A Variant of the Lusternik-Schnirelman Theory DAVID C. CLARK Communicated by Davin GiuBarG 1. Introduction. In this paper we consider the existence of critical points of an even, real valued function on a Banach space. The general approach is by a variant of the Lusternik-Schnirelman theory. An application is made to nonlinear eigenvalue problems of the form qd) rg =F, where g’ and h’ are gradient operators and where the value of 2 is specified, This contrasts with other treatments of (1) by the Lusternik-Schnirelman theory, where (1) is dealt with as an isoperimetric variational problem and consequently the value of \ cannot be specified. Also, it is to be noted that no definiteness assumptions are imposed upon g’, which contrasts with all other published results concerning (1), except for some results of Amann [13]. Another feature of isoperimetric variational problems is that the parameter appears linearly. It seems likely that certain eigenvalue problems in which the parameter appears nonlinearly could be considered in terms of finding the critical points of a function on a Banach space, although the author has not yet considered any such problems. ‘We obtain the main theorem of the Lusternik-Schnirelman theory specialized to the case of an even function on a Banach space (Theorem 8). The proof and the preliminary results are largely modifications of results of Palais [2, 5] and Schwartz [1]. However, Theorem 8 is not a specialization of their results. Also, it should be noted that the specialization to a Banach space permits great simplification in the technical details of the proof. After deriving Theorem 8 we consider corollaries which require special types of nonlinearity in the gradient function, which are related to superlinearity and to asymptotic linearity [12]. Finally, we consider eigenvalue problems of the form (1), with 2 specified. Other authors who have, in effect, considered eigenvalue problems with the parameter fixed are Hempel [10], who treats elliptic problems in differential equations, and Coffman [11], who treats Hammerstein integral equations. 65 Indiana University Mathematics Journal, Vol. 22, No. 1 (1972)66 D. C. CLARK 2, Preliminary results. Let H be a real Banach space, f a real valued C* function on Z, E* the set of regular (non-critical) points of f, and v a vector field on B*. AC" funetion ¢ from an interval of the reals into H such that 4/(t) = 0(6(0) is called a solution curve of v. If 0 is in the domain of 4, then $(0) is called the initial value of the solution curve. We shall say that v is C'~ (locally Lipschitz continuous) if for every ze E* there exists a neighborhood U C E* of x and K > O such that ||o(y) — v(2)|| S K |ly — || for y, ze U. Lemma 1 is the relevant part of results of Palais [5], specialized to the present case, and Definition 2 is also taken from [5]. 1, Lemma. Let v be a C*~ vector field on E*. Then (a) For each xe E* there is a solution curve $, of v in E* with initial value x such that every solution curve in E* with initial value x is a restriction of ¢. . The domain of ¢, is an open interval (t"(z), t*(z)). (b) Either (2) = —@ (t*(z) = ©) or ¢,(t) has no limit point in E* as t>t@) ¢>t@). (©) The set D = {(a, t) | C(z) < t < t*(@)} és open in E* X R. Let o4(2) = .(t). The map x —> (2) is continuous. The family of maps o, is said to be the flow defined by v. We let (u, 2) denote the pairing between an element w of the space dual to Z and an clement z of E. Also, we let || || denote the norm in both # and its dual space. 2, Definition. ve Eis called a pseudo-gradient vector for f at «it (@) llell $2 I@ll (b) ('@), ») 2 II@IP. If 0(2) is a ’~ vector field on H* such that o(2) is a pseudo-gradient vector for j at each ze E*, then v(z) is called a pseudo-gradient vector field for f in E*. 3. Lemma, Let j be even. Then there exists an odd C'~ pseudo-gradient vector Jield for { in B*. ‘The existence of a C'~ pscudo-gradient vector field v(z) for f in E* follows from a result of Palais [5]. It is easily seen that 0(2) = #(v(2) — o(—2)) is aC pseudo-gradient vector field for f in B* which is odd. ‘We shall assume that /(0) = 0 and that f satisfies the following Palais-Smale type condition: (A) If a sequence {z,} C E is such that f(z.) < 0, f(z.) is bounded below, and f’@,) > 0, then {z,} contains a convergent subsequence. For verification of Condition (A) in particular cases it will be convenient to verify the following two conditions, which taken together are equivalent to Condition (A):A VARIANT. 67 (B) For every k < 0 there exists R > 0 and a > O such that ||j’(z)|| 2 @ for x such that k < f(2) < 0 and |[z|| > R. (©) If a bounded sequence {2,} C B is such that f(z.) < 0, f(z) is bounded below, and /’(z,) + 0, then {2,} contains a convergent subsequence. We let K = {re B| (2) = 0), K. = KAO, andj, = f*((—2, a). ‘The following theorem and its proof are analogous to theorems and proofs from a number of other sources [1-7, 13, 14], but it is not a specialization of any of these results. 4, Theorem. Let f be an even C" function satisfying Condition (A). For any ¢ < O let U be @ neighborhood of K, . Then there exists d > 0 and a flow n,(z), defined jor (f, 2) # (0, 1] X Gove — U), and odd in «, such that i(fea— U) C fea In particular, if ¢ is a regular value of f, then (fer) C fea» Proof. Consider first the case where K, # @. Then Condition (A) implies that K, is compact; hence U contains a neighborhood of K, of the form @) U, = {te B|d@, K) <4, «> 0. It will suffice to prove that for any such set U, there exists d > 0 and a flow (2), defined for (t, 2) €[0, 1] X (fea — U.), and odd in z, such that n:(f-.« — U.) Chea. It follows from Condition (A) that for any ¢ > 0 there exist b > 0 and d; > 0 such that, @) IW/@|L 2b if tefsa — fa — Ure Given any such ¢, b, d, , choose d, smaller, if necessary, and choose d so that (4) 01 a(l) Aa, then y(A1) S (Az); in particular, if Ay C Aa then (As) S (Aa). (b) For A, , Ase S(E), y(Ar U As) S (As) + (Az). (©) If Ae S(E) and A is compact, theny(A) < © and A has an open neighborhood U such that Ue S(B) and y(0) = (A). (d) If Ae S(B) and if there exists an odd homeomorphism of the n-sphere onto A, then y(A) = n + 1. ©) If Eis a Hilbert space, and F is an n-dimensional subspace of E, and Ae S(B) is such that A) F* = i, then y(A) Sn. Properties (a) to (d) are taken from [11, p. 407], and the proofs are given there. For the proof of property (e) we project A orthogonally into F — {0}, which is an odd continuous map, and then project along rays from the origin into F A {ze | ||z|| = 1), which is an odd continuous map into a set homeo- morphic to the n — 1 sphere. The result now follows from properties (a) and (d). 7. Definition. For m < dim E let (0) en(f) = | inf _ sup f(a). Clearly —» 5 aff) 5 aalf) S alf) S 0, since f(0) = 0. 3. Main theorem and corollaries. Now we come to the analog of the prin- cipal result of the Lusternik-Schnirelman theory on manifolds. 8. Theorem. Let f be even, C*, satisfy Condition (A), and let f(0) = 0. Then if —© 0 and a flow n, such that ¢ + d < 0 and m(fere — U) C f-- a8 in Theorem 4. By Definition 7 there exists A e S(H) such that A C fea and (A) = n. Let B = A — U. Then by Lemma 6(a, b) ay 1K.) 2 y(A) — 7(B). Also, it is clear that Be S(H), n:(B) e S(H), and m:(B) C f.-«. By Lemma 6(a), ‘v(m(B)) 2 y(B). If y(B) = m, then y(n,(B)) 2 m and we arrive at the con tradiction that ¢q(f) S ¢ — d. Hence y(B) S m — 1 and from (11) we obtain that 7(K.) 2n-—m+1 ‘Using Theorem 8 we shall express lower bounds for the number of antipodal pairs of critical points of a function f in terms of the quantities70 D.C. CLARK 4) = lim ff), (a2) “ a() = Jim v(@). It is easily seen that c,(f) < 0 if and only if m S i,(f) and c,(f) > — © if and only if m > i,(f). To prove the former assertion, first suppose that m < i,(f). Then there exists a < 0 such that y(J.) 2 m. Clearly j.e S(Z) and supssy, {(2) a; henee ca(f) S a < 0. Now suppose that c.(f) < 0. Then there exists A ¢ S(Z) such that 7(A) 2 m and supsa f(x) = b < 0. Since f, D A, yf.) 2 m; hence lim,o (J.) 2 m. The other assertion is also easy. From Theorem 8 and the preceding considerations we immediately have: 9. Theorem. Let { be even, C', satisfy Condition (A), and let f(0) = 0. If i,(f) > taf), then for each integer m such that i,(f) < m S i,(f) there is at least one antipodal pair (tm, —2q) of critical points of f such that f(tm) = Calf). We shall consider two special cases of Theorem 9. First let us recall some well known facts about quadratic forms. A function q: E — R is called a quadratic form if there exists a symmetrie bilinear form 6: H X E — R such that q(x) = (2, 2). A quadratic form q is continuous if and only if there is a constant K such that |q(z)| < K ||z||’. In this ease there is a continuous symmetrie linear operator L from Bi to the space dual to H such that q(z) = 3(La, 2), and q is differentiable to all orders, the first and second derivatives being given by {@) = La, q’(2) = (L- , -), and higher derivatives vanishing identically. ‘We shall say that q is regular if |||] = a ||z|| for some a > 0. The index i(g) is defined to be the maximal dimension of a subspace of H on which q is negative definite, The following lemma is similar to a result of Lax and Phillips (15, p. 223]. 10. Lemma. Let q(2) be @ continuous regular quadratic form on a Hilbert space H, such that i(q) = k < ©, Then there exists a k-dimensional subspace F and ¢ > 0 such that q(z) & ¢ ||zl|* for ce F*. Proof. Let L be the continuous symmetric linear operator such that (1) 4(La, 2). Then from the spectral representation theorem for continuous sym- metric linear operators it is clear that L possesses : linearly independent eigen- veetors with corresponding negative eigenvalues. Let F be the span of these eigenvectors. Then F* is an invariant subspace under L. Let ¢ = inf.s q(x), where Sis the unit sphere in F*. Given any ¢ > 0 choose z>¢ S.so that £ S q(zo) < 4+ « We have Lzy = 2q(z0)2o + v, where v 1 zo andv 1 F. Also, for real t, (13) Q(t + w) = g(a) +t |lvll? + Pq) = & It follows from the inequality in (13) that ||v|| S (2¢ ||L||)'”. Since also 2g(z0) = ||Laol] — |p| = a — lol, it follows for e sufficiently small that ¢ = @/2 > 0, and hence the lemma follows.A VARIANT n 11. Theorem. Let E be a real Banach space and f be an even, real valued, C* function on E. Suppose further that f satisfies Condition (C), {(0) = 0, f is bounded below, f(2) = 0 for large |lx||, and f(z) = q(z) + o(||2|[?) as ||z|| +0, where q is a quadratic form of index k. Then for each integer m = 1, 2, --- , k, there is at least one antipodal pair (zm, —%m) of critical points of f such that f(a) = ea(f)- Proof. Since f(2) & 0 for large ||2||, Condition (B) holds. Since also f satisfies Condition (C), Condition (A) holds. Clearly, for a < 0 and sufficiently close to zero, f, contains a set odd homeomorphie to the k-sphere; hence by (12) and Lemma 6(ad), i,(f) = k. Since f is bounded below, i,(f) = 0. The theorem now follows from Theorem 9, 12. Theorem. Let H be a real Hilbert space and f be an even, real valued, C* function on H. Suppose further that f satisfies Condition (C), {(0) = 0, j is bounded below on bounded sets, and that f(x) = q.(z) + 0 (\|z\|*) a8 ||x|| + 0, where q, is a quadratic form of index k, and f(x) = qa(t) + ra(z), where go is a continuous regular quadratic form of finite index ¢ < k and where r2(2) = 0 (|\x\|*) and |lr4(2)|l = 0 ({l2l|) as ||z|| + ©. Then for each integer m such that £ <_m < k, there és at least one antipodal pair (2m, —2m) of critical points of f such that f(2m) = ca(f). Proof. Since qs is a regular quadratic form and ||74(z)|| = 0 (\lzl|) as ||z|| > ©, Condition (B) holds. Since also Condition (C) holds, Condition (A) holds. As in the proof of Theorem 11, #,(f) 2 &. By Lemma 10 there exists an J dimen- sional subspace F such that q(z) = ¢ ||z||* for xe F*, some ¢ > 0. It follows that f is bounded below on F* and hence f, F* = @ for some a < 0. Therefore, by Lemma 6(a), y(f.) $ 1 for some a < 0, and so i(f) < 1. The theorem now follows from Theorem 9. 4, Nonlinear eigenvalue problems. ‘The results of Section 3 may be applied to nonlinear eigenvalue problems of the form (14) dg'(a) = ha) in which the value of ) is specified. We shall assume that g and h are real valued functions on a separable, real Hilbert space H, and that: (D) ¢ is even, C', bounded (on bounded sets), 9(0) = 0, and g’ is compact, g’(2) = Liz + 0 ((|zl\) as ||x|| > 0, where L, is a continuous, symmetric, linear operator. It follows that Z, is compact [9, p. 135]. h is even, C*, bounded, h(0) = 0, and h’ is proper, ic., the inverse image under h’ of a compact: set in is compact in H, h’(2) = Myx + 0 (lal) a8 |x| + 0, where M, is a symmetric linear operator such that ¢; ||z|| < (Miz, 2) S a |lal|?, some cp = c, > 0. 13. Lemma. Let f = h — 0g, where g and h satisfy Conditions (D). Then f satisfies Condition (C). Proof. In fact we shall see that f satisfies a stronger condition. Let {4}72 D.C. CLARK be a bounded sequence in H such that f’(z,) —> 0. There is a weakly convergent subsequence, which we may suppose to be {z,}. Since g’ is compact, a sub- sequence of g/(2,) converges, which we may suppose to be g’(a,). Then h'(z_) = g's) + f' ax) converges, and so the set {h’(z,)} is relatively compact. Since W’ is proper, {24} is relatively compact and therefore contains a convergent subsequence. ‘Next consider the eigenvalue problem (a5) Maz = Me where L, and M, are the same as in Conditions (D). By well known results, (15) possesses a set of solutions (A; , 23), where (16) SMa SMASML 0 or A! , ¢ < 0 may be finite, and where {21} forms an orthonormal set. Moreover we may write H = P' © N* @ Q, where P! = span {2} | i < 0}, N’ is the null space of L, , and Q* = span {z!| i > 0}. Also, we let (2, y) = (Maz, y) — MLax, ), ge) = 2Bi(@, 2), 12) = h@) — do@). From (D) it follows that f(z) = q:(z) + 0 ((\lz||°) as |[2|| — 0. It is easily seen that A(z} , 23) = 0 if i # j. Hence q, is negative definite on the span of those 2} for which q(z!) < 0 and q is non-negative definite on the orthogonal com- plement of this subspace. Also, qi(x3) = 3(1 — /2})(Myz} , a1); hence (2!) < 0 if and only if \/d} > 1. It follows that ¢(q,) 2 if and only if\ > Nor \ < Ny, where k > 0. From Lemma 13 and Theorem 11 we conclud 14, Theorem. Suppose g and h satisfy Conditions (D), that > Ny or X < d-w for some k > 0, and that h(x) — d(x) = 0 for large ||z||. Then for each integer m=1,2, k, (14) has at least one antipodal pair (tm , —2m) of solutions such that h(itq) — gam) = Cm(lt — dg). Next we apply Theorem 12 to (14). First we introduce the following conditions: () g and h satisfy Conditions (D) and in additio o'(2) = Lae + 0 (Ilz|I) as |Iz|| > @. By [9, p. 207], L. is compact. Also WG) = Myx + 0 (ill) a8 [lel >, where al{z||* < (M,z, z) S b||z||* for some b = a > 0.A VARIANT 3 Analogously to (15) the eigenvalue problem an Not = Max has a set of eigensolutions (3 , 23), where SMI SMS 1 = 0, and 9 # ¥ for any i. Then for each integer m such that ¢ 0. Hence, by (18) |q2(x)| 2 d |lull? for some d > 0. Hence ||¢5(z)|| = 2d |x|; in other words, a(x) is a regular quadratic form. Arguments for each of the other cases show that in all cases g,(z) is regular. ‘The conclusion of the theorem now follows from Theorem 12 applied to f=h—-n.4 D. ©, CLARK REFERENCES 1. J.T. Scmwanrz, Generalizing the Lusternik-Schnirelman theory of critical points, Com. Puro Appl. Math. 17 (1964), 307-315. 2. R. 8, Pauats, Lusternik-Schnirelman theory on Banach manifolds, Topology $ (1968), 115-132. 3, F. E, Browpen, Existence theorem for nonlinear partial differential equations, (Global Analysis) Proc. Sympos. Pure Math. 16 (1970), 1-60. 4. 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