice of g ∈ L2 (R). The evolution of the graph of Gt (f) as t changes
is not quite as easy to visualize as Example 2; but since G respects the vector
space structure, it is much tamer analytically. Verifying the flow properties is
trivial. Continuity in particular follows immediately from the properties of the
norm. In fact the speed is globally bounded by ρ := g since
1 This difference quotient does, of course, converge to a difference of Dirac point distrib-
utions δt+1 − δ t if we bother to define the wider notion of a distribution in the linear dual.
Admittedly we’re being overly critical on the value of linearity at this stage, but read on and
note for yourself why even the use of covectors won’t simplify the analysis.
0.2. EXAMPLE: FLOWS ON L2 (R) xiii
How do our two flows F and G from Examples 2 and 3 compare? How do
they interact on M, and what does this tell us about M ? Let us determine the
reachable set for this pair of flows. The reachable set is an object of fundamental
concern in the subject of control theory, which we take up in greater detail in
§3.5. Imagine we are running some process which allows us to apply either flow
F or G successively, at will, to an initial condition in our configuration space
M. The reachable set starting from the initial point f is then defined as
RF,G (f ) := Gsn Ftn Gsn−1 Ftn−1 ...Gs1 Ft1 (f ) ∈ M |si , ti ∈ R, n ∈ N .
Gsn Ftn Gsn−1 Ftn−1 ...Gs1 Ft1 (f) = Gs1 +...+sn Ft1 +...+tn (f) = Gs Ft (f) .
Perhaps surprisingly F and G are usually far from commutative, and by how
much depends on the function g:
F (G (f, t) , t) − G (F (f, t) , t) dg
lim =
t→0 t2 dx
if g is differentiable. Following the ideas of geometric control theory, this break
in holonomy suggests the reachable set is more than two-dimensional. In fact
RF,G (f ) should be dense in the span of the set of all Lie brackets generated by
F and G.
xiv INTRODUCTION
where x mod 2π is the remainder upon dividing x by 2π. The torus T 2 is most
easily geometrically visualized when embedded in R3 as a doughnut: First embed
the circle S 1 in R3 via a map such as c (t) := (0, 3 + sin t, cos t), then rotate the
circle around the z-axis with the embedding S : T 2 → R3
cos s − sin s 0 0
S (s, t) := sin s cos s 0 3 + sin t .
0 0 1 cos t
Figure 1: T 2 embedded in R3
again foliate T 2 .
The solutions to the vector field f (x, y) := (1, a) generate the flow F . Here
the number (1, a) really represents the curve
cepts that share its name. As a striking case of poor terminology, when studying dynamics
on abstract function spaces three of these definitions may be needed in a single example:
probability distributions, functionals, and subbundles, e.g, in Example 85.
0.3. EXAMPLE: FLOWS ON MANIFOLDS xix
Figure 4: 4 leaves of another toral foliation are depicted: 2 circles and two
partially-complete squished toral helices. Everyone loves a Slinky.
Frobenius’ Theorem has an important corollary for control theory, the Chow-
Rashevsky Theorem, concerning the reachable set of a control system: If ∆ (f, g)
is involutive then the situation is simple, and the reachable set Rf,g (x) is the
leaf of the foliation through x; both sets consist of the set of all points in the set
of all piecewise differentiable paths containing x with derivatives being linear
combinations of f and g. If ∆ (f, g) is not involutive then [f, g] is transverse
to any surface tangent to f and g, so cycling through the motions of f and g
according to the bracket definition sends us away from the tangent surface, and
thus the reachable set is not as simple as in the involutive case. But there is a
simple solution in this case as well. If ∆ (f, g) is not involutive, then we may form
0.4. EXAMPLE: FLOWS ON A SPACE WITH NO LINEAR STRUCTURExxi
So the flow of any iterated bracket is in Rf,g (x). This shows that the leaf
is contained in the closure of the reachable set; the (less interesting) reverse
inclusion follows from the Nagumo-Brézis invariant-set theorem, proven in §1.3.
Vector fields on a manifold are generalized to metric spaces with arc fields
as a special family of curves (cf. the technical description on page 3). The
definition of Lie brackets (§2.2) is essentially the same on metric spaces as given
above for manifolds. But to define distributions (§3.4) using spans of arc fields,
and also to define involutivity, we need an arithmetic for flows on a metric space—
but metric spaces have no usable linear structure by definition. Surprisingly,
though you cannot add points together in a metric space, you can add arc fields
in a natural way which faithfully generalizes the linear properties of vector
fields on manifolds: scalar multiplication is defined by changing the speed of
the curves, and arc fields can be added simply by composing them (§2.1). Then
global foliations on metric spaces follow with a new proof of Frobenius’ Theorem
(Chapter 3). The Chow-Rashevsky Theorem is generalized in §3.5.
Example 6 Let (Rn , d) be the usual n-dimensional Euclidean space. The met-
ric space H (Rn ) is the set of all nonempty compact subsets of Rn and the
Hausdorff distance is given by
dH (a, b) := max sup inf {d (x, y)} , sup inf {d (x, y)} .
x∈a y∈b y∈a x∈b
Using the simplifying notation d (x, a) := inf {d (x, y)} =: d (a, x) for x ∈ Rn
y∈a
and a ⊂ Rn , we have
What makes this space interesting for modeling is that shapes of homoge-
neous matter are merely points
in this metric space. A circle, a rectangle,
a
pentagram: all points in H R2 . A ball, a box, a cloud: points in H R3 .
Exercise 7 Find dH (a, b) when a ∈ H R2 is the unit coordinate box
a := { (x, y)| 0 ≤ x ≤ 1, 0 ≤ y ≤ 1}
and b ∈ H R2 is the unit ball
b := (x, y)| x2 + y 2 ≤ 1 .
Exercise 8 Determine which points are in the ball BdH (0, 1) ⊂ H R2 .
Hint: BdH (0, 1) = Bd (0, 1) and the word “point” is easily misinterpreted
here.
As further motivation for the potential of this space, answer the question:
Looking at a black and white newspaper photo with a magnifying glass we see a
finite
collection
of black dots. This photograph may be thought of as a point in
H R2 , the compact set representing the union of the black dots which forms
0.5. CHAPTER OUTLINE xxiii
Very well then, H (Rn ) has a strong potential for describing all sorts of
shape changes, but do we have any control on this profusion of information
with which H (Rn ) presents us? How do we mathematically encapsulate motion
or characterize forces on such a space? Can we generalize differential equations,
somehow? Even then, could we stomach any calculations with this complicated
metric? Happily, all of these questions have positive answers.
Let’s construct some curves in H (Rn ).
Chapter 4: Brackets on function spaces The Lie bracket and the Frobenius
Theorem are applied to simple flows on L2 (R) to make good on the
promises of §0.2. Various foliations of L2 and other function spaces
are explored.
Chapter 5: Approximation with non-orthogonal families Applications of the
results of Chapter 4 give surprising new approximation methods us-
ing non-orthogonal
familiesof functions such as translations of a
−(x+1/n)2
Gaussian e |n ∈ N in §5.1 and low-frequency trigonomet-
ix/n
ric functions e |n ∈ N in §5.2.
Chapter 6: More flows on function spaces PDEs are rewritten as arc fields
avoiding derivatives.
Chapter 7: Flows on H (Rn ) A continuous version of the discrete IFS fractal
generator and other flows with novel dynamics are introduced.
Some sections are not logically dependent on others. The fastest tour of the
highpoints is
§1.1 → §2.1 → §2.2 → §3.2 → §4 → §5
0.6. PREREQUISITES xxv
0.6 Prerequisites
Technically the prerequisites for understanding this book are very basic; a single
semester of undergraduate analysis which introduces the concept of a limit in
a metric space is sufficient. We’ve made efforts to keep the book self-contained
and gently introduce each concept. Certainly, those with experience in the
differentiable-manifold presentations of flows, Lie brackets and foliations will
find this generalized environment easy to apprehend. When released from the
details of charts, atlases and coordinates, new students may likewise find these
concepts simpler to grasp.
Several proofs are extremely long. This is a good place to apologize, justify
ourselves, and prepare the reader. This is an abstract subject with concrete
claims. We are a bit defensive, therefore, and feel the need to detail every
pedestrian step exhaustively. Instead of relying on our readers’ mathematical
dexterity in this unfamiliar terrain, we spoiled the fun and printed out six-page
proofs. Instead of slogging through, line by line, it may be more productive for
you to read the proof’s outline, then create one yourself.
(X + Y )t (x) := Yt Xt (x)
and
(aX)t (x) := Xat (x) .
The Lie bracket [X, Y ] of two arc fields is given by
maximal integral surface through each point in M . The integral surfaces, pieced
together, foliate M.
is controllable with G and Z, for any choice of interval [a, b]. Consequently se-
N 2
N
ries of Gaussians ak e−(x+1/k) or low-frequency trig series ak eix/k may
k=0 k=M
be made arbitrarily close to any square integrable function.
0.8 Acknowledgements
This theory took more than 10 years to commit to paper, though I had assumed
it could be hammered out in a few months. It’s all Axel Boldt’s fault. To
my constant irritation, he corrected countless mistakes and misunderstandings,
which really slowed down the creative process. He also introduced me to several
branches of mathematics, which distracted me from metric spaces, and made
me a more versatile mathematician. Thanks for screwing up my focus, pal.
Michael Green was the mathematician who gave me the most extensive and
useful feedback on this manuscript. David Bleecker suggested I write this book,
which was the strangest thing I had seen him do, so I took him seriously. He
has been my greatest supporter in the development of these ideas.
Except for my wife, Karen. Often when authors thank their wives, I imagine
a shrew who speeds the writing of a book by folding her arms and tapping her
feet at the doorway to the study. But Karen took an interest in all the ideas
in this book, even the applications outside her field of expertise. She was my
best sounding board, my best critic. And by introducing me to fatherhood then
guiding me for a year abroad in China, she’s been my best teacher.
Part I
Theory
1
Chapter 1
Flows
3
4 CHAPTER 1. FLOWS
(i.e., X (x, ·) is Lipschitz), and the function ρ (x) is locally bounded, meaning
there exists r > 0 such that
Condition E1: For each x0 ∈ M , there exist positive constants r, δ and Λ such
that for all x, y ∈ B (x0 , r) and t ∈ (−δ, δ)
Condition E2: For each x0 ∈ M, there exist positive constants r, δ and Ω such
that for all x ∈ B (x0 , r) and s ∈ (−δ, δ) and any t with |t| ≤ |s|
and
d (Xs+t (x) , Xt (Xs (x))) = O (|st|)
Figure 1.1: E1 and E2 are continuity conditions on X which ensure some geo-
metric regularity using only the metric.
E1.
so ΩX := Kf2 x. Further the solutions to the arc field are precisely the solutions
to the vector field guaranteed by the fundamental theorem since
σ (t + h) − σ (t)
d σ (t + h) , Xσ(t) (h) = |h| − f (σ (t))
h = o (h)
⇔ σ (t) = f (σ (t)) .
The basic iterative trick for proving ODEs are well-posed on Rn , or more
generally on a Banach space, applies just as well for arc fields on general metric
spaces. For economy of description we use round brackets in the superscript,
f (i) , to denote the composition of a map f : M → M with itself i times. So, for
example,
(i)
Xt/2n (x) = Xt/2n ◦ Xt/2n ◦ ... ◦ Xt/2n (x) .
i comp ositions
Then given x ∈ M and a positive integer n, we may define the n-th Euler
curve ξ n : (−2n , 2n ) → M for X starting at x as
(2n )
ξ n (t) := Xt/2n (x) (1.2)
exists for each t sufficiently close to 0 and define σx (t) as this limit. Then σx (t)
will be shown to be tangent to X at t = 0. The elaborate chain of elementary
1.1. GENERATING FLOWS WITH ARC FIELDS 7
calculations checking these two facts becomes convoluted, but the inspiration
guiding us is sketched simply enough in Figures 2.2 and 2.3. We then establish
σx (s + t) = σσx (s) (t) which shows σx is tangent to X at all t in its domain
by the previous result. Uniqueness of solutions is elaborated and verified in
Remark 17, below.
First we show that for sufficiently small c > 0 the image of the Euler curves
ξ n ([−c, c]) must remain bounded for all n. This is intuitively true because the
arc field X from which the Euler curve is constructed has locally bounded speed
ρ < ∞, so successively following 2n compositions of X for small time t/2n does
not allow us to travel further than ρ |t| distance. This is exactly correct, but we
need to demonstrate how we can achieve this bound using only the metric. We
exhaust the rest of this voluminous paragraph with the tedious details. Suppose
r > 0 is chosen so ρ (x, r) < ∞. If ρ (x, r) = 0, then σ (t) := x defines a solution
curve and there is nothing to prove. Thus, assume ρ (x, r) > 0, and let
c := r/ρ (x, r) .
We assume hereafter that t is restricted to |t| < c and |t| < 1, guaranteeing the
Euler curve ξ n (t) is well defined. In this case we claim ξ n (t) ∈ B (x, r): the
triangle inequality gives
2n
(k−1) (k)
d (x, ξ n (t)) ≤ d Xt/2n (x) , Xt/2n (x)
k=1
(0)
where Xt/2n (x) = x by definition.
(k−1) (k)
d Xt/2n (x) , Xt/2n (x) = d y, Xt/2n (y) ≤ ρ (y) |t| /2n for each k
(k−1)
where y := Xt/2n (x). So if y ∈ B (x, r) then ρ (y) ≤ ρ (x, r) and induction
allows us to conclude
Next we additionally assume the above r > 0 is chosen small enough that
Λ and Ω from Conditions E1 and E2 hold uniformly on B (x, r) and for conve-
nience, that Λ, Ω > 1. We may further assume the closure B (x, r) is a complete
metric subspace of M by again taking r to be smaller if need be. In this carefully
chosen neighborhood we will now show the Euler curves converge by proving ξ n
is Cauchy. (If M were locally compact, Arzela-Ascoli would allow us to bypass
this one page verification.)
8 CHAPTER 1. FLOWS
Figure 2.2: To prove the Euler curves are Figure 2.3: To prove tangency apply
Cauchy, apply E1 and E2 repeatedly to E1 and E2 to estimate the distance
estimate the distance between ξ n (t) and between Xt (x0 ) and ξ n (t) → σx (t) .
ξ n+1 (t) tracking back to
ξ n (0) = x0 = ξ n+1 (0) .
Consider
(2n ) (2n+1 )
d ξ n (t) , ξ n+1 (t) = d Xt/2n (x) , Xt/2n+1 (x)
(2n ) (2) (2n −1) (2) (2n −1) (2n+1 )
≤ d Xt/2n (x) , Xt/2n+1 Xt/2n (x) + d Xt/2n+1 Xt/2n (x) , Xt/2n+1 (x)
(2n −1)
for y := Xt/2n (x) using Condition E2, while the second term is approximated
by
(2) (2n −1) (2n+1 )
d Xt/2n+1 Xt/2n (x) , Xt/2n+1 (x)
(2) (2n −1) (2) (2n+1 −2)
= d Xt/2n+1 Xt/2n (x) , Xt/2n+1 Xt/2n+1 (x)
2
(2n −1) (2n+1 −2) |t|
≤ d Xt/2n (x) , Xt/2n+1 (x) 1 + n+1 Λ
2
Letting n → ∞ gives
d (σ x (t) , Xx (t)) ≤ e|t|Λ t2 Ω = O t2 (1.4)
locally uniformly in x.
Next we show σx is locally 2nd-order tangent to X for all t. This will be
done if we show σ x (s + t) = σσx (s) (t) because in that case
d σx (s + t) , Xσx (s) (t) = d σ σx (s) (t) , Xσx (s) (t) = O t2
this last equality having been established by line (1.4). Using (1.3) we have
(n)
d Xt (x) , Xt/n (y) ≤ d (x, y) + t2 Ω e|t|Λ (1.5)
since
(n) (n) (n) (n)
d Xt (x) , Xt/n (y) ≤ d Xt (x) , Xt/n (x) + d Xt/n (x) , Xt/n (y)
n
2 |t|Λ |t|
≤ t Ωe + 1 + Λ d (x, y) ≤ d (x, y) + t2 Ω e|t|Λ .
n
since
(j) (j/k) (k) (k[j/k−1]) (j/k−1)
d Xt/j (x) , Xkt/j (x) = d Xt/j Xt/j (x) , Xkt/j Xkt/j (x)
!
kt 2
(k[j/k−1]) (j/k−1)
≤ d Xt/j (x) , Xkt/j (x) + Ω e|kt/j|Λ ≤ ...
j
2 2
(0) (0) kt |kt/j|Λ |kt/j|Λ kt |kt/j|Λ
... d X t/j (x) , X kt/j (x) + j Ω e + e + j Ω e |kt/j|Λ
≤ 2 e
+... ktj Ω
1.1. GENERATING FLOWS WITH ARC FIELDS 11
(0) (0)
where the sum is taken j/k times and since d Xt/j (x) , Xkt/j (x) = 0 the
above is
( (( ! ) 2 ) 2 )
2
kt |kt/j|Λ |kt/j|Λ kt |kt/j|Λ kt
≤ ... Ω e + e + Ω e + ... Ω e|kt/j|Λ
j j j
2
kt
= Ω
j
k
= t2 Ωe|t|Λ .
j
or better put
(kj) (j)
lim Xt/j (x) = lim Xkt/j (x) (1.7)
j→∞ j→∞
so
j + k = 2i−n + δ (n)
where |δ (n)| < 2. Therefore
This completes the proof that solutions exist which are locally uniformly 2nd-
order tangent to X. The proof of uniqueness follows from Theorem 16 below;
see Remark 17.
12 CHAPTER 1. FLOWS
The above proof actually gives a result stronger than the statement of the
theorem which will be frequently useful:
Corollary 14 Assuming E1 and E2, the solutions σ are locally uniformly
2nd-order tangent to X in the variable x, i.e.,
d (Xx (t) , σ x (t)) = O t2
locally uniformly for x ∈ M ; i.e., for each x0 ∈ M there exist positive constants
r, δ, T > 0 such that for all x ∈ B (x0 , r)
d (Xx (t) , σ x (t)) ≤ t2 T
whenever |t| < δ.
Proof. This was established at line (1.4).
Denote local uniform tangency of two arc fields X and Y by X ∼ Y and
local uniform 2nd-order tangency by X ≈ Y . It is easy to check ∼ and ≈ are
equivalence relations. E.g., transitivity follows from the triangle inequality:
d (Xt (x) , Zt (x)) ≤ d (Xt (x) , Yt (x)) + d (Yt (x) , Zt (x)) .
We use the symbols ∼ and ≈ in many contexts in this monograph (particularly
§3.4), and always with an associated local-uniform-tangency property.
Further, the proof of Theorem 12 gives us another useful fact we will subse-
quently need:
Corollary 15 Assuming E1 and E2, the solutions σ are tangent uniformly over
all arc fields X which satisfy E1 and E2 for specified Λ and Ω.
Proof. This was also established at line (1.4).
Also notice the proof used only the weaker property s = t and not the more
general |t| ≤ |s| from Condition E2 to prove the Euler curves are Cauchy. The
full assumption was used to prove the solution is tangent to the arc field.
1.1. GENERATING FLOWS WITH ARC FIELDS 13
Theorem 16 Let σ x : (αx , β x ) → M and σy : αy , β y → M be two solu-
tions to an arc field X which satisfies E1. Assume (αx , β x ) ∩ αy , β y ⊃ I for
some interval I containing 0, and assume E1 holds uniformly with Λ on a set
containing
{σ x (t) |t ∈ I} ∪ {σy (t) |t ∈ I} .
Then
d (σ x (t) , σy (t)) ≤ eΛ|t| d (x, y) for all t ∈ I.
For h ≥ 0, we have
g (t + h) − g (t)
= e−Λ(t+h) d (σ x (t + h) , σ y (t + h)) − e−Λt d (σ x (t) , σy (t))
= e−Λ(t+h) (d (Xh (σx (t)) , Xh (σ y (t))) + o (h)) − e−Λt d (σx (t) , σy (t))
≤ e−Λt e−Λh d (σx (t) , σ y (t)) (1 + Λh) − e−Λt d (σx (t) , σ y (t)) + o (h)
= e−Λh (1 + Λh) − 1 e−Λt d (σx (t) , σy (t)) + o (h)
= o (h) e−Λt d (σ x (t) , σ y (t)) + o (h) = o (h) (g (t) + 1) .
Remark 19 Theorem 16 gives uniqueness of solutions for any arc field which
satisfies E1 alone. E2 is only used to prove general existence, but E2 is typi-
cally the more difficult condition to verify, so if we can verify solutions exist in
some other manner (perhaps directly calculating the limit of Euler curves, as in
Example 100) E1 is sufficient.
Notice in the proof of Theorem 12 the Euler curves were defined with nodes
spaced at a distance of t/2n . This was for convenience. The simpler expression
(n)
lim Xt/n (x) = σ x (t) (1.8)
n→∞
may also be verified, but we won’t present the more tedious analysis.
Yet a third definition of Euler curves for any real number r > 0 is common:
for i, n ∈ N define
(i)
X(t−i·r2−n ) Xr2−n (x) i · r2−n ≤ t ≤ (i + 1) r2−n
ξ r,n (t) :=
X (i)
(t+i·r2−n ) X−r2−n (x) − (i + 1) r2−n ≤ t ≤ −i · r2−n .
since t = 2n · t2−n .
by the local group property. Theorem 16 requires only there be a set on which
r
E1 is satisfied uniformly by some Λ > 0. Then V := B x0 , e−t0 Λ 4ρ is suffi-
/ 0
r
cient. Now to show the set for Theorem 16 exists. Notice 0, t0 + 2ρ is compact
/ 0
r
and so its continuous image σx0 0, t0 + 2ρ ⊂ M is compact. For each t ∈
/ 0
r
0, t0 + 2ρ there is a ball B (σx0 (t) , rt ) ⊂ M with rt > 0 on which Condition
/ 0
r
E1 is satisfied with Λt . These neighborhoods cover σx0 0, t0 + 2ρ , so there is
a finite subcover {B (σx0 (ti ) , rti ) |i = 1, ..., n}. Let Λ := max {Λi |i = 1, ..., n},
n
let U := ∪ B (σ x0 (ti ) , rti ) and let M \U denote the set complement. The
i=1/ 0
r
function f : 0, t0 + 2ρ → R defined by f (t) := d (σx0 (t) , M \U ) is positive
and continuous on/ a compact 0 domain and so has a minimum m > 0. There-
r
fore any y ∈ σ x0 0, t0 + 2ρ has a neighborhood ball B (y, m) ⊂ U and
therefore
/ any solution
0 curve which stays within a distance of m of the path
r
σx0 0, t0 + 2ρ will have a uniform Λ satisfying E1. Therefore Theorem 16
r
applies and we can choose V := B x0 , e−t0 Λ 4ρ as explained above, giving
r r
(x0 , t0 ) ∈ V × t0 − 2ρ , t0 + 2ρ ⊂ W and W is open. (In fact we have proven
/
r
V × 0, t0 + 2ρ ⊂ W .)
Now proving continuity is easy. Since X is an arc field, it has locally bounded
speed and there exists r > 0 and a local bound on speed ρ := ρ (σ x0 (t0 ) , r) < ∞
for Xy for all y ∈ B (σx (t0 ) , r), in particular Lemma 21 requires the speed of
r
σx0 (t) be bounded by ρ for all t with |t − t0 | < 2ρ . Using Theorem 16 (on the
set constructed in the previous paragraph for which Λ is uniform) and Lemma
1.1. GENERATING FLOWS WITH ARC FIELDS 17
d (F (x, t) , F (x0 , t0 ))
= d (σx (t) , σ x0 (t0 )) ≤ d (σx (t) , σ x0 (t)) + d (σ x0 (t0 ) , σ x0 (t))
≤ eΛ(|t0 |+1) d (x0 , x) + ρ (σx (t0 ) , r) |t0 − t| → 0.
To guarantee globally defined flows, first the space cannot have holes, i.e.,
M must be complete. Secondly we must limit the magnitude of the vector field
to prevent the situation in Example 23, which inspires the following
Hence, if the relation (1.11) holds for a point x, then for any other y ∈ X we
also have
ρ (y, r) ≤ c1 (y) r + c2 (y) , (1.12)
where c1 (y) = c1 (x) and c2 (y) = c1 (x) d (x, y) + c2 (x).
Proof. A similar proof in this context of metric spaces appears in [18]. Most
other proofs on manifolds can be easily transferred to our current situation.
Assume t ≥ 0 (the case t < 0 being similar). Then for any partition 0 =
t1 < t2 < ... < tn+1 = t of [0, t] we have
n
n
d (σ x (t) , x) ≤ d (σ x (t) , σx (0)) ≤ d (σx (ti ) , σx (ti+1 )) ≤ ρ (σx (si )) |ti+1 − ti |
i=1 i=1
In other words, for f (t) := d (σx (t) , x) we wish to use the inequality
t
f (t) ≤ c1 f (s) + c2 ds (1.13)
0
With this identification of flows being arc fields (but not usually vice-versa)
we may simplify Corollary 14 to:
d (σ (t + h) , X (σ (t) , h))
lim = 0,
h→0+ h
i.e., t and h are restricted to positive values. We explicitly spell out the minor
changes to Conditions E1 and E2 since a new possibility of allowing negative
ΛX will prove to be useful.
Condition E1: For each x0 ∈ M, there are constants r > 0, δ > 0 and Λ ∈ R
such that for all x, y ∈ B (x0 , r) and t ∈ [0, δ)
Condition E2:
d (Xs+t (x) , Xt (Xs (x))) = O (st)
for 0 ≤ t ≤ s as s → 0, locally uniformly in x.
as desired.
We will show the following estimate can be made arbitrarily small.
n
d (Gt Ft (x) , Ft Gt (x)) ≤ d Gt Ft (x) , Yt/n Xt/n (x) (1.16)
n n n
+d Yt/n Xt/n (x) , Xt/n Yt/n (x) + d Xt/n Yt/n (x) , Ft Gt (x)
The above lemma (1.15) satisfactorily bounds the middle term by
n n t
d Yt/n Xt/n (x) , Xt/n Yt/n (x) ≤ nt φ nt e2 n Λ → 0 (1.17)
as n → ∞. Next
n
d Gt Ft (x) , Yt/n Xt/n (x)
n n n n n
≤ d Gt Ft (x) , Yt/n Xt/n (x) + d Yt/n Xt/n (x) , Yt/n Xt/n (x) .
The first term converges to 0 as n → ∞ by the Euler curve approximation, so
let us consider the second term separately:
n n n
d Yt/n Xt/n (x) , Yt/n Xt/n (x)
( n−k k n−k )
n−2 Yt/n Xt/n Yt/n Xt/n (x) ,
≤ d n−k−1 k+1 n−k−1 (1.18)
k=0 Yt/n Xt/n Yt/n Xt/n (x)
using only the triangle inequality since
n 1 n−1 1
Yt/n Xt/n (x) = Yt/n Xt/n Yt/n Xt/n (x) , etc.
k
Denote yk := Xt/n (x) so
n−k k n−k n−k−1 k+1 n−k−1
d Yt/n Xt/n Yt/n Xt/n (x) , Yt/n Xt/n Yt/n Xt/n (x)
k+1 k+1 n−k−1
≤ d Yt/n Xt/n (yn−k−1 ) , Xt/n Yt/n (yn−k−1 ) 1 + Λ nt
2(k+1) n−k−1 n+k+1
≤ nt φ nt 1 + nt Λ 1 + Λ nt = nt φ nt 1 + Λ nt .
24 CHAPTER 1. FLOWS
n−2
t
t n+k+1 n+1 n−2
k
≤ nφ n 1 + Λ nt = nt φ nt 1 + Λ nt 1 + Λ nt
k=0 k=0
t n−1
t
t
t n+1 1+ Λ n − 1
= nφ n 1 + Λn (& using Λ > 1 gives)
1 + Λ nt − 1
n+1 n−1 2n
≤ φ nt 1 + Λ nt 1 + Λ nt = φ nt 1 + Λ nt ≤ φ nt e2Λt → 0
and similarly
Fmt Gnt (x) = Gnt Fmt (x)
for any m, n ∈ N (or Z for the bidirectional case) by induction. Since t may
be chosen arbitrarily, for small enough t we have Fr Gs (x) = Gs Fr (x) for any
valid r, s ∈ Q. By the continuity of the flows F and G, the result follows.
This theorem is a generalization of a classical result in mechanics, as will be
obvious once we introduce the metric space analog of the Lie bracket in §2.2,
which allows an alternate proof given in §3.3.
Chapter 2
25
26 CHAPTER 2. LIE ALGEBRA ON METRIC SPACES
Theorem 42 If a and b are locally Lipschitz functions and X & Y close and
satisfy E1 and E2, then aX + bY is an arc field which satisfies E1 and E2 and
so has a unique local flow.
If in addition a and b are globally Lipschitz and X and Y have linear speed
growth, then aX + bY generates a unique flow.
Proof. We haven’t proven aX and bY close, but this is a straightforward
definition check, as is the fact that aX + bY has linear speed growth.
Now we have the beginnings of a linear structure associated with M. For
instance, expressions such as X − Y make sense:
X − Y := X + (−1)Y
where −1 is a constant function on M. Further, 0 is an arc field defined as the
constant map
0 (x, t) := x.
Note the space of all Lipschitz functions a : M → R is a ring.
Theorem 43 (Module properties) Let X,Y , and Z be arc fields which satisfy
Conditions E1 and E2 and assume X & Y , Y & Z, and X & Z all close. Let
a : M → R and b : M → R be locally Lipschitz functions. Then
locally uniformly. Checking (viii) notice if a and b are constant, then this
is simply Condition E2. Since we want the result for Lipschitz functions we
carefully verify
d ([(a + b) X]t (x) , (aX + bX)t (x)) = d X(a(x)+b(x))t (x) , Xb(Xa(x)t (x))t Xa(x)t (x)
≤ d X(a(x)+b(x))t (x) , Xb(x)t Xa(x)t (x) + d Xb(x)t Xa(x)t (x) , Xb(Xa(x)t (x))t Xa(x)t (x)
≤ t2 |ab (x)| Ω + d Xb(x)t (y) , Xb(Xa(x)t (x))t (y)
aX ∼ aX and X + Y ∼ X + Y
X +Y ∼0 ⇔ Y ∼ −X.
Local flows have the following stronger linearity property, which is printed
here so it may be obliquely referred to in the depths of a long proof in the sequel.
1. for a, b ∈ R, we have aF + bF = (a + b) F
Proposition 45 Let X,Y , and Z be arc fields which satisfy Conditions E1 and
E2 and assume X & Y, Y & Z, and X & Z all close. Let a, b : M → R be
locally Lipschitz functions. Then
(i) X & X close
(ii) Y & X close
(iii) aX & Y close
(iv) X and Y + Z close.
Proof. (i) follows immediately from Condition E2. The others are easy; let
us do the most difficult here:
(iv)
Closure is not transitive lest all arc fields close, since all arc fields close with
the constant 0 arc field. This prevents us from forming a natural local linear
structure fully analogous to the tangent bundle of a manifold via equivalence
classes under ≈ tangency. But by means of Proposition 45 and Theorem 42, we
can form successive linear combinations of arc fields which all close and have
unique solutions, making an object with properties akin to a linear subbundle
of the tangent bundle. We invite the reader to explore extra restrictions on
either arc fields or the space M which guarantee all arc fields close, giving a full
tangent bundle.
Examples for this section form the content of Chapter 6. With the module
properties of this section, a homological analysis of metric spaces would be an
interesting exercise.
Definition 46 Given arc fields X and Y with local flows F and G, define the
bracket [X, Y ] : M × [−1, 1] → M as
4
G−√t F−√t G√t F√t (x) for t ≥ 0
[X, Y ] (x, t) := F− |t| G−√|t| F√|t| G√|t| (x) for t < 0.
√ (2.6)
Here again, without spelling out the details, we implicitly use the trick from
Example 27 to force [X, Y ] to be well defined if the local flows are not defined
for all t ∈ [−1, 1].
There are many different equivalent characterizations of the Lie bracket on
a manifold. (2.6) uses the obvious choice of the asymptotic characterization to
generalize the concept to metric spaces. [X, Y ] (x, t) traces out a small “paral-
lelogram” in M starting at x, which hopefully almost returns to x. The bracket
measures the failure of F and G to commute as will be made clear in Theorems
63 and 62. Notice
(F + G − F − G) x, |t|
for t ≥ 0
[X, Y ] (x, t) :=
(G + F − G − F ) x, |t| for t < 0.
We should very much have preferred to define the bracket of two arc fields X
and Y directly in terms of the arc fields themselves instead of using their flows
F and G. This is not feasible if we want meaningful geometric information as
can be seen in Example 111 p. 119 and Example 112.
The bracket√is not a priori an arc field since it is not clear whether the speed
is bounded as t is employed. This is remedied if the arc fields close:
Proof.
where
C := max {CXY (1 + ΛY ) (1 + ΛX ) , ΩX (1 + ΛY ) , ΩY } .
Letting s = t gives the result.
2.2. METRIC SPACE LIE BRACKET 33
Proposition 48 If X and Y satisfy E1 and E2, and F & G close (as arc fields)
then [X, Y ] is an arc field.
Proof. We establish the local bound on speed. The main purpose of Lemma
47 is to give d ([X, Y ]t (x) , x) = O (t) for t ≥ 0:
d ([X, Y ]t2 (x) , x) = d (G−t F−t Gt Ft (x) , x) = O t2
since F and G satisfy E1 (Theorem 16) and E2 (1-parametery local group prop-
erty). Similarly, for t < 0
Therefore
d ([X, Y ]t (x) , x) = O (t)
for both positive and negative t. Then since |t| is Lipschitz except at t = 0
we see [X, Y ] has bounded speed.
which is not enough to give that F & G close. But it is enough to prove [X, Y ] is
an arc field, referring to the proof of Proposition 48, which only uses s = t from
the closure condition. So even though Lipschitz vector fields may be nonsmooth,
with undefined classical Lie bracket, their metric space bracket is meaningful
and will give us geometric information on any Banach manifold, as we shall
see in Theorem 62. It is an open question whether the arc field bracket of two
Lipschitz vector fields is always well-posed.
Proof.
This is not conceptually
difficult, just notationally labyrinthine.
d Fx (t + h) , XFx (t) (h) = o (t) for all x ∈ M implies
(vi) Let’s check two cases; all others are similarly obvious.
φ∗ φ∗ F (x, t) = φ∗ φ F φ−1 (x) , t = φ−1 φ F φφ−1 (x) , t = F
and
φ∗ φ∗ a (x) = φ∗ a (φ (x)) = a φ−1 φ (x) = a (x) .
(vii) Automatic from the definition since φ∗ F and φ∗ G are the local flows
of φ∗ X and φ∗ Y . Checking t ≥ 0
[φ∗ X, φ∗ Y ]t2 (x) = (φ∗ G)−t (φ∗ F )−t (φ∗ G)t (φ∗ F )t (x)
= φG−t φ−1 φF−t φ−1 φGt φ−1 φFt φ−1 (x)
= φG−t F−t Gt Ft φ−1 (x) = φ [X, Y ]t2 φ−1 x = φ∗ [X, Y ]t2 (x)
t < 0 is just as easy.
Notice the formulas hold formally for arbitrary functions a : M → R, but we
restrict ourselves to Lipschitz functions to guarantee φ∗ (aX) still has bounded
speed.
Since pull-back and linearity are established for arc fields, we can now explore
another characterization of the bracket. In the context of M being a smooth
manifold, let F and G be local flows generated by smooth vector fields f :
M → T M and g : M → T M . There it is well known the following “dynamic”
characterization of the traditionally defined Lie bracket is equivalent to the
asymptotic characterization
d ∗
(Ft )∗ g − g
[f, g] = (Ft ) g
= lim . (2.7)
dt t=0
t→0 t
Using this for inspiration, we return to the context of metric spaces with F and
G again the local flows of arc fields X and Y . We have
Ft∗ Gt (x) = (t [X, Y ] + G)t (x) for t ≥ 0 and (2.8)
Fs∗ Gs (x) = (−s [−X, −Y ] − G)−s (x) for s < 0 (2.9)
which hold because
(t [X, Y ] + G)t (x) = Gt [X, Y ]t2 (x)
= Gt G−t F−t Gt Ft (x) = F−t Gt Ft (x) = Ft∗ Gt (x)
and
(−s [−X, −Y ] − G)−s (x)
= Gs [−X, −Y ]s2 (x) = Gs (−G)−|s| (−F )−|s| (−G)|s| (−F )|s| (x)
= Gs G|s| F|s| G−|s| F−|s| (x) = F−s Gs Fs (x) = Fs∗ Gs (x) .
2.3. COVARIANCE AND CONTRAVARIANCE 37
These facts will be used in Chapter 3 for a proof of the fundamental result on
foliations of metric spaces, Theorem 62, as will the following
∗
Proposition 53 If X has local flow F then (Fs ) X ∼ X.
∗
If X satisfies E1 and E2 then (Fs ) X ≈ X.
Proof. (i)
d (φ∗ Xt (x) , φ∗ Yt (x)) = d φ Xt φ−1 (x) , φ Yt φ−1 (x)
≤ Kφ d Xt φ−1 (x) , Yt φ−1 (x) = o (t) .
Similarly for φ∗ . (ii) follows from (i) since φ∗ and φ∗ are inverse:
Y ∼ φ∗ X ⇒ φ∗ Y ∼ φ∗ φ∗ X = X.
Proof. (i)
and
(Gt∗ F )0 (x) = Gt F0 (G−t x) = x
consequently Gt∗ F is a flow and is tangent to Gt∗ X since
where Ω := eΛY t ΩX .
E1 is not quite satisfied, though: for t ≥ 0
φ∗ [X, Y ] = [φ∗ X, φ∗ Y ] = [X , Y ]
Foliations
3.1 Introduction
To give a quick impression of the very geometrical topic of this chapter, let’s
look at a few drawings of leaves and foliations before we delve into the technical
definitions. In R3 consider the set S consisting of the x3 -axis and the unit circle
in the x1 -x2 plane,
S := x ∈ R3 |x1 = 0 = x2 ∪ x ∈ R3 |x21 + x22 = 1, x3 = 0
41
42 CHAPTER 3. FOLIATIONS
Next a spiral is rotated around the z-axis, Figure 3.4. Again (but for
slightly
changed
reasons) the leaf is homeomorphic to a cylinder and M
(0, ∞) × S 1 × S 1 .
You can test your geometric imagination by adding one more twist. Shrink
the spiral as it rotates around the z-axis. This spiral may or may not intersect
the previous copies of itself as it rotates and shrinks, depending on whether or
not the ratio of the rotation rate and the shrinking rate is rational. For Figure
3.5 the rates are chosen so the spiral rotates twice around the x3 -axis before
closing on itself perfectly, giving a surface homeomorphic to a cylinder as in the
case of Figure 3.4, but now the cylinder is twisted twice, Figure 3.6.
If the ratio of dilation to rotation is irrational the surface will not close with
the rotation. Then a single leaf is homeomorphic to the plane, R2 , and dense
in M. See Figure 3.8. We get a situation reminiscent of the irrational flow on
the torus T 2 whose flow lines are dense (Example 5).
In the general case, a local flow gives a local foliation with 1-dimensional
leaves—the integral curves’ paths. In this sense Frobenius’ Foliation Theorem
generalizes the Fundamental Theorem of ODEs. A flow without equilibria fo-
46 CHAPTER 3. FOLIATIONS
liates the whole space (remember Example 5). The existence of a nontrivial
foliation is not guaranteed on general spaces M and depends on the global
topology of M. For example, there is no 1-dimensional foliation of S n for even
numbers n, nor for any compact surface except the torus and the Klein bottle.
distribution has no surface whose tangent spaces coincide with the plane field,
because the reachable set from any point is all of R3 : we can move tangentially
to the plane field by moving parallel to the x1 -axis at any time; at the x2 ,x3 -plane
we can also move parallel to the x2 -axis; at any other point we can move either
up or down diagonally. If there were an integral surface for this distribution, the
reachable set from a point on the surface would be limited to the 2-dimensional
surface (by Nagumo invariance, Theorem 33). Therefore this distribution is
non-holonomic.
where F and G are the local flows of f and g. Since f and g are transverse,
we may choose δ > 0 small enough for S to be a well-defined surface. S will
be shown to be the desired integral surface through x0 . Notice S is tangent to
f by construction, but it is not immediately clear S is tangent to a f + b g for
arbitrarily chosen a , b ∈ R. Notice, though, that by construction S is tangent
to g at any point x = Gs (x0 ), and also S is tangent to a f + b g at this same
x for functions a and b . Therefore establishing
are inverse to each other and preserve tangency since they are local lipeomor-
phisms. Next since the Lie bracket equals the Lie derivative,
Fh∗ (g) − g
lim = [f, g] = af + bg
h→0 h
for some a and b by involutivity, so
af + *bg + o (h) .
Fh∗ (g) = g + h (af + bg) + o (h) = *
Using the fact that Fh∗ (f ) = f for any h, and the linearity of pullback for fixed
t, we have for functions ai and bi : M → R
∗
Ft/n (ai f + bi g) = (ai+1 f + bi+1 g) + o (1/n)
[40], [22] and [64] are good introductions with deeper insights on foliations on
finite-dimensional manifolds. Topological, analytical, and geometric questions
have been explored voluminously; [64] has 263 pages of references up to 1996
and some examples in infinite dimensions.
Example 60 On the plane R2 with Euclidean norm · any two linearly inde-
pendent vectors u, v ∈ R2 give us the transverse arc fields
This new function d is not a metric, obviously, but it does satisfy a kind of
triangle inequality:
d (x, N) ≤ d (x, y) + d (y, N )
for all x, y ∈ M , as is easy to verify.
Proof. The metric space analogs of the bracket and the pullback defined
in §2.2 and §2.3 will now be inserted into the manifold outline given in §3.1. A
rigorous verification of the analytic estimates requires voluminous, but straight-
forward, calculations painstakingly detailed in the next six pages.
52 CHAPTER 3. FOLIATIONS
φ : (−δ, δ) × (−δ, δ) ⊂ R2 → S ⊂ M
If our current contrary assumption were true, then for all ε > 0 there would
exist s and t with |s| , |t| < ε such that (3.2) holds. This contradicts the fact
that X and Y are transverse.
We will show S is a desired integral surface through x0 . Assume δ is also
chosen small enough so throughout S the functions |a| and |b| are bounded,
while the constants Λ, Ω, and ρ hold for X and Y uniformly, and the closure
of B (x, 2δ (ρ + 1)) is complete. This is possible because F and G have locally
bounded speeds, since X and Y do.
S ∼ X by construction, but it is not immediately clear S ∼ a X + b Y for
arbitrarily chosen a , b ∈ R. We can use
a X + b Y ∼ a F + b G
(b G + a F )h (x) = Fa (G )h Gb (x)h (x) = Fa (Gb (x)h (x))h Gb (x)h Gs (x0 ) ∈ S
b (x)h (x)
when h is small.
(x0 , x, z, s and t are now fixed for the remainder of the proof; however, we
only explicitly check the case t > 0, indicating the changes where needed to
check the t < 0 case.)
If we prove
this will prove S ∼ a F + b G at z, since the push-forward (Ft )∗ and the pull-
back (Ft )∗ are inverse, and are local lipeomorphisms, and so preserve tangency.
(See Figure 3.11.)
for our previously fixed small t ≥ 0 and arbitrary positive integer n ∈ N. (For
t < 0 use (2.9) instead.) Clearly for any arc fields Z and Z
d Zs (x) , Z s (x) = o (s) implies
d (sZ)s (x) , sZ s (x) = d (Z)s2 (x) , Z s2 (x) = o s2 (3.5)
54 CHAPTER 3. FOLIATIONS
and so
[X, Y ] ∼ aF + bG implies
t
t
d n [X, Y ] t/n
(x) , n (aF + bG) t/n
(x) = o n12 (3.6)
since t is fixed.
We use these facts to establish (3.3), first checking
d (Ft∗ (a F + b G))t/n (x) , S = o n1
where we define
where
a1 := a0 + b0 nt a ◦ F(n−1)t/n ◦ a0 Ft/n and
b1 := b0 · nt b ◦ F(n−1)t/n + 1 .
Getting from the third line to the fourth line uses the linearity of pull-back
(Theorem 52), while the fifth line is due to the linearity of F (Lemma 44).
After toiling through these many complicated estimates we can relax a bit,
since the rest of the proof follows more algebraically by iterating the result of
56 CHAPTER 3. FOLIATIONS
where
a2 := a1 + b1 nt a ◦ F(n−2)t/n ◦ a1 Ft/n
b2 := b1 · nt b ◦ F(n−2)t/n + 1 and in general
t
ai := ai−1 + bi−1 n a ◦ F(n−i)t/n ◦ ai−1 Ft/n
bi := bi−1 · nt b ◦ F(n−i)t/n + 1 .
In the region of interest the |a| and |a0 | are bounded by some A ∈ R and |b| and
|b0 | are bounded by some B ∈ R so
|b1 | =
b0 · nt b ◦ F(n−1)t/n + 1
≤ B nt B + 1
2
|b2 | =
b1 · nt b ◦ F(n−1)t/n + 1
≤ B nt B + 1
i
|bi | ≤ B nt B + 1 and
|a1 | =
a0 + b0 nt a ◦ F(n−1)t/n
≤ A + B nt A
|a2 | =
a1 + b1 nt a ◦ F(n−2)t/n
≤ A + B nt A + B nt B + 1 nt A
|a3 | =
a2 + b2 nt a ◦ F(n−3)t/n
2
≤ A + B nt A + B nt B + 1 nt A + B nt B + 1 nt A
t i
t
t
i−1 k t nB + 1 − 1
|ai | ≤ A + n AB nB + 1 = A + n AB t
k=0 nB
t i
= A nB + 1 .
Therefore
t n
|bn | ≤ B nB + 1 ≤ BetB and
n tB
|an | ≤ A nt B + 1 ≤ Ae .
Penultimately, we need to estimate the oi n12 . Remember from line (3.9)
2 ΛX (n−1)t/n+ΛY b0 (y)t/n
o1 n12 := r b0 (y) nt e
3.2. LOCAL INTEGRABILITY 57
2 ΛX (n−2)t/n+ΛY B t B+1 t/n
≤ B nt B + 1 o nt e n
2 Λ (n−i)t/n+Λ b (y)t/n
oi n12 = r bi−1 (y) nt e X Y i−1
.
Consequently
n 2 ΛX (n−i)t/n+ΛY B t B+1 i−1 t/n
n 1
oi n2 ≤ r bi−1 (y) nt e n
i=1 i=1
2
n
t
i−1
ΛX (n−i)t/n+ΛY B n B+1 t/n
≤o t
n BetB e
i=1
2 2
since r bi−1 (y) nt = o nt BetB for all i. Therefore
n 2 tB 1
oi 1
n2 ≤o t
n BetB neΛX t+ΛY Be t/n
=o n
i=1
because of the uniform bound on |an | and |bn |. To see this notice
d (a∗ F + b∗ G)t/n (x) , S = o n1
when r is not necessarily t/n. We may assume 0 < t < 1 and 0 < r < t so
t = nr + ε for some 0 ≤ ε < r and integer n with rt − 1 < n ≤ rt . Therefore the
above calculations give
d ((Ft∗ (a F + b G))r (x) , S) = d Fε∗ Fr∗(n) (cF + dG) (x) , S
r
≤ d (Fε∗ (an F + bn G)r (x) , S) + o (r) = o (r) .
We might use this idea as before with the linearity of pull-back (Theorem 52)
to get
∗(n)
Ft∗ (g) = lim Ft/n (g) = lim g + no (1/n) = g
n→∞ n→∞
as desired.
Now in our context of metric spaces with t > 0, line (2.8) again gives
∗
Ft/n (G)t/n (x) = nt [X, Y ] + G t/n (x) .
[X, Y ] ∼ 0 implies
t
d n [X, Y ] t/n
(x) , x = o n12 .
Using these tricks (and Theorem 16 in the fourth line following) gives
∗ ∗(n−1) ∗
d (Ft (G))t/n (x) , Gt/n (x) = d Ft/n Ft/n (G) (x) , Gt/n (x)
t/n
∗(n−1) t
= d Ft/n n [X, Y ] + G t/n (x) , Gt/n (x)
∗(n−1) ∗(n−1) ∗(n−1)
≤ d Ft/n Gt/n nt [X, Y ]t/n (x) , Ft/n Gt/n (x) + d Ft/n Gt/n (x) , Gt/n (x)
t(n−1)
∗(n−1)
≤ d Gt/n nt [X, Y ]t/n (y) , Gt/n (y) eΛX n + d Ft/n Gt/n (x) , Gt/n (x)
3.3. COMMUTATIVITY OF FLOWS 59
and so
d (Ft∗ (G))t/n (x) , Gt/n (x)
t(n−1)
∗(n−1)
≤ d Ft/n Gt/n (x) , Gt/n (x) + eΛY t/n+ΛX n o1 n12
where o1 n12 := d nt [X, Y ]t/n (y) , y .
Iterating this result gives
∗n
d Ft/n (G) (x) , Gt/n (x)
t/n
t(n−1)
∗(n−1)
≤ d Ft/n Gt/n (x) , Gt/n (x) + eΛY t/n+ΛX n o1 n12
t(n−2) t(n−1)
∗(n−2)
≤ d Ft/n Gt/n (x) , Gt/n (x) + eΛY t/n+ΛX n o2 n12 + eΛY t/n+ΛX n o1 n12
n t(n−i)
0
≤ ... ≤ d Ft/n Gt/n (x) , Gt/n (x) + eΛY t/n oi n12 eΛX n
i=1
n t(n−i)
= eΛY t/n oi n12 eΛX n
i=1
1 t
where oi n2 := d n [X, Y ]t/n (yi ) , yi and yi := F(n−i)t/n (x). Since
d nt [X, Y ]t/n (y) , y = o n12
i=1 i=1
t n+1
1 ΛY t/n ΛX t t
i 1 ΛY t/n+ΛX t
n 1 − e− n
−n t .
= o n2 e e e = o n2 e
i=1 1 − e− n
So
d (Ft∗ (G))t/n (x) , Gt/n (x) = o n1
and Ft∗ (G) ∼ G by the same argument at the last paragraph of the proof of
Theorem 62.
The converse is trivial.
Using Example 11, this theorem applies to the non-locally compact setting
with nonsmooth vector fields. [55], another paper which inspires this mono-
graph, obtains similar results with a very different approach.
60 CHAPTER 3. FOLIATIONS
Writing
∆ (X) := {aX|a ∈ Lip (M, R)}
we automatically have ∆ (X, Y ) = ∆ (X) + ∆ (Y ). Associativity also holds for
this formal sum: 1
∆ + ∆2 + ∆3 = ∆1 + ∆2 + ∆3
so we may write finite summands without confusion. Then without difficulty
we have
1 n
n i
∆ X, ..., X = ∆ X .
i=1
Definition
70 An n-dimensional distribution ∆ is involutive if each local
1 2 n
frame X, X, ..., X has
i j
X, X ∼ ∆
Collecting all these results we have the following version of the Global Frobe-
nius Theorem.
(iv) (⇐) This is automatic since the bracket is trivial if the flows commute.
i
(⇒) Pick any local frame X at x ∈ M and construct a commutative frame
1 1 2
1
* := F t∗ ◦ σ1 x and
as
follows. Let σ x : (α, ω) → M be the solution of X. Define X
2
2
X*
:= X. This forces
surf ace
1 2
(a) F* and F* commute
1 2
* and X
(b) X * span a surface locally
4 5
1 2
* *
(c) ∨ F , F ⊂ Lx .
54
2 13
* *
Continue with n = 3, etc., pushing forward span F , F with F to extend
1 2 3
3
* and X
X * on a local 3-D set and X *
:= X. In the end we have an n-
3−D set
dimensional surface (property (b)) in Lx (property (c), which is the key point
of the proof and requires the assumption of the statement of the theorem) and
so fills Lx locally and commutes (property (a)).
Part (iii) of Theorem 75 is as close to a converse of (i) as we have been able
to achieve. The bracket is tangent to the distribution in the sense given in the
theorem, but not necessarily locally uniformly tangent to a single arc field in
the distribution—which is the definition of ∼ required for involutivity.
The local frame with commutative flows gives local coordinates on the leaves
of the foliation. If the foliation is trivial having only one leaf, then the flows
give local coordinates near each point in M , called flow coordinates in which
case M is a topological manifold.
Function space examples relevant to this chapter are the content of Chapters
4 and 5. Further, the idea of a connection from differential geometry is now
straightforward to generalize to metric spaces. Use the interpretation that a
connection is a choice of horizontal subspace of T T M, i.e., a distribution on
T T M . As on a manifold, each choice of a connection gives a precise definition
of curvature. On a metric space, however, the situation is complicated by the
choice of arcs which must be made to define the analogs of T M and T T M.
An open question is how to guarantee a connection related to the metric which
gives length minimizing geodesics—the analog of the Fundamental Theorem of
Riemannian Geometry. Progress in this direction is one of the successes of
Finsler geometry.
3.5. CONTROL THEORY 65
Often we are able to affect a dynamical system at will, i.e., we can control,
directly or indirectly, some parameters independently of the evolution of a flow.
We can intervene in the evolution of a system, instead of merely observing it.
The study of such a scenario is the purview of control theory. Some of the
original models are of mechanical systems, but the applications are extremely
diverse: from signal analysis to sociological models, any differential equation
can be co-opted for study in control theory if we complicate the situation by
adding parameters. One of the most exciting contemporary applications of con-
trol theory that requires geometric theory to apprehend is programming robot
motion, and we are immersed daily in more prosaic control systems: driving a
car, changing a thermostat, or adjusting the dosage levels of a patient’s med-
ication.
The model for driving a car can be simplified to the action of turning the
steering wheel (p1 > 0 means rotate the steering wheel right and p1 < 0 means
left) and moving the car forward (p2 > 0) or backward (p2 < 0). Thinking
of a toy remote-control car with its two peg controls may help intuition. The
parameters pi in any system are the controls, which belong to subsets of R.
These subsets are often intervals, but with digital systems we need to be able
to use discrete subsets like {0, 1} and {−1, 0, 1}. The systems are modeled
on a space M of possible configurations of the system. In a basic example
“configuration” might mean the location of the object of interest, but this is
usually only one of the variables of interest. In the model of driving the car we
might take x ∈ M to represent location, in which case M = R2 (assuming we’re
driving on a flat plane). But this is hardly adequate, as we will be also interested
in the direction of the car—so let the space of configurations be M := R2 × S 1
where the R2 factor represents the location of the center of mass of the car,
and S 1 represents the orientation. But we may also represent the direction
the wheels are turned—an important part of the configuration—so the proper
configuration space is M := R2 × S 1 × [−1, 1]. But to make flows tractable on
M we will force the easier scenario of M := R2 × S 1 × S 1
(x1 , x2 , θ1 , θ2 ). Even
in this simple example we are led to study a manifold M instead of a vector
space.
system.
For the first question, there are many different meanings of stability, but they
all center on whether the system evolves in a qualitatively similar (“topologically
conjugate”) manner if small changes are made to the right hand side, to x, p
or f . Changing x determines sensitivity to initial conditions, adjusting
p determines the stability of the control, and perturbing the function f
determines the structural stability of the system.
Our focus in this chapter is on the second question of the controllability
of a system, which asks whether we can steer any initial condition x ∈ M
to any other configuration1 in M with a clever adjustment of parameters. In
infinite dimensions there is a difference between whether we can drive an initial
condition to a terminal condition, or whether we can only drive it arbitrarily
close to the terminal condition. Any imaginable practical application will not
distinguish these cases, though.
As a prerequisite for this full controllability, we must obviously have local
controllability, in which any initial condition has a neighborhood for which
the restriction of the system is controllable. Continuation then gives us full
controllability if M is path-connected. In this restricted local situation the 2nd-
order ODE may be equivalently rewritten (as illustrated in Appendix B) as a
1st-order ODE
x = g (x, p) = gp (x)
and the flow Gp generated by the vector field gp depends on the parameter p,
typically a member of Rn .
A simplified presentation of the following terminology is sufficient for our
purposes in metric spaces.
where x ∈ M is the constant function. RG (x) is the set of all finite composi-
tions of Gpt . The approximately reachable set from x is RG (x). If M is
approximately reachable, then the system is controllable.
To clarify the terminology, consider again whether the “driving a car” sys-
tem is controllable. Now we are asking whether controlling our 2-dimensional
1 We will concentrate on this basic controllability and not on optimal controllability which
seeks to find solutions which optimize some quantity, such as the time needed to reach the
terminal condition using speed less than 1.
3.5. CONTROL THEORY 67
parameter space allows us to steer our car into any point of the 4-dimensional
configuration space M. Manipulations on the 2-dimensional parameter space
act on the configuration space through two simple flows Ft (x), steer, rotates
the steering wheel and Gt (x), drive, moves the car forward and back with
the steering fixed. Any driver’s intuition will promise us that a car can be
moved to any configuration using only F and G. Mathematically, though, it
seems unlikely a 2-dimensional parameter space is enough to control the entire
4-dimensional configuration space. R(F,G) (x) should be a 2-dimensional surface
inside of M, perhaps something like the surface
But this naive mathematical intuition is incorrect, and stems from the fact
that the flows F and G do not commute, so the terms of the reachable set
(3.14) do not simplify to Gs Ft (x). Following the course G−t F−t Gt Ft (x) should
return us to our initial configuration x if the flows were to commute, but as
you can mentally check, the automobile will actually end up rotated with an
insignificant translation. This motivates us to introduce the bracket of two flows
and to consider the meaning of Frobenius’ Theorem for control systems.
In this example [F, G] is called wriggle. Thinking of wriggle as rotation (ig-
noring the minor translation) it is easy to verify that [[F, G] , G]—right rotation,
forward drive, left rotation, backward drive—is effectively translation transverse
to drive. So [[F, G] , G] has been traditionally dubbed slide, an algorithm for
parking your car in any space infinitesimally longer than your car [1]. Since wrig-
gle is not tangent to a simple sum of drive and steer, wriggle generates a 3rd
dimension of controllability/reachability. Similarly slide generates a 4th dimen-
sion. Since wriggle is the combination of drive and steer 4 times (the bracket) as
is slide (iterated bracket), then drive and steer—using Euler approximation—are
enough to reach all points in the 4-dimensional configuration space.
(Drivers will object that slide is not the algorithm they use; parallel parking
is better described by the arc field H as follows:
Ht (x) := Fπ/2 G√t F−π G√t Fπ G−√t F−π G−√t Fπ/2 (x)
for t > 0. H is its own flow, translation perpendicular
√ to drive, when θ 2 = 0.
Be careful here. If you replace the π/2 with t then
and then using rules of Lie algebra we haven’t yet proven, we get H ∼ 0 which
doesn’t help us park a car. The use of π/2 reflects how drivers always turn their
wheels completely when shimmying into a space. Try writing out the formula
for slide explicitly to see the 4th root arise in the iterated bracket.)
then check
Examples
71
Chapter 4
Let’s explore how the ideas of Chapter 3 express themselves with the simplest
examples on function spaces.
X and Y are their own flows (when extended to |t| > 1). Obviously [X, Y ] = 0,
and the flows commute.
Next consider the dilations X and Y about the respective centers u and v ∈ M
Xt (x) := (1 + t) (x − u) + u Yt (x) := (1 + t) (x − v) + v
(u and v are usually taken equal to 0 for simplicity). The flows are computable
by intuition, or with a little effort using Euler curves
(n)
Ft (x) = lim Xt/n (x) = et x − et − 1 u.
n→∞
73
74 CHAPTER 4. BRACKETS ON FUNCTION SPACES
Hence the distribution ∆ (X, Y ) is not involutive. However, the set of all di-
lations generates all translations using brackets. Using the same tricks we’ve
just employed, it is easy to check the bracket of a dilation and a vector space
translation is tangent to a vector space translation, e.g., if Ft (x) := x + tu and
Gt (x) := et x (dilation about 0) then [F, G] ∼ F since for t > 0
[X, Y ]t2 (x) = G−t F−t Gt Ft (x) = e−t et [x + tu] − tu = x + tu 1 − e−t
and so
√
− t
d ([X, Y ]t (x) , Ft (x)) = |tu|
1−e√t − 1
= o (t) .
With obvious modifications the results of Example 79 are valid on the metric
space (H (Rn ) , dH ) where H (Rn ) is the set of non-void compact subsets of Rn
and dH is the Hausdorff metric. Theorem 75 gives foliations of H (Rn ), which
is of interest because this space is incapable of accepting any natural linear
structure. H (Rn ) is a particularly strange space topologically because, despite
being locally compact, H (Rn ) is infinite dimensional by most any measure we
can attempt to apply. We can even find infinitely many transverse flows.
6
7 ( √ )2
7 g (x) − g x − t
7
d ([F, G]t (f ) , Zt (f)) = |t| 8 √ − g (x) dx = o (t)
t
R
[F, G]t (f ) (x) = F−s G−s Fs Gs (f) (x) = F−s G−s [f (x + s) + sg (x + s)]
2 g (x) − g (x − s)
= f (x) + sg (x) − sg (x − s) = f (x) − s −
s
g (x) − g (x − s)
= f (x) + t − .
s
So again d ([F, G]t (f) , Zt (f )) = o (t). (See Figures 5.1 and 5.2 with g (x) =
2
e−x .)
x x
2 2
G1 (0) = e−x F1 G1 (0) = e−(x+1)
x x
2 2
G−1 F1 G1 (0) = e−(x+1) − e−x F−1 G−1 F1 G1 (0) = 0
Figure 5.1: F and G do not commute.
76 CHAPTER 4. BRACKETS ON FUNCTION SPACES
d −x2
√ √ √ √
Figure 5.2: F− t G− t F− t G− t (0) − t e = o (t)
dx
2
then iterating the process of bracketing F and G generates a large space reach-
2
able via repeated compositions. For instance when g (x) = e−x the deriva-
tives generate the famous Hermite functions, a basis of L2 (R). In this case
R(F,G) (0) = L2 (R). We devote §5.1 to exploring the function approximation
schemes this fact inspires.
assuming for the [F, G] and [G, W ] calculations that g ∈ C 1 (R) and g ∈ L2 (R).
Consequently
∆ (F, G) may be highly non-involutive depending on g,
∆ (G, V ) is involutive, but G and V do not commute,
∆ (G, W ) may be highly non-involutive depending on g,
∆ (F, V ) is involutive; F and V commute,
∆ (F, W ) is involutive, but F and W do not commute,
∆ (V, W ) is involutive; V and W commute.
For many choices of g (e.g., eax or xc for non-integer c) the flows G and W con-
trol many function spaces, similarly to F and G. This gives more opportunities
to generate approximation schemes which are explored in Chapter 5. Foliations
of L2 (R) generated by these distributions are now precisely understood.
N
an ebn x (4.1)
n=0
are dense in L2 (I) for any bounded interval I ⊂ R. Notice the choice of g was
nearly immaterial—any nonvanishing function in L2 (R) will do.
{erx |r ∈ R}
∞
n
f (x) = an sin nx + bn cos nx
k=1 k=1
from Example 81 more closely. Choosing g (x) = cos x notice any finite cosine
series
n
f (x) := bn cos nx
k=1
Finally, using the ideas from Example 80 and a trick we will see in Theorem
94, there is another algorithm possible, since
which for a function g (x) set equal to ex or cos x means successive brackets
again generate an infinite set of linearly independent functions.
Example 84 Again choosing some function space, M := L2 (R) for exam-
ple, let us slightly generalize V from Example 81 and consider Xt (f ) (x) :=
etg(x) f (x) which is its own flow if g is some bounded function. Incidentally X
is the solution to the differential equation ft = gf . Let Yt (f) (x) := f (x + t)
and let’s calculate their bracket:
2 [g(x)−g(x−t)]
[X, Y ]t2 (f ) (x) = et t f (x)
so [X, Y ] ∼ Z where
Zt (f) := etg f
n
and iterating we have [X n, Y ] ∼ Z where
[X n, Y ] : = [[... [[X, Y ] , Y ] , ..., Y ] , Y ]
n brackets
n
tg [n]
Z t (f ) : = e f.
80 CHAPTER 4. BRACKETS ON FUNCTION SPACES
Then
for ai ∈ R so
n
n [k]
ak X k,Y (f ) ∼ exp t ak g (f) .
k=0 t k=0
Now M is chosen to be the unit sphere in some Banach function space B from
which we get the norm used above, i.e., M := {f ∈ B| f = 1}. Further, g is
chosen to be some suitably bounded function (though we are thinking merely of
the Gaussian at this moment). Obviously Xt (f ) = 1 for all t ∈ [−1, 1]. Again
X is its own flow, which is possibly surprising, but not difficult to check:
/ 0
Xt Xs (f) (x) : = etg(x) esg(x) f (x) / esg f / etg [(esg f ) / esg f]
= e(s+t)g(x) f (x) / e(s+t)g f = Xs+t (f ) (x) .
Again the previous techniques work to generate any probability distribution as-
suming g is derivative-generating and the initial condition f (x) is sufficiently
regular (e.g., strictly positive).
Example 86 Let M := l2 (R), i.e., the Hilbert space of all square summable se-
quences. Let S := {x ∈ M |even entries are 0} , e.g., x = 1, 0, 2−1 , 0, 2−2 , 0, ... ∈
S. Then S is an infinite-dimensional closed linear submanifold of M and its
infinite distinct cosets Φ := {Lx := x + S|x ∈ M} foliate M.
The set ∆ of vector fields which have 0 in all the even entries is a distribution
with the same foliation Φ. Also ∆ is clearly involutive. This gives us motivation
to generalize Frobenius’ Theorem further to infinite-dimensional distributions.
[64] gives examples of foliations in the following infinite-dimensional contexts:
on the space of gauge fields on a principle bundle, on the space of Riemannian
metrics and on the space of probability measures on a manifold.
81
X and Y each give 1-dimensional foliations of M\ {0} and since they are each
invariant on the unit ball B := B (0, 1) ⊂ M they also foliate B\ {0} by a family
of isometries, and foliate the unit sphere
S ∞ := f ∈ L2 (R) |f 2 = 1 .
Interestingly the length of the integral curves are infinite (whenever the initial
condition is not f ≡ 0) and the integral curves are far from being geodesics1 .
An insight into the infinite dimension of L2 comes from comparing these
foliations to the 1-dimensional foliation of R2 \ {0} given by rotations which
also foliates the ball BR2 (0, 1) \ {0}. These rotations are a family of isometries,
where the integral curves have finite length 2πr.
As before it is easy to check the bracket satisfies [X, Y ] ∼ −X so ∆ gives a
2-dimensional foliation of M\ {0} and B\ {0} and S ∞ . The area of each leaf is
again infinite. Higher dimensional foliations are given by adding transverse arc
fields.
Let B + := {f ∈ M : f (x) ≥ 0, ∀x ∈ R}. Choose g ∈ B + and define the arc
field Z on M by
Zt (f) := (1 − t) f + tg.
It is easy to check Z satisfies E1 and E2, e.g.,
Approximation with
non-orthogonal families
Chapter 4 furnished a particularly surprising result: two simple flows can control
an infinite-dimensional space. Here we translate some of these results to the
language of numerical analysis.
5.1 Gaussians
5.1.1 First approximation formula
The result of Example 80—that successive sums and translations of Gaussians ap-
proximate any L2 function—can be profitably rephrased. f ≈ g means f − g2 <
3
0.
Theorem 88 For any f ∈ L2 (R) and any 0 > 0 there exists t > 0 and N ∈ N
and an ∈ R such that
N 2
f≈ an e−(x−nt) . (5.1)
3 n=0
x2 /2
If f (x) e is integrable, then one choice of coefficients is
k
(−1)n
N
1
9 x2 d −x2
an = √ k f (x) e e dx.
n! π k=n (k−n)!(2t) R dxk
2
If f (x) ex /2
is not integrable, replace f in the above formula with f · χ[−M,M]
where M is chosen large enough that f − f · χ[−M,M] < 0.
2
Proof. Since the span of the Hermite functions is dense in L2 (R), see [61],
we have for some N
N dn 2
f ≈ bn n e−x .
3/2 n=0 dx
83
84CHAPTER 5. APPROXIMATION WITH NON-ORTHOGONAL FAMILIES
2
an e−(x−nt) ≈ characteristic function?
5.1.3 Deconvolution
The inverse problem of convolution is an important one for signal analysis: given
a set of transformed signals from a fixed process, how do we find the signals
that were originally transformed. In a dramatic instance, astronomers collected
flawed images from the Hubble telescope’s slightly defective mirror from 1990
when it was launched until 1993 when the aberration was corrected. These
images were far from useless and were immediately improved with deconvolution.
All imaging systems (cameras, telescopes, microscopes, televisions, eyeballs)
have such flaws to a certain degree, due to inevitable imperfections in lenses
and mirrors, and deconvolution is an important technique for improving their
quality. (The bible of optics is [13].)
Let’s frame the problem mathematically. We imagine the pictures that Hub-
ble took are the image under the convolution
ΦT (f ) (x) := (f ∗ T ) (x) := f (y) T (x − y) dy.
R
f is the perfect picture, and the output ΦT (f ) is the transformed, flawed pic-
ture. The goal is to find the inverse transform Φ−1T given only a few outputs.
86CHAPTER 5. APPROXIMATION WITH NON-ORTHOGONAL FAMILIES
Determining T solves the problem. The fundamental trick is to find the image
of a point source or Dirac delta distribution. Knowing ΦT (δ 0 ) gives us T since
ΦT (δ 0 ) (x) = δ 0 (y) T (x − y) dy = δ 0 (x − y) T (y) dy = T (x) .
R R
Once the transfer function T is thus known, the Fourier transform may theo-
retically be used to find the inverse
f = F −1 (F (f ∗ T ) /F (T ))
Theoretically we can find T given ΦT (f) for any particular f since again
T = F −1 (F (f ∗ T ) /F (f))
which are essentially the Hermite coefficients of T with which we may recon-
struct T as a Hermite series. This method is essentially inverting the Weierstrass
transform[10] which has been largely neglected despite periodic rediscovery. One
advantage to using the Weierstrass transform in astronomy (or microscopy) is
that the light profile of a distant star (or quantum dot) is quite accurately
represented by a Gaussian compared with a Dirac delta distribution.
88CHAPTER 5. APPROXIMATION WITH NON-ORTHOGONAL FAMILIES
0.5 0.5
0 0
-4 -2 2 x 4 -4 -2 2 x 4
-0.5 -0.5
-1
-1
-1.5
-1.5
Least squares
With the least squares method we minimize the error function
N
<
2
−(x−nt)2
E2 (a0 , ..., aN ) :=
f (x) − an e
dx
R n=0
by setting ∂E
∂aj = 0 for j = 0, ..., N and solving for the an . These N + 1 linear
2
equations are called the normal equations. The matrix form of this system is
−
→
M−→v = b where M is the matrix
= !N
2
π − k2 +j 2 − (k+j)
2 t2
M= e
2
j,k=0
5.1. GAUSSIANS 89
and N
−
→ N −
→ 2
v = [aj ]j=0 and b = f (x) e−(x−jt) dx .
R j=0
M is symmetric and invertible, so we can always solve for the an . But these
least squares matrices are notorious for being ill-conditioned when using non-
orthogonal approximating functions. The Hilbert matrix is the archetypical
example. The current application is no exception since the matrix entries are
very similar for most choices of N and t, so round-off error is extreme. Choosing
N = 7 instead of 5 in the graphed example above requires almost 300 significant
digits.
5.1.5 Instability
Be warned that the method is unstable for two reasons: the coefficients grow
without bound as 0 → 0; and as N increases all the coefficients need to be
recalculated. These difficulties can be ameliorated using the numerical analysis
canon (e.g., see Appendix C, e.g., for one approach to improving numerical
differentiation), but not eliminated. Instability is a catastrophic problem that
precludes the use of this method in many situations. However, we can take
comfort from the fact that we know precisely where the instability arises, and
so we can anticipate the error and adjust for it.
90CHAPTER 5. APPROXIMATION WITH NON-ORTHOGONAL FAMILIES
5.2.1 Density in L2
Taking the Fourier transform of line (5.1) gives the startling fact that low-
frequency trigonometric series are dense in L2 [a, b]. Let’s go through the de-
tails. Define the norm
1/2
9 2 −x2
f 2,G := |f (x)| e dx
R
with Gaussian weight function. Let L2G (R) denote the set of functions f with
finite norm f 2,G < ∞. Write f ≈ g to mean f − g2,G < 0.
3,G
Theorem 90 For every f ∈ L2 (R, C) and 0 > 0 there exists N ∈ N and t0 > 0
such that for any t = 0 with |t| < t0
N
f (x) ≈ an e−intx
3,G n=0
where ∗ is convolution.
2
Let f ∈ L2 and we now show f2 (x) := √12π e−x ∗ F −1 [f ] (x) ∈ L2 . Notice
g := F −1 [f ] ∈ L2 and
2
2 9
9 1 −y2
1 99 2
f2 2 =
√2π g (x − y) e dy
ds ≤ 2π |g (x − y)|2 e−2y dyds
R R RR
/ 0 2
2
= c Wt0 |g| = c g 1 = c g2 = c f22 < ∞
2
1
for some c > 0. Here Wt [h] is the solution to the diffusion equation for time t
and initial condition h. (The notation W refers to the Weierstrass transform.)
5.2. LOW-FREQUENCY TRIGONOMETRIC SERIES 91
The reason for the third equality in the previous calculation is that Wt maintains
the L1 integral of any positive initial condition h for all time t > 0 [66].
Now approximate the real and imaginary parts of f2 with Theorem 88. Then
we get
2
N 2
√1 e−x ∗ F −1 [f ] (x) ≈ an e−(x−nt) an ∈ C
2π 3 n=0
2
N 2
√1 e−s /4 f (s) ≈ an e−ints √12 e−s /4
.
2 3 n=0
Hence
N
f (s) √ ≈ an e−ints
23,G n=0
2 2
using the fact e−s /4 > e−s .
Another proof is furnished in Example 93, below.
Corollary 91 On any finite interval [a, b] for any ω > 0 the finite linear com-
binations of sine and cosine functions with frequency lower than ω are dense in
L2 ([a, b] , R).
Proof. On [a, b] the Gaussian is bounded and so the norms with or without
weight function are equivalent. Apply Theorem 90 to f ∈ L2 ([a, b] , R) and
choose t such that Nt < ω to get
N
f≈ Re (an ) cos (ntx) + Im (an ) sin (ntx)
3 n=0
where
(−1)n N
1
9 / −x2 −1
0 2 dk
x −x2
an = k e ∗ F [f ] (x) e e dx.
n!2π k=n (k−n)!(2t) R dxk
High frequency trigonometric series are of course dense in L2 [0, 2π], which
is the basis of Fourier analysis; this idea was revolutionary in the 19th century,
but it’s common mathematical intuition today. Looking at the figures below
we’re not too surprised that linear combinations of trig functions sin kx and
cos kx can represent most any function on [0, 2π]. Perhaps, though, even jaded
1
contemporaries
1 will be surprised the set of uninteresting, flat functions sin k x
and cos k x can combine linearly to give practically any function on (−∞, ∞).
The fact that low-frequency trig series can be constructed with a high-frequency
“signal” casts into doubt our traditional interpretation of the fundamental facts
of information theory. High channel capacity is possible with low bandwidth
transmission. Spectral imaging techniques are theoretically possible with low-
frequency electromagnetic waves.
92CHAPTER 5. APPROXIMATION WITH NON-ORTHOGONAL FAMILIES
high frequency, ω ≥ 1 ω ≤ 1
low frequency,
cos (kx) cos k1 x
k = 1, ..., 6 k = 1, ..., 6
N
That low-frequency trigonometric series an e−intx are dense in L2G (R, C)
n=0
may be superficially surprising in light of the penultimate paragraph of Example
N
80 which shows series of the form an e−i(x+r) for all r ∈ R are far from dense,
n=0
forming a 3-dimensional subset of the ∞-dimensional space. Use Ft (f ) (x) :=
f (x + t) and Gt (f ) = f + th with h (x) = eix .
Proof. Since
dn irx
n n
i x = n e
dr r=0
we may truncate the series for f to get
N dn irx
f (x) ≈ bn i−n e
.
3/2,G drn
n=0 r=0
Now use finite forward differences to approximate the derivatives (Appendix C).
We have for some small t > 0
n d irx
N b n N b 1 n
n n−k n
n dr n
e
≈ n n
(−1) eiktx .
n=0 i r=0 3/2,G n=0 i t k=0 k
Switching the order of summation gives the result.
Every n-th order polynomial is then rewritten as a low-frequency trigono-
metric series with n (complex) terms. We can also use different polynomial
approximations of a function (e.g., orthogonal polynomials) to get different for-
mulas for the coefficients of the low-frequency trig-series approximation.
Example 95 Three low-frequency sine functions are enough to approximate x3
arbitrarily closely despite the fact that their graphs look linear around 0.
0
-60 -40 -20 20 x 40 60
-2
-4
3
sin 100 x (not to scale)
94CHAPTER 5. APPROXIMATION WITH NON-ORTHOGONAL FAMILIES
0.3
0.2
0.1
-10 -8 -6 -4 -2 0 2 4 x 6 8 10
-0.1
-0.2
-0.3
Using the formula from Theorem 94, we can pick t = .01 to get x3 ≈
−3 3 1
sin (.01x) + (.01)3 sin (.02x) − sin (.03x) and graphs show close visual
(.01)3 (.01)3
agreement for x ∈ [−20, 20].
20
10
-3 -2 -1 0 1 2 3
x
-10
-20
8000
6000
4000
2000
-20 -10 0 10 20
x
-2000
-4000
-6000
-8000
As t → 0 the graphs converge for every x. Notice this miracle comes at the
cost of large coefficients—see the comments on instability in §5.1.5.
In Figures 5.3-5.5 a few more examples of Theorem 94 are displayed. The
0
-2 -1 1x 2
Figure 5.3: ex (solid), 4n=0 xn /n! (dots) and its low-freq. trig. series approxi-
mation (dashes) with t = 0.1
-2 -1 0 1x 2
-2
-4
instability we referred to above arises, for example, when we wish to get a better
approximation for the graph in Figure 5.5. If we try to shrink t from 0.1 to say
0.01 the coefficients, which include 1/tn grow quickly. Depending on the limits
of your machine precision as t shrinks you will eventually see a meaningless
graph like Figure 5.6. As suggested in §5.1.5, implementing more sophisticated
numerical differentiation formulas derived in Appendix C avoids the round-off
error. We can leave the t = 0.1 but add more terms in the n-point formula to
improve the approximation while avoiding large coefficients, thereby sidestepping
the instability—Figure 5.7.
-10 -8 -6 -4 -2 0 2 4 x 6 8 10
-2
-4
17 n
Figure 5.5: n=0 sin (nπ/2) x /n! and its low-freq. trig. approximation; t = 0.1
17
Figure 5.7: Improved approximation of n=0 sin (nπ/2) xn /n! keeping t = 0.1
but using a higher n-point formula.
5.2. LOW-FREQUENCY TRIGONOMETRIC SERIES 97
Axel Boldt and Pangyen Weng suggest another approach which yields the
same coefficients.
2nd proof of Theorem 94. This time just use
1 d irx
eihx − 1 eitx − 1
x= e
= lim ≈ so that
i dr r=0 h→0 ih it
itx n
n e −1 1 n
n−k n
x ≈ = (−1) eiktx .
(it)n (it)n k=1 k
Finally, the real part may be calculated in several ways to get the formula
b2n
(−1)n n−1
1 2n k 2n
N t2n
22n n + 22n−1 (−1) k cos ((2n − 2k) tx)
f ≈ k=0 .
3,G n=0 (−1)n k 2n+1
n
b2n+1
+ t2n+1 22n (−1) k sin ((2n + 1 − 2k) tx)
k=0
Error bound
From the numerical analysis point of view, it is worth noting how Theorem 94
leads to an explicit error bound for low-frequency trig-series approximations:
1. Use Taylor’s Theorem to get an error bound for the polynomial approxima-
tion. irx
dn
2. Replace the monomials xn with i−n dr n e r=0
3. Approximate the derivatives with finite differences, which have an explicit
error bound (details in Appendix C).
2
ex cos x e−x cos x
j
Simply choose complex nodes αj := e n 2πi instead of real nodes for sampling in
dm
n
m! < (n−m)j j
2πi n 2πi
g (z) ≈ e n g z + te .
dz m ntm j=1
dm
irx
Using this formula for the coefficients to approximate the derivative e
drm r=0
as in Theorem 94 leads to
M b m!
m 2πi (n−m)k
ak = m e
n .
m=0 (it) n
Proof.
∞
m M b
m d
m
irx
M b m!
m
n (n−m)k k 2πi
f (x) = bm x ≈ m m
e
≈ m e n 2πi eitxe n
m=0 3/2 m=0 i dr r=0 3/2 m=0 (it) n k=0
bm m! i(tx cos( k 2π)+ (n−m)k 2π) −tx sin( 2πk )
M n
= m e n n e n
Partial differential
equations
101
102 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
9
x+t
H inspires us to study a similar arc field Xt (f) (x) := f (x) + g (y) dy.
x
We may readily check that X ∼ G so X doesn’t give a new dynamic, but it’s
still interesting as a new representation of a fundamental arc field.
Another possibility asserts itself here. Though it doesn’t make sense in terms
of the metric space arithmetic defined above, let us formally insert the function
a := x. Then
and
d (aF )s+t (f) , (aF )t (aF )s (f) = sup |f ([1 + s + t] x) − f ([1 + s + t] x + stx)|
x∈R
≤ |st| sup xf (x) = O (st) .
x∈R
Notice on any Banach space of functions, using the notation of the translation
operator τ z : R → R with τ z (x) = x + z, we have
∞ k
∞ tk
t
d (Xt (f) , Ft (f )) = f + tτ t f −
τ kt f = τ kt f
k=0 k! k=2 k!
∞ tk ∞ tk
≤ τ kt f = f = o (t) .
k=2 k! k=2 k!
104 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
Similar results hold for the generalization Xt (f ) (x) := f (x)+tf (x + (at + b)).
which, as a second arc field, would be written simply Xt (f ) := f + tfx with
X ∼ X . Diagrammatically the PDE-to-arc field translation is
ft = fx ⇐⇒ Xt (f) (x) := f (x + t)
, -
f (x, r + t) = f + tfx + o (t) ⇐⇒ Xt (f ) := f + tfx .
ft = fxx (6.2)
since X and Y commute. With non-constant a and b the Euler curves still
converge, but are not as easy to simplify.
This proves well-posedness for a family of PDEs, but the most eagerly sought-
after well-posedness results are for a wider choice of coefficients, not a, b, c : M →
R as above. Conflating the approach of this section with Examples 98 and 99
extends the family. E.g.,
ft = xfx ⇐⇒ Xt (f ) (x) := f (x + xt)
, -
f (x, r + t) = f + txfx + o (t) ⇐⇒ Xt (f) := f + txfx .
To see why nonlinear PDEs are notoriously difficult to solve, consider the
simplest, which in arc field language is
ft = f · fx ⇐⇒ Xt (f ) (x) := f (x + tf (x))
, -
f (x, r + t) = f + tf · fx + o (t) ⇐⇒ Xt (f) := f + tf · fx .
106 CHAPTER 6. PARTIAL DIFFERENTIAL EQUATIONS
Exercise 101 Apply the above results to a space of divergence-free vector fields
and solve the Navier-Stokes equations. Finding the precise metric that works
for both the f · fx component and the diffusion fxx component, yet keeps the arc
field at linear speed may be a challenge; but if you act now, you’ll get the coffee
maker, the furniture, and... $1,000,000!
Chapter 7
Flows on H (Rn)
The idea for generalizing vector fields to arc fields to study flows on a metric
space is natural and simple and was independently arrived at by several authors
[51], [7], [18]. All of the instigators had the same space in mind, H (Rn ). This
space’s rich modeling capabilities was originally used by Hausdorff to give a
new topology on function spaces by comparing the distance between the graphs
of functions. Later the space became a successful environment for generating
fractals as detailed in §7.1. In this chapter we will apply the metric space results
to H (Rn ), introducing novel dynamics with previously unimaginable modeling
capabilities.
7.1 IFS
One route towards generating a fractal is via a so-called iterated function system
(IFS). For the sake of completeness, we review the procedure; a more leisurely
treatment is found in [8]. Let · denote the usual Euclidean norm on Rn and
use the metric space H(Rn ) from Example 6. Denote α ∨ β := max {α, β} and
α ∧ β := min {α, β}.
We prove the following lemma, as one might expect cross terms dH (a1 , b2 )
and dH (a2 , b1 ) also on the right hand side.
107
108 CHAPTER 7. FLOWS ON H RN
Proof. We have
= dH (a1 , b1 ) ∨ dH (a2 , b2 ).
More generally,
dH ( ∪ ai , ∪ bj ) ≤ max dH (ai , bi ).
1≤i≤k 1≤j≤k 1≤i≤k
k k
dH (f (a), f (b)) = dH ∪ fi (a), ∪ fi (b) ≤ max dH (fi (a), fi (b))
i=1 i=1 1≤i≤k
≤ max max d (fi (a), y) ∨ max d (x, fi (b))
1≤i≤k y∈fi (b) x∈fi (a)
≤ max max (ci d (a, y)) ∨ max (ci d (x, b))
1≤i≤k y∈b x∈a
then the fixed point of f is the famous Sierpinsky triangle (Figure 7.1).
7.2. CONTINUOUS IFS 109
Figure 7.1: Fixed point of a discrete flow on H R2
so λab (0) = a, and λab (1) = b. With regard to the black and white film clip
analogy from §0.4, gab would be a morph from photo a to photo b.
Let diam(a) := max x − y.
x,y∈a
Some more crucial properties of the curves λab are ultimately consequences
of the estimates
d (x, y) |t − t| + |1 − t | d (x, x ) + |t | d (y, y ) ,
d (λxy (t), λx y (t )) ≤ min
d (x , y ) |t − t| + |1 − t| d (x, x ) + |t| d (y, y )
(7.1)
and d λxy (s + h), λλxy (s)λyz (s) (h) ≤ |sh| (d (x, y) + d (y, z)) (7.2)
whose proofs are straightforward. Using (7.1) it is then not hard to prove
Proposition 104 For a, b, a , b ∈ H(Rn ) and t, t ∈ R, we have
dH (λab (t) , λa b (t ))
≤ (diam (a ∪ b) ∧ diam (a ∪ b )) |t − t|
+ (1 − (|t| ∧ |t |)) dH (a, a ) + (|t| ∨ |t |) dH (b, b ) , (7.3)
where α ∧ β := min {α, β}.
Corollary 105 For a, a , b, b ∈ H(Rn ) and t ∈ R, we have
dH (λab (t), λa b (t)) ≤ |1 − t| dH (a, a ) + |t| dH (b, b ).
The following proposition will be used in verifying Condition E2 for the arc
field defined below in (7.4).
Proposition 106
dH λab (s + h) , λλab (s)λbc (s) (h) ≤ |sh| [diam (a ∪ b) + diam (b ∪ c)]
for any a, b, c ∈ H (Rn ) .
Proof. We have
dH λab (s + h) , λλab (s)λbc (s) (h)
!
= max d (λab (s + h), z) ∨ max d z, λλab (s)λbc (s) (h) .
z∈λλab (s)λbc (s) (h) z∈λab (s+h)
while
max d z, λλab (s)λbc (s) (h)
z∈λab (s+t)
= max min d z, λλxy (s)λyz (s) (h)
z∈λab (s+t) x∈a, y∈b, z∈c
= max min d λ x y (s + h) , λλ
xy (s)λyz (s)
(h)
x ∈a, y ∈b x∈a, y∈b, z∈c
≤ max min d λx y (s + h) , λλ
x y (s)λy z (s)
(h)
x ∈a, y ∈b z∈c
≤ |sh| max min {d (x , y ) + d (y , z)}
x ∈a, y ∈b z∈c
The continuity of X follows from (7.3) of Proposition 104, while Proposition 103
provides a speed function ρ : H(Rn ) → R+ , namely ρ (a) = diam (a ∪ f (a)).
X has linear speed growth in the sense of Definition 24. Indeed, for b ∈
BdH (a, r), using the contractivity of the fi , we have ρ (b) = diam (b ∪ f (b)) ≤
diam (a ∪ f (a)) + 2r = ρ (a) + 2r and hence ρ (a, r) ≤ ρ (a) + 2r. Even without
contractivity, if we assume the fi are globally Lipschitz we still have linear speed
growth since k is finite, and so Theorem 25 gives a global flow on H (Rn ) once
we verify E1 and E2 below.
With this choice of X, one might expect the points of H(Rn ) to move under
the flow toward the attractor of the IFS, but our aim is to show they flow toward
the convex hull of the attractor. To this end we will employ Theorem 31 so we
restrict X to being a forward arc field. First let’s check Condition E1. By
Lemma 102,
k k
dH (Xa (t), Xb (t)) = dH λaf (a) (t), λbf (b) (t) = dH ∪ λafi (a) (t), ∪ λbfi (b) (t)
i=1 i=1
≤ max dH λafi (a) (t) , λbfi (b) (t) .
1≤i≤k
Thus, with
Λ := max ci − 1 < 0 (7.5)
1≤i≤k
112 CHAPTER 7. FLOWS ON H RN
Condition E1 is satisfied.
We now verify Condition E2. As the fj send lines to lines in Rn ,
k k
f λaf (a) (s) = ∪ fi (λaf (a) (s)) = ∪ λfi (a)fi (f (a)) (s) ⊆ λf (a)f (f (a)) (s) .
i=1 i=1
Thus
Ω (a) := 2diam (a ∪ f (a) ∪ f (f (a)))
satisfies Condition E2.
Thus, for example, in the plane the convex hull of a set P consists of the union
of all filled triangles with vertices in P . In this case, every point x ∈ C (P ) is
inside a triangle with vertices in P .
Proposition 108 For the attractor A of an IFS f (·) = ∪i fi (·), we have f (C (A)) ⊆
C (A) .
Thus, λC({x0 ,...,xn }){x0 ,...,xn } (t) is the union of n + 1 n-simplices each of which
is shrinking into one of the vertices as t 0 1, and we need to show / this
0 union
1 1
is all of C ({x0 , . . . , xn }) for 0 ≤ t ≤ n+1 ; i.e., for any t ∈ 0, n+1 , every
q ∈ C ({x0 , . . . , xn }) can be written as
n
( n
)
< α0 − t < αi
q= αi xi + α0 x0 = (1 − t) x0 + xi + tx0 .
i=1
1−t i=1
1 −t
/ 0
1
Observe α0 − t ≥ 0 for t ∈ 0, n+1 , and
n
α0 − t < αi α0 − t + ni=1 αi 1−t
+ = = = 1,
1−t i=1
1 − t 1 − t 1−t
114 CHAPTER 7. FLOWS ON H RN
so
<n
α0 − t αi
p := x0 + xi ∈ C ({x0 , . . . , xn }) ,
1−t i=1
1 −t
It remains to show
1
λC(A)f (C(A)) (t) = C (A) for 0 ≤ t ≤ .
n+1
Since f (C (A)) ⊆ C (A) by Proposition 108, we have
= ∪ C ({x0 , . . . , xn }) = C (A) .
{x0 ,...,xn }⊆A
Theorem 110 Let f (·) = ∪ki=1 fi (·) be the IFS determined by contractive affine
maps f1 , . . . , fk of Rn , and let A be the unique fixed point of f . The arc field
X on H (Rn ) defined by Xa = λaf (a) generates a contractive forward flow F :
H (Rn ) × [0, ∞) → H (Rn ), whose (unique) fixed point is the convex hull C (A)
of A.
In §7.2 properties of λab were demonstrated that make it easy to check E1 and
E2.
The projections of the solution onto each of its three coordinates gives curves
a (t), b (t), and c (t) in H (Rn ) beginning respectively at the initial points a, b,
and c and attracted to each other cyclically. As a special case if a, b, and c
are individual points in Rn ⊂ H (Rn ), the projections of the solutions to the
arc field X with those initial conditions are identical to the solutions of the
differential equation (7.7).
{ti } {ti }
Here F {ti } is the flow of the vector field ti fi and Ft (a) = Ft (x)
x ∈ a .
i∈I
We check E1 and E2. Then the reachable set R{fi } is the limit of the flow,
and Euler curves give a constructible (if computationally impractical) means for
approximating the reachable set. Denoting a ∨ b := max {a, b} we check E1 on
116 CHAPTER 7. FLOWS ON H RN
a linear space:
≤ dH (a, b) + |t| dH (Φ (a) , Φ (b)) ≤ dH (a, b) + |t| maxdH (fi (a) , fi (b))
i
≤ dH (a, b) + |t| dH (a, b) maxKi
i
and E2:
Xt Xs (a) = Xt ∪ {x + sy} = ∪ {x + ty }
x∈a
y∈Φ(a)
x ∈ ∪ {x+sy} ,y ∈Φ ∪ {x+sy}
x∈a x∈a
y∈Φ(a) y∈Φ(a)
so
Examples similar to this one give part of the motivation for introducing
mutational analysis [7] and quasidifferential equations [51].
118 CHAPTER 7. FLOWS ON H RN
Chapter 8
Counter-examples
Example 111 For computational purposes, we would much prefer to use the
original arc fields X and Y in the definition of the bracket [X, Y ] instead of their
flows F and G (particularly for examples with PDEs). The current example,
however, shows this is not generally feasible. Let us use the bracket
4
Y−√t X−√t Y√t X√t (x) for t ≥ 0
{X, Y } (x, t) := X−√|t| Y−√|t| X√|t| Y√|t| (x) for t < 0
instead of
4
G−√t F−√t G√t F√t (x) for t ≥ 0
[X, Y ] (x, t) := F−√|t| G−√|t| F√|t| G√|t| (x) for t < 0.
Let
Xt (f ) (x) := f + tfx and Ft (f) := f (x + t)
so that on, e.g., M := L1 (R) ∩ C 1 (R) the flow of X is F since
d (Xt (f ) , Ft (f)) = |f (x + t) − f (x) − tf (x)| dx
f (x + t) − f (x)
= |t|
− f (x)
dx = o (t)
t
(M is not complete with the L1 norm/metric, but F is still the flow of X).
However, due to the presence of the square root of t it is still conceivable that
{X, X} [X, X]. In fact
{X, X}t2 (f ) = f + tfx + t (fx + tfxx ) − t [fx + tfxx + t (fxx + tfxxx )]
−t (fx + tfxx + t (fxx + tfxxx ) − t [fxx + tfxxx + t (fxxx + tfxxxx )])
= f − t2 2fxx + t4 fxxxx
therefore
d ({X, X}t (f ) , Yt (f )) = o (t)
119
120 CHAPTER 8. COUNTER-EXAMPLES
1.5
-1 0 1
-0.5
-1
Another vector field on R2 given by the constant function g (x) := (1, 0) has flow
Gx (t) := x + t (1, 0). Calculate their arc field bracket to find it is tangent to the
constant 0 flow
at every x ∈ M = R2 but not locally uniformly o (t) near the line of discontinuity
x1 = x2 . Consequently Theorem 63 on commutativity does not apply, and in
fact commutativity does not hold since, e.g.,
at each point, though not locally uniformly so they do not close. Their sum
F + G is well defined, though.
Example 114 Let F be the flow derived from the discontinuous vector field f
as in Example 113 except extended to R3 ,
(1, 0, 0) x1 < x2
f (x1 , x2 , x3 ) :=
(0, −1, 0) x1 ≥ x2 .
and define a new flow Zt (x) := (x1 , x2 , x3 + t) then their bracket is identically 0
(and so locally uniformly tangent to 0) and these flows do commute and foliate
R3 like pages in a book opened to a right angle, or stacked, bent, sheet metal.
So the locus of discontinuity matches up with a space of relative equilibrium
(perpendicular flows).
122 CHAPTER 8. COUNTER-EXAMPLES
Appendix A: Metric spaces
.1 Examples
Example 115 For our purposes the most important metric space is M = R,
the real number line, with metric d (x, y) = |x − y|. Properties (i)-(iv) are easy
to verify, and R is complete by definition. Next we might take M
= Rn with
n 2
d (x, y) = x − y where · denotes the Euclidean norm, z := i=1 zi for
z = (z1 , ..., zn ) ∈ M .
More generally any vector space with a norm · gives a metric space by
using d (x, y) := x − y. A normed vector space which is complete is called a
Banach space. Conversely a metric d on a vector space M which is translation
invariant
d(x, y) = d (x + z, y + z)
for all z ∈ M and homogeneous
d (rx, ry) = |r| d (x, y)
for all r ∈ R gives a norm x := d (x, 0) on M .
Other common examples of metrics on Rn which come from norms include
the taxicab metric with
n
d1 (x, y) := |xi − yi |
i=1
123
124 APPENDIX A: METRIC SPACES
(compute B (x, r) to see why it’s also called the “diamond metric”) and the
Chebyshev metric
RN := {x = (x)∞
i=1 = (x1 , x2 , ...) |xi ∈ R for i ∈ N} .
The lp metrics (p ≥ 1)
∞ p1
dp (x, y) := |xi − yi |p = x − yp
i=1
on the sets
lp (R) := x ∈ RN
dp (x, 0) < ∞
also give metric spaces. Here 0 represents the constant sequence 0 = (0, 0, ...) ∈
RN . Here again we have the supremum metric
relativity theory.
.1. EXAMPLES 125
where now 0 is the constant function 0 (x) = 0 for all x ∈ R. Again we have the
supremum metric d∞ (f, g) := ess sup |f − g| where now ess sup refers to the
essential supremum
ess sup (f ) := inf {r ∈ R|f (x) < r for almost all x} = f∞
and we have *f, f + = f2 . Constructing the norm from the inner product
in this way shows all Hilbert spaces are Banach spaces. Hilbert spaces are the
starting point for the subject of functional analysis [26].
Another useful addition is to change the measure in Lp . Define the Lpw norm
by
p1
p
dp (f, g) := |f (x) − g (x)| w (x) dx = f − gp,w .
The set of functions with bounded p, w norm is denoted L92w (R). w is the weight
function, which is assumed to satisfy w (x) > 0 and w (x) dx = 1. In this
2 √
book L2G is particularly useful where G denotes the Gaussian G (x) := e−x / π.
In the spaces of the two previous examples, R can be replaced by the set of
complex numbers C, and the claims remain valid.
Example 116 All of the above examples derive from normed vector spaces, but
metric spaces are much more general. E.g., the space
n
d f (x)
∞
Cb (R) := f : R → R :
sup
< ∞ ∀n ∈ N
x∈R dxn
is a natural set to investigate for physical situations. Physicists usually assume
their objects of concern are smooth and bounded. So it is extremely unsettling
126 APPENDIX A: METRIC SPACES
that Cb∞ (R) does not have a complete norm. However, it does have a few
complete metrics, including
∞ f − g[n]
d (f, g) :=
n=0 1 + f − g[n]
where
n
d f (x)
f [n] := sup
.
x∈R dxn
Here is another general situation where a vector space without a norm can
still be given a metric: Begin with an arbitrary set S and any complete metric
space (M, d). Denote by M the set of all bounded functions from S to M, where
f : S → M is bounded if
for some x0 ∈ M and 0 < r < ∞. Then M is complete under the supremum
metric
d∞ (f, g) := sup{d (f (x) , g (x)) .
x∈S
We call this the flat metric because the space is equivalent to a flat piece of
paper for which opposite edges are identified (via the modulo 2π operation). This
metric is geometrically inequivalent to the others since geodesics are different as
is the curvature.
.2. PROPERTIES 127
Example 118 The metric space H (Rn ) is the set of all nonempty compact
subsets of Rn . Using the simplifying notation d (x, a) := inf {d (x, y)} =: d (a, x)
y∈a
for x ∈ Rn and a ⊂ Rn the Hausdorff metric on H (Rn ) is given by
4 5
dH (a, b) := max sup {d (x, b)} , sup {d (y, a)} . (1)
x∈a y∈b
B (a, r) := ∪ B (x, r)
x∈a
for a ⊂ Rn then
taken over all metric spaces M and all isometric embeddings fi : Mi → M for
i = 1, 2. This space is complete and separable.
With Riemannian geometry we may prove Gromov’s compactness theorem,
which states that the set of Riemannian manifolds with Ricci curvature ≥ c and
diameter ≤ D is pre-compact in the Gromov—Hausdorff metric, [37].
In 2003 Perelman [53] used continuous dynamics on the metric space MGH ,
i.e., Ricci flow, to validate Thurston’s geometrization conjecture. Several essen-
tial ideas come from metric geometry, including Gromov’s compactness theorem,
which is no surprise since his earlier accomplishments were in Aleksandrov met-
ric geometry and his thesis advisor was Burago [14].
.2 Properties
Here we tersely list results from elementary point-set topology relevant to metric
spaces. The choice of results covered includes facts used implicitly throughout
this text and also facts appropriate for furthering the program of generalizing
differential geometry and analysis theorems initiated in this book. Most of these
ideas may be generalized to topological spaces; on metric spaces the presentation
128 APPENDIX A: METRIC SPACES
is more natural and simplified. Proofs of the facts in this section are commonly
available in elementary topology texts; [49] is recommended.
.2.1 Regularity
A map f : M → N between metric spaces is continuous at x ∈ M if for
any 0 > 0 there exists δ > 0 such that dY (f (x) , f (y)) < 0 for all y ∈ M
such that d (x, y) < δ. The map f is continuous if f is continuous at every
x ∈ M . If for every convergent sequence xn → x∗ we have f (xn ) → f (x∗ )
then f is sequentially continuous. Continuity and sequential continuity are
equivalent; also f is continuous iff for any open set U ⊂ N the set f −1 (U) is
open in M . A map f is uniformly continuous if for any 0 > 0 there exists
δ > 0 such that dY (f (x) , f (y)) < 0 for all x, y ∈ M such that d (x, y) < δ.
A neighborhood of a point x ∈ M is an open set containing x. A map f is
locally uniformly continuous if for each x ∈ M there exists a neighborhood
on which f is uniformly continuous.
A sequence of functions fn : M → N converges uniformly to a function
f : M → N if for any 0 > 0 there exists N such that
for all n > N and all x ∈ X (in other words d∞ (fn , f ) < 0 for all n > N which
is why d∞ is occasionally referred to as the uniform metric). The Uniform
Limit Theorem states that if the fn are continuous and converge uniformly to
f, then f is continuous.
A map f : (M, dM ) → (N, dN ) between metric spaces is Lipschitz continu-
ous if there exists K ≥ 0 such that
with the integral taken in the Lebesgue sense. (Use Rademacher’s Theorem
to define f almost everywhere, then note this holds more generally for any
absolutely continuous f [56]). For those interested in studying non-smooth
analysis an excellent starting point is the subject of geometric measure theory
[33].
It is convenient to denote associated spaces of maps as follows:
C (M, N) : = {f : M → N | f is continuous}
Lip (M, N) : = {f : M → N | f is Lipschitz}
LipK (M, N) : = {f : M → N | f with Lipschitz constant ≤ K} .
A Cauchy sequence is a sequence (xn ) with the property that for any 0 > 0
there exists N ∈ N such that d (xn , xm ) < 0 for all m, n > N . A metric space
M is complete if every Cauchy sequence converges. M is locally complete if
every point x ∈ M has a complete neighborhood. A closed subset of a complete
space is complete. A locally complete metric space is isometrically isomorphic
with an open subset of a complete metric space, and conversely every open
subset of a complete metric space is locally complete. Every space in Examples
115-118 is complete.
130 APPENDIX A: METRIC SPACES
.2.2 Extensions
Theorem 120 (Tietze extension) If S is a subset of a metric space M, and
if f : S → R is continuous, then there exists an extension f : M → R which is
continuous.
Theorem 122 Let {Ui }i∈I be an arbitrary open covering of a metric space
M, i.e., Ui ⊂ M is open for all i and ∪ Ui = M . Then there exists a partition
i∈I
of unity dominated by {Ui }i∈I . This means there exist functions φi : M → [0, 1]
for all i ∈ I such that
(i) supp (φi ) ⊂ Ui for all i ∈ I
(ii) {supp
(φi )} is locally finite
(iii) φi (x) = 1 for each x ∈ M.
i∈I
.3. GEOMETRIC OBJECTS 131
(ii) means at any given x ∈ M only finitely many φi are nonzero. This
makes the sum in (iii) well-defined.
A partition of unity is used in manifold theory to demonstrate the existence
of constructions whenever the desired object may be constructed on charts. For
example, Riemann metrics always exist on a manifold because the Euclidean
inner product exists on the chart in Rn ; vector fields may be approximated with
C ∞ vector fields since9they can be approximated in charts; and the integral of
a form on a manifold dω is defined using charts,
We are focused on metric spaces and not topological spaces, so we do not wish
to immerse ourselves in the dense terminology of topological spaces. Therefore
we print the next two theorems without explanation. We’ve been able to forgive
ourselves this shoddiness because they are not directly used anywhere in the
manuscript, despite the perspective they impart.
.3 Geometric objects
This book largely ignores the “static” objects listed in this dusty appendix
in favor of more dynamic interests. We cannot ignore their fundamental im-
portance completely, though, and recognize that further developments in this
subject will benefit from the rich constructions generalized from Riemannian
and Finsler geometry.
The diameter of a nonvoid subset A of a metric space M is the number
.3.1 Triangles
The cosine angle formula for a triangle in the plane with sides of length A, B,
and C is C 2 = A2 + B 2 − 2AB cos θ where θ is the angle between the sides of
132 APPENDIX A: METRIC SPACES
when the limit exists. This gives the inspiration for defining a metric space
inner product / 0
*c1 , c2 +M := c1 c2 cos ∠* (c1 , c2 )
similar to Definition 10. Similarly curvature (defined with the angle given pre-
viously), convex sets, geodesics, gradients, etc., can be generalized profitably
to metric spaces, see [37], [14] and [41]. Usually the metric space needs to be
restricted (to length spaces or even locally Euclidean spaces) to get nontrivial
results from these definitions. A different approach is to use the interpreta-
tion of a connection on a manifold M as a distribution on T M, which may be
generalized to metric spaces using the ideas of Chapter 3.
Example 125 Consider the open half-plane H 2 in the Euclidean plane E2 with
the Euclidean metric d. Pick any two distinct points a and b on the boundary.
We can locate any point x in H 2 if we know its distances to a and b, say
xa = d (x, a) and xb = d (x, b). Thus {a, b} is a metric coordinatizing set for
H 2.
Equations in metric coordinates obviously give different graphs from those
in Cartesian or polar coordinates. E.g., for any r > d (a, b) , the locus of the
equation
xa + xb = r (3)
in metric coordinates is the set
x ∈ H 2 : d (x, a) + d (x, b) = r .
.3. GEOMETRIC OBJECTS 133
The equation for the cylinder comes from Heron’s formula for the area of a
triangle. The equation for the cone is simply the cosine angle formula for a
triangle and represents only one half of a two-sided cone; the other half is given
when θ is replaced with π − θ. More general equations for lines and planes
are available but are not so concise. Choosing the coordinates according to the
problem simplifies the formulae.
Since each of the above formulae use only metric coordinates, they may serve
as definitions for the various geometric objects in general metric spaces.
wc = x2 + y 2
A
wb = x2 + (y − 1)2
A
2
wa = (x − 1) + y2 .
Solving these same equations for x and y yields the inverse formulae
wc2 − wa2 + 1 w2 − wb2 + 1
x= and y= c . (5)
2 2
More generally, on a Hilbert space we have:
Theorem 126 Let (H, *·, ·+) be a real Hilbert space with orthonormal basis B.
The set C := B ∪ {0} ⊂ H is a metric coordinatizing set.
Proof. For u, v ∈ H assume d (u, c) = d (v, c) for all c ∈ C. Then since 0 is
in C we have *u, u+ = *v, v+ . Further
*u − c, u − c+ = *v − c, v − c+
*u, u+ − 2 *c, u+ + *c, c+ = *v, v+ − 2 *c, v+ + *c, c+
*c, u+ = *c, v+
for all c ∈ B so u = v.
Using the basis B write an element w ∈ H in orthonormal coordinates as
w= (w *c = *w, c+ for each c ∈ B. Any point w ∈ H is given in metric
*c ) where w
coordinates by w = (wc )c∈B∪{0} where wc := w − c = d (w, c) . With this, the
conversion formulae are
w02 − wc2 + 1
*c =
w c∈B (6)
2
1/2
wc = w2 − 2w *c + 1 c∈B (7)
w0 = w
a straightforward generalization of the finite-dimensional formulae, (5) and (4).
(7) results from the easy calculation
wc = w − c = *w − c, w − c+1/2
= (*w, w+ − *w, c+ − *c, w+ + *c, c+)1/2
1/2
= w2 − 2w *c + 1 .
Example 127 One must be careful in applying these formulae. They do not
necessarily apply on non-Hilbert vector spaces. The finite-dimensional Banach
space R2 with the infinity norm has basis {(1, 0) , (0, 1)} which does not produce
a coordinatizing set in the above manner.
136 APPENDIX A: METRIC SPACES
Appendix B: ODEs as
vector fields
The most important source of flows is the subject of ordinary differential equa-
tions (ODEs). Let us demonstrate the elementary fact that for local questions,
practically any n-th order ODE may be rewritten as a vector field by adding
dependent variables.
Denoting higher-order derivatives with square brackets
dn y
y [n] := = y... ←n prim es
dtn
∂g
Using the implicit function theorem we can locally solve (8) for y[n] when ∂x1
=
0. (In case this is not true, we are in the realm of the subject of singularity
theory; see [6], [4].) And so we have
y [n] = h y[n−1] , ..., y , y, t
x1 = x2
..
.
xn−1 = xn
xn = h (xn , ..., x2 , x1 , t) .
Introducing a final variable xn+1 := t eliminates the right hand side’s depen-
137
138 APPENDIX B: ODES AS VECTOR FIELDS
x1 = x2
..
.
xn−1 = xn
xn = h (xn , ..., x2 , x1 , xn+1 )
xn+1 = 1
x = f (x) (9)
f is called the vector field associated with the ODE (8). A solution to
the vector field is a map x : I → Rn+1 for some interval I ⊂ R which satisfies
(9). The point x (0) = x0 ∈ Rn+1 is called the initial condition of x. Such a
function x clearly gives a solution y to (8) by retracing our steps, using the first
coordinate of x. This can be immediately generalized, mutatis mutandis, by
assuming y is a vector quantity. Consequently we take solutions to vector fields
as primary, and Theorem 128 below has come to be known as the Fundamental
Theorem of ODEs3 , which uses the next two definitions.
Our geometric intuition is usually rooted in finite dimensions (typically R2
with the occasional stretch to R3 ). However, a routine experience in the “un-
reasonable effectiveness of mathematics” is how easily proofs inspired by low-
dimensional intuition can be generalized to abstract spaces. Case in point, this
next theorem and its proofs have the same form in dimension 1 or infinity.
φ0 (t) : = x0
t
φi+1 (t) : = x0 + f (φi (s)) ds.
0
The limit exists by the Contraction Mapping Theorem, Theorem 119. The detail
that complicates matters is the domain of the solution. By continuity of f we
find r and M > 0 such that f (x) < M on B (x0 , r). Then the domain is at
least (−r/M, r/M) and we use the supremum norm on C ((−r/M, r/M ) , B)
3 alternately referred to as the “Cauchy-Lipschitz Theorem”, “Picard-Lindelöf Theorem”,
“Well-posedness Theorem”, “Existence and Uniqueness Theorem”, etc., but most often it’s
used without comment.
139
to get the metric space used in the Contraction Mapping Theorem. Then
Grönwall’s lemma (a specialization of Theorem 16 to real functions) guaran-
tees uniqueness.
Alternately, Theorem 12’s proof is transferrable, demonstrating the conver-
gence of the sequence of Euler curves.
This result may be carried to the slightly more general context of a smooth
Banach manifold, M . A map f : M → T M is a vector field if π ◦ f = idM where
π : T M → M is the natural projection. Remember, a tangent vector (x, x ) =
v ∈ T M can be represented as an equivalence class v = [c] of curves c which
are differentiable and tangent. Therefore a vector field f may be represented
as a family of curves on M with cx ∈ [cx ] = f (x) ∈ T M requiring cx (0) =
x. Theorem 128 guarantees unique solutions when the transferred f is locally
Lipschitz on some (and therefore any) chart.
140 APPENDIX B: ODES AS VECTOR FIELDS
Appendix C: Numerical
differentiation
df f (x + t) − f (x)
= f [1] (x) ≈
dx t
f (x+2t)−f (x+t)
d2 f − f(x+t)−f (x)
f (x + 2t) − 2f (x + t) + f (x)
= f [2] (x) ≈ t t
=
dx2 t t2
..
.
1 m m
[m]
f (x) ≈ m (−1)m−j f (x + jt) .
t j=0 j
1
n
f [m] (x) = m
cm,j f (x + αj t) + Error
t j=0
we wish to calculate the coefficients cj and keep track of the Error. In the
forward difference method, the αj = j, but keeping these values general allows
us to find the coefficients for the central, backward, and other difference formulas
just as easily. The following method for finding the cj was shown to us by Jeffrey
Thornton who rediscovered the approach.
Taylor’s Theorem has
141
142 APPENDIX C: NUMERICAL DIFFERENTIATION
This Error formula shows how truncation error may be decreased by increas-
ing n without shrinking t, thus combatting round-off error at the expense of
increased computation of sums.
Example 129 For n = m and αj = j the ci which satisfy (10) are
n
cj = (−1)n−j
j
which gives the famous the forward difference formula
[m] 1
m
n−j n
f (x) ≈ m (−1) f (x + jt)
t j=0 j
and similarly we can derive the backward difference formula
[m] 1 m
j n
f (x) ≈ m (−1) f (x − jt)
t j=0 j
As final note we mention there have been numerous advances to the present
day in inverting the Vandermonde matrix. We mention only the earliest appli-
cation to numerical differentiation [59] which gives a formula in terms of the
Stirling numbers.
144 APPENDIX C: NUMERICAL DIFFERENTIATION
Bibliography
[1] Ralph Abraham, Jerrold Marsden and Tudor Ratiu, “Manifolds, Tensor
Analysis, and Applications”, 2nd Ed., Springer-Verlag, 1988.
[3] Luigi Ambrosio, Nicola Gigli, Giuseppe Savaré, “Gradient Flows in Metric
Spaces and in the Space of Probability Measures”, 2nd ed., Birkhäuser,
2008.
145
146 BIBLIOGRAPHY
[13] Max Born and Emil Wolf, “Principles of Optics”, 7th ed., Cambridge Uni-
versity Press, (corrected) 2002.
[14] Dmitri Burago, Yuri Burago and Sergei Ivanov, “A Course in Metric Geom-
etry”, American Mathematical Society 1984.
[18] Craig Calcaterra and David Bleecker, Generating Flows on a Metric Space,
Journal of Mathematical Analysis and Applications, 248, pp. 645-677, 2000.
[19] Craig Calcaterra and Axel Boldt, Lipschitz Flow-box Theorem, Journal of
Mathematical Analysis and Applications, 338, issue 2, pp. 1108-1115, 2008.
[21] Craig Calcaterra, Axel Boldt, Michael Green, David Bleecker, Metric Co-
ordinate Systems, arXiv.org: math.DS/0206253
[25] Charles C. Conley, Isolated Invariant Sets and the Morse Index, CBMS
Regional Conference, vol. 89, American Mathematical Society, 1978.
[28] S. Darlington, Synthesis and Reactance of 4-poles, J. Math. & Phys., 18,
pp. 257-353, 1939.
Exposition
A =: B means B := A
Round brackets refer to displayed lines, e.g., (2.3) refers to the third-referenced
line in the second chapter.
Logic
⇒ implication
⇐ is a consequence of
⇔ equivalence
∃ there exists
∀ for any
151
152 LIST OF NOTATION
Metric spaces
B (x, r) := {y ∈ M|d (x, y) < r} :=: BM (x, r) :=: Bd (x, r) is the ball about
the center x with radius r in M.
B (x, r) := {y ∈ M |d (x, y) ≤ r} :=: B (x, r) the closed ball.
153
C (M, N ) := {f : M → N | f is continuous}
Lip (M, N ) := {f : M → N | f is Lipschitz} (not the set of lipeomorphisms
from M to N )
LipK (M, N ) := {f : M → N | f with Lipschitz constant ≤ K}
homeomorphism, lipeomorphism: see Appendix A.2
“ Ψ (t) = O (tn ) as t → 0 ”
means there exist K > 0 and δ > 0 such that |Ψ (t)| < K |tn | for 0 < |t| <
δ. The statement
“ Ψ (t) = o (tn ) as t → 0 ”
means
Ψ (t)
lim = 0.
t→0 tn
Ψx (t) = o (tn ) locally uniformly in x when for each x0 ∈ M and any 0 > 0
there are positive constants r and δ such that for all x ∈ B (x0 , r) and
0 = t ∈ (−δ, δ) we have
|Ψx (t)| < |tn | 0.
Index
(αx , ω x ), 14 bracket-generated distribution, see
angle, 132 distribution, bracket-generated
approximately reachable set, 66
approximation, 83 C (M, N), 129
Fourier synthesis, 78 Cauchy sequence, 129
probability distributions, 80 Cauchy-Lipschitz Theorem, 138
with exponentials, 77 characteristic function, χS , xi
with Gaussians, 76, 83 Chebyshev metric, see supremum met-
with low-frequency trig series, ric
90 Chow’s Theorem, xiv
coefficients, 93 manifold, xx
damping, 98 metric space, 68
error bound, 97 close, 26
approximation field, see arc field bracket is arc field, 33
arc, ix closure closes, 31
arc bundle, 4 closed set, 128
arc field, x, 3 closure, 128
generalizes vector field, x, 5 commutativity of flows, 22, 58, 60,
parallel parking example, 67 63
scalar multiple, 25 complete, 129
second order, 12 complete flow, see flow
sum, 25 completion of a metric space, 130
time dependent, 12 Conditions E1 and E2, 4
well posed result, 6 E1 implies uniqueness, 14
automorphism, viii forward arc fields, 19
implicit in frame definition, 61
B (x, r), 152 imply module properties, 29
Banach manifold, xv, 6 well posedness, 6
FTODE, 139 configuration space, 65
Banach space, 5, 27, 73, 123 conley index, viii
embedding, 130 continuity, 128
flow on unit sphere, 80 continuous dynamics, viii
foliation of unit sphere in L2 , contraction, 129
81 Contraction Mapping Theorem, 130
FTODE, 138 control theory, 65
bounded speed, ix H (Rn ), 115
bracket, see Lie bracket infinite dimensional, xiii
154
INDEX 155
forward tangency, 19 on Rn , x
generalization from Rn , x
second order, 12 Weierstrass transform, 84, 87
surface, 62 weight function, 125
∼, ≈, 37 well posed
arc fields, 12 arc field, 4, 6
distribution, 60 distribution, 63
equivalence relations, 12 plane field, 51
integral surface, 51 vector field, 138
invariant set, 21 wriggle, 67
module properties, 29
φ related, 37 X, 3
tangent bundle, T M , xvi x, viii
tangent space, Tx M , xvi
tangent vector, xvi
taxicab metric, 123
torus, T 2 , xv
translation
bracketed with dilation, 77
function translation
bracketed with vector space
translation, 74
foliates the Hilbert ball, 81
on probability distributions,
80
PDE, 104
vector space translation, xii, 73
transverse
arc fields, 50
distribution, 61
triangle inequality, vii
uniformity
O (tn ) locally, 153
o (tn ) locally, 153
locally uniformly continuous map,
128
uniqueness
solution to arc field, 4, 13
3 = C and
3
S 1
∼ C so
N B
1/3
S
C ∼ B
N