Cambridge studies in advanced mathematics ER A Primer of Nonlinear Analysis A. AMBROSETTI & G. PRODIAlready published COeOontawn hw wr il 12 13 i4 15 16 17 18 19 22 24 25 27 PFSBe 33 W.MLL. Holcombe Algebraic automata theory K. Petersen Ergodic theory P.T. Johnstone Stone spaces W.H. Schikhof Ulérametric calculus J.-P. Kahane Some random series of functions, 2nd edition H. Cohn Intreduction to the construction of class fields J. Lambek & P.J. Scott Introduction to higher-order categorical logic H. Matsumura Commutative ring theory C.B. Thomas Characteristic classes and the cohomology of finite groups M. Aschbacher Finite group theory J.L. Alperin Local representation theory P. Koosis The logarithmic integral I A. Pietsch Eigenvalues and s-numbers S.J. Patterson An introduction to the theory of the Riemann zeta-function H.J. Baues Algebraic homotopy V.S. Varadarajan Inéroduction to harmonic analysis on semisimple Lie groups W. Dicks & M. Dunwoody Groups acting on graphs L.J. 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Soulé et al Lectures on Anakelov geometryA Primer of Nonlinear Analysis Antonio Ambrosetti Scuola Normale Superiore, Pisa Giovanni Prodi Department of Mathematics, University of PisaPublished by the Press Syndicate of the University of Cambridge The Pitt Building, Trumpington Street, Cambridge CB2 1RP 40 West 20th Street, New York, NY 10011-4211, USA 10 Stamford Road, Oakleigh, Victoria 3166, Australia © Cambridge University Press 1993 First published 1993 Printed in Great Britain at the University Press, Cambridge Library of Congress cataloguing in publication data available A catalogue record for this book is available from the British Library ISBN 0 521 373905 hardbackContents Preface Preliminaries and notation Differential calculus 1 Fréchet and Giteaux derivatives - a 2 Continuity and differentiability of Nemitski operators 3 Higher derivatives 4 Partial derivatives, Taylor's formula Gy Local inversion theorems 1 The Local Inversion Theorem 2 The Implicit Function Theorem 3 A stability property of orbits Global inversion theorems 1 The Global Inversion Theorem 2 Global inversion with singularities Appendix Semilinear Dirichlet problems 1 Problems at resonance 2 Problemns with asymmetric nonlinearities Bifurcation results viivi ak w Ne Contents Introduction Some elementary examples The Lyapunov—Schmidt reduction Bifurcation from the simple eigenvalue A bifurcation theorem from a multiple eigenvalue Appendiz Bifurcation problems Ak we The rotating heavy string The Bénard problem Small oscillations for second-order dynamical systems Water waves Periodic solutions of a semilinear hyperbolic equation Bifurcation of periodic solutions 1 2 3 4 The Hopf bifurcation Nonlinear oscillations of autonomous systems The Lyapunov Centre Theorem The restricted three-body problem Problems Bibliography Index 79 82 89 91 101 104 107 107 112 119 123 130 136 136 139 145 153 160 165 170Preface In the last few decades, once linear functional analysis was quite widely and thoroughly estabilished, the interest of scientists in Nonlinear-Anal- ysis has been increasing a lot. On the one hand the treatments of various classical problems have been unified; on the other, theories specifically nonlinear, of great significance and applicability, have come out. This book provides an introduction to basic aspects of Nonlinear Anal- ysis, namely those based on differential calculus in Banach spaces. The matter is expressed in a geometric style, in the sense that the results obtained are often a transposition to infinite dimensions of events which are intuitive in IR? or R*. Indeed, this was a primary characteristic of the works of Pincherle, Volterra and Fréchet. The topics treated can be divided into two main parts and are pre- ceded by ashort chapter in which some introductory material is recalled, and also the main notation fixed. In the first part, differential calculus in Banach spaces is discussed, together with local and global inversion theorems. The second part deals with bifurcation theory which in spite of its elementary character is, perhaps, one of the most powerful tools used in Nonlinear Analysis. Our attention is here devoted almost entirely to the case of simple eigenvalues, but an accurate analysis of hypotheses is made, in order to include, for example, also the celebrated Hopf theorem. A specific feature of Nonlinear Analysis is that the theoretical setting is strictly linked to applications, especially those related to differential equations, where the power of nonlinear methods is expressed in a morevili Preface striking way. Moreover, a relevant fact to be emphasized is that problems that are often considered of formidable difficulty, once they are framed in an appropriate functional setting, may be faced and solved quite easily. It is, indeed, this aspect, peculiar to Nonlinear Analysis, that has driven us to leave considerable space to applications to differential equa- tions, including various important classical problems such as Bénard Problem, the problem of water waves, the restricted three-body prob- lem and some others. Thus, in addition to more elementary examples and applications that usefully accomplish theoretical results, in separate paragraphs and/or chapters, we deal with those problems which require more care both in formulation and in resolution. Tools, still of remarkable importance, such as the theory of Leray— Schauder topological degree, or the critical point theory, which would require wider theoretical background and more subtle arguments, are left out in this treatise. The book in its outlines is self-contained for a reader who, besides infinitesimal calculus, is acquainted with fundamental results of Linear Functional Analysis such as the Hahn—Banach Theorem, the “Closed Graph” Theorem and the Fredholm Alternative Principle. Only some of the problems dealing with partial differential equations require a certain knowledge of Sobolev spaces and therefore, in just a few cases, we refer to results contained in original papers. This volume is partiglly based on an earlier booklet, published in Ital- ian by the Scuola Normale Superiore di Pisa in the series “Quaderni”. The authors wish to thank the Scuola Normale Superiore for the encour- agement.0 Preliminaries and notation This chapter contains the notation and some preliminary tools used throughout the book. Almost always, the results are not quoted in the most. general form, but in a way appropriate to our purposes; never- theless some of them are actually slightly more general than we strictly need. For more detail we refer to any book of (linear) Functional Anal- ysis (for example [Y} or [Br] for topics reviewed in sections 0.1-0.4; to [Br], {KFS], [GT] for 0.5-0.6). 0.1 Some notation and definitions R" will denote the n-dimensional Euclidian space with scalar product. x-y and norm given by |z]* = z-z. X,Y, Z,... denote (real) Banach spaces with norm |[.||x, |]-lly, cte., te- spectively (the subscript will be omitted if no possible confusion arises). B(2"*,r) denotes the ball {a € X : ||z — z*|| 0 asn— 00 for all pe X*. Let X be a Banach space and let V be a closed subspace of X. A topological complement of V in X is a closed subspace W of X such that VOW = {0} and X =V @W; V @W is called a splitting of X.2 0 Preliminaries and notation Recall also that, associated with such a splitting, there are (continuous) projections P and Q onto V and W respectively. 0.2 Continuous mappings We will deal with continuous maps f : U — Y, where U is an open subset of X. Continuity means that f(xn) + f(a) (strongly) for any sequence x, strongly convergent to z € X. The set of all continuous f:U +Y will be denoted by C(U,Y). 0.3 Integration For continuous maps f : [a,b] + Y the definition of the Cauchy integral is given as in the elementary case, as the (strong) limit of the finite sums Uf (&)(ti — ti-1) (with obvious meaning). From EEF (Ee) te — tea) S Vall MGM — G-a)Il S Ea F(EN MC: — 4-1) there follows immediately the inequality s b l/ f (atl < fire. 0.4 Linear continuous maps The space of linear continuous maps A : X — Y will be denoted by (X,Y). The range of A, R(A), is the linear space {A(x) : © € X}. Sometimes, when Y = X, we will use the notation L(X) instead of L(X,X). Equipped with the norm All = sup{|.A(@)Il : lel <1} E(X,Y) is a Banach space. The identity map in L(X) will be denoted by Ix. Hereafter, for linear maps, the notation Az or A(x| may replace A(z). An eigenvalue of A € L(X) is au € € such that the equation Az = pz has solutions x # 0. Any such solution is an eigenvector associated to and Ker (uJ — A) is the eigenspace associated to j. We will be mainly interested in the case when A € L(X) is compact, namely when A is completely continuous, if this is the case, the following results hold. Theorem 0.1 (Fredholm Alternative) Let A € L(X) be compact and p #0. Then (i) Ker (uf — A) = {0} if and only if R(ul — A) = X,0 Preliminaries and notation 3 Gi) R(wt — A) = [Ker (uf — A*)]+ = {ue X : (,u) = 0 for all pe Ker (uJ — A*)}. Moreover one has the following Theorem 0,2 Let A€ L(X) be compact andy #0. Then (i) Ker (uJ — A) is finite-dimensional and Range(uI — A) is closed, (ii) the sequence Ker ((#I — A)") (n € IN) ts inereasing, that is Ker (al — A)™) C Ker ((ul — A)™*?) for all m 2 1, (iii) there exists a finite p € IN such that Ker (ul — A)?) =Ker (ul — A)*) if and only if q > p. The (algebraic) multiplicity of 4 is the dimension of the linear subspace UnenKer( (jt ~ A)") = Ker( (ut — A)?). It is worth pointing out that the algebraic inultiplicity of yu is, in general, different from the geometric multiplicity, defined as the dimension of Ker (yf — A) (algebraic and geometric multiplicity coincide for self- adjoint operators on Hilbert, spaces). Hereafter, by the multiplicity of an eigenvalue jz # 0 of a completely continuous A € LX) we will always mean the algebraic multiplicity. An eigenvalue will be said to be simple if its multiplicity is 1. 0.5 Function spaces Let @ be an open subset of R” with boundary @Q and closure &. We will use standard notation for spaces of continuous or differentiable real-valued functions C* (9) (k > 0), for Lebesgue spaces L*(9) (1 < p < oo) or L°(§2), In some cases we will write C(Q) instead of C°(Q). The spaces above are Banach spaces under the norms defined, respectively, by Hullo = sup {Iu(2)| 2 € 2, llulice = 2 [DP ulle (6 is a multi index}, os |atsk Weller = [jor] (the symbol dz: will be omitted whenever there is no ambiguity) |uflee = ess sup {[u(x)|:z € Q}. For k > Q and 0 < a < 1, C*() denotes the space of Hilder functions4 0 Preliminaries and notation with exponent a, namely the u € C*(Q) such that, for all multi-index 8,|B| =k, ay eMeny} 1p € [1,00)) equipped with the norm [lulls = SD [D%ullee. o<|alsk The notation H* will stand for H*? while H¥() will denote the closure of Cx (Q), the space of C™° functions with compact support in 2, under the norm |lt|{,;*.2. Among others, let us recall the following result. Theorem 0.3, (Poincaré Inequality) Let 2 be bounded. Then there exists a constant c = c({Q) such that five < ef |Vul? for all ue HA(O). ‘ a 2 As a consequence, ||Vul|z2 is a norm in HA(Q) equivalent to |ltll y1.2- In addition to the Poincaré Inequality one has that the embedding of H4(Q) in £7(Q) is compact (Reltich’s Theorem). Let us recall that X is embedded in ¥, X © Y, if X C Y and the inclusion 1: X 4 Y is continuous. If X + Y then Jc > 0 such that llully < ellellx, for all ue X. If the inclusion 7;.X — Y is compact we will write X Go Y. The following result is a particular case of the “Sobolev Embedding Theorems”. Theorem 0.4 Suppose that 2 is bounded open set in IR”, with bound- ary 80 of class C°, and letk > 1 and1 n, then H®?(Q) 4 CQ), wherea = k—n/p if k-n/p < l;a € (0,1) és arbitrary fk~n/p = 1landp>la=1lif k=nj/p>L Jn addition, there result the following. W) If kp a, then H®P(Q) GG C(Q). 0.6 Elliptic boundary value problems Let 2 be a bounded domain (i.e. open connected) in IR" with smooth boundary 82 (this will always be understood hereafter) and let £ denote the differential operator a ( a ) Ly= = ( ai; (z)— 0.1 aren Ba; (tH) dn; (02) where aay = ay, € OP(O). (0.2) £ is (uniformly) elliptic if there exists @ > 0 such that Sais (w)6s€;-> al€|*, for all x € 2 and eR" (0.3) 1<4,jgn Throughout the book, any elliptic operator will be an elliptic operator with smooth coefficients, namely an £ of the form (0.1) and such that (0.2)-(0.3) hold. Consider the Dirichlet Boundary Value Problem (b.v.p, for short) —Lu = h(z) in 2, uw =0on dQ, where f is given a function on 2. Let h € £?(0); a weak solution of (0.4) isa wu € HY(Q) such that _fougt Zo = ft for atv e oO). 1Sh55nB TOT Hf u is a weak solution of (0.4) and u € C?(Q), then u is a classical solution, (0.4) Theorem 0.5 Suppose £ is an elliptic operator. Then the following results hold. (i) Let h € L?(Q}, 2 < p < oo Then (0.4) has a unique (weak) solution u € HA(Q) H??(Q) and the following estimate holds: [ell ra2 < elle.6 0 Preliminaries and notation (ii) If kh € L°(Q) then u € Ch4(Q) for any 0< a <1 and [letHlene < elle. (iii) Ifh € C7) then u € C*(M) is a classical solution of (0.4) and llullc2.« <6llhI|co0. In the above c stands for a positive constant, depending on Q. As a consequence of the preceding results, we can define an operator K : I7(9) > £7(Q) (the Green operator of —£ with zero Dirichlet boundary conditions) setting Ku = v if and only if —£u = u, v € AY (Q). From the Rellich Theorem it follows immediately that K is compact. Given a function m € L°(Q), let us consider the linear eigenvalue problem u=0on 02. (05) An eigenvalue of (0.5) is a A such that (0.5) has a solution uv 4 0. Any @ # 0 satisfying (0.5) is an eigenfunction associated to the eigenvalue . If we set w = 1/\ and K,,(u) = K(mu), problem (0.5) is equivalent to pu = K,,u. The eigenvalues Ax of (0.5) correspond, through jy = 1/Ax to the eigenvalues of Ky,. Thé multiplicity of A, is the multiplicity of 2. In some cases we will write Ax(7m) or Ag(@) to highlight the dependence of the eigenvalues of (0.5) on m or Q. —Lu = Amu in "| Theorem 0.6 Let m € £™(0), m > 0 and m(z) > 0 in a set of positive measure. (i) Problem (0.5) has a sequence 0 < Aim) < Agim) <...< Agim) S... of eigenvalues such that \,.(m} — +90 as k 4 00. The first eigen- value \,(m) is simple and the corresponding eigenfunctions do not change sign in]. We wili let denote $1, (sometimes only ¢) the eigenfunction such that (a) @ > 0 in & and (b) fo ¢? = 1. We will also let ¢, denote the eigenfunctions corresponding to Ax normalized by _. _fl ifh=k, R When m = 1 we will simply write 4, mstead of d,.(1). (ii) (Comparison property) If m < M in 2 then Ax(m) > An(M); af m A,(M). In particular, if m < A, (resp.> Ax) then Ax (m) > 1 (resp.< 1).