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CAMBRIDGE STUDIES IN ADVANCED MATHEMATICS 64 EDITORIAL BOARD D.J.H. GARLING, W. FULTON, K. RIBET, T. TOM DIECK, P. WALTERS
CALCULUS OF VARIATIONS
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Calculus of Variations
Jiirgen Jost and Xianqing LiJost
MaxPlanckInstitute for Mathematics Leipzig in the Sciences,
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Jost, Jurgen, 1956Calculus of variations / Jurgen Jost and Xianqing LiJost. p. cm. Includes index. I S B N 0 521 64203 5 (he.) 1. Calculus of variations. I . LiJost, Xianqing, 1956I I . Title. QA315.J67 1999 515'.64dc21 9838618 C I P I S B N 0 521 64203 5 hardback
Transferred to digital printing 2003
Dedicated to Stefan Hildebrandt
.
1 4.4 4.4 1.3 4.3 3 3.1 1.5 4.2 1.6 T h e classical theory The EulerLagrange equations. Examples The idea of the direct methods and some regularity results The second variation.2 2. Noether A geometric example: geodesic curves The length and energy of curves Fields of geodesic curves The existence of geodesies Saddle point constructions A finite dimensional example The construction of LyusternikSchnirelman T h e theory of H a m i l t o n and J a c o b i The canonical equations The HamiltonJacobi equation Geodesies Fields of extremals Hilbert's invariant integral and Jacobi's theorem Canonical transformations vii page x xv 1 3 3 10 18 24 26 32 32 43 51 62 62 67 79 79 81 87 89 92 95 .1 3.Contents Preface and summary Remarks on notation P a r t one: Onedimensional variational problems 1 1.2 4.5 2 2.3 1.1 2. Jacobi fields Free boundary conditions Symmetries and the theorem of E.2 4 4.
1 .1 5.3 3.1 3.1 2.2 2 2.2 2.5 5 5.viii 5 5.3 Contents D y n a m i c optimization Discrete control problems Continuous control problems The Pontryagin maximum principle P a r t two: Multiple integrals in the calculus of variations 104 104 106 109 115 117 117 122 125 125 132 144 150 159 159 166 171 175 183 183 184 187 190 195 205 205 213 225 225 1 1.3 4.4 4. Relaxation Nonlower semicontinuous functionals and relaxation Representation of relaxed functionals via convex envelopes Tconvergence The definition of Tconvergence 6 6.1 4.2 T h e direct methods in the calculus of variations Description of the problem and its solution Lower semicontinuity The existence of minimizers for convex variational problems Convex functional on Hilbert spaces and MoreauYosida approximation The EulerLagrange equations and regularity questions Nonconvex functionals.4 3 3.1 5.3 2.2 4.2 3.4 Lebesgue measure and integration theory The Lebesgue measure and the Lebesgue integral Convergence theorems B a n a c h spaces Definition and basic properties of Banach and Hilbert spaces Dual spaces and weak convergence Linear operators between Banach spaces Calculus i n Banach spaces L and Sobolev spaces L spaces Approximation of LP functions by smooth functions (mollification) Sobolev spaces Rellich's theorem and the Poincare and Sobolev inequalities p p 4 4.2 5.1 1.
1 8.3 7 7.1 7.2 8.3 Bifurcation theory Bifurcation problems in the calculus of variations The functional analytic approach to bifurcation theory The existence of catenoids as an example of a bifurca tion process T h e Palais—Smale condition and unstable critical points of variational problems The PalaisSmale condition The mountain pass theorem Topological indices and critical points 9 9.Contents 6.2 Homogenization T h i n insulating layers BVfunctionals and Tconvergence: the example of M o d i c a and M o r t o l a The space BV{Q) The example of ModicaMortola The coarea formula The distance function from smooth hypersurfaces ix 231 235 241 241 248 257 262 266 266 270 282 Appendix A Appendix B 8 8.2 9.3 Index 291 291 301 306 319 .2 6.1 9.
The book is divided into two parts. The first part treats variational problems for functions of one independent variable. in order to facilitate reading for readers with a specific aim. The cal culus of variations also has deep and important connections with other fields of mathematics. Springer. x . The task of the calculus of variations then is to demonstrate the existence and to deduce the properties of some function that realizes the optimal value for this integral. the second. The Parsimonious Universe. engineering. In this textbook. or processes where the optimality criterion is given in the form of an integral involving an unknown function. however. a variational principle often permits the selection of a unique optimal representative. energy. Such variational problems occur in manyfold applications. The distinction between these two parts. and economics. Tromba. states. Hildebrandt and A. we have attempted to present some of the many faces of the calculus of variations. in particular in physics. and a good impression of this diversity can be obtained by reading the beautiful book by S. or cost functional. 1996. and the properties of this representative can fre quently be used to much advantage to deduce additional information about its class. and the variational integral may represent some action.Preface and summary The calculus of variations is concerned with the construction of optimal shapes. while the second is concerned w i t h some more difficult topics and uses somewhat more abstract reasoning. is also that the first treats the more elementary and more classical aspects of the subject. For these reasons. I n this second part. in geometrically defined classes of objects. A t the same time. For instance. problems for functions of several variables. and a brief summary may be useful before putting the contents into a broader perspective. we shall also describe the logical connections between the various chapters. the calculus of variations is a rich and ample mathematical subject.
basically all the chapters of Part I can be read independently. I n the basic Section 1. but should rather serve as a motivation. however. Chapter 4 is concerned with one of the classical highlights of the cal culus of variations.1. and Noether's theorem that deduces conservation laws from invariance properties of variational integrals. This theory is of particular importance in mechanics. As mentioned. we treat one of the most important variational prob lems.Preface and summary xi also some examples are presented in detail that occurred in recent ap plications of the calculus of variations.1.3. Part I I is of a less elementary nature. I n any case. but also of curves that furnish unstable criti cal points of the length functional. Presently. i. The first chapter of Part I is of a somewhat introductory nature and attempts to develop some intuition for the properties of solutions of vari ational problems. its global aspects are resurging in connection w i t h symplectic geometry. Geodesies are of fundamental im portance in Riemannian geometry and several physical applications. we can only treat problems that allow the reduction to a finite dimensional situation. We shall make use of the geometric nature of this problem and develop some elementary geometric constructions. we present some more abstract aspects of such socalled saddle point constructions. In Chapter 2. I n Chapter 3. namely as an example in Section 4. the theory of Hamilton and Jacobi. after the reader has gone through Section 1. of finding (locally) shortest curves under smooth geometric constraints. one of the most active fields of present mathematical research. to deduce the existence not only of lengthminimizing curves. Jacobi's theory of the second variation and stability of solutions. The topics of the other sections of that chapter contain some reg ularity questions and an outline of the socalled direct methods of the calculus of variations (a subject that will be taken up in much more de tail in Chapter 4 of Part I I ) .e. A t this point. namely that of geodesies.1 briefly reoccur as an example of the Pontryagin maximum principle at the end of Section 5. A l l those results will not be directly applied in subsequent chapters. Geodesies will only occur once more in the remainder. This second part leads the reader to some topics and questions of current research in the calculus of vari ations. A deeper treatment needs additional tools and therefore has to wait until Chapter 9 of Part I I . Chapter 5 is a brief introduction to dynamic optimization and control theory The canonical equations of Hamilton and Jacobi of Section 4. We therefore need . we derive the EulerLagrange equations that any smooth solution of a variational problem has to sat isfy.3.
Chapter 4 is fundamental. taking up the constructions of Sections 1. While such solutions usually cannot be observed in physical applications because of their unstable nature. Chapter 8 is independent of Chapters 47.4. The last Chapter 9 re turns to the topic of the existence of nonmiminizing. Lebesgue integration theory is summarized (without proofs) for the convenience of the reader. including homogenization and phase transitions.3 of Part I . Chapters 57 essen tially discuss situations where those assumptions are no longer satisfied. I n Chapter 2. While in Part I . as the tools from functional analysis needed in subsequent chapters are of a quite varied nature. they are of considerable mathematical interest. and of a more elementary nature than those. unstable critical points of variational integrals. p .) These chapters serve the purpose of making the book selfcontained. and several such examples are treated in detail. Chapter 9 is independent of Chapters 48. then develop a general functional an alytic framework for analyzing bifurcation phenomena and then treat the example of minimal surfaces of revolution (catenoids) in the light of that framework. namely the LP and Sobolev spaces. Chapter 2 can also serve as a brief introduction into the field of functional analysis itself. Chapter 8 discusses bifurcation theory. Such problems occur in many applications. We treat both the standard method based on weak com pactness and a more abstract method for minimizing convex functionals that does not need the concept of weak convergence. (In fact.xii Preface and summary to develop some general theory first. We first dis cuss the variational aspects (Jacobi fields). and look up the results of the previous chapters only when they are applied. we develop some results from functional analysis about Banach and Hilbert spaces that will be applied in Chapter 3 for deriving the fundamen tal properties of the L and Sobolev spaces. the function spaces that are basic for Part I I . I t is concerned with the existence of minimizers of vari ational integrals under appropriate convexity and lower semicontinuity assumptions. or at most with Chapter 3. proved in Section 2. I n Chapter 1 of that part. the Riemann integral entirely suffices (with the exception of some places in Section 1.1 and 1. for example in the context of Riemannian geometry. and for most readers the best strategy might be to start with Chapter 4.2). while Chapters 6 and 7 present the important concept of Tconvergence for minimizing func tionals that can be represented only in an indirect manner as limits of other functionals. Chapter 5 deals with the method of relaxation. are es sentially based on Lebesgue's notion of the integral. The key tool is the implicit function theorem in Banach spaces.
I V appeared in 1995). there are important connections between the calculus of variations and geometry. We just list our sources. Elliptic Partial Differential Equations of Second Order. 2nd edition. I n the opposite direction. Springer. New York. Gilbarg and N . I . Trudinger. We think that a detailed treat ment of regularity theory more properly belongs to the realm of partial differential equations. Jost. . and therefore we have to refer the reader to text books and monographs on partial differential equations. G T M 60. Calculus of Variations. or J. In any case. This is the topic of geometric analysis. Berlin. 1998. several volumes. Here. the present book is of an analytic nature and does not explore those connections. Springer. variational methods can often be used to solve geometric problems. 1998. namely harmonic functions (plus an easy generalization) in Section 4. Riemannian Geome try and Geometric Analysis. Berlin. (a second edition of Vol.5 of Part I I . Springer. Arnold. for example D. For readers who are interested in a more extensive treatment. New York. and refer the interested readers as well as the contributing mathematicans to those for references to the original contributions. geometric methods are used to study variational problems. Although. and the simplest example of the multidimensional theory. 2nd edition. Partielle Differentialgleichungen. 2nd edition. Berlin. and the references contained therein. we strongly recommend M . Berlin. Zeidler. 1996 ff. we refer the interested reader to J. the solutions of the variational problems that are discussed usually only are obtained in some Sobolev space. as well as E. There is one important omission in this textbook. Vols. the reg ularity theory for solutions of variational problems is not treated. Springer. There fore. Springer. Nonlinear Functional Analysis and its Applications. 1984 ff. Springer. Since the present book. Jost. as indicated. with very few exceptions. I l l and I V . Namely. 1987. One such connection con cerns the global aspects of the space of solutions of onedimensional vari ational problems and their trajectories that started w i t h the qualitative investigations of Poincare and is for example represented in V . Additional references are given in the course of the text. Mathematical Methods of Classical Mechanics. w i t h the exception of the onedimensional case in Section 1. Prere quisites are only the calculus of one and several variables. the present textbook cannot cover all the many diverse aspects of the calculus of variations. 1983. references to individual contributions are usually not given.Preface and summary xiii The present book is selfcontained.2 of Part I . is neither a research monograph nor an account of the historical development of the calculus of variations. however.. Hildebrandt. Giaquinta and St.
2 are taken directly from his lectures. For these reasons. and for his profound contributions to the subject. in particular to geometric variational problems. Stefan Hildebrandt. and Wilderich Tuschmann for their help in proofreading and checking the contents and various corrections. the regularity arguments in Section 1. Ralf Muno. and Michael Knebel and Micaela Krieger for their competent typing. the pre sentation of the material of Chapters 1 and 4 in Part I is influenced by his lectures that the authors attended as students. For example. and for his generous support of the authors over many years. . Marianna Rolf.xiv Preface and summary The authors thank Felicia Bernatzki. XiaoWei Peng. In particular. The present authors owe much of their education in the calculus of variations to their teacher. the authors dedicate this book to him.
if x = (x\... Here.y = (y\.Remarks on notation A dot always denotes the Euclidean scalar product in R .y )eR . and x = For a function u(t)..2. i.x ) d d . we write 2 X • X. For vector valued functions.R ) xv k d .e. the independent variable is usually called t. .. for k = 0 (continuous functions). we write d d k C (fl. . because in many physical applications.. oo (infinitely often differentiable functions). the inde pendent variables are denoted by x = ( x . conforming to estab lished conventions. . d d then d x y — 2=1 x% y % — y x% % (Einstein summation convention) .. w i t h values in M . it is interpreted as the time parameter. I n Part I I .. . In Part I .. x ) . the dependent variables are mostly called u(t) or x(t). We use the standard notation 1 d c (n) for the space of A.times continuously differentiable functions on some open set Q C M .. 1..
Finally. we use the notation to indicate that the expression on the left of this symbol is defined by the expression on the right of i t . Occasionally. of course). . we also use the notation <? (fi) 0 fc for C K k functions on ft that again vanish outside some compact subset Cft.xvi Remarks on notation for the corresponding spaces. Co°°(ft) denotes the space of functions of class C°° on ft that vanish identically outside some compact subset K C ft (where K may depend on the function.
P a r t o n e Onedimensional variational problems .
.
Usually. 6] —• K. u has to satisfy some constraints.1 T h e E u l e r . one is also interested in other critical points of J. E x a m p l e s The classical calculus of variations consists in minimizing expressions of the form where F : [a. One seeks a function u : [a.L a g r a n g e equations. i. 6] —• R minimizing J. Of course. i. 6] x R x R —> E is given.e. one knows and easily proves that the solution is the straight line between u(a) and u(b).1 The classical theory 1. This leads to the variational problem 2 mm. For example. satisfies u(t) = 0.u(b). More generally. the length of the curve (t.e. the most common one being a Dirichlet boundary condition d d d u(a) = u\ u(b) = 1*2Also. Let us consider some examples of such variational prob lems: (1) We want to minimize the arclength of the graph of a function u : [a.u(t)) C K among all graphs with prescribed boundary values u(a). one needs to specify a class of admissible functions among which one seeks a minimizing u. 3 . one might want to take the class of continuously differentiable or piecewise continuously differentiable functions.
one has the additional necessary condition that the Hessian D f(z ) is positive semidefinite and (at least for a local minimizer) the sufficient condition that i t is positive definite. where Df is the derivative of / . Here. The first variation of / actually has to vanish at any stationary point. This vari ational problem also arises from Fermat's principle.y\) in R by such a curve that a particle obeying Newton's law of gravi tation and moving without friction travels the distance between those points in the fastest possible way. = / J a 4.0.yo) and (t\. one wants to connect two points (to. ~rdt. one necessarily has Df(z ) 0 . 2 0 .That princi ple says that a light ray chooses the path that needs the shortest time to be traversed among all possible paths. I n order to distinguish a minimizer from other critical points. not only at minimizers. I f the speed of light in a given medium is y(t. 6] x R —• R is a given positive function. we do not have a function / of finitely many independent real variables.«(t)) . we expect that a first derivative of J — something still to be defined — needs to vanish at a minimizer. and moreover that a suitably defined second derivative is positive (semi)definite. After falling the height y. the particle has speed {2gy)^ where g is the gravitational accel eration. The time the particle needs to traverse the path y = u(t) then is 2 I[u)= L f b i^w Jl 7 d t (3) A generalization of (1) and (2) is I(u) V . Nevertheless. If one seeks a minimum of a smooth function / : fi —• R ( f i open in R ) . the calculus of variations started with the socalled brachystochrone problem that was posed by Johann Bernoulli.u(t)). however. where 7 : [a. but a functional Z o n a class of func tions. d one knows that at a minimizing point Zo € fi.4 The classical theory (2) Historically. In the present case.. we obtain the preceding variational problem.u(t) 2 (t.
6 ] .t. We also assume prescribed Dirichlet boundary conditions u(a) = u i . s and obtain at s = 0 ±I(u = + sr. We then have for any 7 G CQ ([a. and 7 are assumed to be of class C .3) for all 7] € Co ([a.u{t).1 The EulerLagrange equations. more generally. Examples 5 In order to investigate this more closely.2) may then be integrated by parts. R ) . we assume that F is of class C and that we have a minimizer or.) (1. u(b) = U2. I n order to proceed.u(<))(F (i u p d b ) U ( < ) ^ ) ) ) ) •!.r.u{t))T](t)}dt.1. and F the one w. we may differentiate 7 the preceding expression w. the components of u.1. Equation (1.u{t))r)(t) u Ja where F is the vector of partial derivatives of F w. a critical point of / that also is C .u{t).t.(«) J d« ) (1. b) with values in R and that there exist a < a\ < b\ < b with rj(x) = 0 if x is not contained in [aiM]d . Now I(u + sri)= I F(t. 6]. We are thus just in the situation of 7 a real valued f(s).1. p Uo J {F (t. We now keep 7 fixed and let s vary. (f(s) = I(u + srj)). we assume that u minimizes / in the class of all functions of class C satisfying the prescribed boundary condition.u(t) 1 + sf}(t))dt. we need the socalled fundamental lemma of the calculus of variations: f This means that r) is continuously differentiable as a function on [a.1. M ) f and any s G R 7 1 1 1 d I(u + sri) > I(u). and the condition / ' ( 0 ) = 0 translates into u p 0= / «/ a (1.1. we thus obtain 2 0 = ^ (F„(t.r. u.t. the components of u(t).1) + F (t. (t).u(t) Ja + sri(t). s G R. Since F . We now assume that F and u are even of class C .r. Noting that we do not get a boundary term since 77(a) = 0 = 77(6).2) and this actually then has to hold for all rj £ CQ. I n other words.
R ) with <p(t) = 0 <p (t)>0 <^°(t)=0 For this choice of </?. . 0 We then choose <p G C§° ((a.1. and letu G C ( [ a .u(t))) p . d}.1.. Lemma 1. Then u is a solution of the following system of second order ordinary differ ential equations.6 The classical theory d L e m m a 1. D then h = 0 on (a.e. 6 ) .1 and (1. g.u(t))dt among all functions with prescribed boundary values u(a) andu(b). 6 ] x R x R . Thus. necessarily /i(£o) = 0 f ° all € (a. h(t)(p(t)dt= J / h(t)(p(t)dt ^ 0. . 6). R ) . 6) with 0 M*o) ^ 0. to —6 r contradicting our assumption.1.u(t). 6).4) .u(t)) u = 0. t€{l. namely: 2 d d 2 2 has T h e o r e m 1. . however / . there exists some < > 0 w i t h 5 a<t 6<t 0 0 + 6<b and \h (t)\ io > ^ /i (t ) 0 d i o whenever  t ../a io if if 0 \t t\>6 0 t t<(5 fort^to. 6). there exists some t G (a.1. ... 6).d}. R ) satisfies L l b h(t)(p(t)dt = 0 for all <p G CQ° ((a.t\ < 6. R ) be a minimizer of I(u) = J Ja D F(t. If h e C° ( ( a .F (t. Since / i is continuous.d.3) imply that a minimizer of I of class C to satisfy the socalled EulerLagrange equations.1.0 for some index io € { 1 . Thus.1.u(t). the EulerLagrange equations ± (F (t. Proo/. 6 ] .u{t). h °(to) i=.1. R ) . (1. Let F G C ( [ a . Otherwise.
Let us compute the EulerLagrange equations for our preceding three examples: (1) Here F = 0. (3) For the general example (3).e.u(t)) i.1.u(t)) .1. u(t))u(t) = 0. a fact that we know of course. pu u u(t). we obtain as EulerLagrange equa tions o=  + 2 d*7(t.1.6) to obtain (l+«(*)») . (1.^ u ( t ) (1 + 7i(t) ) + ^ (2) We just need to insert 7 = yj2gu(t) 0 = fi(t) + 2 (1 + < i ( t ) ) . a system of d ordinary differential equations of second order that are linear in the second derivatives of the unknown function u.6) into (1.u(t).F (t. the EulerLagrange F (t. e.1. pp pt equations.«(*))>/l + « ( * ) T u{t) ii{t) u(t) 2 8 2 ^ + 7 t ^ hence 0 = u(t) . u(t) = 0 meaning that u has to be a straight line.5) + F (t.1 The EulerLagrange Written out. F = u p i/i+u(t) / t ^ a > and we get u(t) u(t) il(t) 2 d 0 = u( u(t) 3 ' i.u(t))u(t) u(t). Examples 7 equations are + F (t. 2 (1.u(t).
(1) and seeks a curve g(t) = ( # i ( £ ) . d = 1. Consequently. i. . . . i.u(t)) p = constant.1. (2) is an example of an integrand F(t.e.e.ii) depend explicitly on t. In all examples ( l ) . our variational problem becomes d The EulerLagrange equations in this case are d Q = d 2 d d t . F = 0.8). d.g.4).1.uF ) = u(F p u .u{t). ( d ^ ) _ _ ^ \ * 3 . also satisfies (1.1. we may assume (1.7) Conversely. we have F = 2 and (1. I f one modifies e.1. I n this case t that does not j (F t .u. u = constant.( 3 ) . and hence every solution of the EulerLagrange equation (1. In the case of example (2). We now recall that any smooth curve g(t) C R may be parameterized by arclength.4). i. .7) becomes = ^ ( 1 + u ). every solution of (1.1. w i t h the exception of ii = 0.jF ) p = 0 by (1.u{t)) u(t)F (t.7) by A. (1.1.4) satisfies F(t. 9d(t)) C R connecting two given points g(a) and ^(6).1.u(t). we actually had d = 1.7).9) in (1. (1. i f we denote the constant in (1.The classical theory Actually. is a straight . The latter then becomes 0 for i= l d d so that we see again that a length minimizing curve in E line. = _ =i J 9i J2(9j) 9i ( d ii \ § E 9j9j f jgftW ) Ls ^' { ) 2 ) for i = 1 .1.e.9) We also know that a reparameterization of a curve g(t) does not change its arclength 1(g). .1.1. . . .
(1. this example can easily be generalized.u{t).1.u(t))) = 0.ii(t)) p u t + u \G (t. 2 2 (1.1.1.1. We wish to miminize + \G (t.u(t))dt subject to some constraint.11) for all rj G C g ( [ a .u(t)) Example. We seek solutions of the variational problem I(u) —> min. Examples Often. Of course. A is an eigenvalue for the differential operator d /dt under the Dirichlet boundary conditions u(a) = 0 = u(b). one also meets the task of minimizing I(u) = / Ja F(t.(F (t. for example S(u)= Ja G(t.13) with u(a) = 0 = u(b). (1.ii(t))) p . This leads to the EulerLagrange equations j (F (t.u(t). Summary.u(t).1.u(t).1 The EulerLagrange equations.14) Thus.u(t).1.u(t). E ) .1.u(t)./a under the constraint 5(ti)= / u(t) dt=l. one then finds a Lagrange multiplier A with 0 = A (I( as d u + srj) + \S{u + sr]))  o 5 = (1.ii(t))dt . 6 ] .12) J( ) = / <i(*) d* M 2 .12) becomes u(t)Xu{t) = 0. with I(u) = J Ja F(t.u(t))dt = c 0 (a given constant). 2 (1. (1.10) As i n the case of finite dimensional minimization problems.
2 T h e idea of the direct methods and some regularity results So far.u(t).R ). because we did not specify in which class of functions u we are trying to minimize / .F*(t.e.6]. The only things we did prescribe were boundary conditions of Dirichlet type.ii(t)) p . namely 61{u. rj) = 0 2 d for all such rj. 6] — R . this leads to the EulerLagrange equations F (t. i.10 The classical theory d for given F and unknown u : [a. For a minimizer u then 61 (u. I f F and u are differentiate. So one might want to specify in advance that one minimizes / only among functions of class C . * Because of our derivation of the EulerLagrange equations in the pre ceding section. and if i t does. it might be preferable to minimize / in the class of all functions u for which d 2 2 2 1 2 . say C . whether the infimum of / in some larger class of functions. as always) or not.u(t)) = 0.rj) : = —I{u + srj)y for rj E Co([a. I n the light of this question. 6] —• R . directly leads to the ques tion whether / achieves its infimum among functions of class C (with prescribed Dirichlet boundary conditions. 1. i t would be desirable to have a solution u of class C . This. one may consider some kind of partial derivative. The classical strategy for solving the problem I(u) — min > consists in solving the EulerLagrange equations and then investigating whether a solution of the equations is a minimum of / or not. however.u(t). we prescribed the values u(a) and u(b) for our functions u : [a. could be strictly smaller than the one in C . If F and u are of class C . our formulation of the variational problem I(u) — min > has been rather vague.
.6] u{t )u(h) 2 = / Jti ii(t)dt. A function u G AC([a. . . u(t). A class of functions intermediate between C and AC is 1 D ( / . Here. this point will not be pursued or used any further. Note that F(t. The idea of the direct methods in the calculus of variations. m d 1 d d u G D then has left and right derivatives u~(tj) and u+(tj) points where the derivative is discontinuous. . and therefore we now briefly address the regularity theory.b]) ti. M ) for j = 0 . there exist a = to < t\ < . and 1 even at the f Lebesgue integration theory is summarized in Chapter 1 of Part I I . regularity results 11 is meaningful.e...1. E ) : = {u : / —• M . for example to be of class C . < t = b with u G C H M j + i ] . Nevertheless. This is the class AC([a. we put / : = [a. t See Chapter 4 of Part I I .u.l } .1. .2 Direct methods. even for the classical theory. inserted into this functional. m . T h e required composition property is stated there as Theorem 1. T h i s conforms to standard notations. one occasionally needs certain regularity results. one needs the class of functions for which the derivative u(t) exists almost everywhere and is finite. as opposed to the classical methods described in the preceding section then consists i n minimizing / in a class of func tions like AC([a. i.u(t)) is a measurable function of t for u € AC by our assumptions on F and the fact that the composition of a measurable and a continuous function is measurablef. we assume that F(t. provided F satisfies suitable assumptions. u continuous and piecewise continuously differentiable. For this purpose.p) is continuous in u and p and measurable in t.2. § We shall use the same letter J to denote the functional to be minimized and the domain of definition of the functions. To simplify our notation. Here.b]) and then trying to show that a solution u because of its minimizing character actually enjoys better regularity properties. 6]§. 2 This minimizing procedure will be treated later J.b}) of absolutely continuous functions.t e 2 satisfies for [a. T h e reader should be aware of this and not be confused. since we want to return to the classical theory for a while.
1 < t < 0 forO<*<! 2 which is of class C .6] = [ . 1 ] . 2 2 f0 = \t 1 for .1 .p) be of class C w. ti(l) = l .u. 1 ] .t.r. Let F(t. 2 2 f0 for . the unique minimizer is . R ) which is not of class C .( f k ( t ) ) ) di. T h e o r e m 1.1 < t < 0 forO<*<! 1 which again is of class D . . u and p and con tinuous w.2. but not of class C .3. d = 1 J(u) = ^ u(l) = 0 The unique minimizer is .2.u. [a. A minimizer is ti(0 =  t  € D ( / . ± = (2t~u(t)) u(t) dt. The minimizer of / is not unique (exercise: determine all minimizers). x u { t ) (lu(t)) u(t) dt . 6] = [ .r.rj) = J {F (t.2.1.u)rj u + F (t. ti(l) = l . 1 ] . Example 1. but not C . .12 The classical theory Examples Example 1. d = 1 I(u) = ( l . 1 1 1 Example 1. and let u G AC(I.R ) be a solution of d d d 1 1 6I(u.1 .l ) = 1 = u(l). . 2 2 t i ( .1) Ja .2.1.u)f)}dt p =0 (1.t t ( F : J x R x R + R ) .2. but none of them is of class C .1 . [a. d = 1 I(u) = J u(l) = 0 Here.2. 6] = [ . [a.u.
2. rj G AC(I.1.2.&i]. u(t). respectively (where Dg is defined analogously to C Q ) .1) for 77 G CQ or Dp. t p u(t). 0 h(t)ip(t)dt Then there exists a constant /i(£) = c = 0 cGE E). however.F .1.1) then implies 0=J (FpJ We now make use of: L e m m a 1. I t actually suffices to assume (1. Remark. 1 Proof.u„(t ))_ p j j j = derivative. u(t)) = F (t. I f h G C . R )).R ). (1.2. We put 1 c := b / ~ a h(t)dt Ja .3) / o r almost all t G / .R ) (i. 6]. one directly sees from the proof that cp £ C$ suffices. 1 1 d Proof. satisfy for all <p G AC (I.1) for all rj G Co°(I.R )) and we require that if I = [a. Fuitjiuit&iiitj)). R ) . E ) .u(t ). If u G C (I.3) for all <p G C Q ° ( / . omitting the obvious arguments of F. as in the definition of C$([a.2. u(t)) u (1.2) holds for all t G J. and analogously for the right Remark. I t actually suffices to assume (1. there exist a < a\ <b\ < b with rj(x) — 0 if x is not contained in [ai. I f u G C or D . at those points tj where u(tj) is discontinuous l d 1 d ~ (F (t . the proof anyway only requires (1.2.2) (note. We have. (1. regularity results d d 0 13 for all rj G AC (I. because functions in ACQ may be approximated by CQ° functions. U etc.2. 6].R ). Let h G L (I. and if u G J D ( / . Then for almost all points in I d j F (t.2.2.R) b X F dy^f]dt.2 Direct methods. jf F rjdt u = j[ ^ (j[ T]dt = F ^ y) d ~J u a (/ Fudy ) V dt (1. that the derivative on the left hand side cannot be com puted by the chain rule)..e.
1 there exists c G R with d F {t.1: By Lemma 1.cf dy because of (1.3). We now may complete the proof of Theorem 1. Then <p(a) = 0. Our assumption d e t F ^ 0 makes it possible to apply the implicit function theorem to conclude that <t>(t.t.u.d.2. d <f>: R x R via d x R d x R d R <t)(t. We define 2 for allr)eCl(I.u{y). ^ ®f all t E I and a solution u G C (I.2.4) Equation (1.q) := F (t.14 and The classical theory <p(t):= J Ja (h(y)~c)dy. Let F : I x R x R be of class C .u. 0 q 0 = . Therefore.q) = 0 may be uniquely solved w. u ( t ) .u(t)) p = f F {y.R ) of p l or p p l d d d 1 6I(u.u(y))dy u +c (1.2.2. Proof. and let F be also of class C . q.u. F is of class AC.u(t). p 1 1 T h e o r e m 1. This implies the claim.2.4).T])=0 Then u is of class C . The claims for u e C or D are obvious from the proof.2. and let det (F i j (t.2.3) implies 0 = f \h{y)c)h{y)dy Ja = f \h(y) Ja .R ).e. 0 po = u(t ).r.p) p p p .p.2.2.5) Ja for almost all t e l . (1. and differentiating (1.5) gives (1.q. and (p(b) = f Ja (p(t)dt = 0.2.e. p near UQ — u(t ).p.d. q.
2.3. u 2 d Proof.2. so then is ii(t). E ) .u. We thus need a global argument.u.q) in a sufficiently small neighbourhood of (£ . d d q = F (t.6) By our assumption on F .R ).u.2.u(t)) p R) are integrable).F (£.6) is invertible. Since to e I was T h e o r e m 1.u.p ).u. Let u G AC(I. u(t) = <p(t.u.u(t)) ueC {I. Jo pp Pl + s(p ~ ))ds 2 Pl pp (p pi)=0. arbitrary. Since the uniqueness result of the implicit function theorem is only local.u(t). rj) = 0 satisfy for all rj G AC (I. i. p 2 Thus / F (t. F (t.R ) 0 d d contains {(t.q) of 0 p 0 F (t.e. 2 2 (1. Let F satisfy the assumptions of Theorem.uo. hence p = P i . ii(£). <t> — 0 has a unique solution p = <p(t. regularity results 0 15 F(to.u . i i G C ( J .i£(£).pi) p and q= F (t.u(t). Po = ^o(^o)).u(t))). 2 d 1 hence t i G C . namely (£. Then d (assume that F (t. and in addition assume that F where ft C E d + 1 pp is (positive or negative) definite on ft x R : t G / } . (1.2 Direct methods. u(t).2. u(t). qo = F (t .u(t))) p .u(t).^(b<Zo) (^o € I .p) p 1 q =0 and <p is of class C . 1. there is a unique solution (p(t. as in the proof of Theorem 1.u. Thus. assume that for given (t.^(bPo). and F (t. Since we already know a solution of <fi = 0.qo) such that for each (t.2.q) G £/. there exists a neighbourhood U of (to.u(£))) p for t near £ 0 2 Since <p is of class C .p. q) and that (p : U —• E is of class C . i t cannot be applied anymore because u(t) might be discon tinuous.u(t)) 61{u. we now see that for any (t.u.p2 G R of (f)(t.2.u.po) for any to G I . u(t). Using this global uniqueness together w i t h the existence result of the implicit function theorem.1. hence uniqueness. Thus. Ho = u(to).q) = 0.u(t). the uniqueness of the solution cp implies d 1 p u(t) = </?(£.2. Thus.q) G ft x R . there are two solutions pi. u.F (t.
.e.2. by a theorem of Lebesgue 1 Since v = u almost everywhere. hence u G C to.rj) = 0 for all rj G C<J(J.16 The classical theory p for almost all f i n a neighbourhood of to.2 then gives u G C . By Theorem 1.2. i t . (1. u{t). k G { 2 . u u(t))u(t) = 0. (1.rj) = 0 for all rj G ACo(I.t. ii(t)) j= .3.1).d.8). and by Corollary 1.u(t))ii(t) +F (t.2. any ACsolution of 6I(u. . (The same result holds if we assume that u G C is a solution of the EulerLagrange equations (1. pu u(t).ii(t)) pt + F (t. We put to w then is of class C .u(t)) u = 0 (1.R ) is a solution of the EulerLagrange equations d T F (t. .u(t)..2 for a C lution of6I(u.2.2. o o } . Since u(t) and F (t.4. u(t) coincides for almost all t near to with an absolutely continuous function v(t).2.u(t)) are absolutely continuous w.u(t). ) i li id d ^ 0 for all t G / .F (t. 2 1 near q.1.F (t.rj) = 0 for all rj G C o ( / .u(t).2. R ) .9) 1 Then u G C (I.R ). Since u is absolutely continuous. .u(t).r.2.) 2 Proof. which was arbitrary in / . Let F : I x R x R + R be of class C . Theorem 1.7) or equivalently of F (t. d so q.ii(t)) p .R ).. t (the latter by Theorem 1.u(t). and suppose p k 1 d d d k det (F k+l pipj (*.8) l . we conclude u = w. pp u(t).d. and let F also be of class C .2.2.2. T h e o r e m 1. u is of class C .e.1. Under the assumptions of Theorem 1.u(t)) The same holds under the assumptions of Theorem 1.2. Suppose u is of class C and a solution of 6I(u. 3 .2. Corollary 1.
u(t)) .2 Direct methods.e.u(t)) pt + F (t.9).ii(t))} u • (1.u(t). 3 x 7 1 j+1 3 The preceding proof most clearly shows the importance of the as sumption det(Fpt j(t.u(t)) is an invertible matrix.e.d. Because of (1. oo}. i t is preferable to admit a class of comparison functions u that is as large as possible.2. p p fc k + 1 p pp .ii(t))) ^ 0 that already occurred in the proof of Theorem 1. Namely. because this is the largest class for which d 7(u)= J F(t.u(t). Summary. If under the assumption of Theorem 1.2. if one then finds a minimizer u. and suppose inductively u E C .10) Let now j < k. assuming F(t.2.2. p Corollary 1. p k k + 1 q.F (t. Therefore.10) then is of class C ~ .2. one may show that a minimizer u is as regular as F allows.u(t). .2. hence u is of class C .2. . then a solution u of 6I(u. F (t. because it is not regular enough.p) to be continuous in u and p and measurable in t.2." .u(t).1. However. . k G { 1 . The right hand side of (1. 2 . u(t). hence pp 17 u(t).u. . This invertibility condition det F ^ 0 implies that the EulerLagrange equations allow the expression of u(t) in terms of u(t) and u(t). I f the invertibility condition d e t F ^ 0 is satisfied.2. then u is of class C .8) can be solved for u in terms of u and u.d. it might not be a solution of the EulerLagrange equations. q. E ) seems to be a good choice. i t implies that the EulerLagrange equations (1.u(t)) is well defined. Examples show that without such an invertibility condition.u(t).rj) = 0 for all rj £ ACo is of class C . Namely.3. regularity results solves (1. if F and F are of class C .u(t)) pp 1 {F (t. F and F are of class C . however. u is of class C. regularity need not hold.8).2. I f one wants to solve I(u) —> min by a direct minimization procedure. AC (I. il(t) = pu F (t.
v(t)\ + \ii(t) 4.4) sup (\u(t) . 6I(u. (Note: I t is not clear that e may be chosen independently of v. i. d (1.2) is needed for u to minimize / when compared w i t h u 4. Jacobi fields We assume that u G D ( / .3.3. Namely.1) . .3) (1. we immediately see that a necessary condition would be /"(0) > 0 d (1. u(b) = v(b) . R ) . for all 77 G £>o(/. I n other words.3 T h e second variation.f s 7 ? ) u = 0 .M ). by Taylor's 7 theorem.3. E ) is a critical point of I(u) i. we want u to minimize i" in a D neighbourhood of itself.18 The classical theory 1.) We define the second variation of / at u in the direction rj e DQ as 6 I(u.srj for sufficiently small s.u(t). among functions 1 with u(a) = v(a). More precisely. and 8I(u.e.v(t)\ and < e (1.T]) = 0 We recall that := ^ / ( u + s77) u = 0 1 d = / Ja F(t.e.3.\ii+(t)  for some e > 0.rj) function = 0 is equivalent to s = 0 being a critical point of the f(s)=I(u + sri).u(t))dt.rj) 2 d := _ / ( 2 w . (1. since / ' ( 0 ) = 0 mf(0) = \s f"(0)+o(s ) 2 2 fors^O.3. If we want to decide if a given solution u minimizes J instead of just being a critical point.2) for the above function / and all 7 G D o ( J .
3.3). (1.3.3. b 6 I{u.r)(t))dt > min among all 77 G Z ^ ( J . u(t).rj)>0 We now put.3. e.r?W. u^))*^ (£.3. The EulerLagrange equations for (1. TT) : = F pipj 2 2 d d G D (I. (1.3. R ) . u(t) + sr](t).8). ii(t) + «7(<))d*. (1. d (1.3.8) If u satisfies the assumptions of Theorem 1.1.u(t))r) {t)r {t) p UJ i )j + F^j^ui^^uit^rji^rjjit)} dt.7) (t.r])= Ja 2 {F r)r) pp + 2F r)rj pu + F rjrj} uu dt. and we define the accessory variational problem for J(M) —• min as Q(rj) : = / cf)(t.3 The second variation.R ) l d forallrjeDl(I. 77.8) are = ^(*. We are interested in the question whether there are others.3.^))^%. u(t).r)(t).4).3.3. SupposeF e < 7 ( J x R x R x R ) andletu satisfy I(u) < I(v) for all v with {1. for given u.6) Our preceding considerations imply: T h e o r e m 1.»„ r J+ a I b 2F i (t. then Q(rj) > 0 for all 77 G £>J.5) as f Fpipjfiifjj. Jacobi fields 19 In order that this variation exists. (1. (1.5) Here.3.10) . Then 6 I(u.3.3. We then compute 2 6 I(u. 2 77) = ^ J" F(t. (1.1.u(t).R ).i)W).g. we require for the rest of the section that F is of class C . <p(t. and in the sequel.1. d Fpipjrjirjj = ] T We abbreviate (1. u(t))'Ki'K + 2F i j p UJ (t.9) d and hence 77 = 0 is a trivial solution of (1. we employ the standard summation conventions.u(£).
b — to) and define 7 G Z ^ ( J .3. u(t))fj(t) + F (t.1.e. det F {t. For that purpose. R ) minimizes I in the sense described there.R ) 7 (1. A solution 7 G C (I.20 i. u{t)) ^ 0 for all t e I .2. d (At points where ii(t) is discontinuous.2.u(t)) pp is positive semidefinite for all t G / .e. u G D ( / . that is seemingly weaker than the one of Theorem 1. R ) by 7 0 0 d { 0 for a < t < 10 — e and to 4.3. ~ (F (t.3. u e C ( J . pp The classical theory u(t). Let F G C (I x R x R . u{t). u(t). 6. u(t))rj(t). u(t)) pp for all t and 7 7 and so the assumption det F (t.11) is called a Jacobi field along u(t). u(t).3.. 3 d d 2 d of the Jacobi equations L e m m a 1. our first observation is that (1. These equations are called Jacobi equations.1.3.(p) = 0 for all <p € ACo(I.R ). We then consider 0 < e < min(to — a.2.3. Definition 1.3. this holds for the left and right derivatives. pu u(t).e. we have that 1 d F (t.to for to — e < t < 10 and for to < t < to + e . u(t)) ^ 0. q. u{t))?? > 0 for all £ = (£\ . £ ) e d R.. i.1. pu uu u(t).3. R ) is of class C and hence a Jacobi field. u(t))ri(t)) (1. and likewise at to — a.e < t < b e£ linear for t . 6Q(rj. u{t). We now derive the socalled necessary Legendre condition: T h e o r e m 1. F pipj (t. Since u is considered as given. We may assume that t e I and ii is continuous at t .11) is a linear homogeneous system of second order equations for the unknown 77. Then any solution of rj e AC {I. The result at the points where u jumps then follows by taking appropriate limits.11) = F (t.) Proof. u(t). i. indeed suffices to apply that Theorem. We apply Theorem 1. pp 2 d d 0 d 2 Proof. u(t))f)(t) + F {t.u(t).3. *K*)> V(t)) = Fpp(t.. R ) . Under the assumption of Theorem 1.d. R ) . we note that 0wir(*.e.
3.11).3 The second variation. q.lim €—0 / Jt e 0 F {t. Jacobi for given £ £ R .u{t ).u(t ))Cl.u (t)) u s s = 0. rj) = r ° Jtoe 2 0 £ £ for a < t < t or t + e < t < 6 for t .13) .u(t))r)(t) i.u (t). a ] .R ) is a Jacobi field on [ a i . pp pu u(t).2. and let F and F be of class C in [ a i .e < t < t for t < t < t + c.3. R ) .u (t). and suppose r\ G C ([a\.e. Jacobi fields are solutions of the linearized EulerLagrange equations.3.u(t))C^ dt pipj j > 0. and let u (t) of C solutions of the EulerLagrange equations s 2 3 d d be a family j F (t. The Jacobi equations and the notion of Jacobi fields are meaningful for arbitrary solutions of the EulerLagrange equations. pu uu u(t).a ]. not only for minimizing ones. d fields 21 Then { 0 < 6 I(u. ix(t). (1. We differentiate (1.r)(t))dt = 0.e).d. Then l d 2 2 2 2 / <p(t. I n fact.3.1.d. q.t.3. p pJ 0 0 o j . Namely: T h e o r e m 1. Proof.12) with u s depending differentiably on a parameter s 6 (—e.e. s at s = 0 to obtain ~ (F (t. (1. since all other terms contain a factor e.F (t. 2 .u(t). Then rj(t) := . the Jacobi equation (1. and we integrate over an interval of length 2e. Let a < a\ < a <b. u(t))CZ dt J + 0(e ) 2 for c 0.3. u(t))ri(t)) = 0. 2 p F (t.u(t))r](t) L e m m a 1.e.3. Let F e C {I x R x R .1 to obtain + C F p V (t. u(t))r)(t) + F (t.3. a ] with r](ai) = 0 = r)(a ).r)(t).u(t).^ ( % ds s = 0 is a Jacobi field along u = uo.ii (t)) t p s s .r. Hence F i (t .u{t).F {t.12) w. 0 0 0 0 0 0 We apply Theorem 1.
3. R) and suppose u e C (I. then u cannot be a local mini mum of I. More precisely. ii(t)) = 0. Let a < a\ < a < b.11). As before.10) and (1. u 2 Definition 1.)dt = / «/ai {^.d. we obtain 2 j <t>(t. a*]. let F be of class C . ' 1 " .v(t)\ 4 \u{t) . q. If there exists a* with a < a* < b that is conjugate to a. we have 2<f>(t.r))dt = j (j>ri{tiT7.3. 7T) = (f) (t.2.r). u(t). for any e > 0.rj) . Let rj(t) be a nontrivial Jacobi field on [a. We may derive the important result of Jacobi: T h e o r e m 1. We may hence integrate the last term in (1. We call the parameter value a conjugate to a\ and the point (a . 1 7 ) + •))•')}*• (1314) 1 Comparing (1.• f ^ = 0.3. 77.u(t).22 The classical theory Proof.F (t. 7T)7T.a ] with 2 2 2 2 77(01) = 0 = 77(02). Suppose that F (t. 7r)77 h (f>n(t. 77. pp l d 3 d d 2 d sup (\u{t) .14) by parts. v Therefore 2/ «/ai <f>(t.(«. LetF e < 7 ( J x R x R . t p u(t). Proof. ii(t)) .3.T7.j <t>A^V.v (t)\) ± <e t€l and I(v) < I(u). there exists v € D (I.3.»?.7r).R ).r.u(a\)) if there exists a not identically vanishing Jacobi field 77 on [a\. We put rj(t) 77 w for a <t < a* for a* < t < b. 6] of the EulerLagrange equations j F {t. we see that (f> is of class C as a function of t. Since <f> is homogeneous of second order in (77.u(a )) conjugate to (a\. 2 since 77 is a Jacobi 3 field. n Since 77(01) = 0 = 77(02). R ) with v(a) = u(a).4. v(b) = u(b).u(t)) is positive definite on I. and let u(t) be a solution of class C on [a.e. 77.
1.3 The second variation.
d
Jacobi fields
23
Then 77* G £ ^ ( J , ] R ) , and by Lemma 1.3.2 Q(V*)= f* <P(t,v*,v*)dt = o.
Ja
If u were a local minimum, then by Theorem 1.3.1 0 < S I(u,fj)
2
= Q(fj)
for all 7 G Z ^ ( J , M ) . 7
d
Hence 77* would be a minimizer of Q, hence by Lemma 1.3.1 77* G C (I,R ). Since ?)*(a*) = 0, then
2 d
7)*(a*)=0. Since also 77*(a*) = 0, and since 77* solves the Jacobi equation, a (linear) second order ordinary differential equation, the uniqueness theorem for solutions of such equations implies
a contradiction, because by assumption 7 does not vanish identically. 7 Hence u cannot be a local minimizer. q.e.d. In words, Theorem 1.3.4 says that a solution of the EulerLagrange equations cannot be minimizing beyond the first conjugate point. Turned the other way round, Theorem 1.3.4 says that i f u is a local minimizer, then there cannot be any parameter value a* w i t h a < a* < b that is conjugate to a. I t may happen, however, that 6 is conjugate to a. A n example will be given in the next chapter.
Summary. I n order to obtain necessary conditions for a solution of the EulerLagrange equations F (t,u(t),ii(t))
p
=
F (t,u(t),ii(t))
u
to minimize
one needs to study the second variation
Qfa) : = 6 I(U,T )
] 2
=  ^ I ( U+
ST )
1
1
for r? € Do
24
The classical theory
If, for fixed u, we consider the variational problem Q(rj) —* 0, we are led to the Jacobi equations ~ (F (t,
pp
u(t), u(t))rj(t)
+ F (t,
pu uu
u(t),u(t))rj(t)) u(t),u(t))ri(t)
= F (t,
up
u(t),u(t))r)(t)
+ F (t,
for 77. Solutions rj with 77(a) = 77(6) = 0 are called Jacobi fields, a* G (a, 6) for which there exists a nontrivial Jacobi field on [a, a*] is called conjugate to a, and if there exists such a*, u cannot be locally minimizing on [a, 6]. In other words, a solution of the EulerLagrange equations cannot be minimizing beyond the first conjugate point.
1.4 Free boundary conditions We recall the definition of an ndimensional embedded differentiable submanifold M of R : For every p G M , there have to exist a neighbourhood V = V(p) C M , an open set U cR and an injective differentiable map / : U —* V of everywhere maximal rank n (i.e. for every z £ U, the derivative Df(z), a linear map from E to E , has rank n) w i t h
d d n n d
M nv
n
= f(U).
A n example is the sphere S described in detail in Section 2.1 (Exam ple 2.1.1). The tangent space T M of M at p then is the vector space D / ( z ) ( E ) . I t can be considered as a subspace of the vector space T E , the tangent space of E at p. As in 1.1, we now consider the variational problem
P n d p d
I(u)=
2
/
Ja
F(t,u(t),u(t))dt
— min >
w i t h F of class C . This time, however, we do not impose the Dirichlet boundary condition that the values of u(a) and u(b) were prescribed, but the more general condition that for given submanifolds M i , M (differentiable, embedded) of E , we require that
2 d
u(a) G M i , i i ( 6 ) G M .
2
(Dirichlet boundary conditions constitute the special case where M\ and M are points.) In this section, we do not consider regularity questions. As an exercise,
2
1.4 Free boundary conditions
25
the reader should supply the necessary regularity assumptions on F , w, etc. at each step. Let u be a solution. Then, as before, u has to satisfy the EulerLagrange equations, because i f u(a) G M i , 77(a) = 0, then also u(a) + 577(a) G M i for any s, and likewise at 6, and so we may again consider variations of the form 72 + 577, 7 G DQ. This time, however, also more 7 general variations are admissible. Namely, let u (t) be a family of maps from / into M. depending differentiably on s G (—e, c), w i t h u(t) = Uo(t) and
s d
u (a)
s
GMi
,
u (b) G M
s
2
for all s.
Let
Then again 0= ^ / K )  . _
= f
Ja
0
= ±
+
£F(t,u(t),u(t))dt^
0
{F {t,u(t),u(t))f,{t)
p
F {t,u(t),u{t))T}(t)}dt
u
= f =
a
\  j F
p
P
+ ^ « }
 v + F
i
P
( * . « ( * ) , « ( * ) )
•
m l z i
F (t,u(t)M*))V(t)\ Za>
since u solves the EulerLagrange equations. We now observe that 77(a) G T ( ) M i (and likewise at 6), since we may find a 'local chart' / as above w i t h MiDV(u(a)) = f(U) for a neighbour hood V of u(a) and some open set U C M ( n i = dim M i ) . By choosing e smaller i f necessary, we may assume u (a) G M i f l V = f(U) for 5 G (~€, e). Since / is injective, there then has to exist a curve 7(5) C U w i t h u (a) = fo>y(s) for all s. Hence 77(a) = £u (a) = D/(/ 7i(a)) (0) is indeed tangent to M i at u(a). Moreover, any tangent vector to M i at u(a) can be realized in this manner. Therefore, since we may choose the values of 77 at a and 6 independently of each other, we conclude
u a n i s 1 , s s u=0 7
F (a,u(a),u(a))
p
•V = 0
for all V G
T M
u{a)
u
and likewise F (6, u(6), u(b)) W = 0
p
for all W G r
u ( 6 )
M .
2
26 We have thus shown:
The classical theory
T h e o r e m 1.4.1. Let u be a critical point of I among curves withu(a) G Mi, u(b) G M {Mi, M2 given differentiable embedded submanifolds of R ), i.e. ^ ^ ( ^ s )  = 0 for all variations u (t) differentiable in s with u (a) G M u (b) G M for all s G (  e , e ) (e > 0 ) . Then u is a solution of the EulerLagrange equations for I , and in addi tion, F (a,u(a),u(a)) and F (b,u(b),u(b)) are orthogonal to T ^Mi and T ( 5 ) M 2 , respectively. In particular, if for example Mi = R , then F (a,u(a),u(a)) = 0.
2 d s = 0 s s b s 2 p p u d U p
Summary. I f instead of a Dirichlet boundary condition, we more gen erally impose a free boundary condition that u(a) and u(b) are only required to be contained in given differentiable submanifolds Mi and M 2 , respectively, of E , then F (a,u(a),u(a)) and F (b,u(b),u(b)) are orthogonal to these submanifolds for a critical point of / under those boundary conditions.
d p p
1.5 Symmetries and the theorem of E . Noether In the variational problems of classical mechanics, one often encounters conserved quantities, like energy, momentum, or angular momentum. I t was realized by E. Noether that all those conservation laws result from a general theorem stating that invariance properties of the variational integral / lead to corresponding conserved quantities. We first treat a special case. T h e o r e m 1.5.1. We consider the variational integral I(u) = /
Ja
2 d d
F(t,u(t),u(t))dt,
with F G C ([a,6] x l x E , E ) . We suppose that there exists a smooth oneparameter family of differentiable maps h : R
s d
> R
d
(the precise smoothness requirement is that h(s,z)
2 d 0 0
:= h (z)
s 0
is of class C ( (  e , e ) x E , E ) for some e > 0), with h (z)
0
= z
for all
zeR
d
1.5 Symmetries and satisfying j\(t,h (u(t)),
s
and the theorem of E. Noether
27
f h (u(t)^J
t s 2
dt = j\(t,u(t),
d
j u(t^J
t
dt
(1.5.1)
for all s G (~e,e) and all u G C ( [ a , 6], R ). Then, for any solution u(t) fori,
p
of the EulerLagrange
equations
(1.1.4)
F (t, u(t),ii(t)) is constant in t G [a, 6].
~h (u(t))\
s
s=0
(1.5.2)
Definition 1.5.1. A quantity C(t,u(t),u(t)) that is constant in t for each solution of the EulerLagrange equations of a variational integral I(u) is called a (first) integral of motion. Proof of Theorem 1.5.1: Equation (1.5.1) yields for any t G [a, 6], using h (z) = z,
0 0
°
=
^ s J
a
°
F
{ '
t
h
s
^ ^ Jt
k s { u { t ) )
)
d t
^
s = 0
= jT° {F +F
u
(t,u(t),ii(t))
^hs(u(t)) J f sW))}dt\s=ot s h
(1.5.3)
P
(t, u(t),u(t))
We recall the EulerLagrange equations (1.1.4) for u: 0 = jF
t p
(t, u(t), ii(t))  F (t, u(t),u(t)).
u u
(1.5.4)
Using (1.5.4) in (1.5.3) to replace F , we obtain 0 = f ° [jF {t,u(t),u(t))
p
fh {u{t))
a
+F
P
(t,u{t),u(t))
J ff s( (t))}dt\ =o
t s s
h
u
(15.5) dt.
= f ° j Therefore F (t ,u(to),u(t ))~h (u(t ))\
p 0 0 s 0 s=0
t
(F (t,u(t),u(t))^ h (u(t))\ )
p s 3 s=0
=
F (a,u(a),u(a))~h (u(a))\
p s
s=0
(1.5.6) for any to G [a, 6]. This means that (1.5.2) is constant on [a, 6]. q.e.d.
28
The classical theory Examples
Example 1.5.1. We consider for u : E — E >
3 n
, u = (ui,...,u )
n
with
F(t,u(t),u(t))
= pmj^f
^II^H
2
= E ^ i j,
i.e. a mechanical system in E
3
w i t h point masses m*, and a potential
V(u) that is independent of the third coordinates of the Ui. Then h (z)
a 3
= z + se ,
3
where e is the t h i r d unit vector i n M , leaves F invariant i n the sense of Theorem 1.5.1. Since ^h \ o
s s=
3
d
= e ,
3
we conclude that
1=1
i.e. the third component of the momentum vector of the system is con served. Example 1.5.2. Similarly, i f a system as in Example 1.5.1 is invariant under rotations about the e axis, and i f h now denotes such rotations, then (up to a constant factor)
3 8
L , — n \s=oUi = es A Ui. as Hence, the conserved quantity is the angular momentum w.r.t. the e s 3
d
axis, n ^ F ez A Ui = ] P ( i i) i=l i
m u v
' ( 3 A Ui) = ] P (ui A ra^) • e . i
3
e
We now come to the general form of E. Noether's theorem T h e o r e m 1.5.2 ( T h e o r e m of E . N o e t h e r ) . We consider the varia tional integral rb I(u) = I F(t,u(t),u(t))dt
Ja
1.5 Symmetries
2 d d
and the theorem of E. Noether
29
with F € C ([a,6] x R x E , E ) . We suppose that there exists a smooth oneparameter family of differentiate maps h = (h° ,h )
s s s
: [a,b] x E — E x E >
d
d
(s G (  e o , e ) as before) with
0
h (t, z) = (t, z)
0
for all (t, z) G [a, b] x E
d
and satisfying rh° (b)
3
/
d F(t ,h (u(t )),—h (u(t )))dt =
( s s s s s s
\ /
r
b
F(t,u(t),u(t))dt
(1.5.7) fort = h° (t), all s G (  e , e ) and a// it G C ( [ a , 6 ] , E ) . Then, for any solution u(t) of the EulerLagrange equations (1.1.4) for I ,
2 d s s 0 0
F {t,u(t),u(t))
p
— 'ds'
p
h {u{t))\
s
s=0
+ ( F ( t , t i ( t ) , t i ( t ) )  F (*,ti(*),A(*))wW) ^ 2 W I  = o is constant in t G [a, 6].
f c
(15.8)
Proof. We reduce the statement to the one of Theorem 1.5.1 by artifi cially considering t as a dependent variable on the same footing with u. Thus, we consider the integrand
F(t(T),u(t(T)),^,^u(t(r))
:=F
\
t M t ) , * ^ ) Z dr
dr
(1.59)
Then I(t,u) := j H F ( i ( r ) , u ( i ( r ) ) , =
=
 : « ( * ( r ) ) ) dr i f i ( r ) = a, f ( n ) = 6
0
J F(t,u(t),u{t))dt,
/(«)•
(1.5.10)
By our assumption, F remains invariant under replacing (t,u) h (t,u). Consequently, Theorem 1.5.1 applied to I yields that
s
by
F {t,u(t)Mt))~h (u(t))\ ^
p s s=Q
a socalled first integral of motion.1.30 The classical theory with p° standing for the place of the argument ^ of F (while p stands as before for the arguments ii). p u(t))u{t) is conserved. z ). = t). conservation of momentum and angular momentum correspond to translational and rotational invariance of the integral.2. u(t). with any differ entiable symmetry of the integrand. let 1 2 z = L(u) := I Ja \ii{t)\dt.1 For mappings u : [a. Also.. Example 1.u).z) leaves / invariant as required in Theorem 1.z) s i. by (1. i.5.e.5.5. . u(t).e.e.. 6] — E ..   2 _ J2i i(z ) ).F (t. this implies the q.. Then h (t. Suppose F = F(u. is invariant. for z — (z . on t. Summary. We shall see another proof of this fact in Section 4. Fp — F — pi Fo p = F  Fu p at s = 0 (note ^ = 1 for s = 0 since h^t) invariance of (1. respectively. consider > d E(u) : = i f\u{t)\ dt d l d 2 ( •  is the Euclidean norm of E . in classical mechan ics.8).9). Compute the EulerLagrange equations and the second variation. while time invariance leads to the conservation of energy. For example. The theorem of E. Therefore.3. the 'energy' F(t. Show that L(u) < yj2(ba)E(u). Since.d.5. F does not depend explicitly = (t + s. Noether identifies a quantity that is pre served along any solution u(t) of the EulerLagrange equations of a variational integral. Exercises 1.u{t)) .
Exercises 31 1. (What is an appropriate regularity class for the mappings u that are considered here?) Determine all minimizers of the variational integral 1.2 w i t h equality if \u(t)\ = constant almost everywhere. 6] —• E . I n particular. Can you find Jacobi fields? . consider d Compute the first and second variation of / and the Jacobi equation. you should obtain an analogue of Jacobi's theorem.4 w i t h u(~l) = 0 = u{l). For mappings u : [a.3 1. Develop a theory of Jacobi fields for variational problems with free boundary conditions.
(<H 2 (2. L(c):=£\c(t)\dt 1 d = £ ^ ( n a y j dt.1. .T]. This means that c is an absolutely continuous map from the interval [0. c ) are the coordinates of c = c(t). We assume for a moment that c([0. . we assume that / is of class C . We let c G AC([0. there exists a curve 7 ( t ) C C/ 32 .e. t will be denoted by a dot '. T] into R with the property that c(t) G M for every t G [0. The derivative of c w.4. .2 A geometric example: geodesic curves 2.r. i. 3 d d c(t) := The length of c is given by Jt {t).1 T h e length and energy of curves We let M be an ndirnensional embedded submanifold of R . Since / maps U bijectively onto f(U). (2. .1) where ( c . T]) is contained in /(J7).12) f:U~>V . I n this section. that all local charts are thrice differentiable. We also define the energy of c as E(c) We let now := ^ £ \c(t)\ 2 d t = \ £ Y . f(U) = Mf)V be a local chart for M as defined in Section 1.M) be a curve on M .t.T].
1. cf. we put 9f df W i t h this notation. and we have the chain rule c(t) = (Df) ( ( « ) ) o 7 ( t ) . For zeU.2. the preceding formulae become L{c)= I * (9iMt))fm (t)) dt Jo 9iMmW(t)dt j h a a (2. 7 or where the index i is summed from 1 to n.1 The length and energy of curves with c(t) = f( (t)).e. . and in sequel.3) Since the derivative Df(z) has maximal rank everywhere (by definition of a chart. 9ij{z)rfrf > 0 hi whenever 7 = ( 7 7 . 2 dt 1 f T df a df a In these formulae. . is symmetric.e.r. 7 is absolutely continuous. . i.4).1. z f o r a 1 1 9ij(*) =9ji( ) and positive definite. 1 33 (2.t We note that (gij(z)) i J = 1 n the chart f U —>V. . since c is. 1.1.6) QfOt QfOt is co//ed! £/ie metric tensor of M w.1. rf) ^ 0 G E .1. 7 1 n . E{c) = ±J (2. the index is summed from 1 to d. Thus L(c) = £ and (^(7W)7 («)^(7(*))7 '(*)) < . i.5) and Definition 2.
d Our aim will be to find curves of shortest length or of smallest energy on M . L is parameterization invariant in the sense that whenever T:[0. whenever i : H& —> H& is a Euclidean isometry. and both r and its inverse are everywhere differentiable). This more than compensates for the complication in the formulae for L and E.e.8) for any curve c : [0. The use of local charts for M seerns to have the obvious disadvantage that the expressions for length and energy of curves be come more complicated. i. A l l curves represented in local charts lie on M .1. r is bijective.e. to minimize the functionals L and E among curves on M . For this purpose i t will be useful to observe certain invariance properties of L and E.1. First of all. the orthogonal group.e.34 Geodesic curves Remark 2.1.S]>[0. is that this constraint now is automatically fulfilled. The advantage of this approach. then d d d L(i(c)) = L(c) (2. Secondly. then r~ l L(c) = L ( c o r ) . and b G E . i. i(y) = Ay + b with A G 0 ( d ) .1. namely not to consider curves on M as curves in R satisfying a constraint.7) E(i(c)) d = E(c) (2.r] is a diffeornorphisrn (i. T] > R . Namely L(cor) .
i. T ] .1. almost everywhere. Among all reparameterizations T:[0.L(c)]. we say that i t is parameterized by arclength. the reparameterized curve C — CO = 1 for almost all s. L(c)] —• R [0. From Lemma 2.e. (2. i.1.1. d for almost all t.10) w i t h equality iff \c(t)\ = constant We have shown: L e m m a 2. T is parameterized by arclength. and this implies that i t may be parameterized by arclength. is not parameterization invariant. and if \c(t)\ = 1.T] with ^ • ( c o r)(s) i. < V^>/E(cj.1 The length and energy of curves 35 E.L(C)} d be a curve parameterized on . T] —• R . For every c e A C ( [ 0 . is rectifiable if i t is absolutely continuous (which we always assume). Let c : [0.L(c)]^[0. we obtain: Corollary 2. we have instead 2 L(c) = J l<\c(t)\dt<U dt\ [J \c(t)\ dt) =VWy/E(cj. By the Schwarz inequality.e.11) we say that the curve c is parameterized proportionally to arclength. We recall that a Jordan curve. an injective curve c : [0. (2.e.1.2. unless \c(t)\ = constant If \c(t)\ = constant almost everywhere .1. there exists a diffeornorphisrn d r:[0.1.1. E ) L(c) with strict inequality. however.L(C)}^[0.1.
L(c)]).1. Then from n / o ( t ) = c(t) = / o 7 ( t ) .1. namely [0. 7 7(0 = ^(7(0). Then there exists a curve 7 in U w i t h c(t) = /(7(£)) for all t.12) interval.36 Geodesic curves (i. if c : [0.5) has to be independent of them.6) for its energy. (p is called a coordinate transformation. (2.1.13) L(c) < 2E(c).1. let f:U+V be another chart with C ([0. and similarly (2. we keep the interval of definition fixed. a bijective map between open subsets of E whose derivative Dp(z) has maximal rank ( = n) at every z.e.1) and (2. and therefore (2.14) In order to study this invariance property more closely.r 1 (/([/) n / ( # ) ) ^ r 1 (/([/) n /"(#)) (see Figure 2.T])c/(£/). Putting QfOt QfOt we then also have L{c) = £ (s«(7(*))7*7 (*)) * dt. in order to discover a third invariance. the par ameterization by arclength leads to the smallest energy. and from hence ?(t) = ^( (t))V(t) 7 (2. (p is a diffeomorphism. too. L(c)] —• E is parameterized by arclength d L(c) = 2JE7(c).1. we define f == r 1 of.2) and (2.1).5) for the length of c. I n order to study this more closely. i.1. Namely.1.we compare the two expressions (2.1) is obviously independent of the chart / : U —• V and its metric tensor.1. (2. whereas for any other parameterization of c on the same (2. We now return to those curves c that are confined to lie on M .1.15) fob)) = f(z) .e. Namely.1. (2.
1). ==1 be the metric tensor of M . and likewise for the corresponding expressions of the energy.2. . The important transfor mation formula (2. .1. we get 9ij(z) = From (2. (21. T] w i t h the property that c([^_i.1 The length and energy of curves 37 Figure 2. Let (9ij(z)).16).1. (2.1.15) and(2.1. . we see 9iJ (7(0) ¥(t)i (t) j ~9ki(<p(z))^(z)^j(z).5) and (2.1.. .. This invariance property of L and E makes it possible to express the length and energy of an arbitrary curve c on M that is not necessarily contained in the image of a single chart as follows: One finds a subdivision t = 0 < U < .17) and this shows again the equivalence of (2. m .16) shows how the metric tensor transforms under coordinate transformations.1.^]) is contained in the image of a single chart U :U v j V n v for each v = 1 .1. < t „ i 0 m <t =T m of [0.16) = hi m)) t W (*). .
2.^iflyyV We now introduce some further notation: (g ) W ij • ..1.. minimizing E not only selects shortest curves but also convenient parameterizations of such curves.. namely.t.. / t. We now compute the EulerLagrange equations for E as given by (2.1.r... Thus. a local chart.1.. the chart / „ .19) We now assume that the charts for M are twice differentiable and return to the question of finding shortest curves on M . this does not depend on the choice of charts / „ . Similarly E(c) = \ j T ^ ( 7 ( * ) ) f ( * ) y (*)*• n (21.. one usually just says that for a curve c on M u L(c) = f Jo T ( ^(t))f(t)jHt)) 9ij h dt. because a minimizer for E contains more information than one for L .r.t.19): d 0= ^ 0 = j t 9ij — E^i (2 (7(W (t)) J for i = 1 .r.n . .j = l.20) (the factor 2 in the first term results from the symmetry & 0 = 2 rf 9i +2^y7 f c 7> . . for example between two given points. m . Then m Geodesic curves m l f x = E / tiy — 1 (^(7. this chart. and is the metric tensor of M w.W)7iW7iW)'* where c(t) = fvO~f (t) for t G By the preceding considerations. it is preferable to minimize E instead of L .38 w. . minimizers for E are precisely those minimizers for L that are parameterized proportionally to arclength.( ^ ) (7(*))7*(t)7>(*) = gji) (2. (2. .1. where 7 is the representation for c w.18) (9ij)ij=i.1. For this reason. By Corollary.t.
.20) then becomes 0 = f 4. for i = k for i ^ k for all i. .1..3.. 7(0) = v for t E [—e. f i n 2 :=S \ n {(0. we put := S \ { ( 0 .. e] and some e > 0.1 The length and energy of curves is the matrix inverse to (gij)ij 1 0 i.21) The theorem of PicardLindelof about solutions of ordinary differential equations implies: L e m m a 2. l ) } . . 0 .1. Examples Example 2..ffiM) 7 * y equations for the energy E for fori = l. I n order to construct local charts.\g = f + ^ by using symmetries. 0 .2.1. the system (2.1. The solutions of (2. Definition 2.1. Thus: L e m m a 2.2..21) has a unique solution y(t) with 7(0) = z ..1. For any z E U.ki ¥ j h  9kj ri V) t k +Abu .1. v e K .n. 7(2) depends differentiably on the initial values z.1)} . The EulerLagrange curves on M are 0 = f(t) + r ( (t)W(t)j (t) jk 1 i k il (2gi . . (2. .0. 39 9*9jk = 6k := and finally the Christoffel symbols Equation (2.1. n Moreover.0.e. The sphere in+l is a differentiable manifold of dimension n.2. v.21) are called geodesies on M.1..
... nSsr) (#1 and g are the stereographic projections from the south and north pole. _ f X 1 X n \ 1 = <* <* = * i(l X X z z . hence 41 and then 2 z J 1 Thus i . respectively).. .1)} 2 = 2.. . 1 More explicitly. / i can be computed as follows: With / 1 n ." + ! ) 4x 2 n + 1 x X n + 1 .0.E as n .. n^.. .:R"»5 \{(0.( I ^ j t 2 +. g : fi 2 2 E n and *" > .l)}..40 and define Geodesic curves gi : fix .2 4 ^ / • = l .. We then obtain charts / / 1 = j r 9 1 : r .1 For the metric tensor. we compute dfj_ 26 jk 4*V dz k ~ (1 + z V ) ' 2 .^ \ { ( o n 0. 1 0 ) / 2z l 2z n zz l { .
= \g = = kl (9iu + 9ji.123) —• E + is positive and differentiable.r.9ij.i ~ 9ij.. the metric tensor w.1. the chart f is given by the same formula. ij 2 (2. j . T • vanishes if all three indices i.25) dip dip dzl~ ^ 6 j k + 6 i j dip dz^' Thus. <p = log(l 4. _2__^0 _ _ r 2 dip Next It. I t turns out that adding a little generality will actually facilitate the computations.1.22) Actually. (2. T a n d l ^ g fari^j.^ j . z  ) .1 The length and energy of curves Hence 9ij z 41 () = = ^6ij. I n order to compute the expression for geodesies.t.log 2 hence dip _ j 2 2z ' 2 J dz~ " 1 + N " . (2.1.24) We also put <p : = log</>.26) In the present case. We consider a metric of the form 2 9ij = where (\>: R n (2. and for all i .k) 6 i k (2. we also need to compute the Christoffel symbols. k are distinct. Then g ij =<l> 8 .2.1.i) (9ikj + £?M . Then _ % i _ _. j )i = tj = .
(7) V' .1. The images of the straight lines under the chart / 1 are the great circles on S through the south pole. the equations for geodesies become n n o = f + 2£ r*. we have thus found all solutions through 0.29) has a unique solu tion in a neighbourhood of t = 0. n. and the metric tensor would have assumed the same form (2. . More generally.28) in (2.28) where a : E —• E then satisfies a ( 0 ) = 0. Let c (t) be the great circle on n n n n n n n 0 0 0 Po 0 . (2. 7 ( 0 ) = 0.27) of the desired form (2.1. one may also argue as follows: We want to find the geodesic arc j(t) on S with 7 ( 0 ) = po. .27) leads to i fr[l if. • 2 2\a\ a . i. hence uninteresting). 1 V l + \a\ a* 2 y Since we may assume a ^ 0 (otherwise the solution with 7 ( 0 ) = a is a point curve. with 7(0) = a € R is given by = V . this equation holds.22).1.1. the south pole does not play any distinguished role.r j ( ) 7 7 + £ 7 i 7 i i W W (using the symmetry F\j = T^) r r r V y V TTTP 1 + 7l j^x + 171 We now claim that the geodesic ( t ) through the origin.. i = 1 . 7 ( 0 ) = V for some p e S . The image of 7(f) is a straight line through 0. and we could have constructed a local chart by stereographic projection from any other point on S as well. We then have found a solution j(t) of (2.1. . = a a 1 L 2a a + a \a\ 2 L 2 2 3 .. .1.42 Geodesic curves Therefore. . if a(t) satisfies the ordinary differential equation (ODE) 0 = a 1 !4—a. d(0) = 1. \ . Making the ansatz (2.28). Namely. By Lemma 2.1.«—cr 2 .o 2a* a fril + a*\a\ 2 „ .1. We can now use a symmetry argument to conclude that all the geodesic lines on S are given by the great cir cles on S .29) 4 The theorem of PicardLindelof implies that (2.3.1. a a 2 (2.2£ 1 7 n 7 + S W ( 2 L 2 7 ) («) = aa(t).e.V e T S.
Then there exist infinitely many great circles that pass through both p and q. and therefore 7 = c . in accordance with Theorem 1. 3 d 0 3 d T h e o r e m 2. and in fact it provides the natural setting for the theory of geodesies. . Co is contained in a unique twodimensional plane through the origin in E . This is an isometry of R mapping S onto itself. . no generality is gained by considering Riemannian manifolds instead of submanifolds of R . . and so isometries have to map critical points to crit ical points.3. and that the inclusion i : M ^ M is a differentiable embedding. O n the other hand. let p. from that point of view.1. con tradicting the uniqueness result of Lemma 2.Nash says that any Riemannian manifold can be isometrically embedded into some Euclidean space E . For any x M . i = l . differentiate submanifold of E . because we have observed that the length and energy functionals are invariant under isornetries. We shall later on see that the first conjugate point of a point p £ S along a great circle is the antipodal point q of p. are geodesies parameterized by arclength. again of class C .2.3. and that i t is also of class C . The arcs £ 1 < x < £2 on any such n 0 l n n f We do not introduce the concept of an abstract Riemannian manifold here. i o 7 would be another geodesic w i t h initial values po. more gen erally. n n n 2. Let i denote the reflection across this plane. / ( 0 ) = #o(ii) M nV = f{UD{x = 0}) (Hi) The curves x = C\. respectively a Riemannian manifold. d d d . I f 7 were not invariant under i .2 Fields of geodesic curves n 0 43 S parameterized such that Co(0) = po> co(0) = V . q be antipodal points on 5 . Therefore. We assume that M q has dimension n — 1. n — 1.g. and a chart f : U —* V with the following properties: 0 0 0 (i) U contains the origin o / E . Namely. hence considered as a submanifold of M . Vo. n + 1 n + 1 n n 0 We draw some conclusions: The geodesic arc through two given points need not be unique. C \ — constant. north and south pole. Therefore. the embedding theorem of J. Now i maps po and Vo to themselves.4. I t therefore maps geodesies on S onto geodesies. 2 0 7 = 7 . a Riemannian manifold of dimension nf.2. but some readers may know that concept already. this means that Mo itself is a differentiable submanifold of E . or. e. One also sees by explicit comparison that a geodesic arc on S ceases to be minimizing beyond the first conjugate point.1. Let M q be a submanifold of M .2 F i e l d s of geodesic curves Let M be an embedded. . there exist a neighbourhood V of x in M.
2. we then consider the geodesic arc 7 ( £ ) with 0 71 1 P 7P(0) = P. we may assume that such a normal vector n(p) may be chosen so that it depends smoothly on p G Mo f l V =: Vo.0) = y>(a?) and n(y?(x)) n n t e . intersect the hypersurfaces x = constant orthogonally. .> 7((^(x). t) . 7P(0) = n ( p ) .1) (T/ie second relation means that the curves x = C\. we write ~/(p. gin = 0 n = £ 1 and x n = £2 are M of for all i = 1 .t). the map P / :0b* (e. Since the solution of (2. there exist two unit normal vectors n±(p) to Mo at p.2. i = 1 .2) This geodesic exists for f < e = e(p) by Lemma 2. .f) is likewise differentiable. the Jacobian of / is spanned by the linearly independent vec tors a i ^ T ' M z ) ) ( o that 7(y>(a?). P In a sufficiently small neighbourhood V of #o.0) G / ? Uo x (—c. n (p)eT M.1. Since Mo is a hypersurface. n . c).1. . where (p : C/o —• Vo is a local chart for Mo. A t (0. n — 1.44 Geodesic curves curve between the hypersurfaces x the same length £ 1 — £2 • (iv) The metric tensor on U satisfies 9nn = 1. v) = 0 for all v G r M p 0 C T M. We assume that there is a local chart (p : Uo —* VQ for M q (Uo C M "" ).1 l (2. hence on p.€)M (x. we may assume that e > 0 is independent of p.3). . For every p G Mo f l V . Instead of 7 (£).3. ± p n±(p) = l ( n ± ( p ) . if necessary. i. possibly choosing V smaller.2.e. . .We may assume x = y?(0). By choosing V smaller i f necessary. . for every p G Mo. .) n Proof. (2.2) depends differentiably on its initial values (see Lemma 2. 0 by composing < with a diffeomorphism if necessary.
. £). Hence in particular r* Now r n = 0 for fc = l . (ii) (after redefining V ) . x ~ . namely / ( c i . / obviously satisfies (i). T/ie coordinates whose existence is affirmed by The orem 2. DejRnition 2..2. n — 1 are geodesic arcs.2. . Finally.1. . n . . by the inverse function theorem. . the system of equations for these curves to be geodesic is n % nn n nn . the curves x = Ci.2.. . . . Let 7 ( f ) . . ..n. g = 1.1. 0 ) .2. . Ci — constant. . n .1 are called geodesic parallel coordinates based on the hypersurface M . n _ 1 Since furthermore ^ ( x . . x n = t. . In particular. . .3) . since # n n = 1. . is orthogonal to the surface ^ ( x . since the curves x = c^. n — 1). . e).2 Fields of geodesic curves 45 are orthogonal to all the vectors J^r € X ^ ^ M o ..2. e). . 0 ) = 0.0) e Uo x (—€. because the geodesic arc x ~ t. Then any such curve is the short est connection of its endpoints when compared with all curves contained entirely in U and having the same endpoints.l) = ^'ffnl. x — Ci ~ constant..e < t < c}.e ) .. .— + r * ^ dx dx S: (dx ) n 2 t3 n n (* n = *) ***=!. for i = l . (iii) also holds by construction (putting x = t). There fore. hence g = = 1. n n = ^9 (l9nl.2.n 1 1 M ~ 9nn. 2 where U = / 7 x (e. . . / yields a chart in some neigh bourhood U of (0. . x ) = / ( x . t\ < t < t be another curve in U with 7 ( ^ 1 ) = 7 ( . We have to prove 0 2 Hi) > i(7). . 0 T h e o r e m 2.n. (22. x . . we obtain n l 1 n _ _ 1 1 n 1 9nk = 0. are geodesies parameterized by arclength.€). Next. 7 ( t ) = 7(e). c _ i . % Proof We consider the geodesic 7 (t) = {x* = ^ . . Let f : U —• V be a chart with the properties described in Theorem 2.. . t 6 (—e. . .. j = 1 . Therefore g nkjn = 0 1 for all k = 1. .
Namely geodesic arcs on S that are longer than a great semicircle show that geodesies not embedded i n a field need not minimize the length between their endpoints.1. q. n .2.2. unless 7 is a reparameterization of 7 . so does y(\t) for A = constant. > r i7 (o n *>7 n (<2)7 n (<i)=7 n (e)7 n (e) = 1(7). but longer than a semicircle show that there may be shorter curves not contained i n the field.1].e<t<e} constitute a field of geodesies.1 by Theorem 2. Theorem 2. Then by the above observation 7*W=7A Q) V for A ^ O ..2 essentially says that any geodesic arc i n this field is shorter than any other curve with the same endpoints in the region covered by the field. We fix Zo G U and denote the geodesic arc 7 of Lemma 2. n Following Weierstrafi. Both properties are essential.21). Since *y depends differentiably on v.e. 0 by 7 „ .4) since # n n = 1. n — 1.2. A n d geodesic arcs on a cylinder. 7 is defined on [—eo. is compact. we then conclude that for any w £ R with M < eo.5) Thus 7 A is defined on j].5). e]. we also note that by Lemma 2..46 Geodesic curves with strict inequality.x x C i n = t.7(0) = t.. unless 7* is constant for i = 1.2 with 7(0) = s . and since v G E . 7tu is defined on [—1. there exists €0 > 0 with the property that for all v w i t h \v\ = 1.eo].J=I n 9ij ( 7 ( 0 ) 7 W ^ W + ( T ^ ) ) j / (2. gi = 0 for i = 1. v v n V n .1. The first inequality is strict.3. .1.2.2. \v\ = 1. CQ may be chosen to depend continuously on ZQ. Now £(7) • /TL ( £ V. For later purposes. unless 7 ( £ ) is monotonic.. if 7 is defined on [—c.. we say that the geodesies 7 (£) = {* = .. n We observe that i f 7 ( f ) solves (2.d. and the second one is strict. From (2. contained i n meridians.1(iv). (2..
e. First of all.6) for the point zo G U under consideration.9).16).7) We assume that / : U —• V satisfies these normalizations. fc.5)). the chart / satisfies this property and De(0) is the identity by the proof of Theorem 2.2 Fields of geodesic curves We now define a map e = e Z0 47 : {w G E n : \w\ < e } + U 0 w H» 7tu(l). Namely.e. replace / by / o A. (2.4.2. the straight lines tv (v G E . Then e(0) = z .2. We then replace / by / o e defined on {w G E : \w\ < e } .0 fc ftj fc = «<i for all i. j . I n order to verify (2.5) Hence. and both e and e~ are differentiable) onto a neigh bourhood of ZQ G U.9) .2. In this new chart.2. q.e.3.t. the transformation formula (2.d. the metric tensor satisfies fti(0) rj (0) .16) implies that we may perform a linear change of coord inates (i.1.2. we may assume z = 0 0 (2. n 0 T h e o r e m 2.2. Secondly.2. R ) ) in order to achieve ffy(0) = fy. l n We want to normalize our chart / : £ / — • V for M. tv is mapped to 7 ^ ( 1 ) = y (t) (see (2.8) (2. e is bijective. where *y (t) is the geodesic with n v v . t \v\ < e) are geodesies.2. (2.1. the derivative of e at 0 G E mapping theorem implies: n is the identity.r.2. e maps a neighbourhood of 0 G E diffeomorphically (i. <ftj = 6ij holds. since the metric tensor w. (0) Proof. We compute the derivative of e at 0 as 0 De(0)(v) =  7 t »(l)„„ = ^7«(%. B y (2.3.2. where A G G L ( n .2. we observe that in our new chart. and the inverse T h e o r e m 2.o = 7«(0) by (2.
(po) w i t h fixed (p . .16) 1 n l 1 1 2 1 rr r(p n w k ffrr(0) = l . . l n The vanishing of gij^ for all i . n . where {ei) is an orthonormal basis of E .d' * Particular. . / . and we write g instead of gu. .r. Then 7 = 0. . V (2. This coordinate transformation is of course singular at 0. . j . n . = e*. The symmetry TJ. . We write g instead of gn. We transform them into polar coordinates r... We now express the metric tensor w.e ) . . . Theorem 2.. . . .e. l fc h n 17. / ^ m . .(which directly follows from the definition of T .t. We thus insert 7 ( f ) = tv into the geodesic equation (2. n . i = 1 .2. algebra.2. x be Riemannian normal coordinates. inserting t = 0. ..d. f f r ( 0 ) = 0 . . il rr 7}9 (29rt. .. we get Tj (0y f c = 0 l=1 for all v e E . by Theorem 2. x = rsiny? ). if n = 2. x = r c o s ^ .r ~ g . Then for a l i i a n d / . In particular.48 Geodesic curves initial direction v. thus they can be written as 7(t) = (£. .21).4 and the transformation rule (2. .21) gives r* = 0 r for all i (where of course T l rr stands for T ^ ) . i. . . <p ~ ) = constant.2. hence T (tv)v v jk i j k =0 for i = l ..10) The lines through the origin are geodesies by the construction of Rie mannian normal coordinates. D e f i n i t i o n 2. . 0 1 n l Therefore.1.g. I = 2.e. the geodesic equation (2. these polar coordinates. . m .. .1. and in polar coordinates. n n We use t. (p ~ in the standard manner (e.(0) = 0 m We next insert v = \(ei 4.1. they now become the curves (p — ( y ? . n We let x .4 1 a r e The local coordinates x .x constructed before called Riemannian normal coordinates.i=2.2. . = T .. and g instead of (9ki) .i) = 0 for a l i i .2. then is an easy exercise in linear q.and the symmetry = g j) then yields l k k rj (0) m = 0 for a l i i . . y ? .
12) hence w i t h (2. . 1 71 1 Note that this generalizes the situation for Euclidean polar coord inates.11) gives rr rr 49 for a l l / . so called Riemannian polar coordinates.2.10) again g We have thus shown: T h e o r e m 2. The Euclidean metric on M . e.2.r ~ 9rr.d.2. (2. takes the form 2 Note that Theorem 2. .2. By Theorem 2. q.t.i = 0 Putting r — I gives g and w i t h (2. o x Vo w / where # stands for the (n — 1) x (n — 1)matrix of the components of the metric tensor w.2 Fields of geodesic curves hence 2#w.2. In the preceding coordinates.2. (2. in contrast to Theorem 2.5.5. (2.2. written in polar coordinates. not only at the origin.g.1. that are obtained by transforming Riemannian nor mal coordinates into polar coordinates. = 1. C o r o l l a r y 2.2.5.. and not a hypersurface). y? "" . Riemannian polar coordinates are geodesic parallel coordinates based on the hypersurfaces r = constant (r ^ 0.2.1 hold. Proof. .2.10) then g Using this in (2. all properties stated in Theorem 2. .2.11) = 0.13) 0 0 .4. the metric tensor has the form (I rip = 0.2. .e.. since r = 0 corresponds to a single point.r. the angular variables y ? . is valid on the whole chart.2.
2. We are now going to observe that this holds even globally.2.3 implies that .y>o)> 0 < f < e. For each p € M.5.3.14). the curves p = constant. to is positive. We denote the subset of M corresponding to this coordinate domain by B(p. also in comparison with curves that may leave the chart: T h e o r e m 2. e) 0 for 0 < r < t}. I n order to verify the second claim.2. n < T < T2. has length e as easily follows from Theorem 2. if q has coordinates (e.€o).50 Geodesic curves By Corollary 2.l. let c(t) be a curve from p to g. are shortest connections between their end points among all curves lying in the chart.2. po).2. Since w. For any e with 0 < e < €o and any q G dB(p.1. As already noted before Theo rem 2.^):0<r<e }. i.6. there exists Co > 0 with the property that Riemannian polar coordinates centered at p may be introduced with domain {(r. The first claim follows from Theorem 2. we proceed as follows: (identifying cj [0 j w i t h its coordinate representation) . since Riemannian polar coordinates are based on the diffeomorphism e (see the construc tions before Theorems 2.we may choose e as a continuous function of p. w i t h c(0) = p.1.g. Proof.2.3. I n order to verify (2.1 and Theorem 2.e.o. e > 0 and c is continuous.14) Since the curve (£. Namely.4 and 2.2.5).(po).2.2. 0 €Q may be chosen to depend continuously on p. this will imply the claim.2.e). Let 0 t : = sup{£ > 0 : c(r) G B(p. 0 < t < e. We are going to show that (2. there exists precisely one geodesic of shortest length e) from p to q. Lemma 2. this geodesic arc is given by y(t) = (t.
3.5 > / rdt = r{t ) = e.2.1.2.d.6. too.e. c(6) = q}.1.q)). i.q G M is d d(p.2. This gives a unique shortest geodesic arc from p to q which furthermore depends contin uously on q.e. since the constructions em ployed for polar coordinates depend continuously on p (see essentially the construction of the diffeomorphism e). d(p. .3. a connected Riemannian man ifold.d. f See footnote on p. or. i f C j is a straight line through the origin. q. q G M with d(p.e. We take eo as described in Corollary 2. Proof. of length This geodesic arc depends continuously on p and q.d. 6] —• M rectifiable curve with c(a) = p. i.3 The existence of geodesies by Theorem 2. q. Jo Here.2. 0 Proof.2. r > 0. Exchanging the roles of p and q then yields continuous dependence on p. (p(t) = constant. The distance between p.2.q) : = i n f { L ( c )  c : [a. q) < to can be connected by a unique shortest geodesic arc (i. T h e o r e m 2. Let M (as in Definition 2. This follows from Theorem 2. There exists eo > 0 with the property that any two points p. q. equality only holds i f g ifiip = 0. Let M be a connected differentiable submanifold of Euclidean space M . 2.1) be compact.e.3 T h e existence of geodesies Definition 2. The second claim now easily follows.2.5 and since g (r(t)Mt))) w 51 = is positive definite (writing c(t) — \ Jo \r\dt.3.e. again by Theorem 2. 0 w [0 Corollary 2. more generally^. If M is compact. there exists e > 0 with the property that for every p G M.2.e. 43. there exist Riemannian polar coordinates with domain 0 {(r.^):0<r<e }.
.e. . c ( l ) = q.1] and proportionally to arclength. n n—•oo since we have for the geodesic pieces L ( ii«i. or.q)).^i) c for all j (tj = l i m ^ . Thus n n € n Cn(0) = p. ) . .g). ( j = 0 . c j ^ the unique shortest geodesic arc between P j _ i . . that all c are parameterized on the interval [0. more generally.n = 0 < £ i with ?n < .. Proof. that limits of shortest arcs are again shortest arcs. and 0 n n n n jTl n n [t t n n n yTl n [t i t n n L(c) = l i m L ( c ) . m) as n —• oo. then converges to the unique shortest geodesic arc between Pj\ and pj (for this point.1. .. with c(0) = p. and P j .o. and one uses Theorem 2. Since the c constitute a minimizing sequence.52 Geodesic curves We now proceed to establish a global result: T h e o r e m 2.g. of length d(p.. We thus obtain a piecewise geodesic limit curve c. q G M can be connected by a shortest geodesic arc (i. Since M is compact. By Theorem 2.3. n L(c ) n —> d(p. = 1 m n w i t h e given by Theorem 2. after selecting a subsequence of c . Let ( c ) N be a minimizing sequence.«. there exists a unique shortest geodesic arc between c (tji.1). For each n. we may actually assume that m is independent of n . again denoted by c . Then any two points p. Since the length of the c are bounded because of the mini mizing property. one verifies that limits of geodesic arcs are again geodesic arcs. .) n c = B ^ L ( »i«^».3. we may find ^0. that d(pj\.1.3. and c (tj ) = : P j .. . a compact connected Riemannian man ifold.l. that now is piecewise geodesic. We may assume w. n n—•oo ' L(c) = d(p. q) for n oo. Let M be a compact connected differentiable submanifold ofW*.3.pj) < €Q. We replace c \ ^ j by this shortest geodesic arc and obtain a new minimizing sequence. ) =: P j .2.i . c ( l ) = g. < £ . the points pj converge to limit points p^.
£ ) G M : x = l } .0.2.d. On 5 .1] —• M w i t h c(0) = p. Let M be a differentiable submanifold of Euclidean space W*.e.6. this is clearly the case. (In that case.3. Proof. (or more generally^.l). T h m 2. otherwise we could find 0 < s\ < s < 1 w i t h L (  ) < e.3 The existence of geodesies 53 and c thus is of shortest possible length. however. Let us assume p ^ q. too. n T h e o r e m 2. That result needs a topological result that is not available to us here. but w i t h C  not being geodesic. we will restrict ourselves to a special case which. a Riemannian manifold). .2. = M0.3. 0.) One may then construct a diffeomorphism ho : S 2 2  M w i t h the following properties: Let S = { ( £ \ £ . c 2 [ s i ) S 2 ] 0 ( S I {ai 8 2 ) 2 q. c ( l ) = q is given by c(t) f See footnote on p. This implies that c is geodesic.cos7r£). any two points on a compact M may be connected by a shortest geodesic. We now pose the question whether they can be connected by more than one geodesic. not necessarily the shortest. Then 2 2 3 3 p = M0. The latter condition means that there exists a bijective map 2 h:S 2 ~*M that is differentiable in both directions. g = MO. Thus.3 asserts the existence of a nonconstant geodesic c : [0. contradicting the minimizing property of c. 43. the answer is that i t is the case on any compact M. Namely. We leave it to the reader to modify our constructions in order that they also apply to the case p = q. Actually. however. Then any two points p. Theorem 2.1) and a shortest geodesic arc c : [0. q G M can be connected by at least two geodesies.sin7r£.3.1] —> M w i t h c(0) = p = c(l). Therefore. Replacing c j by the shortest geodesic arc between c(s\) and c(s ) would yield a shorter curve (cf. diffeomorphic to the sphere S . for example. already displays the crucial geometric idea of the construction for the general case. M is compact and connected since diffeomorphic to S which is compact and connected.).
m . . j = 1 .t < 1. Likewise. . but only convenient for our constructions. We find some number K w i t h L{n(. We then define 7*1(7) to be that piecewise geodesic curve for [t i t ] coincides w i t h the shortest geodesic from 7(£j_i) j coincides w i t h the — again unique — short to 7(^j).cos7r£). we let ^ ( 7 ) by that piecewise geodesic curve for which r (7)  ...54 Geodesic curves Let us point out that these normalizations are not at all essential. Then 7 0 < s.3) Let another partition ( T I . q G M.s) are parameterized proportionally to arclength. w i t h d(p. .3. Redefining the parameter t. the shortest geodesic from y(tji) which r i ( 7 ) j is unique.8))<K for all s. . by Theorem 2. . . there exists €o > 0 such that the shortest geodesic between any p. . m d ( 7 ( ^ .s) = /io(sin27rssin7r£.. s) = c(0).. . . Let 0 = t < *i < . _ l ! ( j ) ) < * f = to y(tj) Therefore.1] —• M is any curve parameterized proportionally to arclength with L(l) we then have for j = 1 . (2. m + 1.1.7(*j)) < I ( T  [ t j < K. s) = c ( l ) for all s.. r ) satisfy To = t < l < h < T2 < • • • < T 0 r M < tm = T m + i and T j ~ T j ~ 1 < : ? forj = l. (2. .3. By Theorem 2.4) I f 7 : [0. we may also assume that all curves 7(.1 ) . .3. . j = 1 . . (2.1. 0 ) = 7 ( M ) = c(t) for all t and 7(0. .1] w i t h h ~ tji < § m for j = 1 . cos27rssin7r£.1) ( * . < t 0 m = 1 be a partition of [0. . q) < €o is unique. (2. 2 [r r est geodesic from 7 ( T J _ I ) to 7 ( T J ) . We now observe: .m + l. .2) 7(1. .3. We look at the family of curves 7(£. ..3. . .3. m .
Therefore L(r( ))<L( ) 7 7 w i t h equality only i f r(7) = 7. 1 . L(r ( '))<L(V) 2 7 w i t h equality only in case r (7 ) = 7 2 .1] — M be a curve parameterized propor + tionally to arclength and with L("y) < K. s and hence 7 is geodesic itself. for every curve 7'.3 The existence of geodesies L e m m a 2 . and 7(£j). 7 cannot have any corners at all. L (7.. Then a subsequence of> (7) ( = ro. and i f r ( r i (7)) = r\ (7). n .5) equality iffy is geodesic.2. L e m m a 2. 3 . (If 7*1(7) 7.) q.2..e.3. r(7) : = r o r i ( 7 ) 2 sa£is/ies L(r( ))<L( ) 7 7 (2. Proof.or(7)) converges uniformly to a geodesic with the same endpoints as 7. 7 [t and 7  = [t I T J are geodesic for every j .3. then r i ( 7 ) is geodesic w i t h corners at most at the Tj. Thus. then 7 i piecewise geodesic 2 w i t h corners at most at the £j. Suppose d(7(fy)»7(fyi)) < e and d(y(Tj).7(r _i)) 0 7 55 < €Q / o r a// j .d. Let 7 : [0. If r ( 7 ) = 7. By uniqueness of the shortest geodesic between y(tj\) we have i(ri (7))<i(7) w i t h equality only i n case 7*1(7) = 7Likewise. . i f r(y) = 7. however.' ] < €Q for all j .
) „ . m m times Since M is compact. . Then also L ( ) = lim L ( 7 o 7 l / + 1 ) = l i m L(r <"> „) 7 n i/—•oo 1/—•oo < l i m L(7i/) v—>oo by Lemma 2. each such curve is uniquely determined by the mtupel n N N N m 0 m A n : = = ( n r 7 ( T l ) > _ ? r n 7 (r )) GMx. 0 . r ( 7 ) then converges uniformly towards the piecewise geodesic 7 0 w i t h endpoints 70(0) = 7(0)>7o(l) = 7(1) and nodes 70(r<) = Pi (i = 1. .1). L(7i. .. m ) w i t h segments 7  0 { T i t } N n being the shortest geodesic arcs be tween their endpoints. r ( 7 „ ) converges to r ( 7 ) .3. n € N . and equality has to hold throughout.3. is a piecewise geodesic w i t h corners r 7 ( n ) . . . 7 0 fa)) for v —• oo. We de note the convergent subsequence of ( r ( 7 ) ) then 7 l / + 1 N N € N by ( 7 J . r 7 ( r ) and endpoints r 7 ( r ) = 7 ( 0 ) . x M .^) = d ( l v ( i ~ i ) »7i/ fo)) > r hence ra+1 L (7^) = £ <*(7«/ . For all v € N g N = r n M 7„ with n[y) 6 N . .. a subsequence of A converges to some limit ( p i .) converges to ra+1 L (7o) = £ d (7o ( T J ..!.. Since ^ ( T J ) converges to pj = 70 (T7). P m ) 6 M x . The individual segments are the unique shortest connections between these points. Each curve r ( 7 ) . r 7 ( r + i ) = 7 ( 1 ) . Therefore.56 N Geodesic curves Proof. . . Moreover...1 = i(7o). . x M .I ) . L OHT. This follows from the continuous dependence of the occurring geodesic arcs on their endpoints (Theorem 2.7„ (rj)).. By the minimizing property of the subsegments of the 7 „ .
.6) n 7 ( . N + 1 contradicting the definition of K\ (note that sup L ( r 5 7 ( . Lemma 2. so is r 7 ( . We want to exclude the situation that all those limit geodesies coincide w i t h c.1] w i t h L ( r ( . r 7 ( .3 The existence of geodesies and L(r( o))= 7 57 Urn L ( r ( „ ) ) 7 V—•oo > lim L f r ^ 7 ^ ) N by Lemma 2....3.3. 0 We distinguish two cases: (1) K\ > K Since 7 ( . s) is continuous in s.1].«)) < « i c. s ) then converges to a geodesic from p to q.1 then implies that 7 0 is geodesic. 0) for all n..3.3: We apply the preceding curve shortening process to all curves 7 ( .7) and L(r (. »„)) < 2c (2. $ ) .€ .. s ) ) < KI + e there exists s € [0. 0) = c() is geodesic. q. simultaneously.1 again = £(7o)..3. We now claim: 0 N Whenever s u p L ( r 7 ( .3. 7 n (2..d.3. *»)) . a subsequence of r 7 ( .. $)) .i ( r 7 n n + 1 N (2..2. and K\ : = sup N lim L(r 7(.8) Indeed. hence K\ > K . « „ ) ) > « ! . otherwise supL(r n + 1 7 (. 0) = 7 ( . s£ [0. Let N K 0 := L(c). N Since 7 ( . We now return to the proof of Theorem 2.s)). s) for every n G N .e. For each 5..
Thus. r 7 ( .. ( .3.3. o . 7 .1). ) ) < sup l i m L ( r ( . 1 ] surjectively onto M . s) is obtained through a process that can easily be made continuous from 7(^. 1 ] and have different lengths. 1 ] x [ 0 . we consider the curve This is a closed curve w i t h 7 ( 0 ) = 7 ( 1 ) = c(\) (see Figure 2. and because of (2.2 that n n n L(r(c)) = L(c). and c is hence geodesic by Lemma 2.3.s(*) then is a curve with 7n. they have to be different curves.3.1.. there even exist infinitely many geodesies from p to q.cos7rt).58 Geodesic curves is monotonically decreasing in n by Lemma 2. we conclude as in the proof of Lemma 2. there exists a subsequence ( e ) N . 1 ] .3. s ) has to map [ 0 . a ( ) ) =:7n.7) w i t h e = e . Since ho is a diffeomorphism and r 7 ( t .cos27T5sin7rt.. By definition of K i . Therefore. and because of K \ = KQ. Since c and c are both defined on [ 0 . Because of (2. 5 ) ) = ^ . 5 ) ) < fti + e .3.5) = /io(sin27T5sin7rt.a(0) = C ( 0 ) = p . r 7 ( £ .3. . 3 n n A subsequence of ( r 7 ( .2. c is the desired second geodesic.* 0 w i t h n n € s u p L ( r 7 ( . .9) . 7 n . For that purpose. « ( l ) = c ( l ) = q. there exists cr (s) w i t h n n n 7(5) G r n n n 7 ( .8) and continuity of L in the limit as in the proof of Lemma 2. we obtain lim L ( . s ))neN has to converge to some limit curve c as above.s(0 n 5 n (in other words.( s ) ) is a curve passing through 7 ( 5 ) ) . for every n € N and every 5 G [ 0 . we get L(c) — K\. (2) K\ = K 0 We are going to show that in this case. " 0<s<l >°° 7 n s 7 0 n n (2.2).
Hence there exist infinitely many geodesies from p to g.3. Compactness suffices. After selection of a subsequence. Therefore. and since K.s(*))n€N again converges to some limit curve c () w i t h s c (0) s =p.3 The existence of geodesies P 59 q Figure 2.Q is the infimum of the energies of all curves from p to q («o = L(c).3. c () is a minimizing curve itself. Remarks: s (1) Lemmas 2. 2 . q.1 and 2.2 do not need that M is diffeomorphic to S . there exists a geodesic from p to q that passes through 7(5). we have shown that for every 5.2.5).e. as claimed.d.3.2. (7n. and c is minimizing).c (l) = q a and By (2. hence geodesic.
y. What can you say about geodesies on E? For example. positive / : E —• E. e] —• M be a geodesic with c(0) = p that is parameterized by arclength. Show that c([0. For curves d 7 ( t ) = ( 7 . w i t h domain of definition {v G E : v < g}. Let c : [0.6 for a smooth. i.e.60 Geodesic curves (2) We may construct the curves 7 . however.5 2. • • •. Let p be the center of Riemannian polar coordinates on M .4 Let E be a surface of revolution in E . n 0 Exercises 2. are the curves (x. limits of such curves need not be geodesic anymore. y) = constant geodesies? When are the curves z = constant geodesies? Determine Riemannian polar coordinates on the sphere S with a domain of definition that is as large as possible. Determine all geodesies between two given points on a cylinder {(x.. I n that case.y. consider 2. (3) See Section 3. 3 2 2. Z = {(x..3 Compute the EulerLagrange equations and determine all solu tions.c]) does not contain a point that is conjugate to p.1 For curves j(t) = (j\j ) sider 2 : R + {(x\x ) 2 e E x 2 2 > 0 } . .2 Compute the EulerLagrange equations and determine all solu tions. con 2. 0 < e < Q. 7 ) : R  1 d {{x\ .z)em :x +y =f(z)} 3 2 2 2.1 for an abstract version of the argument at the end of the preceding proof.z)eK :x 3 2 + y ==l}.x )€ d R\ 5 > ' ) 1=1 d 2 < 1}.s(*) at the end of the proof also in case K\ > K . n d .
Show that for any p G M . Try to find other topological classes of manifolds w i t h the prop erty that there always exists more than one geodesic connection between any two points.8 .1] —• M with c(0) = c ( l ) = p. 2 d 2.7 Let M be a differentiable submanifold of R that is diffeomorphic to S . there exists a nonconstant geodesic c : [0.Exercises 2.
3) critical T h e o r e m 3 .1) d 1 Since F is bounded from below.2) Therefore.3 Saddle point constructions 3.1 A f i n i t e d i m e n s i o n a l e x a m p l e Let F : E —• E be a function of class C which is bounded from below and which is 'proper' in the following sense: F{x) + oo for x » oo. F ( x ) ) = : «o d Proof. (3. 1 . 1 . point £3 (i. Then {x G E d : F(x) < so} is compact and nonempty.e. (3. we take any s > inf x£R 0 d F(x). F assumes its infimum. 7 ( 1 ) = * 2 . We now assume that F even has two relative minima. #2 in E .1) is equivalent to: For every s G E. and that they are strict in the following sense: For x = # i . it has to assume its infimum on that set.1. (3. 62 .1. Namely.1. Under the above assumptions.1.4) 7(0) = x i . #2. x i . {x G E d : F(x) < $} is compact. we have d 3<5 Vt/ 0 with 0 < \yx\ < 6 : F(y) > F(x). 0 (3. We consider curves 7 : [0. VF(xs) = 0) with F(x ) 3 2 F has a third > m a x ( F ( x i ) . and since F is continuous.1] —• R with (3.1.
x \ = 6 0 2 (recall (3. 2 there has to exist some t € [0. hence for some a > 0 min \yx \=S 2 F(y)> F(x )+a 2 = K + a. By (3.8) Our intention now is to find a critical point X3 of F w i t h F(x ) = «i.a. 0 (3.1.F(x )<« .1. F assumes its minimum on this set.6) For every y with y .g.x \ = 0. 0 (3.5) «i > K .3) 5 2 F(y) 2 > F(x ).5) In order to verify this.6)) .  ( 0 ) .1. F(xx) We then choose < w i t h 5 0 < 6 < min((5 .1. 7 and (3.1.1.4) we have  ( 1 ) . 2 and since {\y — x \ = 6} is compact.1] with 0 \7(t ) .7) Since for every curve 7 w i t h (3.l.x  = < then by (3. 7(1) = x .5) follows indeed. (3.1 A finite dimensional example 63 We first observe that there exists a > 0 with the property that for any such curve.7) then F ( ( ^ o ) ) > «o 4. *€[0. By (3.x  ) . 3 Since F(xi). 0 2 < F(x ).1) with 0 F^(t ))>K 0 0 + a. there exists t € (0.1. 2 0 .3. 2 (3.1. we may assume w.1] 2 where 7 again is a curve in R d with 7(0) = x i .x \ = \xi 7 2 7 2 x \.1. We now define K\ : = inf sup 7 F(i(t)).o. ^  x i .1.
.As a step towards the existence of such a point £ 3 .1. the curves 7 .9) 31 0 € [0. (l) n = x .1.1. By our properness assumption (3.*(0) n > s — 0 = VF(#2)> and so n 5 = xi.(<) := 7n(«)  Since x\ and #2 are minima.1.. 2 so that the curves 7 are valid comparison curves.1.14) For s > 0.7 .1. VF{x\) 7n. (3. too. 0(5) can be estimated independently of n and t (as long as 0 < s < s ) .13) (VF)(7„(«o))>€ .€ 0 0 0 with (3. for fixed SQ > 0). after possibly choosing s > 0 smaller.1] with: F(y(t )) 0 7 > «i . and VF will then be bounded on that bounded set. Then 3to > 0 Vn € N 3 curve 7„ between Xi and x 2 with (3. we claim Ve > 0 with sup F(7(0) <n\+6 t€[0. we define a new curve 7 „ i S by «(VF)(7„(*)) 7».12). 7 Since F is continuously differentiable and 7 ..11) (VF)( (*o))<c.W) < ^(7»(*))  I VF(7n(<)) 2 (3. Suppose this is not the case.1. and hence for any So > 0 and all 0 < 5 < so.64 Saddle point constructions #3 will then be necessarily be different from X\ and #2.l] 3<5 > 0 V curves 7 w i t h 7(0) = # 1 .15) .sVF( (t)) ln n • V F ( „ ( « ) ) + o(s). s ( £ ) is contained in a bound ed set. By Taylor's formula d n 0 F(7n. This set is independent of n (as long as 0 < 5 < 5 .2) and (3. * Particular.1.10) (3.1.12) supF(7„(t)) < « i +  t V< 0 n F(7„(t )) > KI .s(0 stay in some bounded set. 7 ( £ ) stays in a bounded subset of E .6 (3.(0) = F( (t)) ln . n 0 0 F(7n. 7 ( 1 ) = x 2 (3.
18).1.1.? € o < «i by (3.?  ^ .^4 (3. 0 ? for £ w i t h K \ .1].e . and t w i t h 0 example 65 VF( (*)) > c .18) satisfy (3.19) Having proved (3.Then for t w i t h F ( 7 ( £ ) ) < F(7(0) = i ( 7 n ( 0 ) < « i ..1.20) One way is to refine the above construction by letting s depend on t as follows: we choose a smooth function v(t):[0.1.19).3. all t w i t h F ( 7 ( £ ) ) > « i . by (3.1. n We then look at the path 7 ( f ) = 7 . there are now various ways to construct a path 7 from X\ to X2 w i t h F(7(*)) < « i for all * € [0. Then by our assumption.14). in particular. F( .1 A finite dimensional for all n.1.1.* ] 0 =0 whenever F(y (t)) n < K\ — e 0 whenever n F(y (t)) n > K\ ~.s (to)) 0 < F( „(*o)) 7 e 2 <«i + .<7(t)(0. 7 n 0 (3.1. (3. with a(t) and a(t) = s 0 l][0.17) for all such t and all n.e < F ( ( £ ) ) < « i 0 7 n ~ F(7(*)) < F ( ( t ) ) 7 n < K l .12) (3.e and hence for all such to F(ln.1.s (t)) ln 0 < F( (t)) ln . s w i t h 0 < s < s .16) Thus. We now simply choose n so large that i 0 < f 4 n 0 0 (3.
2. 2 0 or it has infinitely many critical points.1. We then want to d . 7 n n n / n After selection of a subsequence. This.1.1 may be refined as follows: T h e o r e m 3. Thus.1.l] 0 7 (3.26) does not hold. and the claim holds.1. we find < = 6 as i n > 5 the claim. and for e = e .1.e.24) (3.1.21) According to the claim.1.lj n n (3.16). not necessarily strict anymore. Proof. however.22) (3.2) and (3. (3. there exists t e [0. the assumption that our claim was not correct led to a contradiction. £3 is the desired critical point.1. x$ then satisfies by continuity of F and V F 3 F ( x ) = «i 3 (3.1] —• E with 7(0) = # i .1. Namely. We than choose a curve 7 from x\ to x% with n n n n sup F ( 7 „ ( * ) ) < « i + min(e .1.<5 ). (*))<«! 7 0 (cf. Theorem 3. ( y (tn))neN then converges to some point x . Therefore. we only need inf sup F ( 7 ( * ) ) > « .1.15). So.1.66 Saddle point constructions n (cf. (3.1] with n F(~f (tn))>Kie n n (3. t€[0. Then either F has a critical point x$ with F(x ) 3 > max(F(xi). Let F as above again have two relative minima.1.1.1.25) V F ( x ) = 0.19)). suppose that (3.1.20) holds indeed. (3. and finally for all t w i t h F(y (t)) K l > ~ 2 F( (t)) = F(7n. (3.d.(3.1. t€[0.23) (VF)( (* ))<e . 3 Thus.F(x )) = « .14)).21). we let e — 0 for n —• oo. I t is now simple to prove the theorem. For the argument of the proof of Theorem 3. contradicts the definition of « i .. 7(1) = #2. q.26) where the infimum again is taken over curves 7 : [0. because of (3.1.
1.1. there exist at least three closed geodesies without selfintersections. Having found a critical point xs w i t h 0 < \x . a surface embedded in some Euclidean space. we put n 6n 2 6n 1 2 <Wl = and find a critical point xs n+1 \ \x6 n  X\ 2 with n+1 0 < \xg Thus. 2 (3. say < < <5Q.x \ < <5 2 2 0 (3. I t is not very hard to sharpen the statement of Theorem 3. (3.d. 2 The argument at the beginning of the proof of Theorem 3. for all sufficiently small 6 > 0. diffeomorphic to the twodimensional sphere. we want to prove the following theorem.x \ < \x _ .28).26) holds if x is a strict relative minimum.2 from 'infinitely many' to 'uncountably many'.3.28) We then put 8\ = <5 /2.27) and there always exists some x$ with 0 < \xs — x \ < 6 and F(x ) 6 0 x = F{x ).2 T h e construction of L y u s t e r n i k .1.x \ < <5 i. Then xs is a relative minimum of F by (3. in troduced by LyusternikSchnirelman. q. As in the proof of Theorem 3. Remark. xs n+1 . in order to ex hibit some important global construction in the calculus of variations.1.e. The result presented is much more elementary than the theorem of LyusternikSchnirelman.1.27). which is not strict.1 then shows that (3.1.2 The construction of LyusternikSchnirelman 67 show the existence of infinitely many critical points. 5 we have 2 2 F(x ) 2 < F(x) for all x with \x .g.1. 3. . we may assume F(x ) x < F(x ).1.x  . hence a critical point. The more elementary character of our setting allows us to bypass essential geometric difficulties encountered in a detailed proof of the LyusternikSchnirelman Theorem. e.1. 2 n+ is a critical point of F different from all preceding ones. I f x is a relative minimum. which says that on any surface w i t h a Riemannian metric.S c h n i r e l m a n In this section.
we let A\(t) and A (t) be the two regions into which v(t) divides A. That 7 is convex means that the straight line between any two points of 7 is contained in the closure A of A. (ii) To any such family. Let C be the set of all straight lines / in A w i t h dl C 7. T ) . 2 . 35. I n order to have a closed space.1] be the unit interval. T] —• R with 7 ( 0 ) = 7(T") that is injective on [0. (7 then divides the plane into a bounded region A. we allow lines to be trivial i. the definition of a Jordan curve on p. We say that a sequence (l )neN C £ converges to / E £ . we may assign two subregions A\(t) and A (t) of A in a certain manner. and an unbounded one.1). Having chosen A\(0) and A (0). i f the end points of the l converge to those of /. We denote the space of these point curves on 7 by £ We let / : = [0. 1 . Cf. We start by finding one such line.1. T h e o r e m 3 . Namely.68 Saddle point constructions Figure 3. Let 7 be a closed convex Jordan curved of class C in the plane E .) Then there exist at least two such straight lines between points on 7 meeting 7 orthogonally at both end points (see Figure 3. A\(t) and A (t) then are determined by the continuity 2 2 2 2 t A closed Jordan curve is a curve 7 : [0. by the Jordan curve Theorem. 2 1 Proof. d .e. We consider continuous maps n n 0 v:I*C with the following two properties: (i) v(0) = v(l). to consist of a single point on 7 only.
2.e.3). i. in order to simplify the visualization. any point curves can be connected through point curves. requirement.2 The construction of LyusternikSchnirelman 69 Figure 3. The construction is visualized in Figure 3. 2 We let Vi be the class of all such families v. We then require A (1) 1 = A (0). if v(0) is a point curve (on 7). /to\J/ to I / / / to  .3. w i t h vanishing length. . Namely.2. 1 to 1) Actually. We denote by L(l) the length oil € C and define K\ : = inf supL(v(t)). i) may be relaxed to just requiring that v(l) also is a point curve (on 7). ^i tei v y 1 Figure 3.3. not necessarily coinciding with v(0) (see Figure 3. (0 corresponds to 0 £ J.
.x  < p}). Later on.e.1 that K\ is realized by a critical point / of L among all lines w i t h end points in 7. For this purpose. 2 0 Thus v(to) divides B(xo. i. L(v(to)nB(x . 0 Therefore «i > «i = 2p > 0 and Ki is positive indeed. i. we shall reduce the case where 7 is only C to the present one by an approximation argument. Because of (ii) and the continuous dependence of J4*(£) and hence also of A (t) on t.p) into two subregions of equal area.c < c.2. We are now going to show by a line of reasoning already familiar from Sections 2. cos ( a {v (t )))\ 2 0 and a (l) are the angles of / at its endpoints w i t h 7. the largest p for which there exists a disc B(x p) 0l C A 2 for some XQ G A (B(xo. We now claim 3 1 Ve>0 3(5 > 0 : supL (v(t)) tei < Vv € Vi w i t h Ki+6 3 to G I and where a\(l) with L (v(to)) > «i .e.p).3 and 3. p)). there exists some to £ I w i t h f { Area ( t ) ) = Area 0 (A' (t )). i = 1. by / meeting 7 orthogonally (see Theorem 1. cos(ai (v (t )))\ 0 2 . For that purpose we shall assume for the moment that 7 is of class C .e.p).p))=2p. We let Aft) : = ^ ( t ) n B(xo.Then 0 «i > «i : = inf sup L(v(t) P\ B(XQ. v(to) then has to be a diameter of B(xo. i.1).4.70 We want to show that Saddle point constructions «i > 0.p) := {x G E : \x . let p > 0 be the inner radius of 7.
Since 7 is compact. 2 2 i=l. (3 : = min ( ^ ) satisfies the claim. i.e. and hence has distance at least ^ from the image of the smaller set ( — & ) x .2.6 ..3. 6 ) ("f ' ^J.. 6 ) x (WiVi) x ~* i 1 y . By shrinking U.. 2 .4 where the broken lines correspond to x = ^ and this is depicted for two different indices i.m.. rj > 0. w i t h £ > 0. ~ k < x < ^ . Here.n q. once the following Lemma is proved: L e m m a 3 . For every planar closed Jordan curve 7 of class C . U and V are open in E . we may assume that i t is of the form ( . rj). £) x (77. Proof. and they form shortest connec tions to 7 fl V.. since the part of 7 not contained in V{ is not contained in the image of fi. i = l.d. ). i t can be covered by finitely many such charts fi : ( . We consider 7 as an embedded submanifold of the Euclidean plane E . straight lines in V perpendicular to 7. 2 Furthermore.7) : = inf \x — y\ < (3 yey there exists a unique y G 7 with dist(#.. 7 is then covered by the images of charts / : U —• V of the type constructed in Theorem 2.£ t V t w i t h L (v (*o)) > K I 0 n n _ € o cosai (v (*o)) > o or cosa2 (vn(*o)) > o€ e The idea to reach a contradiction from that assumption is simple. 1 .2 The construction of LyusternikSchnirelman Otherwise 3e > 0 : V n G N 0 n 71 3v n G V\ w i t h s u p L ( v ( t ) ) < «i 4. the curves x = constant in U correspond to geodesies.1..£ . Therefore. . there exists (3 > 0 with the following property: Whenever x G E satisfies 2 3 dist(x. i f necessary.. lines x = constant. then correspond to shortest geodesies to 7. 1 If we then restrict fi to ( .7) = \x — y\.6 . This is indicated in Figure 3.e. and 2 2 7 n v = f (u 1 n {x = 0 } ) .
Choose si(to) € . We now return to the proof of Theorem 3.2.5.5. 0 cosai (v (to)) > e .g. The following construction is depicted in Figure 3.1: Without loss of generality eo < 0 < n Assume e.Saddle point constructions Figure 3.
letting v„(to) n f denote the segment of v (to) n between s\(to) n 0 and p (to).2 \Pi(t) . 52(t) on v ( t ) for every t e I with n \Pi(t) .Si(t)\ = 0. and whenever L (v (t)) > Ki . By the theorem of Pythagoras and the convexity of 7 n n 0 f n L (v' (t )) < L (y (t )) s i n a i (v n 0 n 0 l n (t )) 0 <L(vi(t ))yfl^. and Pi(t) = Si(t). 2 n 0 by the triangle inequality + L{v (t )) n 0 2 L(v* (t ))<L(v' (t )) <L{vl{t*))J^l + L(v (t )).2 The construction v (to) n of LyusternikSchnirelman 73 with ai(*o)Pi(to)=0. . We replace the subarc v^(to) of v (to) between p i ( t ) and si(£o) by the shortest line segment v (to) from s\(to) to 7. 0 We then let Vn(to) be the straight line from the second endpoint p (to) 2 of v (to) n to the point where v (to) meets 7.Si(t)\ < 0 foralU. where p\(to) is the endpoint of v (to) where i t forms the angle a\(to) w i t h 7.3.0 n whenever L (v (t)) < K\ — 20 n i = 1. Hence ~4 + Ki0+^<Kiri M < (*(>)) <*!*/. We now continuously select points si(£). n 0 2 L{vl(t )) Q = f 3 ^ 4 + Since L (y\ (to)) = /?. we have L(v (t )) n 0 2 < KI/? + We then choose n so large that Py/l for some rj > 0. Then.
n s whenever L(v Since also always L K (t)) < L (v n n (t)) > KI  e. our claim is correct. 0 (t)). we may then construct a family i £ € V\ w i t h sup L « tei (t)) <K X min(77. In order to construct a second line l meeting 7 orthogonally at its endpoints.1) and w i t h the following property: For all continuous maps T(8) = (h(8)MB)) .2. We then find a sequence (t ) C / and (v ) C V\ w i t h n neN n neN supL(v tei L(v n (t)) < K \ + n (t )) n n > K\  n  cos ( a i (v (t )))\. where these two shortest lines meet 7. n n n n ne cos ( a (v (t )))\ 2 n n < n A subsequence of (v (t )) ^ then converges to a straight line l\ in A of length K\ meeting 7 orthogonally at its endpoints. By our geometric argument above n L (v (t)) < K\ — rj for some rj > 0. we proceed as follows: We denote by V the class of all continuous maps 2 2 v : J x J + C with v({0} x / ) and v({l} x I) C C 0 (3. Consequently.74 Saddle point constructions n We then choose again the shortest lines from Si (t) to 7 and replace v (t) by the straight line v (t) between those points. (3) contradicting the definition of K \ .
with t i ( l ) = 1 . 2 2 (3. lines in A meeting 7 orthogonally. t ( 0 ) = 0 .5 where i>i(0) and V\(\) were point curves on 7.e.6).2) we have Let us exhibit an example of such a v 6 V (see Figure 3. Namely. t ( l ) = 1. Equation (3.e. i. when we identify the parameter t\ on the line t = 1 w i t h the parameter 1 — t\ on the line t =0.t i ( 0 ) . We define 2 2 2 2 2 K 2 := inf sup L (v (t)). (2) K = tti.2) then holds. v€V [2 2te Then K 2 > Ki 2 and K again is realized by some straight line l in A meeting 7 orthog onally at its endpoints. i. We consider the v\ G V\ of Figure 3. Then L(l ) = K > K \ = L ( i i ) .2.3. We note that I x I becomes a Mobius strip. we even get infinitely many solutions of our problem.2 The construction of LyusternikSchnirelman 75 f o 2 t 2 = 1/4 t 2 = 1/2 f = 3/4 2 r l 2 Figure 3. satisfying 2 2 2 2 2 2 supL(i>o (t)) = ^ 2 ten . and l hence is different from l\. we let VQ G V be any critical family.2.6. We consider two cases: 2 (1) K > K\. but w i t h t\ interchanged w i t h 1 — t i . We claim that in this case. and we rotate v\ via the parameter t so that at £2 = 1 we have the same picture as at t = 0.
3) VQOT eVi.t) e I x 11 L(i.2.2.1) and (3. since K 2 X (3. (3. But this is incompatible w i t h K = K \ as we have just seen.Greenberg. l for 7 . This means that VOOT is a critical family for « i . Lectures on Algebraic Topology. S has to carry a one dimensional cyclef on the Mobius strip. vo o r G V\ is nonconstant by (3. I f 7 is only of class C . M. contra dicts what has just been said (see Figure 3. Otherwise. and i t then has to contain a solution l of our problem. A reference is any good book on that subject. I n fact.76 Saddle point constructions 2 (It is not hard to see that in the present case such a VQ G V indeed exists. however.2.2. After selection of subsequences.7). we choose a sequence of curves y of class C approximating 7 . n n—•oo r \ 2 We then let li. as S is the set of all solutions in the family VQ.g. e.. S would be contractible (in the Mobius strip) and one could reparameterize VQ on I so that the set of solutions corresponds to a finite number of points. and Z . 186.2. we obtain an uncountable number of solutions. 7 ( T ) by arclength w i t h r 2 2 2 3 1 3 n lim s u p (  7 ( r ) .2. respectively. and for such a r . This means that there are parameterizations 7 U ( T ) . Benjamin. 1967. 3345. which makes I x I into a Mobius strip.7 ( r )  + n = 0.3) and (3.£)) = K ) } denote the set in J x J corresponding to all solutions induced by vo. We thus have shown our result if 7 is of class C .o(s.2).4) sei < sup L ( v o ( r (*))). and those l\ and l realize the critical values K \ and K . pp. Mass.) We then have for any r : J + I sei 2 w i t h (3. On the other hand.2) for which T ( J ) avoids 5. l\ and l then converge to solutions Zi. This. vo o r would then not contain a solution. While this is somewhat technical we strongly urge the reader to try to understand the essential geometric idea of the preceding construction.n be the corresponding solutions for j .2. After carrying out the identification prescribed by (3. Let S C {(s.2) 0 2 sup L (v (T (s))) < K . otherwise we could find r satisfying (3. and since K \ = K .2.2. Since for each path r as in (3.2) w i t h r ( J ) C S.4). Since the argument to produce infinitely many solutions in case K \ — K n in 2yU 2 2 2 2 f We have to employ here some constructions from algebraic topology. we see that the complement of S in this Mobius strip is not path connected.2). we have equality in (3. . Reading.2. Namely.
because we did not yet develop tools to show the existence of critical points of functionals defined on infinite dimensional spaces.2. We shall develop such tools in Part I I .2 The construction of LyusternikSchnirelman 77 ^ ti Figure 3. this statement generalizes to any closed convex Jordan curve on some surface.3 of Part I I . did not depend on a higher differentiability assumption on 7.7. the reasoning employed in Section 3. and we thus can complete the proof as before.d.e. 3. 2 .2 that infinitely many critical points can be found i f two suitable critical values coincide will be given an axiomatic treatment in Section 9. The variational content of Theorem 3. In Sections 2.2.1 is that we produce two geodesies in E that meet a given convex Jordan curve orthogonally In fact.1 extends to certain functionals defined on infinite dimensional spaces.3. we shall be able to present general results about the existence of unstable critical points in the spirit of the preceding results. enclosing a domain homeomorphic to the unit disk. The crucial notion will be the PalaisSmale condition that guarantees that the type of reasoning presented in Section 3. Also. i t is still applicable here. we could only treat variational problems that could be reduced to finite dimensional problems. q. and consequently in Chaper 9 of Part I I .3.
3. £ 3 . 2 3 x d 3. Ffa)) Show that F either possesses a critical point £3 w i t h F(x^) > ^o.g. x . one can find precisely one geodesic arc inside A that connects them. or that i t has uncountably many critical points. Try to identify conditions under which F then has to possess more than two additional critical points. # 2 . Show the existence of at least two geodesic arcs in A that meet 7 orthogonally at both endpoints. the convexity condition here means that for any two points in A. three or four.1 Let F € C ^ M j R ) ( M an embedded. Let A be a compact convex subset of the unit sphere S C R . connected. R ) be bounded from below and proper. for all 5 € R.78 Saddle point constructions Exercises 3. {x € M : F(x) < s} is compact). and suppose i t has three strict relative minima £ i .2 Let F € C ( R . and suppose OA is a smooth curve 7. and suppose F has two relative minima X i .e.3 . differentiable submanifold of R ) be bounded from below and proper (i. e. Let d 2 KO : = m a x ( F ( # i ) .
x (t).1. 2 w i t h fixed endpoints X . Here... n ) ..1.. x(t\) and x(t )...1) for the unknown functions x(t) = (x ^).2) We assume the invertibility condition detL ±i±j ^0..1.x (t)) x (t)) n dt (4. We consider the variational integral 2 I = f L Jti 2 fax ^)..4) ( p = (pi.r.1. 1 n n l .3) also implies that we may perform a Legendre transformation. i.5) . .1 T h e canonical equations We let t be a real parameter varying between t\ and t . . by the implicit function theorem. .2. (4.1.i _ <W_ ~ dt' : 2 We assume that L is of class C .. we may then locally solve Pi = L w. (4.p) i l ± i (4..4 The theory of Hamilton and Jacobi 4... x .3) 2 As shown in 1.x (t). The EulerLagrange equations for / are ^L L =0 ±i xi (i = l . . Namely. 1 . 79 (4.1.t. (4..x.e. this implies that solutions of (4.. x =x*(t.Pn)).2) are of class C .1.
1) through H via (4.x.6).8) constitute a socalled canonical system.1. Namely.1.x.1.4) H =x\ Pi (4. H = H(x. (4. has EulerLagrange equations (4.e. and so does J = [ 2 (x pj+H(t.1. x .1.1. constant along any solution x(t) of the equations. ~H by (4.p).1.e. x and with (4.7) and (4. then i f is a constant of motion.1.1. x ) .8). (4.1.7) and (4.p) We obtain H x i := x pi .7) and (4.1.7) and (4.. The Hamiltonian H is defined as H(t.10) Before proceeding.4) then H% x = ~L i. Namely.8) (4.1.p)) dt.2) and (4.11) . i. i.1.8) also arise as EulerLagrange equations of the variational problem obtained by expressing L in (4.p))dt.1.7) Also n Pi — Pj r dpi X — L/ j X ——.1.x.8). j (4.9) where the unknown functions are x(t) and p(t). We are going to see that (4.1.L ( £ . I = j [x Jti 2 j Pj H(t.p(t)) = H ix x l + H pi Pi = 0 (4. dpi and thus again with (4.80 The theory of Hamilton and Jacobi The expressions pi are called momenta. % (4.6)  p j M ~ L i J d x ^ ~ L x i > and with (4.1.1. (x(t).4) then Hi x = p.1.1. we observe that i f H does not depend explicitely on t.
. (4. . q ).. . ft) (4.2..1) Pi = gi(t. s.2 T h e H a m i l t o n . ? .s. Thus. ft )..K.r. £ ) } with the property that for any points A... / * etc..q\. k n 1 n ft.a...42 The HamiltonJacobi Example. Thus 1 71 1 n n n + 1 1 n = and also (t. 5 . ..K.2) (a.. . n ft . x (t)) of (4. 1 ft ) n = L^(s.. and the canonical equations become x =p P=V .q . x This example. q . and those can be considered as functions of their endpoints.a^\. a derivative w... q ... ft ) = L i (a.4) . Inserting (4.^ ) n n (4.K... x l n l n = L i.s. . ). is helpful for remembering the signs in the canonical equations..a.J a c o b i equation Assumption.1.. we have H= \p\ 1 2 equation 81 + V(x). ) In particular.3) f (s\s..5) .. ..q. A = (a.2.q. (s.q . 4.r.. ft .1. For L =  x — V(x). a. .K) (4.x(s)) = B...q . f etc. ...2.t.. will mean a derivative w. .2) into i " ..t.. ^ ...2).. . we obtain l J = I(s. q .2. the first independent variable..2) contained i n fi w i t h (a. .. Vi := gi(s. a.. fi is covered by solutions of (4..2. 1 n 1 ft ) 71 (4... there is a unique solution x(t) = . x(o~)) = A.. In the sequel.q . = Q* = We also define ipi := gi(a.. B = (s.K. the second one. B € fi.o. ft . ..a.2.. s .q . ± (4.. There is given a set fi C M = { ( ^ x .1)..q . . which describes the Newtonian motion of a particle of unit mass subject to a potential F .2.q). .q\. i 1 n 1 ft .
we may write I = j ( £< H(t. q. q .q. . q. G . Next q3 ~l [W 9i^\ f + *W~ n *W 1 N ] t=s again by (4.1.H f' Xi . . I = q Vi { s . .6) We want to compute the derivatives of I(s.3) and ——: = 0. i l .p))dt.H(s. g .x. (4.1.3) yields p + • l I t—s \t = (T f f = 0 = 0 for t = s for t = a. ~P~~~t = 6{j.7).2. v) + j f {g'J + f' 9i .9). H x Pi = /*.H{s.8) . a. .2.82 The theory of Hamilton and Jacobi and call this expression the geodesic distance betweeen A and B.v) + J (oif) 1 = ^<f . K) by (4. (4.2.1.H(s. K).7) = L(s.q).q.1.tf. .q.v) = H{s. . . p< (4. 5.H(s.H gty Pi dt Equations (4. Recalling (4. . q. dqi dq3 13 Thus I q j = Vj =L#(s.8) 1 ^•(s. I is called eiconal.Vitf v) (4.1.8) yield H i = —fa. and thus •dt Is = .q.q)q L^.2. I n this connection. K . v) + gif Equation (4.7) and (4. and thus altogether h = Vi<j .2.
11).q.q.k).2. the geodesic distance as function of the endpoint satisfies (4.2. I n the present context that equation then is also called eiconal equation.9) (4. In that case.2.x(t).11) Thus. I t may be useful for understanding the preceding formulae if we derive them without the use of the Legendre transformation. kJ + H( (4.1 that H is constant along solutions i f it does not depend on t explicitly.2. we obtain h L (o. we obtain from (4. We observed at the end of Section 4.10) 4* = ¥>j = Inserting (4. I a equation = H(a. ft. k l (4.7).2. ip) = —L(o. = L(s. Thus 1= and f J a L(t..fJ)dt The EulerLagrange equations give and so = L(s. ft. (4. ft) 4 k L x.2.42 The HamiltonJacobi Analogously.8) into(4.3) p =f L if ± fort = 5 /*' = 0 hence I s for t = a.K.x(t))dt= f J o L(t.q)+ As before. a HamiltonJacobi equation.11) implies that / then depends linearly on 5.2.2.q)  L#q\ .
13). 1 .f A be a complete integral of (4.2. x\ . 2 . . . A ) n 1 n with G e C 2 (4. . 1 . . . .e.15) n is a family of solutions of (42. .16) (where A is a free real parameter) a complete integral of (42. x . . x ) be a solution of the HamiltonJacobi equation which we now write as 1 n po + H(t. (4.2.12) We have seen in the preceding how solutions of the canonical equa tions yield solutions of the HamiltonJacobi equations. . A i .84 The theory of Hamilton and Jacobi i. Thus.13) ¥>t Pi = <Px* D e f i n i t i o n 4 . . .2.11) is I L(s.2. the HamiltonJacobi equation (4.e. . . Likewise. . .q. If <p = G(t. Let (p(t. .7). dq 3 x dq 3 dp r§T" I t= s L +i • i.13). Let <p = G(t. x . . . . x . A i . X . . . . We have the following theorem of Jacobi: T h e o r e m 4 .2. = 1 n ^ 0 (4. we call <p = G(t.8). . (4. . .p ) = 0 n (4. A i .13) depending on n parameters A i . . . . x\ . . Then one may obtain a family of solutions of the n 1 n . .q) s + Iq qi i =0. x . x . . (4.2. .2.2. x . We now want to establish a converse result. . 2 . . x . A ) . . . with Po = n P l .14) and det(G x % ). .2. A ) + A n n (4. . .
2.t. t.//"). we obtain G Xit cancel by (4. 1 We have to show that x and i satisfy the canonical equations.19) (4.2.2.17). .2.22) and (4. For this purpose. x = Pi n depending on 2n parameters A i . The canonical equations are a system of ODE whereas the H a m i l t o n Jacobi equation is a 1 order partial differential equation (PDE). x = £*(£. we then obtain (4.2.20) w.r.2.2. (4.15). / i .24) and (4.. x (4. Differentiating (4.21).d.2.20) then yields Pi =Pi(t..19) dx + G —=0.jAn. Proof. .24) xH x i x Comparing (4.2. we obtain G +H G =0.42 The HamiltonJacobi canonical equations H =x Pi { equation 85 (4. we differentiate (4.22) since the terms containing ^ w.2.r.r.t. . .2.2. x*. / i G Xi by solving (4.17) (4. . .2. .18). Inserting this into (4.13) w. in applications. one may often find a solution of the canonical s t .13) w. While in general.15) yields (4. x and obtain: l Gtxi + H G k Pk x xi + H i = 0.r. . % P l 1 7 1 Aij. . .e. we obtain ^ = G + G ^ . Because of (4.2. tXi Pk xkXi (4.20) = V? P i Gi = x . .23) Comparing (4. Xixk k (4.2. / / .2.2..2.2..t.t.17) just derived.2.// . A n .21) and using the relation (4. one may consider a P D E as being more difficult than a system of ODE. A i . / / ) . (4.t.2. . . .2. Differentiating (4. The preceding considerations show the equivalence of these equations. A^. q.2.2. A .21) Differentiating (4. t. .23) and recalling (4.19) may be solved w.r. .18) 1 n H.
x) = <p(t.L = \(p 2 . The HamiltonJacobi equation I + H (5. 2 we are led to the Riccati equation p + 2p ^=0. g. where c is the velocity of light in vacuum. The physical meaning is that x(t) is considered as the graph of a light ray travelling in a medium with light velocity ^ ^ y . but only on its derivatives.28) = x. x. q). Here. x. K) here is the time that a light ray needs to travel from A = (a. Let us consider the following example of geometric optics: / = / Jti </?(£. (4. already explained in Example (3) of Section 1.2.2. q) = constant are called wave fronts.31) .26) 7(s. we have p= L x 2 (4. x) \ / l + x . 2 (4. cr.2. 2 (4.1 in a slightly different notation. x) > 0 ) . putting L(t.2. I ) = 0 becomes the eiconal equation s q I +I =<p .86 The theory of Hamilton and Jacobi equations by solving the HamiltonJacobi equation.25) = ipx VTTx 2 H = pxL = .2. x) = i ( x + a x ) Then p= L x 2 2 (a = constant).30) If we substitute I = p(t)x .vVP  2 (4. x) y/l + x dt 2 (</?(£.27) The surfaces 7(5. K) to B = (5. s q 2 2 2 (4.2.a x ) = 0.H = p x .29) and the HamiltonJacobi equation becomes / + i(/ ( 2 x . g. I n this example.ax ). it is typically of great help that the HamiltonJacobi equation does not depend on the unknown function itself. Another simple example comes from a quadratic L(t. 2 (4.2.
4.3 Geodesies 87 If we substitute I = — Xt + ip(x) w i t h a parameter A.28) x = ax.p). we obtain from (4. (4. x . (x n 1 2 2 i.3.2.a x ) = 0 .3. Since p= I we obtain from (4.2. I + H(x. i. with a — —~ (rn — mass.2. A physical realization is the harmonic oscillator.3 Geodesies We consider the case where L is homogeneous of degree 1. H(x.e. k = spring constant). A) = \i means 7o x 2 v /a£ 2 + 2Ad£.2.30) 2\ .32) A= i. L = L&x\ Then det L i x xj (4.e. i/>'(x) = \ A * x + 2A and a solution f I = \t+ The equation Jo I\(t.A + ^ (' lJ<„\2 ) .32) x a V /< f + 2A 2 1 This can be solved for x. (4.4.I ) t x = 0. where x(t) is the dis placement of an oscillating spring. x.e. x of course solves the EulerLagrange equation for (4. A is the energy of the spring. let us assume for example a < 0. then the solution is x = y sin (v'—a (£ 4/^)).2) .1) =0.
3. L = s/Q with Q = g (x\.5) The EulerLagrange equations are s(^j Q ")75 Q " = 0 ( 4 .3) and the computations of Section 4. along a solution of (4.9) Differentiating (4. (4.3. x (4.3.7) i. = L(8.. we have Q = constant.3.r.x )x x ..8) indeed yields ~Q = 0 dt along a solution. Q is homogeneous of degree 2 w. We have H = ~ L + x % i =0.9) w. that solutions are parameterized by arclength.r. . t along a solution.3.3.t. we may choose t such that Q = 1.8). ij n i j (4. justifying our choice of t..8) Conversely.3.3.6) then becomes j Qi* t ~ = 0. Here.q)q L i=0 4 i (4.e.5) and since I is invariant under transformations of t. (4.4) A n example are the geodesic lines considered in Chapter 2. Namely.3.t. {lt Q ± i ) ^ + Q ± i ± i = 2 Jt Q = 2 Q x i ± i + 2 Q x i ± ^ and (4. Equation (4. hence 1 Q iX x l = 2Q.' 3 6 ) Since t does not occur explicitely in (4. the variables x .88 The theory of Hamilton and Jacobi and we cannot perform a Legendre transformation as in Section 4.3.1.) I.2 yield (writing L i instead of pi etc.3.q. (4.
1.2. 1 (4.).1.3.11). and the extremals of E are pre cisely those extremals of I parameterized proportionally to arclength.3. E is no longer invariant under transformations of t. (4.14) and the canonical equations are x* = ^g Pj 1 da ki ij cf. Pi = Q =2 x . (4. The Hamiltonian for E is H = Q ix x { Q = Q because of (4..j . (4.4.)> ( . xi gij j (4.. In contrast to J.8) are the EulerLagrange equa tions for E = \j a Q( ( )^(t))dt=^^ x t gijixityxWxi^dt.11) Moreover. 4. T € C ^ f y R ) .3.1.15) pi = .44 Fields of extremals 89 As already demonstrated in 2. Therefore.3.2. (4.K.^ r P f e P i cf 1 .2.3...) 4 1 7 4 3 N 4 3 5 As observed at the end of Section 4. the parameterization is determined up to a constant factor. (4.10) (4.3.1) T(a.3. (4. for solutions of the EulerLagrange equations corresponding to E.9) .8).13). (4.\.12) Thus H = \g Pi ij Pj (with g** = (gij).1) that the Schwarz inequality implies j y/Qdt <(sa) (^j Qdt^j w i t h equality precisely i f Q = constant.3.K.10) We recall (Lemma 2.4 F i e l d s of extremals Let Q C M tion n + 1 satisfy the assumptions of 4.13) The HamiltonJacobi equation becomes Et + \g E <E x ij XJ = 0 cf.13) (4.3. (4.. E depends linearly on t. The equa = 0 (4..)' ( . ) N .3.3.
q . 1 n n K \ .kiL . .6) . .4. k ) of the solution from A to B. q ) G fi.4) =Ly. we thus find A = (a (5.4. 1 . 4 . g . q). . .9). n ) . We call J ( 5 . . <p) = L(a. g) : = 7 (5.q. . the geodesic distance satisfies J and JJ Q 9 = H(s.2) 4.1).a. We want to use the following: A s s u m p t i o n .3) is called orthogonal to E.. . A solution satisfying (4. .90 The theory of Hamilton and Jacobi then defines a possibly degenerate hypersurface E (assume E ^ 0). T h e o r e m 4 . K . . . . there is precisely one solution orthogonal to E. . . this means that the vector (I . we then obtain a K K H(cr. s q (4. . .4.+AT^=0 Unless the situation is degenerate (A = 0 or T = T t = 0 for all i). . we seek A = (a. tt ) satisfying (4. . a. A t such a minimizing A. .4.4. K. K (5. .. a K (4.4.2. g .10).. I i.J )=0. a (5. q ). (4. From (4. k = XT a (4. .3) These are equations for the tangent vector ( K .4. K ( S . Given B = (s. For each B — (s. K U ) as a function of (a. K ) G E that minimizes 1 n 1 N I(s.L ) 4 (4. g)) 1 n 1 n a unique the geodesic distance from the hypersurface E.q. g ) .2.. . k) . Through each point of fi. . we have with some Lagrange multiplier A I a + \T a = 0 (j = l . K). Given such a field of solutions orthogonal to E. .. . K. q)) G E minimizing 7(s. g.5) hence also the eiconal equation J +H(s. .q\. I n) is proportional to the gradient of T. . (4. ... hence orthogonal to E. g. K .
and J is the geodesic distance from the hypersurface J = 0. By (4.11).4.4.4.6). q.d.  T T ^ q).7).2.8).4.10) . q)) = 0 implies aT s a + fc*T^ = 0 and likewise If we then use (4.7) D 7 T(a(s.e. J =Is s Fields of extremals 91 + T I<rO s + I iK K s (4. qi (4. The following system of ODE q = H (s.q). Proof.6) gives Jq S { + Hq + HpjJq q i 3 % = ® Recalling (4. (4.7) Js — Is Jqi = Iqi » and the result follows from (4.2.44 Proof. If J(s.9) then defines an nparameter family of curves.8). ft(s.qi. Let J satisfy (4.J ) Pi qJ l 2 (4. we have along any such curve Pi = Jqi + JqiqJQ .4.2).4. there exists a field of solutions orthogonal to the hypersurfaces J(s.4. We put Vi'.q) is a solution of (446) of class C . we obtain in (4.4.4. we obtain P i = ~H .= JAs. S 3 and (4.4.4. Conversely T h e o r e m 4.9).8) (4.2. q) = con stant. (4.2.
8) yield H = J S Pj = Jqi • This means that (4. but only on the end points A and B. .x(T))dT t h ' Pi i r Ji x dx * r \ j +J T — J dr \ does not depend on this particular path.9) and (4. we recover the consid erations of Section 4. q ) are connected by an arbi trary differentiable path x*(r).4.1 gives solutions of the HamiltonJacobi equation (4.5 Hilbert's invariant integral and Jacobi's theorem For a solution J(t. . q . we put again Pi 1 n : = 1 n Jx^ti x .4. 1 n 1 n If A = (a.1) does not depend on the path x ( r ) connecting A = (a.4. K ) and B = (s.2 implies that all solutions are obtained in that way. (4. 1 n + 1 4. .5. . .e..10) state that the curves q(s) constitute a field of solutions.4.p(T)))dT (4. the integral J(B)J(A) = J°j J(T.92 The theory of Hamilton and Jacobi Equations (4. I n the special case where the hypersurface T — 0 degenerates into a point. and the solutions are orthogonal to the hypersurfaces J = constant. K . Conversely now let functions Pi(r. . .6) and (4.6) depending on an arbitrarily given function T G C ( M ) (namely. x .1) and call it Hilbert's invariant integral. We rewrite this integral as dx ^H(r.3) is satisfied for T = J with A = 1.2. ..4. . • • • > x ). . x ) of the HamiltonJacobi equation. x (a)) and 1 n n + 1 .4.4. x . q. The surfaces J = constant are called parallel surfaces of the field.x(T).d.5.4. Theorem 4. whereas Theorem 4. . x ) be given in a region ft C E for which the integral (4. we obtain those solutions that start on T = 0). ...
x. A.2.45 Hilbert's invariant integral and Jacobi's B = (s.£ « ( r ) ) L» J dr.5. . Thus. x \ . x ( r ) .5.2..A .H theorem 93 I (T. . n where the parameters are A i . By Theorem 4.4.. . i t is given by the corresponding invariant integral n n G(B) .5) (p i). .A ) + A 1 n 1 n (4. (4. but keep the curve x*(r) fixed. ..x (s)). . G determines a field of solutions of the canonical equations. ... A . . and by the preceding consideration. . i — P n P l . . any invariant integral of the form (4. A . x in particular det(G < ..5.. (with p = (pt. . J then solves the HamiltonJacobi equation. . we may define J : fi — R by > J(B) . Let v ? = G(t.6) Jacobi's theorem says that we obtain a 2nparameter family of solutions of the canonical equations by solving Gi x = Pi.5. /Li . Let us now reconsider Jacobi's Theorem 4. Thus. .5.2) Since this integral does not depend on the path connecting A and B. We now vary A i . Then the field l n . fi\ .7) . x .3) J = t H(t. any so lution of the HamiltonJacobi equation is the geodesic distance function for a field of solutions of the canonical equations.p). .x . x A (4. we must have J i = x P i (4. . ^H^Jdr x (4.5.. ^ ( r ) . ±*(r)) + where x (r) now denotes the derivative in the direction of the solution and not in the direction of the arbitrary curve x (r) connecting A and B.. .x .4) be a complete integral of p + H(t. . A .5. .p ) = 0 n (4.G(A) = £ = £ l (G . For fixed values of A i .)^0..1.1) yields a field of solutions.  l (r. ..J{A) = £ ( p ^ .p ( T ) ) ) dr..
10) then implies dx 3 . Along such a solution. (4.5.9) defined a family of curves x (t.. =0 x Xi l — (t = l . we find Bo on the surface 3 G(t.x .fjt ) (the family is locally unique because of (4. \i can be considered as a constant for the solution passing through BQ.5.8) thus vanishes along this curve. 1 n n . \j. We also determine A so that G(A) = 0. Differentiating (4.10) In our field we have (cf.5. . If. Equation (4. For each J3.5..A .. this expression only depends on B (A is kept fixed for the moment) but not on the particular x (r). A i . then. n ) . we have dx 3 .5. (4.. and so then does X (T). .A ) = 0 1 n 1 n that can be connected with B by a solution of the canonical equations.5.5. x .6)). . XJX = detG XJXl + 0.94 The theory of Hamilton and Jacobi 1 of solutions varies. (4. .9) w i t h \i being the value of the integral from A to Bo. . .. .5.8) has to vanish along any curve of the family Thus l J 3 /dx 3 \ x>)L . this means that the curves defined by (4.7) then yields a * < 4  5  8 ) In the same way as G(B). conversely.5. . A ) . .5. Instead of integrating from A to B.9) are solutions of the canoni cal equations contained in the field defined by G(t. and we obtain G % Xi = ii\ % (4. i t therefore suffices to integrate from A to JBo. We also observe that the parameter A is only used for specifying the sur face G = 0 and has no geometric meaning beside that. . . since G\ is constant.6) detL . the integrand in (4. x . . and the integrand in (4.x ..Thus...8)) hence by assumption (4..2.
i. TT = 7r(x.46 Canonical transformations 95 4. Thus. yields 'canonical t r ansfor mat ions'. that preserve the canonical equations x = H p (4. diffeomorphismsf ip : R 2 n > R 2 n H> (£.6. the socalled Hamiltonian flow.p) = x ( f ) .p).7r(x.p) satisfy (4.p) = p(i) where (x(t).x. the evolution of (4.1) w i t h x(t ) = x.p(to) = p. For any i E [ ^ o ^ i ] e then obtain such a transformation by letting £(x.p).p)) = H(t. Equation (4. 7r(x. a solution exists for given initial values x(to) = XQ.1) constitutes a system of ODE and i f the assump tions of the PicardLindelof theorem are satisfied.6 C a n o n i c a l transformations We want to find transformations.1) in time t.6. p ) .2) with #*(f^(x. p(to) = po on some interval [ t o . t i ] . Since w 5 0 b y ( 4  6  1 } f A diffeomorphism is a bijective map that together with its inverse is everywhere differentiable.e. .p(t)) is the solution of (4.7r).6.6.1) This means that £ = £ ( x . the concept of canonical transformations is more general as we now shall see. However.6.
3) drci dpi dp dx i dp or in matrix notation dp 0T 7 T («r l(ff) T («) (4.4)) is called canonical transfor mation.Mc Duff.96 and The theory of Hamilton and Jacobi H dx r i d7T4 + HPi dpi On. this is a con dition that does not depend anymore on the particular Hamiltonian H.3) (or equivalently (4*6. dpi dx i we obtain the conditions dpi dnj dx i dp ~ dp dpi dwj dx* diTj dpi' (4. Before we return to that topic.6. Definition 4.5) . Introduction to Symplectic Topology. D. however. (4.6.7r). Obviously. Oxford. Oxford University Press.Salamon.4) where A denotes the transpose of a matrix A.6. we interrupt the discussion of the HamiltonJacobi theory in order to describe some basic points of symplectic geometry (for more information on that subject. 1995).1. (x.6.p) H> (£. We denote the (n x n) unit matrix by I and put n Then obviously J 2 = ~hn. satisfying (46. we refer to D. 2 n 2 n f Canonical transformations can often be used to simplify the canonical equations. A diffeomorphism ip : R —• R .
as always. I f UJ is left invariant under so is uj : = ( J A .46 Canonical transformations Equation (4.e. In terms of J .6. Prom these relations.6. For a reader who knows the calculus of exterior differential forms. l 1 According to the transformation rules for exterior differ 3 1 ential forms (i.7). the canonical equations (4.z) = (H . T 1 97 = J(Dil>) J.A ( J = n\(—l) ^ ^'dx A' n times n n z l • .z) X P (4. dtf A diTj = dx* A dpi (4. we use a summation convention: dx A dpi means Y171 dx Adpi).8) where z = (x.p).6. for £ = £ ( # .10) n n Since d£ A• • • A d £ AdTTi A• • • Ad7T = (det Dip)dx n x n l A• • • Adx n Adp A • • • A d p .p).6.). a satisfying (4. We consider the twoform u = dx A dpi 1 on E 2 n (here. one also easily sees that ^ is a canonical transformation iff is. n = 7r(x. V°H(t. UJ remains invariant under the transformation ip. this is often used as the definition of a canonical transformation. d^ = J^dx etc. I n fact.A d x A d p i A . x n we conclude Liouville's: . is also called symplectomorphism. we have. T (4. i.6. a canonical transformation. the following explanation should be useful.6. d£ A dnj = y ^ i g ^ ~ J ~g~[ j d> A dpk x Thus.H ).4) may then be written as (DI/J)~ or equivalently (Di)) JD<4> = J. i.• Adp .6.6) (4. (4.9) precisely i f ^ is a canonical transformation.e. p ) .6.1) can also be written as z = JV°H(t.7) In this connection.e.
12) differs from 7 only by a constant. i f x(t) is a critical path for 7. x. we may for example take any function W ( £ . After this excursion and interruption.p) =£•7 T H £ .6.e. x * = J* (^L(t x.6. Canonical transformations may be easily obtained from the variational integral 2n n I— with I L(t. because I*=I + W(t )W(ti).x.6.x)dt L(t.d.p) If W is any differentiable function. l n One also expresses this result by saying that a canonical transforma tion is volume preserving in phase space as dx A • • • A dx A dpi A • • • A dp can be interpreted as the volume form of R . then (p = L ). x. 1 . (4. £ dW xpThen.H(t. x. Thus.x) +J ~)dt dt ) dW\ has the same critical points as / . . this applies in particular to the Hamiltonian flow which constitutes Liouville's original statement. 2 so that / * and / differ only by a constant independent of the particular path x(t). £. Thus.1) and t r y to simplify them by suitable canonical transfor mations. with H(t. By what was observed in the beginning of this section. T T ) + — . x) — x • p . — R > 2 n satis (4. x .x.98 The theory of Hamilton and Jacobi 2 n T h e o r e m 4 . we return to our canonical equa tions (4. £ ) and require that for all choices of x. Every canonical transformation ip : R fies det Dipzl.11) q. 6 .
and p then is determined from p = W .15) holds. I f (4. I n the same manner. t (4. I n the first case.6.17) This implies that are constants of motion (i.6. x.x. i.12) becomes x(pW )£(n x 99 W t + W .15) i.x x + W Z. £.6. i. independent of t). a canonical transformation (transforming (46. 7r). Since dW — = (4.p.16) This ensures that the equation 7r = —W^ determines x.2) becomes x i =o 7r = . we obtain for example the equations x = W p H* — H . £). £. £). A system for which . W =0.e. We t r y to find W(x.2)) is ob tained through the equations P^W X 7 = \\\ T H* — H . (4. p . r + Wz)H + H*W =0 t (4.13) is required to hold for all choices of x.p(t)) then becomes a critical path for I * . x. We have to require that detW t x v 7^0. or socalled integrals of the Hamiltonian flow. £).6. reduce the Hamiltonian to a function of the variable £ alone. we may also take a function W(t. (4.Q) x = H*(Q.13) Since (4. We may now easily explain Jacobi's method for solving the canonical equations.6.W (x.6.e. of course H* = H*(t.£) satisfying H(t.46 Canonical transformations £ (x(t). (4.6. 7r) or W ( t .6.14) Wt = 0 of course means that W = W ( x .2.6. x.1) into (46. Given an arbitrary (differentiable) function W(t.ir). t Here and above. W(t. W = 0.e.e.i f  . (4. we obtain: T h e o r e m 4.6.£.
the relation 7r = —if(£) can then be used to determine 7 T i . .2). .p). p ) G R } is foliated by tori that are invariant under the motion. . the motion is given by straight lines. if compact and connected. c ) are ndimensional tori.6. and on each such torus. a completely integrable canonical system may be solved explicitly through quadratures. p —W x . and if the matrix H^ of second deriva tives is invertible. in the sense that the complete integrability usually depends on particular symmetries. the KolmogorovArnoldMoser theory asserts that these invariant tori persist under sufficiently small and smooth pertur bations if the coordinates of H£ are rationally independent and satisfy certain Diophantine inequalities.e. .6. but without requiring that 2n 2n H*(t.ir)=H(t.e. that completely integrable dynam ical systems are quite rare. and their dynamical be haviour is quite exceptional in the class of all Hamiltonian systems. . £ = c } for a constant vector c = ( c . By way of contrast. one may show in this case that the sets T = {£ = c . 7r . Thus. . . . x n n x 1 n n c 1 n 2n In the older literature. £ are constant in t. the notion of 'canonical transformation' is usu ally applied to any transformation ip : R —> R that preserves the form of the canonical equations. . It should be pointed out. . i. If we now take a generating function W(t. i. (4. The invariant tori may disappear under arbitrarily small perturbations.100 The theory of Hamilton and Jacobi n independent integrals can be found is called completely integrable.18) while the first two relations of (4. . A n example of a canonical transformation in this wider sense is £ = 2x with . . TV = p H * = IE. . 7 = —W$ T (4. Actually. the socalled phase space { ( x .6. however. if we can find a socalled generating function W(x. .6. £) of the above type reducing the Hamiltonian to a function of £ alone.£.x. . . x.19) .6. Thus. £) as above. the canonical system is completely integrable. the Hamiltonian is transformed into H* = H + W t (4.1) is transformed into (4. since in this case £ . Clearly.14). I n other words.
..6. .tu. ..6. H* = 0 .. . .. n 1 n ..x.6.... A ) . ..6.21) We now choose W{t. .n) Because of (4. we may obtain solutions of the canonical equations by solving h = Ix = P w i t h parameters A = ( A i .2. .20).S ) 1 n n = I(t.46 Canonical transformations 101 still hold. fi = ( / i . (4.x . A and satisfying as usually n det/ i x A j ^0. . A ) be a solution of the HamiltonJacobi equation 1 n n J + #(*.J )=0.6..1. /L* ). .x . the new canonical equations are just = H(t.x .. ..6.20) w i t h (4.t. as we now shall see.20) depending on parameters A i . namely that from a solution of (4. We have thus obtained the statement of Jacobi's Theorem 4. (4. . .p) + It.22) i =o 7T = 0. x . Thus.Z ). Solutions are of course £ = A = constant 7r = —I\ = —fi = constant.. .x\. .21).. This may be used to explain Jacobi's theorem once more.x . A i .. Let I(t. n 1 n The corresponding transformation then is P= h 7T = It: H*(t.. .t .x. . t x (4..
(Kepler problem) Consider the Lagrangian L(x. Berlin. define their Poisson bracket as 2 n X ' ] ' dxidpj n n dpjdxi' where z = (x. The global aspects are developed in V . Arnold. E.x) = \ \x\ + r i r 2 x 2 4. 1978. Zehnder.3 Compute the corresponding Hamiltonian and write down the canonical equations. Leipzig 1935. Caratheodory. Springer. For smooth functions F. .2 for x G E . Basel. R. . D. .1 Discuss the relation between the canonical equations for the energy functional E and the equations for geodesies derived in Chapter 2. Symplectic Invariants and Hamiltonian ics. Show that the three components of the angular momentum x A x are integrals of the Hamiltonian flow. Vieweg. I . Dynam GTM60. Braunschweig. H .p) = ( x . . Mathematical Methods of Classical Mechanics. Exercises 4. Methoden der Mathematischen Physik II.G : E —• E. 1968. Wiesbaden 1996. . Vorlesungen iiber Analytische Mechanik (ed. 3 4. Springer. 1994. Teubner. 2nd edition. Courant. C. Hofer.p(t)) be a solution of a canonical system 2 n 1 x = H p P = ~H X . p \ . Let z(t) = (x(t).102 The theory of Hamilton and Jacobi Classical references for this chapter include: C. Pulte).G. Jacobi.p ) are Euclidean coordi nates of E .J. . A recent advanced monograph is H. x . New York. Birkhauser. That text will give readers a good perspective on the present research directions in the field. . . Variationsrechnung und partielle Differentialgleichungen erster Ordnung. Hilbert.
2 n Show that the Poisson bracket is antisymmetric. Show that a diffeomorphism ip : R formation if 2 n + {{L.H}. .F} and satisfies the Jacobi identity {{F.F} for all smooth F. G.G} = {G. G} = 0 ~> R 2 n is a canonical trans {F.L} + {{G. G}.Exercises for some Hamiltonian H(x.G}o^ = {Fo^.Go^} for all smooth F. {F.p) that for any (smooth) F : E j F{z{t)) t 103 that is independent of t. F}.e. G. i. L . L}. Show —• R = {F.
the discrete and the continuous case can be treated by the same principles. 5. and so on. .1. The aim is to choose these parameters in such a manner that a desired result is achieved and the cost resulting from the intermediate states of the process and from the application or change of the parameters is minimized. whatever state the system is in at that time.5 Dynamic optimization Optimal control theory is concerned with time dependent processes that can be influenced or controlled via the tuning of certain parameters. then the value at the secondtolast stage.t. I n some problems. the control parameter can be applied only at discrete time steps. . the determination of the optimal control parameters is best performed in a backward manner. A t each state # i . while other problems can be continuously controlled. As we shall see. and the value of a parameter at some given time influences the state of the system at subsequent times and therefore typically will also contribute through this influence to the cost of the process at those later times. however. d (5. . Since the end result may be prescribed. x we may choose a control parameter K e Ai.1 Discrete control problems We consider a process with n states x i .1) .r. . so that at this step the contribution of the value of the control parameter at the last stage to the total cost function is already determined and one only needs to optimize the cost function w. This means in the discrete case that one first selects the best value of the control parameter at the last stage. the secondtolast parameter value. 104 n £ M .
. c 105 (5.. A i ) ..1. . .1 Discrete control problems where A* is a given control restriction (A* C M ) to determine Xi+i = (pi(xi..2) are solutions of (5.6) \ . . A<). The Bellman function I (x ) v v satisfies the Bellman = inf (k (x .n A„€A„ (5. ..\ ) n := ^ f c t ( x j . . .1. .4) iff n n n n Ij(xj) Proof... u u u . A„) G A„ x • • • x A . (5.i ..\i) w i t h cost ki(Xii A$).2) The total cost of the process starting at the initial state x n v is K (x ..\J) A„€A„ which is (5.i ((p (x . .\ . . . . we put I +i = 0).1. with x\ i+ = (fi(xi.1. v v v \v)\ A  / 4 . . (x„.A ) n = inf 1 inf K (x \A„. n we get J.. . (5. (x \ v v = ^(XJ^XJ) + I + (x +i) j 1 j for j = i / . A „ + i . . A ) ] v n A„€A„ \ i v V v / inf (k (x i\ ) v V u + I +i(<p {x i\ ))) v i <PJ(XJ.5.1. A„. .. . ( x „ . . v n v v \ ) h i ^ . . . For ( A „ ... .1. n)./(x„) = i = inf t/. . .\ )+ v v v A inf i e A K +1 ( < / v ( ^ A„). v v A )I n = = inf \k (x .i . n . . A ) G A^ x • • • x A .n jFf„(x„.. A„) + I +i v v v ((ft. .. ( A „ ..x ) with (5. A ) = k (x .1.. Furthermore. (5. .. Since K. A„))) forv=l.5). .1. A ) ) . .5) (here. ..A„) (i/ = 1 . .4) equation T h e o r e m 5. ... Xj+i = n for ..1..3) We wish to minimize the total cost of the process and define the Bellman function Iu(x ):= u inf #„(£„..1.A„. .
equality. A i ) .1. an optimal process thus is given by: n n n u v v v v v Ai : = A i ( x i ) . n. x ) with (5. . .2) is a solution of (5. A ).k (x .e.1. . and (5. * i ] 0 R d under the following conditions: We have the initial condition x(t ) 0 = x 0 and the final condition x(h) d G B t w i t h a given set B\ G R . v n n A ) = ¥i (x . For an arbitrary initial value x\. A„) € A i x • • • x A . n.1. Dynamic optimization < kvixv.1. . . .4)n n n n ? n Corollary 5. . .. ( A „ .We have the control equation x(t) = f(t. (Bellman's method) An optimal solution of the pro cess can be calculated as follows: For any value of x . iff for all v — 1 . .5) and put x +\ = Kp (x . . n .1.2. . . . .x(ti)) for a path x : [ t . . Xj G A j (j = v. . x 2 := ^ i ( x i . . . ( x i . . n v v A . com pute A„(x„) for any value of x as to minimize (5. we must have q. ..t. .. . A = A (x ).r. compute A ( x ) minimizing (5. 5. . . .. n n If the infimum w.6) follows.1. X (x )). .1. . Corollary 5. x(t). X ) f.1.4). 2 2 2 . . ( A i .1.d. . X(t)) for almost all t G (* .2 Continuous control problems We want to minimize K(h. .. .• • • f. A ) G A„ x • • • x A ( x j . Having computed XJ(XJ) for j = v + l .5) for v = n.2) is a solution of (5.. n) is realized. .. x ) with (5.1. .106 j = i / . h) 0 for a piecewise continuous control function X(t) satisfying X(t) G A .
x(ti)). X ( T I ) ) to (ti.x(t)).x ) 0 0 = J(h. X ( T ) ) by an admissible path can also be reached from ( T I .2.x(t)) is constant in t. 2 [ri r a ] 2 q. .x(t)) increasing function oft£ [to.2.1 (ii).2. X ( T ) ) to (ti. every endpoint in Bi that can be reached from ( T 2 . q. This implies monotonicity.2 Continuous control problems c 107 for some given A C R .1. and by Lemma 5.x(ti)) and for the path (\(t). 0 0 2 is a monotonically Proof.xo) < K(ti.d. I(t . T h e o r e m 5. if we have any path from ( T 2 .x(t)) satisfying all these restrictions are called admissible. For a solution. we have a solution. We put I{t .x(t)). if I(t. J{t .xi) for some xi G S i . if t < T\ < r < t\.x ):= 0 0 inf (A(t). x\) = K(ti. 0 0 (5.d. (\(t).e. X ( T 2 ) ) to (ti. Namely. then that path is a solution of the problem.x) that satisfies J(ti.2.xi) for all xi G Bi and is monotonically increasing along any admissible path.x(ti)). I f I(t.xi). the set of all admiss ible paths from ( T 2 .x ) 0 0 = K(t x(ti)) u = I(t x{ti) u (x = x ( t ) ) . along which J is constant.xo). For (ii). Pairs (\(t). for any admissible path J(to.x(ti)) (Bellman function).2.x(t)) then is constant by Lemma 5. by the monotonicity of J.e. (i) is obvious.x(t)) is constant.Bi) can be considered as a subset of those ones from ( T I . then (5.5. X ( T I ) ) to (ti. if there exist a function J(t.2. X ( T I ) ) by an admissible path. xi) for all xi G Bi (ii) For any path (\(t). Moreover. Proof. and optimality follows.*o) K(ti. L e m m a 5. we may compose i t w i t h x(t)\ to obtain a path from ( T I . and the set of admissible pairs is called P(to.x{ti)) = K(ti. I(t. and an admissible path (\(t). Given J as described. (i) I(t\.1.xi) = K(ti. t i ] .xo).x(t)) is a solution of the problem.x(t)) G P(t .1.x(t))€P(to.1) holds.1) I(t. Thus.
x(t)) + I (t.1 implies that for those t for which I(t. x(t)) + I (t. Namely. For an optimal (A(£).t\] v(h). 0 2 (5. #(£)).x )) 0 0 I (t. t x x(t).2. 1 . (Bellman equation) Let t € [£o>*iL £ £ Assume that for every A € A. Example. x(t))f(t.x(t)) e P(t . C o r o l l a r y 5 . This follows from the proof of Lemma 5.3) We then want to minimize Given p : [to. x(t))f(t. A(0) > 0. f . A ) ) = 0 . x(r) = £.2. q.4) .d.x(t)) tiable ((\(t). We want to minimize the integral [ Jt 0 t l (u (t) + \ (t))dt 2 2 with the initial condition u(t ) 0 = 1i 0 and the control equation u(t) = au(t) + p\(t) with given a. Proof. £) under consideration.2.2. (3 e E.e.2. i 2 (5. \(t)) = 0. Then inf: ( / t ( r . —• E with p{h) = 0 and satisfying the Riccati equation p(t) = 2ap(t)+0 p (t)l. the assump tion implies that we may select A such that the path is optimal at the point (r.1.108 Dynamic optimization is differen Lemma 5. there exists an admissible pair (\(t). we introduce a new dependent variable v(t) as solution of the equation v (t) = (t) u 2 + X (t) . t x x(t).2) In order to express this problem as a control problem.2. v(t ) = 0. (5.x(t)) with \(r) = A. 2 .1 then I {t. O / ( r . O + / « ( r . we have by Theorem 5.
J(h.2.v(t ))=v(t ) 1 1 1 and from (5. f3p(t)u(t).1.1) with the control conditions x(t ) 0 (5.2.v(t)) optimal solution. x(t) = (u(t).2. we obtain the integral which is essentially the same as the one considered at the end of 4.u{t ).2).2 with integrand given by (4.v) Then maximum principle 109 = p(t)u (t) 2 +v(t). 2 2 and this expression vanishes precisely i f X(t) = By Theorem 5. 5.2.2.2) in the vari ational integral.3 T h e Pontryagin m a x i m u m We consider the control problem (x principle (5.5) yield an If we substitute X(t) through the control equation (5. (5.u(t).2.u.2.2) x(t)=f(t.3 The Pontryagin we put J(t.4) ^J(t.v(t)) = (3 p u 2 2 2 + 2p(5u\ + A = (/Jpu + A ) > 0.3.x(t).28). Equation (5.2.3. (5.X(t)) . We just have a feedback control: knowing the state at a given time determines the control needed to reach an optimal state at the next time.5.3).5) expresses the control parameter as a function of the state of the system. and X(t) = ~(3p(t)u(t) (5. We recall that the latter one had also been reduced to a Riccati equation.
3. .2) then has to be interpreted as an integral equation x(t) = x + f* / ( r .9) V(h) = ^ ( t u x ^ a j .3.8) (5. . If (x(t). (a ^ 0 i f HQ — 0) and a continuous p = ( p i . ) F .3.3.W>) = max W ( x ( 0 .5) and of f/ie end poinf f i .p^) on [fo.p{t). .4) p = H x . . *. to is fixed. and g are required to be of class C .3.x. p . there exist fi > 0. A.\(t)) is a solution of the control problem. one mo?/ always achieve HQ = 0 or 1.p(f).3. . f i ] swcft f/iof of a// points where X(t) is continuous. ay) € M. .x(t ))=0. and x(t) to be continu ous.110 w i t h controls Dynamic optimization X(t) € A C R and the end condition g(t .\) principle ii F(t. 1 j j (5. A . X(t) is required to be piecewise continuous.t.p(t).3. t .3). 1 1 C (5.3.6) There also exists a continuous function rj : [ f o ^ i ] — R swc/i f/iof of o// * points where X(t) is continuous ri(t)=H(x{t).\). we /love the trans vers ality da P(h) = £:(tux(t ))a .iM>) and r)(t) = H t (5. A ( r ) ) d r . / / ) :=p0 f(t. i4/so. a = (OJI. ond A(f). X ( T ) . .\(t). (Equation (5. .3.3) Here.7) (5. 1 . W>) (5. we have D 0 H(x(t). 3 . Also. / . 0 We now state the Pontryagin maximum T h e o r e m 5 . x = Hp condition (5.x. whereas t\ > to is variable subject to the restriction (5. We define the Pontryagin function 0 Q 1 H(x. .
3 The Pontryagin maximum principle Remarks: (1) The equation x = H p 111 is just the control equation x = f(t. x(t). #(^i) = x i . no) = p • A .t )=0x M) c (3) I f we want to guarantee a fixed end time ?i. we want to derive the EulerLagrange equations which are equivalent to the canonical equations of Chapter 4 from the Pontryagin maximum principle.x(t).t.x(ti)) x(t\). x(t))dt —• min with x(to) = #o. We now want to exhibit the HamiltonJacobi theory as a special case of optimal control theory.5. We have g(ti. 0 0 d d = x\ — x. A. i. A).p(t). We thus consider the variational problem L(t.1 there exists fi = 0 or 1.n L(t. a G R (a ^ 0 for fi = 0) 0 .\(t). The Pontryagin function of this problem is H(x. t. We introduce the control variable through the control equation X(t) = x(t) with A = M . Concretely.\(t)). d By Theorem 5.e.4) becomes H (x(t). (2) I f A = M .3. t i ] —• R and where x(t) is required to have piecewise continuous first derivatives.3. no constraint imposed.p. then (5. we simply introduce an additional variable x with control conditions d+1 =t x d+l 0 d+1 = 1 0 x (t )=t and end condition x \h) d+ = h. x : [to.
112 0 d 0 Dynamic optimization a n d p e C ( [ t .l)=0 A > p .x(t). R ) with P = n p(ti) = a H(t.p(t).A.x(t).A(t). x ( t ) . we would have rj = Ht=0 and p = —Hx=0 Thus W = a • A.3.p(t). and since H = 0. x and together with . t. We now want to exclude that /L^O = 0.\(t). I n that case.11) and the Legendre condition L (t.x(t). 0) = 0. We may thus assume == 1The Pontryagin maximum principle then gives the Weierstrafi condi tion L ( t .x(t). (5.11) implies P= L .ii ) 0 x = max«(t.rc(t).3. (A .p(t).x(t). A) .3. t i ] .p(t).W>) and 7 € C ° ( [ t .10) (5.A(t).x(t)) and W (t.PW.3. « ( x ( t ) . R ) w i t h 7 0 r?(t)=W(t.12) Equation (5.L(t. ) W) q(ti)=0.±(t)) for all A e R d (5. contradicting the statement of the theorem that a ^ 0 in case ^ 0 = 0. and thus t . A(t).x(t)) xx is positive semidefinite. t i ] . hence 7 = 0 7 since rj(t\) = 0 . hence p = a since p(t\) = a. a = 0.
936.3 The Pontryagin maximum principle 113 we obtain the EulerLagrange equations ~M = L . 42240.13) at A basic reference for the variational aspects of optimization and control theory where also a detailed proof of the Pontryagin maximum principle together with many applications is given is x E. Springer. .3. I I I . New York.5. 1984. (5. Zeidler. Nonlinear Functional Analysis and its Applications. pp.
.
Part two Multiple integrals in the calculus of variations .
.
B := A \ (A f l B) G E. Most proofs are omitted as they can be readily found in standard textbooks.. Jost. 15197 and 20915. A measure [i on E is a countably additive function fi: E R+ Pi {oo}.1 Lebesgue measure and integration theory 1. Springer. Postmodern Analysis.1.1 T h e Lebesgue measure and the Lebesgue integral In this section.2. then also R \ A G E (iii) / / A G E. (vi) ISA. Berlin. n = 1. 1998.. Definition 1.2. . n = 1. then also JJ^Li n e E. d A n The Borel aalgebra is the smallest aalgebra containing all open sub sets of R . E. A collection E of subsets ofR (on R ) if d d d is called a aalgebra (i) R G E (ii) / / A G E. . J. we recall the basic notions and results about the Lebesgue measure and the Lebesgue integral that will be used in the sequel. then also A . then also (XLi 6 E. 117 . The elements of the Borel aalgebra are called Borel sets.g.1.. pp. e.3. .1. d Easy consequences of (i)—(iii) are (iv) 0 G E (v) I f A n G E.3 .2. Let E be a aalgebra. Be Definition 1.
n = 1.118 Lebesgue measure and integration theory 1 'Countably additive here means that ( / o r on?/ collection of 12. n d T h e o r e m 1. . ...e.. B G E. d (xiii) / / A C B. . .x )eR \ d d aj < x < bj .2. . and the elements of E are called (Lebesgue) measurable. d] . then n n n 00 \ 1J A = lim n n=l / / n—>oo fi(A ). A c B .. This ji is called Lebesgue measure. E contains the Borel = (\ x . There exist a (unique) (unique) measure [i i n E satisfying (x) i4nt/ open subset ofR aalgebra) (xi) For Q := [ x d aalgebra E on R and a is contained in E (i. and A C A + 1 for all n . d oo \ A n oo = U ) / E TO=1 n n=l of mutually disjoint (AmCiA = 0 form ^ n) elements defined on the Borel aalgebra is called a Borel measure. K compact} for every A measure / i o n E enjoys the following properties: (vii) jx(0) = 0 (viii) I f A .3. Borel set B.. . . we have d v(Q) = Yl( J~ A b a i=i (xii) (translation invariance) For x G E . In later chapters. . j /or numbers a\. A measure A Borel measure compact K cM. a^. then fi(A) < fi(B) (ix) I f A G E.1. j = 1 . \i is called a Radon measure if n(K) < oo for every and fi(B) — sup{fi(K) \ K C B. A G E we /love x + A : = { # + i/1 i/ G A} G E and + A) = n(A) consequently... .1. //(JB) = 0.. 6 i . bd. . B G E. f/ien A G E (and. we shall however write meas in place of fi for Lebesgue measure..
m a x ( / i . Let A C R d be measurable.1 The Lebesgue measure and the Lebesgue integral 119 One should note that the aalgebra of (Lebesgue) measurable sets is larger than the Borel aalgebra. A set contained in a set of measure 0 is called a null set.. A function f : A —• E U { ± o c } is called measurable if {xeA\ f(x)<\} is measurable for every A G E . y : E —• E continuous. A is measurable if and only if its characteristic function \A is measurable. say s(A) — { A i . .1.1.1. 3 c c # ). . We usually write meas A instead of n(A) for a measurable set A. c / i ..1. / ) . / : A —• E is measurable if and only if it is the pointwise limit of a sequence of simple functions.3. A^}. If f : A — E is measurable * and bounded. Thus. and each component g is measurable). y o g is measurable. . g = (#\. / ) .g : A —• E U { ± 0 0 } are equivalent if f(x) = g(x) for almost all x £ A.2. liminf _>oo f are likewise measurable. and if all the sets {s(x) = Xi} are measurable. d D e f i n i t i o n 1.3. l i m s u p _ / . s : A —• E is called a simple function or a step function if it assumes only finitely many values. We say that a property holds almost everywhere in A C E i f i t holds on A \ B for some B C A w i t h n(B) = 0. We say that two functions f. We have the following important composition property: n 2 2 2 2 n o c n n n T h e o r e m 1. n G N .. c G E. are measurable. then / i + / . Then c The characteristic function \A of A C E 1 d is defined as if x £ A otherwise. . Thus k T h e o r e m 1. / i / . m i n ( / i . then it is the uniform limit of a sequence of simple func tions. . More generally.e. because in that case { / ( # ) < A} is open in its domain of definition. Any continuous function / is measurable. If / . Let g : A —• E be measurable (i.
The Lebesgue integral of f then is n I f(x)dx JA := l i m / N s (x)dx n *°° JA (this integral is independent of the choice of the sequence (3) A as in (1). f is called integrable if for any increasing sequence A\ C A2 C • • • C A of measurable subsets of A with fi(A ) < 00 for all n. / : i . k a simple function on A. We say that f is integrable if lim / fmA ) x d:i exists. / : i . Let s : » A —• E 6e o sequence of simple functions converging uniformly to f according to Theorem 1.120 Lebesgue measure and integration theory D e f i n i t i o n 1. f : A — E measurable and bounded.> R U { ± 0 0 } measurable. and it satisfies: X .1. i=l (2) Let A be as in (1). Put (s ) ^).1.1.^ E U { ± 0 0 } measurable. The Lebesgue integral of s is k s(x)dx : = ] T \in({s(x) = Xi}). (4) A c l measurable.4. A T h e o r e m 1. That limit then is called the Lebesgue integral f A f(x)dx off. That limit then is independent of the choice of (A ) and called the Lebesgue integral J f(x)dx of f. n n€ { d m n f(x) if f(x) < m iff(x)>n ifm<f(x)<n. (1) Let AcR d be measurable with fi(A) < oo. f is integrable on A and n XAn n lim / f(x)xA (x)dx n n exists.4. the vector space of Lebesgue integrable functions on a measurable set A.3. The Lebesgue integral is a linear nonnegative func tional on C (A).
feC (A). i. \[ \JA l f{x)dx\< \f(x)\dx. (5) / / (A )n€N is a sequence of mutually disjoint (A n A = 0 for m^n) measurable sets. (2) Iffe C (A). h: A> R U { ± 0 0 } measurable with \h\ < / .e. n ne X then this equation holds for any such . then g e C (A). (A ) ^. and if n m n n 00 . and [ f(x)d JA = f. l j A \f(x)\dx<oo. sequence if f e C (A). l then \f\ e C (A). f £ ^(An) for every n. then h € C {A) and l 1 I h(x)dx JA < I JA f(x)dx.1 The Lebesgue measure and the Lebesgue integral (1) If f e £ (A). then (4) If 11(A) < 00.1. A := U^Li A . X 121 and if f — g almost everywhere on A. Conversely. f f(x)dx JA = Oiffi(A) and [ I JA = 0. In particular. / n=l n then f e C (A). »{xeA\ f(x)^g(x)}=0. and 1 mfi(A) < [ f(x)dx JA < Mfi(A). (3) If f € C ^). X and I f(x)dx JA = I JA g(x)dx. / n=i n jA X f(x)dx. / : A —• R measurable with m < f < M.
122 (6) Iff
l
Lebesgue measure and integration G £ (A),
d
theory
then for every e > 0, there exists := {g :R
d
<p G C$(R ) with
+R continuous] {x \ g(x) ^ 0} bounded}
r \f{x)  (p{x)\dx
c
< e.
d
T h e o r e m 1.1.5 ( F u b i n i ) . Let A C R , B C R be measurable, and write x = (£,77) G A x B. If f : A x B —• R U { ± o c } is integrable, then j
JAxB
f(x)dx=
j
JA
( [
\JB
f(a,r))dri)dt
/
IB
(Here, for example j For / € C (A),
l B
[JA
ffor,)di)
dn. A)
/(£, n)dn exists for almost all
we put
We then have Jensen's inequality: T h e o r e m 1.1.6. Let A C R be bounded and measurable, f a convex function. Then for all ip G C (A)
l d
1.2 Convergence theorems In this section, again no proofs are given, and the reader is referred to J. Jost, loc. cit., pp. 199208. T h e o r e m 1.2.1 ( B . L e v i ) . Let A C R be measurable, and let f : A — » R U { ± 0 0 } be a monotonically increasing sequence (i.e. f (x) < / i ( x ) for all x G A, n € N) of integrable functions. If
n n n + d
lim
n^ooJ
A
/ f (x)dx
n
< 00,
then f := l i m _ >
n
00
f
n
(pointwise limit) is integrable, and / f(x)dx
JA
= lim /  ° ° JA
n
f (x)dx.
n
1.2 Convergence theorems C o r o l l a r y 1.2.1. Let A C R be measurable, f (nonnegative and) integrable. If
00
~
d n
123 : A R+ U { ± 0 0 }
Y] then YlnLi
s
/
fn(x)dx
<
OC,
fn i> integrable, and
J A ^
^
J
A
T h e o r e m 1.2.2 ( F a t o u ) . Let A C R be measurable, f : A RU {ztoo} integrable for n G N . Assume that there exists some integrable F :A R U { ± 0 0 } with
n
d
fn>F
for all n G N , of n.
L
1A
f (x)dx
n
< K < 00 for some K independent is integrable, and < liminf / ^ ° ° JA
n d
Then lim infn^oo f
n
/ l i m i n f f (x)dx
n
f (x)dx.
n
JA
N
^ ° °
T h e o r e m 1.2.3 (Lebesgue). Let A C R fee measurable, f : A —* R U { ± o o } o sequence of integrable functions converging pointwise almost everywhere on A to some function f : A — R U { ± 0 0 } . Suppose there » exists some integrable F : A —• R U { ± 0 0 } with
n
\fn\<F Then f is integrable, and / f(x)dx
JA
for all n.
= lim /
N
f (x)dx.
n
^ ° °
JA
Thoerem 1.2.3 is called the theorem on dominated convergence. Let us consider an example that shows the necessity of the hypotheses in the previous results: f : [0,1] —• R is defined as
n
U(x)
t (
\
fn :=< 10
for 1/n < x < 1 otherwise.
2/n
1
, ^ ^ (n>2)
124 Then
Lebesgue measure and integration theory
lim f and lim
n
n
n
= 0,
/ f (x)dx Jo
n
= 1^0=
/ Jo
f(x)dx.
The f do not form a monotonically increasing sequence so that B.Levi's theorem does not apply, and they are not bounded by some integrable function that is independent of n so that Lebesgue's theorem does not apply either. Considering — f instead of / , we finally obtain a sequence for which Fatou's theorem does not hold. As a corollary of Theorem 1.2.3 one has (approximate the derivative by difference quotients):
n n
Corollary 1.2.2 (Differentiation under the integral). Let I C R be an open interval, A C R measurable, and suppose f : A x I —* R U { ± 0 0 } satisfies (i) for any t £ I , / ( • , t) is integrable on A (ii) for almost all x £ A, / ( # , •) is differentiable on I (Hi) there exists an integrable (j>: A —• R U { ± 0 0 } with the property that for all t £ I and almost all x £ A
d
57/OM)
Then
<<Kx).
is a differentiable function oft £ I , with
q.e.d.
2 Banach spaces
In this chapter, we present some results from functional analysis that will be needed in the sequel, in particular in the next chapter. A l l proofs are supplied. As a reference, one may use any good book on functional anal ysis, e.g. K . Yosida, Functional Analysis, Springer, Berlin, 5th edition, 1978, pp. 525, 813, 9092, 10228, 13945 or F. Hirzebruch, W . Scharlau, Einfuhrung in die Funktionalanalysis, Bibliograph. Inst., Mannheim, 1971, pp. 6088, 10712. (These were also our main sources when com piling this chapter.)
2.1 Definition and basic properties of B a n a c h a n d H i l b e r t spaces Definition 2.1.1. A vector space V overR there exists a map is called a normed space if
 : V —• R, called norm, satisfying (i)  M  >0 for alive V, v^O
(ii) Av = A\\v\\ for all A G R, v e V (iii) \\v + w\\ < \\v\ \ + w for all v,w G V (triangle A sequence
(f )n£N C
n
inequality)
V is said to converge to v € V if lim \\v
n—•oo
n
— v\\ = 0.
(In order to distinguish the notion of convergence just defined from the notion of weak convergence to be defined in the next section, we sometimes call it norm convergence or strong convergence.) 125
126
n
Banach spaces
A sequence (v )neN C V is called a Cauchy sequence if for every e > 0 we may find N G N such that for all n,m > N \\v Vm\\
n
< €.
A normed space (V, ) is called a Banach space if it is complete w.r.t the notion of convergence just defined, i.e. if every Cauchy sequence converges to some v G V.
Examples (1) Every finite dimensional normed vector space is a Banach space, for example R w i t h its Euclidean norm .
d
(2) Let K C R be compact. C°(K) := {/ : K R continuous}, ll/lloo P Z G A : l / ( ) l f ° f € C°(K)> defines a Banach space. If we equip C (K) := {/ : K —• R mtimes continuously dif ferentiable}, m G N , w i t h the norm I H I ^ , i t is not a Banach space, because it is not complete. Namely the convergence w.r.t. IN loo * i f ° convergence, and while the uniform limit of con tinuous functions is continuous, in general the uniform limit of differentiable functions is not necessarily differentiable.
: =
S U
d
x
r
m
s u n
r m
(3) Let (V, 11) be a Banach space, W cV & linear subspace that is closed w.r.t.  i.e. if (u> )n€N C W converges to v G V^limn^oo\\w  v\\ = 0), then v G W. Then (W, ) is a Ba nach space itself.
n n
Definition 2.1.2. A Hilbert space is a vector space H overR equipped with a scalar product, i.e. a map (,): H x H *R satisfying (i) (v, w) = (w, v) for all v,w G H (ii) ( A i ^ i + \ v ,w) = Ai(i>i,w) + A (t>2,w) for all A i , A vi,v ,w GH (iii) (v, v) > 0 for alive H\ { 0 } .
2 2 2 2 2
G R,
In addition, we require (iv) H is complete w.r.t. the norm \ \v\\ : = (v, i.e. a Banach space.
In order to justify the preceding definition, we need to verify that
II?;11 = (v, v ) i defines indeed a norm in the sense of Definition 2.1.1.
Since the properties (i), (ii) of Definition 2.1.1 are clearly satisfied, we only need to check the triangle inequality:
2.1 Basic properties of Banach and Hilbert spaces
127
L e m m a 2.1.1. Let (,): H x H > R satisfy (i)(iii) of Definition 2.1.2. Then we have the Schwarz inequality: \(v,w)\ < \\v\ \ • w for all v,w G H, with equality if and only if v and w are linearly dependent. Proof. We have for v, w G H, A G R (v + \w, v + Xw) > 0 by (iii) .
Inserting A = — and expanding with the help of (i), (ii) yields the Schwarz inequality Since + w   = (v + w, v + w) = \\v\\ +   w   + 2 ( v , i u ) , the Schwarz inequality in turn implies the triangle inequality. q.e.d.
2 2 2
Definition 2.1.3. Let V be a vector space (overR, is called convex if whenever x,y G M, then also tx + (1  t)y G M for allO <t<
as always). M
CV
1.
Example 2.1.1. Let (V, ) be a normed space. Then for every \i < 0, := {# G V  x < fi} is convex. Namely if x,y G i.e. x < < A*, then for 0 < t < 1 to + (1  t)y <t\x\ hence h (1 — t)y G + (lt)\y\ <n,
The following definition contains a sharpening of the convexity of the balls B^ I t will be formulated only for fi = 1, but by homogeneity ((ii) of Definition 2.1.1), it implies an analogous condition for any fi > 0. Definition 2.1.4. A normed space (V,) is called uniformly convex if for all e > 0 there exists 6 > 0 with the property that for all x,y eV with \\x\\ = \\y\\ = 1, we have > 1 \x  y\\ < e. (2.1.1)
Remark 2.1.1. A n equivalent form of the implication (2.1.1) is xy\\ (again for x > 1 => <l6 (2.1.2)
= 1).
for eo > 0. Therefore. I f for 6 < \ 1 . 2(lWI + IMl) > 2 ^ + ^) x R llyll > 1 .3. We apply (2. I n the situation of Definition 2.2.6 < then II^H > 1 . In particular. . x < 1. Proof.128 Banach spaces Example 2. we have the parallelogram identity 2 ^ + 2/) (2.3<5. y ^ 0. any Hilbert space is uniformly convex. \\y\\ < 1. 0 (2. (•.2 £ . we may find So > 0 such that for all z.1. llvll<i.3) which follows by expanding the norms in terms of the scalar product. we have > lS => 0 \\zw\\ <e .2. we then get e <2 R Now llyll 1^ — < x Ml + y x IMI + by the triangle inequality <4* + f.1.4) Let now c > 0.1.   y   > l .4) with z = x w y €Q = §. L e m m a 2.1.1.1. and by the triangle inequality. I n a Hilbert space (H. I f 36 < <5Q.w with \\z\\ = \\w\\ = 1. the condition \\x\\ = \\y\\ — 1 may be replaced by Nl<i. x. •)).3.1.26 . In Definition 2.
by jjf^jp we may assume w.e.1.5) and (2. (2. we need: D e f i n i t i o n 2. Let C V be a sequence with lim sup   x   < 1 for all n G n (2. By (2.1.o.1. n q. e/8).1.1. m > n 1 2 (n x H" #m) > 1 " « .5.6) converges to some x G V with \\x\\ = 1. we may that for n . Since (V.e. we have shown the implication >l6=>\\xy\\<e for * < 1.2.d. In order to formulate the HahnBanach theorem. w i t h (5 determined by Lemma 2. y < 1.l. L e m m a 2.3.m—•oo Then (x ) n 2 (n x H" %m) l.1.2. and n \\x\\ = lim   x   = 1. i t has a limit x. Let e > by replacing x (2. We obtain \%n %m j j ^ ^» i. ( # ) n e N is a Cauchy sequence. Therefore. p : V + R+ (R + : = {t G R  t > 0 } ) . ) be a uniformly (^n)n€N convex Banach space.d.1.2. we may find N G N such N n n Proof.1. 0.6).1. (2. Let V be a (real) vector space.g   x   = 1. Let (V.1.6) imply l i m   x   = 1.e. Because of apply Lemma 2.1 Basic properties of Banach and Hilbert spaces Choosing 8 = min(3<5o.5). 129 q.5) and lim n. is a Banach space. a fundamental ex tension result for linear functionals from a linear space to the whole space.
0 (2. .3.1. (2.e.1. satisfies (2. f\ fi(x Equation (2.B a n a c h ) .tv). 130).1.1. this is equivalent to o<p(f+«)/ (f).1. (2. is separable (see p. t G l } . i.1.1.10) For t > 0.7) T/ien there exists an extension f : V —• R o/ /o m^/i / ( x ) < p(x) for all xeV. Let VQ be a linear subspace of the vector space V . + ta< p(x 4.1 ( H a h n . A linear / : V —» R is called an extension of fo if f\v 0 = /o T h e o r e m 2. Suppose that /o : Vo —» R *5 linear and satisfies + fo(x)<p(x) forallxeVo. A > 0 Example 2.1. The norm on a normed vector space. V\ be the linear subspace of V spanned by Vo and v.9) requires f (x) 0 + tv) = f (x) Q +ta.11) and for t < 0 to ^pHHMf) (2  L12) .9) r We put fi(v) =: a. p : V —• R convex. (2.1.2.y eV (ii) p(Xx) = \p(x) for all x eV. Vi : = {x + tv \ x G Vb. /o : Vb —• R linear.e. Let v G V \Vb. We shall now investigate how /o can be extended to f\ : V\ —• R with h(x)<p(x) forallxG^i. Proof. We shall need the HahnBanach theorem only in the case where V possesses a countable basis. i. Then as an extension of /o.130 is called convex if Banach spaces (i) p(x + y) < p(x) + p(y) for all x. Le£ Vo be a linear subspace of the vector space V. We may assume VQ ^ V.8) Remark 2.
and every totally ordered subset 3>o of $ possesses a maximal element.2.1.1 Basic properties of Banach and Hilbert spaces For # i . we have (pi < (p if V^i C W and = <£i). we could use the preceding construction to extend / to a larger subspace of V . hence (2. for <£>i : Wi —> E.12).11) and (2. 1 .1.p ( . Let Vo be a linear subspace of the normed vector space (V. # 2 £ V. $ then contains a maximal element / . q.2. / furnishes the desired extension of /o.v).1. we need to use Zorn's lemma to complete the proof. Therefore. the desired extension / i exists. A > 0.x i . let <!>:={</?: W —• E extension of /o to some linear subspace W.f £f)) 2 > ai : = s u p ( ./ o ( x i ) . we may use the preceding construction to extend /o inductively to all of V. I f W were not the whole space V. (2. f : V > E linear with 0 0 \fo(x)\ < X\\x\\ for allxe V. 2 2 C o r o l l a r y 2 . w e 131 have 2 h(x ) ~ fo{xi) < p{x 2 2 xi) + v) . +p(x 2 + v) > fo(xi) . For that purpose.( x i +v)) = p((x < p(x hence ~fo(x ) 2 2 + v) + p(~xi .p{xi Therefore. Thus. By Zorn's lemma. i = 1. we have an obvious ordering relation (namely. namely <Po defined on the union of the domains of all (p € <fio and coinciding with each such (p on its domain of definition. satisfies (2.d. If V does not possess a countable basis. / then extends fo to W.v).13) Thus a 2 : = inf ( . satisfying </?(#) < p(x) for all x G W} On <£.e. 1 . contradicting the maximality of / .1.10).f {x ) 0 2 + p ( x . Let W be the domain of definition of / . I f V possesses a countable basis.   . 0 .   ) . any a w i t h ot\ < cx < a 2 v)). Vo C W C V .
.. .. ) be a Banach space. . . . . Be cause of the properties of F(B ) just noted. c * i . /i» • • •»/m» since the remaining ones are easily seen to be taken care of by (2. .d.r. . We equip R w i t h its Euclidean structure.15) and   X   < / * + €.. . . F(B^ ) is balanced in the sense that w i t h p G R i t also contains —p. i = l . . / i .2 ( H e l l y ) . Suppose that for any X\. . .1. . fm(x)) may then be considered as a linear map onto R .1. Let m < n be the maximal number of linearly independent fi.14). implying the claim. .14) Then for each e > 0. / i . n T h e o r e m 2. / linear functionals V — R t/iot ore continuous w. I t suffices to consider m linearly independent fi. . . 1 4 ) . . . .132 Banach spaces Then there exists an extension f : V — R of /o with » \f(x)\ < X\\x\\ forallxeV. Thus (ai. A ) with m +e m M+C fl+e m ^2 ^ 2=1 iOLi — S U P $>/<(*) =1 TO 0* + €) 5 > / < contradicting ( 2 . Let m m Bp :={xeV\ +e e \\x\\ <» + €}. F(x) : = ( / i ( x ) .1. q... A G R n n (2. we may then find A = ( A i . n (2. Also.o. Then F(B^ ) is a convex set containing 0 as an interior point. the norm conver » gence.e.l.a ) m G F(JB M + C ).. Let (V. there exists x G V with e fi(xi)=ai for t = 1 . . . . € Proof. 2. . . . 2 ..t. We now assume that a i . a G R.. w. . a is not contained i n F(JE? ). n .1.g. 1 .2 D u a l spaces and weak convergence Let V be a vector space. The linear functionals f:V+R . .
1).1 below.d. since E is complete. ra G N n \\fnfm\l <€.2. < ° o . the dual space of V*.1) x*o L e m m a 2. A linear functional f :V —• E is continuous if and only W I I .e.1. For every e > 0 we may then find N G N such that for n. f : V —• E then is a linear functional.2 Dual spaces and weak convergence 133 then also form a vector space. ) is a normed vector space. I H U therefore is complete. # Proof.2.1.2. We did not assume that V itself is a Banach space. (It is easy to verify that (2.e.d.2. V* := {/ : V E linear with \\f\\^ < oo} equipped with the norm (2. Therefore. (f {x)) eN converges for every x G X. (V*. w i t h norm denoted by   . i(x)(f) . By (2.1) defines a norm on V* in the sense of Definition 2. The easy proof is left to the reader.*) :=/(*). Any x G V defines a linear functional ++ i(x) :V* +R := (/. this implies that for every x G V \fn(x) ~ fm(x)\ < C. I t is an easy consequence of the triangle inequality that \\f\\* < oc and that l i m _ o o   / n .2. Let (f )neN C V* be a Cauchy sequence. D e f i n i t i o n 2.  .   . I f (V.1) is called the dual space of (V. hence a Banach space.1. q.   .2.  ) . (See also Lemma 2.1.2. We now consider (V*)* = : V**. we define the norm of a linear functional / : V — E as » + : = s u p I M IFII G  + u W (2. We denote the limit by f(x). and (V*.2.) q.) L e m m a 2.  ) is a Banach space.1. n n T n i s n n Remark 2.2.3.2./ I I * = °implies that (f )nen converges to / G V*.
We have l ( / .2. (1) Since (V**. we have a linear isometric map i : V —» V**. D e f i n i t i o n 2.2) and (2.2.2. . * ) l = N I  from Therefore l l ^ ) I L = sup i ^ >   x   .2. 0 By the HahnBanach theorem (Corollary 2.   . any reflexive space is complete.2. Let f (tx) 0 sup \ f ^ = \\i( \\„. Proof.2. ) is called reflexive if i :V > V** is a bijective isometry (i.2. fev* x) (2.e. ## for all x G V).e.1). * ) l < l l / I U M I .e. and therefore INI> Conversely.2) := t\\x\\ for t G E.2. (2.2.134 Banach spaces L e m m a 2. the crucial condition in that definition is the surjectivity of i.2. a Banach space. q. the linear functional i(x) : V* —> E is contained in V**.3) Equations (2.3) imply the result. i.3. we may extend / { £ x  £ G E } t o V a s a linear functional / with = 1 and l ( / .  ) is a Banach space by Lemma 2. (2) By the remark before Definition 2.1.2. \\x\\ = \\i(x)\\^^ Remark 2. = Thus.2. A normed linear space (V.e.2.d. let x G V. i.
2.2. Let (V. 2 .2. n Proof. (1) The argument employed in the preceding proof is called Cantor diagonalization. and since (y )v^ is dense in V . Thus. (i(x )) n is a bounded sequence in V** and therefore contains a weak* convergent subsequence. 135 (i) Let (V. 1 . Since (f (yi))neN is bounded. we may find a subsequence ( / ^ ) of (f™) for which also ( / r ( 2 / m + i ) ) n € N converges.2. 1 . we have found a weak* convergent subsequence of ( / ) e N . (f )nen C V* is said to be weak* convergent to f G V* if f (x) converges to f(x) for all x G V.r. (ii) Let (V*.3. By (2. n n Proof.t. for every y 6 V . Then (f ) contains a weak* convergent subsequence.1 remains true without the assumption that V is separable. 2 . v G N . 1 i . (2) Theorem 2. u u u . (x )nGN C V is said to be weakly convergent to x G V if f(x ) converges to f(x) for all f G V*.e. Having iteratively found a subsequence (f™) of ( / ) for which ( / ^ ( ^ ) ) n € N converges for 1 < v < m.e. n n T h e o r e m 2 . The diagonal sequence (/£)n€N then con verges at every y . and so does the following: C o r o l l a r y 2 . a subsequence (fn(yi)) of (fn(yi)) converges. Let (y^^^n by a dense subset of V.2 Dual spaces and weak convergence D e f i n i t i o n 2.d. )6e a separable reflexive Banach space. be the dual of a normed linear space. (fn{x)) en has to converge for every x G V.2. Remark 2. n n + 1 +1 v v n n n q. 1 b e a normed linear space. in symbols: n n XJI v x. Since V is n ne f Separable means that V contains a countable subset {y )veN that is dense w. e .   /   * ^ constant (independent of n). Then every bounded sequence (# )nGN contains a weakly convergent sub sequence. Let V be a separable] normed linear space.3. Let (/n)nGN C V* be bounded.2) or reflexivity. e > 0 there exists y with \\y — y \\ < e. i.
Since i(x ) is linear. it suffices to show uniform boundedness on some ball in V*.r. (1) I n a finite dimensional normed vector space (which automati cally is complete.3 for the first equality). ar) = f(x) n for every / G F * so that ( x ) N converges weakly to x. converges because (#{JnGN converges q. i.2.2. Qj > 0 and with l i m Qj = 0 j—*oo (/. Otherwise. weak convergence is just componentwise convergence and therefore equivalent to the usual convergence w. We shall show that i(x ) {feV*\ H/IL < 1 } . .e.d.t. n o.1. Bj = { / G V*  / . q.d.4) 11/11* n is bounded (see Lemma 2.136 Banach spaces reflexive. Am/ weakly convergent sequence (# )n€N space is bounded.fj\\ < Qi} with Bj+x C JBJ and a subsequence (x' ) of (x ) n n for some ft e V* .e.5) By construction.2. the norm. with oo /o e Because of (2. the limit is of the form i(x) for some x G V.5). Example 2. Then also n is uniformly bounded on I M = I I ^ » ) I I „ = sup fev* (2.2. (fj)jeN forms a Cauchy sequence and therefore con verges to some /o G V*.2. (2. n f n Si foralljGN. T h e o r e m 2. Thus f(x ) n n n G = (/.2.x ) weakly. we have (/o.2.Ol > J This is impossible since (fo.x. x ) > ( / . we find a sequence Bj of closed balls. a Banach space).)>i for all fsBj.e. Banach Proof.
closed . (f)={geV*\ t vl Vk \g(vi) .. because one may always find a sequence ( e ) N C V w i t h e$ < 1 for all i and e* — ej\\ > 1 for i ^ j .1 (we have shown Corollary 2. Such a sequence cannot converge w. . but i t always contains a weakly convergent subsequence according to Corollary 2. Since V is separable.2.f(v )\ t < € n ne fori = l..e.2. we choose n w i t h ^ < e and j = 1 . (/) e. every U . i.   . Vo a linear subspace. ..... i. . g G v .r.2 Dual spaces and weak convergence 137 (2) I n an infinite dimensional reflexive Banach space (V. L e m m a 2.. Let f eV*.t the 1 t o p o l o g y .fc}.1 only under the assumption of separability. Then V* satis fies the first axiom of countability w. . (f) tWilt tWik form a basis of the neighbourhood system of / of the required type. We claim that the neighbourhoods of the form u± . but i t holds true in general). ^ ( / ) . .r. *)is also reflexive. Wi w i t h \VJ — Wi  < ^ for k ^ . because i t is not a Cauchy sequence. \9(VJ) .4. . ) be a normed space.t.f)(vj i. Finally. .r.f(vj)\ € Vlim iVk Wii . i f V is reflexive.e. Then VQ is also closed w.. We now present some further applications of the HahnBanach theo rem that will be used in Chapter 3.e.. the weak topology. the weak* topology. q. . Every neighbourhood of / w.  ) . n Proof./ K )  + \(g . the weak* topology contains a neighbourhood of the form U .t.r.t.r.r.. . iWik ( / ) • For that pur j pose.e.. (f) as required. then the weak* and the weak topology of V* coincide. w } . n n G L e m m a 2.d.5. <  $ K ) . Let (V. there exists a sequence (U^^jq of subsets of V* that are open in the weak* topology such that every U that is open in this topology and contains x is contained in some U . if (V. Consequently. For g G U±. this is no longer so. ..t. k.2. .. then V* satisfies the first axiom of countability w... Let (V. )6e a separable normed space. for each f G V*.2. .t. there exists a sequence (w ) n C V that is dense w.Vu yVk contains some such U±.2. weak convergence. we then have .wij)\ < i + ~ < 6.
2. )6e a normed space. so is V*. so then is V**. Consequently.2. reflexivity of Vb. Thus.d. there exists f eV* with /(*) ± o / k = o . Since every fo G VQ can be extended to / G V*. L e m m a 2.7. we may find a continuous linear functional fo : V —• R w i t h /o(x ) = 1 0 /ok=0.d. v e Vb**. \ is reflexive. Since / ( x ) = v(f\y ) by the above.2. n .1). i. )is reflexive if and only if its dual (V*. Lemma 2.2.1). Since V can be identified w i t h a closed subspace of V** by Lemma 2. Thus. Corollary 2.6 then yields reflexivity of V. v = i(x). Let v G Vb**.d. This implies VQ* = i(Vb). Let (V.e. g. Then Vb is reflexive.2. yl Banach space (V.e. )6e a reflexive linear subspace. and suppose ( x ) N C V converges weakly to x G V . i f conversely V* is reflexive. q. I f V = F**. there exists x G V with !>(/) = / ( * ) for all / G T . L e m m a 2. i f V is reflexive.138 Banach spaces Proof. Since V is reflexive.6. By the HahnBanach theorem (Corollary 2.1. We claim x G Vb. Proof.1. for every XQ G V \ Vb.2. by putting v(f) = for f eV*.2. Then n n G that \\x\\ < l i m i n f   x   . we conclude 0 v(fo) = fo(x) forall/GVo*. this is impossible. again by HahnBanach.e. Let (V.e. then also F* = V***. xo cannot be a weak limit of a sequence in Vbq. by the HahnBanach theorem (Corollary 2.Otherwise. VQ a closed We may identify VQ** w i t h a subspace of V * * . Proof v(f\ ) Vo Banach space. Thus.
. n n—>oo As in the proof of Lemma 2.2.d. Assume x > l i m   x   .2. we may assume that   x   con verges (see Theorem 2.6) (see Remark 2 after Definition 2. n This contradiction establishes the claim. q. n (2. Any uniformly convex Banach space is re flexive.. . n and M<xS* + For any A i .2.2).2.< x* *(f ) n 0 n < 1. n n n—*oo n n n —>oo while the weak convergence of ( # ) e N to x implies f(x) = lim n—+oo f(x ). . we have n 1+ .2. n (2. We may assume w. Let (V.2.l.8) G V with (2. A G R.o. and let XQ* G V**. We need to show that there exists some x € V w i t h 0 t ( x ) = x*. . .e.2 Dual spaces and weak convergence n 139 Proof. we may then find / „ € V* w i t h   /   = 1 and n (22. Proof (Kakutani). we may find f eV* with 11/11. )be a uniformly convex Banach space. T h e o r e m 2.g.10) 4* U > / i < iixoir i=l .3 ( M i l m a n ) .7) 1 . After selection of a subsequence.2.2). .2.2. we may find x fi(x )=x* *(fi) n 0 fort = l .* 0 (2. .9) We now claim that for every n G N . = i l/(x) = I N I But then  / ( x )  > lim   x   > l i m s u p  / ( x )  . that 1 * * 1 = 1151 For every n € N . .3.
. 2 .2. if there were another solution x . Namely.12) is unique.15) . / 2 .2. In the above reasoning. / 3 . .12) The solution XQ of (2.2..11) and /<(*o)=x5*(/<) f f o r i = 1. (2. satisfying I xo = 1 (22. Let this /o G be given.2. Since in addition to (2. proving the theorem.11). . by /o. (2. and so x fo(x ) 0 0 0 is unique. we have 2 2 2 .2.1. fi.T < 2xl*(fi) hence I = fi(x 0 + x' ) < \\x + 4   .14) so that XQ* = i(xo). / 3 .. . On the other hand 0 fi(x hence 0 + x' ) = 2x1*(fi) 0 f o r a 1 1 h 2 . on one hand. / 2 . ( # ) n € N is a Cauchy sequence and converges to some n xo eV.2.1.13).3... 0 0 N + 4 1 1 > 2  This contradicts (2.2. We now claim that for any / 0 = *5*(/ ) G V\ (2. .. n n m m m By Lemma 2.2. • • We then obtain a?Q G V with and /<K)=*S*(/*) for i = 0 . (2. we replace the sequence / i .2. n n—*oo For ra > n. l . we would have I N + Xoll < 2 (2.3.< fn(Xn) + fn(Xm) < x„ + X \\ < \\x \\ +   x   < 2 + .2.10) also I K H = /n I k n l l > fn(Xn) = %0*(fn) > 1 ~ K we must have lim   x   = 1. . 3 .140 Banach spaces and so the claim follows from Helly's Theorem 2.13) by uniform convexity.
For the same reason. M . Any Hilbert space ( H . On the other hand.2. is a Hilbert . (•. 2 Thus. any x G H induces an f G H* by x f {y) x '= {x. The orthogonal complement M of M is defined as L M L := {x e H : (x.3 implies H = H**. Let M be a closed linear subspace of the Hilbert space H. f 0 Corollary 2. (2. Since a Hilbert space is uniformly convex.e.2. By the proof of Corollary 2. y) = 0 L for all y e M} .15) for i = 0 then is (2. Then every x G H can be uniquely decomposed as x = xi + x 2 with xi G M . since closed.2.2 Dual spaces and weak convergence 0 141 Since the solution x of (2.2.x) = \\x\\ .2.2. x 1 Proof. and since H = i f * * .2. Equation (2.4. one readily verifies that these embeddings must be surjective. •)) can be identified with its dual H*.y) < \\x\\ llvll=i and f (x) x — (x.14). x 2 G M . q.3 ( R i e s z ) . hence ll/xll = I N  . We have \\fx\\ = sup (x.3. how ever. q. M need not be closed here.e. but the orthogonal complement of M is the same as the one of its closure M in H. Proof. Let M be a linear subspace of a Hilbert space H.d.y) for y G H.y) for all y G H. x G H corresponds to f with f (y) x G H* = (x.d.2. H* is isometrically embedded into H**.11). Therem 2. Corollary 2.12) was shown to be unique. we must have x = x$. hence H = H* = H**.2. x We let f^f be the restriction of f to M. H is isometrically embedded into H*. It is clear that M is a closed linear subspace of H.
#2. Concerning uniqueness. and therefore Corollary 2. i.16) Proof.3 applied to M .e.2 and 4. / f ( y ) = ( * i . i. x\ is interpreted as the orthogonal projection of x onto the subspace M .e. q. i. y ) for all y G M . we have constructed the required decom position. the reader knows the preceding result in the case where H is finite dimensional.e. #2 ^ Af" .2.#2 w ^ n # i £ Af.2.3 when we estab lish the existence of minimizers for lower semicontinuous. 1 then for all y € M Or. 2 Of course. ^ n=l A = 1> .4 ( M a z u r ) . (a? = f (y) x x .d. The next result will be needed for Sections 4. Then for all t/ € M . For every e > 0. j/) = = 2 and by Corollary 2.2.e. Suppose (x )nm converges weakly to x in some Banach space V. n n=l . Therefore.142 Banach spaces space itself.2. Thus. n ]T A 71=1 n = 1) with N < e. We put #2 • = x — x\. i f x — X\ + #2 = # i 4. and f*f is an element of the dual M*. # i = x'j. we may then find a convex combination n N N n ]P A 71=1 X n ( A > 0. and therefore also x •= x' . (2. #2 £ M . By Corollary 2. a Euclidean space.3.f**(y) = 0 since = / f on M.2. convex func tionals. We consider the set Co of all convex combinations of the x . it corresponds to some X\ € M .4 is called the projection theorem. n ( N X n X n w i t h N \ Co : = I < > 0. T h e o r e m 2.
1. / is also continuous (see Lemma 2. we may assume 0 € Co. Since.2. More precisely.1).17) Ci := {z G V : z .2.16) is not true. We have sup f(y) < sup f(y) < sup p(y) = 1 yeC y€Ci y€Ci < A " = fiX'yo) = /(*).^ G C i } . A . 0 Since p is continuous.2. x — z\\ > ^ for every z G C i . We consider the linear subspace V = {Mo.ti€R}C 0 _1 0 < A< 1 V and the linear functional /o(») = Then fo <p on Vb. because of (2.y\\ <  for some y G C } is convex and contains the ball with radius  and center 0. we have p(x) > 1. We consider the Minkowski functional p of C\ defined by p(z) : = i n f { A > 0 .2 Dual spaces and weak convergence n n 143 Replacing all x by x — x\ and x by x .2.2. there exists an extension / of fo to all V w i t h fionV .# i .1. then there exists e > 0 w i t h \\xy\\>e for all y G C .1.5 since C\ is convex. and by the HahnBanach Theorem 2. I f (2. p(yo) = 1. 0 0 (2. p is convex i n the sense of Definition 2. 0 1 . and contin uous since C\ contains the ball of radius  > 0 about 0. there exists yo w i t h x = A i/o.17).
3. w i t h norm denoted by 1 a n d later.3 L i n e a r o p e r a t o r s b e t w e e n B a n a c h spaces The results of this section will be used in Chapter 8. W is continuous if and implies that T is continuous. however.144 Banach spaces n n € This. 1 . and (2.3. then the inequality IW<rN (2.17) cannot hold. The linear operator T : V only if\\T\\ < oo.2. with norm also denoted by *. I n Section 2. we then have with y = SjAr (\\y\\ < 6) PIT \\Tx\ Thus lT<£<oo.) Conversely. V was a normed linear space.d. we replace the target E by a general Banach space W. Thus. a Banach space. and so for e = 1. We thus consider linear operators T:V and we put \\Tx\ r:=supiLi €E+U{oo}.2.16) is established. 3 . we also assumed that V was complete.e. IF!I L e m m a 2 . (Of course.2) (2. if T is continuous. this uses the linearity of T.1) >W.e. 2. i. I f   T   < oo. q.2. [ Ty . q. we find some 6 > 0 with the property that \\Ty\\ < 1 if Ili/H < 6. Proof. (2.d. In the present section.e. we recall the usual e — 6 criterion for continuity. we considered linear functionals in the beginning. contradicts the fact that ( x ) j v C Co converges weakly to x. For x G V \ { 0 } .
3 Linear operators between Banach spaces 145 The space of continuous linear operators T : V —• W between the normed spaces (V. Here. If(W.3.1 IITSIKpijjp then S is bijective. ker T = T (0) is the preimage of a closed set under a continuous map. we do not want to prove that result.3.1 between Banach spaces. then so is (L(V. Remark 2.W) satisfies .2. and we shall therefore frequently assume that T" is continuous although that assumption is automatically fulfilled in the light of that theorem.3.   .  ) . that the inverse of T. Again. is then continuous as well. If S G L(V. ) and (W. L e m m a 2. q.4. the inverse operator theorem. hence closed. ) is a Banach space. . simply replacing (R.1.3. Let T G L(V.  • ) b y W I N D . .3) is continuous.2.2. W). with a con tinuous inverse T . In the sequel.d.3. ) need not be a Banach space here. We have S = T(IdT~ (TS)). W). ) is denoted by L(V.e. Then k e r T : = {x G V : Tx = 0} is a closed linear subspace of V. Proof. and S~ Proof. I t is a general theorem in functional analysis.1 1 L e m m a 2. denoted by T . too. L e m m a 2.2. however. The proof is the same as the one of Lemma 2. Let T:V >W be a bijective continuous linear map between Banach spaces. 1 l (2. I t becomes a normed space w i t h norm   T   . we shall encounter bijective continuous linear operators T :V >W .3. (V. W ) .
i f Vi 0 V = Vi 0 V '. Proof. . However. the inverse of S then is given by ^(r~ (rs)H ^=0 1 T~\ (2. Let Vo C V be a finite dimensional subspace of the normed vector space (V. and since J^ 11J \\T . i.3. V = Vo 0 V\.{Ts)y l <J2\\(T.3..e.   . then dim V = dim V . We also have: L e m m a 2. the series satisfies the Cauchy property and hence converges to a linear operator w i t h finite norm. we say that V is the direct sum of the subspaces v = Vi e v 2 if for every x G V.4) provided that series converges. 2 We then also call V\ and V complementary subspaces of V . then the dimension of that space is uniquely deter mined. hence closed. x G V . 2 2 2 2 We now consider a normed vector space (V. .1.5.e.S\\ < 1 by assumption.e. q. i. we may find extensions p : V —• R with f ^ = f^. e als with n be a basis of V . with 2 2 x 2 = X\ + x. /Q : Vo —* R be the linear function 0 fo( i) e = ij s (hj = l . Then Vo possesses a closed complemen tary subspace V\. we can find unique elements X \ G V i . 3 By Corollary 2.  ) .1. n ) . Let e i . Easy lin ear algebra also shows that if V\ possesses a complementary subspace of finite dimension.146 Banach spaces As with the geometric series.d. Y^{T.  ) .   .(Ts)y\\ v—m l < ^(WT'WWTSWY. Then every finite dimensional subspace Vo is complete. . If V is a vector space.
dim coker T ) the index ofT.W) space? not a vector .  ) . T Vi : = ker 7r then is closed as the kernel of a continuous linear operator (Lemma 2. 1 . by F(V. x — ir(x) € V i .3. with ir(V) = Vb. D e f i n i t i o n 2 .6) with Wi = T(V) =: R(T) {range ofT). ) ond! (W. (2. Question to the reader: Why is F(V. called the cokernel ofT (cokerT) giving rise to a decomposition ofW into closed subspaces W = W® 0 W\ (2. Lef T : V + W be a continuous linear operator between Banach spaces (V. according to Lemma 2.3.3.   .3).5) (ii) There exists a finite dimensional subspace WQ of W.dim W 0 0 ( = dim ker T . 3 .3 Linear operators between Banach spaces We define 7 r : V —> V as n 147 7 is continuous. there exists a closed subspace V\ ofV with V = VbSVi. The set of all Fredholm operators T : V —> W is denoted Remark 2. l For a Fredholm operator T. Thus.5. Consequently. We finally require (iii) T~ : W\ —> V\ is continuous.2.W). because 7r O TT = 7r. we call ind T : = dim V . T yields bijective continuous linear operator T\ : V\ —> W\.2.3. T is co//ed! o Fredholm operator if the following conditions hold: (i) Vb = k e r T is finite dimensional. and every x € V admits the unique decomposition x = n(x) + (x — n(x)) w i t h ir(x) € Vb.3.
1.3. hence constant on each connected component of F(V. F(V. .3. S'(Vi) is closed as Vi is closed and S' is continuous. o (2. one defines the cokernel as the quotient space WjW\. Finally.3. W). Let V. T h e o r e m 2. but here we do not want to introduce quotient spaces of Banach spaces. any Wo satisfying (2.3. W) > Z is continuous.4 this then also holds for all S in some neighbourhood of T. T is also > bijective w i t h a continuous inverse. We use the decomposi tions V .I * conventions. W ) — L ( V i x i y .Vo 0 Vi w i t h Vo = k e r T 0 W = Wo 0 Wi w i t h W = coker T of Definition 2. and by Lemma 2. w= and since 5 ( V i ) = 5 ( V i ) also .6) w i t h W\ = T(V) is a cokernel. the dimension of the kernel of S is upper semicontinuous. the cokernel of T is only determined up to isomorphism. Then S(V) D S(V\) is also closed since S(V\) is closed and possesses a complementary subspace of finite dimension. s'(v )es {w ). W ) . As mentioned. Remark 2. 1 0 / f W = 5(V"i)0 5 ( i y ) . For S G L(V.W L(V.W) is open in 1 o u r ind : F(V. and be Banach spaces.4. Usually.e. W ) > 0 Since T\ : V\ — VFi is bijective w i t h a continuous inverse.148 Banach spaces Remark 2. and we have the decomposition .W). Let T : V —> W be a Fredholm operator.f 2.1.3. z) v* Sx .3. condition (iii) is automatically satisfied as a consequence of the inverse operator theorem.3. For such 5. we define a continuous linear op erator S' :V xWo^W x (x. i. Proof. so is S'(Wo).3.7) and since Wo is finite dimensional. and we obtain a continuous linear operator L(V.
Thus dim ker S < dim ker T (2. we have verified that S is a Predholm operator i f i t is sufficiently close to T. q.3.7) dim S(V ") + dim W£ = dim S'(W ) 0 0 f = dim W 0 (2. and as observed above.9) S thus is injective on V " © V i . (2.dim W = indT.3. W).3. we see that there exist finite dimensional subspaces VQ = ker S and V " of V with 0 v = v 'ev "eVi. 0 (2. (2. we get a decomposition w= s(v )®s(v£)®w^ 1 with WQ = cokerS and from (2. Let V be a Banach space.3. for S in some neigborhood of T .2 ( F r e d h o l m a l t e r n a t i v e ) .8) if S is in a suitable neighbourhood of T in L(V. 0 0 and thus dim V ' + dim V " = dim V 0 0 0 0 (V = ker T ) . Prom the preceding.(dim JV .2.3. the dimension of such a subspace equals the one of Vo. We consider the equation Tx = y.10) = dim Vo .9).3.dim V ) . then since S is bijective.3. i f S is in our above neighbourhood of T . T : V —• V a Fredholm operator of index 0. and since S coincides w i t h S' on V i .e.dimS(V ")) by (2.10) since S is bijective. and hence the kernel of S is contained in some complementary subspace of V i . Consequently ind S = dim ker S — dim coker S = dimV / 0 dimV^ /. 0 .11) 0 since S is injective on V /.d. The following result motivates the definition of a Predholm operator: T h e o r e m 2. 0 0 0 0 = (dim V . Altogether.3. S is injective on V i .3 Linear operators between Banach spaces 149 Namely.
and suppose G : A —• A satisfies \\Gyi . Let 0 < q < 1.   .e. 2 2 It is easy to show that a differentiable map is continuous. f is said to be of class C if DF(u) is differentiable in u and the derivative D F(u) := D(DF)(u) depends continuously on u. hence also injective as i n d T = 0.o> 1 0 + : V + W v)F(u)DF um\\ { w = IHIv / is called differentiable in U CV if it is differentiable at every u EU. q. and thus T is surjective. F :V > W a map. A direct consequence of the definition.2) . and for each such y. or (ii) Tx = y is only solvable if y is contained in some proper subspace ofV (with a finite dimensional complementary subspace). and so the solution x is uniquely determined by y. F is called differentiable (in the sense of Frechet) at u € V if there exists a bounded linear map DF(u) with lim \\nu <:.4. 2. Let (V.4 C a l c u l u s in B a n a c h spaces In this section. We shall need a technical tool.  ) . f is said to be of class C if DF(u) depends continuously on u. We now wish to derive the implicit and inverse function theorems in Banach spaces that will be used in Chapter 8. the solutions x constitute a finite dimensional affine subspace. we collect some material that will only be used in Chap ters 8 and 9.150 Either Banach spaces (i) Either Tx = y is solvable for all y.4. Definition 2.y \\ 2 2 for all y y u 2 e A. Proof.d.1. the Banach fixed point theorem: L e m m a 2. \\\\v). (2. (W.4.1. Let A be a closed subset of some Banach space (V. w) be Banach spaces.Gy \\ < q\\yi .
4) i=l i=l We obtain from (2. we assume 2 2 1 F(x .ftll < j 9 Wvi ~ Vo\\• i=l Consequently.0 +2/0 = 2 n ( G Gy \.4. 151 (2. then the solution y = y(x) of (2. is invertible.4. The uniqueness of a solution of (2.V ^ W at y = yo. Let Vi. 2 0 0 2 the derivative of F(XQ. (xo>S/o) G U.4.4.5) We also suppose that D F(x . F £ C (J7.y )=0.3).e.2). By our differ entiability assumption.W be Ba nach spaces with all norms denoted by \\\\. T h e o r e m 2. We have V = l i m Gy n—•oo n = G (lim y) n = Gy. W ) .W .d.4. q. We choose yo G A and put iteratively Vn := We have n Vn = (W .y ):V ^W. 0 0 (2.4.G^j/oll < X y t= l n   y i . D F(xo yo) is continuous. and we assume that 2 2 1 . the series y in (2. n ' _ 1 yi  Gi ~ Vo) l + Vo (24.1 ( I m p l i c i t F u n c t i o n T h e o r e m ) . Proof.V .e. since q < 1. •) '.43) de pends continuously on X. noting that A is assumed to be closed and the limit function y = y(x) is continuous. / \n—•oo hence (2. For purposes of normalization solely.2.V .4) converges absolutely and uniformly to some y G A. F is continuously differentiable. U C V\ x V open.3) follows from (2. i.42) (with q not depending on x).2) 1 1 E l l G ' .3) If we have a continuous family G(x) where all the G(x) satisfy (2.4.4.4 Calculus in Banach spaces Then there exists a unique y G A with Gy = y.
The idea is to transform the problem into a fixed point problem for which the Banach fixed point theorem is applicable. /or et. Proof. 2 In Lemma 2.4.1.4. Then there exist open neighbourhoods U\ of XQ. We put l:=D F( yo)2 X(h W i t h this notation.y)=0 can be solved locally uniquely for y as a function of x. i f the derivative of F w.6) o D F(x 1 1 tp(x)) for all xeU x (2.(F(x. U of yo with U\ x U € U. x 2 The content of the implicit function theorem is that the equation F(x. our fixed point equation is $(x. ifix)))2 1 (2.4. I n /ac*.t.8) which clearly is equivalent to our orginal equation F(x. and by the differentiability of F at ( Oiyo) and the continuity of Z"" .152 Banach spaces its inverse is likewise continuous.2/011 < £ ( hence also .( D F ( x .y) : Vi + I V ) . we get *(ar.F(x. yi) y ) = l~ (D 2 x 2 l F(x 0j y )(yi 0 .46) in U .r.y). and a differentiable map 2 2 (p:U ^U 1 2 with F(x. 2 y )).y ) .y):=yr F(x y)=y 1 1 (2. we may find 6* > 0.er?/ x € C/i. we take q = ^.y \\ < 2e ) .£ > 0 with the property that for x 1 \\x — xo\\ < 6 and f 12 ~ 2o 1 1/ 1 / 1 < II2/2 .y) : Vi + W is the derivative of F(.4. Using l~ o / == id (note that / is invertible by assumption). yi) . 2 .7) (D F(.(p(x))=0 and D<p(x) = . <p(x) is the only solution of (2. y is continuously invertible. we thus want to find a fixed point of &(x. y) = 0. For every x.
2 uyi Since F is differentiable.l / o   < onto itself. ^2 : = { 2 / : y . t/o) = 2/o by assumption. » > )   0 < ^llyyoll + l 0 <e whenever — x   < < : = min(<5'.yo) .yi).£ > 0 smaller.l/o < e } . We consider the open balls 0 a n 0 Ux : = { x : H * . y) maps the closed ball A : = {y € Vi :   y . 5 $ ( x .. This means that i f \\x — #o < <5. We consider (x <p(xi)) u eUxX U 2y and abbreviate y\ := <p(x\).) By choosing <$.*(a?.voll < . i. We put h := DiF(xi.e. i f necessary.soil < « } .* ( z . 2 153 Furthermore. 2 / o )   <  Since $(sco.6"). we may write F(x. there exists a unique y =: tp(x) w i t h y — y   < £ d 2/ = $ ( # . Moreover. we then have for y — j/o < £ .l 2 := D F(x ). y ) l l + ll*(». (<&(sc. •) also maps the open ball t/2 onto itself.* ( » o . we may find <5" > 0 w i t h the property that for II*soil we have *(ar. By Lemma 2.2/o) .1.y) 2 2 lim V+V1 Tl 4Ml M = 0  ( .y) = 0.7).3. t/ depends continuously on x. t/).y)=h(xxi)+ where the remainder term satisfies r l (x .ifc) < ~   y i y \\. for every x with \\x — x \\ < <5. y i ) . we may assume U1XU2C U. I t remains to show that <p(x) is differentiable and that its derivative is given by (2.* ( a o . F(x.4 Calculus in Banach spaces we have   * ( r r .x ) + r(ar.4.2.) 2 4 9 .
4.   ^ ( x ) . <p := f~ l be Banach differen is invertible with a con Then there exist open neighbourhoods U2 C U of yo.( x i )   ) .xi) + r ( x ) .e.1 to F(x y) := f(y) — x.p> I k . U C V open. we may find rj.7). We shall apply Theorem 2.x i H < rj. and the inverse : U\ —> U2 is differentiable ZtyOro) = (Dfiyo))' .1 (Inverse F u n c t i o n T h e o r e m ) .x i 1 + ~\\<p{x) 1 hence (/?(x) — ^ ( x i )   < c\\x — x\\\ for a constant c. and find an open neighbourhood U\ of XQ and a differentiable function if : Ui + V . </?(#)) and rewrite (2.4. : = . LetV.4.4. with 1 U\ of f(yo) = : XQ SO that f maps U2 bijective onto U\.4.2 / i   < p Mx>v)\\ Thus I K * .4. <p(x)).4. (2.4. 0 ip(x) with (2. yo G U.12) lim . <£>(#)) = 0 for x £ U\ by construction of ip(x) = l2 h(x X .9).4. (2.4. } (2.13) (2.4. Let f : U —• W be continuously tiable.11) (xi).Z ^ r ^ .13) yields the differentiability of (p and (2.W spaces. C o r o l l a r y 2.11).9). q. We abbreviate r (x) 0 V <  i(lk*i + 2 r \\yyill) (\\x .x i   + \ \\x .10) Since F ( x .154 Banach spaces we obtain (2.\\ Xl + \\<p(x) .d.4. and assume that the derivative Df(yo) tinuous inverse.x i ) + y i .4.ip(xi) = l^hix .Z^VC^. V (2.   2 / . <p(x))\\ < By (2.10).4.< ^ i ) l l < WtfhW\\x .14) Proof.10) as . .4. ° ^ „ = 0 x+xi \\x — Xi\\ r from (2.12) and (2. 0 such that for By (2.
and y> then yields a bijection between U\ and U .15) [ $(T.  x i 2 x \\) 2 for allt G I. we may redefine t/2 as </?(C/i). f(<p(x)) = x for x e U\. 4x(t) = x(t) = dt if for silt e I x(t)=x + 0 x(t)) with x(a) = x 0 (2.e. Suppose that $ is uniformly Lipschitz continuous.xi) . I ^ V from some interval / = [a. / Ja x(t)dt. As y>(£/i) = f~ (U\) is open.L i n d e l o f ) .x(T))dT.*(t . As f(<p(x)) = the chain rule implies 2 Df(<p(x )) 0 • Zty(a? )) 0 = L e " ( . i. 2 4 1 4 The next topic concerns ordinary differential equations in Banach spaces.17) Then for any XQ G V. 6] C R into some Banach space V . w i t h (^(xo) = yo and F(x. We need the integral of a continuous function x . suppose there exists some L < 00 with *(ti.x ) < L 2 2 .(p(x)) 1 = 0.t \ 4. there exists a unique solution of .xi.4.4. Given a continouous $ : R x V + V.d.e.4. (2. I n Chapter 9. i. we shall use the PicardLindelof theorem in a Banach space that we shall now derive.2 ( P i c a r d . (2.4 Calculus in Banach spaces 2 2 155 with (f(U\) C U for a neighbourhood U of yo.16) T h e o r e m 2. we say that x(t) solves the ODE (ordinary differential equation) on / .)q.2. (2.4.x 2 G V.. This can be defined as a Riemann integral as in the case of realvalued functions through approximation by step functions.415).e.
/ $ ( T . For x G V we thus consider the ODE 0 x(t) = *(x(t)).H.y \\ o n m C (= \ l i m sup \y (t) .4. 0 (2.*(T. oo).m—»oo C \\y . i. Repeating the construction with a . we define Gy G C ° ( J . y(r))dT for a < t < a + e.»(r))dT . C o r o l l a r y 2.4. V ) . We choose e > 0 so small that u<_\. V) with Gt/(£) = #o 4. a + 2c].e. and suppose that $ does not depend explicitly ont.4.2 yields a solution on every interval [a. Lemma 2.17) holds on J.^. a + c].(T)))dr L\\yi .e.17).m—*oo f^j converges uniformly to some continuous function y : I —• V.16) w i t h the help of Lemma 2. We shall solve (2. V ) and with q = \ then implies that there exists a unique y G C°([a.Gy \\ 2 co = supl f <\ta\ (*(T. since Theorem 2.1.1.f e in place of a and y(t + e) in place of #o yields the solution on [a.18) . oo). and if (2./a We note that C°(7. we obtain a solution of (2. For a con tinuous y : I —• V . (Gy)(t) :=x + / 0 *(r. x(0) = x .y!(T)) .15) on / .g.V) with lim n. / = [a.4. e. a + e].) We have . Remark 2. V ) . $ = $(#).4. n (To verify this. is a Banach space w.4.t.2.d.4. I f / is an infinite or semiinfinite interval.4. the space of continuous functions from / with values in V . Let the assumptions of Theorem 2. 6] with 6 < oo.42 be satisfied on the interval I = [0.y (t)\) n m = 0 J n. $ : V —• V. one just needs to observe that any sequence (y )neN C°(I.r. q. and so on.y \\ 2 Co because of (2.156 Banach spaces Proof.1 with V replaced by C°([a.4. the norm \\y\\ := c0 supy(t).
limsup   y   < 1 n n and lim ar + y \ n n n—•co then lim (x . 7— O 1 • O A normed space (V.\\'\\y) (W. (y )n€N C V satisfy n n € N n limsupar  < 1 . .y ) = 0. ). the solution with initial value XQ at 'time 1 + s is the same as the solution with initial value x(t) computed at 'time's. This follows from the uniqueness statement i n Theorem 2.Exercises (x(0).\ \ ) be normed linear spaces.W) := {/ : V + W linear w i t h   /   < oo}. W. x(x$. property). W).4. Proof. We denote the solu t).1 Let (V.3 l k + y = I W I+ ll»ll» then there exists a > 0 with x = ay.d. Show that i f ( W ^ I H I ^ ) is a Banach space then so is (L(V. as both sides of (2. q. Let L(V.2..  / / 0 satisfy n n 2. t > 0. s) (semigroup 1 tion by X(XQ. ) is uniformly convex i f the following condition holds: Whenever ( x ) . Show that a normed space (V. 157 the value at 'time' 0. t + s) = x(x(t). For a linear functional w / : V . Exercises 2. Thus. x . Then for s.2 Show that / is continuous iff   /   < oo.e. put xev\{o} \\ \\v x 2. is called initial value). ) is called strictly normed i f the following condition holds: Whenever x . t / G ^ . \ \ .18) are solutions.4.
4.2) by the condition \\Gyi .Banach spaces Show that any uniformly convex normed space is strictly normed.4. Does the Banach fixed point theorem (Lemma 2.y \\ for all y .1) continue to hold if we replace (2.Gy \\ < \\yi .y 2 2 x 2 e AI .
p we put I I / I I P ^ I I / I I L P ( A ) : = ( / J / W I P ^ ) P  (31. = {(equivalence classes of) measurable functions f : A —• R U {=boc} with \f(x)f € C (A)}.1 L p spaces In the sequel. lc/ = c/ . (3.3 U and Sobolev spaces 3. This is obvious for p = 1: /i + h\\ i L {A) < WIIWLHA) 159 + ll/allt^) • (  3 L 4 ) . p p (3. We shall be lax w i t h the notation. for c G R. however. where / and g are equivalent if f(x) = g(x) for almost all x G A. p G R \ { 0 } .  is positive definite (on the set of equivalence classes). 1 . and we now proceed to   /   = 0 & f is a null function.1. we shall consider equivalence classes of functions. Next. instead of functions / : A —• R U { ± 0 0 } (A measurable).1) The notation suggests that  verify this for p > 1. Let A C R L (A) P d be measurable.1. not distinguishing between a function and its equivalence class. l For f e L (A). 1 .2) Thus. The equivalence class of the zero function is called the null class. D e f i n i t i o n 3 .3) It remains to verify the triangle inequality. p is a norm. and a function in that class is called a null function. First of all.
2 (Minkowski's inequality).= 1. we need L p and Sobolev spaces L e m m a 3.8) Proof.1 (Holder's inequality).160 For p > 1.1.1. V € Li (A). = 1. (31. p. P I l / 2   .g > 1 .T (so that \ + 1 = 1).6) / \fl(x)f2{x)\dx<± JA P p q 1 1 for a. namely a b ab < — + — p q we have for x £ A /1W/2W ^ — z — p hence by our normalization (3.7) + —~—» g + l = l = \\h\\ p \\J*\\q q q.d.1. Letp. Since \h(x) we get + f (x)\ 2 p = l/i+/  . Then f f £ L (A).5) Proof.1. We now obtain the triangle inequality: L e m m a 3.q > 1 satisfy 1 + ^ = 1.1. by Holder's inequality = (ii/iii +ii/ i )n/i+/ ) P 2 P 2 . and l 2 u 2 /i/2lli</i ll/2ll . p q (3.6 > 0 . (3. The case p = 1 is given by (3. 2 / +/  </lV'll P 1 2 1 + ll/2V'll + l l / 1 < l l / i l l p l M I .4). Let / i .+ . )  \ we 1 ^ I p1 v q p have p 2 ^ i. p f l (3. . For ${x) ~ \h{x) + / ( a .1. / € L«(A).o. we may assume w. p p p 2 € U>(A). p > 1.l. / Then   / i + / 2 l  <   / i   + ll/a .6) Recalling Young's inequality. H/iH = l .1. By homogeneity.e.g. 2   p I I V ' l l . P 2 < \Mx)1>(x)\ + \f (x)1>(x)\. We now consider p > 1 and put q ~ j£. fi € L*(J4).e.
2. that the whole sequence also converges pointwise almost everywhere to / .1.8) follows. I t is in general not true. our original sequence (3.1.10) converges to / in L (A). however. I n particular.F i s c h e r ) . Then L (A) is a Banach space. n P Then some subse In order to complete the proofs of Lemma 3. and Corollary 1. (Then a subsequence of ( / ) converges to / in L (A). p > 1. in particular / G L ( 0 ) . it remains to show that the series (3. the whole sequence has to converge in L (A). p P I n fact.1 L Since p .^ l l p ( " 3 L 9 ) converges.1 implies that (g ) also converges to g in L ( A ) . ) This is easy: P P n n P P C O /n>(*) + E (/». towards some / w i t h \f\<g+ /m.+»(*) " " /(*) . Since all elements of the series are nonnegative. = 1.3. P Proof.1.3 and Theorem 3.1 ( R i e s z .1. We interrupt the proof to record: + P m p P L e m m a 3. we may then find n G N w i t h n n v P ll/n . Let (f )neN converge to f in L (A).10) is absolutely convergent for almost all x £ A. (3.e. g(x) < oo for almost all x G A.1.1.3. For every v G N. Let ( / ) e N C L (A) be a Cauchy sequence. Since ( / ) was assumed to be a Cauchy sequence in L (A).1. ( # m ) m £ N converges to some g : A —• R U {oo} pointwise in A. This implies that the series C O H/mllp + E l l ^ . quence converges pointwise almost everywhere to f. Let A be measurable. p spaces 161 q. we have: T h e o r e m 3. Thus./ n j  p < ^7 for all n > n „ .1.d. We claim that the series C O then converges in L (A). We have thus verified that  is a norm on L (A).
I t follows from Holder's inequality (Lemma 3. 2 (/i.162 L p and Sobolev spaces converges to 0 almost everywhere in A.2.1.2. L°°(A) is a Banach space. Let A C R measurable.t. Thus. •) is finite on L (A) x L (A). C o r o l l a r y 3./2)<l/ll ll/2ll22 Thus (•.1.1. and since /m(s) + E i/=i O W * ) ~ / « .1. D e f i n i t i o n 3.1.r. Proof.2.d.1) that (/l.3 on dominated convergence to conclude that we get convergence also w.  q. I t remains to show completeness.d. we may apply Lebesgue's Theorem 1. For v G N . and L°°(A) := {(equivalence classes of) measurable functions f : A —• R U { ± 0 0 } with ll/lloo : = == esssup  / ( x )  < 00} xeA T h e o r e m 3.1. d be measurable. n > n„ n /n /mloo < * Thus x€./(*) ^ 2 + 2 \fm(x)\. » ) . or follow from Theorem 3./ ):= / 2 JA Proof. let (f )neN be a Cauchy sequence in L°°.e.1.4 /„(x)/ (x)>ij m . L (A) 2 is a Hilbert space with scalar product fi(x)f (x)dx. 2 2 A l l the other properties are obvious q. f : A > R U { ± 0 0 } ess s u p / ( x ) : = inf {A G R  f(x) < X for almost all x £ A} x€A (essential supremum).e. we find n „ G N such that for ra. I f is straightforward to verify that I H I ^ is a norm.
The dual space of L (A) dual space of L°°(A) is larger than L (A). Remark 3.3.1. n > n „ and x £ A\N. Let f x n G L (A). l l In particular.1. f converges uniformly on A \ N towards some / .1. Let 1 < p < oo. neither L (A) nor l In order to prepare the proof of Theorem 3. q = P i. \ JA \fi{x)f (x))\dx 2 < esssup/ (x) / 2 /i(x)dx xeA JA Hl/alUI/ill!q.1 L p spaces 163 is a null set for ra. J_ and f converges to / in L°°(A). q = oo: L e m m a 3.e.d. L°°(A) is reflexive. We simply put f(x) = 0 for x G N. T/ien L ( A ) is t/ie dual space of L (A). Let A C R 9 P d be measurable. We also note that Holder's inequality admits the following extension to the case p = 1. n > n  x € A  /„(x)/ (x)>i. and so then is N:= J m .1. n > n „ .1. L (A) is reflexive.e. Then ess sup  / ( x ) . l and (3. l f 2 G L°°(A).4.f (x)\ m n < ~ for ra.} m as the countable union of null sets.111) < ll/illxll/allooProof. Since \fn(x) . q. Then f f x 2 G L (A). n xeA xeA\N since the essential supremum is not affected by null sets. we first derive: ./ ( x )  .d. is given by L°°(A) while the Therefore. ~ + ^ = 1.3.3.e. T h e o r e m 3./ ( x )  = ess sup  / „ ( x ) .
Remark 3. .1.14) + b )i 2 < 2 ^ (\a\ +  6  ) ' . f f 9 (3.g. q (3. y < y since g < 2.1.4 ( C l a r k s o n ) . Clarkson's theorem holds more generally for 1 < q < oo.1) applied to the following functions 2 2 q 2 q 2 /i.l.1.14) and (3. 2 < q < oo.164 LP and Sobolev spaces d T h e o r e m 3.).1. 0 . The right inequality follows for example from Holder's inequality (Lemma 3.e. f.2. we have V2(a 2 2 2 q 9 2 2 (3. Proof {Theorem 3. Let f. and by the righthandside of (3.( r r )  < 2"~ {\f{x)\" 5 9 l +  (x) ).15) Equations (3. Let 2 < q < oo. q 9 (3. (3. h ( t } / a ~ \ 6 2 2 for . we may assume w.1.1.13).1. The proof for 1 < q < 2 is a little more complicated than the one for 2 < q < oo.16).16) and (3.13) implies (a + b\ + \a. . q be measurable. and the desired inequality easily follows.g e L"{A) with = N I = i. For x.(H/H. q.14). x + y = 1.o.1. ) The left hand side of (3.1 < t < 0 for 0 < t < 1.12) follows by integrating (3. The proof of Theorem 3.5.1.4 is based on: L e m m a 3.15) imply /(:r) + gix)]* + \f(x) .12) < 2 * . Let A CR Then L (A) is uniformly convex.1.1.g < L {A). Then x < x .13). 1 Proof./ :(U)R 2 fx = 1. 1/ > 0. 6 € R.1.1.1.1.1.1.d. we have {x + y )« q q < ( x + t / ) * <2 *r(x 2 2 a q + y )i.6  ) ' < (a + 6 + a .6  ) * <v^(a +6 )5 for a.\\ q 9 q q q q Then + y i.13) (In order to verify the left inequality in (3. E 11/ + g\\ +11/ .
17) Thus i(f) is indeed an element of L (A)*. We consider the map i: L (A) p > L (A) q with i(f)(9) := J f(x)g(x)dx.17) implies that i is an isometry.1.17). \\f+9\\ q q 165 + \\f9\\ <yq q Therefore. q.18) hence g G L (A). we may find 6 > 0 such that \\f9\\ <e g whenever    ( / + g)\\ q > 1 — 6. We claim that we have equality in (3. hence equality in (3.1.17). This means that there exists some g G L w i t h q q / JA f(x)g(x)dx p l l / I L I M L .18).1.1.12).1) i(/)= sup Il9ll <l q i(/)(«?)</ .1. By Holder's inequality (Lemma 3. (3.1. Proof (Theorem 3. I n order to complete the proof we need to show that i is surjective. . q We put g(x) : = s i g n / ( x ) \f(x)\ 'K and / f(x)g(x)dx\ Then \g\ = q = / /(x)^(a dx (x)\ = / j / ( * ) ii dx p p ? = ( j \f{x)\ d y y A X (j \f(x)\ d y A X p = H/llplMI. This shows uniform convexity.d.1 L " spaces By (3. Equality in (3.1.1.This verifies (3.3). Suppose on the contrary that L"(A)* \ i{W{A)) / 0. in particular injective.e. p (3. for e > 0.3.1.
I n this §.1).d.3) g(x)dx[= \ I JB{0. with v\i(LP(A)) = 0. these regularizations will tend towards the original function. so is L (A)* by Corollary 2. I n conclusion.2) (3. we need some g G C o ° ( R ) f with d p p g(x) > 0 Q{X) = 0 / JR d for all x G R for x > 1 d (3. there then exists veL<*(A)**.18)).2. q. We may therefore find a g in L {A) with q q F(g) = v(F) P for all F G L (A)*.2.1) (3.2 Approximation of L functions by smooth functions (mollification) In this section.v^0. By the HahnBanach theorem (Corollary 2. Then 2 < q < oo. ft will always denote an open subset of R . For that purpose.4 and 2.2. and L (A) is reflexive by Theorems 3. Elements of C^°(Q) are often called test functions. we shall smooth out L functions by integrating them against smooth kernels. hence closed. We have shown that i furnishes an isomorphism between L (A) and L (A)*. is a compact subset of O. a contradiction. j Such a g is called a Friedrichs mollifier.2.1.2.3. i(L (A)) is complete. q We then have for any <p G L ( A ) 0 = v(i(<p)) = i(<p){g) = ^ <p(x)g(x)dx. hence also v = 0. P q q q P P q 3. We now suppose for a moment that 1 < p < 2. As these kernels approach the Dirac distribution. and its dual space is given by L (A). L (A) has to be reflexive for any 1 < p < oo. d . hence # = 0 (by a reasoning as in the derivation of (3. the support of ip (supp<p).1) g(x)dx)=l. Let / G L^ft).2.e.1. Since L (A) is reflexive. Cg°(Q) is the space of all C ° ° functions <p on O for which the closure of {x E Q \ ip(x) ^ 0 } .166 P L p and Sobolev spaces p Since L (A) is complete and i is continuous. hence L (A).1. We extend / to all of R by putting d d t For Q C R open.
Let h > 0. We now start investigating the convergence of fh towards / . For fi' C C ft and h < f 'ft' CC H ' means that the closure of Q is compact and contained in fi. however. If f £ C ° ( f i ) . We have f{x) and fh(x) = j J\w\<l = f J\w\<l g(w)f(x)dw by (3. we may differentiate w.8) by using the substitution w = f in (3. In symbols: fh^f on Q' as h —• 0. h) := {z £ R \ \zy\< d h}> (3.2.2.2. Let Q C C fif> h < d i s t ( f y .t. then for each ft' C C ft.e. We say that Q' is relatively compact in Q. I t remains to clarify the type of convergence. x under the inte gral sign in (3.3) (3. I n order to appre ciate this definition.3.r. Proof By Corollary 1.2.hw)dw (3. .d. and For these reasons. q. L e m m a 3.4).2 Approximation f{x) d of LP functions by smooth functions 167 = 0 for x £ R \ fi. Proof.2.2. The advantage of approximating / by fh comes from: L e m m a 3 . one expects that fh tends towards / as h tends to 0. fh converges uniformly to f onW as h —• 0. 1 .2. and since Q £ C°° so then is fh. fh is called the mollification of / w i t h parameter h. d f i ) .7) Q{w)f(x .5) where Q (^7^) is considered as a function of x. f h f Then £ C°°(fi').2. we first observe supp Q C B(y. 2 .2.2.4).
{x G fi  dist(x.f{x . we then have sup x€Q' .h(x)\ < sup / xefl' J\ \<l t\w\< w g(w)\f(x) .3) again. / is uniformly continuous on that set. Let f G L (Q).) 3 2 9 .hw)\ dw J .2. i.e.f(x  hw)\dw < sup . 1 . Since ft' is bounded. in L (Q) as h + 0.2.d. Therefore. 2 . p P 1 < p < oo.. fi') < h} is compact (recall the choice of h). = / J\w\<l p Q(w) / JR d \g{y)\ dydw p = [ \g(y)\ dy.fh(x)\ > 0 as h + 0.2.hw)\ M<i using (3. d f i ) . q. Thus H^llLp(n)<IMlLp(n)( .3) and Fubini's theorem. and we conclude that sup x£Q' .168 LP and Sobolev spaces \ d i s t ( f i ' . We have for g G L (Q) / \g (x)\ dx h p P = I JQ I J\W\<1 g(w)g(x — hw)dwdx < / JQ I / \J\W\<1 g(w)dw J J I / \J\U)\<1 g(w) \g(x .e. J p by Holder's inequality = / Q(W) / \g(x J\w\<i Jn hw)\ dxdw. uniform convergence.3) once more. Then fh converges to f Proof. J n using (3. T h e o r e m 3 . p using (3.
9) to / .2.. for sufficiently small h. Proof. By Theorem 1. e > 0.10)(3.14) 11/ ~" / ^ I I L P ( Q ) < 2* Since G C^(Q) for /i < dist(fi'.2. For 1 < p < oo.V H L P ( R . the claim follows.2. L (fl) is separable for 1 < p < oo. we obtain ll/n .2. we may apply Lemma 3.</?n p(Rd) < L 11/  ^IILP(M^) ' (3.2.2. Corollary 3.e.13).2. Let / G L ( 0 ) .3 2 1 0 ) Since <p has compact support.3. we may find <p G C$(R ) I I / .2.d..1.12) (3.2.1.2 Approximation of LP functions by smooth functions D 169 Let e > 0.4.1. Cg°(f2) is dense i n L ( f 2 ) .e. Every f G L ( Q ) con be approximated by piecewise constant functions.1.) 3 2 1 6 . Corollary 3.2. i t suffices to find a countable subset BQ of L (Q) with the property that for every <p G CQ°(Q) and every e > 0.) 3 2 1 4 By Theorem 3. \\f f h\\L (n)<~P f f (3. We may then find Q' C C 0 w i t h H/llLp(n\n') We put / ' : = / X L P ( O ' ) . By Corollary 3.2.) <   with ( . there exists some a G BQ w i t h P p P llvalli(n) < € ( . Proo/./nllLP(R) < ' E ( ' ' 3 2 1 3 ) g. q.15) By (3.d. (3.T h e n < p p 2* H// llLp n)<5( / ( .2 to conclude that for sufficiently small h > 0. Ik WIIILP(R*) ^  (3.dfi).2.2.11) Applying (3.12) yield 11/ ~ M I L P ( Q ) < H / . (6).2.</?.
15)..1. We finally note: d L e m m a 3.2. Also.16). i f a sequence of continuous functions converges w. (3. 1 } is uncountable. = 0. Remark 3.e. 1 } .e. Namely. N G N and rational numbers c * i . this implies that L ° ° ( ( 0 .2.1)) w L = L Since the set of subsequences of { 0 . L°°(fi) is not separable. 1 ) ) is not separable.17) We put BQ := {axn  a G B } . i.r. the limit is again continuous.2. 2 and suppose that for all ip G C™(Q) j f(x)(p(x)dx Then f = 0. then it converges uni formly. Then for any two different sequences ( a ) .. •fa such that for x £ Qi otherwise. . /(a ) /(M ~((0.170 LP and Sobolev spaces d Let B the set of all functions a on R M d of the following form: There exist Qk G some fc. To ( a ) . let (a )n€N be any subsequence of { 0 . a similar construction is possible for f2 any open subset of R . Of course. and therefore. noncontinuous elements of L (ft) cannot be approximated by continuous func tions in the L°°norm.1 and the Weierstrass approximation theorem that allows the approximation of continuous function w i t h compact support by polyno mials w i t h rational coefficients... The preceding results do not hold for L°°(fi). Let f G L (Q). I H I X ^ Q ) . B Q is likewise countable. we may easily find some a G B w i t h Il a ~ ^IILP(Q) ^ H A . we conclude that BQ is dense in L (Q). 1 } for all n .<P\\LP(**) <  E (3. and from (3.3. . Therefore. . P q.d. ( 6 ) .t. 1 ) defined by oc n n n t t n p for /(an) { 0 0 for < x < 2F=r i f a = 1 k < x < 2FTT i f a n k = 0 n for k G N. a* and cubes Qi. To see this. w i t h corners having all their coordinates in ^Z and of edge length Clearly. Since a continuous function (p w i t h compact support is uniformly continuous. a G { 0 . we associate the function / ( ) on ( 0 .2. B is countable. . .2.2. The separability of L (ft) can also be seen by using Corol lary 3.
the Sobolev space W *(Q) k := {u G L (Q)  D u exists and lies in L (Q) for all\a\ < k } .r. k W (£l) k. 3.A»:=(^r) • • • ( ^ ) • Definition 3. d p « : =  > .3 Sobolev spaces In this section. . . norms naturally occurring in variational problems.a^) of nonnegative integers. let H *(n) k k andH *(Q) respectively in k be the closures of C°°(fi) f l W *(Q). v := D u. Q will always denote an open subset of R . . I n this section.p and C$° n W *(Q). Let u.3.3. we obtain that 2 / IQ JQ f(x)g(x)dx = 0 for all g G L ( Q ) . we wish to introduce certain extensions of the L spaces. Since Co°(fi) is dense in L ( f i ) .3. They will play a fundamental role in subse quent chapters because they constitute function spaces that are complete w.3 Sobolev spaces Proof. .1) We can now define. q. a 1 Then v is said to be the octh weak if j uD ipdx a j (pvdx = (l)W for every <p G CQ*'.v G L (Q). for k G N and 1 < p < oo. . and since 9*> I JQ 2 1 1 1 f(x)g(x)dx is a continuous linear functional on L ( f i ) .t. (3.e.1. We shall use the following notation: For a dtuple a : = ( a i . a p P \\<*\<k jQ Finally. derivative ofu. the socalled Sobolev spaces.d. 2 Putting g = / yields the result.
D^u) of all first weak derivatives. The following result is obvious. . Let u G C (Q). and the weak derivatives are given by the ordinary derivatives. Before investigating the properties of these spaces. and so the W spaces are larger than the C spaces. i t would have to be the first weak derivative of and consequently.1 . the W > spaces constitute a generalization of the spaces of k times differentiable functions. . th L e m m a 3 .1) would then require that for all V>€C3((1. q. u(x) : = We claim that u G W ' (Q) for 1 < p < oo. . . and suppose all derivatives ofu of order < k are in L ( f i ) .d. v does not have a first weak derivative. it should be useful to consider an example: Let fi = ( .1 < x < 0. 3 . 1 ) C E. Namely i f w(x) were the second weak derivative of u. we would have w(x) = 0 for x ^ 0. I n order to see this it suffices that the first weak derivative of u is given by k.i)) We claim. D{U is the weak derivative for the multiindex ( 0 .3. The rule for integration by parts (3. and Du is the vector ( D i u . we have for (p G CQ(( i. . 1 at the 2 position. Indeed. Then u G W (Q). 0). . that u is not contained in W (ft). 1 . however. Thus. . p k.e. . . . 0 . The W norm is considerably weaker than the C norm.p fc kyP k l p k p for 0 < x < 1 for . .p 0 = = 2^(0) which is not the case.1)) 2. .p k Thus. .172 L p and Sobolev spaces We shall use the following abbreviations for u G 1 < i < d. 1 . 0 .
Any L ( f i ) function possesses distributional derivatives of any order. (D u ) therefore converges in L (ft) towards some v .p(Q)' I k p k n general.3. I t is important to distinguish between weak and distributional derivatives.P(n)Proof. let ( v ) n € N C W (ft) be a Cauchy sequence w. T h e o r e m 3. u does not possess a second weak derivative because the delta distribution cannot be represented by an L function.l i m i t of ( u ) N .t.t h weak derivative of t>o.1).1 .1. I H I ^ Q ) for all Q < k. not nec essarily weak derivatives. u(x) = 1. w*.3 Sobolev spaces 173 Remark 3.d. The Sobolev spaces W (ft) kyP are separable Banach spaces w. and therefore. kyP k This result says that elements of W (ft) C°°(Q) p can be approximated by functions w. the L .1. 1 ) w i t h ip (x ) n n > \.t. liyfc.3.1).3).1. Since <p (—l) = 0 = y> (l)> n n this implies that . for sufficiently large n .1.t.1) C K. however. where <5o is the Dirac delta distribution at 0. Similarly. W *(fl) k = H *(ft). I n the example.3. For <peCl (n) k p k. but as the preceding example shows. and consequently vo G W (ft). of course.r.2. we shall now derive completeness of W *(ft) from the completeness of the L (ft) spaces (Theorem 3.p(n) norm follows from the fact that I H I X ^ Q ) is a norm (see section 3. then after selection of a subsequence.3.p n a n ne p a n a] a 18 a (3.2.e.2) Therefore.p(n)This implies that (D u ) ^ is a Cauchy sequence w. the second distri butional derivative of u is 2<5o.p p p q. 1 1 T h e o r e m 3.r. in contrast to L (ft) ample: functions where this is possible (Corollary 3. i t converges pointwise al most everywhere (Lemma 3. a n n € k. for k > 1 one functions cannot be approxi p has # o ' ( Q ) ^ W ' (ft) so that W *(ft) mated by C g ° ( f i ) functions. I f (<p )neN C C^ (ft) converges to u in 3 n L ( f i ) . This is seen from the following simple ex ft = (—1.r.2. That Hlw*.1.1).2). Some readers may have encountered the notion of a dis tributional derivative.t. The separability again follows from the corresponding property for L (ft) (Corollary 3. IHIivfc.1. By Theorem 3. Thus.r. there exists x n 1 G ( .3. v is the a .
1 ) ) . K.p that subsequence.2.r.3. This follows from Lemma 2. As in §3. g. IHIjy*. A X is the derivative w.P Proof. q.e.174 f n LP and Sobolev spaces p Therefore. k.3.q is w i t h ~ + ~ = 1.p W (Q). I t follows from Theorem 3. HQ (Q) . We have to show that any u E W < (fl) can be approximated by C°°(fi) functions.3) Thus. 1 ) ) . we conclude that D (uh) converges to D u in LP(Q)> for all  a  < fc. Since D u E L (ft) by Theorem 3.3. For 1 < p < oo.1. Theorem 3.r. since HQ (Q) a closed subspace (w.5.3. any sequence in W (Q) is bounded w.3.e.2. k.3. We compute k p D (u (x)) a h = Da Q (^J^j iX ' (y) V u d ( u s i n g Corollary 1.d. we extend u to be 0 outside f i and consider the mollifications UH € C°°(fi). By (3.5.p is closed under weak convergence in . 1 < p < oo. .p T h e o r e m 3.d. strong convergence) of by its definition is W (fl).p(n) contains a weakly convergent k.4). the derivative of the mollification is the mollification of the deriva tive. (D u)h converges to D u in L (Q) for h —• 0.r. k Theorem 3.1. by definition of D u a = (D u) (x). kyP Proof.1 .p Proof (Theorem 3. and therefore (p cannot converge to u in W ( ( — 1 .t.2. W * (Q) k p is reflexive for k e N .t. x . <p cannot converge to v! = 0 in L ( ( .e.t.d. a h (3. n 1.3. This implies reflexivity. q. and this means that Uh converges to u in p a 1 a a P a a w *(n).2) where D .4.2. k € N .2).3 that the dual space of W (ft) given by W (fl).
Let ft C R be open and bounded.4. Of course.1 and 3.3.1 below. Kondrachev proved the stronger result that some subsequence converges in L«(fi) for 1 < q < ^ if p < d and for 1 < q < oo if p > d.e.7). 4 . Let (w )n€N C HQ' (Q) be bounded.1.2.3. See Corollary 3. Then a subsequence of (u )neN converges in L (ft). (3. ^ < c (independent of n).4.h( ) x = Jfi J^Q (~/~) v (y)dy n of v n and estimate \v (x) n  V (x)\ nyh n L r g(w)(v (x) r\\ Q{w) / JO h w — v (x n — hw))dw by (3. (3.12)).2) n.e. By Theorems 3. Poincare and Sobolev inequalities k p 175 Proof. Since u v n 3.1) Therefore bnwn. 3.4 Rellich's theorem and the Poincare and Sobolev inequalities The compactness theorem of Rellich is: T h e o r e m 3 .d. 1 .8) w .4.n?) drdw with (3. i. there exists some G CQ (ft) w i t h r n ~ nv^i.4.4 Rellich's theorem. n p n W P p n d Remark Rellich originally proved the theorem for p = 2.4.3) . the result follows from Corollary 2. W ' (ft) is separable and reflexive. q. Therefore.3. these exponents come from the Sobolev Embedding Theorem (see (3.p(n) < ' We consider the mollification v c (— c + (3. M \w\<\ < / J\w\<l \dr v (x n . Proof.3. \\u \\ i.2. p for every n G N and e > 0.41 n G HQ' (Q).2.p(n) < o • t.
2 X ^ J^i i( c m e a s n y lp \K\\ LP{Q) (3.7) (where the constant depends on h).4. (x)\ dx n h p JQ ( f < / I / f JQ \J\W\<I f h M \ d Y n g(w) / JO — v (xrd) \ur i\ i 6 w drdw] J w dx f ( f = f <i V ^ ^ " " 1 f^\ \ I J p Q Jn\J\ / ^^ \dr ^ p Vn X drdw dx < ( j g{w)dw] VM<i / ( [ g{w)h \w\ vM<i f \Dv (x)\ dxdw] J n p .4. Since uni .3)).5).5) by Holder's inequality.4.2. h   i ( ) < constant C Q n (3.4) ^ ^ o l K I I c L i ( n ) with CQ : = sup^ g(z) by definition of v .h n  ^co(measn) p KH p L ( n ) (3.nM\ P(Q) v L ^ H 11 D v n 11 LP (Q) < he' < Next.2) if h is sufficiently small.6) From (3. (3.h( ) with Ci : = sup fixed h > 0. (3. we obtain I K . Therefore. j using Holder's inequality.176 This implies / \v (x) n LP and Sobolev spaces  v . Fubini's theorem and the notation Dv Since J ^ < 1 l n dxi ""dx<* J' Vn Vn g{w)dw = 1 (by (3.4. (v ^)neN contains a uni formly convergent subsequence by the ArzelaAscoli theorem. and similarly dx' Vn.2).4.4. (3.4.4. we see that for K .6). KM )\ X by (3.
U)N € L ( f i ) such that for every n € N there exists 1 < j < N with p Uy p \\ n. we have ulx) = — d —u(x 4. . p n Thus. Therefore. we may assume u e C(j(fi). for every n € N we find 1 < j < N w i t h \\u — ^jH^p(Q) < c.4.3.h ..4). a general result for metric spaces).r. Since a compact subset of a metric space (e.1). For $ e R f°° Jo d d p d with = 1. a Banach space) is totally bounded.4.4. Proof. Let fi C R d be open and bounded.8)..W j   v LP( n ) < I' () 3 4 8 By (3.2.t.g. Poincare and Sobolev inequalities p 111 form convergence implies L convergence (e. We put u(x) = 0 for all x e E \ S l . n p n n€ p q.g. the closure of (u ) w in L ( f i ) is compact (again. the closure of v h is compact in L ( f i ) .3). d yields 1 f°° t —•— / / duj Jo J d w = 1 d —u(x + dr . ( w ) n € N is totally bounded in L ( f i ) .4 Rdlich's theorem.4.d.. (3. and i t thus contains a convergent subsequence in L ( f i ) . We now come to the Poincare inequality: T h e o r e m 3. by Theorem 1. Since CQ(Q) is dense in iJQ' (fi).rd)dr. dr Integration w. there exist finitely many wi. n)<( ^) l^llLp(n) P( E d (349) where u?d is the Lebesgue measure of the unit ball in R . rfodddr I f 1 . (3. .2. For any u e i H^ (ft) p IHIz.e.
4.11) yield (3.d. In order to control \ x y\°\ y d L we choose R with l d X ' meas ft = meas B(y.R):={zeR \ Since d d \z\ < R}).e.178 Therefore L p and Sobolev spaces (J\u{x)\>dxY p1 £ k ( i (L J T ^ F by Holder's inequality i du.4.10) using Fubini's theorem to exchange the order of integration in the first factor.4.R) JB(y R) y d~i^ \x \x y\ y\ x = dw R d (3. .4.11) ft) . J ^ ^ . T ^  ^ di^ x  / JB(y. q.4.J F * ^ we have j JQ \x y\ y\ **\*v\>R ior\xy\<R. 1 = dw 1 d (meas Equations (3. R) = UdR (B(y. \ J d I D u i v ) r d y ) [L ^ 1 d y ) dx / 1 ( / ~—dx\ W \x .9).V " N Du(y) d») — 1 p (3.10) and (3.
then u G L ~^p(Q). ) .d. we have the Sobolev inequalities. forp > d.. (ii) Ifp>d. and p P (i) If p < d. by a Theo rem of Morrey. and supu < c(measfi)^~p \\Du\\ (3. have oo fort = l.4.. We first assume u G CQ(Q).13) with constants c depending only on p and d.4. d yields a ( d f°° H y ) \ ^ < Ml / oo d IAti(»W Using Holder's inequalityf. . .3. T h e o r e m 3. \\u\\^<c\\Du\\ .12) (3.P We only prove (i) as (ii) will not be used in the present book: Proof. = d — 1. (Actually.. then u G C°(fi). Since u has compact support. . we compute \u(x)\*=* dx 1 / oo < ( r \J — oo \DMV)\dy ) 1 7=1 r / 1 (n r J d y i ) d x i J— oo \ — oo J d 1 < (y°° iDMy^dy ^ 1 (jlf°° A«(»)dy'dx^ Pdi .4. Poincare and Sobolev inequalities 179 We now come to somewhat stronger results that will however only be needed in Chapter 9. f More precisely. = 1 .2. we / OO Multiplying these inequalities for i. Let u G d H^ (Q). one uses Exercise (2) below with pi = • • = .4 Rellich's theorem. Namely.3.. u G HQ (Q) is even Holder continuous with exponent 1 — ^ . .
4. .Wm)lip n) ( M (3.180 L p and Sobolev spaces 2 d Iteratively also integrating w.4.f (1 — /z) ( .12) for p = 1. we obtain the theorem of Kondrachev: C o r o l l a r y 3 .14) for in place of u H I I <gjf Nx)rMiM*)i<fc lA M <^Hby Holder's inequality.1 we know already that a subsequence con verges in L (ft). . Namely. For p < d. 4 .4. from (3.t d x . .tz £i m ( n ) . we obtain p n \\ n ~ m£.12).r.3 (i).a(Q\ ^ \\ n ~ ^rnW^itQ) \\ n ~ m\\ if fi satisfies . We denote this converging subsequence again by (u ). dx finally yields i d Hi A L ( f i ) ^(n/ i^)i^ n 1 jlP«ILi(n) (3414) This is (3.= q < c\\u n u w u u u dp . From Theorem 3. n ne P q d Proof. The case of general p may now be obtained by applying (3. since = q. 1 . we may take = ^7}^ p and obtain which yields (3. Let (u ) n C HQ (ft) be bounded for some 1 < p < d.4.4. .4.d.4.14) to for suitable fi > 1 and using Holder's inequality. From Holder's inequality. 77ien a subsequence converges in L (ft) for anyl<q<^.15) by Theorem 3. As a consequence. Let ft G R be open and bounded. . We may assume q > p as otherwise the result is an easy consequence of Holder's inequality since ft is bounded.e.— \p d \ \D(u n .
hence also in (3. ]Ci=i jr /< G LP* (A) for * = 1 . vi II/ I I L « ( A ) ' (meas A) p (meas A)« x (Hint: Apply Holder's inequality w i t h / 3. 1 < p < ? < r. Show / i •.» R U { ± 0 0 } measurable...5 Let A C R be measurable.4.e. / 2 = /) i i Let A C R be measurable. and for / G L«(i4) " 7 7 T II..4 d p r = 1. A : = {x E 2 <i}. P P X 2 For which values of d. meas A < oo. ./ I I L P ( A )  < . . k. .d..p. Then L (A) C L ( A ) . Then / G L«(A).1 Let Ai :== {x G R  and consider f{x) = \\x\\ x d > 1} . . 1 < p < g < oc.Exercises P n n 181 Since Du is bounded in L (Q) by assumption. • f X k d = 1> G L ( A ) . / : A .3 d q P <=i Let A C R be measurable. and L«(A) ^ LP(A) lQ L"(A) ' 7 £ i . or / G £ ( A ) ? 3.p/t > 1. p q Exercises 3. Let pi. .2 Let A C R be measurable. 5 = § + / G L ( A ) f l L ( A ) .. 3. with ^nii/'iui 3. . A is / G L ( A ) . for A E R . and (u ) is a Cauchy sequence in L ( f i ) . q.15) then implies the Cauchy property i n L (ft). Then lim p>oo ( m e a s d T I I / I I LP(A) ^4) p Loo (A) (where we allow these quantities to be infinite). meas A < oo.
Does i t con verge in the L norm? Does i t converge weakly? I f so.fc.A f 2l be as in exercise 1).8 Let A\.182 3. what is the limit? . ( / „ ) „ N C L ( A ) w i t h ll/nllp < constant. /„/ ^0 p asn^oo? 3.7 3. Suppose f n P converges pointwise almost everywhere on A to some and do we necessarily get / . 1 ) ) .6 Let A C R d L P and Sobolev spaces P € be measurable. A is / in or in 2 W *(Ai) k W *(A )l 2 2 ne k Consider the sequence ( s i n ( n x ) ) N in L ( ( 0 . For which d. Is / G L (A).p.
fi is bounded). i. several conditions should be met: (1) Some compactness condition has to hold so that a minimizing sequence contains a convergent subsequence.4 The direct methods in the calculus of variations 4. To make this strategy be successful. where C is some space of functions. This requires the careful selection of a suitable topology on C.1 Description of the problem a n d its solution The typical problem of the calculus of variations is to minimize an inte gral of the form where fi is some open subset of R (in most cases.e. for example a Dirichlet boundary condition u(y) = g(y) for ye d on for some given g : d f i —• R. among functions u : fi + R belonging to some suitable class of functions and satisfying a boundary condition. 183 . The strategy of the direct method is very simple: Take a minimizing sequence (u ) n C C. n ne lim F(u ) n = inf F(u) u€C n n—*oo and show that some subsequence of (u ) converges to a minimizer u G C. the problem is F(u) —• min for u G C . Thus.
n We note that separable metric spaces X satisfy the second axiom of countability. in order to ensure that the limit of a minimizing sequence is indeed a minimizer for F. for (1) and (2) to hold.e.x ) M v < r^} . there exists n G N with u y U CV. i. and let ( r ^ ) ^ ^ be dense in 1R . n 4. if the neighbourhood system of each point x £ X has a countable base. That is at variance. however. C should not be too restric tive.e. The lower semicontinuity condition becomes easier i f the topology of C is more restrictive. This is a closedness condition on C. I n other words.2 L o w e r s e m i c o n t i n u i t y We say that a topological space X satisfies the first axiom of countability. because the stronger the convergence of u to u is. Thus. I n fact. I n order to gain some insights into this aspect. there exists a family {U ) ^n of open subsets of X w i t h the property that for every open subset V of X . (3) Some lower semicontinuity condition of the form F(u) < l i m i n f F(u ) n if u n converges to u n—+oo has to hold. sequences do not always contain convergent subsequences. r ) := {x G X : d{x. there exists a sequence (t/ ) eN °f open subsets of X w i t h x G U with the property that for every open set U C X with x G U there exists n G N with I/ 1/ v V cV. one should not specify too many properties for a solution u in advance. i t is useful to approach the problem from an abstract point of view. Therefore. Then + { 7 ( x „ .184 Direct methods (2) The limit u of such a subsequence should be contained in C. we shall return to the concrete integral variational problem raised in the beginning only later. with the requirement of (1) since for too strong a topology. n X satisfies the second axiom of countability i f its topology has a count able base. the easier that condition is satisfied. we expect that the topology for C has to be carefully chosen so as to balance these various requirements. let be a dense subset of X. i. In particular.
(i) If F :X ^Ris Isc.1.1. n n n n Definition 4. i € / Examples. for our purposes it will usually be sufficient to use sequential versions of topological properties. then s u p Fi is also Isc. there exists n > m w i t h x G U) can be obtained as the limit of some subsequence of (x ). The following properties are immediate: L e m m a 4.G(x) is hoo and the other one is —00). (iii) For F.e. X > 0. we shall define our topological notions in sequential terms. there is no x G X for which one of the values F(x).2. G : X + R Isc. Although we shall often employ weak topologies which typically do not satisfy the first axiom of countability. G) is also Isc. then any accumulation point of (x ) (i. (1) Any continuous function is lower semicontinuous.2. then A C X is open if and only if its characteristic function \ A is Isc. F is called lower semicontinuous if it is Isc at every x G X. n n € n n . For that reason. (2) I f X satisfies the first axiom of countability. if for every sequence ( x ) N C X with \\x \\ —• 00 we have F(x ) —• oo for n —• oo. Definition 4. inf (F. G : X —> R are Isc. F : X —• R is weakly proper. and if their sum F .f G is well defined (i. i f ( # ) n € N C X is a se quence in a topological space X satisfying the first axiom of countability. then F + G is also Isc. (ii) / / F. (i) Let X be a normed space.2. then XF is Isc. topological notions usually admit sequential characterizations.e. any x £ X w i t h the property that for every neighbourhood U of x and any m G N .2. If the first countability axiom is satisfied. with norm . For example. with out adding the word 'sequentially'. Let X be a topological space.42 Lower semicontinuity 185 •) the distance function of X) forms a countable base for the topol ogy. A function R : = R U { ± 0 0 } is called lower semicontinuous (Isc) at x if F(x) n F : X —> < liminf n—•00 F(x ) n for any sequence ( x ) n € N C X converging to x. (iv) / / (Fi)i£i is a family of Isc functions.
t.t)y) < tF{x) + (1 t)F(y) (convexity of V means that tx + (1 .t.t)y G V whenever x. y EV.d. x€X n—•oo n Since F is weakly proper.3. 1 . 0 < £ < 1 . x converges weakly to some x G X by Corollary 2.186 Direct methods (ii) Let X be a topological space. xex v y q. i.2. Proof. Let ( x ) £ N be a minimizing sequence for F .2.e. n n We now formulate the following general existence theorem for mini mizers: T h e o r e m 4 .r. By lower semicontinuity of F . Then there exists a minimizer Xo for F.r. Lower semicontinuity w. F : X —• R is coercive if every sequence (x ) C X with F(x ) < constant (independent of n) has an accumulation point. 0 < t < 1). this implies that inf F(x) > .e.   x   is bounded. Since X is reflexive. Let X be a separable reflexive Banach space. F(x ) 0 n n = inf F(x) (> oo). The argument of the preceding proof also shows that in a separable reflexive Banach space. 2 . weak convergence. since F assumes only finite values by assumption.r. there exists a general class of functionals.1. lim F(x ) n = inf F(x). n 0 F ( x ) < l i m F ( x ) = inf F ( x ) . Fortunately. weak convergence is a rather strong prop erty. in fact much stronger than lower semicontinuity w.1. we must have in fact equality. Let V be a convex subset of a vector space. 0 n n—•oo x£X and since xo G X . . D e f i n i t i o n 4. the weak topology.t.r. F : V —> R is called convex if for any x. namely the convex ones for which the latter property im plies the former.e. to the Ba nach space topology of X.o o . a weakly proper functional is coercive w.t. after selection of a subsequence. i. Also. F{tx + (1 . Remark 42.y G V. F : X —» R weakly proper and lower semicontinuous w.
r. . m n m—oo m^oo This shows weak lower semicontinuity of F . weak convergence. By Theorem 2.v) f(x.1 and begin with: L e m m a 4. with measurable for all v G M. for every m G N and every e > 0. •) continuous for all x eft. m ra—•oo Since F is lower semicontinuous F(x) < l i m i n f F(y ) m < limsupF(i/ ) < K = limF(x ).2. Let V be a convex subset of a separable reflexive Banach space. we choose m = m(e) G N so large that for all n > m.2.2. we get from (4. Proof.d. 4.2.43 Existence ofminimizers 187 L e m m a 4.1.4. » Then F is also lower semicontinuous w. Let Q C R be open. F : V — R convex and lower semicontinuous. and d d d f(. F(x ) n < K+ e.1) Given e > 0.2.t. N F(y ) m < n=m X n (*n) F (4. Letting e tend to 0.e. We may assume that F(x ) converges to some K G R.1) l i m s u p F ( ? / ) < K. f : fl x R —• R. ^ ^ A = 1) n n n=m with \\Vm ~ X\\ < £• Since F is convex. Let ( x ) n £ N C V converge weakly to x G V. q. we may find a convex combination n n N N n n Vm '•= ^ ^ X x n—m (X > 0. /(#.v) > a(x) + b\v\ p .3 T h e existence of minimizers for convex variational problems We return to the concrete variational problem discussed in Section 4.3.
v(x))dx defines a convex functional on L (ft). Then a subsequence converges pointwise almost everywhere to v by Lemma 3. n q.b\v(x)\ p < liminf ( / ( x .2.v(x)) Q x we may apply the Theorem 1. v ( x ) ) n b\v (x)\ ).v(x))dx < liminf / f(x.v(x)) is a measurable function.d. f(x. (f(x. by Theorem 1.1. Under the assumptions of Lemma 43.1. n f b\v(x)\ dx JQ p — lim / JQ b\v (x)\ dx. it would suffice to have / lower semicontinuous in v). Suppose (v )n£N converges to v in L (ft). Since / is continuous in v (actually.v (x)) n  b\v (x)\ )dx. and so $ is welldefined on L ( f i ) .2. Then $(v) := J / ( # .e.188 Direct methods d 1 for almost all x G ft.3.v(x))dx p 25 o /ower semicontinuous functional on L (ft). $ : L ( f i ) — R U {oo}. We shall denote this subsequence again by (t. n p n—•oo Because of the lower bound f(x. > p Proof.1. n p and we conclude lower semicontinuity. namely f(x.v (x)) n b\v (x)\ n p > a(x) with a G L (ft).v (x))dx.2. b G R. and all v G R . d p Q . p > 1.3. $(v) := / JQ f(x. assume that /(#. L e m m a 4.) is a convex function on R for every x G ft. Since / is continuous in v. with a G L (ft). ). noting that the subsequent arguments may also be applied to any remaining subsequence. n p Since v converges to v in L ( f i ) .2 of Fatou to conclude — b\v(x)\ )dx p p < l i m i n f / {f(x.v(x)) . we have p n p n f(x.
•) 25 convex for all x (iii) f(x. hence ( w ) n € N C g+H^ (fl) is bounded by the Poincare inequality (see Theorem 3. v) fcs measurable for all v G E . liP Proof. H (fl) w.p is separable and reflex n ive for p > 1 (see Theorems 3. By Lemma 4.*v(x) + ( l .4. Let fl C R d be open. We may now obtain a general existence result for the minimizer of a convex variational problem.d.3.t.t ) / ( ^ ^ ) ) } d x by the convexity of / = **(v) + ( l . there exists uo G A with F(u ) 0 = inf F(u). lim F(u ) n 1.r. p > 1.t.e. i. 3 . 0 < t < 1.3). F is lower semicontinuous w.e.w G LP (ft). P with Le* # G i f (f2).3. i. Q p (Du ) n in H *^) n ne 1 is bounded in L ( f i ) . and /e* A : = ^ + #o' (fi)F(u) := / Jn f(x.* ) * ( w ) . Then *(*v + ( l = / /(x. Since H^ (fl) p d f Note that convex functions on R are continuous. d > —a(x) 4. u€A n—•oo Since / \Du \ Jn n p < \F(u )+ o n p n \ [ b J a(x)dx.t.2.2.v) a£L (fl).e. since H (fl) 1.43 Existence Proof of minimizers 189 Let v. Let ( u ) n e N be a minimizing = inf F(u). weak H (fl) sequence in A.6t.1 and 3. 1 . 1>p x p d Efl. F then is also lower semicontinuous convergence. g.(x)) + ( l .2).Du(x))dx assumes its infimum on A. and by Lemma 4.3. (ii) / ( # . and suppose f : fl x R d —• E (i) / ( • . all v £ R .1.r. / o r almost all x € fl.p con vergencef.* ) ^ ( x ) ) d x < / {*/(x. . 6 > 0 . T h e o r e m 4 .
3.y).1) Remark 441. after selec tion of a subsequence. y)) 2 (4. Let D(F) C i f . p .2. Here.4. is a (generalized) Dirichlet boundary condition. •) and norm  and induced metric d(x. 2 a We now let i f be a Hilbert space with scalar product (•.r. i. we define the Moreau> Yosida approximation F of F as x F (x) for x £ X.t.1. we must have equality. one might take d (x.> l b e a functional.e. I t means that u = g on dQ in the sense of Sobolev spaces.This is different from the definition in Section 5. We say that F is densely defined i f D(F) .5. and let F : D(F) .y) =   : r .y) for any exponent a > 1.Y o s i d a approximation In this section.4).1. we shall only treat a special situation. For X > 0.4 Convex functionals on H i l b e r t spaces and M o r e a u .3. it is most convenient to work with a = 2. ug£ HQ (Q). u£A n—•oo and since UQ £ A.y) instead of d (x. i t is also lower semicontinuous w.p 4.1 where we shall take d(x. I t has the advantages that it does not need the concept of weak convergence and that it provides a constructive approach for finding the minimizer. weak H (Q) convergence by Lemma 4. Since F is convex by Lemma 4.)> and let F : X — R U {oo} be a functional.190 Direct methods is a separable reflexive Banach space. Remark 4. Therefore n liP F(u ) 0 < l i m F(u ) n = inf F ( u ) .e. x := mi(\F(y) yex + d (x. Definition 4.4. I n order to concentrate on the essential aspects. For our present purposes.3.d.3.2 and lower semicontinuous by Lemma 4. (w )n€N converges weakly to some UQ £ A (A is closed under weak convergence.3. by Theorem 3. Let X be a metric space with metric d(.2 /   .4. we develop a more abstract method for showing the ex istence of minimizers of variational problems. The condition u £ g^H^ (ft).1. q. Theorem 3.
we put F(x) = oo. For x £ D ( F ) .4.4.4./ x  . i f y A 2 x x x (4.1] — i f is a straight line segment. then also 7(f) G D ( F ) for 0 < t < 1.2/2II • 2 2 (4. 2 (4.4. Then for every x G i f and X > 0. Uniqueness: Let y .1) is realized by a unique y . 7(1) G D ( F ) .y ) 2 x (4.3) Proof. 2 contradicting the minimizing property of y and 1/2 • Thus.1/2II ) . then for 0 < t < 1 > F ( ( * ) ) < t F ( ( 0 ) ) + (1 .4. Existence: (4. We have to show that the infimum in (4.i ) F ( ( l ) ) . 4 .j/o  < mvi) A /2 A 2 + Ik . L e m m a 4 .5) +   x .5) may be refined as follows: For 1/1. there exists a unique y =: x J\x) with F (x) x = \F(y ) x + d (x.2/2 If A 2 2 = AF(j ) +   z . We say that F is convex if whenever 7 : [0.2) In particular. i f 7(0).\ lift . and let x x 2 Vo = \(Vi +02) be their mean value. 1 . we have 2 lkJ/o H <^(k^ir hence XF(y ) x + x^ ).44 Convex functionals 191 is dense in i f .y be solutions of (4. By convexity of F F(yZ)<\(F(y )+F(y )).4) ^ y . and by Euclidean geometry. 7 7 7 (4. and lower semicontinuous.1/2 £ i f and 2/o : = ^(2/1+1/2) we have for any x G i f l b ~ 2/o = 5 (   * ~ yi\\ 2 2 + \\x . Le£ F : i f —• R U { 0 0 } 6e convex. bounded from below. we must have 2/i = 2/2 > proving uniqueness.6) .3).4.4.4.
(4.y \\ ) k 2 + \ (\F(y ) t + \\x .10) (see (4.e.4) and (4.511 ) 2 < 62 and therefore lim sup K\ < 0 A+0 (4. For /. the left hand side of (4.7) for the definition of K.d. the limit y of (Vn)neN then solves (4. we may find x €B(x. and so we conclude that llifcwll o as fc. i.i\\ 2 + \\x .Let x be x = l i m J (x).4.4.4.2.4.yi\\ ) 2  \\\y k yi\\ > 2 (4.6). Since the norm is con tinuous and F is assumed to be lower semicontinuous.4.3). A—+0 (4. Then x x x be as in Lemma 441. x 2 L e m m a 4.8) By definition of K\ (see (4. q.4. we obtain ><F(yk.4.4. for every 6 > 0. + \\x  £.y \\ n  inf (xF(y) y€H \ + x .8) cannot be smaller than K\.4.9) Proof.6) 6 := {yeH :\\x~y\\<6} with F(xs) Then lim (\F(x ) 6 < oo.11) . k G N .7) / We claim that (y ) is a Cauchy sequence.e. we put Vi.7)). I —> oo.192 We now let (y )neN n Direct methods be a minimizing sequence. 2 n XF(y ) n + \\x . establishing the Cauchy property.y   ) = : « . Let us now assume that there exists a sequence A —• 0 for n —• oo w i t h n \\xy \\ Xn 2 >a>0 for all n. Let F and y = J (x) in the closure of D(F).\). Since x is in the closure of D(F).4.k '•= + Using the convexity of F as in (4. A 2 (4.i) + < \ (\F(y ) k \\xyk.4.4.
4. (4.r ) l l 2 .y^\\ Mi 2 > W l ) + — x Mi y^\\ .4. (4. let 0 < fi\ < fa.13) +   x .10) ]im8up(\ F(y ») n x 193 + \\xy \\ ) Xn 2 < 0.^ 2 i i 2 ) . Thus.4.If (y ) eN then (y )\>o x is bounded for some sequence X —• oo.4.Then by definition of y^ W hence W 2 1 2 ) + — \\x . bounded from below. 4 .12) hence F (y ) (4. We now claim that n*» ir A is monotonically increasing in A.l l x . For x € M.4. Since (y ) eN is bounded and since y 2 minimizes F(j/) + i .2 / ' 2 I I 2 . 1 .44 Convex Junctionals Then from (4. T h e o r e m 4 . we let y of F as X —• oo.d. we obtain F(y «)^ so that (y )nen Xn x yen inf F(y) is a minimizing sequence for F.y \f Xn + .e. .y»  M2 ( l ^ .^ l 2 ( r .y \\ x 2 < F(y ) Xn + \\x . Let F : H —• E U { o o } be convex.4.13) imply Fiy ) 1 Xn > . and (4.4.o o asn^oo.o o as n ^ oo which is impossible.9) follows. (4. and lower semicontinuous. converges to a minimizer Xn n Proof. \Mi M2/ V 2 / only i f This is compatible w i t h the minimizing property of y^   * . 2 ) +    x . Indeed.11) cannot hold.12) and (4.y^\\ 2 > F(y^) + M2 + — \\x . Xn x = n J (x) x as in Lemma 44*1.j .  a .J H I 2 > I I * .   . Xn n and F ^ oo. q.
For that purpose. We may also assume i V ) We let > F(yn(44. from the definition of t / . and (4. (4.15) Then from the convexity of F . + 1 x x 2 + \ I I *  w " l l a \\\y  x y"\\ ) 2 <F (y*) ^\\ y*\\+. F(y ) x x A = inf {y. \i > AQ < \ (44. We next claim that > n F(y ) monotonically decreases towards inf y€H x F(y). and therefore y has to decrease since  \x — y 1 increases. This monotonicity then implies that \\*ir\\ a is bounded independently of A since it is assumed to be bounded for the sequence A — oo.14)..A by (4.6).15). F(y^) + {\\xy^\f < * V ) + \{\\\ y \\ >M .e. 2 6 1 L.\\y*y»\ x 4 4 (ll~ .14) x 2 which is possible by the preceding monotonicity and boundedness re sults.4. there exists Ao > 0 such that for all A.AM .. we choose AQ SO large that for A. for every e > 0..4.\\xy\\<\\xy>\\} x F(t/). i.4. The limit has 1 to be i n f # F(y) since this is so for the subsequence {y ) eNWe now claim that (?/ )A>O satisfies the Cauchy property. Indeed. .// > A Xn y € n a 0 \\y y»\\ <e.194 Direct methods and monotonicity follows.
however.2 the convexity of the functional. Birkhauser. is compatible with the minimizing property of y y y' x Thus (y )\>o satisfies the Cauchy property for A —• oo. y then minimizes F . p p 0 2 0 2 d d Condition (iii) implies that # ( u ) is finite for u £ H (fl). The present proof. v) is measurable for all u £ E .3. as described in the proof of Theorem 4. x y € x The preceding reasoning is adapted from J. since fl is bounded.1 yields an alternative proof of Theorem 4.f ci \u\ . c constants.45 EulerLagrange equations 195 only i f This. Convex functionals and generalized harmonic maps between metric spaces. Jost.v)\ < c . •) is differentiable for almost all x £ ft. the method also works in uniformly convex Banach spaces.3.L a g r a n g e equations and regularity questions In this section. does not need the concept of weak convergence. ^ q.3. and the Poincare inequality the boundedness of any minimizing sequence.4.3. Nonpositive Curvature: Geometric and Analytic Aspects. open subset fl of R .d. •. Jost. Namely. and we make the following assump tions o n / : f i x E x E ^ E = E U { ± o o } : ( i d (i) / ( • . Lemma 4.3. however. see J. c . I n particular.1. Helv. As mentioned. we consider variational integrals of the form on a bounded. 4. Comment. because F(y ) decreases towards i n f / f F(y) for A — oo. and all u £ E. v £ R .f c \v\ . and thus can handle also arbitrary values of p > 1 (see Remark 3.2).p . 614. General references for MoreauYosida approximation are the books of Attouch and dal Maso quoted in Chapter 6.e. the method extends to uniformly convex Banach spaces. Lemma 4.u. and F is lower semicontinuous. 70 (1995). Math. this still holds provided c = 0. (ii) f(x. u.1 in case p = 2.1 implies the lower semicontinuity.1. 659673. v £ R . we return to the variational problems considered in Sec tions 4. and it therefore converges to some y £ H. c i . 1997. (iii) \f(x. Basel. (If fl is unbounded.) I n the 0 1. Theorem 4.5 T h e E u l e r . pp. for almost all x £ fl.1 and 4. For a more general construction.
u(x) Jn + tip(x).2 to conclude that is differentiable w.p l p T h e o r e m 4 . these differential equations will hold for arbitrary critical points of # (as specified in the assumptions of our subsequent results).5. V G M. and all u G R . 5 . we wish to characterize such minimizers by necessary conditions. we may apply Corollary 1.W.f i f Q ' ( 0 ) . .Du(x) +tDip(x))ip(x) d</?(x)' $(u+t(p) +J2^~i( ^ ^+^fr)+^( )) x u x ^?} d x  () 4 5 3 t=l . In fact. C5 constants. I n the present section.5. Let f satisfy (in addition to (iv) df (i)(iii)) du (x. u ( x ) +t<p(x). for t G E. These conditions will assume the form of differential equa tions. v) < c 3 + c \u\ + c \v\ . for almost all x G fl.t. u. 4 5 p p C3. Proof.1) (4. fd f d df d *\ = 0. and $ ( u 4.tip) We have * ( u + ty>)= / f(x. for given g G H ' (fl). . (iv).196 Direct methods preceding section. C4. <p G <7g°( )n p (4. </?.Du(x) + tDip(x))dx. (iii).2) By (ii).r. Let u be a minimizer for # m £he c/ass g + HQ* (£l) (g G i f ^ f i ) We then have for all <p G C^°(ft) f p d given). we have obtained some results on the existence of a minimizer for # in the class g + i ? o ( f i ) . < *(w 4. Since u is a minimizer for $ in # . v) 2=1 dv r(x. 1 . and not only for minimizers.2.tip) = J  ^ ( x .
1) by parts to obtain — . 0 (4.d.2) implies j $(u t equations 197 + t<p)\t= = 0.1.u{ ).6) Definition 4.5.1).e.45 EulerLagrange Furthermore.1).5.1. 0 (4.5.5. it is clear that we do not need to assume that u is a minimizer for I f suffices that u is a critical point for # in the sense that ~ $ ( u + tip)\ at 2 2 t=0 for all if G C °°(ft). By the differentiability assumptions made. we then obtain (4. and in addition. Remark 45.4) Equations (4. S L 1=1 { x ' u { x ) ' D u { x ) ) ] i p { x ) d x  ( 4 5  7 ) From Lemma 3.5. From the preceding proof.6).5. (4.e. If u G C ( Q ) minimizes $ in the class g + HQ (Q) (or.d.3) and (4.3 (applied to supp</? C C fi so that the term in {• • •} is in L ) .5. satisfies (45.5. Equation (45. f G C .5. Suppose that f satisfies (i)(iv).2.5)).4) imply (4. more gen erally. q.5) Corollary 4. (4.5. q.Du{ ))^{ ) u{x X X X 1=1 .1. 2 .u(x). we may integrate (4.5.Y .Du(x))=0. then }P du ij=l d i=l +E^( ' ( )' a : w x I ) u ( ))  a : ^(x.6) is called the EulerLagrange equa tion for Proof (Corollary 45.
Let ft be open and bounded inR . u(x). We refer to M .1 it is required that u be of class C (ft). I t is the task of regularity theory to bridge this gap. Du(x)) is positive definite. whereas in Corollary 4. any minimizer of # is smooth.5. 1993. i f one wants to solve such an equation. and specifically here of class C .e. since in general elements of Hl' (ft) are not of class C . The theory of partial differential equations indicates that such a result does not hold without additional assumptions on / .5. examples show that without such an assumption. t ..5. Birkhauser. i. of F(u) := G g + HQ (Q) (g G H (ft) 1. Many such partial differential equations arise as EulerLagrange equations of variational problems. Therefore. Basel. ) 2 and for all x G fi. 7699 and ..6) constitutes a quasilinear partial differential equa tion of second order for u.3 naturally yields an element u of the Sobolev space H^ (fl). Giaquinta. However. The proof of the theorem of de Giorgi and Nash is too long to be pre sented here. / n f(x. A < oo.. Introduction to Regularity Theory for Nonlinear Elliptic Systems. u E E .198 Direct methods Equations (4.d w i t h coefficients a^(x) = yiQ j (x. in general one does not get smoothness of minimizers. like an ellipticity assumption. with constants X > 0. meaning that the matrix (a '(x))tj=i. with (i) A M 2 d f : ft x R — E be * d < / ( x .Du(x))dx Then u is smooth in ft (u G C°°(ft)). the existence theory for minimizers as described in Section 4. there exists a gap. one might t r y to find a minimizer of the associated variational problem. however.2.p be a bounded minimizer given). of class C°°. we do have de Giorgi's and Nash's: p 2 p 2 2 tJ d v T h e o r e m 4.. On the positive side. pp. Indeed. ) < A ( l + t. Thus. to show that under suitable assumptions on / . d v) < M(l + \v\) 2 for a constant M < oo. (") ^(x Let u G E .
1). This point.5. namely.1. Ural'tseva. Berlin. however.9) (here Du(x) • D<p(x) := Yli=i Diu(x)Di<p(x)). Jost. One remark is in order here: Since Sobolev functions are only equiva lence classes of functions (in the sense specified at the beginning of Sec tion 3. however. Ladyzhenskaya. of class C .5.45 EulerLagrange equations 199 J. i. usually is assumed to be implicitly understood in statements of regularity theorems.5. In order to justify Dirichlet's principle i t thus remains to show that any solution of (4. there also exist extensions of this result to more general integrands of the form / ( x . Springer. We refer the interested reader to O. Academic Press. a minimizer u exists. i t satisfies / Du(x) • Dip(x)dx JQ =0 for all </? G C £ ° ( n ) (4. g G J f ' ( n ) . Namely.) by Corollary 4. and by Theorem 4. 1968 (translated from the Russian). v). Of course. open ft C E . we wish to minimize Dirichlet's integral d c 1 2 D(u) yP := I \Du(x)\ dx JQ 2 (4. i t is harmonic. Linear and Quasilinear El liptic Equations.8) in the class g + HQ (ft). the equivalence class of u contains a function of class C°°. In order to display at least one regularity result. This is the famous D i r i c h l e t p r i n c i p l e : obtain a harmonic function u in ft with boundary values g by minimizing the Dirichlet integral among all functions with those boundary values.1. New York.V I .3. Partielle Differentialgleichungen.5. u G C°° (in fact. Actually. u.5. we consider a particular example: For a bounded. and at the same time weaken the assumption.1.e. 1998 where a detailed proof is given.2 is: Under the stated assumptions.9) is of class C . N .5. one can show more. u is even real analytic in ft but this will not be demon strated here). a more precise version of Theorem 4. Chapters I V . we have: 2 . By Theorem 4. i t would satisfy 2 I f u can be shown to be (A is called Laplace operator.
(A<p) = A(<p ).e. (2) The remark made after Theorem 4. We obtain u(y)dyA(p(x)dx = / u(x)A<ph{x)dx. i. Since UH is smooth. Remark 45.10) =0 for allv GC °°(O).10) to tph £ CQ°(Q) (by our choice of h).200 Direct methods 1 T h e o r e m 4.5. one needs that g is a function of x only. q. Remark 45.5.2 again applies. Given (p £ Co°(Q).5.1 Au h = 0 .9) implies (4. this point needs the rotational invariance of the Laplace operator A . After this interruption.3). 0 Thenu£C°°(Q). h h (4. (4. (1) Clearly.10) by definition of Du.e. Let u £ L ( f i ) [ u(x)Aip(x) JQ satisfy (4. JQ (4.5. Also.d.5. we obtain e.11) using Fubini's theorem.5.12) For this.5.g. we restrict h to be smaller than dist(supp</?. We consider the mollifications with a rotationally symmetric p (and we express this by writing p as a function of \x\) Uh{x) = hjjici^) u{y)dy as in Section 3.5.2. We have also used the fact that A commutes with mol lification.2.3. Therefore. we return to (4.13) JQ by applying (4.11) and conclude that / u (x)Aip(x)dx h =0 (4. dft). from Corollary 4.e. i. the present proof does not generalize to other variational problems.5.5. rotationally symmetric.3 (Weyl's lemma). Proof (Theorem 45.5.
5.15) where uJd is the volume of the unit ball in Proof.3) Therefore.45 EulerLagrange in Slh '•— {x € Q  d i s t ( i . Also / K ( y ) l \dy < equations 201 < / M * ) l \dx < (4.14) X fe Jn by Fubini's theorem. ) r C 0. using ~ J ^ < oo since u £ L ( f i ) . 5 ..e. For 0 < g < r 0 = / JB{X . i. Then f satisfies the mean value property.2. f(xo) = "^3 / yB(a:o. Af(x)dx j£(x)da(x).^ r r / JdB(x . We now need L e m m a 4 .Q) where v denotes the exterior normal of S(xo.\) dg Q * f 1 f(x)da(x)) (dWd^" 1 J DL . Let f £ C (Q) Af(x) 2 be harmonic. g) JdB(0X i) dg (y + gu)g ~ duj Q d l in polar coordinates UJ °Q JdB(0.r) 0 f(x)da(x) d (4. 1 1 ^ dy = 1 by (3. 1 .e. i. the functions Uh are uniformly bounded in L .r) /(*)<** = ^ . 9 Q ) > h}. for every ball B(xo. = 0 into.Q) 0 R. 0 I JdB(x .5.
r) 1 2 ) 2 l \u {x)\dx h < c(r)\xi x \ 2 2 (4.e.1. We return to the proof of Theorem 4.5. Direct methods is constant in g.u (x )\ h 2 < ~ dWd () XT X / [ 1 / B(x .d.5. together with all its derivatives.r) C fi^. from (4. it satisfies the mean value properties of Lemma 4. Since the family Uh is bounded in L . Therefore. Therefore u = v.2. As an application. x Since on the other hand Uh converges to u in L ( 0 ) by Theorem 3.3).1. Likewise. r ) . deriva tives of Uh of all orders can be uniformly bounded on £lh (0 < h < ^ ) . the two limits have to coincide (e. B(x . or by observing that together with Uh.15) also follows. Since all the Uh satisfy Auh = 0 so then does v: 0 0 Av = 0 in Q.e. Therefore. i f B(x\. 1 Uh(x ) 0 = —~ j u (x)dx h is bounded for fixed r w i t h B(xo. also all derivatives of UH are harmonic so that (4. q.5.16) for some constant depending on r. as h —• 0. the Uh are uni formly bounded in flh for 0 < / i < ^ .3: Since UH is harmonic. either by repeating the same procedure. the gradient of Uh is also uniformly bounded on fi^ . and consequently u is smooth and harmonic. Since iy / f(x)dx = 4 M T .5.5.15) 0 \u (xi) h .V T / f(x)da(x)) g ~d d l Q) the first inequality in (4.r)\B(8 r) UB(i r)\B(*i.r) C .d. and since its limit for g —• 0 is / ( s o ) as / is continuous. by Lemma 3. we consider the following .g.202 Thus.5. Furthermore.1. Therefore.16) can be iteratively applied to all derivatives in order to convert a bound on some derivative into a bound for a higher one. q. it has to coincide with f(xo) for all 0 < g < r. a subsequence of un converges towards some smooth function v.
19) and a chain rule for Sobolev functions that easily follows from the chain rule for differentiable functions by an approximation argument that d d a(u)DiuDiU — ^2 F>ivDiV. p 1 p d (4. with given # G i f » (f2).17) in the class A : = # + # d ' ( f i ) .2 Weaken the growth assumption required for  £ in (iv) of The orem 4. and we have by (4. Hint: Use the Sobolev Embedding Theorem.= !. the original problem (4. 2 (A(u) represents the volume of the graph of u over fi.5.5.18) admits a solution u(v) of class C ' . . 1 1 Exercises 4.5. i=l F(u) i=l = D(v).) . Let a : R —• R be Lipschitz continuous w i t h 0 < A < a(y) < A < oo d 203 for all y G R.1. By the PicardLindelof theorem.5..17) is transformed into Dirichlet's integral Since the latter admits a smooth minimizer. We then have . We want to minimize F(u):= r / V]a(u(x))AM(a:)Aw(a:)da. .19) Since ^ > A~* > 0. „ „„. (4.1.Exercises Example 45.. Compute the EulerLagrange equations for the variational in tegral A(u) := / y/l + Jn \Du{x) \dx. the ordinary differential equation P = 1 1 (45. ) .17) then admits a minimizer that is of class C ' in fi.1 4. (4. Therefore.5. Let fi C R be open.5. Critical points are minimal hypersurfaces that can be represented as graphs over fl. the inverse function v(u) exists and is of class C ' as well. du du « ( .
.j=i. Assume that (0ij(x))i..204 4.d is positive definite for all x G ft. there exists a unique minimizer of J? among all u G i ? ( f i ) with u — g G i f ( f i ) . Show that for given g G H ' (ft). 2 1 ... where (<7 (£))i. the metric gij(x)..t..d is the inverse matrix of {gij{x))ij=i..3 Direct methods Compute the EulerLagrange equations for E(u) u := / g (x)Diu(x)Dju(x) Jn lj (detgij(x))^ dx... 2 ..r.d. (Minimizers for J? are harmonic functions w.j:=i...) x 2 1 .
Let ft C R measurable and suppose: (i) For almost all x eft. the H norm (w.r.3.p Here. Since bounded sequences in H have weakly convergent subsequences. the weak H topology. any minimizing sequence has a convergent subsequence. however. As a motivation for what follows. (ii) is just a coercivity condition ensuring that a minimizing sequence stays bounded w. / : f 2 x E .1 Nonlower semicontinuous functionals and relaxation From Section 4.1. the norm topology of H ' . 1 d be open.t.t.p 1.p 205 . Not all functionals that one wishes to consider in the calculus of varia tions are convex. w. l < p < o o .> E d / ( # .g. lyP yP 0 lyP 1.r.l. (ii) There exist a G L (ft).t. we consider lyP x p l.v) > a(x) d d + b\v\ p for almost all x G ft and all v G E . Then is Isc and convex on H (ft) equipped with its weak topology and assumes its infimum in the class of all f G H (ft) with f — g G H (ft) for some given g G H (ft).o. and a limit of such a subsequence then minimizes F by lower semicontinuity.1. Relaxation 5.r.5 Nonconvex functionals. and the convexity then implies that F is also lsc w. we recall the following T h e o r e m 5. •) is convex on R b G E with f{x. F ^ oo) (i) implies that F is lsc.
since d = 1 here. because if we had 4 F(u) = 0.4) for almost all x G (0.1) follows. (More generally.1. 1 ) ) C # ( ( 0 .1. Since F(u) is nonnegative for every u.1). . (In fact. = 0. n (5. The infimum of F therefore cannot be realized by any H Q ' function.1. u:(0. 1 ) ) and satisfies: M n 2i: + 1 ^ ^ 2i + 2 for — — < x < — — 2n 2n For all x G (0. hence u is differentiable and u' = 0.2) 2n Mn (0)=o = ti (l). . and these two conditions are not compatible. u(0) = 0 = u{l) F(u) We claim that = (u (x) 2 + (u'(x) 2 .1) i n . . then u(x) = 0 for almost all x G (0. (5.1. and so u = 0 i f u(x) = 0 a. u is contained in ^ ^ ^ ( ( 0 .3) (5.e.) We have thus shown that the problem 4 F(u) does not have a solution. .. i+ 1 r u (x) n := { 2i 2i + 1 for — < x < 2n 2n f —x H n (2 = 0 . l ) c R . .l)>R.1) and  w ( x )  = 1 for almost all x G (0. any Sobolev function that is constant on some set A has a representative u whose derivative Du vanishes on A. 1)) is absolutely continuous. 1 ) ) } = 0. l . we consider 'sawtooth'functions: Let n G N . n .l ) . For the proof.1. + min in # M 0 (fi) .1) 0 < u (x) < n (5. x 4 (5. 2 i n f { F ( u ) : u G H ^ ( ( 0 . Relaxation the following example of Bolza: fi = ( 0 .l ) ) dx.206 Nonconvex functionals. any u G # Q ' ( ( 0 .1) Consequently lim F(u ) n K ( x )  = 1.
n that converges to 0 in L 2 is a minimizing sequence for F .f u (x)<p'(x)dx Jo Jo n n 0 for all (p G C^°((0.1.1. often considered as 'cost function'.1.1)). Functionals of the type of our example often arise in op timal control theory as described in Section 5. u(t). Remark 5. This means that one assumes that u describes the state of some system evolving in time t whose derivative or rate of change can be controlled through a parameter a.e.1. F(0) = 1 > 0 = l i m n—»oo 1 F{u ). one can reconstruct the evolution u(t) of the state of the system from (5.a(t))dt + min (5.6) (5.1. u is called a state variable.5. Thus. one needs to find some equation a(t)=<p(t. one considers problems of the following type [ Jo under the side conditions u(0) = u . For example. The simplest control equation (5. i.1 Nonlower semicontinuous functionals and relaxation n 207 We observe that our minimizing sequence (u ) weakly in # d ' .2 of Part I .1.e. We also observe that any sequence of saw tooth functions u . weak H ^convergence although the inte grand is continuous in u'. by (5. However. As we shall see this results from the lack of convexity of the integrand.a(t)) w i t h given functions / and g.u(t)) for an optimal control a at time t assuming a given state u(t) of the sys tem.7) under appropriate assumptions. .5) u{T) = u T (5.1.2) and 4 converges to zero / u' {x)<p(x)dx = .u(t). The aim then is to choose a in such a manner that the functional. n Therefore. is minimized. a a control variable. F is not lsc w. I f one knows the optimal control. 0 f(t.1.1.6) and (5.7) u'(t)=g(t.7) is u'(t)=a(t).r.t. satisfying n \u' \ = 1 a.
F is lower semicontinuous if and only if F = sc~F. then sc~F assumes its minimum.2.1. We first modify the problem via relaxation. 1 .e. sc~F is Isc as a supremum of Isc functions. like boats sailing against the wind. 1 . 1 . see Lemma 4. Consequently. In particular. we have $ < sc~F by definition of sc~F. Then every accumulation point of a minimizing sequence for F is a minimum point for sc~F. sc~F < F . We shall discuss several such strategies. sc~F everywhere. We define the lower semicontinuous envelope or relaxed function sc~F of F as follows: (sc~F)(x) : = sup { $ ( # ) : $ : X —• E is lower semicontinuous with < F(y) for ally e X} is the largest Isc function on X that is < F L e m m a 5 . one may contemplate several options: One could t r y to modify the problem. and we therefore discuss it in some generality. Proof. and for all Isc $ w i t h # < F . D e f i n i t i o n 5 . F : X —• E a function. Let X be a topological space. Relaxation and this leads to minimizing functionals of the type / Jo f 2 f(t.d. Let X be a topological space. if F is coercive. This is an important method in the calculus of variations. and min sc~ F = inf F.u(t). T h e o r e m 5. or one might generalize the concept of a solution.1 (iv).208 Nonconvex functionals. Obviously. Faced w i t h a problem that one cannot solve. 2 Expressions of the type (u (t) — l ) can occur in many technical exam ples. 1 . or both.2.u'(t))dt. q. x x . F : X —• E .
Theorem 5. hence by Lemma 5. we then minimize another functional instead. and the second claim also follows.2. What does Theorem 5. y£X x£X (5.1. the constant function * ( * ) = inf y€X is Isc and < F .d. Then sc~F is the relaxed function for F : X —• R iff the following two conditions are satisfied: .1. n n >o —o = inf F(y) (5. Let X satisfy the first axiom of countability.9) we conclude {sc~F)(x ) 0 (5.1 for every x G X inf F(t/) < {sc~F)(x). .1) < lim inf F(x ) n since sc~ F < F since (x ) is a minlmizing sequence tor b . Since sc~~F is the largest Isc functional < F by Lemma 5. accumulation points) of minimizing sequences for F do not minimize F .1. then every minimizing sequence has an accumulation point.1.8) On the other hand. let us relax ourselves a little and derive some easy consequences of the definition of the relaxed functional and consider some easier examples first.2 then says that limits (or more generally.1.1. From (5.e. tinuity of sc F (see Lemma 5.Then (sc~F)(x ) 0 < l i m i n f ( s c ~ F ) ( x ) by lower semiconn n—•oo .1.1.10) This implies the first claim.9) = inf F(y) = m i n ( 5 c " F ) ( x ) . _ . I f F is coercive.1. I t then remains the task to determine the relaxed functional of some given F . q.1.5.1. L e m m a 5. one that is lower semicontinuous and as close as possible to F .1 Nonlower semicontinuous n functionals and relaxation 209 Proof Let (# )neN C X be a minimizing sequence for F w i t h accumu lation point #0.1 that is the best one can hope for.8) and (5. but the re laxed functional sc~F.2 tell us for our example? It simply says that i f we cannot minimize our original functional F due to its lack of lower semicontinuity. Before proceeding to do so for our example.
11) We denote the right hand side of (5. n n n—•oo n—+co and hence < F"(x).1. The indicator function %A is defined by t A ( x ) . and for every lsc $ < F . I t is then easy to see (and left as an exercise) that F ~ ( x ) satisfies and is characterized by the properties (i) and (ii). A C X a subset. for some 5 > 0. . Thus. Let X be a topological space. F~ is sequentially lsc. we would find some diagonal sequence y .e. Example 5.n) v—>oo : Then F ~ is lsc. —• x Relaxation (sc~F)(x) < l i m i n f F ( x ) n n—•oo (ii) for every x G X. because X is assumed to satisfy the first axiom of countability.210 (i) whenever x n Nonconvex functionals.1.11) follows from Lemma 5.d. hence lsc. (5.1. We claim that.1. I n Vv.n —• ^ as v —• oo w i t h v u u ^ (2/^. otherwise.1.1. We then have SC~%A — where A is the closure of A in X. since X satisfies the first axiom of countability. we have for x —• x n $(x) < liminf $ ( x ) < l i m i n f F ( x ) . = l° {oo i i x * A if X iA. order to verify this. we have to check l i m i n f (inf { l i m i n f F (y^. q. i A. F~ < F. Thus.12) whenever y —•> x. there exists a sequence x (sc~F)(x) n—•co n —• x with n > lirn F ( x ) Proof. (sc~F)(x) = inf { l i m inf F(x ) n :x n x in X}.n —• Vv\) > inf { l i m inf F (x n j •X n •X j (5.1.1.nJ < inf { l i m inf F(x ) n : x n x}  6 which is impossible.11) by F~(x). Also. and (5. Indeed. F"* is the largest lsc functional < F .
2: (i) (sc~I) is lower semicontinuous on L which yields condition (i).3. n v—>oo c 1 p n •o —o € and we may also assume that this limit is finite.7).2. / : L (fl) p > R defined by /( ) = I L U : \ \" Du d x + fa M " d x i f i oo « € C ^) otherwise.t.1 Nonlower semicontinuous functionals and relaxation 211 The characteristic function \ A is defined by G A XA{X)1 ={1 tf* iA. we shall verify the conditions of Lemma 5. ( W „ ) „ N then is bounded in J f ' (f2).4. 1 1 (Note that 7(u) may also be infinite for some u G C (f2). weak H convergence (Lemma 2. 1 < p < oo. and by the RellichKondrachev compactness Theorem 3. Example 5. i t also converges strongly in L (fl).5. we may select a subsequence (w„)„eN C (w )n€N w i t h p n n p lim (sc~I)(w ) l/ = liminf(sc~J)(u ). Then sc \A = XA where A is the complement of X \ A.p (sc~I)(u) < l i m (sc~J)(uv) V—KX) = liminf(sc~/)(u ). because the original sequence (u ) was assumed to converge to this limit. A subsequence of (w ) then converges weakly in H^ (fl) (Theorem 3. Let fl C R d be open. n .1. P n In order to show this. For the purpose of lower semicontinu ity. Since the H norm is Isc w. u € 1 . The limit has to be u.5). The lower semicontinuity is seen as follows: Suppose u —• u in L (fl).2.1.) We claim (*r/)(«) = ( /n l ^ l " 1 oo u d x + /n M " * d i f # ( ) otherwise.r.1. we have v p p n liP l.
0 c 1 1 In metric spaces. we define the Moreau. 0 0 oc p (scl )(u) D Remark 5. F ^ oo. for o K '' \oo if w € L P ( n ) \ c ( n ) .Yosida transform of F as F (x) x : = inf (F(y) + \d(x.x ) 2 (5. but by the BVnorm which is defined in Chapter 7. x .212 Nonconvex functionals.1. For p = 1.1. F :X RU {oo} be bounded from below. 1 llP Relaxation (ii) Let u E H^(n).3. they are Lipschitz (sc~F)(x) = lim F (x). The functionals F\ \F ( ) x Xl .3. Remark 5. lim I(u ) n — (sc~I)(u).14) continuous. J on L f ( f i ) instead of L ( f i ) . (5. satisfy < Ad(xi. HugH *^).1.1. Example 5.1. We may also define the above functionals 7. For X > 0. Since C (f2) fl H (Q) is dense in / f ^ f i ) .2. we may find a sequence ( w ) N C C ^ f i ) f l ff ( f i ) w i t h 1 .3. Similarly. 0 1 the relaxed functional is = U \ < i f t c e ^ n ) I oo otherwise. In particular.y)). there is an alternative useful characterization of the relaxation of a given functional which we now want to describe.15) for every X > 0.F (x )\ x 2 (5.1. ^°° \JQ JQ i. the relaxations of I and I are not given anymore by the J f ' norm.2.13) T h e o r e m 5. p n n € lim f/ N £>u  + / K  n p p ) = / Du + H ) JQ p P .1.e. # i . D e f i n i t i o n 5. 1 then 7(u) = (sc~/)(ti) = oo.1. The relaxed functionals will be given by the same formulae. This verifies condition (ii). x For any x G X 2 € X. Let X be a metric space with distance function d(.
15).y) 2 + Xd(x x ).17) A—+00 A—+00 Equations (5.2 Representation of relaxed functionals v i a convex envelopes T h e o r e m 5. c . we conclude \F (xi)Fx(x2)\<\d(x x ).x ). Therefore lim x A—+00 A = x and (sc~F)(x) < l i m i n f F ( x ) < l i m i n f F ( x ) . f :R d +R contin Co \v\ < f(v) < C\  v  + c p 2 for some constants CQ.1. x ) <F (x) A A x +j . we find x\ € X with F ( x ) + A d ( x . A (5.1.1.16) and (5.e. x u 2 Since we have now shown that F\ is Lipschitz continuous. we obtain FA < 5C"F.2 Representation 2 of relaxed functionals via convex envelopes 213 Proof.17) imply (5.1. A A (5.16) A>0 For any A > 0. x . t / G X . hence for all x G X s u p F ( x ) < (sc'F)(x). CI.d. A > 0. u 2 The definition of Fx (#2) implies then inf (F(y) + Xd(x y)) yex u < F (x ) x 2 + Xd(x x ). we obtain from the triangle inequality F(y) + Xd{x y) u < F(y) + \d(x . 2 .5.1. Let Q C R uous with p d be open. 5. u 2 hence F {xi) x < F ( x ) + Ad(x . q.1. For # i .2. A 2 1 2 2 Interchanging the roles of # i and x . and since F\ < F . 1 <p < 00.
.1) \f (x)\ dx n p = I JW \f(nx)\ dx p = ^ n f JnW \f(y)\ dy= p f JW \f(x)\ dx p by the periodicity of / .r. . :u . . md E Z..$) . . the weak H (sc~F)(u)= where (cvx~f)(v) / (cvx~ f) (Du(x)) JQ := sup{g(v) < f. a* + 6.. 2= 1 or more compactly W 0 = a + bW (a = ( a . .0!i. x ) G W. .. Jw (5. p 0 Relaxation ( f t ) } + R 6e given by .. and extend f periodically to R .g convex} is the largest convex function For the proof. x = ( x . .ai).t. topology is given by dx Then the relaxed function of F w. Thus \\fn\\ LP{w) = ll/H L P { W )  (522) In the same manner. we shall need the following: L e m m a 5 . written in the form WQ = J J (ai + 6. Let W = UUi^M P c R d b e 1 < p < oo. We let f G L (W) f (x + m i (0i . / f {x)dx= Jw n [ f(x)dx= Jw d [ fdx. ..&<*)) • x d . 1 1 an open rectangle.2.. x ) 1 d for m i .e.x + m d d d (0 . . 1 . 6 = (&i. . d .2. First / JW £/ie lyeo/c convergence = TTr I f( ) meas W J w l x dx i n L P ( W ) f° r n^oo. i. .a )) d d = / (x .u e # 0 1 . . a ) .214 Let F :{u£ H {Q) F(u) hp Nonconvex functionals. . 2 . . (u G H (Q) 0 lyP hp := / f(Du(x))dx JQ given). : g < f. and put fn(x) : = f{nx) for n G N . ITien we fnf Proof. (5. .3) Let now WQ be a subrectangle of W. ..
there exist y> £ C£°(fi) w i t h 110 "~ ^ c l l / ^ n ) < §• I t is then easy to construct a step function A^x^t (Xi £ R. Wk {k \ e R (i = l . . .f) d y + A n / i+(nb[nb})W Jna+(nb[nb})W {f(y)~f)dy by periodicity of / .2. we then find subrectangles W\. Let now g £ L (W).5. q w i t h ± + ± = 1. f c ) w i t h { < e L*(W) q (5. .6) d (The possibility of approximating L (fl) functions g (Q open in R ) in such a manner by step functions can easily be seen as follows: Since Cg°(ft) is dense in L ( f i ) .f) dx (f(y)~f)dy ( / ( » ) .5) k(e)) and Given e > 0...3). and thus.f) V d = n d = A 7 1 / Jna+[nb]W d + n I Jna+(nb\nb\)W (/(») . (5. The first term in the righthand side vanishes by (5.2. we obtain for every subrectangle WQ of W (5.. again using the periodicity of / . We have to show lim / *°°Jw f (x)g(x)dx n n = / Jw fg(x)dx.2.4) lim / (f (x)f)dx n = 0. Wi disjoint rectangles contained in supp</? ) w i t h e sup 2 meas supp (p 9 € € supp <p € € .2 Representation Then / JWo of relaxed functionals via convex envelopes 215 (/«(*) ~f)dx= f Ja+bW (f(nx) l Jna+nbW . 1/ \JWo {fn{x)f)dx\< d [ I 7 1 \f(y)~f\dy. JW Letting n oo. ..2.
d. Relaxation 9 ~ Then Yl * * Xi w LP(Q) / (fn(x) ~ f) \Jw I Jw 9(x)dx {fn(x) ~ f)Y^XiXWi(x) { + k < I > l  {fn(x) . i.2.2. P ( W ) by (5.7) U bounded domain in R  .2.1.e. (5. (5. we may assume u = 0.2. Since the piecewise affine functions.4). The first term tends to zero as n oo by (5. u G HQ' (Q). Replacing F(u) by G(v) := F(v + UQ) forv = u — UQ. and since F P 0 LYP p . (scF)(u) < [ JQ (q~f)(Du(x))dx.2.2. i. q.e.5) holds. with \ (J W\ arbitrarily small.2. Therefore.e. The proof of Theorem 5.6) and Holder's inequality (Lemma 3. are dense in H (for the same reason that the functions that are piecewise constant on disjoint rectangles W{ are dense in L ) . Proof.f) ^g(x)  ]T\XwA ) x / {fn(x)f)dx +e/ / n by (5. those u for which Du is constant on disjoint rectangles W{ C fi.2. whereas the second one is bounded by 2e   /   £ .216 Then indeed Nonconvex functionals.1 will be broken up into several steps: (1) We put (qf)(v):=ud{^J f(v u + D (x))dx: V <p G d H**(U).1). and we claim: L e m m a 5.2) and can hence be made arbitrarily small.
We next observe that for a given constant vector v. n ( a v v Then u n = u on dW by periodicity of (p and ^ n / f(Du (x))dx Jw n = 0.5. q.d.2 Representation of relaxed functionals via convex envelopes 217 it suffices to treat is continuous under strong H^convergence.g.7).2. (q~ f)(v) is independent of the choice of U in (5.2. 0 The claim then follows from the characterization of (sc~F). We now choose a sequence (y> )n€N C H*' (W) with n P (q~f)(vo) + .2. First. the value of the inf on the right hand side of (5.( / ? ( n x ) . We may therefore take U = W in (5.8) and (5. Lemma 5.2.e. u n converges to u weakly in H .2. n n lyP By Lemma 5.2.1. We have D(p (nx))dx n n = j f(v Jw = n d 0 + v / lim F(u ) nKX) n I f( o JnW f(v 0 + D( Pn(y))dy (5.9) + D<p (y))dy n W since (p is periodic. 0 (5. n Equations (5.8) We extend (p periodically from W to E n d and put 0 u(x) := vox and u (x) n (then Du = v ) := u(x) + .2.7) does not change under translations or homotheties of U. see e.> ^ 7 / f(v n meas W J w 0 + D<p (x))dx n > (qf)(v ).1. The general case of U\ and XJi then is handled by approximating U\ by disjoint homothetical translations of U2 and vice versa.7). . the case where Du = VQ = constant on some rectangle W.2.2(i).9) imply = lim / J 0 w f(Du (x))dx n = f (qf)(v ) Jw = (qf)(v )measW.
From the definition of Q / .2.10) := / Jn (qf)(Du(x))dx.1. hence converges to some limit (Qf)(v).2.2.2 and (5.F = 5C(g~F).2. this expression is independent of the choice of U. we obtain from Lemma 5.2.13) (scF)(u) < (QF)(u).14) <p e H^ (U). open.11) and upon iteration scF n = sc((q~) F). we conclude that (Q. we also conclude Q/(t. (5.2.1. .218 (2) We observe Nonconvex functionals. (5. n (5.2.f)(v) is monotonically decreasing and bounded from below in n. From B . P UcR d As before.12) (sc~F)(u) (Qf)(Du(x))dx < (q~ F)(u) n for all n . (5. bounded}.7)).12) where (q~~) means performing the construction q~ iteratively n times. (5.2.2.10) s c . we conclude l i m (q~ F)(u) n—•oo n n = lim f n >o J —o (q~ f)(Du(x))dx =: (QF)(u).2.) = i n f { — 1 — / (Qf)(v meas U J v + D<p(x))dx.2. we conclude from (5.13) n = f Since by (5.2. Relaxation (q~f)(v)<f(v) With (q~F)(u) (put p = 0 in (5. Levi's Theorem 1. From the growth conditions on / assumed in The orem 5.
in Definition 5.2. as observed above.18) Equation (5.14) then implies that Qf is quasiconvex.1.3.2. 2 (5.19) for all U and all (p € HQ (U). v € R .15) Equation (5. d —• E is convex if and only if it is quasi Proof.t)v 2 + D<p{y)) dy (5. We assume that / is quasiconvex.2.2. i.5.16) therefore implies that / is quasiconvex.e.2.2. f ip(x) = v meas U = v.2 Representation of relaxed functionals d via convex envelopes 219 Definition 5.16) (see Theorem 1. Since.t)v ) 2 < tf( ) Vl + (1 .2. we may assume meas U = 1 and put ip(x) = v 4.17) implies f(tvi + (1 .D<p(x).2.t)v ) < —!— f f(t meas U Ju 2 Vl + (1 . 0 < t < 1 f(t Vl + (1 . d P We have to show that for all v i . / : R convex. <p C H^ (U). g : R —> R is called quasiconvex if for all v G R . we may assume .2.R ) 1 d d is convex.1 it suffices to consider one fixed domain U. meas U J T v l (5. '=>': Jensen's inequality says that i f / L {R . and (5. P After a rotation. f{Vo) = p ^bjl for all ip e 2 f{vo)dx HQ' {U).2.6).t)f(v ).1. U C R bounded and open d P d g{v) < — — r I g{v + D<p{x))dx. for every ip G f (J^dx^ <jf(i>(x))dx (5. Since <p G H^ . (3) L e m m a 5.
a+^(ba)) (a+^(ba). hence (5.i)x(a+. ) x ( a + .19) yields n f(tv n x + (1 . and they alternate of length ^ ^ ( 6 .. 6) into 2 + subintervals as follows: n n 1 h = l2 = (a. We then put d 1 Wr'=((jl2. the intervals hvi with the intervals I 2v have length ~(b — a).a).)n.2. ~ . b) C R as our set U and construct a family of functions d 2 d d (v>„)„ N C 6 H^{W) with {lt)( V2) Vl on a set W™ C W w i t h meas W? = v) 2 V(p (x) n = t(v x t(ba)(ba±)  d 1  on a set Wg C W w i t h meas WT = (i*)(fco)(fcos) d _ 1 and H V ^ n l l ^ o o ^ ) < Co for some fixed constant Co that does not depend on n.t ) / ( v ) 4.220 Nonconvex functionals. V\ — v points in the ^ . .Pn 2 with p —• 0 as n —• oo.e.d i r e c t i o n . We divide the interval (a.18). Relaxation that v\ — V2 is a positive multiple of the first basis vector of our standard basis of R .n.2. i.e.b) X i/=i ) n n W n 2 : = ( M 2 .a+~(ba) i.a+^(ba)) + ^(ba)) h = (a+~(b~a). & . ^^ d 1 / . Using these (p in (5. We shall take a cube W : = (a.t)v ) 2 < tf(V!) + (1 . It remains to construct (p .
.10) and the definition of Q F ) .v \ \ t\viV2\ = 2. weak H convergence. Thus (scF)(u) = J (Qf)(Du(x))dz < (sc~F){u). *$>=0«*i (Remember that we assume that V\ — v x direction. t(l \ipn(x)\ < / — n w 2 t). We also put (p = 0 on dW. (4) We may now complete the proof of Theorem 5. and on W \ (W™ U W ) we choose an interpolation that is affine linear i n x .x . 2 0 This completes the construction of (p and the proof of Lemma 5.) 1 points in the positive We then have <p (b.1 From (2).a )  v i . Ci (6 . x .*)«i . 2 d<p 8x n( . By Lemma 4..p < QF(u) = jQf{Du(x))dx.. we know (sc'F)(u) 1. we must also have from the definition of sc~F that QF(u) Hence equality. ..e.v  — r * \2 n xdip (x)\ n Ci < n—.2.1. Since QF < F (see (5. .3.. sup Thus.t.2 Representation of relaxed functionals via convex envelopes 221 We then put <p (a. x ) n y n 2 d = 0. for large enough n .2. Since 2 2 sup we get ...r. Qf{u) therefore is lsc w. n 2 .3..d.5..v \ = : c . By Lemma 5. 2 for x e W? forxeW?.d.2. ... l[X> f (1 .. sup Vy>„(x) = x€W • sup xEWfUW? 1 " ux n 1 < vi .x ) d = 0.2.. q. Qf is convex. .3.
v eR p n nd and / ( ^ n ^ / / ( ^ ^ In this case.2.R ). Therefore. One may also consider variational problems for vector valued functions u : fl C R + E . q. Relaxation Moreover.u(x). but technically more in volved proofs.1.2. Morrey.Du(x))dx with similar results and conceptually similar. Also. the converse is no longer true.2. q. I f / is not convex. from the defini tion of sc~F.2.p Proof. d Again.1 continues to hold but w i t h con vexity replaced by quasiconvexity.1. In fact. the quasiconvex functionals are precisely the weakly lower semicon . Theorem 5.d. 1. d n F(u) := [ Jn f(Du(x))dx. Corollary 5.2. Remark 5.1. / is called quasiconvex i f for all open and bounded U cR sl\ ip e H^ (U.e. This completes the proof.2.1 says that convex functionals are weakly lower semicontinuous.e. G(u) := j ltP g(Du(x))dx is a weakly H Isc functional < F . for every convex function g < /.222 Nonconvex functionals. hence F is not weakly Isc by Lemma 5. however. then by Theorem 5.d. F as in Theorem 5. The notation of quasiconvexity and many of the basic corresponding lower semicontinuity results are due to C. Lemma 4. the convex function Qf must in fact be the largest convex function < / . while convex functions are still quasiconvex.1.1 is weakly lower semicontinu ous in H if and only if f is convex. one may consider more general problems of the form F(u) = J f(x. Remark 5.1 sc~~F ^ F .3.2.
We now return to our initial example F(u) M = j f *  u ( x ) + (u'(x) 2 2 . F(u) is the sum of a functional which is continuous w. pp. strong L convergence. hence also w. References For the definition of relaxation and its general properties: G. Essex.t.2. 1989. Birkhauser. 197249.1 can be considered as a representation the orem for relaxed functionals. Relaxation and Integral Representation in the Calculus of Variations. Boston 1993. Furthermore.e. again representable by integration w.2. 728. We conclude that o 2 1 4 (sc~F)(u)= with Q(v) = l f {u (x) Jo 1 2 + Q(u'(x))}dx. l ) ) . 207.2. . ( v 2  1 ) 2 i f H ^ \ 0 the largest convex function < (v — l ) .2 Representation of relaxed functionals via convex envelopes 223 tinuous ones. For detailed references to the work of Morrey and other researchers. see the book of Dacorogna quoted at the end of this chap ter. An Introduction to FConvergence. For Theorem 5. I n particular. Theorem 5. Semicontinuity. 2837. 2 2 otherwise. dal Maso.r. Berlin. Direct Methods in the Calculus of Variations.r.t. Pitman Research Notes in Math.2. Springer. Harlow. Remark 5.r. g may be computed explicitly from / . to some integrand g(Du(x)) of the same type. pp. Buttazzo.t. Dacorogna.1 and generalizations thereof: B. Longman Scientific. and another one to which Theorem 5. pp.l ) } dx 2 for u € # ( ( 0 .1 applies. G. 1989. i t says that a functional on obtained by integrating an integrand f(Du(x)) (with certain tech nical assumptions on / ) has a relaxed functional of the same type. weak H * convergence.5.3. i.
2 = 0 .e.1)) dx . y> G # o ' ( R . for ueH 1A with and F(u) = J 1 ((u(x) 2 . v G R . u ( l ) = 1.Nonconvex functionals. d n d n 1 Why does the proof of Lemma 5.2. Exercises Relaxation Determine sc~F and discuss the relaxation for F(u) = J (lu'(x)) u(x) dx 2 2 foruGtf ' 1 4 with F(u) = J . 2 {2xu {x)) u(x) dx = 0 .3 not work for vectorvalued mappings R + M with n > 1. i. J(ii) : = { / n W I oo d n p d <** + Jn cfa i f ti € C ^ ) otherwise. u ( l ) = 1.a) + ( u ( x ) . R ) as in Remark 5. # : M + R.3.1? p n . 2 for u G / J ' 1 4 with a G i Determine sc"I for / : L ( f i ) —• R ( f i G R open and bounded).
n n F = T. n n 1 F (x) n for x > — n for — — < x < — n n for x < n .1.1.1 T h e definition of Tconvergence In this chapter.l i m F n if (i) for every sequence (x ) ^ n n r converging to some x G l .1. < liminf F (x ) n n F(x) and (ii) for every x £ X. Definition 6. we treat the important concept of Tconvergence.6 r~convergence 6. intro duced and developed by de Giorgi and his school.1. We say that F Tconverges to F. F : X —> R functions (n G N). there exists a sequence x converging to x with n F(x) Example 6. nx 1 Then for x > 0 for x < 0 225 . Let X be a topological space satisfying the first ax iom of countability. F : R + R n = lim F (x ).
1(—1) for x > 0 ( < 0). Example 6.1. n n Example 6. Example 6.5. Thus.F : n —nx F (x) n for 0 < x < — n for — < x < — n n otherwise for odd n for even n.1. n whereas F n does not converge pointwise. 1 0 for x = 0 otherwise.3 is the negative of the F of 6. := { nx — 2 0 0 F n then converges pointwise to 0. n Then (rlimF )(x) = . n Example 6. F n : R —• R for 0 < x < — n 1 2 := I nx — 2 for — < x < — n n 0 otherwise. . F n : R —• R nx for o < x < n 1 2 for — < x < — n n otherwise.1.l .1. F : R —• R F ( x ) = sinnx.1.2. F {x) n := 2 — nx 0 Then (rUmF )(x) = 0 n which is the same as the pointwise limit.3.4.1. Note that the F of 6. but does not Tconverge at x = 0.2. n —nx F (x) n Then (rlimF )(x) = { n whereas the pointwise limit is again identically 0. in general n (rlimF )^rlim(F ).226 r'convergence while the pointwise limit is 0 for x = 0.
e. F : X —• E converges continuously to F : X —• E if for every x G X and every neighbourhood V of F(x) in E (i.6.7. there exist no G N and a neighbourhood U of x w i t h n F (i/) G V n for all n > no. y £ U.1. neither one implies the other. we have the remarkable phenomenon that a constant sequence may converge to a limit different from the constant sequence element. n n n Example 6. Continuous convergence implies pointwise convergence.1. for every m.1. Without changing the content of the definition of Tconvergence.1.1.n)neN converging to x with m m m lim sup F ( x . and we conclude from Examples 6. n—•oo The following result is useful in approximation arguments: L e m m a 6.4 and 6. there exists a sequence {x .1. Let X satisfy the first axiom of countability. V = {y G E : y > i f } U { o o } for some K G E in case F(x) = oo.e. there exists a sequence x n n n converging to x w i t h l i m s u p F ( x ) < F(x). F a constant sequence. m m—•oo Suppose that (ii') is satisfied for every x (i. m n—•oo . condition (ii) may be replaced by the following condition which is weaker and therefore easier to verify: (ii') for every x G X . Then rlimF = n n E F : X > E E (sc~F) is the relaxed function of F .1. Remark 6.2 and 6. Example 6. and x l i m s u p F ( x ) < F{x).1.3 that Tconvergence is weaker than continuous convergence.6. Suppose ( m)meN converges to x in X.1 The definition ofTconvergence 227 From Examples 6. we see that among the two notions of pointwise convergence and Tconvergence. V = {y G E :  F ( x ) .5.1.1. respectively. F converges continuously if and only if both F and — F converge to F and —F. Thus. Let X satisfy the first axiom of countability. ) < n m n F(x )).i /  < e} for some e > 0 in case F(x) G E. and analogously for F(x) = —oo).
m Fn or u O&fc. we may take a neighbourhood system (U ) ^ of x and renumber i t and take intersec tions so that u u x m G U m for all m v G N. For n G N .n £ Uk u for all k > ko and some sequence n „ —• oo for z/ — oo. u and that every sequence (y^^n with y G U^ ) for all v and some sequence ^(y) —• oo as v —• oo converges to x.n G f/m n F (x n m n . G U m n m . we would find fco G N with n n : = max jra G N : x . > ko To see that this is impossible we simply observe that since x and since Xk converges to Xk as n —• oo we have 0>n 0 G Uk 0 ^fc . Since X satisfies the first axiom of countability. otherwise. Tconvergence Proof. we let ra Then lim m = oo. We then have %m n . and n mn l i m s u p F ( t / ) < lim sup ( F(x ) n + — J < F(x) rn n n—+oo n—+oo \ J . r a and likewise since we assume limsupF (x 7— O 1 • O n f c o > n ) < F(x ). ) < ^OmJ + n 1 Therefore y n := x m n y n converges to x as n —• oo.uJ > ~ +F(x ) k %k. n—+oo Namely. fco we have Fn{%k n) < F(xk ) 0 0 + 7 for all sufficiently large n .228 Then (ii') also holds for x. F (x n m ) n ) < — f F ( x ) j .n £ £ 4 0 0 f ° ^ sufficiently large n.
1. The following result is a trivial consequence of the definition of Tconvergence. but quite important. We may choose n so large that e <6 n (6. there exists a sequence (x' ) C X with lim x' = x' n \imF (x )=F(x').1. In contrast to minimizers.1. Let F : X > R U { 0 0 } satisfy inf F(t/) > . n n (6.2) Tconverges to F .4) (6.1).1. Assume e — 0 and x —> x for some x G X. n n . Let the sequence of functions F : X — R Fconverge to F : X — R. Let x be an e minimizer for F . we say that x G X is an eminimizer of X i f F ( x ) < inf + Note that x is a minimizer of F i f i t is an eminimizer for every e > 0.1.d. We put 6 := \(F(x) .1. Then x is a minimizer > for Fj and n y € n n n n n n F(x) = l i m F (x ).5) F (x' )<F(x') n n ^n(^n) > F(x) .3) +6 (6. Thus. T h e o r e m 6 . 1 . n 229 —• oo as n — oo. there would exist x' G X w i t h F{x') Since F n < F(x). eminimizers always exist for any e > 0. I f x were not a minimizer for F . (i/n)neN is the > q. (Let X satisfy the first axiom of countability).6 (by property (i) of Definition 6. . > > Let i n f x F (y) > —00 for every n G N . n (6. Given e > 0.6.F(x')).e.1 The definition ofTconvergence by assumption and since m desired sequence. 1 .1) n+oo Proof.0 0 .
1.1. ) with lim x n—>oo m n — x m lim F „ ( x m > n ) = F(x ).2) by definition of 8. Corollary 6.7) N C X By Tconvergence. m m n Proof. (Let X satisfy the first axiom of countability.1. x is a minimizer for F .e.2.1. Otherwise. (Let X satisfy the first axiom of countability.1. I f (6.230 Since x n n Tconvergence is an e minimizer of F .1.4) and (6. F(x) < limF (x ) n n whereas by property (ii) of Definition 6.1. n n q. and n n n n F(x) = lim inf F (x ). Then F is lower semicontinuous. we get F(x) < F(x') + 36 contradicting (6. there exist some x G l and some sequence ( x ) ^ N with lim m—*oo m Xm = x < F{x).d.5). then x minimizes F.3) by (6.6). then after selection of a subsequence.8) . n n and we would again contradict the e minimizing property of x . m n n G lim F{x ) m—•oo (6. If x —• x.1.6) by (6. Thus.1) did not hold.1.1. there exists a sequence ( x .) Let F Yconverge to F. Let x be a minimizer for F . m (6.1.) Let F : X —• R rconverge to F : X —• R.1. there would exist a sequence (x' ) converging to x with n F(x) = l i m F ( x ' ) . for every m .e n (6. n F «) n > F (x ) n n .1.1. n n The following result is similarly both trivial and important. T h e o r e m 6. >F (x )S n n >F(x)2« From (6.
12) Equations (6. (6.11) and (6.d. J nm m n > F(x) . the weak topology of L (ft) and W (Q) for 1 < p < oo satisfies the first axiom of countability so that the preceding notions are applicable. (6.1.2 Homogenization In this section and the next one. q.3.1. Variational Conver gence for Functions and Operators.3. 1984. in combination w i t h Lemma 2.3. and the re sulting contradiction proves the lower semicontinuity. . n m m = x .2. we describe two important examples of Tconvergence. Remark. because the main point of these examples is to show how the concept of Tconvergence can be usefully applied to concrete problems that arise in various applications of the calculus of variations. = oo.1.2 and Theorems 3.1. m n m ). (6. 771—• oo Then by Tconvergence F(x)< lim i n f F ra—>oo n m (x .e.1.1. we shall be more sketchy about some technical details than in the rest of the book.4.1. In the discussion of these two examples.12) are not compatible. An Introduction to VConvergence. Attouch. p kyP The reference for this section is G. Pitman.1. As a consequence of Corollary 3.6.10) We may then choose ra so large that F(x ) m <F(x)36 (6.2.9). F(x) < oo simply to avoid case distinc tions. 6. 1993 Birkhauser.3. dal Maso.1.7). and 3. They are taken from H .11) and F (x . 3.9) lim n ra—•oo m Fn (x n )F(x )<6 m lim x . ra—+00 m For every ra G N .6. We let 6 := ] (F(x) 4 \  l i m F(x j) m >0 / by (6.2 Homogenization m 231 We assume —oo < l i m F ( x ) . we may find n m mt m G N with (6.1. Boston. Boston.
x / x d f0 ^ oo forxGM \Mi for x G M i d be the indicator function of R \ M\. c e c e 2 (6. A minimizer of the functional F (u) e — / Jn f(x)u(x)dx (for given / G £ ( f i ) ) satisfies A u = . This is called homogenization. With respect to weak L (ft) r . i.i) \M d \Drj{x)\ dx= 2 [ J(o.e. fi : = ft \ ( M f l ft).232 Tconvergence d Let M be a smooth subset of the open unit cube (0. Often. while the boundary condition on dM is forced by the functional.) : = { x = y + em with ^ G M}) be a periodic lattice of 'holes' of scale €. c 2 convergence (6. 2 e T h e o r e m 6.i) d r/(x)dx. porous media etc. Such domains occur in many physical problems like crushed ice.~ in fi and u = 0 on dft . Let ft C R . l) considered as a hole. the physical value of e is so small that it is useful to perform the mathematical analysis for e —• 0. Let d c c .l i m F = F.2.2) Here d f i = d f i U (dM f)ft).3) with where fi(M):= j J(o. M is d ( J e ( M + ra) mGZ d (e(M + 777.1) for u G # o ' ( n ) . a ( ~ ) then is the indicator function of R \M . The boundary condition on dft comes from the requirement that u G jfiFo' (fi). Let M := c of R . We consider the functional d e F (u):=\e e 2 2 2 [  D u ( x )  d x + / a () u (x)dx Jn Jn ' V e 2 2 (6.2. .2. a domain with many small holes.1.2.
e) \M d e V DT7  asymptotically c .7) and the Schwarz inequality.2 Homogenization and 7 is the solution of 7 AT? = .g.2. By Lemma 5.2. ra G Z ) . e. (6.2 meas U € J(0. lime 2 / 77 £>u = 0.) /or x G (0. l ) . because of the periodicity. approximating u by step functions. since % is bounded independently of e. c u —0 e Moreover ^ e K ) = ~ 2 / l ^ c l 2 (6. » put 2 2 By approximation.l) \M d \Dn\ 2 = measU • fi(M) (6.e. we /1 2 may assume that u is smooth.1. 77 converges weakly in L ( f i ) to fJ>(M) as e — 0. Moreover.^ . rj(x + ra) = 77(0. Let now u G L (ft).2.6. contained in W ' ( f i ) f l C ° ( Q ) .2. e c (6. J behaves like meas U f J(0. and on M .6) ~> 0 JU hence.2.2.8) and from (6.1 7 = 0 7 d 233 m(0.5) (u \Drif 2 ^2 2 /x(M) •l^jf 2 + 2ur DuDri ]e e + 2 r \Du\ ) 1 2 2 I f C/ C fl is open.7) (note that we assume u to be continuous).l) \M d This means that lim e c 2 / \Drj \ e 2 = messU [ J(0.6). We Then u converges weakly in L (Q) c 2 to u.l) \M inM d d (6.2.2. e d 7 25 Z ~periodic 7 e Proof.2.4) (i. 2 2 (6. we also get lime 2 / u \Drj \ e 2 2 = fi(M) [ u 2 (6. also lim e C 2 / JQ € un Du • £>77 = 0.9) +° . We put 77 (x) : = 77(f).
\Du\ is bounded by our approximation assumption that u is smooth enough. we may assume u G Co°(fi).9) imply lim F (u ) e e = F(u).0. c (6.2. we obtain e = M M ) i u 2 ' . € € (6.2.234 rconvergence Equations (6.13) by parts.2.2.2.15).12) goes to 0 by a similar reasoning as above. and using (6.1 — 2 / uDv Dr] e e (6.11) By an approximation argument.2.14) £ Duv D e Vt <e 2 (^j \Du\ v )j ' (^J 2 2 \D \ ^ Ve 2 ' .2.2. we need to verify that whenever functions v that vanish on M converge weakly in L (Q) to tx.14) and (6. Integrating the righthand side of (6.15) since v as a weakly converging sequence is bounded in L .2.5)(6. ) + — I r j r e e f u > lim inf .12) Using (6.2.2. we obtain from (6. then 2 € e l i m i n f F (v ) e e > F(u).12) in the limit e + 0 UminfF (t. Equation (6.2.2. We put as before. (6.13) since the other term on the right hand side of (6.10).2.4) implies e Ar) Moreover 6 2 2 e = 1 in fi .2.10) In order to complete the proof of Tconvergence. 2 (6.2. and since we may use (6. (6.6). We have F (v ) e e + F (u ) e € >e 2 [ 2 Dv • Du e ! e e V(M) f (m w*Dve'Du + uDv Dri ).
a c ' A : _ f 1 ~\A on fl onE c c (A>0).2) (6. This implies (6.3. 2 0 ( f l ) > R \Du\ dx 2 \Du\ dx+~f JQ € 2 2 (6.d.3.6.AQ C C + / = 0 C c = W .11) and concludes the proof. a plane.AE on d f l f l d £ c (6. q. 6.2.e. 3 3 S : = {x € R : dist(rr.1) «/£ 2 c J ' (u)  c A / fu > min (/ € L (fl) given). (6.3) AAu W . e. The EulerLagrange equations are Au eA + / = 0 C ) A on on S c c fl c (6. 5 ) < e} e 3 S fl Conductivity coefficient c c : = fl f l S c e :=fl\S .3.3 T h i n insulating layers We consider an insulating layer of width 2e and conductivity A.3.4) (6.6) . Let fi C R be bounded and open. S a smooth complete surface i n R .5) A dux* on d f l f l d £ c c (where nu denotes the exterior normal of a set U) u €iX = 0 on d f l . and we want to analyse the limit where e and A tend to 0.g. S : = fl f l 5.3 Thin insulating layers 2 e 235 since v converges weakly in L to u.3. Variational problem: J ' r*(u):=\f 2 C A :# 1 .3.
r. 1 . We let e > 0.t. in case a = 0. There exists a constant c\ (depending on / .) Furthermore \ f l^e. and! A u = / in fi. w/iere w solves 2 et 0 Aw + / = 0 on fl \ E wan = 0 •^p and = ^n = « a 2 H E w/iere is the jump ofu across E.A + ^ / ^e.236 r convergence T h e o r e m 6 . A 2 2 2  D u  + ^ / [u]dE. fl. the weak L topology to I(u): # « " o ' ( " \ E) otherwise e 2 0 < a < oo : I(u) = ( J / n \ £ l ^ f + f I oo a = oo:I(u)=iUn\Du\ I oo 2 ifuZH^{Sl) otherwise (in this case. u is continuous across E. we obtain a perfect insulation in the limit.A / J e . 2 rconverges w. \ + 0. We assume for simplicity S = {x = 0 } . and and ore the exterior normal derivatives for the two components of ft \ E. 3 .x —* u weakly in L ( f i ) u \ =t u uniformly on every fl C C fi \ E. 3 . A . (In case a = oo. 5. the limiting layer does not insulate at all. If j > a with 0 < a < oo. A) such that for all sufficiently small e. 1 . the result holds a = Q : 1 { u ) = / \ J loo n V E \Du\ 2 if u e H^ (Q otherwise 2 \ E) for the strong topology in place of the weak one) L Thus. 3 L e m m a 6 . then Ue. but not on €. whereas for a = oo.
6.3 Thin insulating layers Proof. [ \Du ,\\
e 2
237
+ \ f
\Bu , \
e x
2
Jn
+ A
e
JdQ
/ W
C
€
°n
n
€
Jz
€
, A ^ ~ 
=
/ / *W A
C ) 2
M
because of the EulerLagrange equations
N
^ l/L (Q)'
l €.Alx,2( )
•
By the Poincare inequality (Theorem 3.4.2), / <
A
<C2 [
\Du , \
e x
2
[
<
A
<C3
/
 ^ C , A 
2
.
By a change of scale y = ex ( <
A 3 3
(y = x\y [
1
2
=
2
x ),
2
<c e
3 2
\Du \
€yX
(we only get e instead of e , because the area of the portion of # E on which U A vanishes, namely Oil f l 5 , is proportional to e). Altogether
C C ) C
£ <
A
< C
4
( l
+ ^)
(jf
\Du , \
e X
2
+ \J^
£>
W e
,A )
2
and the estimates follow. q.e.d. Proof (Theorem 6.3.1). We only consider the case 0 < a < oo (the other cases follow from a limiting argument). We first observe T lim J ' ( u ) = oo We assume for simplicity A = A(£) = € a , J : = J ' Let u e H
1,2 c c A ( c c A
i f u e L ( f i ) \ H^ (Q
2
2
\ E).
).
(fi \ E). We first check property (ii) of Tconvergence:
238
Tconvergence
e
We need to find u define
— u weakly in L ( f i ) w i t h l i m / ( u ) = I(u).
c
x
2
c
We
[ ^(a: ,^ ,^ ) u (ar,ar,ar) := < i{u(x ,x ,e)fw(a: ,a: ,e)}
€ 1 2 1 2
1
2
3
if  z  > e
3
if rc x +—{u(x ,x ,e)u(x ,x ,e)}
1 2 1 2 3
3
<€.
Then u € # o ' ( f i \ E), w — w weakly in L ( f i ) for c > 0,
e €
2
2
J«(ti )
e
= 5 / \Du\ * JQ
€
2
+ ^
2
[ J\x*\<e \*
\\D(u(z\x ,e)+u(x\x ,e))
\ ^
2
2
/
3
+D ( y  I ~\l I
€
(u(x\x ,e)
2
2

u(x\x ,e))J \D(x*(u(x\x ,e)u(x\x ,e)))\ Hx\x ,e)u(z\x ,e)\
z 2 2 2 2 2 2
2
\Du\ \
D u
+ ?L [
2
\ + rf
f terms that contain x and go to zero as e — 0 (  #  < e). > If u is smooth (which we may assume by an approximation argument), therefore for e — 0 > i2 / D« + f
4
3
2
/[«]
«/E
JQ\E
We now check property (i) of Tconvergence: Let v —* u weakly in L ( f i ) . We need to show
2 e
liminf/ (t; )>/(u).
c
c
e > —0
For u as above,
e
~
f
vE
e
\Dv \
e
2
+ ^
[
•'Eg
\Du \ >aef
e
2
Du
</ E
e
e
• Dv
(
> f
/
e
(!>{u(.,6)+u(.,6)}
+ — £ ) { « (  , e)  « (  ,  e ) } +^(u(., )u(., ))
e e
where £3 of course is the unit vector in the x
3
direction.
6.3 Thin insulating layers
239
We may assume u smooth (otherwise, we use an approximation argu ment). Then as above
> lim inf £ /
+ l i cm inf ^ /
(D
e
E E
e) e) 
c))) • D f z
e
3
^°
2 J
3
• D?J
c
c)).
Without loss of generality l i m i n f _ ^ J (^e) < oo. Then
e 0
c
supe / Consequently,
\Dv \
e
2
< oo.
(6.3.7)
limae J
Ql)w(,c) + ^ £ > w (  ,  € ) ^ • £>v <
€
c
a
e
(^J
\ *
Dv
cae + 0 Similarly, lim sup a / since  #  < e. Thus
3
for e + 0.
(D (w(, e)  it(,  e ) ) ) • Dt; x
c
3
* 0
> lim inf 
/
e • £>v
3
€
c) 3
c)).
Since u(, c) and u(, —e) do not depend on x , we obtain by integration ^ /
=
77 /
e /?v (w(,c)w(,c))
3 €
v
e
€) 
W(.,  € ) ) 
^
/
V ( u ( . , C) C
c)) ,
where here of course dUf = 0 0 {x = ±e}. Since we may assume l i m i n f _ o ^ (^c) < oo, v is bounded in H (Q ). Therefore, we may
c ly2 c e e
3
240
e
rconvergence
c
assume that the traces of v on d £ converge*) . Since u is assumed smooth and v converges to u weakly in L , we may assume
2 e
^,(0E )±
e

w(',0 )
±
weakly in L ( d £ ) .
2
€
We then get
h e
^2 /
J Eg
^•Dv (u(,e)u(,e))
{
= 
/ [«]§..
J E
Altogether , Therefore liminfrK)>i / \Du\ + ^ f
2 i m <
i„ff/ _ v,'
E D
+
^ /
c
M
 > 2 /
M
 .
[u)l. q.e.d.
Exercises 6.1 Determine the Tlimits of the following sequences of functions
F (x)
n
:= n(smnx
+ 1)
F (£) :   ^
n
Q
n z
2
for a: = 0 for 0 < x < 2
f^ I — ^ — n ^ ^ 2
for £ < x < ~
n —
2n  n x
n
— n
6.2
F (x) : = sinnrr + cosnrr. Show the following result: Let X be a topological space satisfy ing the first axiom of countability, F , G : X —• R. Suppose that F Tconverges to F , G Tconverges to G, F  f G Tconverges to H (assume that the sums F + G , F + G are always well defined; for example, there must not exist x £ X w i t h F(x) = oo, G(x) =  o o or vice versa). Then
n n n n n n n n
F + G < H. Does one get equality instead of ' < ' here? (Hint: Consider F (x) — sinnrr, G (x) =  s i n n r r . )
n n
f For this technical point, see e.g. W . Ziemer, Weakly Differentiable Springer, G T M 120, New York, 1989, pp. 189ff.
Functions,
7 BVfunctionals and Tconvergence: the example of Modica and Mortola
7.1 T h e space
d
BV(Q)
d
Let Co(M ) be the space of continuous functions on R with compact support. For each Radon measure fi and each //measurable function v : R —• R with = 1 //almost everywhere, we can form a linear functional
d
L : C$(R )
d
* R
L(f)
= f
JR
d
fudpi.
Conversely, we have the Riesz representation theorem, given here with out proof (see e.g. N . Dunford, J. Schwartz, Linear Operators, Vol. I , Interscience, New York, 1958, p. 265). T h e o r e m 7.1.1. Let L : Co(M ) — R be a linear functional » \\L\\
K d
with (7.1.1)
: = s u p { L ( / ) : / € C ° ( E ) ,  /  < l , s u p p / C K] < oo
0 d
d
for each compact K C R . Then there exist a Radon measure ii on R and a jimeasurable function v : R —» R with \u\ = 1 jialmost everywhere with
d d
L(f)= If L is nonnegative, v = 1, i.e.
f
fisdfi
forallf£C°(R ).
d
(7.1.2) then
i.e. L(f)
> 0 whenever f > 0 everywhere,
L(f)
= /
/rf/i.
(7.1.3)
241
242
ModicaMortola
d
example
Thus, the Radon measures on R are precisely the nonnegative linear functionals on C o ( R ) . (Note that (7.1.1) automatically holds i f L is nonnegative; namely
d
\\L\\
K
=
L( )
XK
in that case where XK is the characteristic function of K.) The same result more generally holds for C o ( R , # ) where H is a finite dimensional Hilbert space with scalar product ( • , ) . Then linear functionals L : C g ( M , # ) —• R satisfying (7.1.1) are represented as
d d
L(f)=
I
JR
d
(f,")dn,
d
(7.1.4)
where // again is a Radon measure and v : R —» H is //measurable with z/ = 1 //almost everywhere. Also, in the situation of Theorem 7.1.1, one has /x(n) = s u p { L ( / ) : / G C °(fi),  /  < 1}
0
for any open ft C E . The expression z/d// in (7.1.4) = 1 //almost everywhere) is called a vectorvalued signed measure. (// is supposed to be a Radon measure and v a //measurable function with values in H.) D e f i n i t i o n 7 . 1 . 1 . Let ft € R be open. The space BV(ft) consists of all functions u £ L (ft) for which there exists a vectorvalued signed measure z/// with //(fi) < oo and
1 d
d
L
d l5 rf
udivg
= — j gvdfi
(7.1.5)
for all g £ C o ° ( f i , R ) . In this case, we write Du = z///, DiU = z/^// (y = ( z / . . . , i / ) , i = 1 , . . . , d ) . For u £ BV(ft), we put
\\Du\\(n) :=// =
sup { / udivgdx
n
:g = (g\...,g )£C%
d
G
( f i , R ),
d
\g(x)\ < 1 for all x £ fi}
< oo and W \\ v(n) :=IHlLt(n) +
u B
IP«ll()
n
The proof is obvious. dfi = dx then u £ BV(fl). d with a boundary dE (7. \\Du\\ is a Radon measure on f l :   D u   (fio) = sup I j f udivgdx for fto open in fi.R ). and D U { X ) u(x) = { 0 \Du(x) ifDu(x)^0 otherwise. Then 1 ^ 1 ^ = 1 1 ^ 1 1 ^ ) . On a compact hypersurface S CR oi class C ° ° . We write Z>«(no)=: / ll^ll.7) where \ E is the characteristic function of E.1.2.1.7. 243 : g G C °°(fto.\g(x)\<f(x) x d P 0 V x £ fij .e. M < 1 J d 0 /Oo Jftn and also Du(/)=: / /Du n for a nonnegative Borel measurable function / on ft. (7.1 The space BV{SI) For u € B V ( f i ) . where Du is the weak derivative ofu anddx is ddimensional Lebesgue measure. If u £ W^ift). Let E be a bounded open set in R of class C°°.d. q.M ). we have an induced metric and in particular a volume form dS. L e m m a 7.6) and L e m m a 7. The (d — l)dimensional volume of 5 then is d Sldi = Js / dS. We have for / € Cg(fi). .1.1.1. / > 0: \\Du\\(f) = su y^udiyg:g£C (n.
A Borel set £ c R has finite perimeter in an open set fi if X E \ £ BV(Q). d d 0 By the Gauss theorem [ dlvg= JE [ JdE g(x)n(x)d(dE) where n(x) is the exterior normal.e.244 ModicaMortola example Proof. For <p € Cg° with \ip\ < 1. <? < 1 J d D e f i n i t i o n 7. R ) .1.Q) := \\DxE\m f f ( = sup^div : €C °°(n. R ) .M < l j d q.\g\ d d < l j . 5 0 5 d d (7. \g\ < 1 J .  < l  ) . we use a partition of unity to extend n to a C°°vector field V on R w i t h  V ( x )  < 1 for all x € R .1. For the converse inequality. . Consequently sup j ^ d i v : c ? e C 5 o o 0 (lR lR ). We have to show \dE\ _ d x = sup  ^ d i v 5 : 5 € C ° ° ( R .8) E is a set of finite perimeter if XE € S V ( R ) .5 < ) d d l j >supy This completes the proof. ipd(dE) :y>€CS°(R ). we put g = <pV and get d / divg = f JE IdE JdE ipd(dE). Therefore \dE\ _ d t >sa y P d divg:geCZ>(R .R ). \\D \\(0) XE = sup [Je^9 • 9 € C 0 ° ° ( n . The perimeter of E in fi m that case is N d P(E.R ).d.2. IdEl^i = in that case. The same conclusion holds if J? C C namely for some bounded open set.
1.1. n n and suppose —• u in L (ft).1 The space BV(Q) 245 The following lower semicontinuity result is easy to prove and very useful.1. f p(x)dx = 1. I f (f £ Co°(Q). n (7. then for i = 1 . Let ft C R u n d be open.e. . Since C%°{ft) is dense in C£(f2). w i t h \g\ < 1. n n^oo Taking the supremum over all such g.10) holds. As usually. suppp C S(0.1).1. q.9) n—•oo : n £ N} < oo. T h e o r e m 7. then is a bounded linear functional on CQ(Q). and we also impose the symmetry condition d Rd p{x) = p{x). d Diu((p) : = / in uDup. .10) then u £ Proof. and thus u £ BV(ft). we let p £ C o ° ( R ) by a mollifier w i t h p > 0. l Then for every open U C ft \\Du\\(U) // in addition sup {\\Du \\(fi) n < lim inf \\Du \\(U). Let g £ C$°{U. Then n = l i m / u div n^oc JJJ g < l i m i n f   D u   (U). We next discuss the approximation of BVfunctionals by smooth ones through mollification. ( u ) e N C BV(ft). . d lim / (fDiU ~ °° i n + n = n n l i m / u Di(p = uDup *°° i n in n and hence uDiip n i/ n < sup\<p\ l i m i n f   D w   (ft) < oo n in case (7.7. . . (7.R ) / udivg JU d BV(Q).2.1.d. (7. . we obtain (7.1. . for i = 1 .11) .9).
y)u(y)dy £ C°°(Q).1. (7. .3.13) Proof. I t suffices to consider the case / > 0.p{j^ l d d and for u £ L (fl).1.1.12) In particular.6) / f\\Du \\ Ja h = s u p j y g(x)Du (x)dx h : g £ Cf(Sl. (7. for every f £ C® (ft) * lim / f\\Du \\^ h f f\\Du\\. h (7. ^ J U A ) is the gradient of u/.246 ModicaMortola example We then put as in Section 3. (7.2.2) that for every / £ C§ (fi) with / > 0 / /   D u   < l i m i n f / f\\Du \\. T h e o r e m 7. If u £ BV(ft). Um \\Du \\ h—•() h l (SI) = \\Du\\ (SI).1. we first obtain from (7.14) JQ H ~*° JQ I t thus remains to prove that for such / limsup / f\\Du \\< h~+o JQ h f f\\Du\\. Prom (7.2 p {x) h := h. since UH is smooth. Dun = ( g f r w ^ .16) Here.3) i t follows as in the proof of Theorem (7. Uh —• u in L (ft) by Theorem 3. i. JQ (7.e. x € R \ fl and put d l we extend u to L (R ) by defining u(x) = 0 for u (x) h : = p^ * u(x) : = / p^(x .1.1.\g(x)\ < f(x) V x £ fij .1.1. then u h ~+u in L ^ f i ) and \\Du \\ h > \\Du\\ in the sense of Radon measures as h — 0. .1.1.R).15) For that purpose. .. . .
2.4.J J p (x . open subset of R .7.1.1.1.1. and since / is continuous.1.j u(y)div(g )(y)dy. (7.1. \f (x) .e.1. u £ BV{Q).d.11) (7. BV q.e. and (7.15) follows (cf. for every such g n h h —°Jn lim / g(x)Duh{x)dx < / /Du.1.17) J p (y .K f or s o m e K to some u £ BV(ft) with contains a subsequence that converges in L (ft) \ H B V < K  1 Proof.1 The space BV(ft) For any such g as in (7.1.3.16) / g(x)Duh(x)dx Jn = — / Uh(x) J h 247 divg(x)dx = . (u ) has to converge to u as well (in L ( f i ) ) .16)). By Theorem 7. i. ( f ) n G N converges in L (ft) to some u £ L (ft). and n 1 1 n x \H\ <K.f(x)\ < r) for all x € fi. By definition of the right hand side of (7.e. . Jn q.1. Let ft be a bounded.1.2). Therefore ( f ) n € N is bounded in W (ft). with \\m ^r] = 0. Since we assume \g\ < / . there exist functions v \\Un ~ ^ n   i ( n ) < L n £ C°°(fi) with n \\Dv \\(Q)<K n lyl n + l. fh =3 / uniformly as h 0 (see Lemma 3. By the RellichKondrachev compactness theorem 3.17) therefore is bounded h h h h b y / ( / + »fr)l0«llThus. Corollary 7. sequence (u ) ^ C BV(ft) with n ne d Then any \\ TI\\BV U . we have \9h\ < \g\ < h A .x) div g(x)dx u(y)dy h h = . after selection of a subsequence.1. By Theorem 7.d.y)u(y)dy = j divg(x)dx by (7.
n Jo n nt We note that \h (s) n . Ziemer. Chapter 5.2. n (7.2.4) . 5.2 T h e e x a m p l e o f M o d i c a . Springer. 7.h o u\\ n L1 < \\u .248 ModicaMortola example A reference for the BV theory is W .l i m F .M o r t o l a We now come to the theorem of ModicaMortola: T h e o r e m 7.2./ sin(7rr) dr. l d For that purpose. Weakly Differentiable Functions. (7.t. (i) We first want to show F(u) whenever u ~+u n < lim inf F (u ) n n (7. Let v oo otherwise.1) Proof. Therefore H^n °Un~.2. New York. we put 1 f h (t) := .1.u\\ n L1 —• 0 as n —• oo. Then w. to L (M ) convergence F = T.r.2) n—*oo \nL (R ).2. 1989. t G » . G T M 120.h {t)\ n <\st\ for all n G N .3) Also lim h (t) n = (7. F{u) := { t L \ oo 1 d ] D U l = * l  Z ? U  1 U € B V ( R d ) otherwise.
1.7) thereby completing the proof of Tconvergence.3).1. We shall pro ceed in several steps: (1) We may assume u G C o ° ( E ) . ip(h) = 0 on R \ JB(0. d lim F(u ) h h—•O Applying Lemma 6. there exists a se quence (tXn)nGN C L (R ) converging to u in L ( R ) w i t h x d 1 d x d l i m s u p F n K ) < F(u).5) by (7.3 on dominated convergence.2. (2) We now want to show that i t suffices to verify the claim for certain step functions.2. (7. This inequality will be much harder to show than (7. we may find Uh G C™(R ) (take a smooth (fh w i t h (fh = 1 on B(0. (7.u(x)\ dx = 0 = F(u).2.2.1. we may indeed assume u G Co°(R ). \Du\ by (7. (ii) We want to show that for every u G L ( E ) .2) is trivial.2.2. Then \Du \ sin(7rnw ) n n d > 2 lim inf / n—>oo J^ n—+oo = 21iminf / n—oo J \D(h ou )\ n n > = f F(u). n 2 n 249 ou n u 7 T < /i ou /i ou n n n L 1 f L 1 .3.7. By a slight extension of the reasoning of Theorem 7. ^ ) . however. \D(f \ < 2 and multiply the mollification of u with parameter h by tp^) with d d h d lim / \uh(x) . and (7.2).2.1.4).6) because otherwise F (u ) l i m i n f F (u ) n n = oo. h ou n 2 u 7 T L 1 0 as n oo (7.2 This shows (7. and Lebesgue's Theorem 1. We may assume u n G H {R ) n n h2 d for every n G N .2).2.2. n—•oo (7. £ + 1).2. .2 The example of ModicaMortola We now obtain .5) and Theorem 7.
}   by Lemma 7. l ) then implies / Ju \Du(x)\dx^ d I Ju oo [u^^l^dt r »±l * E l / = . w i t h this property.u (x)\ n 2 < —. + i . v n < u(x) < £ i / .0 0 OO J / " n l ^ w L v j * E v— — oo oo 1 ^l u _ 1 (^»)Li = 2 t>= — oo ^ l l X { t i > t .1. . For every v G Z.2. n n—>oo If t . n n n and for all x \u(x) . we assume u e <7£°(R ). n . we may then choose t .ModicaMortola example d By (1). By Sard's theorem. then u ( x ) = — . n D We choose iV(n) G N with iV(n) > (nmax \u\ + 1) and put N(n) 1 ^ t/=AT(n) The preceding inequality implies limsupF(u ) < F(u). n G N . w i t h v n v n and satisfying v+l n The coarea formula (Theorem A . for almost all t G l . u~ (t) l = {x : u(x) = t} is a hypersurface of class C ° ° . Therefore n s u p p u C suppu.
2. (7. u = an X (7.1. (3) I n (2). Let n G N . with lim _>oo a = n n 4>n{x) : = fjy ^ + nsin (7mx(«))} * n 2 6e £/ie onedimensional analogue of F . Lemma 6.1 (cf.1).e.8) with ft bounded and dft of class C ° ° . l . Since the general case is completely analogous. Thus F(u) = an d . we only consider the case N = 1.1 then implies that i t suffices to prove the claim for the functions u .7.1. where eo is given in Lemma B . dft) < p). na G Z . n (7. We need the following auxiliary result: d L e m m a 7. Then there exist Lipschitz functions \n • R —• R XnW = 0 /orKO for t> ~= \/n / o r O < K .2 The example of ModicaMortola 251 Since u is assumed to have compact support. we have reduced the claim to step functions n N 2=1 where the fti are disjoint bounded open sets with bound ary dfti of class C°°. therefore lim / \u (x) n — u(x)\dx = 0.10) n—+oo fl" . the signed distance function d(x) as defined i n Appendix B is smooth on {x G R : dist(x. for simplicity.f .2. Thus. let a Q G R . n n G R.2.2.9) We let 0 < p < €o. XnW = 0< n(t)<a X n «n and 4 l i m s u p 0 ( x n ) < ex. i. Lemma 7.1.
12) / u(x) .15) .2.2.2.8)) lim and u B) E : = {x € R : d(x) = t}. (7. Thus (cf.2. We choose a sequence with lim a n—»oo and na n n = a. sin(n7n/ (z)) = 0 n for x e R \ d fi . l . (7.2. = 0. We put fi := jxefi:d(x)<^=J n and w (a:) : = Xn(d(x)) n w i t h %n as in Lemma 7.1 and proceed with the proof of the theorem. We also let (as in Appendix We note Du (x) n = 0 .2.2.1.1.u ( x )  dx = 0.ModicaMortola example We postpone the proof of Lemma 7. € Z as in Lemma 7.13) n converges to u in L .2. n 1 (7.11) Then u (x) n n = 0 n for xeR \fi n d « (x) = a 0 < u (x) n for X G fi \ fi for x e fi n <a n We also note lim I f i J . (7. (7.14) n and Dd(x) = 1 for x € fi n by Lemma B .2. t d (7.
16) We now construct a solution of (7. Vn] + [0. This is (7.7.16).2.o.16) with the desired properties: w.1 and Lemma B .The EulerLagrange equations for <fi are n n •^x" = 7rnsin(7rnx) cos(7rnx).2. a > 0 (the case a < 0 is analogous).l. We put i 2 *n(0 : = / ~ I 7o n ^ 1 ^ r I +sm (n7T5) y 2 ds Vn : = </>n(c*n).2.2 The example of ModicaMortola Then lim sup F ( u ) n n 253 = limsup / ( l D U n { x ) l + nsm (n7ru (x)) n 2 \ \Dd{x)\dx l i m s u p ^ ^Xn(*)l 2 + n s i n 2( n 7 r X w ( )) j t > rft by Corollary B I (coarea formula) < limsup n>oo sup y)<t<^= 0 (Xn)*Etd_i J n y 4 < a = F(u) by Lemma 7. n : [0.9)).2.g. Then 0 < rjn < We let Xn A=a . We choose ci = £ in (7. l (cf. (4) I t only remains to prove Lemma 7.7). 2 2 (7. and these are implied by ^ X ' = s i n ( 7 m x ) + ci.2.2. a „ ] . (7.2.1: The idea is of course to minimize 4> {x) under the given side conditions on x.
/3 (which then are absolute minima. Then xn is of class C and Xn (0 = ^ . 98 (1987). (5). Mortola. Anal.2. U.1 follows.2. Un esempio di r~convergenza. which plays an important role in the theory of phase transitions: Let fl C R be open and bounded with Lipschitz boundary. Boll. Modica. 14B (1977).I. 28599.254 ModicaMortola n example 1 be the inverse of i/j .M. Mech. Modica and St.17) We extend Xn to R as a Lipschitz function by putting Xn (t) = 0 for t < 0 for t > rj .2. 12342 Let us also quote without proof the following result of L . cit. (7.+ sin>7r (*))J Xn . because W is nonnegative) d + F {u) n := { In (£ IP«(*)H + nW(u(x))) v oo a dx for u e H™{Q) otherwise and Fo(u) = { ° h I oo 2 c H^ ll u f or BV(Q) and for almost all x G E otherwise u e .d. References L. L.+ n ( . The gradient theory of phase transitions and the minimal interface criterion. Arch.+sin (7rn nW) n \n X b 1 2 X 2 i n + sin (7rn n(0))' X n b y X 2 2 (7. Modica.. n Xn(0 = « n Then <MXn) + nsin^(7rnxn(0) I ^ ^ v ' (f> / 1 ' . Rat. loc.e. and Lemma 7.17) = 2 / io f — h sin (7rns) 1 ds V™ / q. W : R —• R be continuous with precisely two zeroes a.
I n order to gain some control over the transition hypersurface T. Namely. one has to consider nonsmooth level sets as well and appeal to some general results about BVfunctions and sets of finite perimeter. Minimal Surfaces and Functions of Bounded Variation. 2 l 8 ) a meas A\ + /3 meas A y 2 = 7 meas ft. The existence and regularity theory for such minimal hypersurfaces may be found for example in E. A l though this regularizing term disappears in the limit it still has the effect of regularizing the hypersurface T along which the transition from a to (3 occurs.18). pp. al beit with an arbitrarily small weight. I n particular.2. . A minimizer then is of the form for A\ C ft for^Cfi / p ? n l o ( ? .19).2. A\ and A2 and hence also T are completely arbitrary. (7. However. except that we cannot apply Sard's lemma anymore.r. because even for a smooth function u.2. J \ \Du\\. a and (3 need not be regular values. be minimized.1. with a < 7 < (3 (w.o.2.t L convergence. Birkhauser. Thus. Y may be very irregular. The interpretation of Modica's theorem is the following: Consider first the problem L under the constraint W(u(x)) dx —• min —1_2/ meas S f a = such that Ai U A<i = ft.19) u thus jumps from the value a to the value (3 along dAiilft = dA2C\fl =: T. (7. Then F is the Tlimit of F w. assume a < (3).19). Boston 1984.2 The example of with co= Ja 1 0 n ModicaMortola 255 W2(s)ds. This means that T is a socalled minimal hypersurface.g. and in fact one passes to the limit where this weight vanishes so that one preserves (7. 2 Q n . The proof is similar to the one of Theorem 7. u (x) = 7. the hypersurface of discontinuity of the minimizer u now is constrained by the requirement that the B V norm of u. 3134. one adds the the regularizing term f \ \Du(x)\\ to the functional. apart from the preceding relations (7.l.7. Giusti.2.
1 7. d . Modica for d = 1. Prove the preceding theorem of L .2 Try to construct bounded sets in R that do not have a finite perimeter.256 ModicaMortola example Exercises 7.
1 1 257 . Then by Sard's theorem.l) (1) We first show the result for a linear map / :R — R > (w.g.R).R) d d d d d = ^ J — OO {EnirWl^dt. Let u G C # ( R ) . for almost all t G R. f Joo 1^(0 rifled*. R G 0 ( d .l. Let 7r : R —• R be the projection onto the first coordinate.o. = [ XE 0 } . (A. / ^ 0). and thus. We may find A G G/(1. T For every measurable subset E of R . u(x) = t} d has onedimensional Lebesgue measure zero. d C u := {t G R : 3x G R : Du(x) = 0.Appendix A The coarea formula T h e o r e m A . w~" (0 is a smooth hypersurface by the implicit function theorem. l (coarea formula for smooth functions). 0(d.R) Gl(d. we have by Fubini's theorem \E\ where \E\ t Gl(d. R ) f w i t h I = A O 7 o R. We then have for every open ft C R 1 d / \Du{x)\dx= Jn Proof.R) := {A € := {d x dmatrices A with real entries and det A /  A = A~ } (orthogonal group).
Then / u (x) div (p(x)dtdx t / JR D tt(x) div (/?(#) dx = / JR<* JR u (x) div ip(x)dxdt . and / is linear.2) Since \A\ = dZ.3) By definition of S and the implicit function theorem. U := {x G R We put U t : u(x) > t} " f Xt/ 1 Xn*\c/ t t at > 0 i f * < 0. u (x)dt. Since R is orthogonal. we likewise have oo / oo lEniTW^I^eft. Since we assume supp<£ C R \ S .258 Appendix A is the Lebesgue measure of E. u d \(p\ < 1. t Then u(x) = / JR Let G Q ° ( R \ S ). we may apply the divergence theorem to obtain d d u d u / div(p(x)dx= Ju t / J(dU )nR \s t d u (f(x)n(x)d(dU )(x) t and / jR*\U div(p(x)dx= t / J (dUt)r\R<*\S (p(x)n(x)d(dU )(x). (2) Let S t u = {x G R d d : Du(x) = 0} for t G R. (A. 0 R \ S is a hypersurface of class C . this is the coarea formula for linear maps. JR t d u (A. oo We then change variables via s = At and obtain lEnR'on'oA'^s^ds / oo {Enr'is^ds. t u .I RS JR JR by Fubini's theorem.
(A. there exists a countable set T\ C R with the property that for all t T i lim n / JRd Xt . JR (A.5).4) (3) We now prove the reverse inequality.6) *°° Let U? := {x e R d : l {x) n > t}. we obtain / JR d \Du{x)\dx= [ JR \S d u \Du{x)\dx< [ I ^ W L i ^ .1 d T := Ti U T .X?l = 0. by Sard's theorem and the implicit function theorem.5) ^°° lim n / jR d \Dl \= n [ JRd \Du\. As noted above.7) ~ > 0 ° where \t is the characteristic function of {u(x) > t}. there exists a null set T2 C R such that for all t £ T 2 . We put n . 2 .(t)nR \S \ _ dt u d 1 since we assume \(p < 1 JR JR Taking the supremum over all such (p. (A. We let l piecewise linear maps w i t h lim n n : R d — E be > / jR d \l . We use this in (3) (recall the definition of Ut) to obtain — / JR d Du(x)ip(x)dx = / JR d u{x) div (p(x)dx <p(x)n(x)d(dU )(x)dt t u = [ [ Jm Jdu nm \s d t 1 d u < / \ . By (A. and Xt the one of {l (x) > t}.u\ = 0 n (A. u ( £ ) is a smooth hypersurface of class C .The coarea formula t 259 where n(x) is the exterior normal of U .
1. (A.e.2) and (A.2.V * ) ! ^ ! * < l i m t a f jf I ^ W I ^ dt < lim inf / n>oo J Rd R d \Dl (x)\dx n = / Du(x)dx. l l ) easily imply the claim.6).ll) (A.2)..8) Rd \div g(x)\dx./0{M*)>t} n(x) denoting the exterior normal of {l (x) n n > t} <K (t)\ _ d 1 +^ Thus.4) and ( A . We let M : = J n > n 0 (A. e > 0. . q.9) div g(x)dx — j J{ln(x)>t} div g(x)da <M (A.?ds<5. x (A. (A.d. for t <£ T.2.10) div g{x)dx + < / / 1 (*)>*} 2 div g(x)dx + e J{1 = j g{x)n(x)d{d{l {x) > t}) + e. By Lemma 7.Appendix A Let t e R \ T . From Fatou's lemma (Theorem 1. there exists g £ CQ* with \g\ < 1 and div g(x)dx + .8) and (A. . We choose no so large that for e / Then for n > UQ / J{u(x)>t} \XtXt\ (A. 10) imply [  X t . we obtain / I t i .
q. n n (A. Q C R open.12) for g. By considering g+(t) : = m a x ( 0 . 241760. l i f g is the characteristic func tion of an open set and similarly i f g is the characteristic function of a measurable set. Federer. Geometric > Measure Theory.The coarea formula C o r o l l a r y A . Springer.12) holds for \ A in place of g. New York. 26871. the repre sentation in (A. See H . (A. d . Then [ g(u(x))\Du{x)\dx= in f Joo d 261 d # : R » R integrable.d. g(t)\u~\t) DQl^dt. We thus assume g > 0. Let now (p )neN C R with + n lim p n = 0 n—*oo X) Pn = OO. it suffices to consider the case where g > 0.e.12) follows from Theorem A . (?(*)) g~(t) : = m a x ( 0 . n=l oo and put inductively A := d n I x € R : g(x) > p + ] T ^ x ^ (x) n Then for all x € R oo 0(x) = ] T p X A ( z ) .12) Proof.13) n=l Since we observed that (A. pp. Let u e C$(R ).13) in conjunction with Beppo Levi's Theorem 1.1 on monotone convergence then implies (A. g(t)) separately.l. n Remark A. I t holds more gen erally for Lipschitz functions u : R — R. l . 1969. since always g(t) = g+(t) — g~(t). The coarea formula is due to Federer. (A.2.
after a further rotation of coordinates.% ) . We rotate the coordinates of W* so that the x coordinate axis is pointing in the direction of . 0 We now assume that dft is of class C . We put d d M \ _ / dist(x. x .dft) W~ \_dist(x. # 0 can then be represented as d 1 (B. .Appendix B The distance function from smooth hypersurfaces We also need some elementary results about the (signed) distance func tion from a smooth hypersurface.l) with x = ( x . it becomes diagonalized.y G R .2) D f(x ) 0 2 = 262 . y y and interchanging the roles of x and t/ yields \d(x)d(y)\ 2 <\xy\. and let be the tangent plane of dft at xo. 0 0 Q 2 1 1 d 1 2 ( Kl 0 \ (B. Namely. for x.) .y .y 4. we find 7r G dft with d(t/) =  j / — 7r .n ( # o ) . and therefore. I * some neighbourhood U(xo) of #o.?r  = x . .7r  < x . The Hessian D f(xo) is symmetric. Df(x' ) = 0. . Let #o € dft. hence d y y < \x . Let n ( x ) be the outer normal vector of ft at #o. Let ft C E be open with nonempty boundary dft. where / G C ( T i D C/(x )). .y\ 4.0ft) : if x G ft ifxGE \a d d is Lipschitz continuous with Lipschitz constant 1.
3) =1 The outer normal vector n(x) at x G dfl f l ^ ( X Q ) has components TZ(X') n'(x) = ^ ' ^ ' . 0 is a hypersurface of class C .. .and (B. d u 2 x 2 Bi n an = x = B n an 0 2 2 of radius r/. pu£ k d and that dfl is bounded and of := { x € R : d(x) = r/}. K d . \i*\<\ of a normalized representation / of d Q at #o as above then have to lie between — . They are invariants of dfi. . . there exist two unique open balls B B with B C fi.. Kd_i.i are the eigenvalues of D f(xo).dl (B. . Suppose is open in R class C with k > 2. 2 (B. d (B. vMso. is a centre of such a ball. . .e. ..The distance function from smooth hypersurfaces 2 263 K I . d . The mean curvature of dft at #o is 1 H ( x o ) = d _ 1 1 E 2 ^ = rfn /(^o). I n particular 0 —n'(x ) = for t . TTiere exists eo > 0 (depending on dQ) with the property that for M k < c. i= l. there exists e > 0 with the following property: Whenever \rj\ < e for each x$ £ d f i . . . . JB C R \ f i . . and are called the principal curvatures of dQ at x$. The eigenvalues of the Hessian D f(xo) i.8) for the principal curvatures K i . .6) L e m m a B . l . A (B. • • > x 1 d _ 1 d — ( l + Z?/(x'))' (B.) = (#' = ( x .7) Proof Since d f i is compact and of class C ..i.1. I f a. lim 12. For rj e R. .4) n (a. . and they do not depend on the special position of our coordinates. .5) ) ) . j = 1 .1 = ^ 1 ^ .
by uniqueness. i f \rj\ < e. We consider the vector field V(x) = The Gauss theorem yields / J{0<d(x)<rj} Dd(x). Since d(x) = d(x we have Dd(x) . these balls depend continuously on #o € dft. (B.8) and since \q\ < e. Since d is Lipschitz w i t h Lipschitz constant 1. d 0 (B.9) is the unique point in dfl with x — 7r  = We once again employ the coordinates used for the definition of / and rewrite (B.9)). we conclude \Dd(x)\ and Dd(x) k 0 k x  ~ rjn(xo)) = 77. f{x'))d.Kid(x) 0 \ DF K \d(x) d by (6) .U(XQ) = — 1.n(x'.g. take n > 0 as the case n < 0 succumbs to the same reasoning.d(x)) (((T Xo n C/(x )) x R) . each x € is the centre of such a ball. and the level hypersurfaces Y> are of class C . d) = {x\ f(x')) Then F G C f c _ 1 . For (B. we may w.264 X Appendix B then #o — K . Thus. (B.o.7). divV(x)= / JHo K(x)n(x)d{E }(x)+/ 0 K(a?)n (x)d{E }(ar) t t > . and n x = x 4..n(x)d(x) with n(x) : = x n(n ) x (B. k v 1 Thus d e C locally. Also. = 1 =n(x ) 0 € C*.l. By the inverse function theorem. R ) and at the point 0 ( 1 . det D F ^ 0. x' and d therefore locally are C functions of x (cf.ll) V 0 1/ By (B.10) (x' .9) as x = F(x'.
e. Since the measure of { 0 < d(x) < 77} goes to zero w i t h 7 and 7 V{x) = n(x) V(x) = n^x) (B. . for x G E = dQ 0 for x G £ 7 ? . q.The distance function from smooth hypersurfaces 265 where is the normal vector of pointing in the direction opposite to n. pp. Giibarg. 3546.d. 2nd edition.7) easily follows. Trudinger. 1983. Springer. N. Elliptic Partial Differential Equations. Berlin. References D.
We assume that F : [a. For that purpose.e. can formally be incorporated in the vari ation of F . This latter variation. and to investigate how the space of solutions depends on this parameter.8 Bifurcation theory 8. however.1.1 Bifurcation problems in the calculus of variations We wish to consider a variational problem depending on a parameter A. 6] x R x R x A —• R d d 1 is sufficiently often differentiable so that all derivatives taken in the sequel exist. by transforming the integral. a = a(A) 6 = 6(A). Often. 2 and finally.1. 266 . Remark 8. one has / = 1. One may also impose boundary conditions depending on A. u(a) = ui(X) u(b) = u (\). i. one may vary the boundary points themselves. We thus consider A is supposed to vary in some open set A C E . one may simply assume that F is of class C°° in all its arguments although that is a little stronger than needed in the sequel.
1. (8.1 Bifurcation problems in the calculus of variations Let T(.6(Ao).4) +F (t.2 and 1.1) can be solved for u in terms of u and i. ii(t).1) as L\u = 0. Equation (8. u(t). . We abbreviate (8. u(t). u{t). u(t).u(T))dT dr(t.u(t). ii = Fpp(t.Then .u(t).F (t.6(A) 267 / Ja(X) F(T. X)u(t) (8. A) . u(t).u(t).e. we shall assume det F (t. u X)u(t) (8.3) implies that (8. u(t).1. A)} =:f(t. u(t). A) .8. As established in Theorem 1.X). ti(t). pu 1 u(t). ii(t). for some fixed Ao.2) In the light of Theorems 1.X) pp ^0 (8.6(A)] be a bijective linear map. pp u(t).2.1.2.1.1.u(t). A) dt r b(X ) 0 yields a parameterdependent variational integral for v w i t h fixed bound ary points a(Ao).1.1) + F ( * .1. pt u(t). ii(t). A) of class C satisfies the EulerLagrange equations 2 F (t. A) = 0.1. a critical point u of / ( • .&(Ao)]»[a(A).3) for all functions u occurring in the sequel.1 of Part I . X)u(t) + F (t.4 and Lemma 1.F (t.3. pu pt u u(t).tl(T). ii(t). A ) " {F (t.1 of Part I .A):[a(Ao).
A) < A) if 6 I{u 2 y n A) < 0. Critical points of Q satisfy the Jacobi equations ^(F (t. 2 2 2 2 ly. A) 4 ~s 6 I(u.1.7) F i (t.1. ii.1. r ) r ) 4 2F p 'nV + F uVV} A pp Xy U XyU dt.1. u. we had established the expansion d I(u 4 sr). (8.268 Bifurcation theory see (1.1.11) . From the expansion (8.3 of Part I .5) in its dependence on the parameter A. A) = 0. A) and J\ the second one.9) Of course. with d 6 I(u.\)r) pp + F (t.A)=0. however.u.1. For a critical point u of / ( • . ds' x ls=0 (8.10) of Part I .R ).10) No such conclusions can be achieved.5) The topic of bifurcation theory then is to study the space of solutions of (8. 2 (8.2.u. A) = Q (n) x := ^ p p F(t.8) F (t. J\(u) is called the Jacobi operator associated w i t h the critical point u of / ( • .1. u { t ) . u.X)rji7jj u uj (8.6) we see that I(u 4 si/. A)r) .u. We also observe that J\(u)n d_ = —„L (u 4 srj) .u. A). we should briefly comment on the relations w i t h the Jacobi theory introduced in Section 1.\)rjirjj p UJ A)cft. b f Jx(u)n:= { F . (8.1.u. A) = J(u.u. u{t) + + 2F t (t.F (t. y (8. Before approaching this problem from a general point of view i n the next section. A) and rj G Dl(I.u.u.u. u(t) 4 sn(t). pu u.1. X)rj = 0.77. if 6 /(u.1.6) f J b r/. pu uu \)rj) (8.\)r)ir)j}dt. a==0 = / 4abbreviated as {F i j{t.2) thus is equivalent to u(t) ~ / ( t .u. (8. this is not surprising since L \ represents the first variation of / ( • . A) + o(s) for s » 0.
3).77. the same also holds in the present infinite dimensional context.e.1. and consequently 770 also solves (8.2 of Part I .2 2 H^Hc (7) — 1By the ArzelaAscoli theorem. i.1 Bifurcation problems in the calculus of variations 269 Now by Lemma 1. let us consider C ( 7 ) . u.1.1.t the parameter r .e 0 77 — <£>(£. one easily deduces that the space of solutions of (8. From this compactness result. (8. For concreteness. the space of Jacobi fields is always finite dimensional. in particular continu ous). u. This indicates that Jacobi fields play a decisive role for deciding about the minimizing property of a critical point u of / ( • .13) is a linear equa tion for 77. after selection of a subsequence.1.1.5). Jacobi fields satisfy Jx(u)rj = 0. (8. analogously to (8.) Now suppose that we have a sequence (rj ) ^ of solutions of (8.3) implies that (8. (8. (8. The reason why this is possible in our variational context is that under our assumption (8. In fact.t 77.e. Thus (since the uniform limit of derivatives is the derivative of the limit). A). n l n 2 n n e 2 . for example n ne 2 2.13). A) = 0.8) can be solved w.r. (8.1. are solutions of the linearization of the equation L\u = 0 satisfied by u. in finite dimensional problems. the assumption (8.1.1.3.1.1.8. or it indicates a nontrivial bifurcation as A varies in the vicinity of Ao. for a Jacobi field 77 that vanishes at the boundary points a and 6.I n the next section. we shall see that under appropriate assump tions. Namely. Namely. (f] )neN then converges in C (I) to some limit denoted by 770. the presence of a nontrivial solution of the linearization of a parameterdependent equation L\u = 0 at some parameter value Ao either results from a nontrivial family u(r) of solu tions of L\ U(T) = 0 by differentiating the equation w. (8.1.1.r.11) holds.13) then i m plies that (77) £N converges in C°(I) (as it follows from our assumptions on the differentiability of F that ip is smooth. the bifurcation problem will be reduced to a finite dimensional one via LyapunovSchmid reduction.4).12) i. i. This also indicates that Jacobi fields will play a decisive role in analysing the bifurcation behaviour of L\u = 0 as A varies.1. 77.13) (Although this is not indicated by the notation.13) (for fixed A) that are bounded in some appropriate function space like C (I) or W (I). and so the space of solutions is a linear space. ( 7 7 ) N converges in C (I) to 770.13) has finite dimension.
(8. we need an additional assumption. We consider the derivative of L\u w.4) ker JAO(^O) = { 0 } tor some Ao G A .r.3) We first consider the case where Lu Xo 0 =0 (8.e.2. i. u. those values of A where the structure of the solution set changes.t. no bifurcation can occur at Ao. . Then there exist neighbourhoods U(\Q) of Ao in A and V(UQ) of UQ in V such that for all A G U(\Q). The aim of bifurcation theory is to study the set of solutions u of (8. We assume that J\ is a Predholm operator of index 0.5) We shall see that in this case.2. J {u)v x : = (D L {u))v u x : = ^ L ( u + tv)^ A 0 (8. I n order to arrive at concrete results. We have Banach spaces V.2) for v € V.t. and a parameter space A . and furthermore that there exists a canonical isomorphism ker J A ^ coker J . A) H+ L\u.2 T h e functional analytic approach to bifurcation theory We consider the following general situation.r. we have: T h e o r e m 8. W. Let L\ uo — 0 for some Ao € A .2.2. We consider a parameter dependent family of equations Lu x = 0.1) with V x A> W (u. to u and A so that all subsequent expansions are valid.e. We assume that A is an open subset of some Banach space. ker J A ( ^ O ) = { 0 } .2. i.2. there exists a unique u € V(UQ) with 0 0 Lu x = 0. uo G V.2. to identify the bifurcation values of A.270 Bifurcation theory 8. We assume that L\U is sufficiently often differentiable w.1) as A varies.Namely. UQ € V.1. and to investigate that structure at such bifurcation points. that ker JA and coker J\ are of finite and equal dimension. A (8. (8.
t. and in this situation. and the implicit function Theorem 2. (8.Ao). q.4.7) K := ker J \ ( U Q ) is onedimensional. i.2. V(uo) and a map U(X ) 0  V(u ) 0 A i+ u(X) such that Lu x = 0 precisely i f u = u(X).e.d. the variable u of the map VxA>W (u.r.2. 0 The assumption that this kernel is onedimensional may look restrictive.2 The functional analytic approach to bifurcation theory Proof.6) (8. we can already see the typical phenomena of bifurcation while avoid ing additional technical complications that arise for higher dimensional kernels.r.1 implies that the equation L\u = 0 neighbourhoods can be locally resolved w.5) JA 0 : V  W is an isomorphism. there exist J7(Ao). Since J\ implies that 0 271 is assumed to be a Fredholm operator of index 0.8. A) i—• L\u is an isomorphism at (tto.e.t. Thus the derivative w. We next consider the case where Lu Xo 0 = 0 (8. I n the sequel.2. u. we shall assume for simplicity u = 0 Q . but it is typically satisfied in variational problems.
2. and we consider n(V) as a subspace of W. I n particular.272 Bifurcation theory (which can always be achieved by changing the dependent variables in our equation by a translation).d. Thus.2. q.8).3) we then conclude that DA\ is an isomorphism. (8.2.1).8).2. 0 0 0 i.2. 0 .3. From the definition of K and TT and (8.2. A\ is a local diffeomorphism.10) = 0. the derivative Proof. The derivative is computed as DA v Xo A o = J A o f + 7r(v) for v G V. we shall also usually write J\ in place of J\ (uo) = J\ (0). according to (8.2. (8. 1 . (8.2.8) and in view of (8. We consider the map A Xo :V^W u LA W + 0 n(u).2.10). TT(0) x U (8.11) The Fredholm operator J yields a bijective continuous linear map be tween V\ and W\ because of the decompositions (8.e.9) = Jx (V) 0 = JAW).2. I n the sequel. w € V i .9). then n{u) = £. i f u = £ f w with £ € K. we may also write W = K®W with W We denote by :V+K the projection onto K according to (8.2. 2 . and its inverse is likewise continuous (by Definition 2.3).e.9). We may write 0 0 o V = K®V U (8. L e m m a 8 . (8. DA\ = DA\ (0) : V —• W is an isomorphism.
Since the image of IT is assumed to be onedimensional (and in any case finite dimensional as J is supposed to be a Predholm operator). (8. A ) = 0.A) = 0. 0 (8.2.A ) = 0. Thus. 273 By Lemma 2. as 0 i4(0. (8.A))=£.e.3.14) will then give L tx(£.2.> W (tx. A (8. We have in particular u ( 0 . 7r(0) = 0 (remember txo = 0). A (8.\) i. Ui(0) of 0 in W such that for all A € V ( A ) and £ G t / i ( 0 ) .15) since L\ 0 is o = 0.2. A\(0) is a local diffeomorphism.2.16) (8. we may consider £ as a scalar quantity. In this notation.4.1.17) which is the equation that we wish to solve. I n the sequel.A) for the solution tx of (8.13) A{u{t.2 The functional analytic approach to bifurcation theory We now consider the map A: V x A . We denote A . 0 0 (8. we have reduced our bifurcation problem to a finite dimensional problem.4.2. with a G l . A) >+ A\(u) := L\{u) + 7r(tx). we shall thus let £ vary only in K. = £.2.2.\)A)) The aim now is to find £ with = Z T(«tf.2. there exists a unique u e U(0) with 0 A(u. We may therefore apply the implicit function Theorem 2. £ = a£o. the image of TX.12) there exist neighbourhoods U(0) of u = 0 in V. Consequently. there exists a neighbourhood V(Ao) of Ao in A such that for all A € V ( A ) . because (8.14) We write tx = tx(f. where £o is a generator of K.2.13) L n + T T ( U ) = £.8.13).
a and A. 7r(u(£.r.f ^n(d u)a x 2 2 4. i. (8.21) near £ — 0. A)) = 7r(0) 4.19) Lemma 8. at a = 0.2.14) w. A = AoWe let d u.25) .t.18) Since £ G K. A = Ao. Remark 8.A)) = £ (8.2.2. Since 7r(0) — 0 and since. I n order to interprete the terms in this expansion.2.2.2. The Taylor expansion of (8.2.7r(d u)a 1 a 4 n(d\u)/i 1 (8. a yields J du Xo a + 7T(d u) a = ^ (8. we may write (8.2. A — Ao by d u and d\u. a 0 (8.r.f higher order terms that also involve / i . i. a respectively.16).2.r.r. as we do not assume that A is onedimensional. a and A. A))£ = a £ 0 (8. respectively. d\u be the second derivatives of u(a£o> A) w.) Differentiating (8.22) — a£o = f terms of higher order in a and / i . a. and likewise d\ u be the mixed second derivative w.2.2. d u = £ > hence n(d u)a £.t. One differentiation yields Jx(u)d u a + 7T(d u) a = Zo.274 Bifurcation theory the derivative of u(a:£o> A) w.20) We are now ready for the essential point. also 0 </A £o + 7r(£o) = £o.14). by (8. we differentiate (8.2.r.e L u(t x A) 4.2.20).1.2.2.higher order terms in a only (8.7r(n(£. Higher derivatives will be denoted similarly by corresponding symbols.16) then is 2 x £ = 7r(u(£.t.e.22) as a 0 a 0 = ir{d\u)fji . at a — 0.t.23) f 7r(<9^ u)a/i . 0 (8.1 then implies du = £ .24) twice w. a and A. (Note that A in general is not a scalar quantity. respectively.2. namely the asymptotic expan sion of the equation (8.t.
as will be discussed below (see Lemma 8.2.8.2. the first term in the expansion of Q in (8. I n a variational context.9). 2 We now discuss the simplest case of a bifurcation. J\ represents the second variation.2 The functional analytic approach to bifurcation theory 275 and differentiating once more gives DJ {d uf x a + Jd u x a 2 + 7T{d u) = 0.2.29) is equivalent to 0 = a + air 0 2 + £(*. and so DJ\ represents the third variation of the variational integral.2.2. r ) . I f ^ > 0.2.2. p) 2 (8.32). and so we get 0 a n(DJ e ) = *{d u).33) .32) We assume ao 0. a\ : = ~7r(d u).2.2. 2 y (8. We keep / i fixed for the moment and write (8. a 2 (8. 2 x 0 a (8. Likewise. and so on. and we then have TT O J \ — 0. Also. we have two solutions T i . r.2.31) is equivalent to the one of 0 = a fair . i. becomes 0 = at 0 2 + ait r 2 2 + t E ( t . r. We may also denote that projection by 7r. T 2 . 0 2 (8. ao : = 7v(d\u)p.f £(£.26) We put A — Ao and project onto K in the decomposition (8. (8. d u = £o. if the third variation vanishes on the Jacobi field £o> then 7r(d^u) can be expressed by the fourth variation. r. /2).29) with £(£. (8. ji = : £ /i.2. r.2.2. then there is no solution r of (8.31) We shall now see by a simple application of the implicit function theorem that the bifurcation behaviour of equation (8.28) and (8. this can be derived from a suitable assumption about the variation of L \ as a function of A.31) as 0 = a + a i r . 0 2 (8. (8.2. p) = : #(£.2. (8.28) of course means that a\ ^ 0.2.23) We put a : = tr.27) Thus. whereas for ^ < 0.2.24) can be expressed via DJ\. from (8.20).e.2. if d u vanishes.2). namely where 7T{d ii) a 2 2 ^ 0. ft for t 0. ft) = 0(t) for fixed r.30) For £ ^ 0.
and L\u is smooth in u and A.276 We consider the case ^ E(0. i.2.2. T J ) ^ 0. whereas _ $ ( 0 .2. t 0 2 (8.2. ^ > 0.2.r<(t)) = 0.17).32).e. 0 (8.2. there is no solution of (8.2.33). because of a .2. replacing ft by —ft changes the sign of ao and thus interchanges the cases ^ > 0 and < 0.32).2.1).16).e. (8.37) In the other case. the bifurcation behaviour in case 7r(9^n) ^ 0 ( (8. and we wish to find the solutions of L\u = 0 in the vicinity of 0 as A . of (8. for some £ > 0 that satisfy $(t.2. hence (8. T ( £ ) of (8.28)) is completely described by the simple quadratic equation (8.2.22). 0 < t < £.34) (8.2.2.38) as above. 2 (8.2.33). A)i • where V.35) The implicit function theorem then implies the existence of (locally unique) functions n{t) : >R for i = 1.2. Of course.2.2. T 2 < 0 w i t h the solutions of (8.1) for t ^ 0.2. Thus. W are Banach spaces and A is an open subset of some Banach space. x (u.30).£. As # ( 0 .2. T i ) = 0 f o r i = 1.2. ai We summarize our result in: T h e o r e m 8. we have Bifurcation theory T I . hence (8. for the parameters A = A + t Jl. as promised. We consider a parameter tions Lu x dependent family of equa = 0 (8.30) implies that for sufficiently small \t\ ^ 0.36) We have thus found two solutions T I ( £ ) .2./2) = 0. i. hence (8. We suppose that L0 Xo = 0. a i ^ 0 and (8. V x A>W L u. (8.
2 The functional analytic approach to bifurcation theory 277 varies in the vicinity of Ao. 7r(d u) as scalar quan tities. is assumed to be onedimensional. we assume that there is a canonical ker J and we let ir:V^kevJ Xo A isomorphism (see (8.2 below).42) (nonvanishing of the third variation.10)).2.d.40) We assume that there exists some ft with a 0 : = 7T(d u)ft x (= j v(u(Q.2.2.2.2. and also 2 a i :=7T(dlu)^0 (8. thermore that dim ker J A o We assume fur = 1 (see (8. (8. (8.41) (see Lemma 8.f t ft of Ao with the property that for 0 < t < e. (8. the image of 7r.2. Then there exist e > 0 and a variation X = Ao .2. Remark 8.2.45) but n(dlu) ^ 0. (8.3)).43) equals the number of solutions of the quadratic equation a + aT 0 X 2 = 0.2. see Remark 8. we have simply considered ir(d u).8)(8.44) q.8.2.46) .2.e.1). there exists a neighbourhood U of 0 in V such that the number of solutions u € U of 2 t t t Lu Xt = 0 (8.2. t Ao + t/2)) =o) ^ 0 t (82.39) = coker J x (J Xo = J (0)) Xo be a projection as defined above (see (8. Since kerJA . (8. 0 2 x We now consider the case where ir(d u) a 2 = 0.2.L {u dt x + *v) t = 0 .2.7)). With J\{u)v := (D L\(u))v u L = j.2.
2.2. / i 2 Furthermore.3. A ) / + higher order terms.2. r.278 (8. 6 . For t 7^ 0.2.54) (8.23) then becomes 0 = ir(d\u)ii 4.2.50) 2 + h{dlu)T 3 0 3 + 3 Z{t. / i ) .47) as 0 = t (7r(a w)/ii6i + TT(dl u)fi b T A )X 2 2 3 (8. /x = £ 6 i / i i f £ 6 / i . assume the general conditions (8. We summarize our result in: T h e o r e m 8.2. this is equivalent to 3 0 0 = a + air + r Again + E(£.2. with we assume that there exist parameter 7T(9AU)/XI + 0. 0 3 (8. for fixed r.2 below) (8. / i i . with parameters b\. (8. (8. We assume that there exist /ii. variations / i i .47) w a i For a complete description of the bifurcation behaviour./i 2 with 7r(9 w)/ii + 0 A (see Lemma 8.2.38){8.51) E ( t .2.T^ fl )) U =: c t (a f a i r f r 0 . / i i .52) As before.f E(£.2.2. 2 (8.46)). As in Theorem 8. r . 2 2 (8. / i ) ) .2.48).40). but ir(d u)ii x 2 2 2 2 = 02 (8.53) In particular.^7r(dlu)a 3 Bifurcation theory + 7 r ( ^ a . this time we need to consider a two parameter variation.2. we may thus invoke the implicit function theorem to conclude that the qualitative description of the bifurcation behaviour is furnished by the solution structure of the cubic equation 0 = a f air4r .2. / i i .2. and rewrite (8. / i i . 2 with c = ^ T T ( ^ ^ ) 0 3 0 (see (8. locally there exist at most three solutions. but 7r(<9 u)/i = 0 A 2 .48) and K(dl u)ti2 )X 3 + 0. / i .2.49)).2.2. r.55) *{tiL \v)ii2 t + 0.2.2. {8. / i ) = O(t) as £ > 0.49) We put a : = t r . {see {8.
X XQ there exists some \i with A o + t M AO) fa) (:= 7 r ( i L u(0. We abbreviate At = AQ . A )) 0 T = 0 ). a\. Differentiable Germs and Catastrophes.) Then for every J S G R . Cambridge Univ. 2 279 Then there exist e > 0 and a twoparameter X = A + t%fn t 0 2 +t b ^ (8. Press. the bifurcation of the zero set of a cubic polynomial depending on the parameters ao. Notes 17. T h . In the same manner. Brocker.57) equals the number of solutions of the cubic equation a + aiT + r 0 3 = 0. there exists a neighbourhood Ut of 0 in V for which the number of solutions u G Ut of Lu Xt = 0 (8.56) suc/i that for 0 < £ < e. (8. LMS Lect.2. Cambridge. In order to discuss the assumption (8. The general idea is that the singular behaviour at a bifurcation point.2.2 again.2 The functional analytic approach to bifurcation theory variation of Ao.2. one may also identify conditions where the bifurcation behaviour is described by other socalled elementary catastrophes. (8.54). The higher the order of the polynomial involved. however. we provide L e m m a 8.) What we are seeing in Theorem 8. (82.2.59) (Again. the more independent parameters one needs.2.2.2.d. 2 (8. (ao = ^TT(d\u)bi^i/u(dl u).3 is the socalled cusp catastrophe (in the language of R.2. AQ .58) noting Remark q.ai t = 6Tx(d u)b fi2/n(daU).8. Assume that for every (3 = TX(D L U(0.60) Proof.41).2. The singularity arises because that hypersurface happens to have a vertical tangent plane over the solution space at the bifurcation point. there exists some /i with Tx((d u)v) x . as the image of TX is assumed to be onedimensional.g.2.f t/j( as A is open.e.f tfi € A for sufficiently small \t\). . in particular the nonsmooth structure of the solution set at such a point. we write (3 in place of /3£o and consider it as a scalar quantity. Thorn (see e. 1975). Thorn's theory of catastrophes)./?. as classified by R. x 2 8. is simply the result of the projection of a smooth hypersurface in the product of the solution space and the parameter space onto the solution space.
Lichtenstein. Since D L\ = J . ^ * t M ' o)t=o (D L u U 0 A o A o A o )^u(0.61) (u. 86 (1995). and was developed in X.d. 1991. Math.e. W . A an open subset of some Banach space) near ( u . x o A ). LiJost.t. A) i» L\u. 468990. Phys.«(€. Eindeutigkeit und Verzweigung von Minimalflachen.2. Bonn. Peng.14) Bifurcation theory LA. A ) t t = 0 . (V. 5162. As before. J.2. A ) with 0 0 L uo Xo = 0. The reduction of a bifurcation problem in an infinite dimensional set ting to a finite dimensional one is an example of the LyapunovSchmid reduction which we now wish to discuss. Trans.62) .) a. A T ) + A )) T = £ .(We take /? in place of (3 in (8. X . 349 (1997). we consider a parameter dependent family of equations L\u with V xA*W = 0 (8.2. 0 and by assumption (8.59).280 By (8. and 7r o J = 0 by definition of 7r. applying 7r to both sides of the preceding equation gives ir((d\u)ti) = n{D Lx )u(0. W Banach spaces. Taking the derivative w. The approach to bifurcation theory presented here originated with L. Bifurcation near solutions of variational problems w i t h degenerate second variation. X . Untersuchung (iber zweidimensionale regulare Variationsprobleme. 28 (1917). LiJost. Thesis. 114.2. we may find fi for which the righthand side becomes /3£o. Jost. t at t = 0 and £ = 0 gives n((d u)fi) x = ^(L A t w(0. (8.r.59). A )) t L 0 A t = 0 = ~ ~ ( . LiJost. AMS 347 (1995). see also X . Manuscr. Bifurcation of minimal surfaces in Riemannian manifolds.2. Correction ibid. Math. Monatsh.
(8. € V i .1. (8. New York. because the image of TT. A ) = D »L {v" 0 v Xo 41/) : V x Wi 0 is an isomorphism by definition of V i .) We let TV : W + Wo be the projection defined by the decompostion (8. near ( n . 0 W 0 finite dimensional. A ) .TT)L U X = 0. . Methods of Bifurcation Theory. and we have seen an instance of this in detail in the preceding for the case where Vo and Wo are onedimensional. Springer. v v'.2.64) (R denotes the range of an operator as in Definition 2.2.67) Equation (8.<p{v'. and we have decompositions V = V 0 Vi 0 (8. at v" + v' = uo. J.2. we may find a unique 0 0 v" = <p(v'. A general reference for this and other topics and methods in bifurcation theory is S.0. A e A.63) 0 0 W = W © Wi.64). N .8.1.66) Thus u = v' 4. Therefore. D »g(v".2. Then our equa tion L\u = 0 is equivalent to TXL U X = 0 and {Id . we write L\(v" + t / ) = 0(1/". (8. (8. 0 . 0 and with X := VQ X A. A)) . Chow.2. Thus J\ {u ) 0 is finite dimensional. we assume that J\(u) = D L\(u) V : = ker 0 0 is a Fredholm operator.\) with {Id TT)L {V' X 4. Wo. W\\ namely it is simply J\ (uo). This is a LyapunovSchmid reduction.2 The functional analytic approach to bifurcation theory U 281 Again. A) with v € V .4.2.65) We first consider {Idn) : Vi x V x A W i . considered as a map from Vi to W\. A) solves L\u = 0 if and only if irL\{v' + <p{v\\)) 0. Hale.3. by the implicit function Theorem 2.67) is a finite dimensional system of equations. 1982. Then. is finite dimensional. with W i = R{J\ {u )).<p(v'.2.
2 j F(t. i ( t ) ) i i ( t ) + F pt u pu ( t .2) This variational problem is of the type considered in Section 1. for A 7 0.u{t)) t p F (t. By (1.u{t).F (t. the corresponding EulerLagrange equation is computed as j F (t.3 T h e existence o f catenoids as a n e x a m p l e o f a b i f u r c a t i o n process We consider the variational problem I(u)= with F(£.1. u{t).1) (8. a < t < 6. Therefore.7) of Part I .f u .3. u) = u \ A + u .1 = 0.3. According to Theorem 1. 2 p t 2 (8. the general solution of (8.3. Crit ical points are socalled minimal surfaces of revolution.3.u(t))dt Ja (8.1 of Part I .3.u(t). I(u) with F given by (8.2) is the area of the surface of revolution ob tained by rotating the curve u(t).7 ^ = ^ " \ A + u . hence = constant = : A. we have F . = 0 which in the present case becomes y/l f 6 2 l T ^ 2 2 2 dt V v / (v TT^ ) or equivalently / 2 3 + .1. u{t).4) = constant. u(£)) . since F = 0.1 of Part I .3.4) is ^ u{t) = A cosh A . u(i). about the taxis.u{t)) u = F pp (t. u(£).3) nix .0.i i . v IT^ / 2 (8.iiF in our case F = u\/l . u. u(t))tz(t) + F (t.282 Bifurcation theory 8.u{t).
e. Here A ^ 0. Thus. and we may assume A > 0 as the ease A < 0 is symmetric to the case A > 0. For the sake of normalization. since to just represents a translation of the independent variables.3. we consider the interval I = [—1. In the sequel. Also.3. V and W shouM differ by two orders of differentia bility. although the space L will always play some aux iliary role.W )L* 2 = J wi(t)w (t) 2 dt .6) ^ 1 + i 2 ( n . we need to choose appropriate Banach spaces V. In order to use the general theory of Section 8. and the minimal surface of revolution obtained by revolving u(t) about the taxis is called a catenoid. k+2 P W = W > (I) k p x E for some k. t . we may assume to = 0. 2 2 2 (WI. i.2. (8.p 2 or spaces of differentiable functions V = C* (I).) L . 2 (8.3.3 Example: bifurcation of catenoids 0 283 with parameters A. u(t) = A c o s h ^ .1]. Otherwise. The boundary values are real num bers.?x(f) — A cosh j On the right hand side.e. . we shall denote the scalar product in L (I) by (•. i. 2 W = L (I) 2 x M .7) but the reader should also convince herself or himself that the other choices work as well. A ) f _ > (vTT6*) " ^ ~ Aeoshl.8. possible choices are Sobolev spaces 2 V = W ' (I). 2 2 + 2 W = C (I) k x E .5) The curve u(t) is called a catenary. we shall take V = W ' (/). Here. W and A = E and consider the operator L x : VxA^W (it (8. we have a differential operator of second order and a Dirichlet boundary condition. and so W should contain R as a factor as we have two boundary points.
(8.w 2 Bifurcation G L (I).5).3.{ sinh { 2 (8. the equation J (u)v x we need to solve = 0.11) cannot be satisfied by V\.f tanh {v(t) + ^v(t) = 0 (8. 2 2 2 theory on 2 The scalar product (wi.l ) = v ( l ) = 0. I n order to determine the kernel of J\(u).W ) W = (WI. Theorem 1.4) w.10) is generated by Vi(t) v (t) 2 = — sinh j = cosh j .3. the parameters A and t (at to = 0).3.5). we put uo(t) cf.t.3. The space of solutions of (8.3.3.W )L* 2 is obtained from the scalar products on L (I) The Jacobi operator is given by J\(u)v = D L\(u)v u 2 and on E . (These solutions are simply obtained by differentiating the general solu tion A cosh (^x* ) °f (8.3.3.3. + S I .9) This is equivalent to v(t) .8 2 2 x E 2 for w x = w = (w .s x 2 2 2 (wi.11) v ( .j sinh j .13) We agreed above to consider only positive values of A. 2  ( M r * ) ( 8 ' 3  8 ) by (8. cf.w 2 W = L (I) € K ). (8.3. and so we have to find out for which values of A 1 0 v(t) := v (t) = cosh { . and this equation has precisely one positive solution which we denoted by Ao.s ) 2 G L (I).10) (8.12) satisfies v(l) = v(—l) = 0.) The boundary condition (8. and likewise. = A cosh (J^j 0 ' .3.s . (8. This is the case precisely i f A = tanh A.284 for wi.r.3 of Part I.
in fact of class C°°(I).3. as in Corollary 2.J cp) 2 Xo L = 0 (in the same manner as the equivalence of (8. = X O : W (I) 2 2 22 L L (I) 2 x R . namely that any solution v of (8. Con sequently.4.3. 17782.1. In the sequel. (8.) Thus i f w G Ro(J\ ).8. 7 and by Lemma 1. We shall now identify ker J ( u o ) and coker J (t*o) as required in (8.11) are av(t) with a G R and v(t) given in (8.ip) w = (J\ v. Of course. where .3.16) and noting that cp is smooth and v and <p both vanish on dl.3. but since that would lead us too far astray. K . this is equivalent to v being a solution of the Jacobi equation.3. we shall need a little regularity result.3).denotes the orthog onal complement in the Hilbert space L (I).3 Example: bifurcation of catenoids 285 The only solutions of (8. 1978. I t can be found in most good books on differential equations or functional analysis. 2 2 2 If w G Ro(J\ ) R(J\ \H > (I))I J\ v = w.(p) 2 0 L = (v.12).3. 5th edition.1 of Part I .3. (8.3. i f v is of class C .2.2.7).15) of class L (I) is automatically smooth.15) is equivalent to 2 2 for all 1 G C n i ) . pp.3.14) We call v a weak solution of the Jacobi equation i f for all rje Cg°(J). Yosida.g. then for all cp G ker J 0 0  E there exists v G H ' (I) with 0 A o (w. As we are dealing with a onedimensional problem here. A o 0 (8. We shall simply write J in place of J\ (uo). we omit the proof.15) and (8. then also w G (ker J ^ ) .. this result is not too hard to demonstrate. Berlin. e. Functional Analysis.10). SpringerVerlag. i f we denote the closure of a linear subspace M of L (I) x R 1 1 0 2 2 2 . According to our choice (8. we consider J as an operator Ao Ao A o 0 A o J . and so we have dimker J ( u ) = 1.
we have shown that ker J A o = RoiJxo). 1 Since.4. we have L A() 0 A o A o ^(^Ao^) = 0 only for v G H ' (I).3.17) is formally selfadjoint We note that this depends on the fact that J in the sense that (v. Namely.3.. then f vi/ < (/) is bounded.J w) Xo = (J v. . i f for (Vn JnGN C (ker J A J 1 C W ' (I)..18) if e. Regularity theory also implies that R(J ) Xo 2 2 2 2 is closed.1. according to Corollary 2. if IT denotes the orthogonal projection onto ker J = coker J . and so we may integrate by parts to get (w. but not for all v G H ' (I). A o 1 we may also consider Ro(J\ )~ identification as coker J . then also Bifurcation theory Ro(Jxo) Conversely.weH ' (I). then for all v e H ' (I).2. if w G Ro(J\ ) (= 0 0 ± C (ker J A J . this implies that w is smooth.2 inasmuch as we identify coker J here with Ro(J\ )' and not with R^JXQ)^. Altogether.. Therefore. J\ v) 0 w = (J w.3. in the present situation. v. The situation here is slightly different from the one in Section 8. This is for example relevant for the argument of the proof of Lemma 8. Xo A o v) w for all v G H$ (I) 2 and hence w G k e r J .2.g. 2 2 1 (w. 1 ( ^ o ^ A o ) ) " ) . A o A o (8.w) Xo (8. J\o^n 2 2 we have — fni 2 2 2 n and f n converges to fo in L {I) 2 x E . ^A ^)vy = 0 By the regularity result mentioned above. 2 2 Remark 8. and so we get the required ker J A o 2* coker J .2.286 by M . we have the decomposition L (I) 2 = Ro(Jx ) Q L 0 L2 (BRoiJxo).
the second derivative of L \ .3. (Atanh { ?)(£) . Since here the projection TT is given by the orthogonal projection in the Hilbert space L (I) x E onto ker J ( u o ) . . the image of J\ index 0. we need to compute o\7 .1.42).3 Example: bifurcation of catenoids By Rellich's Theorem 3.e. J is a Fredholm operator of Our aim is now to check that the assumptions of Theorem 8.3. for our Jacobi field v given in (8.e. 0 is closed. Thus.v(t) = . v converges in W ' (I).2. 2 \ 1 . ir(d u) ^ 0. d ( 1 .1.cosh ^ . i.2 hold. V 1 A2 c o s 1 7TT 2 Vn cosh ^ n + "J! n ' dt ^ c o s h i ^ nn + To 1 h ^ = fn. no = Aocosht/Ao.8.27).2.. i. 1 V 287 n then l 2 Prom the equation.3.3) and inserting (8. we obtain 2 Ao Q J T / w x d ( 2 • 3Atanh^ . after selection of a subsequence.e. 2 2 n also converges in L (I).e. i. 2 t2 . In order to verify (8. v n converges in and the limit VQ then satisfies J\o o v = /oA o Thus. 2 Thus. which is generated by the Jacobi field v.2. 2 By (8. we compute 0 2 2 Ao 2 0 1 cosh A 3Atanh . we have to project this onto the kernel of J\ (uo) and check that the result is nonzero. according to Remark 8.12). we simply have to verify that the L . 3 0 I /  cosh ^ 3 cosh' j by an integration by parts 3v(t) « .v(t)) cosh A Now with v = cosh j — j sinh ^ . 2 \ . v) w i t h v is nonzero. Starting from (8.4. 2 dt.2. i. we have A tanh j v(t) . we then see that v W ' (I). v = cosh tjA — t / A s i n h t / A . i.e. Thus.6).product of dJ\ (uo)(v.
3.3.41). where Ao is so chosen = 0. A t ) + 7r(n(£.r.3. i. At (8.3. We then differentiate (8. in the notations of Section 8.22) f T J .3.12)).288 and so (dJ (u )(v.3.t.3.21) w. we have to verify that it{d\u) ^ 0.v) 2v L = 0 = fi. Here. the onedimensional space generated A o by v(t) = cosht/Ao — t/Ao sinht/Ao (see (8.6).23) d\u(l) Then (J\ (u )d u. and IT is the orthogonal projection in L (I) that v(l) = v(l) However.2. we put i / := A cosh^ 0 0 and choose the family X such that t At cosh ^ = vo + tfi.v) Xo 0 L2 Bifurcation theory = < 0. since ^(Acoshi) 0  A = A o 2 onto ker J . £ = 0 to obtain J (u )d u Xo 0 x (8.2.e.3. (8.3. We start with (8.21) In the present case L \ is given by (8. Thus. (8.20) A of parameters.14).v).2.2 L n ( £ .^ \\ \\ L ( / ) v 2 (d\u. Thus.19) We finally consider (8.f tfi employed in Section 8. indeed ir(d u) a 3 > 0. t at t = 0. 0 =0 by choice of A (see (8.13)). this v can be taken as the £ of Section 8.2. Thus.v) 2 0 0 x L = d\u(l) =j + ^ c Q s ^ 2 _L ( W^J dxU ^ ^^ 0 dxU{t)Ht)dt .At)) = £. we shall need to employ a variation of the parameter somewhat different from the family At = A . w i t h d\u = ^t)\t=o f ° t r a suitable family (8.
whereas for u ( l ) = u(—1) > A o c o s h ^ . but hopefully this example can serve to illustrate the general scheme. Extremverhalten der Stabilitat von Catenoiden als Rotationsminimalflache.2. Theorem 8.20).3. 26370. Springer. O. Berlin. Berlin.e.3. t v Exercises 8.2) near Uo(t) = A o c o s h ^ : For boundary values u(l) = u(—1) < A o c o s h ^ . Giaquinta. Hildebrandt. Teubner. We thus have verified all the assumptions of Theorem 8. Wenk. _ 2 A cosh ~ ^ 0 0 = 0 v(l) < 0 for fi < 0. (8.g.3.4). we may find two solutions. 1994. not requir ing u(l) = u(—1)) is given by H . The catenoids are frequently discussed in books on the calculus of variations. Calculus of Variations.e. Equation (8.2. 1996. 1909.23) then implies = TT^TQ V)V 2 ^ 0. Bolza. i. Bochum. e.2. Of course. I .2 thus describes the bifurcation behaviour of the solu tions of (8. (8. St. Leipzig. A discussion in terms of bifurcation theory also in the case of not necessarily symmetric boundary conditions (i.3) or (8. this may also be verified directly without going through all the abstract machin ery of Section 8. ll ll L ( / ) i.Exercises 2rd u(t)v{t)\ _ cosh x A q 1 l v 289 integrating by parts and using J\ (uo)v 0 = v(l). 366 and I I .1). Vorlesungen uber Variationsrechnung.e.22) in place of the family At = Ao + tfi). there is no solution (at least in the vicinity of no). p. or M .3.3. Diplom thesis.2 (for the family X defined by (8.3.3.1 How many parameters are needed for a complete description of the bifurcation behaviour of the roots of a fourthorder polyno mial? . the critical points of (8. pp.
3. we take two points p. and consider geodesic arcs between p and q of length A. What happens at A = 7r? Does this fit into the framework described in Section 8. Determine the value no for which a bifurcation occurs.2 Bifurcation theory Consider the problem of finding critical points I(u) = J u(t)^/l U(K) + 1 u(t) dt 2 = U(—K) = 8.290 8. length minimizing arcs.) Consider geodesies on S as in Chapter 2 of Part I .e.q G S w i t h distance d(p. More pre cisely.2? 2 2 . (Hint: This problem can be reduced to the one considered in Section 8.3 for a parameter n > 0. q) = A. i.
r. we have had am ple opportunity to realize that variational problems are typically and naturally posed on some infinitedimensional Hilbert or Banach space. but being finite dimensional. I n Section 3.t. Such a space is not locally compact anymore w. I n the remainder of this book. the weak topology. i t was still locally compact so that we had no difficulties finding limits of subsequences for critical sequences.2 of Part I . we pre sented existence results for unstable critical points of functionals F of class C on some finite dimensional Euclidean space R . I f one searches for minimizers.1 T h e P a l a i s .1 of Part I . I n Sections 2. so that the previous strategy encounters a serious prob lem.S m a l e condition In this chapter.e. but any convexity assumption excludes the existence of critical points other than minima. because of the continuity of DF. we also presented examples where variational problems could be reduced to such finite dimensional problems. this problem can be overcome by introduc ing convexity assumptions as we have seen in Chapters 4 and 8.  F ( x )  bounded) stayed in a bounded set. Also weak topologies do not help much as the functionals under consideration typically are not continuous w. satisfying DF(x ) —• 0.3 and 3. This chapter will consequently be independent of Chapters 48 of the present Part I I . we take up a direction that has already been presented in Chapter 3 of Part I . namely the search for nonminimizing critical points of variational problems. We only needed a coercivity condition on the functional guaranteeing that a critical se quence ( x ) N (i. The domain was a little more compli cated than E .r. its Hilbert or Banach space topology. 1 d n n € n n d d 291 .t. however. The local compactness of R then allowed the extrac tion of a convergent subsequence whose limit XQ satisfied DF(xo) = 0.9 The PalaisSmale condition and unstable critical points of variational problems 9.
\\DF(y)\\ a ayP p> a Then the families (U ) o and (N ^)s>o are fundamental systems of neighbourhoods of K (i. . Then for any a e E K a := {x e V : F(x) = a. := P  J {zeV\ xeK a x*<p} (p>0). N .1. and N j are neighbourhoods of K for p > 0 respectively < > 0. We say that F satisfies the PalaisSmale condition.e. < 6} (6 > 0).e.1.6 := {y e V  \F(y) . For a G E. ) be a Banach space. Suppose F : V —• E satisfies (PS). Suppose F : V — E satisfies (PS).1.a  < 6 . we put > Ua. We also have: L e m m a 9. if any sequence ( x ) n € N C V satisfying 1 n (i)  F ( x )  < c n for some constant c /orrwoo subsequence.1. abbreviated as (PS) .d.e.S m a l e condition which we now formulate: Definition 9. each neighbourhood of K contains some U . a a a p a Proof.1. (ii) \\DF(x )\\>0 n contains a convergent Note that a limit XQ of such a subsequence satisfies DF(xo) is a critical point of F) because DF is continuous.Concerning the same prop erty of the i V 5 . I n other words we do not require the compactness of arbitrary bounded sequences on our space — which is impossible as argued — but only of critical sequences.2. A direct consequence of the definition is: L e m m a 9. and some N j). I f is clear that U . q. F : V —> E a func tional of class C . This is the idea of the P a l a i s . Let (V. I t follows from the compactness of K that each 5 neighbourhood of K contains some U . the lack of compactness of the underlying space must be compensated by an assumption on the functional that guarantees the appropriate compactness of critical sequences. DF(x) = 0} (the set of critical points of F with value a) is compact. = 0 (i. let us assume on the contrary that there exist a neigh bourhood U of K and a sequence (y ) ?$ w i t h y e i V ± \ (UDN L) a P a a a a a P a < a n ne n a a .292 The PalaisSmale condition Nevertheless.
(PS) implies that a subsequence of (y )nen yo e K C U. F. Suppose 1 DG{x) ^ 0 for all x with G(x) = (3. for all n. 3.1. (3 G E . As in Sections 2. We shall now do so in stages of increasing generality. (•.d.3. sequence We say that F satisfies (PS) relative to G = (3 if every ( x ) n € N C H with G(x ) = (3 and satisfying n n (i)  F ( x )  < c n for some constant c 0 \\DG(x )\\ n 2 ( for n —+ oo contains a convergent subsequence.1 and 9.2. One simply intersects the corresponding sets w i t h {G(x) = (3} and replaces DF by its projection to that level set.• >) be a Hilbert space. contradicting the openness of U. is a critical point of the restriction of F to G(x) = (3. 3.1. re sults analogous to Lemmas 9. For each 2 . in order to find critical points of a functional.1. we shall also encounter the situation where we want to find critical points of the restriction of some functional F to the level hypersurface G(x) = (3 of some other functional G.1.* R functionals of class C .e. A limit xo of such a subsequence then satisfies G(x ) Q = f3 (9. Of course.e. we shall need a relative version of the PalaisSmale condition which we shall formulate only for the case of a Hilbert space: D e f i n i t i o n 9.9.1) and \\DG(x )\\ 0 2 i.2 of Part I . We start w i t h a functional F : H —• R of class C on some Hilbert space (H. For that purpose.1.< •.G : H . •)) that satisfies (PS).1 The PalaisSmale condition n 293 converges to some q. a In our applications below. one needs to construct (local) deformations that decrease the value of the functional except at or at least away from critical points. Let (H.2 hold in the relative case.
0 ) ) ^ 0. a solution of (9. there exists a unique solution tp(u. called the gradient of F at u.5) need not exist for a l H > 0 because i t . we have found the prototype of a deformation that decreases the value of F except at its critical points.5).t))^il>(u. First of all. We now consider the (negative) gradient flow induced by F : —i/>(u. i f £>F(u) = D F ( ^ ( u . however.T)dT \\DF(ip(u.294 The PalaisSmale condition u E H.0) = u.1.4) 1 Since F is assumed to be of class C . i t can therefore be identified w i t h an element V F ( w ) of H . (9. for all critical points of F .e. Thus.2 and Corollary 2.1.8) DF(i/>(u. 0 ) ot V>(u. the above flow will need some modifications and generalizations.1. Moreover.1. DF(u) is a linear functional on H.1.4. 2 2 (9.1.T))\\ 2 dr by (9. = F(u) + jT = F(u)< F(u) f Jo r))dr for all u (9. by Theorem 2. For technical reasons.2. and by Corollary 2.3) (9. £ > 0.4. i. * ) for sufficiently small 5. t) satisfying the semigroup property V>(M + s) = ^ ( M ) . i ) ) = F(u) + J* ~F{^{u. ip(u. Thus.3) for t > 0. for t > 0 (9.1. t) = VF(V>(u. I n particular.1.e. (9. for small t > 0.1.5) (9.9) i.1.3.t) = u Finally F ( ^ ( u . VF(u) satisfies DF(u)(VF(u)) \\VF(u)\\ = £>F(u) = \\DF(u)\\. DF and hence V F are of class C in their dependence on u. V F is locally Lipschitz.6) Because of the Lipschitz property.7) w i t h V F ( u ) = 0.2. (9. i f u is not a critical point of F .
2 = VF(iK«. 1) C F _ Q a e C (9.1. 5)) whenever 0 < 5 < t.1.8) and also a i)(u.1.t) = u ifF(u)a > c .1 The PalaisSmale condition 295 may become unbounded in finite ' t i m e ' t . r ) )   ) DF(^(u.5) by J^(M) Of course. and satisfies (9.1. More generally. V F ( w ) = V F ( u ) for   V F ( u )   < 1 and   V F ( u )   < 1 for all u) and replacing (9. (9.6) now exists for all t > 0. for given eo > 0 and a neighbourhood U of K we want to have a flow ip(u.t)) = F(u) < F(u) T r / (   V F ( ^ ( u . the solution of (9. we still use (9.11) and the following more explicit local decrease of the value of F : For a E R. r ) )   d r Jo for t > 0.7).e. 0 (9.1.9). we have F(0(u.1. t) with (9. we put F : = {veH a I F(v) <a}. for all u.t)).1.l)cF _ U[/. t)) < F(V>(u. Next.7) for all s.9.1. and as in the derivation of (9.10) if tx is not a critical point of F .12) (9. we wish to localize the construction near a level a. we get F(iKu.t > 0.10). We want to find 0 < e < e w i t h 0 ^(F a + e \ U. (9.1.1. . Equation (9.6). (9. This can be easily remedied by using the Lipschitz function 7 : M 7 T](S) + = { > M 1 for 0 < s < 1 1 for 5 > 1 s + and putting VF(u) :=n(\\VF(u)\\)VF{u) (i.1.8) also still holds.1.13) ^(f/. Thus.1. Since VF(u) < 1 for all u.
1)) < a + c .1.15) for a .1. (9.16) and the properties of 77.« C U atP C t/ . a solution ip(u. as well as (9.(meas {0 < r < 11 i/>(u. (9.1. r ) iV }) 6 . (9. t)).14) (for the latter i t was necessary to require (p > 0). from (9.17) since we assume u G F . p > 0 w i t h tfa. t) = y>(F(V>(u. using (9.1. From the definition of N j.12).11) also is clear from the choice of (p. we are using (PS)!). M 2 (9. 1)) > a .1.r) ^ N f Without loss of gen erality 6 < 1.T)))Z?i!'W«. we may find 6. a 2 p CU Q (9. (9.17) then yields 2 2 } a F(i){u.e. t)) ~a\<e and therefore <p(F(i/>(u. for all 0 < t < 1.r))dr d T Jo f JO v »(i W«.1. By Lemma 9.s)) if 0 < s < t for all u. I f 0 < c < f and u G F and i f F{i>(u.t))) = 1 As before.1.16) d — F(V(w.r)) dT . 2 <a + e [ min(l.s\ > e 0 for a — s\ < ^~ for all 5 Again.7) for all 5.l)) f = F(u)+ = F(u)/ 1 for all 0 < t < 1.T))i7(VF(V'(u.t > 0.14) a + C F(V>(tx.18) (here.1. t)))VF(1>(u.1. (9.1.19) . thus \\DF(ip(u T)\\ > 6 whenever ip(u.8) and (9.13).1.2. we may now compute F(i>(u.1.1. .1.1. (9.t) exists for all £ > 0 and satisfies (9.296 and of course also The PalaisSmale condition < F(i>(u.r) )(ir Jo a + C 2 (9.14) We let (p : E —• E be Lipschitz continuous w i t h (p(s) = 0 <p(s) = 1 0 < <p(s) < 1 and replace (9.1.10) by ~*P(u.1. We now verify (9.DF(^(u.
is even in u for all t (i. then also t/>(u.t) u £ H and with = ip(u. F(u) = F(—u) for all u). F(^(u. r ) ^ 7V 5 for 0 < r < p. from (9. </>(F . 0) = it /or all u E H (ii) F(tp(u. Let F : H — R be a C functional > H. a K a := {v e H : Let eo > 0 and a neighbourhood U of K 0 < e < to and a continuous family be given. 1) ^ (7.t)) is nonincreasing in t for all u G H (iii) tp(u.18). r) fi N j} a > p. then also F(IJJ(U.12). F(ip(u. for 0 < e < min(±€§. = a. then also ip(u.t)) = F(ip(—u.9.  p 6 ) .s + t) for all s. 1)) < a + e . if ^ ( u . we have for v G H \ U dist(v.1. and put F A 2 on a Hilbert space : = {v G H : F ( v ) < a } . Since 8 d t ^ M < 1.e. Thus. (9. we get (9.N s) a condition 297 I := ' 1 inf w€N ai6 —w ) > p. 2 (9. 0 Q+c a € a+c Q C t)) . 1) fi t / . In conclusion. i n particular for u G (iv) 4>(u.t) = u whenever \F(u) — a\ > e .1. for all t (v) </>(F \ U. a< (9.1.1.t) = u /or a// t whenever DF(u) = 0.p < r < 1.t))). then a meas {0 < r < 1 1 ip(u.1. 1) C F _ . if either tx fi U or 0(tt.19).1.20) therefore. satisfying (PS). 1) C F _ U [/ (vi) IfF(u) is even (i.1.21) Thus.13). DF(v) = 0} . oo) + H with the semigroup property ip(ijj(u. s). Therefore. 1) fi U. i f u fi U or i f ^ ( u . Let a G R.e. Then there exist rj): H x [0.r) fi N j for 1 .p<5 <a~e 2 2 i f we choose e < ^p<5 .t > 0. (i) 0(w.1 The PalaisSmale From (9.1. i f u fi £/. and similarly. we have shown the following deformation result: T h e o r e m 9.
w ) = —VF(u) in the even case.(u.1 in two directions. K = 0.d.VG(v)) = 0 for all v G H.1. we may choose U = 0 in Theorem 9. G(v) = (3.(\\V F(u)\\) G (V FW(u. 1 . VG(i>(u. G 2 G K°>P := {v G H  F(v) = a. G t)). We wish to find critical points of the re striction of F to G = /3.d.G(v) = (3}. 1) C F a € for some e > 0. First. •)) with F satisfying (PS) relative to G = (3. We obtain: T h e o r e m 9. We then have GWM)) = <p(F(i. i.1. Let a G R.1.1.( V i ^ V G ( K ) ) lVG(«) K J 2 K J K (9. I f K a a + C .1.) q.2 on G = f3. we have another C functional F : H —• R w i t h 2 DF(x) ^ 0 for all x with G(x) = 0. C o r o l l a r y 9 . (9. since (V F(v). then there exist a deformation I/J with the preceding properties and a V (F > Proof. 1 . := {veH\F(v)<a.23) ' in place of V F ( u ) . Therefore. V F(v) = 0} .t) now leaves G = /3 invariant. (•.15) = 0.1. we con sider the relative case.e. and V F ( .22) = 0.e. We shall now extend Theorem 9.1. for some given value (3 G R.2.G : H —• R beC functionals on a Hilbert space ( i f . We then perform the preceding construction w i t h V F(u) K G ' := VF(u) . where in addition to F . F has no critical point with value a.1. If under the preceding assumptions.298 The PalaisSmale condition (Property (vi) follows from the construction: A l l the auxiliary functions are invariant under replacing u by — u i f F is even. . the flow tp(u. t))) from the chain rule and the analogue of (9. q.e. Let F. We assume that F satisfies the relative (PS) condition of Definition 9. t)))r.
Let u u a a G / p (v) a :=dist(t.1)C F™. Dieudonne.3.g. a f T h i s holds for any open covering of a paracompact set. 1987. t) = u for all u G ip(u. i>{F°f . we can find w = w(u) with HI <min(l.£)) for all t..25) Since DF is continuous (as we assume F G C ) . see e.3. V is paracompact for example because it is metrizable.t)) is nonincreasing in t ip(u. (9. w satisfies (9.1. .1. we wish to extend the preceding construction to functionals on Banach spaces. Since {N : u G V'} is an open covering of V. Then there exist e > 0 and a continuous semigroup family 4.1. 1 Proof. A pseudogradient vector field for F is a locally Lipschitz continuous vector field v : U —• V satisfying 1 (i) H )   < m i n ( l .9. Let F : V —• R be a functional of class C on the Banach space V.1.1. Vieweg.24) (9.DF(u)) DF(u)(w) > \ min(DF(u). J .1 The PalaisSmale 0 condition 299 Let e > 0. We therefore need to introduce Palais' concept of a pseudogradient: D e f i n i t i o n 9. it possesses a locally finite refinement {M } f .t) = u for all t if \F(u) — a\ > eo \U. and let U be a neighbourhood of K®^ in {G(v) = /3}. U C V.25) also for all v in some neighbourhood N of u.24). For each u G V. so is F(i/>(. pp.:{G(v) satisfying (i) ip(u.\\DF(u)\\ ). t t = p}x[0.oo)^{G(v) = l3} Secondly. Grundziige der Modemen Analysis. in general one does not have a good notion of a gradient. Then F admits a pseudogradient vector field on V':={ueV \ DF(u)^0}. 2.1.V"\M ).   D F ( u )   ) (ii) DF(u)(v) > Imin( DF( ). 0) = u for all u G {G(v) = (3} (ii) (iii) (iv) (v) (vi) F(ip(u. Braunschweig. ) be a Banach space. 1 2 (9. L e m m a 9.£»F( ) ) U 2 J M M for all u G U. For a functional on a Banach space. 1) C F^ UU If F and G are even. Let (V. 269. second edition. F : U + R afunctional of class C .
i.300 p a The PalaisSmale a condition a is Lipschitz continuous.7 ( ^ .24). oo) —• V satisfying the semigroup property w. We therefore have to choose another Lipschitz continuous cutoff function 7 : V —• E with 0 < 7 < 1. (9. We put Pa(v) Since each v is only contained in finitely many M ^ . t) = u for all t whenever DF(u) — 0 ip(u. < ) ) (91.e.1. Then there exist 0 < e < 1 and a continuous family I/J : V x [0. 0 a+e a c a c Proof.t)) for all t. ((f )aei is a partition of unity subordinate to { M } . Note that we only need to require F G C . U a neighbourhood of K as in Theorem 9.3. in order to construct a locally Lipschitz pseudogradient field. t)) whenever 0 < t < s. 1) C F _ . ( V ( « . Then a a a a a a a V U () '' = Yla€lV<*( ) ( <*) U W U S O m e U « e M <* is a convex combination of vectors satisfying (9. replacing VF(u) by a pseudogradient vector field v(u) — except for the following technical point: Lemma 9. We then have the following deformation for C functionals on Banach spaces. 1) C F _ U U If F() is even. 1>(U.d. Ylaei = Also.25) and hence satisfies these relations. q.1. 0) = u for allu eV F(ip(u.1. too.r. so is F(ip(. (p = 0 outside M . and not F G C .1.t. 77 as before.t) = u whenever \F(u) . Let F : V —> E be a C functional on a Banach space V satisfying (PS). t ) )   ) ( V ( « . < ) ) v ( F ( V ' K t ) ) ) r y (   t . the denominator of (p is a finite sum. v(u) thus is a pseudogradient vector field for F. t > 0. 7(1*) = 0 i f u G J V j .1. 0 < ip < 1.a\ > e . u G H ip(u.1. We may then consider a j a = . because of the local finiteness of the covering. 7(14) = 1 for u G V \ N ^.26) U with </?. s)) < F ( ^ ( u . eo > 0.1.e. This has the additional effect that dj>(u.1. and a 1 (i) (ii) (iii) (iv) (v) (vi) ip(u. and p (v) / x = 0 for v £ M .3 asserts the existence of a pseudogradient field only on {x G V \ DF(x) ^ 0}. 1 1 2 T h e o r e m 9. for all t ^(F \ U. the (p are Lipschitz continuous.t) dt _ . Let a G E . The proof is the same as the one of Theorem 9.
2 T h e m o u n t a i n pass t h e o r e m W i t h the help of the deformation theorems of the previous section.e.0 0 . we refrain from doing so. Proof. we may also choose 7 even.) .s\ < m i n ( y . Let e > 0 be arbitrary. q. a c . we start with the trivial L e m m a 9 . Here. Choose e as in Theorem 9. however.3.1. the righthand side of (9. From the definition of a.This cutoff near K does not affect the rest of the construction. F(uo) DF(u )=0). 1 . and i t is therefore defined on all of V. F _ = 0. 0 F a + C ^ 0 . To illustrate this point.1. However. which is a neighbourhood of K . one may easily derive existence results for critical points of a functional sat isfying (PS). I t is possible. and not overly difficult. .I n order to take account of those. 2 .) 0 for a .1. Then U = 0 is a neighbourhood of K . Let F : V —• R be a C satisfying (PS). I f we then also impose the additional restriction «4 everything works out as before. If F is even.3 to the relative case and to obtain a result analogous to Theorem 9. to extend Theorem 9.s\ > min(e . 0 Q a = a. W i t h such a </?. then F possesses a critical point UQ with value a (i. If 1 functional on a Banach space a := inf F(u) > .1. there might still exist critical points of F in F \ N s. .9. Suppose that K = 0.t) G JV «.26) vanishes near any critical point of F . 9.e. while the evolution is the same as before (with v(u) in place of V F ( w ) ) outside N j.2. we strengthen the requirements on the above cutoff function (p to a a a + C ay p(s) = 0 (p(s) = 1 for a .2 The mountain pass theorem Q( a 301 whenever tp(u.d.
V)  7(0) = 0. To demonstrate this. 1 maps F ) into F _ . T€[0. the methods presented in Chapter 4 yield more general existence results for minimizers of variational problems. the existence of the desired critical point. which means the existence of the desired critical point. DF(UQ) = 0). 0 Q q. q. we now present the mountain pass theorem of AmbrosettiRabinowitz.e. r := { € C°([0.7(1) = Ui} . satisfy of Theorem 7Q0. Suppose F(0) = 0 and 1 on a Banach space (i) 3p > 0. We let e = min(/?. i.1.d. This contradiction implies K ^ 0 . However.1. ?/>(•. a + C a c a Of course./3 > 0: F(u) > (3 for all u with \\u\\ = p (ii) We let 3t*i with \\u\\\ > p and F(u) < (3.e. llll) satisfying (PS). Let F :V —• M be a C functional (V. sup F ( 7 O ( T ) ) < a + e.2. Proof. . there exists UQ with F(u ) 0 a = a. i.l)CF _ a c w i t h 7(0) = 7o(0) = 0 and 7(1) = 7o(l) = u\ by choice of e . Suppose again that K = 0 .1.1] while no such 7 can satisfy sup F(y(t)) «€[0. This contradiction implies K ^ 0 .e.1]) C F _ . if we apply the deformation 9.e. Choose e as in Theorem Prom the definition of a.3.11 < a . The strength of the PalaisSmale approach rather lies in its capability of producing nonminimizing critical points. and take the neighbourhood U = 0 of K .3.3 (v) asserts.e. f3 .1]. T h e o r e m 9. there exists 7 G T with a 0 0 9.302 The PalaisSmale condition Therefore. it is impossible that as Theorem 9. we obtain a path a c 1 ) 7 ( r ) :=V>(7o(r). the defor mation tp(.d.1.E(u\)).e. 7 Then a := 7€r inf sup r € [ 0 ) 1 ] F(I(T)) (> 0) is a critical value ofF (i.
1. and J \u\ too.2.4.2. (2) This family yields a minimax value a. so is — u. based on the deformation theorem.3) 2 ^ JQ This functional is a continuous functional on HQ' (Q).1). (9. that exploits some properties of F and is invariant under the deformation ?/>(•.2.2.2 The mountain pass theorem 303 Let us summarize the essential features of the preceding reasoning: (1) One chooses a family of sets.4) 1—• / Du • Dip JQ . the critical point produced is different from 0). 1). I f u is a solution. (9.2.3 as we assume p < j^. F is also differentiable. shows that a is a critical value. 2 < p < (respectively < 00 for d = 1.2) are the EulerLagrange equations in HQ (ft) for the functional y2 F(u) = \ f \Du\  2 f \uf.2. and therefore in particular. Let Q C R be a bounded domain. and from below through the constraints that the members of T have to satisfy (in Theorem 9.1) (9. P JQ 2 (9.2) means not admits at least two nontrivial identically 0). it suffices to verify the ex istence of one nontrivial solution. every 7 G T intersects dB(0.2). here T. and therefore a > f3 > 0. As an application of the mountain pass theorem. Then the Dirichlet problem Au+ \u\ ~ u p 2 d ^ = 0 in u = 0 on Q dn (9. JQ p 2 (9. p).2.2.2. because of the Sobolev Em bedding Theorem 3. we consider the fol lowing example: T h e o r e m 9. r € 0 x (4) A reasoning by contradiction. Therefore. with Q p DF(u)(<p)= Again (p j Du • Dip JQ j \u\ ' u(p. because J \Du\ clearly is continuous there. (3) a can be estimated from above w i t h the help of any member of our family r (a < s u p [ j F ( 7 ( t ) ) ) for any 7 G T). (weak) solutions ('nontrivial' Proof.9.
10).2.12) +j n \Du \ n 2 <c J 5 \Du \ n 2 . (9.7) (9.11) Since p > 2. 3 A (9. (9.13) H«nllHi.304 The PalaisSmale . Thus < ci and sup 1.10) In (9.3 for some constant c . whereas Jn is continuous. n n € 1 We shall verify the PalaisSmale condition for F: Suppose ( u ) H Q ' ( 0 ) satisfies 2 N C  F ( u )  < C i for some constant c\ n (9. any 'critical sequence' ( u ) n £ N is bounded.2.2.9) / •'O Du Dip n u y> —• 0 n for n —• oo.2 + c . We now claim that .2.»(fl) ^ 6  C (9214) Thus.4.2 by the Sobolev Embedding Theorem 3.4.2.8) DF(u ) n ^ 0 for u ^ oo. (9.2.2.2. Thus F : H^ (Vt) 0 2 —• R is of class C .2) =/ we conclude from (9.2.6) <co\\u\\ i\ \\<p\\ i.2. because we have by Holder's inequality pi i I\ur u<p <([\u\A p H {Q) 2 p (f H {Q) M ) P P (9. .5) (9.11) imply J \Du \ n 2 < c w„„i. we use (p = n^)"^ . 2 n H1 2 (9.2<1 (9.12) Since by the Poincare inequality (Theorem 3.2.2 condition clearly is continuous on HQ (Q).2.2.9) and (9.J \Du \ n 2 a 2 n d obtain \u \ n p +j < c \\u \\ .
13)) i (/n f we have F(u) > ( i C8 M £C '(/ " )"' n (n) D ! «££ ) I M I i » . u\ — Xu satisfies 2 2 i2 \u \ 2 p ^ 0.4.ra>oo.f \U2\ <0.2. By the RellichKondrachev theorem (Corollary 3. we may also as sume (by selecting a subsequence) that (u ) ^ is a Cauchy sequence in 1^(0.10). ra —> oo (9.D(u n — u) —• 0 for ra. n — oo. > which implies (9.5).2.u) m —• 0 for 71.17) J Du n . Finally.2.2 The mountain pass theorem n 305 such a sequence ( u ) n € N contains a convergent subsequence. Then for sufficiently ^(«l) = T 2 / \ D U 2 \ 2 ~ .16) then implies (9. (9.2.1). .15). see (9.13)). First of all. P J P Jn .16) by (9. n ne pi i tZ U  ^ n m P J \u \ ~ y P n 2 U (u n n  U) m < (^J \u \ ^j (^J P n m ^ 0 forn. take any u G HQ (Q) large A > 0.2. Now J Du D(u n n . Equation (9.2. F(0) = 0. We have thus verified (PS) for F. Recalling that by the Sobolev Embedding Theorem 3.2.1. using Holder's inequality as in (9.2.14). We need to show that. Then.2.2. j \Du n — Du \ m 2 —• 0 for n. We shall now check the remaining assumptions of Theorem 9. thereby completing the verification of (PS).2.4.2(Q) = p is sufBciently small. after selection of a subsequence.15) (using again the Poincare inequality as in (9.3 (and the Poincare inequality.).Um)  j u  ~ n p 2 u (u n n . ( n > with / n > 0 > o if IM#i. ra —• oo (9.9.
Xu + \u\ ' p 2 u = 0 for any A > 0. cit. Contributors also include Schnirelman. . 0 < s < t < 1 X t)) < F(^(y. we first give an axiomatic approach to such constructions and then apply this in conjunction w i t h the PalaisSmale condition to a concrete variational problem to show the existence of infinitely many solutions.3 Topological indices and critical points In Section 3. loc.e.2 of Part I .2.1) is smooth in fi. foryeX s)) for all y G X. see e. (a then is called a special value) if x is contained in all A C X with the following property: For each open U D A there exist e = e(U) > 0 and a continuous t/> : X x [0. Let X be a topological space. By the same method. GilbargTrudinger.1. we have seen an example where a topologi cal construction permitted to deduce the existence of more than one (unstable) critical point of a functional. Rabinowitz. F : X —> R x € X is called a special point for F.1] ^ satisfying (i) \j)(y.1. and. we can also treat the equation Au .g. with value a.0)=y (ii) F(^(y. (In fact.306 The PalaisSmale condition We have now verified all the assumptions of the mountain pass Theorem 9. (9. and many others.3.d. Such global topological constructions originated w i t h the work of Lyusternik. Remark 9.2.18) 9. more recently. I n the present section. x G spec F a continuous.) q.2. and we consequently get a critical point u of F w i t h F(u) > (3 > 0. Definition 9.2.1. This is the desired nontrivial solution. The reader will find detailed references in the monographs quoted at the end of this chapter. regularity theory im plies that any weak solution of (9.
1) G A i . A still satisfies the prop erty expressed in Definition 9. 1)) < a . Therefore.3. we require that M is invariant under the considered in Definition IfAeM.1. < a + e. Suppose spec F = 0.1) (9. we now present the simple: L e m m a 9 .3.1 continues to satisfy these properties.1 i f Ai. the ip of the preceding definition is an abstract version of the deformations constructed in Section 9.l))<ac.3.3. (9. y£A 0 (9. Let M be a (nonempty) a on the topo deformations class of nonempty subsets of X. Since the composition of any two deformations ipi. there exists xo G spec F. Let F : X —• E be a continuous function logical space X. 3 . According to the preceding remark. If spec F = 0. AeM yeA 9. the intersection of any two sets A\. we may then take U = 0 and find ^ : l x [ 0 .1: then also ip(A.1 and find a deformation ip that satisfies (i)(iii) for all y G X. 307 Of course. a n d e > 0 w i t h a F(ip(y. (9.A do. 1 .3 Topological indices and critical points (iii) For every y G X \ U with F(y) we have F(^(». Remark 9.3.3. a Proof.2) Then a is a special value for F.3.1.e.3) sup F(y) < a + e.ip satisfying the properties of Definition 9. and the notion of special point is a topological version of the notion of critical point. i f spec F — 0. Suppose oo < a = inf sup F(y) < oo.e We may find AQ G M w i t h whenever F(y) < a + e. we may take U = A = 0 in Definition 9.3.3. i.4) .9. 2 2 2 a In order to illustrate the notion of special point as well as the topo logical constructions to follow.
A\. 2 .3) sup F(y) < a . 1 .A 2 G M: (i) i(A) = 0 ^ A = 0 (ii) (iii) (iv) (v) A finite (A ^ 0) i(A) = 1 A ) < i(Ai) + i(A ) Ai C A =» < i(A ) t(i4) < i(j(A)) 2(^1 U 2 2 2 2 . we now shall introduce the notion of a (topological) index.5).3. namely Z . In order to obtain the existence of further special points.3. . x G A. . . y€A x contradicting (9. by assumption. y€A (9.308 The PalaisSmale condition but no A G M can satisfy s u p F ( y ) < ae. i. t)) for all the deformations of D e f i n i t i o n 9. i. there exists a continuous map j : X —> X .5) However. F(j(x)) = F(x) for all x G X. i f we take A\ := ip(Ao.j(x) ^ x • M := {A C X I j(A) = A and for all (i. spec F ^ 0.e. — j(ip(x.2. • F : X —• E is continuous and even. Thus.e. F) is a map i : M + { 0 . a q. 1) then A\ G M. Such an index is based on symmetry or invariance properties of the functional under considera tion. 0 0 } satisfying for all A.3.e. .d.3.1. and by (9. j ^ id. We now also require ip(j(x). although the subsequent constructions easily gener alize to any compact group G. Here. An index for ( X . we only consider the case of the simplest nontrivial symmetry group.t) Definition 9. A contains no fixed points of j ) } . We thus make the following symmetry assumptions: 2 • X is a topological space with a nontrivial involution. w i t h j 2 = id.3.e.e.
in order to specify the symmetry group involved.3.9.3. For n E { 0 .3. Suppose on the contrary that n i(A ) 0 < k. ^ e n Proof We note that property (v) of Definition 9. . Lemma 9. For the second statement.2 then implies the existence of infinitely many special points w i t h value a . More precisely. = a __fc. For n € { 0 . we may find a (symmetric) deforma tion ip w i t h F(ip(y. 2 . oo}. .9) Since A consists of special points. 1 . we put M := n 309 {AeM\ i(A) >n}. and —00 < a n < oof (i) Then spec Q n F^0 n n n (9. .2 implies that M is invariant under (symmetric) deformations ip. this contains the assumption Mn .3.2.3.7) If k > 1.2 an index for (X.3. . (9. . Remark 9. . F) exists.3. a spec F 25 infinite. we define a n := inf sup F(y). F. 2 . 1)) < a n . n Qn Qn i(Ao) >k+l. . . Qn = c* +i = . an in dex i for ( X . Z 2 ) . 00}.3.3. (9.1. one should call an i as in Definition 9. Suppose the above symmetry assumptions hold. i(A) = i(U) < oo. 0 (9.1 implies spec F ^ 0 .3. Therefore.8) By Definition 9.3 Topological indices and critical points (vi) A compact =£• 3 neighbourhood U of A in X with U G M. we claim that for Ao = spec F .e for all y e X \ U with F(y)<a n +e / 0 f Since the infimum over an empty set is 00. . A£M n y eA T h e o r e m 9.3.6) (ii) If furthermore for some k > 1.2 (vi). . property (ii) of Definition 9. we may find a neighbourhood U of Ao w i t h U e M and t(i4o) = i(U). 1 .
A e M+ n k hence A \ ( 7 ^ 0 by (i). q. I n order to apply the preceding considerations. n contradicting (9.8). 0 0 }  3 with while g e n ( 0 ) : = 0.d.3. continuous for all f : A > R \ { 0 } xeA} n f(j(x)) = —f(x) As an example. Thus A\UeM . . The genus of the unit sphere S' "" = {x = 1} in R (with involution j(x) = —x) is equal to n.3.3. Since. Suppose the symmetry assumptions stated before Def inition 9. sup F(z)<a e. zeif(A\u.10) We have i(A\U)>i(A)i(U) > n + k . = n.l) n n is invariant G M. we state: L e m m a 9.3. The genus of A ^ 0. We shall present here Coffman's version of the genus of Krasnoselskij.2 hold. y€V(^\t/.i) n (9.310 The PalaisSmale n condition n for some e > 0. n by (iii) using (9. n 1 n .2. Since a —a y£A n + k .9). (9. we need to construct an index w i t h the properties listed in Definition 9. .3.k.10). A e M is defined as follows: gen(A) := inf { n G { 1 . as noted in the beginning.3.3.3.l) hence sup F(y) > a .3. . we may find A e M +k n with sup F(y) < a hence + e.2. 2 .e. 3 . D e f i n i t i o n 9. . M under we get i>(A\U.
since / o j shares the necessary properties w i t h / . Therefore. (i) is obvious. and therefore. by the mean value theorem.2. T h e o r e m 9. $ See E . ) is oo. .3. 49. Zeidler.2. The inclusion map S' "" R satisfies the properties of Def inition 9.3. 1984. The genus as defined in Definition 9. / ) : A U A 2 x 2 2 R n i + n 2 gen(Ai U A ) < n i + n = gen(Ai) 4. q. (v) follows..3. (hi) Let gen(A„) = n„ < oo. for a proof. \ {0} then shows that 2 The map ( / i . >n by Lemma 9. Analysis and its Applications. there is no continuous map / : S^.gen(A ). 3 . loc.2. Hence g e n ^ " ) > 2. We define / : A + R \ {0} by f(x„) = 1. In fact.e.2 . Zeidler. then A is of the form {x . f See e. n _ 1 n _ 1 1 1 m n 1 C o r o l l a r y 9 . .d. Proof. The genus of the unit sphere S := {x € V : \\x\\ = 1} in an infinite dimensional Banach space (V.g. cit. and let the continuous f : A > R " \ { 0 } satisfy U(j(x)) = ~U(x) for all x. I f n > 2. I . in place of f . v).3. Springer. k} for some k. Nonlinear Functional New York.3. E . and so g e n ( 5 ) < n . v = 1. Proof.e. We need to check the properties (i)(vi) of Definition 9.2.d. For any ndimensional subspace V gen(S) > gen(S f l V ) n n of V. f{j{x )) = . q. we may assume v n By considering \(fv(x) ~ fv(j{x))) that the extension still satisfies / „ ( j ( x ) ) = f {x) v for all x.3.3 Topological indices and critical points n 1 n 311 Proof. by the BorsukUlam theoremf. g e n ( 5 ~ ) > n . . 708. .j(x ) \ v — 1 . By the Tietze extension theorem^. f can be continuously extended to 1/ 1/ 1 u p u v n v v f v :X+R ".9.1 for all v (of course. 1 . 2 (iv) is obvious. p.+ R ^ j o } w i t h f(x) = f(x) for all x.3. (ii) I f A € A I is finite. 5 is connected. we may assume x ^ j(x ) for all fi. there is no such continuous map to R \ {0} w i t h m < n. . p.3 is an index in the sense of Definition 9.
2 Let 7 0 : = sup{gen(if)  K € M compact} (< 0 0 ) .1.e. •)) that are even. We may now obtain a general existence theorem for critical points of functionals satisfying (PS): T h e o r e m 9. G : H —• R be C functionals on a Hilbert space (H. and therefore. <p (x) = 0 for sc E X \ t/„. Let M:={Ac{G(x) = (3}\0<£A and (xeA^xeA)}.. we may find an open neighbourhood V of f(A) w i t h V C R \ { 0 } .= J forx€t/^ \ —<Pv{x) for x € A \ U . Then U := f (A) satisfies n l n = gen(A) < gen(U) < n by (iv) n since J(U) is contained in V C R \ { 0 } . Proof. Then F possesses at least 70 critical points relative to G = (3. all special points (in the . v = 1 . If A € M is compact with gen(A) = n. we may extend / as before to / : X —• R (with the same symme try property). we may find a neighbourhood £/(#) w i t h U(x) n j(U(x)) = 0. ) Thus gen(A) < n < 0 0 . Let F. . Since (PS) holds.3. Since j(x) ^ x for all x € A (by the properties of A i ) . for each x € A. in particular for x € x y j{U ). Since A is compact. . (•. .e. G(x) = G(—x) for all x € H. Thus gen(U) = gen(A) as required. q. i t can be covered by finitely many such neighbourhoods U . and is bounded from below. so is / ( A ) .2.d. and / : A > R \ {0} n is continuous with f(j(x)) n = /(x). We then define h = (h\.312 The PalaisSmale condition (vi) Let A € M be compact. i. For each we choose a continuous function <p : X —• R with </?j. Since A is compact. u (Since every x € A is contained i n some we have h(x) ^ 0 for all x € A .(x) > 0 for x € £/. Suppose F satisfies (PS) relative to G = (3.. by Theorem 9.. ..h ): A^R \{0}by v v u n n ^( ). n.3. F(x) = F(—x).
we have —00 < a n < 0 0 whenever n < 7 0 . X £A Since F is bounded below.3. We have in fact —00 < ot\ < cx<i < • • • < a n < . Thus.2. then by Theorem 9. in any case. and since in the definition of 70.1) for the restriction of F to X := {x € H  G(x) = 0) are critical points for F relative to G = (3.2 (ii) we even obtain infinitely many special points.3.2 (i) are all different.2.3.3 Topological indices and critical points 313 sense of Definition 9.3. we may apply Theorem 9. The proof is similar .3. n n n As an application of Theorem 9.9. q. we have at least 70 special.3. Proof. I f however any two such numbers a _ i and a are equal.1 to the genus as an index. it suffices to pro duce 70 special points of F on 1 .2).3.e. If we always have strict equality. Hence.. Let ft C R be a bounded domain.< 0 0 whenever n < 7 0 . the Dirichlet problem Au .3. By Theorem 9. hence critical points.11) (9.12) admits infinitely many (weak) solutions. We consider the even functionals F{u) = \j^(\Du\ G(u) = P Jn 2 + \u ) p 2 lf \u\ .gen(A)>n sup F(x). We claim that F satisfies (PS) relative to G = 1.Xu + \u\ ~ p 2 d u = 0 u = 0 infl on dft (9. 2 < p < j ~ (respectively < 0 0 for d = 1.3. because their values F(x ) are all different. we only consider compact sets. then the x n € spec F Qn produced by Theorem 9. Let a n := inf A£M. Then for any A > 0..3. we consider the example of the previous section: C o r o l l a r y 9.d.
(9. by using Holder's inequality. we obtain (9.4. i. From (9.2 (cf.15) and Sobolev's Embedding Theorem 3.15) and n = G(u ) = 1.13) (and the Poincare inequality in case A = 0). n F(u ) n < ci (9.2. m —• oo.314 The PalaisSmale condition to the argument employed for the demonstration of Theorem 9.3.a > 0 .5)). (9. from (9. that \DG(u )(u n n .2: let (w )n€N be a critical sequence.16) p n n ne p DG(u )(u n n — Um) —> 0 for n.3.18) «nfl«.2.19) . Thus. whereas (9.u )\ m = j \u \ n p 2 u (u Um) n n 2^1 " ( /  U n  P ) P ( / l ^  U .3.3.17) Also \\DG(u ) n \DG(u )(w)\ n sup \DG(u )(u )\ n n > U„„1.2 !K\ P (9. we conclude that /  u  is bounded./ \u \ PJ n p from (9.4.2.3.1) imply that (u ) ^ is a Cauchy sequence in L ( f i ) .15) and the RellichKondrachev theorem (Corollary 3.13) (DGMDFM) \\DG(u )\f n 0 forn>oo (9.3.3.3.3.14) where all norms and scalar products are from H Q ' ( Q ) .15) 2 We obtain as in the proof of Theorem 9.3.3.3. (9. P ) P ' ( 9  3  1 6 ) Since p < from (9.e.
u )) m 4 Xu (u n n .e.3.14) DF(u )(u n n . is the intersection of a sphere centered at the origin in L (ft) with the subspace HQ (Q).u )\ m n 2 n 4 A  ( u . This implies J (\{D(u .u m 4 h ) nm + 0.21) then also J (Du (D(u n n . Theorem 9. This verifies (PS) relative to G = 1. from (9.3. w i t h = (DG(u ).e.20) (9. i.3. n e In order to apply Theorem 9.Xu 4 fi \u \ ~ n n n u =0 n u n = 0 .3 Topological indices and critical points Prom (9.17). ra —^ oo and because of (9.u) m 4 Dh ) nm 4 Xu {u n n .3.Um + h ) nm = 0 2 for all n . we thus only need to check that in the present case. ra —• oo. .u m + h )) nrn 0 for n. Therefore.2 thus produces infinitely many solutions . l l ^ n m ! ! / ^  —• 0 Therefore.3.3. However.21) .2 p n ! \\DG(u )\\ n 2 y n > i. the argument of Lemma 9. ( u ) N is a Cauchy sequence in H o ( n ) .18) we conclude that there exist h DG(u )(u n n n m 315 e H^ (ft) 2 with (9.3. m for n.2 and consequently.DF(u )) n n ^' weak solutions of Au n r>G(«„) P 2 a ' in ft on dft.2 easily im plies 7 0 = 0 0 .9.2.ra>oo.Um)) 0. (9.u )\ ^ n m 2 + 0 forn. j {Du n (D(u n .3.3. 70 = 00. .
we have w = 0 o n Ofi.316 n The PalaisSmale 2 n condition n n n If we choose v with z / P ~ / i = 1.2 and in Corollary 9.3. Struwe.25) there fore yields 1 d d2 f _ l 2 Ad f . Integrating (9. 0 £ R (this means that the outer normal v of Vt satisfies (x. then v := v u solves (9. We shall present a complete proof only for A > 0 and for smooth solutions u (elliptic regularity implies that any weak solution of (9.21). but the present book does not treat this topic): We multiply (9. (9. .1.23) vanishes identically.t.3. Variational 2nd edition.2. By (9.11).3.25) ^  D u  ^ H 2 . d — 2 and the reader may wonder whether this is necessary. .3.22) by YlLi a n d o b t a i n 0 = (Au .22) (9.24) = div + ( W g ~^f~r 2 + M 2 + ±w* (9.d. (9. (9. Then for X > 0.11).f M ^ u = 0 u = 0 in on dft fi (9. v(x)) > 0 for all x £ dft). hence also X > *  * T = E ^ V § ^ (y = ( z / . Methods.3. Again. .12) weakly.3.4.3..e. Let fi C R be a smooth domain which is strictly star shaped w. Berlin.22) is automatically smoothf on fi. l 2 d2 f .3. we had imposed the restric tion 2d p < —( i case d > 3) .^ H ^ .12). any solution of d d Au . q.3.3.r.Xu . we shall now discuss the theorem of Pohozaev: n T h e o r e m 9.Xu + \u\&* uj E ^ ' J ^ (9. we remark that elliptic regularity theory implies that all u and v are smooth in fi. v ) is the exterior normal of fi).26) f See for example Appendix B in M .3.3.3. n n In Theorem 9.3.3. To pursue this question. 1996. (9. Springer.3. . l A W /an 9u' ^ 2 2>V = o.23). so that in fact we obtain classical solutions of (9. .
28) Jn Jan du I f A > 0. Theorem 9. and the references contained therein. Infinite Dimensional Morse Theory and Multiple Solution Problems. M.3.22) by u leads to (9. AMS.27) Jn Jn Jn Equations (9. Ser. 65.) q. 1998.3. the case p — can be considered as as limit case for (PS). Struwe. Since also u = 0 on dft by (9.g.26) and (9. 2nd edition. Rabinowitz. Boston. e.23) one may invoke a unique continuation theorem for solutions of elliptic equations to obtain u = 0 in ft.2. Conf. Providence. The interested reader is for example referred to K.27) imply (9. Minimax Methods in Critical Point Theory with Applications to Differential Equations. Chang. Springer. J.d. (If A = 0.3 Topological indices and critical points 317 On the other hand. 2nd edition. 1996. the Yamabe functional etc. the PalaisSmale condition no longer holds. hence the result. such limit cases of the PalaisSmale con dition occur in many variational problems that are of importance in Rie mannian geometry. Riemannian Geometry and Geometric Analysis. as well as P. this implies u = 0.3.2 and Corol lary 9. Berlin. I n fact.4 implies that for p — j ~ in Theorem 9.3.e. multiplying (9. Namely. 1986 and . one still concludes that  ^ = 0 on dft. Variational Methods. C.3. twodimensional harmonic maps.3.9. surfaces of con stant mean curvature. i f it did. the proofs of those results would yield the existence of nontrivial solu tions. CBMS Reg.Struwe just quoted. Since for p < (PS) does hold. 1993.3. Springer.3. Birkhauser. Jost. We omit the details. I t also shows that i f the PalaisSmale condition fails the whole scheme developed in the present chapter for producing critical points breaks down. Berlin. the YangMills functional on a fourdimensional Riemannian manifold. The basic references that have been used in writing the present chapter are the monograph of M.2.
I I I .1 called 'mountain pass theorem'? Hint: Try to find an analogy between the statement of that result and the geometry of mountain passes. Zeidler. Try to find conditions for a function / : ft 9.2 can be extended to the Dirichlet problem Au(x) = f(x.u(x)) for x G ft u(x) = 0 for x € dft 9. Extend Theorem 9. Berlin.2.2.4 in a smooth bounded domain ft.1.1 W h y is Theorem 9.2 of the quoted monograph of M.3 to the relative case as indicated at the end of Section 9. These three monographs contain not only detailed bibliographical ref erences — which the reader is urged to consult i n order to find the original sources of the results of the present chapter — but also many further results and examples concerning the PalaisSmale condition and index theories.318 The PalaisSmale condition E. 2 .Struwe. 1984. Exercises 9.2 x R>R so that the reasoning of Theorem 9.1. ( A n answer can be found in Theorem 6. Springer.3 9. Nonlinear Functional Analysis and its Applications.) Develop an index theory for a general compact group G i n place of Z .
u(t). 133 (V*)* = : V * * . 145 V = V i e V . 155 I M  o : = s u p   y ( t )   . c(t) : = g ( t ) . 135 M := {a: € # : (x. W ) . 51 c(a) = C °°(n). 39 5 n := L ( V . (v). R ) . 141 x /(u) = / F(t. W). 150 ODE. 11 D ( / . 6 V : To. ^ 1 9 = 0 2 Fpipj'Hi'nj = 1 2 ^ = 1 FpipiViVj. xvi 0 INI. 146 coker. 32 E(c) :=yT\c(t)\ dt 2 T 2 = fl'y. 118 f f(x)dx of / . 147 DF(u). 5 6 J ( U . R * ) . y) = 0 for all y € A / } . xvi fc d C {A). 166 0 supp^J.Index x • y = J2i=i = cc = X • X. = 0 } . 150 C . 144 x 0 6 / ( U . T J ) := ^ / ( u + « t y ) .c(b) = q}. 147 F ( V . 120 <p € C g ( R ) . H/IL 125 126 :=sup^ i^l.fc r := ~$t9v> 3 9 Jfc : = ^(gjitk+gkugjid). 130 V * := { / V — R linear with   / I U < o o } . 11 13 0 d u a = 0 1 < b   T   := s u p ^ l  ^ f l e R + U {oo}. xvi qjf(n).u(t))ift.3 D/.b\). 147 i n d T . 150 C . 4 r7€Ci([a. 120 A C ( n . 133 3Jn —* X .5 F . 166 319 . 147 H ( T ) .133 0 : R + := {t e R  t > 0 } . I J ) := £ / ( u 4 . 150 £ > F ( u ) . _ 1 0 AC{[a.s r / ) . 159 esssup f(x) := inf { A G R  f(x) < X for almost all xeA}.6] —• M rectifiable curve with p. 156 H/llp = H / H L P ) : = U \f(x)\ dx)p.q) := i n f { L ( c )  c : [a. xv 2 k x v meas. 145 k e r T : = {a. 122 d l c°°(n). xvi c °°(n). 32 ^(c) :=/ c(t)dt = T 0 19 / o ( E i » i ( 0 ) * * . X V C (Q). X V u(t) = £ u ( t ) .IR ).6]. 5 i^P. 162 2 1 2 2 c t € / : p M A x € j 4 39 d(p.
299301 Banach spaces.199 s c ~ F . 36 cost. 84. 3 ArzelaAscoli theorem. 95100. 142 convex curve. 126. 122 convex functional. 95. 172 Dw. 167 := ( a . 162. 109 control equation. 317 critical sequence. 117 . 105 cost function. 26 conserved quantities. 4 canonical equation.Q) :=\\D E\\(n). 186. 186 coercivity condition. 302 angular momentum. 99 continuous linear functional. 106. 147 compactness condition. 105 control variable. 100 conjugate. p ( n ) — (Ea<fc Jn \D u\ ) 171 H >P(Q). 19 accumulation point. . 293. 301. 107 Bellman's method. 80 canonical transformation. 99101. 30 arclength. 126. 75 critical point. 219. 67 coarea formula. 294. 118 Borel set. 43 conservation law. 111. 243 Christoffel symbols. 283 catenoid. 133 continuous linear operator. 108. 111. 190 2 J (x). 105. 184 countably additive. 185. 134 complete integral. 298. 171 Diu. 97. 270 (•. 292 complementary subspace. 294 s p e c . 66. := D w . 26. R ) . 109. 26 constant of motion. 292 K . 216 rlimnoo F. 5. 93 canonical system. 117 brachystochrone. 130. 3 closed geodesic. 108 Bellman function. 185 F ( x ) := i n f 0 A f e p y € X ( A F ( y ) + d ( * . 127. 150. 143.243 d X + H l l ( )> Dw n 2 4 2 P(E. 103 Cantor diagonalization. 307. 291 Coffman. 291. x d 171 l«l t. 314 ft' cc a fh =3 / . 208 Ambrosetti. 80. 242 \\Du\\. 132134. 118 critical family. 85. 144 control condition. 242 N I B V ( Q ) '= \M\mn) l^l i. 291 coordinate transformation. 283 Cauchy sequence. t / ) ) . 138. 306 gen(A). 93 completely integrable. 176 L a a Banach fixed point theorem. 171 a fc 171 N l l V * . 312. 310 cokernel.283 ( P S ) . 126 characteristic function. 129. 24 conjugate point. 257 J\{u)v. 303. . 193. 161. 171 p a k P . R ) . 68 convex function. 62. 257 0 ( d . 191. 119. 270 Borel measure. 244 * u(x). 304. 183 compactness of critical sequences. x 191 (A:=Eti(afV). 310 accessory variational problem. 292 V F ( w ) . 68. 105.320 Index ft. 28. 188 convexity. 207 countable base. 250. 292. 207 control parameter. A n 225 £V(ft).) 2. 104 control problem. 109 control restriction. 214. 146 complete. 106 bifurcation theory. 268. 208 i . 111 canonical equations. 207 converge. 145. 171 W >*>(ft). a ) . 167 Borel cralgebra. 22. 210 9 " / . 246 G / ( d . . 211. 257 coercive. 222 convex combination. 291. 80. H ' ( n ) . 292. 89. 135 catenary. 270. 39 classical calculus of variations. 152 Banach space. 172 Isc. 125 convex. 150 Bellman equation. 306. .
225. 279 ellipticity assumption. 268 Jacobi field. 50. 22 Jacobi equation. 311. 308 isometry. 89 Hamiltonian flow. 183 Dirichlet boundary condition. 46 field of solutions. 80. 98 harmonic. 34 Jacobi. 42 Holder continuous. 2123. 137. 298 foliated by tori. 92 homogenization. 26. 228 first conjugate point. 24. 92. 298. 51 distance function from a smooth hypersurface. 299 gradient flow. 128. 99 invariant integral. 154 inverse operator theorem. 163 HahnBanach theorem. 35 Jordan curve Theorem. 166 HamiltonJacobi equation. 82. 147. 90 elementary catastrophes. 197. 313. 162 EulerLagrange equation. 150 differentiation under the integral. 160. 307309 dense. 169 diffeomorphism. 30. 126. 152 index. 124 Dirac delta distribution. 100 genus. 143. 162. 79. 89. 185. 198 energy. 30 flow. 70 insulating layer. 173 dual space. 8386. 83. 39. 60. 183. 82 eiconal equation. 318 indicator function. 95. 23 first integral of motion. 100 Frechet differentiable. 282. 102 geodesic distance. 43. 134. 206 extension. 313 genus of Krasnoselskij. 20. 103 Jacobi operator. 130 Federer. 86. 149 Fredholm operator. 111 Hamiltonian. 267. 297 Hilbert's invariant integral. 199 Dirichlet's integral. 147149. 38. 210 inner radius. 231 generating function. 34 eminimizer. 227. 225 deformation. 179 Holder's inequality. 145 involution. 45. 34. 122 Jordan curve. 68 . 232 implicit function theorem. 163 eiconal. 268. 173 Dirac distribution. 303 cusp catastrophe. 45. 87 Hessian. 199. 225. 279 de Giorgi. 150 differentiable map. 99 Jensen's inequality. 16. 101 HamiltonJacobi theory.Index critical value. 6. 261 feedback control. 810. 229 equivalence classes of functions. 49 geometric optics. 190 Dirichlet principle. 17. 32. 120 integral. 269 Jacobi identity. 229. 262 distributional derivative. 159 essential supremum. 308. 111. 199. 93 inverse function theorem. 311. 294. 93 finite perimeter. 151. 302. 83. 95 differentiable. 57. 55. 88. 58. 294. 310. 302. 3. 297. 310 geodesic. 129. 29. 150 Fredholm alternative. 293. 166 direct method. 227. 19. 235 integrable. 4 Hilbert space. 24. 80. 287 free boundary condition. 26 Friedrichs mollifier. 93. 26. 284 Jacobi's method. 2022. 184. 270. 109 Fermat's principle. 209. 166 321 fundamental lemma of the calculus of variations. 90. 141. 51. 293. 90. 155 integral of motion. 27 integral of the Hamiltonian flow. 5 Tconvergence. 133. 201 harmonic oscillator. 244 first axiom of countability. 89. 294 great circle. 281. 60. 88. 303 example of Bolza. 137. 86 gradient. 203 distance. 4 field of geodesies. 93 geodesic parallel coordinates.
306. weak convergence. 92 parallelogram identity. 122 MoreauYosida approximation. 36. 133. 188. 35. 255 minimal hypersurfaces. 222 quasilinear partial differential equation. 303 minimizer. 184 Newtonian motion. 33. 111. 203 minimal surface of revolution. 263 mean value property. 187 lower semicontinuous envelope. 120 Lebesgue measure. 203 local chart. 241 range. 198 Rabinowitz. 62 pseudogradient. 102 polar coordinate. 35 Kakutani. 229. 183 Minkowski functional. 244 phase space. 208 LyapunovSchmid. 212 Morrey. 110. 32 local minimum. 175. 175 Lagrange multiplier. 34 length minimizing curve. 117. 12. 81 Noether. 8 light ray. 292. 177. 219. 89 perimeter. 318 neighbourhood system. 118. 125. 200. 55. 155 orthogonal. 184 lower semicontinuous. 142 proper. 254 PicardLindelof theorem. 22 lower semicontinuity. 38.322 Index MoreauYosida transform. 302. 48 Pontryagin function. 186. 159 null function. 132. 317 linear functional. 46. 304. 117. 254 Mobius strip. 245 momenta. 207 ordinary differential equation. 230 lower semicontinuous w. 183.t. 32. 167. 317 parallel surfaces. 125 null class. 280 LyapunovSchmid reduction. 306 LyusternikSchnirelman. 159 optimal control theory. 144 Lipschitz continuous. 133 normed space. 88 length. 77. 47 minimal hypersurface. 304 Poisson bracket. 118120 measure. 306. 110112 principal curvature. 90 orthogonal complement. 155 ordinary differential equations in Banach spaces. 190 . 98. 9 Laplace operator. 160 Modica. 302 norm. 222 mountain pass theorem. 35. 302. 43. 155. 189 minimizing. 34 parameterized by arclength. 299 PalaisSmale condition. 67 mean curvature. 282 minimax value.r. 129 linear operator. 193. 300 quasiconvex. 200 Lebesgue integral. 186. 302 minimizer of a convex variational problem. 79. 49 polar coordinates. 174. 112 Legendre transformation. 20. 111 Pontryagin maximum principle. 147 rectifiable. 4 limit cases of the PalaisSmale condition. 291. 8. 125 norm convergence. 132 norm of a linear functional. 3 minimizing sequence. 155 Poincare* inequality. 102 KolmogorovArnoldMoser theory. 117 metric tensor. 303. 241 linear functionals. 208. 201 measurable. 100 Kondrachev. 100 phase transition. 28. 312. 263 projection theorem. 76 mollification. 299. 306 Radon measure. 128 parameterization invariant. 80 momentum. 26 nonminimizing critical point. 143 Minkowski's inequality. 139 Kepler problem. 30 monotonically increasing sequence. 291. 269 Lyusternik. 141 Palais. 199. 293. 75. 26. 185. 25. 88 parameterized proportionally to arclength. 118 Legendre condition.
Noether. 18. 248 theorem of Morrey. 96 symplectomorphism. 66 relatively compact. 199 Young's inequality. 184. 279 Thorn. 174. 208. 101 theorem of Kondrachev. Levi. 306. 171. 316 state variable. 126 Schnirelman. 135 weak* convergent. 299 semigroup property. 166 theorem of B . 285 weak topology. 207 step function. 49. 305 Sobolev inequalities. 97 Taylor expansion. 86. 291 weak* topology. 126. 122 323 theorem of Clarkson. 161 theorem of Sobolev. 155 theorem of Pohozaev. 174. 173 special point. 282 symmetry assumption. 43. 28 theorem of Fatou. 179. 39. 241 rotational invariance. 169. 291 variational problem. 62. 179 Sobolev space. 316 regularizing term. 185 translation invariance. 208 relaxed function. 250. 127 second axiom of countability. 52. 157. 214 weak* convergence. 93. 255 relative minimum. 305 reparameterization. 180 theorem of Lebesgue. 316 theorem of Rellich. 51. 137139. 135137. 84. 39 star shaped. 167 relaxation. 135. 163. 168 uniformly convex. 171. 186 regularity. 8 Riccati equation. 300 separable. 53 Riemannian normal coordinates. 174 submanifold. 110 triangle inequality. 127. 48 Riemannian polar coordinate. 308310 symplectic geometry. 186. 117 signed measure. 67 theorem of Mazur. 125. 53 summation convention. 257 scalar product. 157 strong convergence. 11 regularity theory. 306. 126. 214 relaxed functional. 139 theorem of ModicaMortola. 306. xv. 297. 24. 118 transversality condition. 43. 168 uniformly continuous. 119 strictly normed. 123 theorem of Liouville. 142. 184 second variation. 164 theorem of de Giorgi and Nash. 294. 35. 139. 175 RellichKondrachev theorem. 160 Zorn's lemma. 46 Weierstrass approximation theorem. 9 volume preserving. 198 theorem of E . 60 Riesz representation theorem. 98 weak convergence. 186 shortest geodesic. 222 weakly proper. 172 weak limit. 135. 135. 198.Index reflexive. 166 surface of revolution. 306309. 132 theorem of Jacobi. 108 Riemannian manifold. 179 theorem of PicardLindelof. 123 theorem of Fubini. 173. 142 theorem of Milman. 52. 53. 157. 50 cralgebra. 138 weak solution. 112 Weyl's lemma. 125. 170 Weierstrafi condition. 141 theorem of RieszFischer. 200 Sard's theorem. 136 weakly lower semicontinuous. 135 weak derivative. 303. 242 simple function. 175 theorem of Riesz. 119 smoothing kernel. 60. 55 shortest length. 307 sphere. 159 uniform convergence. 286. 166 Sobolev Embedding Theorem. 131 . 98 theorem of LyusternikSchnirelman. 312 special value. 175. 279 topological space. 274 test functions. 23 semigroup family. 52. 209 Rellich. 306 Schwarz inequality. 32. 137 weakly convergent. 164 unstable critical point. 179 theorem on dominated convergence. 134. 129. 315 weak solution of the Jacobi equation. 185 Weierstrafi. 122 theorem of Helly. 19 support. 123 theory of catastrophes.
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