UNIVERSIT

`
A DEGLI STUDI DI MILANO
Facolt` a di Scienze Matematiche, Fisiche e Naturali
Dipartimento di Matematica
Corso di Dottorato di Ricerca in Matematica, Ciclo XIX
Tesi di Dottorato
Boundary and dimensional effects on metastability
in lattices of weakly coupled oscillators
Settore: MAT07 - Fisica Matematica
Relatore: Prof. D. BAMBUSI
Coordinatore del Dottorato: Prof. A. LANTERI
Tesi di:
Daniele MURARO
matricola R05323
ANNO ACCADEMICO 2006/2007
Preface
The Fermi-Pasta-Ulam (FPU) experiment is perhaps the first example of the use of
a numerical computation in order to analyze a nonlinear dynamical system. FPU
simulated the dynamics of a chain of 64 weakly coupled particles, with the aim
of understanding how the system evolves when the initial data are such that all
the energy is concentrated on the first Fourier mode. In particular they wanted
to understand how the system evolves towards the statistical equilibrium predicted
by Classical Statistical Mechanics. The numerical experiments instead showed that
the system does not reach the expected equilibrium, at least for the computational
times available at that time. This fact (non thermalization over long times) will be
called the FPU phenomenon.
The main question that is still not solved concerns the relevance of the FPU
experiment for the understanding of the thermalization process in concrete models.
In particular one should decide whether the non thermalization phenomenon that
occurred in the original FPU experiment persists in the limit of very large chains of
particles. Moreover one would like to have analytic results mathematically describing
the behaviour of the chain.
Recently Berchialla, Galgani, Giorgilli [BGG04], made a significant advance on the
numerical study of FPU systems. They showed that, when all the energy is initially
concentrated on the first mode, the FPU system presents at least three scales of time:
firstly there is a rapid flow of energy towards a packet of modes with small frequency,
afterwards the energy distribution remains almost unchanged for a very long time
scale (exponentially long with the inverse of the specific energy of the system), and
finally energy becomes equally distributed among the modes (equipartition). All
the relevant parameters seem to be independent on the number of particles.
From an analytic point of view there have been many studies on the FPU model;
here we only mention the recent paper [BP06] by Bambusi and Ponno, which is the
starting point of this thesis. In [BP06] the relations between the KdV equation and
the FPU lattice were reconsidered, showing that the KdV is a normal form for FPU
and using it (following [ZK65]) in order to study the FPU problem. In particular
they proved that if one mode of low frequency is excited, the system relaxes to a
state in which the energy of the k-th mode decreases exponentially with
k
N
, which
is then stable for a quite long time scale. They interpreted this behaviour as an
explanation of the metastable behaviour of the FPU.
Now, it is clear that the non thermalization phenomenon is relevant for physics only
if it is present also in three dimensional lattices. Thus some numerical computations
have been performed also in lattices with more than one dimension. In particular
Benettin (see [Ben04]) simulated a two-dimensional lattice with Dirichlet boundary
conditions. He highlighted that in such a model the system reaches equilibrium in
a time scale which is substantially shorter than in dimension one. Moreover his
2
computation seems to show that the FPU phenomenon disappears as the number
of particles in the lattice increases.
This result raises serious doubts on the relevance of the FPU phenomenon for the
foundations of Classical Statistical Mechanics.
We also mention that the analytic argument of [BP06] does not apply to the two
dimensional case, since it is based in an essential way on the fact that the KdV
equation is integrable. A fact that is not expected to be true for the corresponding
equations that are supposed to describe the system in higher dimensions.
Finally, we mention a result obtained by Carati (private communication) in
numerical computations on a two dimensional lattice with periodic boundary
conditions. His result, although preliminary, seems to show that the FPU
phenomenon persists in that model.
The research just mentioned essentially raises two kinds of questions that are
addressed in the present thesis, namely: the dependence of the thermalization times
on the dimension of the lattice and on the boundary conditions.
To start with we consider here a model different from FPU, namely a d-dimensional
Klein-Gordon lattice (d = 1, 2, 3), and study analytically and numerically its
dynamics.
Firstly, we perform some analytic studies on the dynamics corresponding to small
amplitude and long wavelength initial data. To this end we use the same approach
of Bambusi and Ponno, i.e. we compute a normal form of the system and then study
the dynamics of the normal form. In order to simplify the theory we take here a
quartic on-site potential and periodic or Dirichlet boundary conditions.
Then, to compute (and justify) the normal form we use the techniques developed
in [BP06] and in [Bam05]. The averaged equation turns out to be the cubic NLS
equation. The rigorous theory developed in [Bam05] allows one to show that, if the
solution of the NLS is smooth, then also the solution of the original system is close
to the solution of the NLS at least for long times.
So we study in detail the dynamics of the NLS in order to deduce consequences on
the FPU phenomenon. Using such results we are able to obtain some informations
on the dynamics of the original KG lattice. Such consequences constitute the main
results of this thesis.
The first result states that for a d-dimensional KG model with d = 1, 2, 3 and an
attractive on-site potential, or for the same model in d = 2, 3 with a repulsive
potential and small amplitude - long wavelength initial data, the system develops a
metastable state up to the time accessible within our approximation.
The second result refers to the case where NLS displays blow up. Here we are able
to show that in some sense the packet of modes is destroyed. To be precise we prove
a much weaker result, namely that if an exponentially localized packet exists then
its localization coefficient is very small.
3
In the third result we restrict to the case d = 2 and show that, taking an initial
datum with specific energy large enough and with an arbitrarily fast decay on the
modes, there exists a family of solutions whose localization coefficient becomes very
small in finite time.
Thus the conclusion of our analytic studies is that in some models the existence of
the phenomenon of formation and metastability of the packet appears to depend
on the dimension. However, we also showed that in some interesting KG models
with quartic, attractive on-site potential the stability phenomena leading to FPU
metastability and non thermalization persist in higher dimension.
Concerning the boundary conditions we only made some numerical computations,
mainly in dimension 1, considering lattices with cubic and quartic on-site potential.
We got that they all present the metastability phenomenon; however the energy per
mode distribution turns out to be completely different in the two cases: periodic
or Dirichlet boundary conditions. In particular we have that in the case of
periodic boundary conditions the energy per mode in the metastable state decays
exponentially with the index of the mode k. On the contrary in the case of Dirichlet
boundary conditions the energy per mode decays only as k
−6
.
The thesis is organized as follows. In chapters 1, 2, and 3 we give a description
of the FPU model and recall the main results of finite and infinite dimensional
perturbation theory which can be applied to systems of this kind. Chapter 4 is a
short account on the dynamics of the NLS with the theorems we apply to study the
Klein-Gordon lattice. Chapters 5 and 6 constitute the original part of the thesis. In
chapter 5 we give the analytical results just mentioned, while in chapter 6 we report
the simulations.
Acknowledgements. I would like to thank who helped me in these three years. My
Ph.D. supervisor Prof. Dario Bambusi for his availability and patience throughout
the duration of this work. Prof. Antonio Giorgilli who introduced me to the problem
and provided advice and encouragement. Dott. Andrea Carati, Antonio Ponno and
Tiziano Penati for their useful and helpful assistance. I gratefully acknowledge the
financial backing of ’Fondazione Confalonieri’ who gave me the chance of carrying
out my Ph.D. Lastly, and most importantly, I wish to thank my family for their
support.
4
Contents
1 Introduction 7
1.1 The Fermi - Pasta - Ulam problem . . . . . . . . . . . . . . . . . . . 7
1.2 The Fermi - Pasta - Ulam model . . . . . . . . . . . . . . . . . . . . 10
2 Finite - dimensional perturbation theory 19
2.1 Nearly - integrable Hamiltonian systems . . . . . . . . . . . . . . . . 19
2.2 Dynamics in the neighborhood of elliptic equilibria . . . . . . . . . . 25
3 Infinite - dimensional perturbation theory 29
3.1 Symplectic formalism . . . . . . . . . . . . . . . . . . . . . . . . . . . 29
3.2 Results on KAM and Nekhoroshev theorem for PDEs . . . . . . . . . 33
3.3 Poincar´e and Birkhoff normal form for some PDE’s . . . . . . . . . . 38
4 Blow up and global solutions
of the nonlinear Schrodinger equation (NLS) 43
4.1 Focusing critical NLS . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
4.1.1 Unbounded domains . . . . . . . . . . . . . . . . . . . . . . . 44
4.1.2 Bounded domains . . . . . . . . . . . . . . . . . . . . . . . . . 55
4.2 Defocusing critical NLS . . . . . . . . . . . . . . . . . . . . . . . . . . 61
5 Normal form theorems
for a Klein - Gordon lattice 63
5.1 Main result . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
5.2 Normal form . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 71
5.3 Estimate of the error . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
5.4 Dynamics of NLS and conclusion of the proofs . . . . . . . . . . . . . 79
5.5 α, β - KG model . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 85
5.6 Invariant manifolds . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
6 Boundary effects and metastability
in a Klein - Gordon lattice 89
6.1 Periodic boundary conditions . . . . . . . . . . . . . . . . . . . . . . 89
5
6.2 Dirichlet boundary conditions . . . . . . . . . . . . . . . . . . . . . . 93
A Proof of theorem 33 107
B Proofs of propositions 11, 14, and lemma 3 113
C Technical data of simulations 117
C.1 Leap frog algorithm . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
6
Chapter 1
Introduction
1.1 The Fermi - Pasta - Ulam problem
In the beginning of the
t
50, during one of his frequent visits to Los Alamos
Laboratory, Enrico Fermi began to show interest in the development of the
first electronic computing machines. In particular he wondered which kind of
mathematical problems he could study by means of such equipment. As reported
by Ulam, Fermi often expressed the opinion that the future physical fundamental
theories would have involved non linear operators and equations, and that it could
have been useful to develop a mathematical technology to understand this kind
of systems. So, together with the mathematician Stan Ulam and the computer
programmer John Pasta, he decided to simulate the behaviour of a Hamiltonian
system, of interest for Statistical Mechanics, solving numerically its microscopic
equations of motion [FPU55].
The model they chose consists of a chain of particles of equal mass, moving on a line,
with fixed extremes, and joint with weak anharmonic springs. It could represent a
discrete string, or the vibrations of a one dimensional crystal. For systems of this
kind the distribution of energy among the normal modes is highly dependent on the
nonlinearity of the interacting forces. In particular, if the interaction is linear, the
energy holds frozen in the normal modes initially excited. Otherwise, the addition
of a perturbation should cause a diffusion of energy through all the modes till every
mode gets the same amount of it, i.e. the system reaches a state of equipartition of
energy. Fermi, Pasta and Ulam prepared such a model, choosing initial conditions
very distant from equilibrium so that only one or few normal modes were initially
excited. They did numerous numerical experiments with few variations on initial
data and nonlinearity. They expected to observe a fast flow from the excited modes
to all the others leading the system to equipartition. Numerical results were instead
completely unexpected:
7
Let us here say that the results of our numerical computations show
features which were, from the beginning, surprising to us. Instead of
a gradual, continuous flow of energy from the first mode to the higher
modes, all of the problems show an entirely different behaviour. (. . .)
Instead of a gradual increase of all the higher modes, the energy is
exchanged, essentially among only a certain few. It is, therefore, very
hard to observe the rate of ’thermalization’ or mixing in our problem,
and this was the initial purpose of the calculation.
In the light of these results, at least up to numerical explored times, there are no
indications that the system is evolving to an equilibrium state, or loosing memory
of initial conditions. The harmonic energies keep oscillating in a quasi periodic way
holding a recurrent behaviour which does not seem to steady. So one can have
the sensation that physical fundamental properties like good circulation of energy
among the normal modes are not trivial at all.
The work, written as a preprint in Los Alamos in 1955, was then formally published
10 years later with a preface of Ulam in “Collected Papers of Enrico Fermi”
[FPU65]. This collection gains particular importance since Fermi’s direct opinion is
not available (he died a little before the draft of the article was finished). In this
introduction Ulam recalled a previous interest of Fermi as regards ergodic theory:
when the scientist was young, he gave an important contribution generalizing a
famous theorem of Poincar´e which asserts that, for a certain class of dynamical
systems including FPU, it doesn’t exist in general another integral of motion a
part the Hamiltonian itself. Thus one should expect that FPU is ergodic. In
fact, ergodicity assures that time averages of dynamical variables converge, as
t → ∞, to the corresponding phase averages. However it is reasonable to expect a
somewhat continuous passage between an integrable system, with all the integrals
of motion, and a practically opposite situation in the perturbed system as small the
perturbation can be.
Nowadays, 50 years after the original paper, the literature on the FPU problem is
quite abundant, thus it is not easy to provide an accurate account of it. Even the
mathematical status and the physical meaning of the problem are often not so clear.
We will give a brief summary of the main results after the publication of the report,
paying more attention to the works related to the group of Milano.
The first reaction, also reported in the preface of Ulam, was that of Zabusky
and Kruskal in the
t
60 [ZK65]. They tried to explain such recurrences in a pure
mathematical way, not taking into account of the physical aspects of the paradox.
They developed the idea that the regularity of the system should be due to certain
particular solutions of a known partial differential equation, the Korteweg-de Vries
(KdV) equation, which approximates the discrete lattice. They observed that such
equation reveals unusual nonlinear interactions among some “solitary-wave pulses”
which they called “solitons”. During their motion these solutions preserves shapes
8
and velocity, and, in a system with periodic boundary conditions, they come back
to the starting position. This should explain FPU recurrences.
The next fundamental contribution came by Izrailev and Chirikov [IC66] when in
1966 published the article “Statistical Properties of a Nonlinear String” in which
they discovered a stochasticity threshold assuming the applicability of a recent
russian result of perturbation theory concerning the persistence of periodic solutions,
under some conditions on the frequencies, in the perturbed system: the Kolmogorov-
Arnold-Moser (KAM) theorem. Their aim was not to prove this applicability to
FPU. They just wanted to determine the critical point in which the regularity breaks
down and the FPU system would become “stochastic” or “ergodic”. Izrailev and
Chirikov considered initial data of a broader class than FPU. They gave the energy
to a packet of modes of nearby frequencies. For any frequencies of the initial packet
they found similar behaviours to FPU under a critical energy, while above it the
regularity seemed to disappear depending on the frequency of the excited packet
and on the number of particles. More precisely, they showed that, exciting the
lower modes, stochasticity is only possible for very large nonlinear perturbations.
This would explain the FPU recurrence. On the other hand, for higher modes
and large N stochasticity sets in, even with very little nonlinearity. This result
almost eliminate the paradox, because, at least for particular initial data, in the
thermodynamic limit one would always be above the threshold.
An opposite approach had been pursued in Milano from the
t
70 beginning with the
work of Bocchieri, Scotti, Bearzi, and Loinger [BSB70]. The critical energy was
studied just for the original initial conditions considered in the FPU model, but the
computations were performed with a realistic interatomic potential. They found a
critical energy above which the system seemed to approach equilibrium, while for
a relevant set of conditions the system overstayed far from equipartition. For what
concerns the dependence on a suitable stochasticity threshold they noticed that in
the case of a large number of particles it is essentially constant.
A new interpretation appeared in a paper of the year 1982 by Fucito, Marchesoni,
Marinari, Parisi, Peliti, Ruffo and Vulpiani [FMM82]. They considered a variant
of the FPU and studied the “relaxation times” to equilibrium. They showed the
formation of a metastable phenomenon and interpreted the lack of equipartition as
due to the existence of two different time-scales: initially the system relaxes to a
state of “metaequilibrium” which appears as an equilibrium one, while on much
longer times it reaches equipartition. Oddly enough, this article has not taken into
account for several years.
A more precise study has been performed quite recently in a numerical simulation of
Berchialla, Galgani, Giorgilli [BGG04]. Exciting initially only the lowest frequency
mode, they exhibited the formation of a “natural packet” of normal modes. In a
relatively short time the energy spreads on a natural packet involving the modes
till a certain critical frequency. A subsequent diffusion of energy on all the modes,
9
which can lead to equipartition, requires a much longer time-scale. Quantitative
estimates are also available for the fast diffusion of energy in the natural packet.
It is numerically shown that there exists a threshold for specific energy
c
(ω) with
the following meaning: the natural packet spread till a mode of frequency ω only if
the initial specific energy is greater than
c
(ω). This threshold should somewhat
correspond to the threshold of specific energy for fast equipartition observed by
Bocchieri, Scotti, Bearzi, Loinger.
Some analytical developments were also obtained by Bambusi and Ponno [BP06]
reconsidering the relations between the KdV equation and the FPU lattice starting
from [ZK65]. They showed that the KdV is a normal form which approximates the
FPU dynamics for long times. By means of this result they proved that if the lowest
frequency mode is excited, the FPU problem relaxes to a state in which the energy
of the k-th mode decreases exponentially with
k
N
. So they interpreted this behaviour
as the metastable state already described in the numerical simulations of Berchialla
et al..
While the literature on the one-dimensional case is abundant, little is known about
lattices of two or three dimensions. A recent work on a two-dimensional triangular
cell with Dirichlet boundary conditions has been performed by Benettin [Ben04]. He
prepared the system imposing conditions very far from equilibrium, concentrating all
the energy in a small subset of normal modes, and computing some parameters as the
“spectral entropy” to estimate the equilibrium time. In this model the equilibrium
times are substantially shorter than in dimension one. Thus for a sufficiently large
number of degrees of freedom the equilibrium times grow only as the inverse of
specific energy (instead of a stretched exponential of it).
A different behaviour has been found in subsequent numerical computations
by Carati, who, working on a two-dimensional lattice with periodic boundary
conditions, observed the existence of metastable states (private communication).
These results raise two kinds of questions that are studied in the present thesis,
namely: the dependence of the formation of the packet on the dimensions of the
lattice and on the boundary conditions.
More precisely, in chapters 5, 6 we will consider a model different from FPU,
i.e. a d-dimensional Klein-Gordon lattice (d = 1, 2, 3), and study analytically and
numerically its dynamics.
1.2 The Fermi - Pasta - Ulam model
The Fermi-Pasta-Ulam (FPU) model consists of a chain of N + 2 particles of equal
mass on a line (N can move and two fixed on the boundary) interacting with each
10
Figure 1.1: Fermi-Pasta-Ulam model.
other with weakly nonlinear forces as described by the Hamiltonian
H(x, y) = H
2
(x, y) + H
3
(x) + H
4
(x), (1.1)
with
H
2
=
1
2
N

j=1
y
2
j
+
1
2
N

j=0
(x
j+1
−x
j
)
2
,
H
3
=
α
3
N

j=0
(x
j+1
−x
j
)
3
,
H
4
=
β
4
N

j=0
(x
j+1
−x
j
)
4
,
where x
0
, . . . , x
N+1
and y
0
, . . . , y
N+1
are respectively the displacements around the
equilibrium positions and the conjugated momenta with the bonds x
0
= x
N+1
= 0,
y
0
= y
N+1
= 0, and α, β are perturbative parameters (anharmonic coefficients).
The corresponding equations of motion are
¨ x
j
= x
j+1
−2x
j
+x
j−1
+α[(x
j+1
−x
j
)
2
−(x
j
−x
j−1
)
2
] +β[(x
j+1
−x
j
)
3
−(x
j
−x
j−1
)
3
].
One can introduce normal modes by means of the canonical transformation
x
j
=
_
2
N + 1
N

k=1
q
k
sin
_
jkπ
N + 1
_
, y
j
=
_
2
N + 1
N

k=1
p
k
sin
_
jkπ
N + 1
_
,
11
where (q
k
, p
k
) are the new coordinates and momenta.
The Hamiltonian in normal coordinates has the form
H =
N

j=1
E
j
+ H
3
+ H
4
, E
j
=
1
2
(p
2
j
+ ω
2
j
q
2
j
) (1.2)
with H
3
and H
4
suitable functions in normal coordinates q, and
ω
j
= 2 sin
_

2(N + 1)
_
are the angular frequencies of the normal modes. The corresponding harmonic
energies are
E
j
=
1
2
(p
2
j
+ ω
2
j
q
2
j
)
The Hamiltonian (1.2) is a typical example of a perturbed integrable system. When
α = β = 0 normal modes behave as uncoupled harmonic oscillators, so that
the harmonic energies E
j
are first integrals of motion and keep “frozen” on the
initially excited modes. Instead, when α = β ,= 0, one should expect a fast flow of
energy among all the modes because of the equipartition principle of energy which
guarantees that the time averages
¯
E
j
:= lim
t→+∞
1
T
_
T
0
E
j
(t)dt
converge to the same value
E
N
.
It is possible to have a clearer vision of the nature of the dynamics observing the
behaviour of the harmonic energies of the more involved normal modes ([Ben96],
[Ber01]). One can observe the presence of a kind of “recurrence” in the system. It is
not a periodic motion because in this case the system would be integrable. However
it is a motion which tends to break the periodicity after very long times, and the
more it will hold these characteristics the longer will be the times necessary to reach
a possible equipartition. If the initial conditions on energy grow, the model will
progressively change: chaotic dynamics will substitute quasi periodic motions till
one obtains a situation of good equipartition of energy among the normal modes.
Analyzing average energies one can notice how the diffusion of energy among the
low frequency modes will occur in quite short times, while the flow towards higher
modes seems to be much slower. Moreover the modes that will take part to the
sharing of energy seem to increase with the total energy, until, for high energy, the
system reaches equipartition ([Ber01], [BGG04]).
12
Figure 1.2: Harmonic energies for N = 7 and total energy E
1
(0) = 0.0001. Number
of integrations: 7.5 10
6
. Step: τ = 10
−4
. Under these conditions the energy seems
“frozen” in the first mode.
Figure 1.3: Harmonic energies for N = 7 and total energy E
1
(0) = 0.01. Number
of integrations: 7.5 10
6
. Step: τ = 5 10
−4
. Growing initial energy of two orders
of magnitude the dynamics involves the second mode oscillating in opposition of
phase.
13
Figure 1.4: Harmonic energies for N = 7 and total energy E
1
(0) = 0.1. Number of
integrations: 7.5 10
6
. Step: τ = 10
−4
. A growth of the energy of a further order of
magnitude produces an involvement of the third mode.
Figure 1.5: Harmonic energies for N = 7 and total energy E
1
(0) = 1. Number of
integrations: 7.5 10
6
. Step: τ = 10
−4
. The amplitude of oscillations rises involving
the first five modes. Small-scale oscillations come out due to numerical algorithm
and diffusion.
14
Figure 1.6: Harmonic energies for N = 7 and total energy E
1
(0) = 5. Number
of integrations: 7.5 10
6
. Step: τ = 10
−4
. Periodicity tends to vanish. Chaotic
dynamics begin to appear.
Figure 1.7: Harmonic energies for N = 7 and total energy E
1
(0) = 10. Number of
integrations: 7.5 10
6
. Step: τ = 10
−4
. The dynamics are clearly chaotic.
15
Figure 1.8: Average harmonic energies for N = 63 and total energy E
1
(0) = 0.1.
Number of integrations: orders of magnitude of 10
5
, 10
6
, 10
8
. Only a few modes
seem involved in the dynamics.
16
Figure 1.9: Average harmonic energies for N = 63 and total energy E
1
(0) = 0.3.
Number of integrations: orders of magnitude of 10
5
, 10
6
, 10
8
. The number of modes
involved in the sharing of energy increases. A kind of inner equipartition seems to
take place.
17
Figure 1.10: Average harmonic energies for N = 63 and total energy E
1
(0) = 9.
Number of integrations: orders of magnitude of 10
5
, 10
6
, 10
8
. There is a sharing of
energy that leads to equipartition.
18
Chapter 2
Finite - dimensional perturbation
theory
2.1 Nearly - integrable Hamiltonian systems
Let us firstly recall the definition of an integrable Hamiltonian system.
Let H : T
n
( →R, H = H(q, p), ( ⊂ R
n
open set, be a Hamiltonian function.
Definition 1. H is said to be integrable if it is independent of the variables q ∈ T
n
.
In this case the variables p, q are called action - angle variables.
The Hamilton equations of an integrable system have the following form:
˙ p = 0; ˙ q =
∂H
∂p
= ω(p); p ∈ R
n
, q ∈ T
n
For every fixed value for the actions, the periodicity of the solutions will depend on
whether the frequency vector ω(p) is resonant (∃k ∈ Z
n
, k ,= 0 : ω(p) k = 0) or not.
A classical theorem concerning integrable systems is due to Liouville (1885), Arnold
(1963), and Jost (1968), (see e.g. [Gio02]). It asserts that if an Hamiltonian system
with n degrees of freedom admits n first integrals independent and in involution (i.e.
if all the Poisson brackets of every couple are zero), then the system is integrable.
Given an integrable system with Hamiltonian H
0
(p), and adding a small
perturbation H
1
(p, q), ∈ R, one can study the behaviour of the quasi-integrable
system:
H(p, q, ) = H
0
(p) + H
1
(p, q) (2.1)
More precisely, one can try to show that the phase space still admits a continuous
foliation in tori close to the unperturbed ones, and that the motion is still periodic
or quasi-periodic on these tori. As proved by Poincar´e this is not true in general.
Indeed one has
19
Theorem 1 (Poincar´e). Let H(p, q) = H
0
(p) + H
1
(p, q) be analytic, with ,=
0, p ∈ ( ⊂ R
n
, ( open set, q ∈ T
n
, and let us suppose that it satisfies the following
conditions:
i. Non degeneracy:
det (

2
H
0
∂p
j
∂p
k
) ,= 0 (2.2)
ii. Genericity: consider the Fourier expansion of H
1
, namely
H
1
(p, q) =

k∈Z
n
h
k
(p)e
ikq
thus, for any k, the function h
k
(p) is not identically zero on the manifold
k ω(p) = 0.
Let F = F(p, q, ) be an analytic (also in ) integral of motion of H, then it is a
function of the Hamiltonian. More precisely, there exists a function T : R −→ R,
such that
F(p, q, ) = T(H(p, q, )).
Poincar´e’s theorem essentially states that integrable systems are exceptional.
Altering one finds a continuum of non-integrable systems among which the
unperturbed system constitutes the exception.
A generalization of Poincar´e’s theorem is due to Fermi in the first part of [Fer23].
Theorem 2 (Fermi). Under the assumptions of theorem 1, suppose that the number
of degrees of freedom n is greater than two. Assume that
o := ¦(p, q) : F(p, q, ) = 0¦, with F analytic (also in ),
is an invariant surface for (2.1), then o is a surface of constant energy.
The generalization consists of the fact that, while in Poincar´e’s theorem the existence
of an integral of motion is excluded, and thus the existence of an invariant foliation
of the form
F(p, q, ) = c, for c in some interval,
theorem 2 excludes even the existence of a single sheet. This proposition was of
interest for Fermi as regards the ergodic problem. Indeed, the existence of a single
invariant sheet, transversal to the constant energy surfaces, allows to construct
invariant sets different from the energy surface, thus constituting an obstruction
to ergodicity. The second part of the work consists of a proof that, under some
assumptions of regularity, a Hamiltonian system with N degrees of freedom is in
20
general quasi-ergodic in the following sense: if σ, σ
tt
are two open sets of the surface
of constant energy, then there exist solutions which visit both σ and σ
tt
, (for an
account on Fermi’s works on the ergodic hypothesis see [Gal01]).
Changing point of view, another fundamental result is given by the theorem of
Kolmogorov, Arnold, and Moser (Kolmogorov, 1954; Moser, 1962; Arnold, 1963),
which prompted the so called KAM theory. In this theory one gives up to search
informations on the flow on the entire phase space. Noticing that Poincar´e’s negative
result is due to the existence of resonances among the frequencies, in the unperturbed
system H
0
(p) one considers invariant tori which are characterized by strongly non
resonant frequencies. KAM theorem states that such tori persist under small
perturbations simply being deformed; thus for the perturbed system there exist
initial data which lead to quasi-periodic motions. The theorem can be stated in the
following way:
Theorem 3 (Kolmogorov, Arnold, Moser). We consider an Hamiltonian H(p, q) =
H
0
(p) + H
1
(p, q), with ,= 0, p ∈ ( ⊂ R
n
, ( open set, q ∈ T
n
. Let ω(p) =
∂H
0
(p)
∂p
be the frequency of the unperturbed system for all p, and let us suppose the validity
of the nondegeneracy condition (2.2). We define the set of frequencies

γ
= ¦λ ∈ Ω ⊂ R
n
: [λ k[ ≥ γ | k |
−n
, ∀k ∈ Z
n
, k ,= 0¦
for γ > 0, | | is the sup norm. We also define the family of complex domains
D
ρ, ¯ p
= ¦(p, q) ∈ C
2n
: | p − ¯ p |≤ ρ, | Im(q) |≤ ρ¦
Fixed a point ¯ p ∈ (, if there exist three positive numbers γ, ρ, d < 1 such that
λ = ω(¯ p) ∈ Ω
γ
(2.3)
H
0
, H
1
analytic in D
ρ, ¯ p
, | H
1
|≤ 1 (2.4)
| v | d ≤ [v
∂ω
∂p
(¯ p)[ ≤| v | d
−1
∀v ∈ C
n
(2.5)
then there exist two positive numbers E, ρ
t
< 1 such that, if | H
1
|≤ E, there exists
a canonical transformation ψ : (p
t
, q
t
) →(p, q), (p
t
∈ (
t
⊂ R
n
, q
t
∈ T
n
), which leads
the initial Hamiltonian in the form
H
t
(p
t
, q
t
) = a + λ p
t
+ R(p
t
, q
t
)
with a ∈ R, and R(p
t
, q
t
) analytic and at least quadratic in p
t
. Moreover,
| ψ −Id |→0 for →0
µ(¦¯ p ∈ ( : ω(¯ p) / ∈ Ω
γ
¦) →0 for γ →0
21
The original proof of Kolmogorov [Kol54]
1
, is based on a weakening of the standard
method of perturbation theory. Instead of looking for a canonical transformation
(p, q) → (p
t
, q
t
) which changes the perturbed Hamiltonian in the form H
t
(p
t
, q
t
) =
H(p
t
), generating a foliation of the entire phase space, in the method of Kolmogorov
one searches, in correspondence with any good frequency λ (i.e. any λ ∈ Ω
γ
for
some γ) for a change of variables which eliminates the angles q only at first order in
p. Thus, one renounces to search for a general solution
p
t
(t) = p
t
0
, q
t
(t) = q
t
0
+ ω(p
t
0
)t (mod 2π)
which correspond to all initial data (p
t
0
, q
t
0
) ∈ D
ρ, ¯ p
, but one gets, for any good
frequency λ, the particular solutions
p
t
(t) = p
t
0
, q
t
(t) = q
t
0
+ λt (mod 2π)
for all initial data (p
t
0
, q
t
0
), with p
t
0
= 0, q
t
0
∈ T
n
. This can be seen by the form of
the Hamiltonian equations in the new system of coordinates
˙ q
t
=
∂H
t
∂p
t
= λ +
∂R
∂p
t
˙ p
t
= −
∂H
t
∂q
t
= −
∂R
∂q
t
noticing that R is at least quadratic in p
t
. In such coordinates one is not guaranteed
to have a foliation into invariant tori, but one can prove the existence of a quasi-
periodic motion with frequency λ on an invariant torus. This torus is a small
perturbation of the torus p = ¯ p, q ∈ T
n
, which is invariant for the Hamiltonian H
0
,
supporting quasi-periodic motions with the same angular velocity.
At this point the problem of establishing ’how many’ initial data produce this kind
of dynamics comes up. From the point of view of measure theory, the measure of
destroyed tori tends to zero when the perturbation tends to zero; instead, from the
topological point of view, the situation is less clear: for n > 2 the complementary of
the set of the invariant tori on a manifold of constant energy is open and connected.
Thus, only for n = 2 we are sure that the orbits confined between two invariant
tori will keep close forever to an unperturbed torus; in fact for n > 2 the orbits
which start from the complementary of the set of the invariant tori could go far
away from the correspondent unperturbed initial torus. However, the realness of
this phenomenon, called Arnold’s diffusion, is still an open problem.
A result in this sense complementary to KAM theorem is Nekhoroshev theorem
(1971, 1977, 1979). Instead of restricting the set of initial data, one looks for results
1
see also [BGG84] for a simplified demonstration based on the Lie method to define the canonical
transformation, thus avoiding the use of implicit function theorem.
22
which overstay for times which are finite, but very long, and for all the orbits that
start from an open set of initial data. The goal is to prove that if the diffusion is
present, its effect should be so small that it could be distinguished only after a very
long time, i.e. exponentially growing with the inverse of the perturbative parameter
. Nekhoroshev’s theorem can be stated as follows
Theorem 4 (Nekhoroshev). Let us suppose that the Hamiltonian H(p, q)
2
=
H
0
(p) + H
1
(p, q), with ,= 0, p ∈ ( ⊂ R
n
, ( open set, q ∈ T
n
, satisfies the
following conditions
i. H
0
(p) and H
1
(p, q) are analytic functions bounded on the complex extension
D
ρ,2σ
= (
ρ
T
n

(with σ, ρ analyticity parameters) of the real domain ( T
n
.
ii. | H
1
|
ρ,2σ
≤ ∞ where | H
1
|
ρ,2σ
is the sup norm on the domain D
ρ,2σ
, i.e.
| H
1
|
ρ,2σ
= sup
(p,q)∈D
ρ,2σ
[H
1
(p, q)[; thus [H
1
[
ρ,2σ
is an estimate of the measure
of the perturbation.
iii. Let C(p) be the Hessian matrix of the unperturbed Hamiltonian H
0
(p), then
∀p ∈ (
ρ
the following inequalities hold
| C(p)v |≤ M | v |, [¸C(p)v, v)[ ≥ m | v |
2
for all v ∈ R
n
with m ≤ M a positive constant.
Then there exist positive constants µ

and T which depend on ρ, σ, [H
1
[
ρ,2σ
, m, M
and on the number n of degrees of freedom such that if
3
4
µ

< 1
then for every orbit p(t), q(t) with p(0) ∈ ( holds
dist(p(t) −p(0)) ≤ (µ

)
1
4
ρ
for times satisfying
[t[ ≤
T

e
(
1
µ

)
1
2a
where a = n
2
+ n.
2
We consider the case of a phase space ( T
n
, where ( ⊂ R
n
with action-angle variables
q ∈ T
n
and p ∈ (. The domain can be complexified as follows. For p ∈ ( we consider a complex
polidisk ∆
ρ
(p) with radium ρ > 0 and center p. The complexification (
ρ
of the real domain ( is
defined as (
ρ
= ∪
p∈G

ρ
(p). Similarly, the complexification T
n
σ
for σ > 0 of the n-torus is defined
as T
n
σ
= ¦q ∈ C
n
: [Im(q)[ < σ¦, i.e. the Cartesian product of strips of width σ around the real
axis in the complex plane. Finally one can define the complexified domain D
ρ,σ
= (
ρ
T
n
σ
.
23
The proof of this result is made of two steps: the ‘analytic part’ and the ‘geometric
part’. The first part consists essentially in a local stability lemma obtained by means
of Birkhoff normal form (see section 2.2) with suitable analytic estimates. The
second part is instead devoted to the construction of local domains with resonant
initial data where the orbit is confined for a very long time. In particular, the
exponential estimate of time depending on
1

is due to a suitable choice of the order
of normalization in the first part. One can also notice that such an estimate strongly
depends on the number of degrees of freedom, and that the value a = n
2
+n can be
optimized, under an assumption of convexity for the unperturbed Hamiltonian, to
a = 2n (see [LN91], [Loc92]).
This theorem leads to a change in the concept of stability of the usual mathematical
definition which involves infinite times. With this kind of approach one considers
stable a system which overstays in such a condition for times longer than a time
range physically relevant for the considered system. For example, if one considers
the solar system, the range of time should be greater than the age of the solar system
itself, or eventually of the age of the universe.
24
2.2 Dynamics in the neighborhood of elliptic
equilibria
The study of a Hamiltonian system in the neighborhood of an elliptic equilibrium
can be reduced to the study of the Hamiltonian
H(x, y) = H
0
(x, y) + P(x, y), (2.6)
where
H
0
(x, y) =
n

l=1
ω
l
2
(x
2
l
+ y
2
l
) (2.7)
and P(x, y) is a smooth function having a zero of order 3 at the origin, and the
harmonic frequencies (ω
1
, . . . , ω
n
) ≡ ω ∈ R
n
are assumed to be different from zero.
The equations of motion of (2.6) take the form
˙ y
l
= −ω
l
x
l

∂P
∂x
l
˙ x
l
= ω
l
y
l
+
∂P
∂y
l
Since P has a zero of order three its gradient starts with quadratic terms. Thus, in
the linear approximation the previous system takes the form
˙ y
l
= −ω
l
x
l
˙ x
l
= ω
l
y
l
namely it consists of n independent harmonic oscillators. This kind of study is of
interest in many fields of mathematical physics and of astronomy, mainly as regards
stability problems near an equilibrium.
In fact, while the problem of stability can be easily solved when all the frequencies are
positive (or negative), since in such a case the equilibrium point is a local minimum
(or a maximum), it doesn’t exist a direct solution if the frequencies have different
signs. One can prove the formal integrability of the system if the frequencies are not
resonant, i.e. if the condition ¸k, ω) ,= 0 for 0 ,= k ∈ Z
n
is satisfied. To this aim one
generally chooses one of the following two methods. The first one, introduced by
Birkhoff [Bir27] consists in searching for a canonical transformation which leads the
Hamiltonian in normal form, in such a way that the new Hamiltonian is a function
only of the actions. With the second method, used by Whittaker [Whi16] and Cherry
[Che24], one tries to construct n independent formal integrals. Thus no canonical
transformation is introduced and one always works with the original variables. The
normal form method is the more common one and can be generalized to the resonant
case [Gus66], [Mos68].
In particular one has the following
25
Theorem 5 (and definition). For any positive integer N ≥ 2 there exist a
neighborhood |
N
of the origin and a canonical transformation T
N
: R
2n
⊃ |
N
−→
R
2n
which leads the system (2.6) in Birkhoff Normal Form up to order N,
namely such that
H ◦ T
N
= H
0
+ Z
N
+ R
N
where Z
N
Poisson commutes with H
0
, namely ¦H
0
; Z
N
¦ ≡ 0 and R
N
is small, i.e.
[R
N
(x, y)[ ≤ C
N
|(x, y)|
N+3
and
|x −T
N
(x, y)| ≤ C
N
R
2
Moreover, if the frequencies are nonresonant namely
ω k ,= 0, ∀k ∈ Z
n
−¦0¦,
the function Z
N
depends on the actions I
l
=
x
2
l
+y
2
l
2
only.
From this statement the remainder keeps small in a neighborhood of the origin, i.e.
of the order of
N+3
in a ball of radius .
By means of this approximation we want now to get some informations on the
dynamics of the initial system. In particular, we will be able to use a solution of the
normal form in a neighborhood of the origin |
N
in which the normal form holds.
It is so necessary to define the escape time of the solution from |
N
. Let us denote
by z = (x, y) the original variables, by z
t
= (x
t
, y
t
) the normalized variables, and by
B(R) the open ball in R
N
. Consider z
0
∈ B
R
and fix C. We define T
e
= T
e
(z
0
, R, C)
by
T
e
:= inf¦T = [t[ : z
t
(t) / ∈ B(CR)¦
where B(CR) ⊂ |
N
. Denoting the harmonic energy in the new variables as
H
0
(x
t
) ≡ H
t
0
in the general case (i.e. with no assumptions of nonresonance for
the frequencies) one can prove the following
Theorem 6. Let us suppose that the initial datum is small enough, i.e. there exists
R

such that
|x
t
0
| ≤ R < R

then the harmonic energy is an approximate integral of motion. More precisely,
[H
t
0
(t) −H
t
0
(0)[ ≤ CR
N+3
[t[ when [t[ ≤ min
_
C
R
N
, T
e
_
and
[H
0
(t) −H
0
(0)[ ≤ CR
3
when [t[ ≤ min
_
C
R
N
, T
e
_
.
26
As regards the approximate solutions x
t
a
(t) for the normalized system H
0
+Z
(N)
it is possible to estimate the distance from a true solution with the following
Theorem 7. Assume that
|x
t
a
(t)| ≤ R ∀[t[ ≤
T
R
for some T > 0. Then, for R small enough, one has
|x
t
a
(t) −x
t
(t)| ≤ CR
N+2
for [t[ ≤
T
R
.
Remark. In order that the estimates above are meaningful it is important that the
solution remains in the domain of validity of the normal form, otherwise the true
system could have a completely different behaviour compared with the approximate
and, by assumption, well-known one.
27
28
Chapter 3
Infinite - dimensional perturbation
theory
3.1 Symplectic formalism
Before we state the infinite-dimensional generalizations of KAM and Nekhoroshev
theorems, it is necessary to define the environment in which they are defined. Thus
we give the following
Definition 2. Let X be a Hilbert space with a scalar product ¸, ) = ¸, )
X
and a
Hilbert basis ¦φ
k
[ k ∈
˜
Z¦, where
˜
Z is a countable subset of some Z
n
. Let us take a
positive sequence ¦θ
k
[ k ∈
˜
Z¦ which goes to infinity with k. For any s ∈ Z (or R)
we define X
s
as a Hilbert space with the basis ¦φ
k
θ
−s
k
[ k ∈
˜
Z¦. We denote by | |
s
and ¸, )
s
respectively the norm and the scalar product in X
s
. We will say that
- ¦X
s
¦ is a Hilbert scale,
- ¦φ
k
¦ is the basis of the scale,
- ¸, ) is the basic scalar product of the scale.
For a Hilbert scale ¦X
s
¦ the following properties hold
- X
s
is compactly embedded in X
r
if s > r and is dense there,
- X
s
and X
−s
are conjugated with respect to the scalar product, i.e.
∀u ∈ X
s
∩ X
0
one has
|u|
s
= sup¦¸u, u
t
) [ u
t
∈ X
−s
∩ X
0
, |u
t
|
−s
= 1¦,
29
Remark. For a scale ¦X
s
¦ we will denote
X
−∞
:=
_
X
s
, X

:=

X
s
.
In the applications one refers mainly to scale of Sobolev functions defined as in the
following
Example 1. We consider a scale of Sobolev functions defined on the
d-dimensional torus ¦H
s
(T
d
; R) = H
s
(T
d
)¦. This space is formed by functions
u : T
d
−→R such that
u =

l∈Z
d
u
l
e
ilx
, u
l
∈ C
u
l
= ¯ u
−l
, |u|
2
s
=

l
(1 +[l[)
2s
[u
l
[
2
< ∞.
where the basis ¦φ
k
¦ consists of the properly normalized functions Re e
ilx
and
Im e
ilx
, l ∈ Z
d
.
Given two scales we can define linear operators between them; in particular we will
have
Definition 3. Let us consider the scales ¦X
s
¦, ¦Y
s
¦ and a linear map
L : X

−→Y
−∞
. Denote by |L|
s
1
,s
2
≤ ∞ its norm as a map X
s
1
−→Y
s
2
. Then L
defines a (linear) morphism of order d of the two scales for s ∈ [s
0
, s
1
],
s
0
≤ s
1
, if |L|
s,s−d
< ∞, ∀s ∈ [s
0
, s
1
].
Moreover, if there exists the inverse map L
−1
and defines a morphism of order −d
of the scales ¦Y
s
¦ and ¦X
s
¦ for s ∈ [s
0
+ d, s
1
+ d], we say that L defines an
isomorphism of order d for s ∈ [s
0
, s
1
].
In the special case ¦X
s
¦ ≡ ¦Y
s
¦ one has an automorphism.
Denoting by L

the adjoint map of L one has
Definition 4. Given a morphism L between the scales ¦X
s
¦, ¦Y
s
¦ of order d for
s ∈ [s
0
, s
1
], then adjoint maps L

form a morphism of the scales ¦Y
s
¦ and ¦X
s
¦ of
the same order d for s ∈ [−s
1
+ d, −s
0
+ d]. We will call it the adjoint
morphism.
Moreover, if L = L

(L = −L

) on X

, then we have a symmetric
( antisymmetric) morphism.
In the special case a symmetric morphism L of ¦X
s
¦ is of order d for
s ∈ [s
0
, d −s
0
], where s
0
≥ d/2, then the adjoint morphism L

is defined for
s ∈ [s
0
, d −s
0
] and L = L

on X

. We call L a selfadjoint morphism (in a
similar way one can define an anti-selfadjoint morphism).
We are also interested in the regularity of the morphisms in the following sense
30
Definition 5. Let ¦X
s
¦, ¦Y
s
¦ be two scales and consider a system of compatible
open domains O
s
⊂ X
s
, s ∈ [a, b], i.e.
O
s
1
∩ O
s
2
= O
s
2
if a ≤ s
1
≤ s
2
≤ b.
Let F : O
a
−→Y
−∞
be a map such that for every s ∈ [a, b] its restriction to O
s
defines an analytic (C
k
-smooth) map F : O
s
−→Y
s−d
. We say that F is an
analytic (C
k
-smooth) morphism of order d for s ∈ [a, b].
Remark. If we consider a C
k
-smooth function, with k ≥ 1, defined on a domain
O
d
⊂ X
d
, i.e. H : O
d
−→R, its gradient map will have the form
∇H : O
d
−→X
−d
, ¸∇H(u), v) = dH(u)v ∀v ∈ X
d
,
and the map ∇H will be C
k−1
-smooth. Assume that we can construct a system of
compatible domains O
s
, a ≤ s ≤ b including O
d
. Then if ∇H defines a
C
k−1
-smooth morphism of order d
H
for a ≤ s ≤ b, we will denote ord ∇H = d
H
.
Hamiltonian formalism is based on the symplectic structure of the phase space (or
manifold). It is thus convenient to generalize it in the context of Hilbert scales.
Definition 6. Given the Hilbert scale ¦X
s
¦ and its anti-selfadjoint automorphism
J of order d for −∞< s < ∞, then the operator
¯
J = −J
−1
defines an
anti-selfadjoint automorphism of order −d. We choose the following two-form
α
2
:=
¯
Jdx ∧ dx, where
¯
Jdx ∧ dx[ξ, η] = ¸
¯
Jξ, η).
In particular,
¯
Jdx ∧ dx is a continuous skew-symmetric bilinear form on X
r
X
r
,
with r ≥ −d/2. Thus we can define the pair (X
r
, α
2
) as a symplectic (Hilbert)
space, and similarly the pair (¦X
r
¦, α
2
) as a symplectic (Hilbert) scale.
Now we can define an infinite dimensional Hamiltonian system as follows:
Definition 7. Let h be a C
1
-smooth function on a domain O
d
⊂ X
d
, and α
2
the
symplectic form just defined. We take a continuous map V
h
: O
d
−→X
−d−d
J
such
that
α
2
[V
h
(x), ξ] = −dh(x)ξ ∀ξ.
So, one has ¸
¯
JV
h
(x), ξ) ≡ −¸∇h(x), ξ) and
V
h
(x) = J∇h(x).
We will say that V
h
is the Hamiltonian vector field of h.
Thus, for a non-autonomous Hamiltonian C
1
-smooth function h on O
d
R one
has the corresponding Hamiltonian equation
˙ x = J∇
x
h(x, t) = V
h
(x, t). (3.1)
31
In particular, fixed some boundary conditions, an Hamiltonian, and a Hilbert scale,
we call a partial differential equation in the form (3.1) an Hamiltonian partial
differential equation.
We will recall theorems on PDE’s of quasilinear and semilinear kind, i.e.
Definition 8. We will say that a nonlinear PDE is quasilinear if its nonlinear
part contains less derivatives then the linear one. More precisely the Hamiltonian
h has the form
h(x, t) =
1
2
¸Ax, x) + h
0
(x, t)
where A is a linear operator which defines a selfadjoint morphism of the scale and
ord∇h
0
< ordA. If ordJ∇h
0
≤ 0 we will say that the equation is semilinear.
An application of this formalism on a known equation can be the following:
Example 2. We consider the nonlinear Schrodinger equation (NLS) in
the one-dimensional case, with Dirichlet boundary conditions. In particular we will
choose the scale ¦H
s
0
(0, π)¦, where the elements of the s-th space are the odd
2π-periodic functions
u =

k=1
u
k
sin kx, such that |u|
2
s
=

[k[
2s
[u
k
[
2
< ∞.
One can notice that the basis of such space ¦sin nx¦ is also a complete system of
eigenfunctions of the operator −∆ in L
2
(0, π) with the domain of definition
¦u ∈ H
2
(0, π) [ u(0) = u(π) = 0¦. Thus such spaces can be defined as the domain
of the operator
_


2
∂x
2
_
, i.e. H
s
0
= H
s
(0, π) ∩ H
1
0
. Let us choose now the operator
Ju(x) = iu(x) and the Hamiltonian
H(u) =
1
2
_
π
0
([u
x
[
2
+ V (x)[u[
2
+ g(x, [u[
2
))dx,
where g is smooth and 2π-periodic in x. Then the equations of motion (3.1) take
the form
˙ u = i
_
−u
xx
+ V (x)u +
∂g(x, [u[
2
)
∂[u[
2
u
_
, u(0) = u(π) = 0.
Because of the smoothness of the nonlinear term as a map H
s
0
→H
s
0
, in these
spaces the NLS is a semilinear equation with ordA = 2 and ord∇h
0
= 0.
32
3.2 Results on KAM and Nekhoroshev theorem
for PDEs
Once we have defined the environment to work in the infinite-dimensional case, we
can state an abstract version of KAM theorem proved by Kuksin.
Let us consider a symplectic Hilbert scale (¦X
s
¦, α
2
=
¯
Jdu ∧ du) with
−d
J
= ord
¯
J ≤ 0. We assume that A is a self-adjoint automorphism of the scale of
order d
A
≥ −d
J
, and H is a Fr´echet-analytic functional on X
d
0
, d
0
≥ 0, such that
ord ∇H = d
H
< d
A
and
∇H : X
d
0
−→X
d
0
−d
H
.
We also suppose that d
A
≤ 2d
0
, so that the quadratic form
1
2
¸Au, u) is well defined
on X
d
0
.
We consider a quasilinear Hamiltonian of the form
H

(u) =
1
2
¸Au, u) + H(u)
with equations of motion
˙ u(t) = J(Au(t) + ∇H(u(t))). (3.2)
Let us assume that there exists an orthonormal basis ¦φ
k
, k ∈ Z
0
= Z −¦0¦¦ for
the scale ¦X
s
¦ such that

±
j
= λ
A
j
φ
±
j
, Jφ
±
j
= ∓λ
J
j
φ
±
j
, ∀j ≥ 1,
with some real numbers λ
J
j
, λ
A
j
; thus the eigenvalues of A have even multiplicity,
and J and A commute. The spectrum of the operator JA has the form
¦±iλ
j
[ λ
j
= λ
J
j
λ
A
j
¦, where the λ
j
are the frequencies of
˙ u = JAu.
In this way if we fix any n ≥ 1 we will have that the 2n-dimensional linear space
span¦φ
±
j
[ 1 ≤ j ≤ n¦
is invariant for the unperturbed system ( = 0) and is foliated into the invariant
tori
T
n
= T
n
(I) =
_
n

j=1
u
±
j
φ
±
j
[ u
+
2
j
+ u

2
j
= 2I
j
∀j
_
,
where I ∈ R
n
+
. We define on T
n
the coordinates q = (q
1
, . . . , q
n
), where
q
j
= Arg(u
+
j
+ iu

j
), thus the equations of motions of the linear system on the
torus will be
˙ q = (λ
1
, . . . , λ
n
) =: ω.
33
In such a way we obtain that the solutions are quasi-periodic curves, of frequency
ω on a finite dimensional torus. Kuksin theorem guarantees that under certain
conditions a great part in measure of these invariant tori survive under
perturbation if is sufficiently small.
More precisely, we need to assume that the operator A and the function H
analytically depend on an additional n-dimensional parameter a ∈ /, where / is a
connected bounded open domain in R
n
. Hence λ
j
= λ
j
(a). Now we can state the
following
Theorem 8 (Kuksin). Let us suppose that
1. (non degeneracy)
det
_
∂ω
l
∂a
k
,= 0 [ 1 ≤ k, l ≤ n
_
;
2. (asymptotic behaviour of the spectrum)

j
(a) −K
1
j
d
1
−K
1
1
j
d
1
1
−K
2
1
j
d
2
1
−. . . [ ≤ Kj
˜
j
, Lip λ
j
≤ j
˜
d
,
where d
1
:= d
A
+ d
J
≥ 1, K
1
> 0,
˜
d < d
1
−1 and the dots stand for a finite
sum with exponents d
1
> d
1
1
> d
2
1
> . . .;
3. (quasi-linearity)
1
the perturbed equation is quasilinear and analytic, and the set X
d
0
/
admits in X
c
d
0
C
n
a complex neighborhood Q such that the map

x
H : Q −→X
c
d
0
−d
H
is complex-analytic and bounded uniformly on bounded
subsets of Q. Moreover, d
H
+ d
J

˜
d.
4. (non-resonance)
for all integer n-vectors s and (M
2
−n)-vectors l such that [s[ ≤ M
1
,
1 ≤ [l[ ≤ 2 we have,
s ω(a) + l
n+1
λ
n+1
(a) + . . . + l
M
2
λ
M
2
(a) ,= 0,
where the integers M
1
> 0 and M
2
> n are to be specified.
Let us fix any I
0
∈ R
n
+
and denote by

0
the map T
n
/ −→X
d
0
which sends
(q, a) to the point of the torus T
n
(I
0
) with the coordinate q. Then there exist
integers M
1
> 0 and M
2
> n such that for arbitrary γ > 0 and for sufficiently
small < ¯ (γ), a Borel subset /

⊂ / and a Lipschitz map

: T
n
/

−→X
d
0
,
analytic in q ∈ T
n
, can be found with the following properties:
1
Here we denote by X
c
s
the complexification of the space X
s
34
a) mes (/¸ /

) ≤ γ;
b) the map

is C-close to

0
[
T
n
,

in the Lipschitz norm;
c) each torus

(T
n
¦a¦), a ∈ /

, is invariant for the flow of equation (3.2)
and is filled with its time-periodic solutions of the form
u

(t; q) =

(q + ω
t
t, a), q ∈ T
n
, where the frequency vector ω
t
(a) is C-close
to ω(a) in Lipschitz norm;
d) the solutions u

are linearly stable.
The main idea of the proof in the semilinear case is the following. One wants to
study the behaviour of the equation in the neighborhood of a torus T
n
(I
0
) of the
linear system. Thus we make the substitution I = I
0
+ p obtaining the new
Hamiltonian
H

= H
0
(p, y) + H
1
(p, q, y), H
0
= ω p +
1
2
¸Ay, y),
where H
0
is the integrable part of the hamiltonian H

. At this point one performs
m symplectic changes of variables S
1
, . . . , S
m
(KAM steps) by taking care of small
divisors which vanish for some values of the vector ω = ω(a). These ones can be
bounded away from zero if a / ∈ /
1
∪ . . . ∪ /
m
, where /
1
, . . . , /
m
are Borel subsets
of / of small measure. The transformed Hamiltonian thus takes the form
H
m
:= H

◦ S
1
◦ . . . ◦ S
m
= ω
m
p +
1
2
¸A
m
y, y) +
2
m
H
m
+O(p, q, y).
Since the torus T
n
(I
0
) is ‘almost invariant’ for the equation with the Hamiltonian
H
m
, then also the torus S
1
◦ . . . ◦ S
m
(T
n
) is ‘almost invariant’ for the original one.
Moreover, the superexponential convergence of the nonlinear term of the
Hamiltonian allows us to choose the Borel subsets in such a way that
mes(/

= /
1
∪ /
2
∪ . . .) < γ. Thus, for any a / ∈ /

, the vectors ω
m
(a) converge
to a limiting vector ω
t
(a) and the transformations S
1
◦ . . . ◦ S
m
converge to a
limiting map

(, a), defined on T
n
, and the torus

(T
n
, a) results invariant for
equation (3.2).
Kuksin theorem can be applied, for example, to the one-dimensional nonlinear
Schrodinger equation (NLS):
˙ u = i(−u
xx
+ V (x; a)u + f(x, [u[
2
; a)u),
u = u(t, x), x ∈ [0, π]; u(t, 0) ≡ u(t, π) ≡ 0.
where V and f are real smooth in x, and analytic in a and [u[. In this case we
have d
j
= 0, d
A
= 2,
˜
d = d
H
= 0, and consider odd periodic Dirichlet boundary
35
conditions and the Sobolev scale defined as in example 2 with d
0
= 1 or 2. Thus,
the quasi-periodic solutions constructed for Hamiltonian PDE’s of this kind are
linearly stable, and should be observable in numerical models. An example can be
just the Fermi-Pasta-Ulam experiment.
As regards Nekhoroshev theorem there are no complete generalizations for PDE’s,
but there are some partial results proved mainly by Bambusi and Bourgain,
[Bam99a],[Bam99b],[Bou00], starting by some restrictions of a Hamiltonian of the
form
H(x, y) = H
0
+ h, h = O([(x, y)[
3
), where
H
0
=
1
2

ω
j
(x
2
j
+ y
2
j
),
with ω
j
belonging to a particular set of frequencies (the Diophantine set). The
main idea is that, giving an -small and very smooth initial datum, then the
solution of the perturbed system keeps very close to the corresponding invariant
torus of the linear one for a time of the order of
−1
or exponentially large in . In
particular in [Bam99a],[Pos99], the authors consider the NLS equation with
periodic or Dirichlet boundary conditions on a torus in the scale ¦H
s
0
(0, π)¦.
Taking an initial datum
u
0
(x) =
N

k=1
u
k
0
sin kx, = [u
0
(x)[
L
2
¸1
and writing the solution of the equation as
u(x) =

u
k
(t) sin kx
they proved in two different ways that there exist

> 0 and constants C
1
, C
2
> 0
such that for <

and [t[ ≤ C
1
exp (

)
1
N
=: T

one has

k=1
([u
k
(t)[
2
−[u
k
0
[
2
) ≤ C
2

2+
1
N
.
Thus, denoting by
T
N
= ¦u(x) =
N

k=1
u
k
sin kx [ [u
k
[ = [u
k
0
[¦,
the following estimate follows
dist
H
s
0
(u(t), T
N
) ≤ C
s

1+
1
2N
∀[t[ ≤ T

36
for proper values of s, i.e. during the time T

the trajectory u(t) keeps close to its
projection on T
N
.
Always in the case of the one-dimensional NLS a result by Bourgain [Bou00] gives
an estimate of the escape time of -small initial data from a ball in the Sobolev
space with radius proportional to . More precisely, we consider an initial condition
u(0) = φ =

ˆ
φ(n)e
inx
∈ H
s
(T), |φ|
H
s <
which is random in the following sense:
ˆ
φ(n) = (1 +[n[)
−s−1
σ
n
where σ
n
are random numbers in [−1, 1]. Then for any large constant B, s large
and small enough, the solution of the NLS with the above conditions with large
probability in σ will satisfy
sup
[t[<T
|u(t)|
H
s < C
with T large as
−B
.
Another result in the case of infinitely many harmonic oscillators is given instead
in [Bam99b]. The author considers a Hamiltonian perturbation of the system

j≥1
λ
j
p
2
j
+ q
2
j
2
where (p
j
, q
j
) are canonically conjugated variables, and the sequence λ
j
fulfills a
suitable Diophantine type non-resonance condition. Let us take initial data such
that the energy of the j-th mode is bounded by Ke
−γj
a
, with a > 1 and γ > 0
depending on the Diophantine constants, and K > 0 arbitrary; then the
corresponding solution is close to a quasi-periodic function for a distance, in a
suitable weighted
2
norm, of O(exp (−[ log [
1+b
)), b > 0, up to times of order
O(exp ([ log [
1+b
)). For the same times one has also the following estimate for the
actions I
j
:=
p
2
j
+q
2
j
2

j≥1
exp (σj)[I
j
(t) −I
j
(0)[ ≤ C exp (−[ log [
c
)
where C, c, σ > 0 depend on the parameters of the system. In such conditions (up
to these times) there is no diffusion of energy to high frequency modes, and the
dynamics is approximatively integrable.
37
3.3 Poincar´e and Birkhoff normal form for some
PDE’s
Similarly to the finite dimensional case one studies the dynamics of the equation in
a neighborhood of an equilibrium solution. Also in this case we search for a
canonical transformation of coordinates such that one obtains a normalized
system, in a sense to be specified, which approximates the real one plus a small
remainder. Generally, the results on normal form for PDE’s are based on Galerkin
cutoff (see e.g. [SV87],[Kro89],[Pal96],[Bam03]). It consists of an approximation to
a finite-dimensional system which then is put in normal form in such a way that
the error due to the Galerkin cutoff and the error due to the transformation into
normal form are of the same order of magnitude. One thus obtains a system
composed by a part in normal form, and a small remainder considered as an
operator between a Sobolev space to a Sobolev space with much smaller order. A
comprehensive result which makes use of these techniques for some quasilinear
PDE’s is given in [Bam05]. We will report some definitions and theorems we will
refer to in the next chapter.
More precisely we will consider the Hilbert (scale) space
2
s
for s ≥ 0 of the
sequences x ≡ ¦x
j
¦
j∈Z\¡0¦
endowed with the norm
|x|
2
s
:=

j∈Z\¡0¦
[j[
2s
[x
j
[
2
< ∞.
In the following we will denote by B
s
(R) the open ball in
2
s
, s ≥ s
0
, of radius R
and centered in the origin. Now, in this space, we will study the system
˙ x = X(x)
defined by a vector field X such that X(0) = 0 in a neighborhood of its
equilibrium point. To this aim, we will assume the following:
a) for any fixed r > 0 there exists d = d(r) such that, for any s ≥ s
0
,
X ∈ C
r+2
(|
s+d
,
2
s
) in a proper neighborhood of the origin |
s+d

2
s+d
. In
such context we will write
X(x) = Lx + P(x), with L := dX(0).
b) the linear operator L leaves invariant the spaces Span(e
−j
, e
j
) for all j’s,
where ¦e
j
¦
j∈Z\¡0¦
is the natural basis of
2
s
.
c) L is diagonalizable, with eigenvectors λ
−j
, λ
j
on the restriction Span(e
−j
, e
j
)
such that λ

j
= λ
−j
. Moreover, we suppose that there exist α = α(r) and
38
γ = γ(r) > 0 such that
either
N

j=−N
λ
j
k
j
−λ
i
= 0 or
¸
¸
¸
N

j=−N
λ
j
k
j
−λ
i
= 0
¸
¸
¸ ≥
γ
N
α
,
for any N, k ∈ N
2N
with 1 ≤ [k[ ≤ r + 1 and any i ∈ Z ¸ ¦0¦ with [i[ ≤ N.
To define the normal form we introduce a complexification of the phase space and
a basis in which the operator L is diagonal. In particular on such a basis we can
define a basis for the space of polynomials:
P
k,i
(z) := z
k
e
i
, k = (. . . , k
−l
, . . . , k
−1
, k
1
, . . . , k
l
, . . .),
z
k
:= . . . z
k
−l
−l
. . . z
k
−1
−1
z
k
1
1
. . . z
k
l
l
. . .
Definition 9. We say that a polynomial map is in normal form if, writing
Z(z) =

k,i
Z
k
i
P
k,i
(z), one has that Z
k
i
,= 0 implies

j
λ
j
k
j
−λ
i
= 0.
Thus we can state the following
Theorem 9. Fixed r, and assuming a), b), c), then there exist constants s
t
, s
1
, with
the following properties: for any s ≥ s
1
there exists R
s
> 0 such that for any
R < R
s
there exists an analytic transformation T : B
s
(R) −→B
s
(2R) that puts the
system in normal form up to order r. In particular, in the coordinates y defined by
x = T (y), the system takes the form
˙ y = Ly + Z(y) +1(y) (3.3)
where Z(y) is a smooth polynomial of degree r + 1 in normal form. Moreover the
following estimates hold
sup
|x|
s
≤R
|Z(x)|
s
≤ C
s
R
2−
1
2r
, ∀R < R
s
sup
|x|
s+s
≤R
|1(x)|
s
≤ C
s
R
r+3/2
, ∀R < R
s+s

sup
|x|
s
≤R
|x −T (x)|
s
≤ C
s
R
2−
1
2r
, ∀R < R
s
.
39
If we restrict to the case where the system is Hamiltonian and the equilibrium
point is elliptic it can be shown that the normal form obtained is the Birkhoff
normal form of the system. Thus we consider the space
2
s
with the symplectic
structure

l
dx
l
∧ dx
−l
and a Hamiltonian H smooth from a neighborhood of the
origin in
2
k
, for a fixed k, to R.
We suppose that assumptions a), b) are fulfilled, and the quadratic part of the
Hamiltonian has the form
H
0
(x) :=

l>0
ω
l
x
2
l
+ x
2
−l
2
, ω
l
∈ R
Assumption c) takes the form
c’) There exist γ > 0, and α ∈ R such that for any N large enough one has
either
N

l=1
ω
l
k
l
= 0 or
¸
¸
N

l=1
ω
l
k
l
¸
¸

γ
N
α
,
for any k ∈ Z
N
, with [k[ ≤ r + 2.
Then one can apply theorem 9, and the Hamiltonian can be put in normal form.
Theorem 10. Assuming a), b), c
t
) the transformation T is canonical, and one has
H ◦ T = H
0
+ H
Z
+ H
1
where ¦H
Z
, H
0
¦ = 0, the Hamiltonian vector fields of H
Z
and H
1
are the fields Z
and 1 of (3.3).
Remark. Similarly to the finite dimensional case, under the hypothesis of
non-resonance ω k ,= 0 for k ,= 0 the function H
Z
depends only on the actions
I
l
=
x
2
l
+ x
2
−l
2
.
which are integral of motions for the system.
Resuming the more general context, once we have obtained the estimates for the
normal form and the remainder, we are interested in the construction of an
approximate solution of the original system. In particular we will focus on the
semilinear case.
Let us consider the Cauchy problem for the normalized equations, i.e.
˙ y = Ly + Z(y),
40
y(0) = y
0
.
We suppose that the normal form has some known properties, otherwise the
approximation is useless. Then we want to compare y(t) with a true solution.
Firstly, we come back to the original variables by means of the transformation
ζ(t) := T (y(t)).
T is defined in a neighborhood of the origin, so, to obtain a meaningful result, we
must know the escape time from this neighborhood. More precisely, we will define
the escape time T
e
(s, R) of y(t) from B
s
(R) as
T
e
(s, R) := sup¦t ≥ 0 ; y(t) ∈ B
s
(R)¦.
In the approximate variables the equations of motion take the form
˙
ζ = X(ζ) −
˜
1(t)
where
˜
1(t) := (T
−1∗
1)(ζ(t)) fulfills the estimate
sup
t∈[0,T]
|
˜
1(t)|
s
≤ C
T
R
r+3/2
, T < T
e
(s, R).
At this point, we consider an exact solution x(t) with initial datum x
0
close to ζ
0
and we want to give an estimate for |x(t) −ζ(t)|
s
for times as long as possible and
s as large as possible.
Thus, for any s ≥ s
0
, let us consider the system
˙ x = Lx + P(x)
defined in a neighborhood |
s

2
s
with P ∈ C

(|
s
,
2
s
). To ensure that the
solution does not leave the domain of validity of the normal form we need a
localization of the linear flow e
Lt
generated by L, i.e.
|e
Lt
|

2
s
,
2
s
≤ e
−νt
, ∀s ≥ s
0
,
with ν = ν(s) ≥ 0. We also require that the perturbation has a zero of order θ + 1
at the origin, namely that
|P(x)|
s
≤ C
s
|x|
θ+1
s
in a neighborhood of the origin. At this point we can state the following
Proposition 1. Let us assume ν > 0, R small enough, and
|x
0
−ζ
0
|
s
≤ R
r+3/2
then for all positive t one has
|x(t) −ζ(t)|
s
≤ 2R
r+3/2
.
41
Proposition 2. Assume ν = 0, fix arbitrary T
0
> 0 and T < T
e
(s + s
t
, R), with R
small enough. If
|x
0
−ζ
0
|
s
≤ R
r−θ+1/2
then for all t fulfilling
[t[ < min
_
T,
T
0
R
θ
_
one has
|x(t) −ζ(t)|
s
≤ 2R
r−θ+1/2
.
42
Chapter 4
Blow up and global solutions
of the nonlinear Schrodinger
equation (NLS)
In this section we will recall some known results regarding the stability of solutions
of the nonlinear Schrodinger equation (NLS) paying more attention to some
particular cases. These cases are of interest to us in view of an application to the
study of an N-dimensional variant of the Fermi-Pasta-Ulam model with N = 1, 2, 3
(see chapter 5). More precisely we will consider equations of the kind
iu
t
+ ∆u + γ[u[
p−1
u = 0, in R Ω, (4.1)
u(0, x) = u
0
(x), x ∈ Ω, γ = ±1,
where Ω ⊆ R
N
, with Dirichlet or periodic boundary conditions in the bounded
case. Equation (4.1) is Hamiltonian and can be written in the form
iu
t
+
∂H
∂¯ u
= 0 (4.2)
with conserved Hamiltonian
H(u) =
1
2
_

[∇u[
2

γ
p + 1
_

[u[
p+1
(4.3)
and formal canonical coordinates given by (Re u, Im u).
Such equation is generally studied in three different cases depending on the
nonlinearity and the dimension. We will say that the NLS is
subcritical if p < 1 +
4
N
43
critical if p = 1 +
4
N
supercritical if p > 1 +
4
N
(4.4)
We will mainly focus on the critical case because there are more results that we
can apply to the problem we will study in the next section. In such a case NLS can
also be written in the form
iu
t
+ ∆u +[u[
4/N
u = 0, in I Ω, (4.5)
where I ⊆ R.
An important qualitative distinction in the critical and supercritical case depends
on the sign of the parameter γ. We will say that the NLS is in
- the focusing case if γ = 1,
- the defocusing case if γ = −1.
The focusing case is characterized by solutions that become infinite in finite time.
This is the phenomenon of ”blow up” or ”wave collapse” which corresponds to a
violent energy transfer from large to small scales near a singularity. In the
following sections we will recall some theorems on the formation of this singularity
on unbounded and bounded domains.
The solutions in the defocusing case instead show a more regular behaviour. Under
suitable assumptions global well posedness is assured, and an estimate on the
growth of Sobolev norms can be given.
4.1 Focusing critical NLS
The focusing NLS is generally studied on unbounded domains (R
N
) as a model
equation for intense laser beam propagating in bulk media. Recently, also the
bounded case with radial symmetry has received considerable interest in view of its
applications on the propagation in optical fibres. Few theorems are known in the
case of interest for us, i.e. the torus. Nevertheless, several semianalytical results
show that the qualitative behaviour (blow up, global solutions) remains essentially
the same under some additional assumptions.
4.1.1 Unbounded domains
Let us suppose Ω = R
N
.
In this subsection we will report some theorems on local and global well posedness
for NLS, and a description of the blow up behaviour mainly for the most known
44
critical case. Not all these results are obtained in the same environment. For
example, the critical collapse is generally studied in L
p
or H
1
spaces. In some
cases it is interesting to study a NLS equation which is definite in different Sobolev
spaces.
Scale - invariant Sobolev spaces
We define an homogeneous Sobolev space
˙
H
s
x
, with s ∈ R, as the closure of the
Schwartz functions under the norm
|f|
˙
H
s
x
(R
N
)
=
1
(2π)
N/2
|[ξ[
s
ˆ
f|
L
2
ξ
(R
N
)
,
where f ∈ o
x
(R
N
), and the Fourier transform is defined by
ˆ
f(ξ) :=
_
R
N
f(x)e
−ixξ
dx.
This space has the characteristic that the scaling symmetry
u(x, t) →λ

2
p−1
u
_
x
λ
,
t
λ
2
_
(4.6)
preserves the homogeneous Sobolev norm |u
0
|
˙
H
s
c
(R
N
)
, where s
c
is a critical
regularity defined by
s
c
:=
N
2

2
p −1
.
In these spaces we will say that the NLS is
- subcritical if s > s
c
- critical if s = s
c
- supercritical if s < s
c
,
where the inversion of notation is due to the fact that one could expect a better
behaviour for higher regularity initial data. In particular if s
c
>, <, = 0 we get the
L
2
-criticality conditions (4.4).
In the subcritical and critical case one has the following local well posedness result
(see [Bou98]).
Theorem 11 (Subcritical-critical). Consider the initial value problem (IVP)
_
iu
t
+ ∆u + γ[u[
p−2
u = 0, γ = ±1
u(0) = u
0

˙
H
s
(R
N
).
(4.7)
45
Assume s ≥ 0 and s ≥ s
c
. We also assume p −2 > [s] if p even. Then equation
(4.7) is well posed on a nontrivial time interval [0, T

[, and
u ∈ C
˙
H
s([0, T]) for T < T

In the subcritical case s > s
0
, T

> T

(s, |u
0
|
˙
H
s) and the flowmap is Lipschitz on
a neighborhood of u
0
.
Remark. In the critical case, maximal existence time depends on u
0
, not only on
|u
0
|
˙
H
s.
The local solution extends to a global one (T

= ∞) in the following cases (see
[Bou02]).
Theorem 12 (Subcritical-critical-supercritical). Under the assumptions of
theorem 11, there is moreover global well posedness under each of the following
assumptions.
- small
˙
H
s
-data;
- L
2
-subcritical equation;
- defocusing case, u
0

˙
H
s
, s ≥ 1
N = 1, 2
N ≥ 3 and p < 1 +
4
N −2
.
Conservation laws. Sufficient and necessary conditions for blow up
Great part of the analytical results on critical collapse are due to Merle. Coming
back to the L
p
case, we will denote
|u(t)|
p
L
p
(Ω)
:=
_

[u(t)[
p
dx,
or simply
|u(t)|
p
p
if there is no ambiguity on the domain.
From a theorem by Ginibre and Velo [GV79], the NLS with initial condition in
H
1
(R
N
) is locally well-posed in H
1
and thus, for u
0
∈ H
1
, there exists
0 < T ≤ +∞ such that u(t) ∈ C([0, T), H
1
).
Therefore, we have two chances:
46
- T = +∞, so we say the solution is global ;
- T < +∞ and then limsup
t→T
|∇u|
2
= +∞, so we say the solution blows up
in finite time.
From a theorem of Cazenave, Weissler [CW90] the Cauchy problem is also locally
well posed in L
2
.
The following quantities are conserved in H
1
:
Mass: |u(t)|
2
2
= |u
0
|
2
2
, ∀t ≥ 0
Energy: E(u(t)) =
1
2
|∇u(t)|
2
2

1
p+1
|u|
p+1
p+1
= E(u
0
), ∀t ≥ 0
Linear Momentum: Im
_
¯ u(t)∇u(t)dx = Im
_
¯ u
0
∇u
0
dx, ∀t ≥ 0
Now suppose that u
0

:= H
1
∩ ¦xu ∈ L
2
¦, then the corresponding solution
u(t) of (4.1) satisfies the following properties:
Virial identity: u(t) ∈

, and
d
2
dt
2
|xu(t, x)|
2
2
dx = 4N(p −1)E(u
0
) −2[(p −1)N −4]|∇u|
2
2
≤ 16E(u
0
)
Pseudo conformal transformation:
1
(T −t)
N/2
exp
_

i[x[
2
4(T −t)
_
u
_
1
T −t
,
x
T −t
_
, for t < T,
is also a solution of (4.1).
Remark. The virial identity provides a sufficient condition for blow up. In fact, if
we choose u
0

with E(u
0
) < 0, the positive quantity
_
[x[
2
[u(t, x)[
2
dx cannot
exist forever and u blows up in finite time.
More precisely, one can prove the following (see e.g. [SS99]).
Theorem 13 (Critical-supercritical). Suppose that p ≥ 1 +
4
N
. Consider an initial
condition u
0
∈ H
1
with
_
[x[
2
[u
0
(x)[
2
dx < ∞ that satisfies one of the conditions
below:
(i) H(u
0
) < 0,
(ii) H(u
0
) = 0, and ·
_
x ¯ u
0
∇u
0
dx < 0,
(iii) H(u
0
) > 0 and ·
_
x ¯ u
0
∇u
0
dx < 0 ≤ −4
_
H(u
0
)|xu|
2
.
47
Then there exists a time T < ∞ such that
lim
t→T
|∇u|
2
= ∞ and lim
t→T
|u|
L
∞ = ∞.
Proof.
Let us denote
V (t) :=
1
4
|xu(x, t)|
2
2
.
From the virial identity one gets
d
2
dt
2
V (t) ≤ 4E(u
0
),
and by time integration,
0 < V (t) ≤ 2E(u
0
)t
2
+ V
t
(0)t + V (0), (4.8)
where V
t
(0) = ·
_
¯ u
0
x ∇udx and V (0) =
1
4
|xu
0
|
2
2
. Under any of the hypotheses
(i)-(iii), there exists a time t
0
such that the right hand side of the inequality (4.8)
vanish. Thus there exists a t
1
≤ t
0
such that
lim
t→t
1
V (t) = 0.
From this limit, the conservation of mass, and the ’uncertainty principle’
|u|
2
2

2
N
|∇u|
2
|xu|
2
,
one gets that there exists a time T ≤ t
1
such that
lim
t→T
|∇u|
2
= ∞.
The conservation of the Hamiltonian then ensures that lim
t→T
|u|
p+1
p+1
= ∞. From
the conservation of mass one finally has
lim
t→T
|u|
L
∞ = ∞

A necessary condition for blow up can be also provided in the following way.
From the Gagliardo - Nirenberg inequality
|u|
p+1
p+1
≤ C
p+1
|u|
2+
_
p−1
2
_
(2−N)
2
|∇u|
N
_
p−1
2
_
2
48
one has that the energy is bounded from below by
|∇u|
2
2
_
1
2

C
p+1
p + 1
|u|
2+
_
p−1
2
_
(2−N)
2
|∇u|
N
_
p−1
2
_
−2
2
_
.
So, if p < 1 +
4
N
, because of the conservation of the mass, the gradient of u is
controlled by the energy, the solution does not blow up and global existence occurs.
In this sense the power p = 1 +
4
N
is critical : in such a case the nonlinearity is
strong enough to generate solutions blowing up in finite time. However, in this
case one can find global solutions by choosing a mass small enough. More
precisely, if we take
C
4/N+2
4/N + 2
|u|
4/N
2
<
1
2
,
then the gradient is bounded by the energy, and one has a global solution.
Global solutions and blow up in the critical NLS
We report some results on global existence and blow up in the L
p
critical case
p = 1 +
4
N
. For this value of p, Weinstein proved in [Wei83] a sharpening of the
necessary condition. In particular, he showed the existence of a minimizer Q for
the optimal constant C
4/N+2
of Gagliardo-Nirenberg inequality, i.e.
1
C
4/N+2
= inf
u∈H
1
(R
N
)
|u|
4
N
2
|∇u|
2
2
|u|
4
N
+2
4
N
+2
.
By means of Pohozaev’s identities one can show that the value of this constant is
C
4/N+2
=
N + 2
N
1
|Q|
4
N
2
.
Moreover, this minimizer satisfies the equation
Q = ∆Q +[Q[
p−1
Q, x ∈ R
N
, Q = Q([x[), (4.9)
under the condition
Q > 0. (4.10)
This allows to show that if the initial condition of the NLS fulfills |u
0
|
2
< |Q|
2
the gradient is bounded from above by the energy, and the solution is global in
time. Note that u(t, x) = e
it
Q(x) is a solution of (4.5).
Such a function, called ground state, plays a fundamental role for the description of
the dynamics of the critical NLS. The uniqueness of Q has been proved by Kwong
in [Kwo89]. In particular it is the solution of (4.9) with minimal mass.
As regards regularity from elliptic theory one has the following (see e.g. [Tao06])
49
Proposition 3 (Critical). [Elliptic regularity.] Let Q be the solution to (4.9),
(4.10). Then Q is smooth and exponentially decreasing. The gradient of Q is also
exponentially decreasing.
Remark. Such an exponential decay implies that Q is a Schwartz function.
Q is also radially symmetric, indeed one has
Proposition 4 (Critical). [GNN81] Let Q be the solution to (4.9), (4.10), and let
ξ ∈ S
N−1
be a unit vector. Then there exists a hyperplane
¦x ∈ R
N
: x ξ = t, t ∈ R¦ with respect to which Q is symmetric.
By iterating proposition 4 with ξ equal to each of the basis vectors e
1
, . . . , e
N
, and
translating Q if necessary, then we can assume that Q is symmetric around each of
the hyperplanes ¦x ∈ R
N
: x
j
= 0¦. Since Q is even and decays at infinity, then
the only planes of symmetry available pass through the origin. By the
arbitrariness of ξ one has that Q is symmetric with respect to every plane through
the origin. Thus follows
Corollary 1 (Critical). [GNN81] Let Q be the solution to (4.9), (4.10). Then Q
is the translate of a radially symmetric function.
The mass |Q|
2
is critical. Indeed, by means of the pseudo conformal
transformation it is possible to construct solutions of mass equal to |Q|
2
, which
blow up in finite time. More precisely, applying the pseudo conformal
transformation to the stationary solution
u(t, x) = e
it
Q(x),
for T > 0 one has that
u(t, x) =
e
i
T−t
T −t
e
−i
|x|
2
4(T−t)
Q
_
x
T −t
_
is a solution blowing up at time T. This form turns out to be general in a theorem
of Merle [Mer93] where he proved that all the blowing up solutions with critical
mass have this form.
Theorem 14 (Critical). [Determination of minimal blow up solutions][Mer93]
Consider initial data u
0
∈ H
1
such that the solution u(t) of equation (4.5) blows up
in finite time T > 0.
Moreover, assume that |u
0
|
2
= |Q|
2
.
50
Then there exist θ ∈ R
N
, ω > 0, x
0
∈ R
N
, x
1
∈ R
N
such that
u
0
=
_
ω
T
_
N/2
e
iθ−i
|x−x
1
|
2
4T
+i
ω
2
T
Q
_
ω
_
(x −x
1
)
T
−x
0
__
,
and for t < T,
u(t, x) =
_
ω
T −t
_
N/2
e
iθ−i
|x−x
1
|
2
4(T−t)
+i
ω
2
T−t
Q
_
ω
_
(x −x
1
)
T −t
−x
0
__
.
For these solutions we have the blow up rate
|∇u(t)|
2
=
ω
T −t
.
As regards solutions with a mass greater than that of the ground state, most of the
analytical results, due to Merle, concern the perturbative situation when
u
0
∈ B
α
∗ = ¦u
0
∈ H
1
with |Q|
2
2
≤ |u
0
|
2
2
< |Q|
2
2
+ α

¦
for some small constant α

> 0. More precisely, let us consider the following
assumption:
Spectral Property. Let N ≥ 2. Consider the two real Schrodinger operators
L
1
= −∆ +
2
N
_
4
N
+ 1
_
Q
4
N
−1
y ∇Q, L
2
= −∆ +
2
N
Q
4
N
−1
y ∇Q,
where y is the space variable, and the real valued quadratic form for
=
1
+ i
2
∈ H
1
:
H(, ) = (L
1

1
,
1
) + (L
2

2
,
2
).
Then there exists a universal constant
˜
δ
1
> 0 such that ∀ ∈ H
1
, if
(
1
, Q) = (
1
, Q
1
) = (
1
, yQ) = (
2
, Q
1
) = (
2
, Q
2
) = (
2
, ∇Q) = 0, then:
- for N = 2, H(, ) ≥
˜
δ
1
(
_
[∇[
2
+
_
[[
2
e
−2

[y[
) for some universal constant
2

< 2;
- for N ≥ 3, H(, ) ≥
˜
δ
1
_
[∇[
2
,
where Q
1
=
N
2
Q + y ∇Q and Q
2
=
N
2
Q
1
+ y ∇Q
1
.
Under this assumption (see [MR05a] for a prove when N = 1, and [FMR06] for a
prove when N = 2, 3, 4), it has been shown that also solutions with a different blow
up rate exist (see [MR03]–[MR06], [Rap05]), precisely:
51
|∇u(t)|
2

|∇Q|
2


_
T −t
log [ log (T −t)[
_1
2
Another theorem which makes more precise the nature of the singularity formation
for the same class of initial data is the following
Theorem 15 (Critical). [Existence of a L
2
profile at blow up time][MR05b]
Let N = 1 or N ≥ 2 assuming the Spectral Property. There exists a universal
constant α

> 0 such that the following holds true. Let u
0
∈ B
α
∗ and assume the
corresponding solution to (4.5) blows up in finite time 0 < T < +∞, then there
exist parameters (λ(t), x(t), γ(t)) ∈ R

+
R
N
R and an asymptotic profile u

∈ L
2
such that
u(t) −
1
λ(t)
N
2
Q
_
x −x(t)
λ(t)
_
e
iγ(t)
→u

in L
2
as t →T. (4.11)
Moreover, the blow up point is finite in the sense that
x(t) →x(T) ∈ R
N
as t →T.
Remark. Equation (4.11) implies a quantization of the blow up mass, in fact one
has
|u(t)|
2

_
_
Q
2
_
δ
x=x(T)
+|u

|
2
as t →T,
and thus |u(t)|
2
2
= |Q|
2
2
+|u

|
2
2
.
Thus the solution splits in two parts: the first part corresponds to a blow up
solution of the kind of theorem 14, while the second part corresponds to the
regular part and has a strong L
2
limit at blow up time.
At this point one can wonder what happens if the mass of the solution is, e.g.,
K-times greater than the mass of the ground state. A result in this direction is
still due to Merle: for any given points x
1
, . . . , x
k
∈ R
N
, he constructed a solution
u(t) of (4.5) which blows up in finite time T at exactly x
1
, . . . , x
k
. In addition, he
described the precise behaviour of u(t) at the points x
i
, for i = 1, . . . , k. He proved
for these solutions the existence of an L
2
concentration phenomenon at the points
x
i
: for all R > 0, and for i = 1, . . . , k we have lim
t→T
|u(t)|
L
2
(B(x
i
,R))
= |Q
i
|
2
,
where Q
i
is a not identically zero solution of (4.9). More precisely, the following
theorem holds
Theorem 16 (Critical). [Mer90]
For any given points x
1
, x
2
, . . . , x
k
in R
N
, let Q
1
, . . . , Q
k
be radially symmetric
solutions of equation (4.9). Then there is a constant ω
0
such that for
52
ω
1
> ω
0
, . . . , ω
k
> ω
0
, there exists a solution u(t) of equation (4.5) which blows up
in finite time T and such that
- the set of blow up points in L
2+4/N
and H
1
is ¦x
1
, x
2
, . . . , x
k
¦,
- for i = 1, . . . , k, and all R > 0 such that the balls B(x
i
, R) are disjoint,
lim
t→T
|u(t)|
L
2
(B(x
i
,R))
= |Q
i
|
2
,
- for all R > 0, lim
t→T
|u(t)|
L
2
(
¯
B)
= 0, where
¯
B = R
N
¸

i=1,...,k
B(x
i
, R).
In addition, there is a constant γ > 0 such that on [0, T)
¸
¸
¸
¸
¸
u(t) −
_
k

i=1
1
[(T −t)ω
i
[
N/2
e

i
(T−t)ω
2
i
+
i|x|
2
4(T−t)
Q
i
_
x −x
i
(T −t)ω
i
__
¸
¸
¸
¸
¸
2+4/N
≤ e

γ
|T−t|
.
On the base of theorems 15 and 16 in [MR05b] Merle and Raphael conjectured the
following for the large initial data case in H
1
:
Conjecture 1 (Critical). [MR05b]
Let u(t) ∈ H
1
be a solution to (4.5) which blows up in finite time 0 < T < +∞.
Then there exist (x
i
)
1≤i≤K
∈ R
N
with K ≤
|u
0
|
2
|Q|
2
, and u

∈ L
2
such that: ∀R > 0,
u(t) →u

in L
2
_
R
N

_
1≤i≤K
B(x
i
, R)
_
and [u(t)[
2

1≤i≤K
m
i
δ
x=x
i
+[u

[
2
with m
i

_
|Q|
2
2
, +∞
_
.
Supercritical case
The supercritical case is less known than the critical one. However, a very recent
result by Merle and Raphael gives a sufficient condition for blow up and a lower
bound in homogeneous Sobolev spaces. As in the critical case local well posedness
in H
1
is assured by [GV79] and energy and mass are conserved. On homogeneous
Sobolev spaces a negative energy also provides a sufficient condition for a
singularity formation.
Theorem 17 (Supercritical). [Finite time blow up for non positive energy
solutions in
˙
H
s
c

˙
H
1
][MR06b]
Assume
N ≥ 3 and
1
2
≤ s
c
< 1.
53
Let u
0

˙
H
s
c
with radial symmetry and
E(u
0
) ≤ 0,
then the corresponding solution u(t) to (4.1) blows up in finite time 0 < T < +∞.
A lower bound is given by
Theorem 18 (Supercritical). [Lower bound for the critical Sobolev norm][MR06b]
Assume
N ≥ 3 and
1
2
≤ s
c
< 1.
There exists a constant γ = γ(N, p) > 0 such that the following holds true. Let
u
0

˙
H
s
c

˙
H
1
with radial symmetry and assume that the corresponding solution to
(4.1) blows up in finite time 0 < T < +∞, then
|u(t)|
˙
H
s
c
≥ [ log (T −t)[
γ
for t close enough to T.
Some numerical simulations performed in the case N = 3, p = 3 (see [SS99],
[MR06b]) suggest a blow up speed of the form
|∇u(t)|
2

C(u
0
)
(T −t)
1
4
.
Even if these results are similar to the corresponding in the critical case, the blow
up phenomenon seems to have a different qualitative behaviour in dimension
N = 3. In particular, in the critical case one has an L
2
-norm (or mass)
concentration near the singularity (strong collapse) with a dissipation of a finite
amount of energy; while in the supercritical case the energy captured tends to zero
when approaching the singularity (weak collapse) and the mass of the wave packet
is transferred to the tail (see [KSZ91]). Similarly to the critical case, one can
search for self similar blow up solutions of the form
u(t, x) =
1
λ(t)
2
p−1
P
_
x
λ(t)
_
e
i log (T−t)
with λ(t) =
_
2b(T −t)
for some b > 0 and a profile P satisfying
∆P −P + ib
_
2
p −1
P + y ∇P
_
+ P[P[
p−1
= 0,
thus obtaining a family of zero energy blow up solutions. Anyway, rigorous
existence is known just for nonlinearity close to the L
2
critical value [RK02].
54
4.1.2 Bounded domains
In the case of focusing critical NLS on bounded domains there is no dispersion, so
one can expect some difference respect to the unbounded case. In particular one
can wonder what is the effect of the boundary on the singularity formation. The
methods and theorems are similar to the R
N
case, but less complete and supported
by numerical simulations [SSP84], [FM01]. However, the qualitative behaviour
seems to be essentially the same.
Periodic boundary conditions
Let us suppose Ω = T
N
.
Local and global well posedness are assured, under some assumptions of regularity,
by the following theorems which hold both for the focusing and defocusing cases,
and generalize similar results for H
1
(T) well posedness in [Bou93].
Theorem 19 (Subcritical). [Bou99]
The Cauchy problem in one dimension
_
iu
t
+ u
xx
+ γu[u[
2
= 0, γ = ±1,
u(0) = u
0
(4.12)
is globally well posed for u
0
∈ H
s
(T), s ≥ 0.
Theorem 20 (Critical-supercritical). [Bou99]
The Cauchy problem in N = 2, 3 dimensions
_
iu
t
+ ∆u + γu[u[
2
= 0, γ = ±1,
u(0) = u
0
(4.13)
is globally well posed for u
0
∈ H
s
(T
N
), s ≥ 1, provided the Hamiltonian controls
the H
1
- norm.
Theorem 21 (Subcritical-critical-supercritical). [Bou99]
In theorems 19, 20, there is moreover an estimate
|u(t)|
H
s ≤ [t[
A(s−1)
for [t[ →∞ (4.14)
assuming u
0
∈ H
s
, s > 1 and where A is a constant.
In a periodic domain, a negative Hamiltonian cannot be a sufficient condition for
blow up (it is not true e.g. for the particular solution u(t) = ae
ia
2
t
). In one
dimension and quintic nonlinearity more restrictive sufficient conditions for blow
up were given by Ogawa and Tsutsumi [OT89] in the case
55
iu
t
+ D
2
u +[u[
4
u = 0, t ≥ 0, x ∈ I (4.15)
u(0, x) = u
0
(x), x ∈ I,
u(t, −2) = u(t, 2), t ≥ 0
where D :=

∂x
and I := (−2, 2).
Theorem 22 (Critical). [OT89]
Let u
0
∈ H
1
(I), u
0
(−2) = u
0
(2) and E
0
< 0. In addition, we assume that
η = −2E
0
−80(1 + M)
2
|u
0
|
6
L
2
(I)

M
2
|u
0
|
2
L
2
(I)
> 0
and for some a
0
∈ [−2, 2],
_
_
I
Φ
a
0
(x)[u
0
[
2
dx
_1
2
_
2
η
|Du
0
|
2
L
2
(I)
+ 1
_1
2

1
4
,
where M =

3
j=1
|D
j
φ|
L

(I)
for properly defined real valued functions Φ
a
0
(x) and
φ(x). Then, the solution u(t) in H
1
(R) of (4.15) blows up in finite time, i.e. for
some finite T > 0,
|Du(t)|
L
2
(I)
→∞ as t →T.
With periodic boundary conditions |Q|
L
2
(R
N
)
keeps its role of minimal mass.
Theorem 23 (Critical). [OT89]
Let Q(x) be a solution in H
1
(R) of the equation
−D
2
Q + Q−[Q[
4
Q = 0 in R
such that Q(x) = Q(−x), Q(x) > 0, Q(x) ∈ C

(R) and its derivatives up to the
second decay exponentially as [x[ →∞. Then, there exists a solution u(t) of (4.15)
in C([0, T); H
1
(I)) for some finite T > 0 such that
|Du(t)|
L
2
(I)
= O((T −t)
−1
) t →T,
|u(t)|
L

(I)
= O((T −t)

1
2
) t →T,
[u(t, x)[
2
→|Q|
2
L
2
(R)
δ(x) t →T in T
t
(I)
and for any 0 < r < 2,
|u(t)|
H
1
(I\[−r,r])
→0 t →T.
56
A recent theorem of Antonini states that no blow-up can occur for
|u
0
|
L
2
(T
N
)
< |Q|
L
2
(R
N
)
in a general dimension, and gives a lower bound on the
gradient for solutions with |u
0
|
L
2
(T
N
)
= |Q|
L
2
(R
N
)
.
Theorem 24 (Critical). [Ant02]
Let us suppose that u(t) is a solution of (4.5) with |u|
L
2
(T
N
)
= |Q|
L
2
(R
N
)
, then
there exists λ > 0 such that
|∇u(t)|
L
2 ≥
λ
T −t
, ∀t ∈ [0, T).
From these theorems the qualitative behaviour of blow up seems not essentially
changed, at least as regards the shape of the solutions and the threshold for the
singularity. Numerical simulations for blow up with periodic boundary conditions
and in open space have also been performed by C. Sulem, P. L. Sulem, A. Patera
in [SSP84] showing a behaviour very similar in nature in these two cases with a
coinciding growth of the amplitude at the point of maximum.
Dirichlet boundary conditions
In this section we will consider the critical focusing NLS posed on a bounded
domain Ω ⊂ R
N
, with Dirichlet boundary conditions
_
_
_
iu
t
+ ∆u + γ[u[
p−1
u = 0, γ = 1
u
[R∂Ω
= 0
u(0) = u
0
(4.16)
The first issue is again local and global well posedness of the Cauchy problem.
Local existence in H
s
, s > 0, has been proved by Bourgain in the case of periodic
boundary conditions on T
N
, with N = 1, 2, 3, using function expansions in Fourier
series (see the previous section) and can be adapted to the case of null boundary
(see [Fib01], [BGT03]).
As in the unbounded case mass and energy are conserved, and the two
transformations
time translation: u(t, x) →u(t −t
0
, x),
phase change: u →ue

, θ ∈ R,
leave the NLS on bounded domain invariant.
Instead space translation, Galilean transformation, the scaling
u(t, x) →λu(λ
2
t, λx),
57
and the pseudo conformal transformation are not more applicable. The absence of
these symmetries causes some differences in the study of blow up on bounded
domains.
As regards sufficient conditions for blow up on bounded domains Kavian [Kav87]
proved a theorem on a domain Ω ∈ R
N
with Dirichlet boundary conditions. When
Ω is star-shaped, H < 0, solutions become singular in finite time.
Proposition 5 (Critical-supercritical). [Kav87]
Let Ω be a smooth starshaped domain in R
N
and p ≥ 1 + 4/N. Let T > 0 and
consider a solution u(t) of (4.1) such that
u ∈ C
1
([0, T], L
2
(Ω)) ∩ C([0, T], H
2
∩ H
1
0
∩ L
p+1
(Ω)).
Then if
_

[x[
2
[u
0
(x)[
2
dx < ∞ and u
0
satisfies either of the following conditions
(4.17) or (4.18), then there exists T

(depending on u
0
) such that T < T

(i.e. the
solution blows up in finite time).
E(u
0
) :=
1
2
_

[∇u
0
[
2
dx −
1
p + 1
_

[u
0
[
p+1
dx < 0, (4.17)
_
E(u
0
) ≥ 0, Im
_

(x ∇u
0
)¯ u
0
(x)dx > 0 and
¸
¸
¸Im
_

(x ∇u
0
)¯ u
0
(x)dx
¸
¸
¸
2
≥ E(u
0
)
_

[xu
0
(x)[
2
dx.
(4.18)
A necessary condition for blow up has been given by Brezis, Gallouet [BG80] (see
also [Fib01]). One can proceed in an analogous way as in R
N
. We will restrict to
the cubic case with Ω ⊂ R
2
. Gagliardo-Nirenberg inequality takes the form
|u|
4
4
≤ C
1,2
(Ω)|u|
2
2
|∇u|
2
2
and the energy is bounded from below by
|∇u|
2
2
2
_
1 −
C
1,2
(Ω)
2
|u|
2
2
_
.
Therefore, if C
1,2
(Ω)|u
0
|
2
2
< 2, or, introducing the constant
N
c
(Ω) :=
2
C
1,2
(Ω)
,
if
|u
0
|
2
2
< N
c
(Ω),
then the gradient is bounded and the solution exists globally.
The optimal constant satisfies:
58
1
C
1,2
(Ω)
= inf
u,=0, u∈H
1
0
(Ω)
J

(u), where J

(u) =
|∇u|
2
L
2
(Ω)
|u|
2
L
2
(Ω)
|u|
4
L
4
(Ω)
.
We know from the theory on unbounded domains that C
1,2
(R
2
) is obtained
optimizing the functional
J
R
2(u) =
|∇u|
2
L
2
(R
2
)
|u|
2
L
2
(R
2
)
|u|
4
L
4
(R
2
)
,
over all functions u ∈ H
1
(R
2
) [Wei83], and the minimum is achieved by the ground
state. Therefore
J
R
2(Q) ≡
1
C
1,2
(R
2
)
=
1
2
|Q|
2
2
and
N
c
(Ω) ≡ N
c
(R
2
) = |Q|
2
2
≈ 2π 1.86.
The optimal constant depends in general on the domain, nevertheless in the
critical case it coincides with the constant in the unbounded case. More precisely
Fibich showed the following
Lemma 1 (Critical). [Fib01]
In critical case the following statements hold:
- C
1,2
(Ω) is independent of Ω,
- C
1,2
(Ω) = C
1,2
(R
2
),
- inf
u∈H
1
0
(Ω)
J

(u) = inf
u∈H
1
(R
2
)
J
R
2(u).
Theorem 25 (Critical). [Fib01]
If N = 2 in equation (4.16) and Ω is a smooth bounded domain in R
2
, then the
condition |u
0
|
L
2
(Ω)
≥ |Q|
R
2 is necessary for singularity formation.
Also in this case the mass |Q|
2
is critical. Pseudo conformal transformation
cannot be applied, but minimal blow up solutions are proved to exist:
Theorem 26 (Critical). [BGT03]
Let Ω be a smooth bounded domain of R
2
. Let x
0
∈ Ω with ψ ∈ C

0
(Ω), ψ = 1 near
x
0
. Denote by Q the unique positive radial solution of the nonlinear elliptic
equation
(∆
R
2 + 1)Q = [Q[
2
Q
59
(i.e. Q is the ground state of the unbounded NLS). Then there exist m > 0, λ
0
> 0
such that for every λ > λ
0
there exist T
λ
> 0 and a family ¦r
λ
¦ of functions defined
on [0, T
λ
[Ω satisfying
|r
λ
(t, )|
H
2
(Ω)
≤ ce

m
λ(T
λ
−t)
, t ∈ [0, T
λ
[
such that
ψ
λ
(t, x) =
1
λ(T
λ
−t)
ψ(x)e
i(4−λ
2
(x−x
0
)
2
)

2
(T
λ
−t)
Q
_
x −x
0
λ(T
λ
−t)
_
+ r
λ
(t, x),
are solutions of (4.1), satisfying the Dirichlet boundary conditions, which blow up
at x
0
in time T
λ
in the energy space H
1
with blow up speed (T
λ
−t)
−1
. Moreover

λ
(t, x)|
L
2
(Ω)
= |Q|
L
2
(R
2
)
.
Remark. Theorem 26 is valid also on the two dimensional torus T
2
.
A semi-analytical study with Dirichlet boundary conditions has been performed
quite recently by Fibich and Merle in [FM01]. They firstly noticed that the
boundaries have a focusing effect, because of a reflection of the dispersive effects.
Even if the theoretical lower-bound estimate |Q|
2
is the same than in free-space,
they numerically showed that the threshold power for singularity formation seems
sharper, i.e. all solutions with mass over the one of the ground state finally blow
up. The boundary seems to have no effect, however, as regards the behaviour near
the singularity, since the singularity formation is a local phenomenon. Thus the
power concentration property still holds, and one can expect the blow up rate to
be the same as on unbounded domains.
Anyway, at a formal level they proved the following
Theorem 27 (Critical). [FM01]
Let be N = 2 in equation (4.5), and Ω be a radial bounded domain in R
2
.
For all > 0, there exists a blow up solution with initial condition u
0
such that
|u
0
|
2
L
2
(Ω)
≤ (1 + )|Q|
2
L
2
(R
2
)
.
Let u(t, r) be a solution of the radial equation which blows up as t →T. Then, for
all ρ > 0,
lim
t→T
|u(t)|
L
2
(¡r≤ρ¦)
≥ |Q|
L
2
(R
2
)
.
A recent more general theorem on blow up dynamics for the L
2
critical NLS with
Dirichlet boundary conditions is due to Planchon and Raphael. It essentially
consists of an arrangement of theorem 15 on domains such that the Cauchy
problem is well posed in H
1
.
60
Theorem 28 (Critical). [Existence and stability of the log-log dynamics in a
domain][PR]
Let N = 1 or N ≥ 2 assuming that the Spectral Property holds true. There exists a
universal constant α

> 0 such that the following holds true. Let
u
0
∈ B
α
∗ = ¦u
0
∈ H
1
(Ω), |Q|
2
2
≤ |u
0
|
2
2
≤ |Q|
2
2
+ α

¦.
Then for all ˜ x ∈ Ω, there exists a time T(˜ x) > 0 such that for all T ∈ (0, T(˜ x)),
there exists a solution u(t) ∈ B
α
∗ to (4.16) in the critical case which blows up at
time 0 < T < +∞ and at blow up point x(T) = ˜ x in the log-log regime. More
precisely, let
λ
0
(t) =


_
T −t
log [ log (T −t)[
_1
2
,
then there exists a phase shift γ
0
(t) ∈ R such that
u(t) −
1
λ
0
(t)
N
2
Q
_
x − ˜ x
λ
0
(t)
_
e

0
(t)
→u

in L
2
as t →T.
Moreover, this blow up regime is stable in H
1
0
(Ω).
4.2 Defocusing critical NLS
We consider the Cauchy problem in the critical defocusing case on R
N
.
Some results due to Bourgain are known in the following cases
(i) |u
0
|
L
2 is small
(ii) u
0
∈ H
1
(iii) [x[u
0
∈ L
2
In the particular case N = 2 one has
- case (ii) can be improved to u
0
∈ H
s
, s >
3
5
- case (iii) can be improved to [x[
s
u
0
∈ L
2
, s >
3
5
From these results a regularity of global solutions is guaranteed, and an estimate
in time of the distance from the linear flow is given. More precisely the following
propositions hold (see [Bou02], [Bou99]).
61
Proposition 6 (Subcritical). Consider the IVP
_
iu
t
+ ∆u −u[u[
p−2
= 0
u(0) = u
0
∈ H
s
(R
N
)
(4.19)
N = 1, 2
N = 3, p < 2 +
4
N
−2.
There is s
1
< 1 such that equation (4.21) is globally well posed for s > s
1
, and
moreover
u(t) −e
it∆
u
0
∈ H
1
for all time
|u(t) −e
it∆
u
0
|
H
1 ≤ (1 +[t[)
C(p,s)
.
Proposition 7 (Critical). Consider the two dimensional IVP
_
iu
t
+ ∆u −u[u[
2
= 0
u(0) = u
0
∈ H
s
(R
2
), s >
3
5
.
(4.20)
Then (4.21) is globally well posed with solution u satisfying
u(t) −e
it∆
u
0
∈ H
1
for all time,
where e
it∆
is the linear evolution operator, and
|u(t) −e
it∆
u
0
|
H
1 ≤ C(1 +[t[)
1−s
+
3s−2
.
Global well posedness in three dimensions in assured by
Theorem 29 (Supercritical). [CKS04]
The initial value problem
_
iu
t
+ ∆u −u[u[
2
= 0
u(0) = u
0
∈ H
s
(R
3
), s >
4
5
.
(4.21)
is globally well posed.
For the defocusing case with a bounded domain hold theorems 19, 20, 21.
62
Chapter 5
Normal form theorems
for a Klein - Gordon lattice
In this section we examine a d-dimensional lattice with periodic or Dirichlet
boundary conditions and with initial data a la Fermi-Pasta-Ulam, i.e. with small
amplitude and long wavelength initial data.
The techniques we apply are the same used in [BP06] to study a one dimensional
FPU model, and in [Bam05] to study the normal form of a semilinear equation.
More precisely, we describe the system introducing an interpolating function, i.e. a
regular function defined on a torus which fits the particles at the integer points. In
such a way, we obtain a differential-difference equation which is well approximated,
for long wavelengths, by a partial differential equation.
So, the Hamiltonian takes the form
H
0
+ P +1
1
where H
0
is the linear part, P contains the lowest order corrections, and 1
1
the
higher order ones. At this point we can use the methods of Hamiltonian
perturbation theory to transform the system into the normal form
H
0
+¸P) +1
where ¸P) is the average of P with respect to the linear flow (coinciding with the
normal form), and 1 is the remainder whose size is rigorously estimated for states
with small specific energy (but large total energy). We also explicitly compute the
averaged Hamiltonian and show that its equations of motion consist of the cubic
NLS equation.
Then, we give an estimate of the distance between the true solution and the
approximate one. We denote by µ = 1/N the perturbative parameter, where N
d
is
the number of particles. We also consider an initial datum with specific energy
63
c ≡
E
N
d
∼ µ
d
, where E is the total energy. We show that the NLS describes the
KG model for times of the order µ
−2
.
Then, we use known theorems on the NLS with periodic or Dirichlet boundary
conditions taking into account the dependence of the dynamics on the dimensions
in order to deduce dynamical consequences. More precisely, for the NLS we have
the following cases:
- subcritical if d = 1,
- critical if d = 2,
- supercritical if d = 3.
As reported in the previous section, if d = 1 the NLS has a global H
s
-solution both
in the focusing and defocusing case. Otherwise, in dimension d = 2, 3 blow up may
occur in the focusing case for initial data with an amplitude large enough, while
the defocusing case keeps its solutions bounded. So, the sign before the
nonlinearity of the normal form gives rise to completely different behaviours on the
true system. It can be interesting to notice that this sign is related to the
parameters involved in the on-site nonlinearity.
As regards the time of validity of the approximation, the case with global solutions
for the NLS describes the KG model up to a time T
f
µ
−2
where T
f
is a fixed,
arbitrarily long time. On the other hand, the case which gives rise to a singularity
cannot be followed for a time longer than that in which the singularity develops. In
fact, the normal form can be defined only on a finite domain, and this is possible
only for times smaller than blow up time. This is the reason why we consider a
proper time
¯
t < T
f
µ
−2
where we denote T
f
as the blow up time of the NLS.
Once the approximation is obtained, we give estimates on the energy per mode for
the KG model. In particular, denoting by E
k
the energy in the k-th mode and by
c
k
:=
E
k
N
d
the corresponding specific energy, we prove the following results.
Consider a KG model in d = 1, 2, 3 with an attractive on-site potential (also
repulsive if d = 1), or the same model in d = 2, 3 with a repulsive one and small
amplitude initial data, then the system develops a metastable state up to the time
accessible within our approximation.
Let us suppose now that d = 2, 3, and assume that along the solution one has that
the specific energy in the mode k decays as e
−σ(t)[k[
. Then there exists a time
¯
t < T
f
µ
−2
, where T
f
is the blow up time of the NLS, such that σ(
¯
t) < µ
2
d+2
. So,
the exponential decay becomes very small in a finite time.
Moreover, if d = 2 there exists a family of solutions of the KG model which can be
estimated by a known function with an exponential decay depending, as in the
previous case, on µ for a time
¯
t < T
f
µ
−2
.
64
5.1 Main result
Figure 5.1: Two-dimensional Klein-Gordon lattice.
Consider a nonlinear Klein-Gordon model, composed by (2N)
d
particles of equal
mass, interacting on the lattice (
N
:= [−N, N −1]
d
∩Z
d
, d ∈ N, and with Dirichlet
or periodic boundary conditions as described by the Hamiltonian
H(p, q) =

j∈Ç
N
_
p
2
j
2
+ V (q
j
) +
d

i=1
W(q
j+e
i
−q
j
)
_
, j := (j
1
, . . . , j
d
) ∈ (
N
, (5.1)
V (x) :=
x
2
2
+ α
x
3
3
+ β
x
4
4
,
W(x) :=
[x
2
+ a
2
]
2
,
q
j+2Ne
i
= q
j
, p
j+2Ne
i
= p
j
, 1 ≤ i ≤ d
(in case of Dirichlet boundary conditions q
2Ne
i
= 0, p
2Ne
i
= 0),
where a is a constant, e
i
are the normal versors, and z := (p, q) are the canonical
variables. We denote by V and W respectively an anharmonic on-site potential
and an inter-site coupling potential. We define the Fourier coefficients by
ˆ p
k
=
1
(2N)
d
2

j∈Ç
N
p
j
e
−i
(j·k)π
N
, k := (k
1
, . . . , k
d
) ∈ (
N
(5.2)
65
and similarly for q
j
. Correspondingly, fixed s, one defines
|(p, q)|
2
s
=

k∈Ç
N
([ ˆ p
k
[
2
+[ˆ q
k
[
2
)[k[
2s
.
Remark that it controls all initial data with a fast decay on the Fourier modes. We
denote by
E
k
:=
[ ˆ p
k
[
2
+ Ω
2
k
[ˆ q
k
[
2
2
(5.3)
the energy of the k-th mode, where

2
k
:= 1 + ω
2
k
,
ω
2
k
:= 4
¸
¸
¸

sin
_

2N
_
¸
¸
¸
2
:= 4 sin
2
_
k
1
π
2N
_
+ . . . + 4 sin
2
_
k
d
π
2N
_
, and

sin
_

2N
_
:=
_
sin
_
k
1
π
2N
_
, . . . , sin
_
k
d
π
2N
_
_
Remark. For real states one has E
(k
1
,...,k
d
)
≡ E
(±k
1
,...,±k
d
)
for all k, thus we will
consider only positive indexes k > 0 (i.e. k
1
, . . . , k
d
> 0).
We will state the theorem in terms of specific quantities. So, we denote
c :=

k∈Ç
N
c
k
, c
k
:=
E
k
N
d
, where k := (k
1
, . . . , k
d
) :=
1
N
k,
and where, with an abuse of notation, we say that k ∈ (
N
if k ∈ (
N
.
We also define a perturbative parameter
µ =
1
N
and suppose N is large.
Remark. In the following we will consider only the β model with β > 0 or β < 0.
However it can be interesting to notice that the normal form for the α, β-model is
the same of that of the β-model with β substituted by β
t
:= β −
10
9
α
2
. In
particular if α is large enough with respect to β, one has the same normal form of
the β < 0 case where we can give meaningful estimates. That’s why we also
consider this case.
For system (5.1) we have the following theorems.
66
Theorem 30. Consider a d-dimensional β-KG lattice (d = 1, 2, 3) with periodic
boundary conditions. Fix a positive large time T
f
. Then there exist positive
constants µ

, C
0
, C
1
, C
2
, C
3
, σ, and γ
µ
∈ [1, 3] with γ
µ
→1 if µ ¸1, µ < µ

, such
that the following holds. Take an initial datum with an exponential decay for the
harmonic energies, i.e.
c
k
(0) ≤ C
0
µ
d+2
e

σ|k|
µ
, ∀k ∈ (
N
Let us suppose β > 0, or
β < 0 and
_
c
µ
d+2
< γ
µ
|Q|
2
L
2
(R
2
)
if d = 2,
c
µ
d+2
< C
1
if d = 3,
(5.4)
where Q is the ground state of the NLS on R
2
, and C
1
small enough. Then, the
estimate
c
k
(t) ≤ C
2
µ
d+2
_
[k[
µ
_
−(2s+1)
+ C
3
µ
d+3
, ∀k ∈ (
N
,
holds for all times t fulfilling
[t[ <
T
f
µ
2
,
for an arbitrarily large integer s > 4.
Theorem 30 states that if we choose small amplitude and long wavelength initial
data with an exponential decay on its harmonic energies, then the solution of the
β-KG lattice holds a decay of any power on its modes (so, essentially exponential)
up to the time of the approximation. This localization could be interpreted as the
persistence of a metastable packet of modes. Moreover, if β < 0 and d = 2, 3,
condition (5.4) gives a threshold for the formation of such a state. When we
consider a specific energy above this threshold, under some restrictions on the
boundary conditions and the choice of solutions, it is possible to show that an
exponentially localized packet of modes does not exist. Moreover such a threshold
turns out to be sharp.
Remark. In the next two theorems we need Dirichlet boundary conditions to apply
some results on the normal form. In order to hold also periodicity we consider only
an excitation of modes with an odd index k, (i.e. k
1
, . . . , k
d
are odd). Still, with an
abuse of notation, we say that k is odd if k is odd.
Notice also that to preserve the arbitrariness of the solution of the normal form we
firstly need to restrict the domain to positive coordinates, and then to extend it by
periodicity on the entire domain. In such a way the thresholds on the specific
energy is 2
d
times greater than the ones in theorem 30. However, if we consider
67
this restriction and extension also in the periodic case of theorem 30, we still get
thresholds 2
d
times greater than (5.4). For example, if d = 2 one gets
c
µ
d+2
< γ
µ
4|Q|
2
L
2
(R
2
)
.
Theorem 31. Consider the β-KG model with Dirichlet boundary conditions and
d = 2, 3. Then there exist positive constants µ

, C
0
, and γ
µ
∈ [1, 3] with γ
µ
→1 if
µ ¸1, µ < µ

, such that the following holds. Assume also that there exists a σ(t)
and C
2
, C
3
such that
c
k
(t) ≤ C
2
µ
d+2
e
−2σ(t)
|k|
µ
+ C
3
µ
d+3
, ∀k ∈ (
N
, k odd. (5.5)
Let us suppose
β < 0 and
_
c
µ
d+2
> γ
µ
4|Q|
2
L
2
(R
2
)
if d = 2,
c
µ
d+2
>
˜
C
1
if d = 3,
(5.6)
where Q is the ground state of the NLS on R
2
, and
˜
C
1
is a positive constant large
enough. Then there exist T
f
< ∞ and
¯
t <
T
f
µ
2
, such that one has
σ(
¯
t) =
_
D
[ log µ[
_ 1
d+2s
,
for every integer s > 4, with D a proper constant.
In case d = 2 it is possible to find a family of solutions of the KG model which
satisfy assumption (5.5), and get an estimate on the harmonic energies by means
of a known function. Moreover, these solutions are exactly on the threshold.
Theorem 32. Consider the β-KG model with Dirichlet boundary conditions, d = 2
and β < 0. Then there exist positive constants µ

, C
0
, and γ
µ
∈ [1, 3] with γ
µ
→1
if µ ¸1, µ < µ

, such that the following holds. Take an odd initial datum with
c
µ
d+2
= γ
µ
4|Q|
2
L
2
(R
2
)
.
Then there exist a finite time
˜
T > 0, a family of solutions of the KG model
depending on 0 < T <
˜
T, a function λ
µ
= λ(µ), and a time
¯
t <
T
µ
2
, such that the
normal form is well defined on its domain and the harmonic energies take the value
c
k
(
¯
t) = C
0
µ
d+2

k
¸
¸
¸
ˆ
Q
_
k
µ
λ
µ

¸
¸
2
+ C
1
µ
d+3
, ∀k ∈ (
N
, k odd,
68
where
λ
µ

1
[ log µ[
1
2(s+2)
,
s > 4, C
1
is a constant and Q is the ground state of the NLS on R
2
.
Remark. Q is known to be a Schwartz function (see proposition 3 in chapter 4),
thus one has an exponential decay on its Fourier modes. At time
¯
t this decay is
opposed by the smallness of µ.
The above theorems state an approximation of the dynamics of the β-KG model to
the dynamics of the normal form. These dynamics are described in the following
propositions.
Proposition 8. Fix C
0
, T
f
and s arbitrarily large. Consider the d-dimensional
normal form of the β-KG lattice (d = 1, 2, 3) with periodic boundary conditions on
(
N
and an initial datum such that
|(p
0
, q
0
)|
s
≤ C
0
µ, s > 4.
Suppose β > 0, or
β < 0 and
_
C
0
< |Q|
L
2
(R
2
)
if d = 2,
C
0
< C
1
if d = 3,
(5.7)
where Q is the ground state of the NLS on R
2
, and C
1
is a small positive constant.
Then there exist µ

> 0 and a constant C
2
such that if µ < µ

one has
|(p(t), q(t))|
s
≤ C
2
µ, (5.8)
for all times t fulfilling
[t[ <
T
f
µ
2
.
Remark. Equation (5.8) states that, up to the times of validity of the theorem, the
Sobolev norms of the normal form hold bounded for solutions arbitrarily smooth (s
arbitrarily large). Now, we could be interested in the opposite situation. In
particular we need a condition on initial data such that the sufficient condition for
blow up in NLS (i.e. negative energy) is satisfied. This can be obtained if we
choose an initial amplitude large enough, where the lower bound will be specified
in the proof. So, we obtain the following
69
Proposition 9. Consider the d-dimensional normal form of the β-KG lattice with
Dirichlet boundary conditions and d = 2, 3. Then there exist positive constants
µ

, C
0
, and γ
µ
∈ [1, 3] with γ
µ
→1 if µ ¸1, µ < µ

, such that the following holds.
Assume also that there exist σ(t) such that
c
K
(t) ≤ C
0
µ
d+2
e
−2Cσ(t)[K[
, ∀K ∈ Z
d
, K odd.
Let us suppose
β < 0 and
_
c
µ
d+2
> γ
µ
4|Q|
2
L
2
(R
2
)
if d = 2,
c
µ
d+2
>
˜
C
1
if d = 3,
(5.9)
where Q is the ground state of the NLS on R
2
, and
˜
C
1
is a positive constant large
enough.
Then there exists a T < ∞ such that
σ(t) < C(T −t)
1
d+2s
for t < T,
where s > 4 and C is a constant.
In two dimensions there is a sharp threshold for the formation of the packet for the
normal form which depends on the mass of the wave function of the NLS. In
particular, there exist solutions exactly on the threshold which blow up in finite
time, thus leading to a flow of energy from low to high modes.
Proposition 10. Consider the normal form of the β-KG model with Dirichlet
boundary conditions on (
N
and d = 2, β < 0. Then there exist positive constants
µ

, C
0
and γ
µ
∈ [1, 3] such that the following holds. Assume µ < µ

, and take an
odd initial datum with
c
µ
d+2
= γ
µ
4|Q|
2
L
2
(R
2
)
, γ
µ
→1 if µ ¸1
Then there exist a time
˜
T > 0 and a family of solutions of the NLS depending on
0 < T <
˜
T, such that the harmonic energies are estimated by
c
K
(t) = C
0
µ
d+2

k
¸
¸
¸
ˆ
Q
_

0
(t/µ
2
)

¸
¸
2
, t →T, K ∈ Z
d
, K odd.
where
λ
0
(t) =


_
T −t
log [ log (T −t)[
_1
2
,
and Q is the ground state of the NLS on R
2
.
70
5.2 Normal form
We introduce an interpolating smooth function q = q(x, t) for the lattice in (
N
,
with x := (x
1
, . . . , x
d
) ∈ T
d
, for the sequence q
j
such that
q
j
(t) ≡ q(j, t),
and assume it is
2
µ
periodic in each argument, i.e.
q(x
1
+ n
1

2
µ
, . . . , x
d
+ n
d

2
µ
, t) = q(x
1
, . . . , x
d
, t), n
i
∈ Z, 1 ≤ i ≤ d.
In case of Dirichlet boundary conditions we also require
q(n
1

2
µ
, . . . , n
d

2
µ
) = 0, n
i
∈ Z, 1 ≤ i ≤ d.
Let p = p(x, t) be the corresponding momentum, then it actually interpolates the
discrete momentum. From now on we will denote, for a function f defined on
[a, b]
d
∈ R
d
,
_

b
a
f(x, t)dx :=
_
b
a
. . .
_
b
a
f(x
1
, . . . , x
d
, t)dx
1
. . . dx
d
.
Let us consider a small amplitude - long wavelength solution applying the
transformation
q(x, t) = µu(y, t), p(x, t) = µv(y, t), (5.10)
with y := (y
1
, . . . , y
d
) := (µx
1
, . . . , µx
d
) := µx.
To apply the Galerkin averaging method we need some definitions.
Definition 10. We define
2
s
, with s ∈ N, the Hilbert space of the complex
sequences v ≡ ¦ˆ v
K
¦
K∈Z
d such that
|v|
2
s
:=

K∈Z
d
[ˆ v
K
[
2
[K[
2s
< ∞,
where
[K[ := ([K
1
[
2
+ . . . +[K
d
[
2
)
1
2
, K := (K
1
, . . . , K
d
).
We identify a 2-periodic function v with its Fourier coefficients ˆ v
K
defined by
v(y) =
1
2
d
2

K∈Z
d
ˆ v
K
e
iπKy
,
71
ˆ v
K
=
1
2
d
2
_

1

1
v(y)e
−iπKy
dy
and we will say that v ∈
2
s
if its Fourier coefficients have this property. We
introduce the phase spaces T
s
defined by
T
s
:=
2
s

2
s
, (v, u) ∈ T
s
,
with the following norm
|(v, u)|
2
s
:= |v|
2
s
+|u|
2
s
.
We will denote z := (v, u) a phase point in T
s
, and B
s
(R) the ball of radius R
centered in the origin of T
s
.
Since we are interested in the energy per mode we give also the relation of E
k
with
the Fourier coefficients of u and v.
Proposition 11. Let u(y), v(y) be a pair of functions belonging to T
s
:=
2
s

2
s
∀s ≥ 1; denote by E
k
the energy in the k-th mode as defined by (5.3) in terms of
the original variables. Then, for µ small enough, one has
¸
¸
¸
E
k
N
d
−µ
d+2
[ˆ v
K
[ + Ω
2
k
[ˆ u
K
[
2
2
¸
¸
¸ ≤ Cµ
2s
|(u, v)|
2
s
(5.11)
for all k such that
k
N
= µK with [K[ ≤ µ

2
s
;
[E
k
[
N
d
≤ µ
6
|(u, v)|
2
s
(5.12)
for all k such that
k
N
= µK with [K[ > µ

2
s
, and E
k
= 0 otherwise.
The proof is deferred to appendix B.
The transformation (5.10) is not canonical, but the equations for the variables
(u, v) are still Hamiltonian. The corresponding Hamiltonian function is
K(u, v) = K
L
(u, v) + K
P
(u),
and
K
L
(u, v) =
_

1

1
__
v
2
+ u
2
2
_
+
d

i=1
(∂
i,µ
u)
2
2
_
dy, (5.13)
K
P
(u) =
_

1

1
_
µ
2
β
u
4
4
_
dy,
dy := dy
1
. . . dy
d
,
72
where

i,µ
u := u(y + µe
i
) −u(y), ¦e
i
¦
i=1,...,d
: canonical basis of R
d
.
By means of a Taylor expansion in µ one has
K = H
0
+ P +1
1
,
with
H
0
=
_

1

1
__
v
2
+ u
2
2
__
dy,
and
P =
_

1

1
_
µ
2
_
β
u
4
4
+
(∇u)
2
2
__
dy,
and where 1
1
is the remainder of the expansion
Remark. The equations of motion of the Hamiltonian H
0
are
u
t
= v, v
t
= −u.
We will denote its flow by
Ψ
t
(z) =
_
u(y, t)
v(y, t)
_
,
where
u(y, t) =
1
2i
[(v
0
+ iu
0
)e
it
−(v
0
−iu
0
)e
−it
]
v(y, t) =
1
2
[(v
0
+ iu
0
)e
it
+ (v
0
−iu
0
)e
−it
].
A simpler form is obtained by a canonical change of variables in (5.18). One can
notice that the linear flow Ψ
t
(z) is unitary in T
s
.
Since the case β < 0 is characterized by diverging solutions, it is useful to give
estimates on balls of a variable radius R > 1, where R is the radius of the domain
of the transformation to the normal form and to keep the dependence on R of the
estimate.
So, we can state the following
Theorem 33. Consider the β-KG lattice. For any s ≥ 1, r ≥ 4 there exists a
constant µ

≡ µ
∗r
, such that, if
(µR)
2−
4
4+r
< µ

with R > 1, (5.14)
73
then there exists an analytic canonical transformation T : B
s+r
(R) →B
s+r
(2R)
which averages K, namely such that
K ◦ T = H
0
+¸P) +1;
here
¸P)(z) :=
1
2
_
2
0
P(Ψ
t
(z))dt
and the vector field X
1
of the remainder is analytic in a complex ball of radius R
and fulfils the estimate
sup
|z|
s+r
≤R
|X
1
(z)|
s
≤ C(µR)
4−
8
4+r
R (5.15)
Moreover for any 1 ≤ r
1
≤ r the transformation T maps B
r
1
into T
r
1
and fulfils
sup
|z|
s+r
1
≤R
|z −T (z)|
s+r
1
≤ C(µR)
2−
4
4+r
R. (5.16)
The proof is deferred to appendix A.
Now, we are interested in an explicit computation of the averaged equations. This
is simpler if we introduce the new variables:
ξ :=
v + iu

2
, η :=
v −iu
i

2
.
The linear part and the perturbation take the form
H
0
(ξ, η) =
_

1

1
iξηdy
P(ξ, η) =
_

1

1
µ
2
_
β
4
_
b
1
ξ
4
+ b
2
ξη
3
+ b
3
ξ
2
η
2
+ b
4
ξη
3
+ b
5
η
4
_
+ (5.17)
+
_
c
1
(∇ξ)
2
+ c
2
∇ξ ∇η + c
3
(∇η)
2
__
dy
where b, c are suitable constants. In particular the equations of motion of H
0
assume the simple form

t
= iξ, η
t
= −iη] ⇔[ξ(y, t) = ξ(y, 0)e
it
, η(y, t) = η(y, 0)e
−it
]. (5.18)
Thus follows
74
Proposition 12. In the variables ξ, η the average of the perturbation is given by
¸P)(ξ, η) =
_

1

1
µ
2
_
iA∇ξ ∇η + Bξ
2
η
2
_
dy
where
A ∈ R
+
, B := −
3
8
β,
and, by means of the transformation
ξ := e
it
ψ, η := −ie
−it
¯
ψ
the Hamiltonian takes the form
H
0
(ψ,
¯
ψ) =
_

1

1
[ψ[
2
dy,
¸P)(ψ,
¯
ψ) =
_

1

1
µ
2
[A[∇ψ[
2
−B[ψ[
4
]dy
This is the Hamiltonian of the NLS, therefore such equations constitute the
resonant normal form of the KG lattice in the region of phase space corresponding
to small amplitude and long wavelength excitations.
The equations of motion are

t
= µ
2
[A∆ψ + B[ψ[
2
ψ]
and its complex conjugate.
Proof. One has to compute the average of the different terms composing equation
(5.17). As an example we deal explicitly with the term proportional to
_

1

1
ξ
k
η
j
dy.
We obtain
_
_

1

1
ξ
k
(y, t)η
j
(y, t)dy
_
=
_

1

1
ξ
k
(y, 0)η
j
(y, 0)dy lim
T→∞
1
T
_
T
0
e
i(k−j)t
dt.
Since
lim
T→∞
1
T
_
T
0
e
i(k−j)t
dt =
_
0 if k ,= j
1 if k = j,
then
_
_

1

1
ξ
k
(y, t)η
j
(y, t)dy
_
=
_

1

1
ξ
k
(y, 0)η
k
(y, 0)dy.
Performing the same computation over all the terms one gets the result.
75

Remark. Notice that
B > 0 ⇔β < 0
thus the normal form depends on the parameters chosen for the nonlinearity. In
fact, if B > 0 one has the focusing NLS, otherwise the defocusing NLS.
5.3 Estimate of the error
Once we have obtained the normal form, we are interested in the construction of
approximate solutions of the β-KG lattice and in estimating their difference from
true solutions. So we will compute explicitly the approximate solutions.
Consider the NLS equation

τ
= A∆ψ + B[ψ[
2
ψ,
obtained by rescaling time to τ = µ
2
t. In the following we will assume
A = [B[ = 1, so that we can restrict to the case

t
+ ∆ψ + γ[ψ[
2
ψ = 0, γ = ±1.
Let ψ
a
(y, τ) be a solution of such equation with the property that it belongs to T
s
for all times t, with a given s. Correspondingly, we define an approximate solution
ζ
a
≡ (q
a
, p
a
) of the KG model by
q
a
(x, t) := µu
a
(y, t) :=

2µIm(ψ
a
(y, µ
2
t)e

2
t
) (5.19)
p
a
(x, t) := µv
a
(y, t) :=

2µRe(ψ
a
(y, µ
2
t)e

2
t
) (5.20)
By applying proposition 2 (see chapter 3) we obtain a result comparing the
approximate solution with a corresponding true solution. In particular, we
consider an initial datum (q
0,j
, p
0,j
) and the corresponding Fourier coefficients
(ˆ q
0,k
, ˆ p
0,k
) as defined by equation (5.2). We assume that they are different from
zero only if k/N = µK. We define, now, a corresponding interpolating function for
the initial datum by
q
0
(x) :=
1
(2N)
d
2

K
ˆ q
0,k
e
iπµKx
where the sum runs over the integers K such that [K[µ = [k[/N ≤ 1, and in the
formula one has to read k = µKN. Similarly we define the interpolating function
p
0,j
and the corresponding initial data for NLS.
The vector field of the KG lattice is semilinear and takes the form (see (5.13))
˙ z = X
K
L
(z) + X
K
P
(z),
76
X
K
L
= [v, −u +
d

i=1

i,µ
u],

i,µ
u := u(y + µe
i
) + u(y −µe
i
) −2u(y),
X
K
P
= [0, −βµ
2
u
3
],
with X
K
P
∈ C

(|
s
,
2
s
) for any s ≥ 1 and |
s

2
s
a neighborhood of the origin.
Because of the conservation of harmonic energies in the linear system one has
|e
Lt
(z(0))|
2
s
=

K
[[ˆ v
K
(t)[
2
+ Ω
2
k
[ˆ u
K
(t)[
2
][K[
2s

K
[[ˆ v
K
(0)[
2
+ Ω
2
k
[ˆ u
K
(0)[
2
][K[
2s
= |z(0)|
2
s
.
Since we assume α = 0 (β-model), the vector field X
K
P
has a zero of order 3 at the
origin with a perturbation of order µ
2
, namely
|X
K
P
(z)|
s
≤ C
s
µ
2
|z|
3
s
in a neighborhood of zero. This condition will allow us to obtain time scales of the
approximation that are relevant for the dynamics of the model. Let be
˙
¯ z = X
K
L
(¯ z) + X
K
Z
(¯ z)
the normalized equations where z = T (¯ z), then we will define the escape time of
¯ z(t) from B
s+r
(R) (see section 3.3)
T
e
(s + r, R) := sup¦t ≥ 0; ¯ z(t) ∈ B
s+r
(R)¦
Thus we have the following
Proposition 13. Let us consider an initial datum for the β-KG model with the
above properties and denote by (v
j
(t), u
j
(t)) the corresponding solution. Consider
the approximate solution ψ
a
(y, t) with the corresponding initial datum just
constructed. With the above assumptions, fixing an arbitrary T
0
> 0,
T < T
e
(s + r, R) with r ≥ 4; assume that µR satisfies (5.14). If
|(v
0
, u
0
) −(v
a
0
, u
a
0
)|
s
≤ C
1
µ
2−
8
4+r
R
3−
8
4+r
, C
1
arbitrary, (5.21)
then for all t fulfilling
[t[ < min
_
T,
T
0
(µR)
2
_
one has
|(v(t), u(t)) −(v
a
(t), u
a
(t))|
s
≤ C
2
µ
2−
8
4+r
R
3−
8
4+r
, C
2
depending on C
1
. (5.22)
77
where u
a
, v
a
are given by (5.19),(5.20); moreover
¸
¸
¸
E
k
N
d
−µ
d+2

k
[
ˆ
ψ
a
K
[
2
¸
¸
¸ ≤ C
3
µ
d
(µR)
4−
8
4+r
(5.23)
for all k such that
k
N
= µK with [K[ ≤ µ

2
s
;
[E
k
[
N
d
≤ C
3
µ
d
(µR)
4−
8
4+r
(5.24)
for all k such that
k
N
= µK with [K[ > µ

2
s
, and E
k
= 0 otherwise.
Proof. Let us denote
z(t) := (v(t), u(t)), ζ(t) := (v
a
(t), u
a
(t)), δ(t) := z(t) −ζ(t).
Then δ fulfills the equation
˙
δ = X
K
L
(δ) + [X
K
P
(ζ(t) + δ) −X
K
P
(ζ(t))] + X
1
(t).
Then, using the formula of variation of the arbitrary constants, the smoothness of
P, the fact that it has a zero of order 3 at the origin and the estimate (5.15) one
gets
|δ(t)|
s
≤ |δ
0
|
s
+
_
t
0
_
|dX
K
P
(ζ(ρ))|
s
|δ(ρ)|
s
+|X
1
|
s
_
dρ ≤

0
|
s
+
_
t
0
_
˜
C(µR)
2
|δ(ρ)|
s
+
¯
C(µR)
4−
8
4+r
R
_
dρ =

0
|
s
+
¯
C(µR)
4−
8
4+r
Rt +
_
t
0
˜
C(µR)
2
|δ(ρ)|
s

which, using Gronwall Lemma gives
|δ(t)|
s

_

0
|
s
+
¯
C(µR)
4−
8
4+r
Rt
_
+
_
t
0
[|δ
0
|
s
+
¯
C(µR)
4−
8
4+r
Rρ]
˜
C(µR)
2
exp
_
_
t
ρ
˜
C(µR)
2

_
dρ =
_

0
|
s
e
˜
C(µR)
2
t
+ Mµ
2−
8
4+r
R
3−
8
4+r
[e
˜
C(µR)
2
t
−1]
_
(5.25)
where
¯
C,
˜
C, M are constants. From inequality (5.25) one gets (5.22).
As regards the result on the Fourier modes, it is a consequence of proposition 11
and the following estimate. We denote δ
ψ
:= ψ −ψ
a
, recalling that

ψ
|
s
≤ C(µR)
2−
8
4+r
R, |ψ
a
|
s+r
≤ CR
78
one gets
µ
d+2
¸
¸
[
ˆ
ψ
K
[
2
−[
ˆ
ψ
a
K
[
2
¸
¸
≤ µ
d+2
[2[
ˆ
ψ
a
K
[[δ
ψ
[ +[δ
ψ
[
2
] ≤ µ
d
(µR)
4−
8
4+r
[
¯
C +
˜
C(µR)
2−
8
4+r
].
(5.26)
Remark also that using the relation between (u, v) and (ψ,
¯
ψ) one has
[ˆ v
K
[
2
+ Ω
2
κ
[ˆ u
K
[
2
2
= Ω
κ
[
ˆ
ξ
K
[
2
+[ˆ η
K
[
2
2
= Ω
κ
[
ˆ
ψ
K
[
2
.

5.4 Dynamics of NLS and conclusion of the
proofs
Now, we can adopt some known facts on the dynamics of the NLS equation to
prove theorems 30, 31, 32. In particular we consider the Cauchy problem on a
bounded domain

τ
+ ∆ψ + γ[ψ[
2
ψ = 0, (τ, y) R T
d
, (5.27)
ψ(0, y) = ψ
0
(y), y ∈ T
d
, γ = ±1,
with Dirichlet or periodic boundary conditions. In case of periodic boundary
conditions we will refer to theorems 19, 20, while for the Dirichlet case to
proposition 5 and theorem 28 (see chapter 4). Thus we obtain the
Proof of proposition 8 and theorem 30.
Let us consider initial data u
0
∈ H
s
, with s > 1. Bourgain’s theorems ensure
global well posedness of the solution in the Sobolev norm of H
s
provided the
Hamiltonian controls the H
1
norm. If d = 2 this condition is guaranteed by a
theorem by Fibich in the case with Dirichlet boundary conditions when

0
|
0
< |Q|
0
(see also [PTW05] for the case of periodic boundary conditions). If
d = 3 the NLS equation is globally well posed in H
1
(T
3
) for sufficiently small
initial data in H
1
(see [Bou93]).
To obtain proposition 8 and theorem 30 remark that by Bourgain’s theorems one
has that for every T > 0 there exists a constant M such that |ψ(τ)|
s
≤ M, for all
[τ[ ≤ T. Now, if we fix the time of validity of the approximation T
f
> 0 we can
always take a time T > T
f
such that ψ is bounded, and obtain an estimate on
Fourier coefficients
[
ˆ
ψ
K
(τ)[
2

C
[K[
2s+1
, [τ[ ≤ T
f
.
So, for the time of validity of the approximation, the true solution is also bounded
in its Sobolev norm.
79
Since c =

K

K
[
ˆ

0
)
K
[
2
and Ω
K
∈ [1, 3] if d = 2, then condition (5.4) follows.

Remark. In case of Dirichlet boundary conditions we will restrict the interpolating
function on a domain [0, 1]
d
to preserve the arbitrariness of the representation in
Fourier series, and then consider an odd extension to a periodic function on
[−1, 1]
d
. More precisely, given a solution of the cubic NLS (5.27) ψ(y) ∈ [0, 1]
d
we
define an extension Ψ(y) on [−1, 1]
d
by
Ψ(y) =
_
ψ(y) if the number of negative variables is even
−ψ(y) otherwise,
which is a Dirichlet and periodic solution on [−1, 1]
d
.
In the following two proofs we will consider such an extension denoting, for
easiness, the extended function Ψ as the original function ψ.
Proof of proposition 9.
From proposition 5 if
E(ψ
0
) =
1
2
_

1

1
[∇
y
ψ
0
[
2
dy −
1
4
_

1

1

0
[
4
dy < 0 (5.28)
then the solution of (5.27) with γ = 1 blows up in a time T < ∞. More precisely
one has
|∇ψ|
0
→∞ as τ →T
By the change of variables (ψ,
¯
ψ) →(v, u), we get
E(v
0
) =
1
4
_

1

1
[(∇
y
v
0
)
2
+ (∇
y
u
0
)
2
]dy −
1
16
_

1

1
[v
2
0
+ u
2
0
]
2
dy < 0. (5.29)
Define the norm
|(v, u)|
p
p
:=
_

1

1
_
v
2
0
+ u
2
0
_
p
2
dy, p ≥ 1.
Then estimate (5.29) takes the form
2
|∇
y
(v
0
, u
0
)|
2
|(v
0
, u
0
)|
2
4
< 1.
By the change of variables (p, q) = µ(v, u) and ∇
x
(p, q) = µ∇
y
(v, u) we obtain

|∇
x
(p
0
, q
0
)|
2
|(p
0
, q
0
)|
2
4
< 1.
80
Since the initial datum can be written as
|(p
0
, q
0
)|
2
=
˜
C
1
µ|(˜ p, ˜ q)|
2
where |(˜ p, ˜ q)|
2
= C
2
and ˜ p, ˜ q are exponentially decreasing in their Fourier modes,
we get the estimate
˜
C
1
> 2
|∇
x
(˜ p, ˜ q)|
2
|(˜ p, ˜ q)|
2
4
which gives a condition on the amplitude of the initial datum to guarantee a
negative energy of the NLS.
In case d = 2, from (5.28) and Gagliardo Nirenberg inequality one gets
|∇ψ
0
|
2
L
2
(T
d
)
<
1
2

0
|
4
L
4
(T
d
)

C
1,2
(T
d
)
2

0
|
2
L
2
(T
d
)
|∇ψ
0
|
2
L
2
(T
d
)
.
Thus, from lemma 1 in chapter 4, one obtains the condition

0
|
L
2
(T
d
)
> |Q|
L
2
(R
2
)
,
and condition (5.6) follows.
Proposition 5 follows by an application and adaptation of the virial identity to
bounded domains. More precisely if we consider a smooth solution of (5.27) with
an initial condition such that
_
T
d
[y[
2

0
(y)[
2
dy < ∞
and define
V (τ) :=
1
4
_
T
d
[y[
2
[ψ(y, τ)[
2
dy
then the following inequality holds
0 < V (τ) ≤ V (0) + V
t
(0)τ + 2E(ψ
0

2
=: F(τ).
Since E(ψ
0
) < 0, there exists a T = T(ψ
0
) such that F(T) = 0. We can estimate
F(τ) = V
t
(0)(τ −T) + 2E(ψ
0
)(τ
2
−T
2
) ∼ C(T −τ).
For the uncertainty principle one has
|∇ψ|
0
|yψ|
0

d
2
|ψ|
2
0
.
Thus we get
|yψ|
0
≤ [C(T −τ)]
1
2
, for (T −τ) small enough,
81
and
|∇ψ|
0

d
2
|ψ|
2
0
[C(T −τ)]
1
2
(5.30)
Since we suppose that [
ˆ
ψ
K
(τ)[ = Ce
−σ(τ)[K[
for τ ∈ [0, T[, we can write
|ψ|
2
s
=

K
[K[
2s
[
ˆ
ψ
K
[
2
= C

K
[K[
2s
e
−2σ[K[
=

m≥1

[K[=m
[K[
2s
e
−2σ[K[
=

m≥1
m
2s
e
−2σm
Cm
d−1
= C

m≥1
m
d+2s−1
e
−2σm
. (5.31)
By applying differentiation theorem of power series and De l’Hˆopital rule to the
last term of equation (5.31) one has
|ψ|
2
s
= C
d
d+2s−1

d+2s−1

m≥1
e
−2σm
= C
d
d+2s−1

d+2s−1
_
1
1 −e
−2σ
−1
_
∼ C
(d + 2s −1)!
σ
d+2s
,
(5.32)
for σ small enough. Inequality (5.30) thus gives
σ ≤
˜
C(T −τ)
1
d+2s
, as τ →T (5.33)
and for every fixed µ the thesis follows.

Proof of proposition 10.
Suppose now γ = 1 in (5.27) and consider theorem 28 in chapter 4. Since d = 2 the
Spectral Property holds true (see [FMR06]). Take an initial datum on the domain
Ω := [0, 1]
2
such that
ψ
0
∈ H
s
0
(Ω) with |ψ
0
|
L
2
(Ω)
= |Q|
L
2
(R
2
)
.
Then, for all y
0
∈ Ω, there exists a time
˜
T(y
0
) > 0 such that for all T ∈ (0,
˜
T(y
0
)),
there exists a solution ψ(τ) of the NLS which blows up at time 0 < T < ∞ at blow
up point y(T) = y
0
. Because of the choice of a minimal mass, the solution takes
the form
ψ(τ, y) =
1
λ
0
(τ)
Q
_
y −y
0
λ
0
(τ)
_
e

0
(τ)
as τ → T,
where
λ
0
(τ) =


_
T −τ
log [ log T −τ[
_1
2
,
82
and γ
0
(τ) ∈ R is a proper phase shift. Now, choose y
0
= (1/2, 1/2) and consider
the odd extension of ψ on T
2
:= [−1, 1]
2
defined, for τ → T, as follows
ψ(τ, y) :=
_
¸
¸
¸
¸
¸
¸
_
¸
¸
¸
¸
¸
¸
_
1
λ
0
(τ)
Q
_
y
1
−1/2
λ
0
(τ)
,
y
2
−1/2
λ
0
(τ)
_
e

0
(τ)
if y ∈ [0, 1]
2
1
λ
0
(τ)
Q
_
y
1
+1/2
λ
0
(τ)
,
y
2
+1/2
λ
0
(τ)
_
e

0
(τ)
if y ∈ [−1, 0]
2

1
λ
0
(τ)
Q
_
y
1
+1/2
λ
0
(τ)
,
y
2
−1/2
λ
0
(τ)
_
e

0
(τ)
if y ∈ [−1, 0] ∪ [0, 1]

1
λ
0
(τ)
Q
_
y
1
−1/2
λ
0
(τ)
,
y
2
+1/2
λ
0
(τ)
_
e

0
(τ)
if y ∈ [0, 1] ∪ [−1, 0].
In order to compute its K-th Fourier coefficient
[
ˆ
ψ
K
(τ)[ =
¸
¸
¸
1
2
_
T
2
ψ(y, τ)e
−iπKy
dy
¸
¸
¸, K ∈ Z
d
, (5.34)
let us denote
:= λ
0
(τ), ¯ y :=
y −1/2

, ˜ y :=
y + 1/2

.
Then equation (5.34) takes the form
[
ˆ
ψ
K
(τ)[ =
¸
¸
¸4 sin
_
K
1
π
2
_
sin
_
K
2
π
2
_

_

1
2


1
2
Q(¯ y)e
−iπ[K]¯ y
d¯ y
¸
¸
¸,
and we obtain the estimate
[
ˆ
ψ
K
(τ)[ ∼
_
4
¸
¸
¸
ˆ
Q(K)
¸
¸
¸ if K
1
, K
2
odd
0 otherwise
, →0 (5.35)
which gives the thesis.

Proof of theorems 31, 32.
It follows from propositions 9, 10 and proposition 13.
Let us denote
z(t) := (v(t), u(t)), ζ(t) := (v
a
(t), u
a
(t)), δ(t) := z(t) −ζ(t).
The following statement holds
Lemma 2. There exist a time
¯
t and a constant D > 0 such that
|z(
¯
t/µ
2
)|
2
s+4
=
[ log µ[
D
83
Proof. By contradiction. Let us define R :=
_
[ log µ[
D
_1
2
, and suppose that the
solution of the NLS holds in the domain of the normal form till blow up time T.
From inequality (5.30) and the scaling of time we can write
|ζ(µ
2
t)|
s

γ
[T −µ
2
t]
1
2
. (5.36)
Moreover, the estimate
|z|
s
≥ [|ζ|
s
−|δ|
s
[ (5.37)
always holds. Take t =
ρ
µ
2
, and choose r = 4 in estimate (5.25) thus we obtain
|δ(t)|
s
≤ C(µR)Re
˜
C(µR)
2
t
= Cµ
[ log µ[
D
e
˜
C
| log µ|
D
ρ
,
and from (5.36) and (5.37) we get
|z(t)|
s+4
¸
¸
¸
t=
ρ
µ
2

¸
¸
¸
γ
(T −ρ)
1
2
−Cµ
1−
˜

D
_
[ log µ[
D

¸
¸.
Choosing
˜
Cρ < D and ρ := T −µ
2
, if µ ¸1 one gets
|ζ(t)|
s+4
¸
¸
¸
t=
ρ
µ
2

γ
µ
2
>
_
[ log µ[
D
_1
2
,
i.e. the solution of the NLS is greater than the domain R of the normal form.

From lemma 2 and equation (5.32), if µ ¸1, we have
σ(
¯
t/µ
2
) =
_
D
[ log µ[
_ 1
d+2s
,
and the thesis of theorem 31.
As regards theorem 32 we notice that, if µ is small and s > 4, from equation (5.31)
and proposition 10 one gets
[ log µ[
D
= |z(
¯
t/µ
2
)|
2
s
= |ψ(
¯
t/µ
2
)|
2
s
= C

m≥1
m
1+2s
[
ˆ
Q(mλ
0
)[
2
,
with λ
0
= λ
0
(
¯
t/µ
2
). Since Q is a Schwartz function also
ˆ
Q is Schwartz, and from
the inequality
[
ˆ
Q(mλ
0
)[ ≤
C
(mλ
0
)
n
for all n ∈ N,
84
one gets the series
|ψ|
2
s
≤ Cλ
−2n
0

m≥1
m
1+2s−2n
,
which converges if n > s + 1. Choosing n = s + 2 one obtains
λ
0
(t/µ
2
) ≤
1
[ log µ[
1
2(s+2)
,
which gives the thesis.

5.5 α, β - KG model
We retrace the normalization steps with the α, β nonlinearity. In particular the
Hamiltonian K
P
takes the form
K
P
(u) =
_

1

1
_
αµ
u
3
3
+ βµ
2
u
4
4
_
dy,
and after the Taylor expansion we obtain
P =
_

1

1
_
µα
u
3
3
+ µ
2
_
β
u
4
4
+
(∇u)
2
2
__
dy
with an unchanged remainder. The transformation (u, v) →(ξ, η) gives
P(ξ, η) =
_

1

1
_
µ
α
3
_
a
1
ξ
3
+a
2
ξ
2
η+a
3
ξη
2
+a
4
η
3
_

2
β
4
_
b
1
ξ
4
+b
2
ξη
3
+b
3
ξ
2
η
2
+b
4
ξη
3
+b
5
η
4
_
+

2
_
c
1
(∇ξ)
2
+ c
2
∇ξ ∇η + c
3
(∇η)
2
__
dy
where the indexed a, b, c are suitable constants. The average of the perturbation is
given by
¸P)(ξ, η) =
_

1

1
µ
2
_
iA∇ξ ∇η + Bξ
2
η
2
_
dy
where
A ∈ R
+
, B := −
3
8
β +
5
12
α
2
.
Remark. We notice that the sign of M depends on the following inequality
B ≥ 0 ⇔β ≤
10
9
α
2
.
thus if α is sufficiently large one gets the focusing NLS, otherwise the defocusing
NLS.
85
5.6 Invariant manifolds
In certain cases theorems 30, 31, 32 can be also applied on proper invariant
manifolds for the harmonic energies of the KG model. This happens if we choose
lattices with a number of particles which can be factorized in the product of two
integers. More precisely one has the following
Theorem 34. Consider a lattice (
L
:= [−L, L −1]
d
∩ Z
d
, with L = mN and m an
integer. Let T
f
> 0 be the time of validity of theorems 30, 31, 32 on (
N
. Then
these theorems can also be stated on the invariant manifold defined by
c
κ
L
(t) = c k
N
(t), ∀κ ∈ (
L
, such that κ = mk, k ∈ (
N
c
κ
L
(t) = c k
N
(t) = 0, ∀κ ,= mk,
for all times t fulfilling
[t[ <
T
f
µ
2
.
Proof. Consider the system (5.1) on (
L
. Let (P

, Q

)
∈Ç
L
be a state. We define the
Fourier coefficients (
ˆ
P
κ
,
ˆ
Q
κ
) by
ˆ
P
κ
=
1
(2L)
d
2

∈Ç
L
P

e
−i
(·κ)π
L
, κ ∈ (
L
.
Correspondingly, fixed s, one defines
|(P, Q)|
2
s
=

κ∈Ç
L
([
ˆ
P
κ
[
2
+[
ˆ
Q
κ
[
2
)[κ[
2s
.
The interesting thing is that any smooth solution of the Hamilton equations of
(5.1) in (
N
defines a solution of the system in (
L
. This is a consequence of the
following proposition which is a generalization to an higher dimensional situation
of a remark explicitly stated by Rink in [Rin02].
Proposition 14. Every solution of the KG model on (
N
can be extended by
periodicity to a solution on (
L
. Viceversa, every solution of the KG model on (
L
with initial data such that
P

(0) = P
−
_

N
¸
(0), Q

(0) = Q
−
_

N
¸
(0), ∀ ∈ (
L
,
where
_

N
_
:=
__

1
N
_
, . . . ,
_

d
N
__
,
can be identified with a corresponding solution on (
N
.
86
The proof is deferred to appendix B.
The corresponding relation on the Fourier coefficients can be obtained as follows.
Lemma 3. Let (
ˆ
P
κ
(t),
ˆ
Q
κ
(t)), κ ∈ (
L
, κ > 0 be the Fourier modes of the canonical
variables in (
L
. Then one has the following equivalence with (ˆ p
k
(t), ˆ q
k
(t))
ˆ
P
κ
(t) =
_
m
d
2
ˆ p
k
(t) if k ∈ (
N
0 otherwise
(5.38)
and similarly for
ˆ
Q
κ
(t), where κ := mk. Thus one gets
E
κ
L
d

E
k
N
d
= c
k
, (remark
that κ/L = k/N = k).
The proof is deferred to appendix B.
From proposition 14 and lemma 3 the thesis follows.

87
88
Chapter 6
Boundary effects and metastability
in a Klein - Gordon lattice
In this section we report some numerical computations to study the dynamics of
the KG lattice just considered in chapter 5 varying the boundary conditions and
the nonlinearity. For computational easiness, we will restrict mainly to the
one-dimensional case and we will search for the eventual formation of metastable
states with periodic or Dirichlet boundary conditions in the β and α, β-model.
6.1 Periodic boundary conditions
Figure 6.1: Klein-Gordon chain with periodic boundary conditions.
The model we choose is a chain of N + 1 particles with a linear coupling term and
89
a nonlinear on-site potential as described by the Hamiltonian
H(x, y) = H
2
(x, y) + H
3
(x) + H
4
(x)
with
H
2
=
1
2
N+1

j=1
y
2
j
+
1
2
N+1

j=1
[(x
j+1
−x
j
)
2
+ x
2
j
],
H
3
=
α
3
N+1

j=1
x
3
j
,
H
4
=
β
4
N+1

j=1
x
4
j
,
where x
1
, . . . , x
N+1
and y
1
, . . . , y
N+1
are respectively the displacements around the
equilibrium positions and the conjugated momenta with the bonds x
1
≡ x
N+2
,
y
1
≡ y
N+2
; α, β are perturbative parameters with α = β = 0.25 (or α = 0 in the
β-model). We also suppose that N + 1 is an even number.
The transformation to the normal modes takes the form
x
j
=
_
2
N + 1
N−1
2

k=1
_
q
(1)
k
sin
_
j(2k)π
N + 1
_
+ q
(2)
k
cos
_
j(2k)π
N + 1
__
,
y
j
=
_
2
N + 1
N−1
2

k=1
_
p
(1)
k
sin
_
j(2k)π
N + 1
_
+ p
(2)
k
cos
_
j(2k)π
N + 1
__
,
where (q
k
, p
k
) are the new coordinates and momenta, with frequencies given by

j
=
¸
1 + 4 sin
2
_

2(N + 1)
_
.
In the simulations we consider initial data with all the energy equally distributed
among the first mode of the expansion in sines and the first mode of the expansion
in cosines, so that we set the system with conditions similar to the FPU ones (i.e.
with all the energy on the first mode). The request of small amplitude that we
imposed in chapter 5 can be obtained by taking a low value of the total energy. In
figures 6.2, 6.3 we report the evolution of the average harmonic energy for the β
and α, β-model . We plot the sine modes with the symbol + and the cosine modes
with the symbol . In both cases one can see the formation of a packet with an
exponential decay for the harmonic energies even if in the α, β-model it involves a
larger number of modes.
90
Figure 6.2: Average harmonic energies for N = 63 and total energy E = 0.1 for
the β-model with periodic boundary conditions. Number of integrations: orders of
magnitude of 10
5
, 10
8
. The symbols + and respectively indicate the coefficients
of sine and cosine expansion. A metastable state is formed which involves a packet
of modes.
91
Figure 6.3: Average harmonic energies for N = 63 and total energy E = 0.1 for the
α, β-model with periodic boundary conditions. Number of integrations: orders of
magnitude of 10
5
, 10
8
. More modes take part into the packet, holding an exponential
decay.
92
6.2 Dirichlet boundary conditions
Figure 6.4: Klein-Gordon chain with Dirichlet boundary conditions.
The case with Dirichlet boundary conditions requires a transformation of
coordinates which takes into account only of the sine terms. In particular we chose
a chain of N + 2 particles with Hamiltonian
H(x, y) = H
2
(x, y) + H
3
(x) + H
4
(x)
with
H
2
=
1
2
N

j=1
y
2
j
+
1
2
N

j=0
[c(x
j+1
−x
j
)
2
+ x
2
j
],
H
3
=
α
3
N

j=0
x
3
j
,
H
4
=
β
4
N

j=0
x
4
j
,
where x
0
, . . . , x
N+1
and y
0
, . . . , y
N+1
are the displacements around the equilibrium
positions and the conjugated momenta with the bonds x
0
= x
N+1
= 0,
y
0
= y
N+1
= 0; α, β are perturbative parameters with α = β = 0.25 (or α = 0 in
the β-model), and c is a coupling constant generally posed to 1.
The transformation to the normal modes takes the form
x
j
=
_
2
N + 1
N

k=1
q
k
sin
_
jkπ
N + 1
_
, y
j
=
_
2
N + 1
N

k=1
p
k
sin
_
jkπ
N + 1
_
,
93
where (q
k
, p
k
) are the new coordinates and momenta, and

j
=
¸
1 + 4 sin
2
_

2(N + 1)
_
are the frequencies of the normal modes.
We choose initial data with all the energy assigned to the first two modes. The
choice of two modes is due to avoid an invariant manifold for the harmonic
energies of the system by which if one excites just the first mode then one has a
distribution of energy involving only the odd modes, and if one excites just the
second mode only the even modes take part into the dynamics. Starting from
these data, if we analyze the evolution of the average harmonic energies, we get the
formation of a metastable state with a completely different behaviour in the
α, β-model in respect to the β-model. In particular, while the β-model shows an
exponential decay of the average harmonic energies similarly to the periodic case
(see figure 6.5), the α, β-model is characterized by a not very fast decay with a
formation of a peak, depending on the coupling constant. This phenomenon seems
to be stable for quite long times, where time is valued as the number of integration
steps (in this case of the order of 10
8
, see figure 6.6). To estimate the decay of the
α, β-model it can be interesting to change the scale of the x-axis (from linear to
exponential). One can see a power-like distribution from the third mode onward
except for the peak which can be removed lowering the coupling constant to
c = 0.6. It turns out that this decrease seems well fitted by a power of the order of
k
−6
(see figure 6.8). This decay seems not to be affected by the number of
particles, even if for quite long times a certain amount of energy can be distributed
through few modes of low frequency (see figures 6.9 and 6.10).
94
Figure 6.5: Average harmonic energies for N = 63 and total energy E = 0.1 for
the β-model with Dirichlet boundary conditions. Number of integrations: orders of
magnitude of 10
5
, 10
8
. An exponential decay involves only a packet of modes.
95
Figure 6.6: Average harmonic energies for N = 63 and total energy E = 0.1 for the
α, β-model with Dirichlet boundary conditions. Number of integrations: orders of
magnitude of 10
5
, 10
8
. A metastable state is formed with a peak at nearly 2/3 of
the total number of modes.
96
Figure 6.7: Average harmonic energies for N = 63 and total energy E = 0.1 for
the α, β and β-model with Dirichlet boundary conditions. Number of integrations:
orders of magnitude of 10
8
. The first few modes nearly coincide varying the
nonlinearity.
97
Figure 6.8: Average harmonic energies for N = 63 and total energy E = 0.001
for the α, β-model with Dirichlet boundary conditions. Coupling constants: c =
1, 0.8, 0.75, 0.6. Number of integrations: orders of magnitude of 10
5
. In logarithmic
scale a power-like decay is more clear. The crosses indicate the position where the
mode should be to lay on a curve decreasing as k
−6
starting from the third mode.
98
Figure 6.9: Average harmonic energies for N = 63, 255, 1023 and total energy
E = 10
−5
, 4 10
−5
, 16 10
−5
for the α, β-model with Dirichlet boundary conditions.
Coupling constant: c = 0.5. Number of integrations: orders of magnitude of 10
5
.
The number of particles seem not to have an influence on the decay.
99
Figure 6.10: Average harmonic energies for N = 63, 255, 1023 and total energy
E = 10
−5
, 4 10
−5
, 16 10
−5
for the α, β-model with Dirichlet boundary conditions.
Coupling constant: c = 0.5. Number of integrations: orders of magnitude of 10
7
.
For longer times there is a concentration of energy on few modes of low frequency
holding the same order of decay on the higher ones.
100
The phenomenon just described seems not to be affected by the dimension of the
lattice as we report in the following.
The corresponding model in two dimensions is a lattice of (N + 2) (N + 2)
particles with a linear coupling term and a nonlinear on-site potential described by
the Hamiltonian
H(x, y) = H
2
(x, y) + H
3
(x) + H
4
(x)
with
H
2
=
1
2
N

h,k=1
y
2
h,k
+
1
2
N

h,k=0
[(x
h+1,k
−x
h,k
)
2
+ (x
h,k+1
−x
h,k
)
2
+ x
2
h,k
],
H
3
=
α
3
N

h,k=0
x
3
h,k
,
H
4
=
β
4
N

h,k=0
x
4
h,k
,
where x
h,k
and y
h,k
, with h, k = 0, . . . , N + 1, are respectively the displacements
around the equilibrium positions and the conjugated momenta. We also impose
the bonds
x
h,0
= x
h,N+1
= x
0,k
= x
N+1,k
= 0, y
h,0
= y
h,N+1
= y
0,k
= y
N+1,k
= 0,
with h, k = 0, . . . , N + 1. For the perturbative parameters α, β we choose the
values α = β = 0.25 (or α = 0 in the β-model).
The transformation to the normal modes takes the form
x
h,k
=
N

l,m=1
q
l,m
U
hklm
, y
h,k
=
N

l,m=1
p
l,m
U
hklm
,
where
U
hklm
=
2
N + 1
sin
_
hlπ
N + 1
_
sin
_
kmπ
N + 1
_
,
and (q
l,m
, p
l,m
) are the new coordinates and momenta, while the frequencies are

l,m
=
¸
1 + 4 sin
2
_

2(N + 1)
_
+ 4 sin
2
_

2(N + 1)
_
, l, m = 1, . . . , N.
Thus we get N N harmonic energies
E
l,m
=
1
2
(p
2
l,m
+ Ω
2
l,m
q
2
l,m
), l, m = 1, . . . , N.
101
In order to avoid invariant manifolds for the harmonic energies, we excite the first
three modes: (l,m)=(1,1)=(1,2)=(2,1).
In figure 6.11 we report the average harmonic energies for all the indexes, while in
figures 6.12 and 6.13 we report only two sections of “lateral” and “diagonal”
indexes. More precisely we mean the following: the lateral indexes are the ones of
the form (l,1) for l = 1, . . . , N, (there is no difference choosing (1,m) for
m = 1, . . . , N) ; the diagonal ones are instead of the form (l,l) for l = 1, . . . , N.
The system evolves in a very similar way to the one dimensional case, showing a
metastable state with a very different behaviour in the α, β and β case. Thus, it
appears that the different rate of decay depends only on the boundary conditions
and nonlinearity.
One can also notice that the Dirichlet case considered in theorems 30 (see the
remark after the theorem), 31, and 32 is a subcase of the periodic one, which in
numerical simulations in one dimension holds an exponential decay for energy
small enough in accordance with the statement of 30.
From analytical and numerical results, one can conclude that the dynamics of
these Klein-Gordon lattices are qualitatively affected by the dimension (with the
formation of a threshold when β < 0 and d = 2, 3), the boundary conditions, the
on-site nonlinearity, and, at least for the α, β case with Dirichlet boundary
conditions, by the coupling potential. However, in all these cases, for specific
energy small enough, a metastable state is formed.
102
5
10
15
20
25
30
5
10
15
20
25
30
10
−30
10
−20
10
−10
10
0
A
v
e
r
a
g
e

h
a
r
m
o
n
i
c

e
n
e
r
g
y
Mode number
5
10
15
20
25
30
5
10
15
20
25
30
10
−30
10
−20
10
−10
10
0
A
v
e
r
a
g
e

h
a
r
m
o
n
i
c

e
n
e
r
g
y
Mode number
Figure 6.11: Average harmonic energies for NN = 3131 and total energy E = 0.1
for the β and α, β-model in two dimensions with Dirichlet boundary conditions.
Number of integrations: order of magnitude of 10
6
. A metastable state is formed
with a very different behaviour in the β and α, β case.
103
Figure 6.12: Average harmonic energies of lateral and diagonal indexes for NN =
31 31 and total energy E = 0.1 for the β-model in two dimensions with Dirichlet
boundary conditions. Number of integrations: order of magnitude of 10
6
. An
exponential decay involves only a packet of modes.
104
Figure 6.13: Average harmonic energies of lateral and diagonal indexes for NN =
31 31 and total energy E = 0.1 for the α, β-model in two dimensions with
Dirichlet boundary conditions. Number of integrations: order of magnitude of 10
6
.
A metastable state is formed with a similar behaviour to the one dimensional one.
105
106
Appendix A
Proof of theorem 33
Because of the analyticity of the Hamiltonian and of its vector field, it is useful to
complexify the phase space. So we will consider the phase variable z as a complex
variable. The main reason is that the sup norm of a function controls also the
supremum of the derivatives of the function.
Let us prove the following
Lemma 4. For any s ≥ 0 one has
|X
P
(z)|
s
≤ C
1
µ
2
R
3
, ∀z : |z|
s+2
≤ 2R
Proof. By the definition of vector field one has
X
P
(z) := [X
u
P
(z), X
v
P
(z)] :=
_
δP
δv
, −
δP
δu
_
.
In particular, we have
X
u
P
(z) = 0,
X
v
P
(z) = −βµ
2
u
3
+ µ
2
∆u.
The estimate of X
P
is an immediate consequence of the definition of the norm.
Since
|u
3
|
2
σ,s
≤ C|u|
6
σ,s
|∆u|
2
σ,s
= |u|
2
σ,s+2
one has
|X
P
(z)|
2
s
≡ |X
v
P
(z)|
2
σ,s
≤ Cµ
4
|u|
6
σ,s+2

Lemma 5. For any s ≥ 0 one has
|X
R
1
(z)|
s
≤ C
2
µ
4
R, ∀z : |z|
s+4
≤ 2R.
107
Proof. The remainder comes from a Taylor expansion of the vector field X
K
, in
particular from the coupling term

d
i=1

i,µ
u. In Fourier coordinates this term
takes the form
d

i=1

i,µ
u =
d

i=1

K
u
K
e
iKy
[(e
iKµe
i
−1) + (e
−iKµe
i
−1)],
and after the expansion
d

i=1

i,µ
u =
d

i=1

K
u
K
e
iKy
[−(Kµe
i
)
2
+
(Kµe
i
)
4
12
+ h.o.t.].
Thus the second order term takes part in the perturbation, while the fourth order
one goes into the remainder. So we can get an estimate for the K-th coefficient of
the vector field:
[(
ˆ
X
v
1
1
)
K
[
2
≤ Cµ
8
[K[
8
[ˆ u
K
[
2
.
From here
|X
1
1
(z)|
2
s
≤ Cµ
8
|u|
2
σ,s+4
.

At this point we perform a Galerkin cutoff of P. More precisely, define the
projector Π
n
on the Fourier modes with index smaller than n, i.e.
Π
n
¦u
K
¦
K∈Z
d = ¦u
K
¦
[K[≤n
define also Π
n
(u, v) := (Π
n
u, Π
n
v), and finally define
P
(n)
(z) := P(Π
n
(z)).
Thus we have the following
Lemma 6. For any s ≥ 1 there exists a constant C such that, for any r ≥ 0, and
any n ≥ 0, one has
|X
P−P
(n) (z)|
s
≤ C
3
µ
2
_
R
3
n
r
_
, ∀z : |z|
s+2+r

3
2
R
Proof. We first notice that
|I −Π
n
|
s+r→s
=
1
n
r
and that
X
P−P
(n) (z) = [X
P
(z) −X
P

n
z)] + (I −Π
n
)X
P

n
z).
108
We split P := P
β
+ P

, where P
β
, P

respectively denote the perturbed on-site
and coupling potential. Thus we can obtain the estimates:
|X
P
β
−P
(n)
β
(z)|
s
≤ |X
P
β
(z) −X
P
β

n
z)|
s
+|I −Π
n
|
s+r→s
|X
P
β

n
z)|
s+r→s+r
where
|X
P
β
(z)−X
P
β

n
z)|
s
≤ sup
z∈|
s
|dX
P
β
(z)|
s→s
|I−Π
n
|
s+r→s
|z|
s+r
≤ C(3βµ
2
)|z
2
|
s

1
n
r
|z|
s+r
,
|I −Π
n
|
s+r→s
|X
P
β

n
z)|
s+r→s+r
≤ C
1
n
r
(βµ
2
)|z
3
|
s+r
.
The on-site perturbation is estimated by
|X
P
β
−P
(n)
β
(z)|
s
≤ C(3βµ
2
)|z
2
|
s

1
n
r
|z|
s+r
+ C
1
n
r
(βµ
2
)|z
3
|
s+r
≤ C
1
n
r
(βµ
2
)|z|
3
s+r
(A.1)
As regards the coupling potential one can estimate
|X
P

|
s
≤ Cµ
2
|z|
s+2
,
and from
|X
P

−P
(n)

(z)|
s
≤ |X
P

(z) −X
P


n
z)|
s
+|I −Π
n
|
s+r→s
|X
P


n
z)|
s+r+2→s+r
,
[(X
P

(z) −X
P


n
z))
K
[ = [K[
2

[K[>N
)[ˆ u
K
[,
|X
P

(z) −X
P


n
z)|
s
≤ C
1
1
n
r
µ
2
|z|
s+r+2
,
|I −Π
n
|
s+r→s
|X
P


n
z)|
s+r+2→s+r
, ≤ C
2
1
n
r
µ
2
|z|
s+r+2
,
One gets
|X
P

−P
(n)

(z)|
s
≤ C
1
n
r
µ
2
|z|
s+r+2
(A.2)
The worst case between estimates (A.1), (A.2) gives the statement.

One can notice that X
P
(n) is analytic as a map from P
s
to itself and that
|X
P
(n) (z)|
s
≤ Cn
2
|z|
s
+ C|z|
3
s
≤ Cn
2
R
3
µ
2
∀z : |z|
s
≤ 2R, (R > 1).
We now use Lie transform to construct a canonical transformation averaging the
Hamiltonian up to order µ
4
.
109
Let us consider an auxiliary Hamiltonian function χ (of order µ), and assume that
the corresponding Hamiltonian vector field is analytic as a map from T
s
to itself
∀s ≥ 1, and consider the corresponding Hamilton equations
˙ z = X
χ
(z).
We denote by T
t
the corresponding time t flow and by T the time 1 flow. We use
such a T in order to transform our Hamiltonian system K. One has
K ◦ T = H
0
+ P
(n)
+¦χ, H
0
¦ +1
where
1 = (P −P
(n)
) ◦ T +1
1
◦ T +
_
P
(n)
◦ T −P
(n)
¸
+[H
0
◦ T −H
0
−¦χ, H
0
¦] (A.3)
is the sum of the higher order terms, which we will estimate in a subsequent
lemma.
First of all we choose χ in such a way that
P
(n)
+¦χ, H
0
¦ = ¸P
(n)
),
according to lemma 8.4 of [Bam99a] this is given by
χ(z) :=
1
2
_
2
0
t
_
P
(n)

t
(z)) −¸P
(n)
)(Ψ
t
(z))
¸
dt
and its vector field is analytic. Fixed δ < 2R, we assume that
|X
χ
|
s
≤ δ.
and obtain the estimate
|X
χ
(z)|
s
≤ 2|X
P
(n) |
s
≤ 2Cn
2
R
3
µ
2
∀z : |z|
s
≤ 2R
To control the vector field X
χ
we suppose
2Cn
2
R
3
µ
2
< δ, (A.4)
thus follows that the transformation T exists and fulfils the estimates (5.16).
Moreover the various terms of (A.3) are estimated by
Lemma 7. The following estimates hold
|X
(P−P
(n)
)◦T
|
s
≤ C
5
µ
2
_
R
3
n
r
_
, ∀z : |z|
s+2+r
≤ R (A.5)
|X
1
1
◦T
|
s
≤ 2C
6

4
, ∀z : |z|
s+4
≤ R (A.6)
|X
P
(n)
◦T −P
(n) |
s
≤ C
7
µ
4
n
4
R
5
, ∀z : |z|
s+2
≤ R (A.7)
|X
H
0
◦T −H
0
−¡χ,H
0
¦
|
s
≤ C
8
µ
4
n
4
R
5
, ∀z : |z|
s+2
≤ R (A.8)
110
Proof. All these estimates follow directly from some lemmas already proved in
[Bam99]. More precisely (A.5) and (A.6) are an application of lemma 8.2 with
R = 3/2, δ = 1/2 and R = 2, δ = 1. Equations (A.7) and (A.8) follow from lemma
8.3 with R = 2, δ = 1, and from lemma 8.5 with R = 2, δ = 1.

The inequalities (A.5) and (A.7) are of the same order of magnitude by choosing
n = (µR)

2
4+r
which gives the estimate (5.15) for the remainder. Up to now we
have shown that
K ◦ T = H
0
+¸P
(n)
) +1
with 1 fulfilling the wanted estimate. To conclude the proof it is enough to
remark that
|X
¸P)−¸P
(n)
)
(z)|
s
≤ C
9
(µR)
4−
8
4+r
R, ∀z : |z|
s+2+r

3
2
R
and thus one can simply substitute ¸P) in place of ¸P
(n)
) including the difference
in the remainder. Equation (5.14) follows by (A.4) substituting the value of n.

111
112
Appendix B
Proofs of propositions 11, 14, and
lemma 3
To prove proposition 11 we need to state the following
Lemma 8. For a state of the KG corresponding to a pair of functions (u, v) one
has
E
k
N
d
:=
[ ˆ p
k
[
2
+ Ω
2
k
[ˆ q
k
[
2
2N
d
= µ
d+2

M∈/
[ˆ v
K+M
[
2
+ Ω
2
k
[ˆ u
K+M
[
2
2
, ∀k : µK =
k
N
,
(B.1)
where
L := ¦M ∈ Z
d
: Mµ = 2l with l ∈ Z
d
¦
and E
k
= 0 otherwise.
Proof. Let us introduce a 2N-periodic interpolating function for q
j
, i.e. a smooth
function q
N
(x) such that
q
j
= q
N
(j), q
N
(x ±2

Ne
i
) = q
N
(x),
where

N := (N, . . . , N), dim(

N) = d, and ¦e
i
¦
i=1,...,d
is the canonical basis of R
d
.
Denote
ˆ q
N
k
:=
1
(2N)
d
2
_

N

N
q
N
(x)e
−i
k·xπ
N
dx,
then one has
q
j
= q
N
(j) =
1
(2N)
d
2

k∈Z
d
ˆ q
N
k
e
i
k·jπ
N
=
1
(2N)
d
2

k∈Ç
N
_

l∈Z
d
ˆ q
N
k+2Nl
¸
e
i
k·jπ
N
which implies
ˆ q
k
=

l∈Z
d
ˆ q
N
k+2Nl
.
113
Since q
N
(j) = µu(µj), one obtains the relation
ˆ q
N
k
= µˆ u
K
.
From the definition of µ the statement on the harmonic energies follows.

Proof of proposition 11.
We start from equation (B.1), and as a first step we remark that, for Kµ =
k
N
, one
has
ω
2
k
µ
2
=
4
µ
2
¸
¸
¸

sin
_

2N

¸
¸
2
=
4
µ
2
¸
¸
¸

sin
_
µKπ
2

¸
¸
2
≤ π
2
[K[
2
, (B.2)
thus

2
k
= 1 + ω
2
k
≤ 1 + (πµ[K[)
2
.
and that, for [K[ ≥ µ

2
s
one has
[ˆ v
K
[
2
+[ˆ u
K
[
2

|(u, v)|
2
s
[K[
2s
≤ µ
4
|(u, v)|
2
s
thus
[ˆ v
K
[
2
+ Ω
2
k
[ˆ u
K
[
2
2
≤ [1 + (πµ[K[)
2
]
_
[ˆ v
K
[
2
+[ˆ u
K
[
2
2
¸
≤ µ
4
[1 + (πµ[K[)
2
]|(u, v)|
2
s
≤ µ
4
|(u, v)|
2
s
+ h.o.t.
and equation (5.12) immediately follows. Concerning (5.3) one has, for [K[ ≤ µ

2
s
¸
¸
¸
1
µ
d+2
E
k
N
d
−Ω
k
[
ˆ
ψ
K
[
2
¸
¸
¸ =

M,=0, M∈/
[ˆ v
K+M
[
2
+ Ω
2
k
[ˆ u
K+M
[
2
2

M,=0, M∈/
[1 + (πµ[K + M[)
2
]
_
[ˆ v
K+M
[
2
+[ˆ u
K+M
[
2
2
¸

l,=0
[1 + (πµ[K + M[)
2
]|(u, v)|
2
s
_
µ
2l
_
2s
≤ Cµ
2s
|(u, v)|
2
s
+ h.o.t.
From the last estimate we have the thesis.

Proof of proposition 14. The equations of motion of the Hamiltonian (5.1) on (
N
take the form
˙ q
j
= p
j
˙ p
j
= −
dV (q
j
)
dq
j

d

i=1
_
dW(q
j
−q
j−e
i
)
dq
j

dW(q
j+e
i
−q
j
)
dq
j
_
(B.3)
114
Let (p
j
(t), q
j
(t)), j ∈ (
N
be a solution of the KG model in (
N
. Consider its
extension by periodicity
P
j+nN
(t) := p
j
(t), Q
j+nN
(t) := q
j
(t), (B.4)
with n := (n
1
, . . . , n
d
) subjected to −(m−1) ≤ n
i
≤ (m−1), ∀i = 1, . . . , d. Thus
(P, Q) is defined on (
L
. Then, since (B.3) is invariant under j + nN →j it is easy
to see that (P

(t), Q

(t)) is a solution of the KG model in (
L
.
Viceversa, let (P

(t), Q

(t)),  ∈ (
L
be a solution of the KG model in (
L
with
initial data such that
P

(0) = P
−
_

N
¸
(0), Q

(0) = Q
−
_

N
¸
(0), ∀ ∈ (
L
where
_

N
_
:=
__

1
N
_
, . . . ,
_

d
N
__
. Define
p
j
(0) := P
−
_

N
¸
(0), q
j
(0) := Q
−
_

N
¸
(0).
Then we can identify the equations of motion (
˙
P

,
˙
Q

) with the respective ( ˙ p
j
, ˙ q
j
),
and the solution on (
L
can be identified with the corresponding solution on (
N
, i.e.
p
j
(t) = P
−
_

N
¸
(t), q
j
(t) = Q
−
_

N
¸
(t).

Proof of lemma 3. Consider the K-th coefficient of P in (
L
as defined in (5.2). We
get
ˆ
P
κ
=
1
(2mN)
d
2
d

i=1
(m−1)

n
i
=0
2N

j
i
=1
p
j
e
−i
[(j+n2N)·κ]π
mN
=
1
m
d
2
d

i=1
(m−1)

n
i
=0
e
−2πi
(n·κ)
m
1
(2N)
d
2

j∈Ç
N
p
j
e
−i
(j·k)π
N
,
where we used the definition (B.4) and defined κ := mk. From the equality
d

i=1
(m−1)

n
i
=0
e
−2πi
(n·κ)
m
=
_
m
d
if κ = hm with h ∈ Z
d
0 otherwise,
one gets the thesis.

115
116
Appendix C
Technical data of simulations
Our simulations involve a numerical integration of the equations of motion (e.g.
for the KG model with Dirichlet boundary conditions)
¨ x
j
= [x
j+1
−3x
j
+ x
j−1
] −αx
2
j
−βx
3
j
, for j = 0, . . . , N. (C.1)
There are different algorithms with different orders of truncation for the Taylor
expansion of the equations. In particular we chose the leap frog algorithm.
C.1 Leap frog algorithm
Let us consider the following differential equation
¨ x = f(x), (C.2)
with f a regular function. By means of a forward and a backward Taylor expansion
of a solution x(t) centered in an arbitrary value t with an increment τ, one has
x(t + τ) = x(t) + τ ˙ x(t) +
τ
2
2
¨ x(t) +
τ
3
6
...
x(t) + O(τ
4
) (C.3)
x(t −τ) = x(t) −τ ˙ x(t) +
τ
2
2
¨ x(t) −
τ
3
6
...
x(t) + O(τ
4
). (C.4)
Adding the two equations one has
x(t + τ) = x(t) + [x(t) −x(t −τ)] + τ
2
f(x) + O(τ
4
).
Now, defining ∆x = [x(t) −x(t −τ)] we get the system
_
∆x(t + τ) = ∆x(t) + τ
2
f(x(t)) + O(τ
4
)
x(t + τ) = x(t) + ∆x(t + τ)
117
Thus, neglecting the remainder, we have an iterative rule to determine the values
of the dynamical variables x and ∆x with an integration step of τ, i.e.
_
∆x ←− ∆x + τ
2
f(x)
x ←− x + ∆x
At this point, it is necessary to choose initial conditions for x and ∆x. We suppose
that the values x(0) = x
0
and ˙ x(0) = ˙ x
0
are known from the problem, by eq. (C.4)
we have
∆x
0
= τ ˙ x
0

τ
2
2
f(x
0
) −
τ
3
6
∂f
∂x
(x
0
) ˙ x
0
+ O(τ
4
).
The choice of this algorithm is due to its particular adaptability to Hamiltonian
systems. Indeed in such cases the transformation from (x(t), ∆x(t)) to
(x(t + τ), ∆x(t + τ)) is canonical, and the algorithm preserves the symplectic
structure of the Hamiltonian flow but for the truncation of the small term O(τ
4
).
The simulations were performed with a step τ = 0.05 which keeps the error on the
energy generally around 10
−4
. To compute the harmonic energies it is necessary to
perform a transformation to normal coordinates. The number of operations is
proportional to N
2
which is quite expensive computationally. It is however
possible to reduce it to N log N by means of the Fast Fourier Transform (FFT)
libraries, as long as N + 1 = 2
k
for some k ∈ N. That is the reason why in our
simulations we chose N = 7, 31, 63, 127, 255, 511, 1023.
The programs are written in C endowed with Mizar library for the graphical part.
118
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Preface
The Fermi-Pasta-Ulam (FPU) experiment is perhaps the first example of the use of a numerical computation in order to analyze a nonlinear dynamical system. FPU simulated the dynamics of a chain of 64 weakly coupled particles, with the aim of understanding how the system evolves when the initial data are such that all the energy is concentrated on the first Fourier mode. In particular they wanted to understand how the system evolves towards the statistical equilibrium predicted by Classical Statistical Mechanics. The numerical experiments instead showed that the system does not reach the expected equilibrium, at least for the computational times available at that time. This fact (non thermalization over long times) will be called the FPU phenomenon. The main question that is still not solved concerns the relevance of the FPU experiment for the understanding of the thermalization process in concrete models. In particular one should decide whether the non thermalization phenomenon that occurred in the original FPU experiment persists in the limit of very large chains of particles. Moreover one would like to have analytic results mathematically describing the behaviour of the chain. Recently Berchialla, Galgani, Giorgilli [BGG04], made a significant advance on the numerical study of FPU systems. They showed that, when all the energy is initially concentrated on the first mode, the FPU system presents at least three scales of time: firstly there is a rapid flow of energy towards a packet of modes with small frequency, afterwards the energy distribution remains almost unchanged for a very long time scale (exponentially long with the inverse of the specific energy of the system), and finally energy becomes equally distributed among the modes (equipartition). All the relevant parameters seem to be independent on the number of particles. From an analytic point of view there have been many studies on the FPU model; here we only mention the recent paper [BP06] by Bambusi and Ponno, which is the starting point of this thesis. In [BP06] the relations between the KdV equation and the FPU lattice were reconsidered, showing that the KdV is a normal form for FPU and using it (following [ZK65]) in order to study the FPU problem. In particular they proved that if one mode of low frequency is excited, the system relaxes to a k state in which the energy of the k-th mode decreases exponentially with N , which is then stable for a quite long time scale. They interpreted this behaviour as an explanation of the metastable behaviour of the FPU. Now, it is clear that the non thermalization phenomenon is relevant for physics only if it is present also in three dimensional lattices. Thus some numerical computations have been performed also in lattices with more than one dimension. In particular Benettin (see [Ben04]) simulated a two-dimensional lattice with Dirichlet boundary conditions. He highlighted that in such a model the system reaches equilibrium in a time scale which is substantially shorter than in dimension one. Moreover his 2

computation seems to show that the FPU phenomenon disappears as the number of particles in the lattice increases. This result raises serious doubts on the relevance of the FPU phenomenon for the foundations of Classical Statistical Mechanics. We also mention that the analytic argument of [BP06] does not apply to the two dimensional case, since it is based in an essential way on the fact that the KdV equation is integrable. A fact that is not expected to be true for the corresponding equations that are supposed to describe the system in higher dimensions. Finally, we mention a result obtained by Carati (private communication) in numerical computations on a two dimensional lattice with periodic boundary conditions. His result, although preliminary, seems to show that the FPU phenomenon persists in that model. The research just mentioned essentially raises two kinds of questions that are addressed in the present thesis, namely: the dependence of the thermalization times on the dimension of the lattice and on the boundary conditions. To start with we consider here a model different from FPU, namely a d-dimensional Klein-Gordon lattice (d = 1, 2, 3), and study analytically and numerically its dynamics. Firstly, we perform some analytic studies on the dynamics corresponding to small amplitude and long wavelength initial data. To this end we use the same approach of Bambusi and Ponno, i.e. we compute a normal form of the system and then study the dynamics of the normal form. In order to simplify the theory we take here a quartic on-site potential and periodic or Dirichlet boundary conditions. Then, to compute (and justify) the normal form we use the techniques developed in [BP06] and in [Bam05]. The averaged equation turns out to be the cubic NLS equation. The rigorous theory developed in [Bam05] allows one to show that, if the solution of the NLS is smooth, then also the solution of the original system is close to the solution of the NLS at least for long times. So we study in detail the dynamics of the NLS in order to deduce consequences on the FPU phenomenon. Using such results we are able to obtain some informations on the dynamics of the original KG lattice. Such consequences constitute the main results of this thesis. The first result states that for a d-dimensional KG model with d = 1, 2, 3 and an attractive on-site potential, or for the same model in d = 2, 3 with a repulsive potential and small amplitude - long wavelength initial data, the system develops a metastable state up to the time accessible within our approximation. The second result refers to the case where NLS displays blow up. Here we are able to show that in some sense the packet of modes is destroyed. To be precise we prove a much weaker result, namely that if an exponentially localized packet exists then its localization coefficient is very small. 3

2. there exists a family of solutions whose localization coefficient becomes very small in finite time. My Ph. The thesis is organized as follows. mainly in dimension 1. Concerning the boundary conditions we only made some numerical computations. We got that they all present the metastability phenomenon. taking an initial datum with specific energy large enough and with an arbitrarily fast decay on the modes. supervisor Prof. In chapter 5 we give the analytical results just mentioned. I gratefully acknowledge the financial backing of ’Fondazione Confalonieri’ who gave me the chance of carrying out my Ph. 4 .D. while in chapter 6 we report the simulations. Antonio Giorgilli who introduced me to the problem and provided advice and encouragement. considering lattices with cubic and quartic on-site potential. However. however the energy per mode distribution turns out to be completely different in the two cases: periodic or Dirichlet boundary conditions. Prof. In particular we have that in the case of periodic boundary conditions the energy per mode in the metastable state decays exponentially with the index of the mode k. attractive on-site potential the stability phenomena leading to FPU metastability and non thermalization persist in higher dimension.D. Antonio Ponno and Tiziano Penati for their useful and helpful assistance. Chapter 4 is a short account on the dynamics of the NLS with the theorems we apply to study the Klein-Gordon lattice. Thus the conclusion of our analytic studies is that in some models the existence of the phenomenon of formation and metastability of the packet appears to depend on the dimension. Chapters 5 and 6 constitute the original part of the thesis. Andrea Carati. I wish to thank my family for their support.In the third result we restrict to the case d = 2 and show that. Dott. we also showed that in some interesting KG models with quartic. and 3 we give a description of the FPU model and recall the main results of finite and infinite dimensional perturbation theory which can be applied to systems of this kind. Dario Bambusi for his availability and patience throughout the duration of this work. and most importantly. Acknowledgements. Lastly. In chapters 1. I would like to thank who helped me in these three years. On the contrary in the case of Dirichlet boundary conditions the energy per mode decays only as k −6 .

. . . . . . . . . . . . . . . β . . . . . . . . . . . . . . . . . . .1 Focusing critical NLS . . . . . . . . . . e 4 Blow up and global solutions of the nonlinear Schrodinger equation (NLS) 4. . . . . .Pasta . .Gordon lattice 89 6. . . . . . . . . . .KG model . . 5. . . . . proofs . . . . . . . . . 10 2 Finite . . . . . . .dimensional perturbation theory 3. . . . . 6 Boundary effects and metastability in a Klein . . . . . . . . . . . . . . . . . . . . . . 4. .4 Dynamics of NLS and conclusion of the 5. . . . . . . . . . . . . 5. . . . . 4. . . .2 Dynamics in the neighborhood of elliptic equilibria . . . . . . . . . .2 The Fermi .Gordon lattice 5. . . . . . . . . . . . . . . . 5. . . . . . . . . . . . .1 Symplectic formalism . .1 The Fermi . . . . . 29 29 33 38 43 44 44 55 61 63 65 71 76 79 85 86 . . . . . . . . . . . . . .1. . .1 Main result .2 Bounded domains . . . . . . .dimensional perturbation theory 19 2. . .Contents 1 Introduction 7 1. . 3. .2 Results on KAM and Nekhoroshev theorem for PDEs .5 α. . . . . . . . . . . . . . . .1. . . . 3. . . . .Ulam problem . . . . . . . . .3 Estimate of the error . . . . . . . .1 Nearly . . . . . 5. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89 5 . 19 2. . . . . . . . . . . . .3 Poincar´ and Birkhoff normal form for some PDE’s . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .2 Normal form . 5 Normal form theorems for a Klein . . . . . . . . . . 4. .integrable Hamiltonian systems . . . . .Pasta . . . . . . . . . . .2 Defocusing critical NLS . .1 Periodic boundary conditions . . . . . . . . . . 7 1. . . . .6 Invariant manifolds . . . . . . . . . . . . . 25 3 Infinite . . . . . . .Ulam model . . . . . . . . . . . . . . .1 Unbounded domains . . . . .

. 93 107 113 A Proof of theorem 33 B Proofs of propositions 11. . . . .2 Dirichlet boundary conditions . .1 Leap frog algorithm . and lemma 3 C Technical data of simulations 117 C. . . . . 117 6 . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 14. . .6. .

together with the mathematician Stan Ulam and the computer programmer John Pasta. Otherwise. As reported by Ulam. the energy holds frozen in the normal modes initially excited. or the vibrations of a one dimensional crystal. In particular he wondered which kind of mathematical problems he could study by means of such equipment. Pasta and Ulam prepared such a model. Fermi often expressed the opinion that the future physical fundamental theories would have involved non linear operators and equations. The model they chose consists of a chain of particles of equal mass. Enrico Fermi began to show interest in the development of the first electronic computing machines. the addition of a perturbation should cause a diffusion of energy through all the modes till every mode gets the same amount of it. Fermi.Ulam problem In the beginning of the 50. It could represent a discrete string.e. choosing initial conditions very distant from equilibrium so that only one or few normal modes were initially excited. and that it could have been useful to develop a mathematical technology to understand this kind of systems. They expected to observe a fast flow from the excited modes to all the others leading the system to equipartition.Chapter 1 Introduction 1. For systems of this kind the distribution of energy among the normal modes is highly dependent on the nonlinearity of the interacting forces. So. solving numerically its microscopic equations of motion [FPU55]. he decided to simulate the behaviour of a Hamiltonian system. moving on a line. the system reaches a state of equipartition of energy. with fixed extremes. and joint with weak anharmonic springs. if the interaction is linear. i. They did numerous numerical experiments with few variations on initial data and nonlinearity. Numerical results were instead completely unexpected: 7 . during one of his frequent visits to Los Alamos Laboratory. In particular.1 The Fermi .Pasta . of interest for Statistical Mechanics.

very hard to observe the rate of ’thermalization’ or mixing in our problem. 50 years after the original paper. . with all the integrals of motion. They tried to explain such recurrences in a pure mathematical way. was then formally published 10 years later with a preface of Ulam in “Collected Papers of Enrico Fermi” [FPU65]. to the corresponding phase averages. Instead of a gradual. was that of Zabusky and Kruskal in the 60 [ZK65]. the literature on the FPU problem is quite abundant.) Instead of a gradual increase of all the higher modes. surprising to us. or loosing memory of initial conditions. The work. thus it is not easy to provide an accurate account of it.Let us here say that the results of our numerical computations show features which were. Even the mathematical status and the physical meaning of the problem are often not so clear. This collection gains particular importance since Fermi’s direct opinion is not available (he died a little before the draft of the article was finished). So one can have the sensation that physical fundamental properties like good circulation of energy among the normal modes are not trivial at all. the Korteweg-de Vries (KdV) equation. They developed the idea that the regularity of the system should be due to certain particular solutions of a known partial differential equation. and this was the initial purpose of the calculation. During their motion these solutions preserves shapes 8 . therefore. at least up to numerical explored times. We will give a brief summary of the main results after the publication of the report. the energy is exchanged. not taking into account of the physical aspects of the paradox. all of the problems show an entirely different behaviour. It is. for a certain class of dynamical e systems including FPU. paying more attention to the works related to the group of Milano. written as a preprint in Los Alamos in 1955. The harmonic energies keep oscillating in a quasi periodic way holding a recurrent behaviour which does not seem to steady. from the beginning. In the light of these results. They observed that such equation reveals unusual nonlinear interactions among some “solitary-wave pulses” which they called “solitons”. he gave an important contribution generalizing a famous theorem of Poincar´ which asserts that. as t → ∞. In this introduction Ulam recalled a previous interest of Fermi as regards ergodic theory: when the scientist was young. ergodicity assures that time averages of dynamical variables converge. which approximates the discrete lattice. continuous flow of energy from the first mode to the higher modes. The first reaction. there are no indications that the system is evolving to an equilibrium state. (. However it is reasonable to expect a somewhat continuous passage between an integrable system. Thus one should expect that FPU is ergodic. essentially among only a certain few. Nowadays. and a practically opposite situation in the perturbed system as small the perturbation can be. it doesn’t exist in general another integral of motion a part the Hamiltonian itself. . In fact. also reported in the preface of Ulam.

Marinari. and. Their aim was not to prove this applicability to FPU. They gave the energy to a packet of modes of nearby frequencies. in the thermodynamic limit one would always be above the threshold. in a system with periodic boundary conditions. Izrailev and Chirikov considered initial data of a broader class than FPU. For what concerns the dependence on a suitable stochasticity threshold they noticed that in the case of a large number of particles it is essentially constant. Scotti. and Loinger [BSB70]. They found a critical energy above which the system seemed to approach equilibrium. For any frequencies of the initial packet they found similar behaviours to FPU under a critical energy. while for a relevant set of conditions the system overstayed far from equipartition. under some conditions on the frequencies. in the perturbed system: the KolmogorovArnold-Moser (KAM) theorem. This would explain the FPU recurrence. An opposite approach had been pursued in Milano from the 70 beginning with the work of Bocchieri. Giorgilli [BGG04]. Marchesoni. Ruffo and Vulpiani [FMM82]. They showed the formation of a metastable phenomenon and interpreted the lack of equipartition as due to the existence of two different time-scales: initially the system relaxes to a state of “metaequilibrium” which appears as an equilibrium one. Oddly enough. A new interpretation appeared in a paper of the year 1982 by Fucito. they exhibited the formation of a “natural packet” of normal modes. This should explain FPU recurrences. Peliti. The next fundamental contribution came by Izrailev and Chirikov [IC66] when in 1966 published the article “Statistical Properties of a Nonlinear String” in which they discovered a stochasticity threshold assuming the applicability of a recent russian result of perturbation theory concerning the persistence of periodic solutions. Galgani. They considered a variant of the FPU and studied the “relaxation times” to equilibrium. Bearzi. because. The critical energy was studied just for the original initial conditions considered in the FPU model. while on much longer times it reaches equipartition. Parisi. at least for particular initial data. for higher modes and large N stochasticity sets in. while above it the regularity seemed to disappear depending on the frequency of the excited packet and on the number of particles. even with very little nonlinearity. but the computations were performed with a realistic interatomic potential. they showed that. In a relatively short time the energy spreads on a natural packet involving the modes till a certain critical frequency. On the other hand. exciting the lower modes. More precisely.and velocity. this article has not taken into account for several years. This result almost eliminate the paradox. They just wanted to determine the critical point in which the regularity breaks down and the FPU system would become “stochastic” or “ergodic”. 9 . they come back to the starting position. A subsequent diffusion of energy on all the modes. A more precise study has been performed quite recently in a numerical simulation of Berchialla. Exciting initially only the lowest frequency mode. stochasticity is only possible for very large nonlinear perturbations.

These results raise two kinds of questions that are studied in the present thesis.2 The Fermi . 6 we will consider a model different from FPU. By means of this result they proved that if the lowest frequency mode is excited. the FPU problem relaxes to a state in which the energy k of the k-th mode decreases exponentially with N . who. Loinger.which can lead to equipartition. More precisely. namely: the dependence of the formation of the packet on the dimensions of the lattice and on the boundary conditions. little is known about lattices of two or three dimensions. 2. working on a two-dimensional lattice with periodic boundary conditions. Some analytical developments were also obtained by Bambusi and Ponno [BP06] reconsidering the relations between the KdV equation and the FPU lattice starting from [ZK65]. 1. and study analytically and numerically its dynamics. This threshold should somewhat correspond to the threshold of specific energy for fast equipartition observed by Bocchieri. A different behaviour has been found in subsequent numerical computations by Carati. They showed that the KdV is a normal form which approximates the FPU dynamics for long times. While the literature on the one-dimensional case is abundant.Ulam model The Fermi-Pasta-Ulam (FPU) model consists of a chain of N + 2 particles of equal mass on a line (N can move and two fixed on the boundary) interacting with each 10 . and computing some parameters as the “spectral entropy” to estimate the equilibrium time. Scotti. requires a much longer time-scale.Pasta . a d-dimensional Klein-Gordon lattice (d = 1. 3). i. A recent work on a two-dimensional triangular cell with Dirichlet boundary conditions has been performed by Benettin [Ben04]. Quantitative estimates are also available for the fast diffusion of energy in the natural packet. In this model the equilibrium times are substantially shorter than in dimension one. So they interpreted this behaviour as the metastable state already described in the numerical simulations of Berchialla et al. concentrating all the energy in a small subset of normal modes. He prepared the system imposing conditions very far from equilibrium.e. Bearzi. observed the existence of metastable states (private communication). in chapters 5.. It is numerically shown that there exists a threshold for specific energy c (ω) with the following meaning: the natural packet spread till a mode of frequency ω only if the initial specific energy is greater than c (ω). Thus for a sufficiently large number of degrees of freedom the equilibrium times grow only as the inverse of specific energy (instead of a stretched exponential of it).

N +1 . and α. The corresponding equations of motion are xj = xj+1 − 2xj + xj−1 + α[(xj+1 − xj )2 − (xj − xj−1 )2 ] + β[(xj+1 − xj )3 − (xj − xj−1 )3 ]. ¨ One can introduce normal modes by means of the canonical transformation xj = 2 N +1 jkπ . . j=0 N (xj+1 − xj )4 . . j=0 where x0 . y) = H2 (x. . j=0 α H3 = 3 β H4 = 4 (xj+1 − xj )3 . .1: Fermi-Pasta-Ulam model.1) 1 + 2 N N (xj+1 − xj )2 . other with weakly nonlinear forces as described by the Hamiltonian H(x. . β are perturbative parameters (anharmonic coefficients).Figure 1. y) + H3 (x) + H4 (x). . y0 = yN +1 = 0. xN +1 and y0 . qk sin N +1 k=1 11 N yj = 2 N +1 N pk sin k=1 jkπ . with 1 H2 = 2 N 2 yj j=1 (1. yN +1 are respectively the displacements around the equilibrium positions and the conjugated momenta with the bonds x0 = xN +1 = 0. . .

If the initial conditions on energy grow. It is possible to have a clearer vision of the nature of the dynamics observing the behaviour of the harmonic energies of the more involved normal modes ([Ben96]. It is not a periodic motion because in this case the system would be integrable. Instead. [Ber01]). one should expect a fast flow of energy among all the modes because of the equipartition principle of energy which guarantees that the time averages 1 ¯ Ej := lim t→+∞ T T Ej (t)dt 0 E converge to the same value N . Moreover the modes that will take part to the sharing of energy seem to increase with the total energy. for high energy. 1 2 2 Ej = (p2 + ωj qj ) j 2 (1. Analyzing average energies one can notice how the diffusion of energy among the low frequency modes will occur in quite short times. One can observe the presence of a kind of “recurrence” in the system.2) with H3 and H4 suitable functions in normal coordinates q. However it is a motion which tends to break the periodicity after very long times. the system reaches equipartition ([Ber01]. When α = β = 0 normal modes behave as uncoupled harmonic oscillators. The Hamiltonian in normal coordinates has the form N H= j=1 Ej + H3 + H4 . 12 .where (qk . until. pk ) are the new coordinates and momenta. when α = β = 0. so that the harmonic energies Ej are first integrals of motion and keep “frozen” on the initially excited modes. and ωj = 2 sin jπ 2(N + 1) are the angular frequencies of the normal modes.2) is a typical example of a perturbed integrable system. [BGG04]). the model will progressively change: chaotic dynamics will substitute quasi periodic motions till one obtains a situation of good equipartition of energy among the normal modes. while the flow towards higher modes seems to be much slower. The corresponding harmonic energies are 1 2 2 Ej = (p2 + ωj qj ) j 2 The Hamiltonian (1. and the more it will hold these characteristics the longer will be the times necessary to reach a possible equipartition.

Figure 1. Under these conditions the energy seems “frozen” in the first mode. Figure 1.5 · 106 .0001.3: Harmonic energies for N = 7 and total energy E1 (0) = 0. Step: τ = 5 · 10−4 . Number of integrations: 7.01.5 · 106 . Growing initial energy of two orders of magnitude the dynamics involves the second mode oscillating in opposition of phase.2: Harmonic energies for N = 7 and total energy E1 (0) = 0. 13 . Step: τ = 10−4 . Number of integrations: 7.

5 · 106 .Figure 1. Small-scale oscillations come out due to numerical algorithm and diffusion.4: Harmonic energies for N = 7 and total energy E1 (0) = 0. 14 . The amplitude of oscillations rises involving the first five modes. Figure 1. Step: τ = 10−4 . Step: τ = 10−4 .1.5 · 106 . A growth of the energy of a further order of magnitude produces an involvement of the third mode.5: Harmonic energies for N = 7 and total energy E1 (0) = 1. Number of integrations: 7. Number of integrations: 7.

6: Harmonic energies for N = 7 and total energy E1 (0) = 5. Step: τ = 10−4 . Number of integrations: 7.5 · 106 . 15 .Figure 1. Number of integrations: 7. The dynamics are clearly chaotic. Chaotic dynamics begin to appear. Figure 1. Periodicity tends to vanish.7: Harmonic energies for N = 7 and total energy E1 (0) = 10. Step: τ = 10−4 .5 · 106 .

Figure 1.1. Number of integrations: orders of magnitude of 105 . 106 . Only a few modes seem involved in the dynamics. 16 .8: Average harmonic energies for N = 63 and total energy E1 (0) = 0. 108 .

3.9: Average harmonic energies for N = 63 and total energy E1 (0) = 0. 17 . 106 . A kind of inner equipartition seems to take place. The number of modes involved in the sharing of energy increases. Number of integrations: orders of magnitude of 105 .Figure 1. 108 .

10: Average harmonic energies for N = 63 and total energy E1 (0) = 9. 106 . There is a sharing of energy that leads to equipartition. Number of integrations: orders of magnitude of 105 . 18 . 108 .Figure 1.

e Indeed one has 19 . and adding a small perturbation H1 (p. q) (2. then the system is integrable. H = H(q. A classical theorem concerning integrable systems is due to Liouville (1885). ) = H0 (p) + H1 (p. and Jost (1968).integrable Hamiltonian systems Let us firstly recall the definition of an integrable Hamiltonian system. Definition 1. one can try to show that the phase space still admits a continuous foliation in tori close to the unperturbed ones. q are called action .e.dimensional perturbation theory 2. the periodicity of the solutions will depend on whether the frequency vector ω(p) is resonant (∃k ∈ Zn .1 Nearly . q. In this case the variables p. be a Hamiltonian function. one can study the behaviour of the quasi-integrable system: H(p. The Hamilton equations of an integrable system have the following form: p = 0.angle variables. and that the motion is still periodic or quasi-periodic on these tori. It asserts that if an Hamiltonian system with n degrees of freedom admits n first integrals independent and in involution (i.g. q ∈ Tn For every fixed value for the actions. G ⊂ Rn open set. H is said to be integrable if it is independent of the variables q ∈ Tn . if all the Poisson brackets of every couple are zero).Chapter 2 Finite . q). Arnold (1963). Let H : Tn × G → R. ∈ R. ˙ q= ˙ ∂H = ω(p). As proved by Poincar´ this is not true in general. ∂p p ∈ Rn . (see e. k = 0 : ω(p) · k = 0) or not. Given an integrable system with Hamiltonian H0 (p). p). [Gio02]).1) More precisely.

allows to construct invariant sets different from the energy surface. namely H1 (p. Poincar´’s theorem essentially states that integrable systems are exceptional. the function hk (p) is not identically zero on the manifold k · ω(p) = 0. Assume that S := {(p. Let H(p. there exists a function F : R −→ R. and thus the existence of an invariant foliation of the form F (p. and let us suppose that it satisfies the following conditions: i. q) = H0 (p) + H1 (p. e Altering one finds a continuum of non-integrable systems among which the unperturbed system constitutes the exception. with F analytic (also in ). Non degeneracy: det ( ∂ 2 H0 )=0 ∂pj ∂pk (2. q. )). G open set. while in Poincar´’s theorem the existence e of an integral of motion is excluded. q. The second part of the work consists of a proof that. Indeed.Theorem 1 (Poincar´). ) = 0}.2) ii. q) = k∈Zn hk (p)eikq thus. thus constituting an obstruction to ergodicity. e Theorem 2 (Fermi). q) be analytic. the existence of a single invariant sheet. with = e n 0. under some assumptions of regularity. The generalization consists of the fact that.1). Let F = F (p. ) be an analytic (also in ) integral of motion of H. Under the assumptions of theorem 1. p ∈ G ⊂ R . q ∈ Tn . for any k. More precisely. q. transversal to the constant energy surfaces. a Hamiltonian system with N degrees of freedom is in 20 . suppose that the number of degrees of freedom n is greater than two. q. then S is a surface of constant energy. A generalization of Poincar´’s theorem is due to Fermi in the first part of [Fer23]. q) : F (p. is an invariant surface for (2. ) = F(H(p. q. then it is a function of the Hamiltonian. This proposition was of interest for Fermi as regards the ergodic problem. Genericity: consider the Fourier expansion of H1 . for c in some interval. theorem 2 excludes even the existence of a single sheet. such that F (p. ) = c.

Noticing that Poincar´’s negative e result is due to the existence of resonances among the frequencies. q ∈ Tn . if there exist three positive numbers γ. q ) with a ∈ R. there exists a canonical transformation ψ : (p . G open set. k = 0} is the sup norm. another fundamental result is given by the theorem of Kolmogorov. which prompted the so called KAM theory. The theorem can be stated in the following way: Theorem 3 (Kolmogorov. and Moser (Kolmogorov. q ) analytic and at least quadratic in p . We also define the family of complex domains Dρ.¯. with = 0. then there exist solutions which visit both σ and σ . Moser. σ are two open sets of the surface of constant energy. · k −n . p ∈ G ⊂ Rn . q). 1954. In this theory one gives up to search informations on the flow on the entire phase space. thus for the perturbed system there exist initial data which lead to quasi-periodic motions.3) (2. (for an account on Fermi’s works on the ergodic hypothesis see [Gal01]). 1963). Let ω(p) = ∂H0 (p) ∂p be the frequency of the unperturbed system for all p. We consider an Hamiltonian H(p. if H1 ≤ E. q) = H0 (p) + H1 (p. 1962. (p ∈ G ⊂ Rn . ρ < 1 such that. which leads the initial Hamiltonian in the form H (p . We define the set of frequencies Ωγ = {λ ∈ Ω ⊂ Rn : |λ · k| ≥ γ for γ > 0. q) ∈ C2n : p p − p ≤ ρ. q ) = a + λ · p + R(p . H1 analytic in Dρ. and let us suppose the validity of the nondegeneracy condition (2. KAM theorem states that such tori persist under small perturbations simply being deformed. Changing point of view. p v d ≤ |v · ∂ω (¯)| ≤ v p ∂p d−1 H1 ≤ 1 ∀v ∈ Cn (2. ∀k ∈ Zn . q).4) (2.¯ = {(p. ¯ Im(q) ≤ ρ} Fixed a point p ∈ G.general quasi-ergodic in the following sense: if σ. Arnold. and R(p .2). q ∈ Tn ). Moreover. Moser). Arnold. ψ − Id → 0 for → 0 µ({¯ ∈ G : ω(¯) ∈ Ωγ }) → 0 p p / for γ → 0 21 . d < 1 such that ¯ λ = ω(¯) ∈ Ωγ p H0 . q ) → (p. Arnold. in the unperturbed system H0 (p) one considers invariant tori which are characterized by strongly non resonant frequencies.5) then there exist two positive numbers E. ρ.

the realness of this phenomenon. ¯ supporting quasi-periodic motions with the same angular velocity. q ) which changes the perturbed Hamiltonian in the form H (p . in fact for n > 2 the orbits which start from the complementary of the set of the invariant tori could go far away from the correspondent unperturbed initial torus. At this point the problem of establishing ’how many’ initial data produce this kind of dynamics comes up. is still an open problem. q0 ) ∈ Dρ. q0 ∈ Tn . any λ ∈ Ωγ for some γ) for a change of variables which eliminates the angles q only at first order in p. A result in this sense complementary to KAM theorem is Nekhoroshev theorem (1971. the particular solutions p (t) = p0 . with p0 = 0. In such coordinates one is not guaranteed to have a foliation into invariant tori. but one gets.¯. only for n = 2 we are sure that the orbits confined between two invariant tori will keep close forever to an unperturbed torus. However. the situation is less clear: for n > 2 the complementary of the set of the invariant tori on a manifold of constant energy is open and connected. q ) = H(p ).The original proof of Kolmogorov [Kol54] 1 . q (t) = q0 + ω(p0 )t (mod 2π) which correspond to all initial data (p0 . from the topological point of view. q (t) = q0 + λt (mod 2π) for all initial data (p0 . Thus. the measure of destroyed tori tends to zero when the perturbation tends to zero. 1979). one looks for results see also [BGG84] for a simplified demonstration based on the Lie method to define the canonical transformation. is based on a weakening of the standard method of perturbation theory. one renounces to search for a general solution p (t) = p0 . in correspondence with any good frequency λ (i. in the method of Kolmogorov one searches. Thus. Instead of looking for a canonical transformation (p. q0 ). Instead of restricting the set of initial data. q) → (p . called Arnold’s diffusion. for any good p frequency λ. This can be seen by the form of the Hamiltonian equations in the new system of coordinates q = ˙ ∂H ∂R =λ+ ∂p ∂p ∂H ∂R =− ∂q ∂q p =− ˙ noticing that R is at least quadratic in p . q ∈ Tn . but one can prove the existence of a quasiperiodic motion with frequency λ on an invariant torus. which is invariant for the Hamiltonian H0 . instead. generating a foliation of the entire phase space. 1 22 . thus avoiding the use of implicit function theorem.e. This torus is a small perturbation of the torus p = p. 1977. From the point of view of measure theory.

2σ ii.q)∈Dρ. Nekhoroshev’s theorem can be stated as follows Theorem 4 (Nekhoroshev).2σ is the sup norm on the domain Dρ. We consider the case of a phase space G × Tn . the complexification Tn for σ > 0 of the n-torus is defined σ as Tn = {q ∈ Cn : |Im(q)| < σ}.2σ ≤ ∞ where H1 ρ. H1 ρ. For p ∈ G we consider a complex polidisk ∆ρ (p) with radium ρ > 0 and center p. q)2 = H0 (p) + H1 (p. H0 (p) and H1 (p. Then there exist positive constants µ∗ and T which depend on ρ. thus |H1 |ρ. The goal is to prove that if the diffusion is present. q).e. q ∈ Tn . then ∀p ∈ Gρ the following inequalities hold C(p)v ≤ M v . i. iii. M and on the number n of degrees of freedom such that if 34 µ∗ < 1 then for every orbit p(t). | C(p)v.σ = Gρ × Tn . i.2σ . v | ≥ m v 2 f or all v ∈ Rn with m ≤ M a positive constant. Similarly. Finally one can define the complexified domain Dρ.2σ is an estimate of the measure of the perturbation. its effect should be so small that it could be distinguished only after a very long time. the Cartesian product of strips of width σ around the real σ axis in the complex plane. and for all the orbits that start from an open set of initial data. ρ analyticity parameters) of the real domain G × Tn . H1 ρ. p ∈ G ⊂ Rn .e. q)|.2σ . The domain can be complexified as follows.e. σ 2 1 T e( µ∗ 1 ) 2a 1 23 . q) are analytic functions bounded on the complex extension Dρ. m. i. Let us suppose that the Hamiltonian H(p.2σ = sup(p.which overstay for times which are finite.2σ |H1 (p.2σ = Gρ × Tn (with σ. where G ⊂ Rn with action-angle variables q ∈ Tn and p ∈ G. G open set. satisfies the following conditions i. with = 0. exponentially growing with the inverse of the perturbative parameter . The complexification Gρ of the real domain G is defined as Gρ = ∪p∈G ∆ρ (p). |H1 |ρ. q(t) with p(0) ∈ G holds dist(p(t) − p(0)) ≤ (µ∗ ) 4 ρ for times satisfying |t| ≤ where a = n2 + n. but very long. σ. Let C(p) be the Hessian matrix of the unperturbed Hamiltonian H0 (p).

to a = 2n (see [LN91]. under an assumption of convexity for the unperturbed Hamiltonian. With this kind of approach one considers stable a system which overstays in such a condition for times longer than a time range physically relevant for the considered system. In particular. if one considers the solar system. and that the value a = n2 + n can be optimized. One can also notice that such an estimate strongly depends on the number of degrees of freedom. The second part is instead devoted to the construction of local domains with resonant initial data where the orbit is confined for a very long time.The proof of this result is made of two steps: the ‘analytic part’ and the ‘geometric part’. 24 . For example.2) with suitable analytic estimates. the range of time should be greater than the age of the solar system itself. The first part consists essentially in a local stability lemma obtained by means of Birkhoff normal form (see section 2. or eventually of the age of the universe. [Loc92]). This theorem leads to a change in the concept of stability of the usual mathematical definition which involves infinite times. the exponential estimate of time depending on 1 is due to a suitable choice of the order of normalization in the first part.

since in such a case the equilibrium point is a local minimum (or a maximum). one tries to construct n independent formal integrals. mainly as regards stability problems near an equilibrium. The first one. In fact. y) + P (x. used by Whittaker [Whi16] and Cherry [Che24]. Thus no canonical transformation is introduced and one always works with the original variables.2. introduced by Birkhoff [Bir27] consists in searching for a canonical transformation which leads the Hamiltonian in normal form. while the problem of stability can be easily solved when all the frequencies are positive (or negative). y) = l=1 n (2. i. in such a way that the new Hamiltonian is a function only of the actions. ω = 0 for 0 = k ∈ Zn is satisfied. in the linear approximation the previous system takes the form yl = −ωl xl ˙ xl = ω l y l ˙ namely it consists of n independent harmonic oscillators. .6) ωl 2 (x + yl2 ) 2 l (2. . if the condition k. . This kind of study is of interest in many fields of mathematical physics and of astronomy. y) is a smooth function having a zero of order 3 at the origin. [Mos68]. . The normal form method is the more common one and can be generalized to the resonant case [Gus66].6) take the form yl = −ωl xl − ˙ xl = ω l y l + ˙ ∂P ∂xl ∂P ∂yl Since P has a zero of order three its gradient starts with quadratic terms. where H0 (x.2 Dynamics in the neighborhood of elliptic equilibria The study of a Hamiltonian system in the neighborhood of an elliptic equilibrium can be reduced to the study of the Hamiltonian H(x. In particular one has the following 25 . The equations of motion of (2. Thus. it doesn’t exist a direct solution if the frequencies have different signs. ωn ) ≡ ω ∈ Rn are assumed to be different from zero.7) and P (x. One can prove the formal integrability of the system if the frequencies are not resonant. y) = H0 (x. and the harmonic frequencies (ω1 . With the second method. To this aim one generally chooses one of the following two methods. y).e.

Let us suppose that the initial datum is small enough. y ) the normalized variables. In particular. |H0 (t) − H0 (0)| ≤ CRN +3 |t| and |H0 (t) − H0 (0)| ≤ CR3 when |t| ≤ min 26 when |t| ≤ min C . namely {H0 . Te . i. Denoting the harmonic energy in the new variables as H0 (x ) ≡ H0 in the general case (i. RN . if the frequencies are nonresonant namely ω · k = 0. R. Consider z0 ∈ BR and fix C. and by B(R) the open ball in RN . of the order of N +3 in a ball of radius . Te RN C .6) in Birkhoff Normal Form up to order N .e. namely such that H ◦ TN = H0 + Z N + RN where Z N Poisson commutes with H0 . by z = (x .e. For any positive integer N ≥ 2 there exist a neighborhood UN of the origin and a canonical transformation TN : R2n ⊃ UN −→ R2n which leads the system (2.Theorem 5 (and definition). It is so necessary to define the escape time of the solution from UN .e. y)| ≤ CN (x. y) the original variables. i.e. From this statement the remainder keeps small in a neighborhood of the origin. Z N } ≡ 0 and RN is small. y) ≤ CN R2 Moreover. ∀k ∈ Zn − {0}. y) and x − TN (x. i. More precisely. 2 x2 +yl l 2 N +3 the function Z N depends on the actions Il = only. |RN (x. Let us denote by z = (x. with no assumptions of nonresonance for the frequencies) one can prove the following Theorem 6. We define Te = Te (z0 . C) by Te := inf{T = |t| : z (t) ∈ B(CR)} / where B(CR) ⊂ UN . By means of this approximation we want now to get some informations on the dynamics of the initial system. there exists R∗ such that x0 ≤ R < R ∗ then the harmonic energy is an approximate integral of motion. we will be able to use a solution of the normal form in a neighborhood of the origin UN in which the normal form holds.

for R small enough. by assumption. 27 . well-known one. one has xa (t) − x (t) ≤ CRN +2 for |t| ≤ T . R Remark. Assume that xa (t) ≤ R ∀|t| ≤ T R for some T > 0. In order that the estimates above are meaningful it is important that the solution remains in the domain of validity of the normal form.As regards the approximate solutions xa (t) for the normalized system H0 + Z (N ) it is possible to estimate the distance from a true solution with the following Theorem 7. otherwise the true system could have a completely different behaviour compared with the approximate and. Then.

28 .

We will say that .{Xs } is a Hilbert scale.Xs is compactly embedded in Xr if s > r and is dense there. · is the basic scalar product of the scale. u | u ∈ X−s ∩ X0 . . Let X be a Hilbert space with a scalar product ·. · X and a ˜ ˜ Hilbert basis {φk | k ∈ Z}. where Z is a countable subset of some Zn .e. · s respectively the norm and the scalar product in Xs . We denote by · s and ·. u −s = 1}.Xs and X−s are conjugated with respect to the scalar product. For a Hilbert scale {Xs } the following properties hold . i. Thus we give the following Definition 2.1 Symplectic formalism Before we state the infinite-dimensional generalizations of KAM and Nekhoroshev theorems. ∀u ∈ Xs ∩ X0 one has u s = sup{ u.Chapter 3 Infinite . . For any s ∈ Z (or R) −s ˜ we define Xs as a Hilbert space with the basis {φk θk | k ∈ Z}.{φk } is the basis of the scale. Let us take a ˜ positive sequence {θk | k ∈ Z} which goes to infinity with k.·. · = ·. it is necessary to define the environment in which they are defined.dimensional perturbation theory 3. 29 . .

in particular we will have Definition 3. if L s. Let us consider the scales {Xs }. R) = H s (Td )}. Moreover. Moreover. In the applications one refers mainly to scale of Sobolev functions defined as in the following Example 1. l ∈ Zd . s1 ]. we say that L defines an isomorphism of order d for s ∈ [s0 . s1 ]. Denote by L s1 . d − s0 ] and L = L∗ on X∞ . s1 ]. ¯ u 2 s = l (1 + |l|)2s |ul |2 < ∞. X∞ := Xs . if L = L∗ (L = −L∗ ) on X∞ . In the special case {Xs } ≡ {Ys } one has an automorphism. We are also interested in the regularity of the morphisms in the following sense 30 . d − s0 ]. if there exists the inverse map L−1 and defines a morphism of order −d of the scales {Ys } and {Xs } for s ∈ [s0 + d. We will call it the adjoint morphism. Denoting by L∗ the adjoint map of L one has Definition 4. This space is formed by functions u : Td −→ R such that u= ul eil·x . ∀s ∈ [s0 . −s0 + d].s2 ≤ ∞ its norm as a map Xs1 −→ Ys2 . In the special case a symmetric morphism L of {Xs } is of order d for s ∈ [s0 . s1 ]. Given two scales we can define linear operators between them. then we have a symmetric ( antisymmetric) morphism. s0 ≤ s1 . {Ys } and a linear map L : X∞ −→ Y−∞ . Given a morphism L between the scales {Xs }. Then L defines a (linear) morphism of order d of the two scales for s ∈ [s0 . then the adjoint morphism L∗ is defined for s ∈ [s0 . We call L a selfadjoint morphism (in a similar way one can define an anti-selfadjoint morphism). where s0 ≥ d/2. For a scale {Xs } we will denote X−∞ := Xs . where the basis {φk } consists of the properly normalized functions Re eil·x and Im eil·x . ul ∈ C l∈Zd ul = u−l .Remark. s1 + d]. then adjoint maps L∗ form a morphism of the scales {Ys } and {Xs } of the same order d for s ∈ [−s1 + d.s−d < ∞. {Ys } of order d for s ∈ [s0 . We consider a scale of Sobolev functions defined on the d-dimensional torus {H s (Td .

Os1 ∩ Os2 = Os2 if a ≤ s1 ≤ s2 ≤ b. ¯ In particular. Now we can define an infinite dimensional Hamiltonian system as follows: Definition 7. η] = Jξ. defined on a domain Od ⊂ Xd . one has JVh (x). b].Definition 5. ¯ So. b] its restriction to Os defines an analytic (C k -smooth) map F : Os −→ Ys−d . t). We choose the following two-form ¯ α2 := Jdx ∧ dx. (3. ξ] = −dh(x)ξ ∀ξ. and α2 the symplectic form just defined. v = dH(u)v ∀v ∈ Xd .e. b]. If we consider a C k -smooth function. t) = Vh (x. then the operator J = −J −1 defines an anti-selfadjoint automorphism of order −d. Let h be a C 1 -smooth function on a domain Od ⊂ Xd . Thus. Let F : Oa −→ Y−∞ be a map such that for every s ∈ [a. with r ≥ −d/2. and the map H will be C k−1 -smooth. Hamiltonian formalism is based on the symplectic structure of the phase space (or manifold). Let {Xs }. we will denote ord H = dH . Thus we can define the pair (Xr . It is thus convenient to generalize it in the context of Hilbert scales. with k ≥ 1. We say that F is an analytic (C k -smooth) morphism of order d for s ∈ [a. α2 ) as a symplectic (Hilbert) space. We will say that Vh is the Hamiltonian vector field of h. and similarly the pair ({Xr }. its gradient map will have the form H : Od −→ X−d . for a non-autonomous Hamiltonian C 1 -smooth function h on Od × R one has the corresponding Hamiltonian equation x=J ˙ x h(x. i. Remark. α2 ) as a symplectic (Hilbert) scale. {Ys } be two scales and consider a system of compatible open domains Os ⊂ Xs . ¯ ¯ where Jdx ∧ dx[ξ. H(u). Definition 6. s ∈ [a. We take a continuous map Vh : Od −→ X−d−dJ such that α2 [Vh (x). i.1) 31 . a ≤ s ≤ b including Od . Given the Hilbert scale {Xs } and its anti-selfadjoint automorphism ¯ J of order d for −∞ < s < ∞. Then if H defines a C k−1 -smooth morphism of order dH for a ≤ s ≤ b. H : Od −→ R. ξ and Vh (x) = J h(x). Assume that we can construct a system of compatible domains Os . η . Jdx ∧ dx is a continuous skew-symmetric bilinear form on Xr × Xr .e. ξ ≡ − h(x).

π) ∩ H0 . If ordJ h0 ≤ 0 we will say that the equation is semilinear.e. where the elements of the s-th space are the odd 2π-periodic functions ∞ u= k=1 uk sin kx. H0 = H s (0. such that u 2 s = |k|2s |uk |2 < ∞. Definition 8. We consider the nonlinear Schrodinger equation (NLS) in the one-dimensional case. i. with Dirichlet boundary conditions. We will say that a nonlinear PDE is quasilinear if its nonlinear part contains less derivatives then the linear one. i. 32 .1) take the form u = i − uxx + V (x)u + ˙ ∂g(x. Then the equations of motion (3. |u|2 ) u . More precisely the Hamiltonian h has the form 1 h(x.1) an Hamiltonian partial differential equation. π) | u(0) = u(π) = 0}.e. We will recall theorems on PDE’s of quasilinear and semilinear kind. Thus such spaces can be defined as the domain ∂2 s 1 of the operator − ∂x2 . an Hamiltonian. An application of this formalism on a known equation can be the following: Example 2. fixed some boundary conditions. t) = Ax. |u|2 ))dx. s s Because of the smoothness of the nonlinear term as a map H0 → H0 . t) 2 where A is a linear operator which defines a selfadjoint morphism of the scale and ord h0 < ordA. where g is smooth and 2π-periodic in x. In particular we will s choose the scale {H0 (0. x + h0 (x. Let us choose now the operator Ju(x) = iu(x) and the Hamiltonian H(u) = 1 2 π 0 (|ux |2 + V (x)|u|2 + g(x. in these spaces the NLS is a semilinear equation with ordA = 2 and ord h0 = 0. π) with the domain of definition {u ∈ H 2 (0. and a Hilbert scale. ∂|u|2 u(0) = u(π) = 0. One can notice that the basis of such space {sin nx} is also a complete system of eigenfunctions of the operator −∆ in L2 (0. we call a partial differential equation in the form (3.In particular. π)}.

3.2

Results on KAM and Nekhoroshev theorem for PDEs

Once we have defined the environment to work in the infinite-dimensional case, we can state an abstract version of KAM theorem proved by Kuksin. ¯ Let us consider a symplectic Hilbert scale ({Xs }, α2 = Jdu ∧ du) with ¯ −dJ = ordJ ≤ 0. We assume that A is a self-adjoint automorphism of the scale of order dA ≥ −dJ , and H is a Fr´chet-analytic functional on Xd0 , d0 ≥ 0, such that e ord H = dH < dA and H : Xd0 −→ Xd0 −dH . We also suppose that dA ≤ 2d0 , so that the quadratic form on Xd0 . We consider a quasilinear Hamiltonian of the form H (u) = with equations of motion u(t) = J(Au(t) + ˙ H(u(t))). (3.2) 1 Au, u + H(u) 2
1 2

Au, u is well defined

Let us assume that there exists an orthonormal basis {φk , k ∈ Z0 = Z − {0}} for the scale {Xs } such that Aφ± = λA φ± , j j j Jφ± = j λJ φ± , j j ∀j ≥ 1,

with some real numbers λJ , λA ; thus the eigenvalues of A have even multiplicity, j j and J and A commute. The spectrum of the operator JA has the form {±iλj | λj = λJ λA }, where the λj are the frequencies of j j u = JAu. ˙ In this way if we fix any n ≥ 1 we will have that the 2n-dimensional linear space span{φ± | 1 ≤ j ≤ n} j is invariant for the unperturbed system ( = 0) and is foliated into the invariant tori
n

T = T (I) =
j=1

n

n

u± φ± | u+ + u− = 2Ij j j j j

2

2

∀j ,

where I ∈ Rn . We define on Tn the coordinates q = (q1 , . . . , qn ), where + qj = Arg(u+ + iu− ), thus the equations of motions of the linear system on the j j torus will be q = (λ1 , . . . , λn ) =: ω. ˙ 33

In such a way we obtain that the solutions are quasi-periodic curves, of frequency ω on a finite dimensional torus. Kuksin theorem guarantees that under certain conditions a great part in measure of these invariant tori survive under perturbation if is sufficiently small. More precisely, we need to assume that the operator A and the function H analytically depend on an additional n-dimensional parameter a ∈ A, where A is a connected bounded open domain in Rn . Hence λj = λj (a). Now we can state the following Theorem 8 (Kuksin). Let us suppose that 1. (non degeneracy) det ∂ωl = 0 | 1 ≤ k, l ≤ n ; ∂ak

2. (asymptotic behaviour of the spectrum)
1 2 |λj (a) − K1 j d1 − K1 j d1 − K1 j d1 − . . . | ≤ Kj j , Lip λj ≤ j d , ˜ where d1 := dA + dJ ≥ 1, K1 > 0, d < d1 − 1 and the dots stand for a finite 1 2 sum with exponents d1 > d1 > d1 > . . .;
1 2

˜

˜

3. (quasi-linearity)1 the perturbed equation is quasilinear and analytic, and the set Xd0 × A c admits in Xd0 × Cn a complex neighborhood Q such that the map c x H : Q −→ Xd0 −dH is complex-analytic and bounded uniformly on bounded ˜ subsets of Q. Moreover, dH + dJ ≤ d. 4. (non-resonance) for all integer n-vectors s and (M2 − n)-vectors l such that |s| ≤ M1 , 1 ≤ |l| ≤ 2 we have, s · ω(a) + ln+1 λn+1 (a) + . . . + lM2 λM2 (a) = 0, where the integers M1 > 0 and M2 > n are to be specified. Let us fix any I0 ∈ Rn and denote by 0 the map Tn × A −→ Xd0 which sends + (q, a) to the point of the torus Tn (I0 ) with the coordinate q. Then there exist integers M1 > 0 and M2 > n such that for arbitrary γ > 0 and for sufficiently small < ¯(γ), a Borel subset A ⊂ A and a Lipschitz map : Tn × A −→ Xd0 , analytic in q ∈ Tn , can be found with the following properties:
1 c Here we denote by Xs the complexification of the space Xs

34

a) mes (A \ A ) ≤ γ; b) the map is C -close to
0 |Tn ×A

in the Lipschitz norm;

c) each torus (Tn × {a}), a ∈ A , is invariant for the flow of equation (3.2) and is filled with its time-periodic solutions of the form u (t; q) = (q + ω t, a), q ∈ Tn , where the frequency vector ω (a) is C -close to ω(a) in Lipschitz norm; d) the solutions u are linearly stable. The main idea of the proof in the semilinear case is the following. One wants to study the behaviour of the equation in the neighborhood of a torus Tn (I0 ) of the linear system. Thus we make the substitution I = I0 + p obtaining the new Hamiltonian H = H0 (p, y) + H1 (p, q, y), H0 = ω · p + 1 Ay, y , 2

where H0 is the integrable part of the hamiltonian H . At this point one performs m symplectic changes of variables S1 , . . . , Sm (KAM steps) by taking care of small divisors which vanish for some values of the vector ω = ω(a). These ones can be bounded away from zero if a ∈ A1 ∪ . . . ∪ Am , where A1 , . . . , Am are Borel subsets / of A of small measure. The transformed Hamiltonian thus takes the form Hm := H ◦ S1 ◦ . . . ◦ Sm = ωm · p + 1 Am y, y + 2
2m

Hm + O(p, q, y).

Since the torus Tn (I0 ) is ‘almost invariant’ for the equation with the Hamiltonian Hm , then also the torus S1 ◦ . . . ◦ Sm (Tn ) is ‘almost invariant’ for the original one. Moreover, the superexponential convergence of the nonlinear term of the Hamiltonian allows us to choose the Borel subsets in such a way that mes(A∞ = A1 ∪ A2 ∪ . . .) < γ. Thus, for any a ∈ A∞ , the vectors ωm (a) converge / to a limiting vector ω (a) and the transformations S1 ◦ . . . ◦ Sm converge to a limiting map (·, a), defined on Tn , and the torus (Tn , a) results invariant for equation (3.2). Kuksin theorem can be applied, for example, to the one-dimensional nonlinear Schrodinger equation (NLS): u = i(−uxx + V (x; a)u + f (x, |u|2 ; a)u), ˙ u = u(t, x), x ∈ [0, π]; u(t, 0) ≡ u(t, π) ≡ 0.

where V and f are real smooth in x, and analytic in a and |u|. In this case we ˜ have dj = 0, dA = 2, d = dH = 0, and consider odd periodic Dirichlet boundary 35

[Pos99].[Bou00]. the following estimate follows s distH0 (u(t). where 1 2 ωj (x2 + yj ). the authors consider the NLS equation with s periodic or Dirichlet boundary conditions on a torus in the scale {H0 (0. C2 > 0 1 such that for < ∗ and |t| ≤ C1 exp ( ∗ ) N =: T one has ∞ (|uk (t)|2 − |uk0 |2 ) ≤ C2 k=1 1 2+ N . T N ) ≤ Cs 1 1+ 2N ∀|t| ≤ T 36 . giving an -small and very smooth initial datum. and should be observable in numerical models. starting by some restrictions of a Hamiltonian of the form H(x. Thus. An example can be just the Fermi-Pasta-Ulam experiment. denoting by N T N = {u(x) = k=1 uk sin kx | |uk | = |uk0 |}. = |u0 (x)|L2 1 and writing the solution of the equation as u(x) = uk (t) sin kx they proved in two different ways that there exist ∗ > 0 and constants C1 . Taking an initial datum H0 = N u0 (x) = k=1 uk0 sin kx. y)|3 ). π)}. the quasi-periodic solutions constructed for Hamiltonian PDE’s of this kind are linearly stable. j 2 with ωj belonging to a particular set of frequencies (the Diophantine set). [Bam99a]. y) = H0 + h. but there are some partial results proved mainly by Bambusi and Bourgain. Thus.conditions and the Sobolev scale defined as in example 2 with d0 = 1 or 2. then the solution of the perturbed system keeps very close to the corresponding invariant torus of the linear one for a time of the order of −1 or exponentially large in .[Bam99b]. As regards Nekhoroshev theorem there are no complete generalizations for PDE’s. h = O(|(x. The main idea is that. In particular in [Bam99a].

and the dynamics is approximatively integrable. Then for any large constant B. then the corresponding solution is close to a quasi-periodic function for a distance. σ > 0 depend on the parameters of the system. qj ) are canonically conjugated variables. with a > 1 and γ > 0 depending on the Diophantine constants. the solution of the NLS with the above conditions with large probability in σ will satisfy sup u(t) H s < C |t|<T with T large as −B . In such conditions (up to these times) there is no diffusion of energy to high frequency modes. Always in the case of the one-dimensional NLS a result by Bourgain [Bou00] gives an estimate of the escape time of -small initial data from a ball in the Sobolev space with radius proportional to . up to times of order O(exp (| log |1+b )). 37 . and K > 0 arbitrary. Another result in the case of infinitely many harmonic oscillators is given instead in [Bam99b]. of O(exp (−| log |1+b )). i. we consider an initial condition u(0) = φ = ˆ φ(n)einx ∈ H s (T). Let us take initial data such a that the energy of the j-th mode is bounded by Ke−γj . s large and small enough.for proper values of s. during the time T the trajectory u(t) keeps close to its projection on T N . φ Hs < which is random in the following sense: ˆ φ(n) = (1 + |n|)−s−1 σn where σn are random numbers in [−1. b > 0. 1]. in a suitable weighted 2 norm. For the same times one has also the following estimate for the actions Ij := 2 p2 +qj j 2 exp (σj)|Ij (t) − Ij (0)| ≤ C exp (−| log |c ) j≥1 where C. and the sequence λj fulfills a suitable Diophantine type non-resonance condition. c.e. The author considers a Hamiltonian perturbation of the system λj j≥1 2 p2 + qj j 2 where (pj . More precisely.

More precisely we will consider the Hilbert (scale) space 2 for s ≥ 0 of the s sequences x ≡ {xj }j∈Z\{0} endowed with the norm x 2 s := j∈Z\{0} |j|2s |xj |2 < ∞.g. In b) the linear operator L leaves invariant the spaces Span(e−j . Generally. s ≥ s0 . we suppose that there exist α = α(r) and j 38 . It consists of an approximation to a finite-dimensional system which then is put in normal form in such a way that the error due to the Galerkin cutoff and the error due to the transformation into normal form are of the same order of magnitude. Also in this case we search for a canonical transformation of coordinates such that one obtains a normalized system. λj on the restriction Span(e−j . which approximates the real one plus a small remainder. [SV87].3. 2 ) in a proper neighborhood of the origin Us+d ⊂ s such context we will write X(x) = Lx + P (x).[Kro89]. 2 s+d . ej ) such that λ∗ = λ−j . with eigenvectors λ−j .3 Poincar´ and Birkhoff normal form for some e PDE’s Similarly to the finite dimensional case one studies the dynamics of the equation in a neighborhood of an equilibrium solution. A comprehensive result which makes use of these techniques for some quasilinear PDE’s is given in [Bam05]. and a small remainder considered as an operator between a Sobolev space to a Sobolev space with much smaller order.[Bam03]). We will report some definitions and theorems we will refer to in the next chapter. of radius R s and centered in the origin. in this space. To this aim. we will assume the following: a) for any fixed r > 0 there exists d = d(r) such that. Moreover. in a sense to be specified.[Pal96]. for any s ≥ s0 . ej ) for all j’s. One thus obtains a system composed by a part in normal form. we will study the system x = X(x) ˙ defined by a vector field X such that X(0) = 0 in a neighborhood of its equilibrium point. Now. the results on normal form for PDE’s are based on Galerkin cutoff (see e. s c) L is diagonalizable. where {ej }j∈Z\{0} is the natural basis of 2 . with L := dX(0). In the following we will denote by Bs (R) the open ball in 2 . X ∈ C r+2 (Us+d .

. 39 1 . b). k−l . k = (. ≤ Cs Rr+3/2 .i (z). writing Z(z) = k. . .γ = γ(r) > 0 such that N N either j=−N λj kj − λi = 0 or j=−N λj kj − λi = 0 ≥ γ . We say that a polynomial map is in normal form if. . . . in the coordinates y defined by x = T (y). the system takes the form y = Ly + Z(y) + R(y) ˙ (3. . j Thus we can state the following Theorem 9. one has that Zik = 0 implies λj kj − λi = 0. Moreover the following estimates hold sup x s ≤R Z(x) R(x) s ≤ Cs R2− 2r . z−l .3) where Z(y) is a smooth polynomial of degree r + 1 in normal form. . In particular. . . . with the following properties: for any s ≥ s1 there exists Rs > 0 such that for any R < Rs there exists an analytic transformation T : Bs (R) −→ Bs (2R) that puts the system in normal form up to order r. . and assuming a). Nα for any N . . . k−1 . k k −l −1 k z k := . . Fixed r.i Zik Pk. k ∈ N2N with 1 ≤ |k| ≤ r + 1 and any i ∈ Z \ {0} with |i| ≤ N . k1 . . s 1 ∀R < Rs ∀R < Rs+s ∀R < Rs .i (z) := z k ei . Definition 9. To define the normal form we introduce a complexification of the phase space and a basis in which the operator L is diagonal.). . In particular on such a basis we can define a basis for the space of polynomials: Pk. z−1 z1 1 . kl . sup x s+s s ≤R sup x s ≤R x − T (x) ≤ Cs R2− 2r . then there exist constants s . . . . zlkl . . c). s1 . .

In particular we will focus on the semilinear case. and the quadratic part of the Hamiltonian has the form H0 (x) := l>0 x2 + x2 −l ωl l . 2 ωl ∈ R Assumption c) takes the form c’) There exist γ > 0. and one has H ◦ T = H0 + HZ + HR where {HZ .If we restrict to the case where the system is Hamiltonian and the equilibrium point is elliptic it can be shown that the normal form obtained is the Birkhoff normal form of the system. to R. the Hamiltonian vector fields of HZ and HR are the fields Z and R of (3. Nα for any k ∈ ZN . with |k| ≤ r + 2. Similarly to the finite dimensional case. under the hypothesis of non-resonance ω · k = 0 for k = 0 the function HZ depends only on the actions Il = x2 + x2 l −l . i. b) are fulfilled. and α ∈ R such that for any N large enough one has N N either l=1 ωl kl = 0 or l=1 ωl kl ≥ γ . once we have obtained the estimates for the normal form and the remainder. Theorem 10. b). y = Ly + Z(y). Let us consider the Cauchy problem for the normalized equations. c ) the transformation T is canonical. Resuming the more general context. Remark. and the Hamiltonian can be put in normal form. we are interested in the construction of an approximate solution of the original system. k We suppose that assumptions a). ˙ 40 . Thus we consider the space 2 with the symplectic s structure l dxl ∧ dx−l and a Hamiltonian H smooth from a neighborhood of the origin in 2 .3). H0 } = 0. 2 which are integral of motions for the system. Assuming a). for a fixed k. Then one can apply theorem 9.e.

∀s ≥ s0 . Let us assume ν > 0. i.T ] ˜ R(t) s ≤ CT Rr+3/2 . R) := sup{t ≥ 0 . We also require that the perturbation has a zero of order θ + 1 at the origin. we will define the escape time Te (s. We suppose that the normal form has some known properties. To ensure that the s s solution does not leave the domain of validity of the normal form we need a localization of the linear flow eLt generated by L. otherwise the approximation is useless. At this point. we come back to the original variables by means of the transformation ζ(t) := T (y(t)). At this point we can state the following Proposition 1. R) of y(t) from Bs (R) as Te (s. let us consider the system x = Lx + P (x) ˙ defined in a neighborhood Us ⊂ 2 with P ∈ C ∞ (Us . y(t) ∈ Bs (R)}. so. Thus. T < Te (s. R small enough. 41 . 2 ). Then we want to compare y(t) with a true solution. 2 s s ≤ e−νt . and x0 − ζ0 then for all positive t one has x(t) − ζ(t) s s ≤ Rr+3/2 ≤ 2Rr+3/2 . T is defined in a neighborhood of the origin. we consider an exact solution x(t) with initial datum x0 close to ζ0 and we want to give an estimate for x(t) − ζ(t) s for times as long as possible and s as large as possible.y(0) = y0 . namely that P (x) s ≤ Cs x θ+1 s in a neighborhood of the origin. In the approximate variables the equations of motion take the form ˙ ˜ ζ = X(ζ) − R(t) ˜ where R(t) := (T −1∗ R)(ζ(t)) fulfills the estimate sup t∈[0. eLt 2. with ν = ν(s) ≥ 0. to obtain a meaningful result. for any s ≥ s0 . Firstly. we must know the escape time from this neighborhood. R). More precisely.e.

with R small enough. one has x(t) − ζ(t) s T0 Rθ ≤ 2Rr−θ+1/2 .Proposition 2. fix arbitrary T0 > 0 and T < Te (s + s . 42 . R). Assume ν = 0. If x0 − ζ0 s ≤ Rr−θ+1/2 then for all t fulfilling |t| < min T.

3) and formal canonical coordinates given by (Re u. u(0. Such equation is generally studied in three different cases depending on the nonlinearity and the dimension. These cases are of interest to us in view of an application to the study of an N -dimensional variant of the Fermi-Pasta-Ulam model with N = 1. in R × Ω.1) where Ω ⊆ RN . More precisely we will consider equations of the kind iut + ∆u + γ|u|p−1 u = 0.Chapter 4 Blow up and global solutions of the nonlinear Schrodinger equation (NLS) In this section we will recall some known results regarding the stability of solutions of the nonlinear Schrodinger equation (NLS) paying more attention to some particular cases. Equation (4. 3 (see chapter 5). (4. γ = ±1. Im u).1) is Hamiltonian and can be written in the form iut + with conserved Hamiltonian H(u) = 1 2 | u|2 − Ω ∂H =0 ∂u ¯ γ p+1 (4. x) = u0 (x). with Dirichlet or periodic boundary conditions in the bounded case. 2. We will say that the NLS is subcritical if p < 1 + 43 4 N .2) |u|p+1 Ω (4. x ∈ Ω.

5) where I ⊆ R.1 Focusing critical NLS The focusing NLS is generally studied on unbounded domains (RN ) as a model equation for intense laser beam propagating in bulk media. In this subsection we will report some theorems on local and global well posedness for NLS. Recently. The solutions in the defocusing case instead show a more regular behaviour. the torus. 4. . In such a case NLS can also be written in the form supercritical if p > 1 + iut + ∆u + |u|4/N u = 0. Few theorems are known in the case of interest for us.1. (4. several semianalytical results show that the qualitative behaviour (blow up. and an estimate on the growth of Sobolev norms can be given.critical if p = 1 + 4 N 4 (4. and a description of the blow up behaviour mainly for the most known 44 .4) N We will mainly focus on the critical case because there are more results that we can apply to the problem we will study in the next section. In the following sections we will recall some theorems on the formation of this singularity on unbounded and bounded domains.the focusing case if γ = 1.1 Unbounded domains Let us suppose Ω = RN .e. Nevertheless. global solutions) remains essentially the same under some additional assumptions. 4. An important qualitative distinction in the critical and supercritical case depends on the sign of the parameter γ. i. in I × Ω. The focusing case is characterized by solutions that become infinite in finite time. also the bounded case with radial symmetry has received considerable interest in view of its applications on the propagation in optical fibres. This is the phenomenon of ”blow up” or ”wave collapse” which corresponds to a violent energy transfer from large to small scales near a singularity.the defocusing case if γ = −1. We will say that the NLS is in . Under suitable assumptions global well posedness is assured.

In some cases it is interesting to study a NLS equation which is definite in different Sobolev spaces. and the Fourier transform is defined by ˆ f (ξ) := RN f (x)e−ix·ξ dx.invariant Sobolev spaces ˙s We define an homogeneous Sobolev space Hx .critical if s = sc .4). This space has the characteristic that the scaling symmetry u(x. Theorem 11 (Subcritical-critical). where the inversion of notation is due to the fact that one could expect a better behaviour for higher regularity initial data. = 0 we get the L2 -criticality conditions (4. For example. λ λ2 (4. ˙ u(0) = u0 ∈ H s (RN ). ξ where f ∈ Sx (RN ). with s ∈ R. 2 p−1 In these spaces we will say that the NLS is . the critical collapse is generally studied in Lp or H 1 spaces. In the subcritical and critical case one has the following local well posedness result (see [Bou98]). t) → λ− p−1 u 2 x t . 45 γ = ±1 (4. Consider the initial value problem (IVP) iut + ∆u + γ|u|p−2 u = 0. Scale .supercritical if s < sc .subcritical if s > sc . where sc is a critical ˙ regularity defined by N 2 sc := − .6) preserves the homogeneous Sobolev norm u0 H sc (RN ) .7) . Not all these results are obtained in the same environment. In particular if sc >.critical case. <. as the closure of the Schwartz functions under the norm f ˙s Hx (RN ) = 1 ˆ |ξ|s f N/2 (2π) L2 (RN ) .

Theorem 12 (Subcritical-critical-supercritical). u0 ∈ H s . H 1 ). there exists 0 < T ≤ +∞ such that u(t) ∈ C([0. 2 N ≥3 and p<1+ 4 . for u0 ∈ H 1 . T ]) ˙ In the subcritical case s > s0 . we will denote u(t) or simply u(t) p p p Lp (Ω) := Ω |u(t)|p dx. s ≥ 1 N = 1. From a theorem by Ginibre and Velo [GV79].L2 -subcritical equation.defocusing case. ˙ .small H s -data. for T < T ∗ ˙ Hs ) and the flowmap is Lipschitz on Remark. there is moreover global well posedness under each of the following assumptions. maximal existence time depends on u0 . we have two chances: 46 . u0 a neighborhood of u0 . Coming back to the Lp case. and u ∈ CH s ([0. the NLS with initial condition in H 1 (RN ) is locally well-posed in H 1 and thus. Therefore. ˙ . . T ). We also assume p − 2 > [s] if p even. Under the assumptions of theorem 11. The local solution extends to a global one (T ∗ = ∞) in the following cases (see [Bou02]).7) is well posed on a nontrivial time interval [0. Then equation (4. T ∗ > T ∗ (s. In the critical case. not only on u0 H˙ s . Sufficient and necessary conditions for blow up Great part of the analytical results on critical collapse are due to Merle. T ∗ [. if there is no ambiguity on the domain.Assume s ≥ 0 and s ≥ sc . N −2 Conservation laws.

and (iii) H(u0 ) > 0 and x · u0 u0 dx < 0.g. . one can prove the following (see e.. In fact. so we say the solution blows up From a theorem of Cazenave. then the corresponding solution u(t) of (4. . More precisely. . so we say the solution is global . The virial identity provides a sufficient condition for blow up. N/2 (T − t) 4(T − t) T −t T −t is also a solution of (4. Remark. and u 2 2 xu(t. ∀t ≥ 0 u0 u0 dx. ∀t ≥ 0 ¯ Linear Momentum: Im u(t) u(t)dx = Im ¯ Now suppose that u0 ∈ := H 1 ∩ {xu ∈ L2 }. Consider an initial condition u0 ∈ H 1 with |x|2 |u0 (x)|2 dx < ∞ that satisfies one of the conditions below: for t < T .1) satisfies the following properties: Virial identity: d2 dt2 u(t) ∈ . 4 Theorem 13 (Critical-supercritical). (ii) H(u0 ) = 0. u 2 = +∞. [SS99]). Suppose that p ≥ 1 + N . The following quantities are conserved in H 1 : Mass: Energy: u(t) 2 2 = u0 2 . if we choose u0 ∈ with E(u0 ) < 0. the positive quantity |x|2 |u(t.1). ¯ x · u0 u0 dx < 0 ≤ −4 ¯ 47 H(u0 ) xu 2 . (i) H(u0 ) < 0.T = +∞. ∀t ≥ 0 2 1 2 E(u(t)) = u(t) 2 2 − 1 p+1 u p+1 p+1 = E(u0 ). x)|2 dx cannot exist forever and u blows up in finite time. Weissler [CW90] the Cauchy problem is also locally well posed in L2 .T < +∞ and then lim supt→T in finite time. x) 2 dx = 4N (p − 1)E(u0 ) − 2[(p − 1)N − 4] 2 ≤ 16E(u0 ) Pseudo conformal transformation: 1 i|x|2 1 x · exp − u .

Nirenberg inequality u p+1 p+1 ≤ Cp+1 u 2+ 2 p−1 2 (2−N ) u N 2 p−1 2 48 .Then there exists a time T < ∞ such that t→T lim u 2 =∞ and t→T lim u L∞ = ∞. dt2 and by time integration. 0 < V (t) ≤ 2E(u0 )t2 + V (0)t + V (0). Let us denote V (t) := From the virial identity one gets 1 xu(x. p+1 p+1 The conservation of the Hamiltonian then ensures that limt→T u the conservation of mass one finally has t→T = ∞. t) 2 . From the Gagliardo . and the ’uncertainty principle’ u 2 2 ≤ 2 N u 2 xu 2 . From this limit. there exists a time t0 such that the right hand side of the inequality (4. Thus there exists a t1 ≤ t0 such that t→t1 lim V (t) = 0. (4. the conservation of mass.8) 1 where V (0) = u0 x · udx and V (0) = 4 xu0 2 .8) vanish. 2 4 d2 V (t) ≤ 4E(u0 ). Under any of the hypotheses ¯ 2 (i)-(iii). one gets that there exists a time T ≤ t1 such that t→T lim u 2 = ∞. From lim u L∞ =∞ A necessary condition for blow up can be also provided in the following way. Proof.

For this value of p. Weinstein proved in [Wei83] a sharpening of the necessary condition. Global solutions and blow up in the critical NLS We report some results on global existence and blow up in the Lp critical case 4 p = 1 + N . In particular it is the solution of (4.10) This allows to show that if the initial condition of the NLS fulfills u0 2 < Q 2 the gradient is bounded from above by the energy.g. because of the conservation of the mass. The uniqueness of Q has been proved by Kwong in [Kwo89]. N N Q 2 x ∈ RN . However. called ground state.one has that the energy is bounded from below by u 2 2 1 Cp+1 − u 2 p+1 2+ 2 p−1 2 (2−N ) u N 2 p−1 2 −2 . [Tao06]) 49 Q = Q(|x|). Q > 0. Note that u(t. 4/N + 2 2 then the gradient is bounded by the energy. plays a fundamental role for the description of the dynamics of the critical NLS. (4. 4 So.9) . and one has a global solution. in this case one can find global solutions by choosing a mass small enough. if p < 1 + N . he showed the existence of a minimizer Q for the optimal constant C4/N +2 of Gagliardo-Nirenberg inequality. i. the gradient of u is controlled by the energy. u By means of Pohozaev’s identities one can show that the value of this constant is C4/N +2 = N +2 1 4 . under the condition (4. As regards regularity from elliptic theory one has the following (see e. x) = eit Q(x) is a solution of (4. the solution does not blow up and global existence occurs. In particular. Such a function.9) with minimal mass. this minimizer satisfies the equation Q = ∆Q + |Q|p−1 Q. if we take C4/N +2 1 4/N u 2 < .5). More precisely.e. Moreover. 1 C4/N +2 = inf u 2 4 N 4 N 4 N u +2 +2 2 2 u∈H 1 (RN ) . and the solution is global in time. 4 In this sense the power p = 1 + N is critical : in such a case the nonlinearity is strong enough to generate solutions blowing up in finite time.

9). [Determination of minimal blow up solutions][Mer93] Consider initial data u0 ∈ H 1 such that the solution u(t) of equation (4. More precisely.5) blows up in finite time T > 0. This form turns out to be general in a theorem of Merle [Mer93] where he proved that all the blowing up solutions with critical mass have this form. . . (4. assume that u0 2 = Q 2 . indeed one has Proposition 4 (Critical). which blow up in finite time.Proposition 3 (Critical). t ∈ R} with respect to which Q is symmetric. [GNN81] Let Q be the solution to (4. Moreover. Since Q is even and decays at infinity. then we can assume that Q is symmetric around each of the hyperplanes {x ∈ RN : xj = 0}. then the only planes of symmetry available pass through the origin. Then there exists a hyperplane {x ∈ RN : x · ξ = t.] Let Q be the solution to (4. by means of the pseudo conformal transformation it is possible to construct solutions of mass equal to Q 2 . x) = e Q T −t T −t i is a solution blowing up at time T . The gradient of Q is also exponentially decreasing.10). applying the pseudo conformal transformation to the stationary solution u(t. Indeed. and translating Q if necessary. Then Q is the translate of a radially symmetric function.10).9). x) = eit Q(x). Remark. . .10). [GNN81] Let Q be the solution to (4. By the arbitrariness of ξ one has that Q is symmetric with respect to every plane through the origin. Such an exponential decay implies that Q is a Schwartz function. for T > 0 one has that |x|2 e T −t −i 4(T −t) x u(t. (4. (4.9). Then Q is smooth and exponentially decreasing. eN . and let ξ ∈ S N −1 be a unit vector. 50 . The mass Q 2 is critical. [Elliptic regularity. By iterating proposition 4 with ξ equal to each of the basis vectors e1 . Thus follows Corollary 1 (Critical). Q is also radially symmetric. Theorem 14 (Critical).

Let N ≥ 2. 1 ) + (L2 2 . and the real valued quadratic form for = 1 + i 2 ∈ H 1: H( . it has been shown that also solutions with a different blow up rate exist (see [MR03]–[MR06]. eiθ−i 4(T −t) +i T −t Q ω |x−x1 |2 ω2 (x − x1 ) − x0 T −t . if ( 1 . For these solutions we have the blow up rate u(t) 2 = ω . 4). concern the perturbative situation when u0 ∈ Bα∗ = {u0 ∈ H 1 with Q 2 2 ≤ u0 2 2 < Q 2 2 + α∗ } for some small constant α∗ > 0. ) = (L1 1 . x1 ∈ RN such that u0 = and for t < T . Q) = 0. Under this assumption (see [MR05a] for a prove when N = 1. and [FMR06] for a prove when N = 2. due to Merle. ω > 0. N Q1 2 | |2 e−2 − |y| ) for some universal constant | +y· Q and Q2 = +y· Q1 . ˜ Then there exists a universal constant δ1 > 0 such that ∀ ∈ H 1 . More precisely. ) ≥ δ1 where Q1 = N Q 2 |2 + |2 . ˜ . where y is the space variable. then: ˜ . Q2 ) = ( 2 .for N ≥ 3. Consider the two real Schrodinger operators L1 = −∆ + 4 2 4 + 1 Q N −1 y · N N Q. yQ) = ( 2 . Q1 ) = ( 1 . Q) = ( 1 . x0 ∈ RN . 3. [Rap05]). H( .for N = 2. H( . T −t As regards solutions with a mass greater than that of the ground state.Then there exist θ ∈ RN . most of the analytical results. u(t. L2 = −∆ + 4 2 Q N −1 y · N Q. let us consider the following assumption: Spectral Property. 2 ). x) = ω T −t N/2 ω T N/2 eiθ−i 2 |x−x1 |2 +i ω 4T T Q ω (x − x1 ) − x0 T . ) ≥ δ1 ( | − 2 < 2. Q1 ) = ( 2 . precisely: 51 .

. [Existence of a L2 profile at blow up time][MR05b] Let N = 1 or N ≥ 2 assuming the Spectral Property.5) which blows up in finite time T at exactly x1 . xk ∈ RN . .u(t) 2 Q 2 T −t ∼ √ 2π log | log (T − t)| 1 2 Another theorem which makes more precise the nature of the singularity formation for the same class of initial data is the following Theorem 15 (Critical). then there exist parameters (λ(t). [Mer90] For any given points x1 . (4. A result in this direction is still due to Merle: for any given points x1 . x(t). he constructed a solution u(t) of (4. At this point one can wonder what happens if the mass of the solution is. . . He proved for these solutions the existence of an L2 concentration phenomenon at the points xi : for all R > 0. xk . Equation (4. K-times greater than the mass of the ground state. and for i = 1. There exists a universal constant α∗ > 0 such that the following holds true. . 2 Thus the solution splits in two parts: the first part corresponds to a blow up solution of the kind of theorem 14. . let Q1 . Remark.9). x2 . In addition.9). for i = 1. . . .5) blows up in finite time 0 < T < +∞. . . Then there is a constant ω0 such that for 52 . the blow up point is finite in the sense that x(t) → x(T ) ∈ RN as t → T. . γ(t)) ∈ R∗ × RN × R and an asymptotic profile u∗ ∈ L2 + such that 1 x − x(t) iγ(t) u(t) − e → u∗ in L2 as t → T. . More precisely. the following theorem holds Theorem 16 (Critical). . . k we have limt→T u(t) L2 (B(xi .11) N Q λ(t) 2 λ(t) Moreover. .g.R)) = Qi 2 . .11) implies a quantization of the blow up mass. . . . k. e. . in fact one has u(t) 2 Q2 δx=x(T ) + u∗ 2 as t → T. xk in RN . Let u0 ∈ Bα∗ and assume the corresponding solution to (4. while the second part corresponds to the regular part and has a strong L2 limit at blow up time. . where Qi is a not identically zero solution of (4. and thus u(t) 2 2 = Q 2 2 + u∗ 2 . Qk be radially symmetric solutions of equation (4.. he described the precise behaviour of u(t) at the points xi . . .

In addition.5) which blows up in finite time 0 < T < +∞. a very recent result by Merle and Raphael gives a sufficient condition for blow up and a lower bound in homogeneous Sobolev spaces. [Finite time blow up for non positive energy ˙ ˙ solutions in H sc ∩ H 1 ][MR06b] Assume N ≥3 and 53 1 ≤ sc < 1. [MR05b] Let u(t) ∈ H 1 be a solution to (4.ω1 > ω0 . 2 . . t→T lim u(t) ¯ L2 (B) L2 (B(xi . 2 and |u(t)|2 1≤i≤K mi δx=xi + |u∗ |2 with mi ∈ Supercritical case The supercritical case is less known than the critical one. . ωk > ω0 . Theorem 17 (Supercritical). .. . As in the critical case local well posedness in H 1 is assured by [GV79] and energy and mass are conserved. . 2+4/N γ On the base of theorems 15 and 16 in [MR05b] Merle and Raphael conjectured the following for the large initial data case in H 1 : Conjecture 1 (Critical). +∞ . Q u(t) → u∗ in L2 RN − 1≤i≤K B(xi .for all R > 0. R) are disjoint. . x2 . there exists a solution u(t) of equation (4. i=1. . . xk }. T ) k u(t) − i=1 i|x| i − 1 x − xi 2+ e (T −t)ωi 4(T −t) Qi N/2 |(T − t)ωi | (T − t)ωi 2 ≤ e− |T −t| .. there is a constant γ > 0 such that on [0. However. where B = RN \ B(xi .the set of blow up points in L2+4/N and H 1 is {x1 . limt→T u(t) ¯ = 0. R). .5) which blows up in finite time T and such that . R) Q 2 .for i = 1. and u∗ ∈ L2 such that: ∀R > 0.. . On homogeneous Sobolev spaces a negative energy also provides a sufficient condition for a singularity formation. k. . . 2 Then there exist (xi )1≤i≤K ∈ RN with K ≤ u0 2 ..k . and all R > 0 such that the balls B(xi . .R)) = Qi 2 .

Even if these results are similar to the corresponding in the critical case. A lower bound is given by Theorem 18 (Supercritical). 2 There exists a constant γ = γ(N. then N ≥3 and u(t) for t close enough to T . p = 3 (see [SS99]. one can search for self similar blow up solutions of the form u(t.1) blows up in finite time 0 < T < +∞. In particular. in the critical case one has an L2 -norm (or mass) concentration near the singularity (strong collapse) with a dissipation of a finite amount of energy. Let ˙ ˙ u0 ∈ H sc ∩ H 1 with radial symmetry and assume that the corresponding solution to (4. Anyway. thus obtaining a family of zero energy blow up solutions. Similarly to the critical case. then the corresponding solution u(t) to (4. the blow up phenomenon seems to have a different qualitative behaviour in dimension N = 3. x) = 1 λ(t) 2 p−1 P x ei log (T −t) λ(t) with λ(t) = 2b(T − t) for some b > 0 and a profile P satisfying ∆P − P + ib 2 P +y· p−1 P + P |P |p−1 = 0.1) blows up in finite time 0 < T < +∞. while in the supercritical case the energy captured tends to zero when approaching the singularity (weak collapse) and the mass of the wave packet is transferred to the tail (see [KSZ91]). Some numerical simulations performed in the case N = 3. [MR06b]) suggest a blow up speed of the form u(t) 2 ˙ H sc ≥ | log (T − t)|γ ∼ C(u0 ) (T − t) 4 1 . p) > 0 such that the following holds true. 54 . rigorous existence is known just for nonlinearity close to the L2 critical value [RK02]. [Lower bound for the critical Sobolev norm][MR06b] Assume 1 ≤ sc < 1.˙ Let u0 ∈ H sc with radial symmetry and E(u0 ) ≤ 0.

there is moreover an estimate u(t) Hs ≤ |t|A(s−1) for |t| → ∞ (4. s ≥ 0. and generalize similar results for H 1 (T) well posedness in [Bou93].13) γ = ±1. Periodic boundary conditions Let us suppose Ω = TN . [Bou99] In theorems 19. In a periodic domain.g. (4. s ≥ 1. In one dimension and quintic nonlinearity more restrictive sufficient conditions for blow up were given by Ogawa and Tsutsumi [OT89] in the case 55 . In particular one can wonder what is the effect of the boundary on the singularity formation. u(0) = u0 γ = ±1. Theorem 20 (Critical-supercritical). [Bou99] The Cauchy problem in N = 2. s > 1 and where A is a constant. provided the Hamiltonian controls the H 1 . [Bou99] The Cauchy problem in one dimension iut + uxx + γu|u|2 = 0. (4.1. under some assumptions of regularity. a negative Hamiltonian cannot be a sufficient condition for 2 blow up (it is not true e. Local and global well posedness are assured. by the following theorems which hold both for the focusing and defocusing cases. the qualitative behaviour seems to be essentially the same. [FM01]. but less complete and supported by numerical simulations [SSP84]. Theorem 21 (Subcritical-critical-supercritical).14) assuming u0 ∈ H s . However. u(0) = u0 is globally well posed for u0 ∈ H s (T). so one can expect some difference respect to the unbounded case. The methods and theorems are similar to the RN case.2 Bounded domains In the case of focusing critical NLS on bounded domains there is no dispersion.12) is globally well posed for u0 ∈ H s (TN ). Theorem 19 (Subcritical). 3 dimensions iut + ∆u + γu|u|2 = 0.4. 20. for the particular solution u(t) = aeia t ).norm.

2]. u(t.iut + D2 u + |u|4 u = 0. x)|2 → Q and for any 0 < r < 2. H 1 (I)) for some finite T > 0 such that Du(t) u(t) L2 (I) = O((T − t)−1 ) 1 t → T. u0 (−2) = u0 (2) and E0 < 0. where D := ∂ ∂x t ≥ 0.15) in C([0. i. [OT89] Let Q(x) be a solution in H 1 (R) of the equation −D2 Q + Q − |Q|4 Q = 0 in R such that Q(x) = Q(−x). there exists a solution u(t) of (4. the solution u(t) in H 1 (R) of (4. in D (I) L∞ (I) = O((T − t)− 2 ) 2 L2 (R) δ(x) |u(t. Q(x) ∈ C ∞ (R) and its derivatives up to the second decay exponentially as |x| → ∞. [OT89] Let u0 ∈ H 1 (I). x) = u0 (x). −2) = u(t. Then. Theorem 22 (Critical). Du(t) L2 (I) → ∞ as t → T. Φa0 (x)|u0 | dx 2 1 2 6 L2 (I) − M u0 2 2 L2 (I) >0 I 2 Du0 η 2 L2 (I) +1 1 2 1 ≤ .15) and I := (−2. 2). u(0. In addition. for some finite T > 0. u(t) t→T H 1 (I\[−r.e.15) blows up in finite time. 56 . With periodic boundary conditions Q L2 (RN ) keeps its role of minimal mass. Theorem 23 (Critical). T ). t → T. 4 j where M = 3 j=1 D φ L∞ (I) for properly defined real valued functions Φa0 (x) and φ(x). t≥0 x∈I (4. 2). Then. Q(x) > 0. x ∈ I.r]) →0 t → T. we assume that η = −2E0 − 80(1 + M )2 u0 and for some a0 ∈ [−2.

P. u → ueiθ . [Ant02] Let us suppose that u(t) is a solution of (4. at least as regards the shape of the solutions and the threshold for the singularity. x) → u(t − t0 . x) → λu(λ2 t. then ≥ λ . and gives a lower bound on the gradient for solutions with u0 L2 (TN ) = Q L2 (RN ) . 3. with Dirichlet boundary conditions  γ=1  iut + ∆u + γ|u|p−1 u = 0. 2. using function expansions in Fourier series (see the previous section) and can be adapted to the case of null boundary (see [Fib01]. Numerical simulations for blow up with periodic boundary conditions and in open space have also been performed by C. [BGT03]). θ ∈ R. 57 . leave the NLS on bounded domain invariant. As in the unbounded case mass and energy are conserved. Sulem. T ). T −t ∀t ∈ [0. Dirichlet boundary conditions In this section we will consider the critical focusing NLS posed on a bounded domain Ω ⊂ RN . with N = 1. x). u|R×∂Ω = 0 (4. Galilean transformation. Instead space translation. s > 0. Local existence in H s . has been proved by Bourgain in the case of periodic boundary conditions on TN . the scaling u(t.5) with u there exists λ > 0 such that u(t) L2 L2 (TN ) = Q L2 (RN ) . A. L.A recent theorem of Antonini states that no blow-up can occur for u0 L2 (TN ) < Q L2 (RN ) in a general dimension. and the two transformations time translation: phase change: u(t. Patera in [SSP84] showing a behaviour very similar in nature in these two cases with a coinciding growth of the amplitude at the point of maximum. Theorem 24 (Critical). Sulem. From these theorems the qualitative behaviour of blow up seems not essentially changed. λx).16)  u(0) = u0 The first issue is again local and global well posedness of the Cauchy problem.

17) (4. then the gradient is bounded and the solution exists globally. When Ω is star-shaped. E(u0 ) := 1 2 | u0 |2 dx − Ω 1 p+1 |u0 |p+1 dx < 0. or.e. The optimal constant satisfies: 58 . We will restrict to the cubic case with Ω ⊂ R2 . L2 (Ω)) ∩ C([0. Gallouet [BG80] (see also [Fib01]). if C1. Proposition 5 (Critical-supercritical). the solution blows up in finite time). T ]. A necessary condition for blow up has been given by Brezis.and the pseudo conformal transformation are not more applicable.2 (Ω) u 2 2 2 .18) E(u0 ) ≥ 0.18).1) such that 1 u ∈ C 1 ([0.2 (Ω) if u0 2 2 < Nc (Ω).17) or (4. The absence of these symmetries causes some differences in the study of blow up on bounded domains. As regards sufficient conditions for blow up on bounded domains Kavian [Kav87] proved a theorem on a domain Ω ∈ RN with Dirichlet boundary conditions. introducing the constant Nc (Ω) := 2 . H < 0. Gagliardo-Nirenberg inequality takes the form u 4 4 ≤ C1.2 (Ω) u0 2 2 2 2 1− C1. T ]. then there exists T∗ (depending on u0 ) such that T < T∗ (i. [Kav87] Let Ω be a smooth starshaped domain in RN and p ≥ 1 + 4/N . H 2 ∩ H0 ∩ Lp+1 (Ω)). Im Ω Im Ω (x · 2 u0 )¯0 (x)dx > 0 u ≥ E(u0 ) · Ω and (x · u0 )¯0 (x)dx u |xu0 (x)|2 dx. C1. solutions become singular in finite time.2 (Ω) u 2 2 u 2 2 and the energy is bounded from below by u 2 Therefore. Ω (4. < 2. One can proceed in an analogous way as in RN . Let T > 0 and consider a solution u(t) of (4. Then if Ω |x|2 |u0 (x)|2 dx < ∞ and u0 satisfies either of the following conditions (4.

Pseudo conformal transformation cannot be applied. ψ = 1 near x0 . Let x0 ∈ Ω with ψ ∈ C0 (Ω). u∈H0 (Ω) where JΩ (u) = u 2 2 L2 (Ω) u L2 (Ω) .86.2 (Ω) is independent of Ω.C1.16) and Ω is a smooth bounded domain in R2 .2 (R2 ) is obtained optimizing the functional JR2 (u) = u 2 2 L2 (R2 ) u L2 (R2 ) . u 4 4 (R2 ) L over all functions u ∈ H 1 (R2 ) [Wei83]. Therefore 1 1 JR2 (Q) ≡ = Q 2 2 C1. but minimal blow up solutions are proved to exist: Theorem 26 (Critical). and the minimum is achieved by the ground state. Also in this case the mass Q 2 is critical.2 (R2 ) 2 and Nc (Ω) ≡ Nc (R2 ) = Q 2 2 ≈ 2π · 1. [Fib01] If N = 2 in equation (4. C1.C1. 1 . nevertheless in the critical case it coincides with the constant in the unbounded case.2 (Ω) u=0. then the condition u0 L2 (Ω) ≥ Q R2 is necessary for singularity formation. [BGT03] ∞ Let Ω be a smooth bounded domain of R2 . u 4 4 (Ω) L We know from the theory on unbounded domains that C1. Denote by Q the unique positive radial solution of the nonlinear elliptic equation (∆R2 + 1)Q = |Q|2 Q 59 . More precisely Fibich showed the following Lemma 1 (Critical). The optimal constant depends in general on the domain. [Fib01] In critical case the following statements hold: .2 (R2 ).1 = inf 1 JΩ (u). Theorem 25 (Critical). .2 (Ω) = C1.inf u∈H0 (Ω) JΩ (u) = inf u∈H 1 (R2 ) JR2 (u).

t→T A recent more general theorem on blow up dynamics for the L2 critical NLS with Dirichlet boundary conditions is due to Planchon and Raphael. x). which blow up at x0 in time Tλ in the energy space H 1 with blow up speed (Tλ − t)−1 . Moreover ψλ (t. r) be a solution of the radial equation which blows up as t → T . Tλ [ are solutions of (4. Even if the theoretical lower-bound estimate Q 2 is the same than in free-space. and one can expect the blow up rate to be the same as on unbounded domains.5). L L Let u(t. since the singularity formation is a local phenomenon. Thus the power concentration property still holds. Q is the ground state of the unbounded NLS).e.1). Tλ [×Ω satisfying rλ (t. x) L2 (Ω) = Q L2 (R2 ) . x) = i(4−λ (x−x0 ) ) x − x0 1 ψ(x)e 4λ2 (Tλ −t) Q + rλ (t. because of a reflection of the dispersive effects.(i. The boundary seems to have no effect. They firstly noticed that the boundaries have a focusing effect. Then there exist m > 0. For all > 0.e. lim u(t) L2 ({r≤ρ}) ≥ Q L2 (R2 ) . [FM01] Let be N = 2 in equation (4. It essentially consists of an arrangement of theorem 15 on domains such that the Cauchy problem is well posed in H 1 . λ0 > 0 such that for every λ > λ0 there exist Tλ > 0 and a family {rλ } of functions defined on [0. all solutions with mass over the one of the ground state finally blow up. λ(Tλ − t) λ(Tλ − t) 2 2 H 2 (Ω) ≤ ce − λ(Tm−t) λ . satisfying the Dirichlet boundary conditions. at a formal level they proved the following Theorem 27 (Critical). they numerically showed that the threshold power for singularity formation seems sharper. Then. however. Anyway. for all ρ > 0. t ∈ [0. there exists a blow up solution with initial condition u0 such that u0 2 2 (Ω) ≤ (1 + ) Q 2 2 (R2 ) . as regards the behaviour near the singularity. i. A semi-analytical study with Dirichlet boundary conditions has been performed quite recently by Fibich and Merle in [FM01]. Remark. ·) such that ψλ (t. 60 . Theorem 26 is valid also on the two dimensional torus T2 . and Ω be a radial bounded domain in R2 .

There exists a universal constant α∗ > 0 such that the following holds true. let 1 √ T −t 2 λ0 (t) = 2π . More precisely the following propositions hold (see [Bou02]. [Existence and stability of the log-log dynamics in a domain][PR] Let N = 1 or N ≥ 2 assuming that the Spectral Property holds true. Q 2 2 ≤ u0 2 2 ≤ Q 2 2 + α∗ }.16) in the critical case which blows up at time 0 < T < +∞ and at blow up point x(T ) = x in the log-log regime. this blow up regime is stable in H0 (Ω). Let u0 ∈ Bα∗ = {u0 ∈ H 1 (Ω).case (ii) can be improved to u0 ∈ H s . 4.Theorem 28 (Critical). and an estimate in time of the distance from the linear flow is given. ˜ x x there exists a solution u(t) ∈ Bα∗ to (4. s > From these results a regularity of global solutions is guaranteed. [Bou99]). 61 . there exists a time T (˜) > 0 such that for all T ∈ (0. log | log (T − t)| then there exists a phase shift γ0 (t) ∈ R such that u(t) − 1 λ0 (t) N 2 Q x − x iγ0 (t) ˜ e → u∗ in L2 as t → T . s > 3 5 3 5 . Some results due to Bourgain are known in the following cases (i) u0 L2 is small (ii) u0 ∈ H 1 (iii) |x|u0 ∈ L2 In the particular case N = 2 one has . λ0 (t) 1 Moreover. More ˜ precisely.case (iii) can be improved to |x|s u0 ∈ L2 . Then for all x ∈ Ω. T (˜)).2 Defocusing critical NLS We consider the Cauchy problem in the critical defocusing case on RN .

Proposition 6 (Subcritical). 1−s+ Global well posedness in three dimensions in assured by Theorem 29 (Supercritical). where eit∆ is the linear evolution operator. and moreover u(t) − eit∆ u0 ∈ H 1 for all time N = 3.21) 62 . 2 4 − 2. N There is s1 < 1 such that equation (4. For the defocusing case with a bounded domain hold theorems 19. Consider the two dimensional IVP iut + ∆u − u|u|2 = 0 u(0) = u0 ∈ H s (R2 ).20) ≤ C(1 + |t|) 3s−2 .s) .21) is globally well posed for s > s1 . s > 4 . p<2+ u(t) − eit∆ u0 H1 (4. [CKS04] The initial value problem iut + ∆u − u|u|2 = 0 u(0) = u0 ∈ H s (R3 ).19) ≤ (1 + |t|)C(p. 5 is globally well posed. and u(t) − eit∆ u0 H1 (4. 20. Consider the IVP iut + ∆u − u|u|p−2 = 0 u(0) = u0 ∈ H s (RN ) N = 1.21) is globally well posed with solution u satisfying u(t) − eit∆ u0 ∈ H 1 for all time. (4. 5 Then (4. 21. Proposition 7 (Critical). s > 3 .

with small amplitude and long wavelength initial data. the Hamiltonian takes the form H0 + P + R1 where H0 is the linear part. We also consider an initial datum with specific energy 63 . We denote by µ = 1/N the perturbative parameter. The techniques we apply are the same used in [BP06] to study a one dimensional FPU model. and in [Bam05] to study the normal form of a semilinear equation. i. Then. and R is the remainder whose size is rigorously estimated for states with small specific energy (but large total energy).e. we obtain a differential-difference equation which is well approximated. More precisely. In such a way. we give an estimate of the distance between the true solution and the approximate one. So. At this point we can use the methods of Hamiltonian perturbation theory to transform the system into the normal form H0 + P + R where P is the average of P with respect to the linear flow (coinciding with the normal form).Chapter 5 Normal form theorems for a Klein .Gordon lattice In this section we examine a d-dimensional lattice with periodic or Dirichlet boundary conditions and with initial data a la Fermi-Pasta-Ulam. P contains the lowest order corrections. i. we describe the system introducing an interpolating function. for long wavelengths. a regular function defined on a torus which fits the particles at the integer points. by a partial differential equation. We also explicitly compute the averaged Hamiltonian and show that its equations of motion consist of the cubic NLS equation.e. where N d is the number of particles. and R1 the higher order ones.

3 blow up may occur in the focusing case for initial data with an amplitude large enough. Then. and this is possible only for times smaller than blow up time. This is the reason why we consider a ¯ proper time t < Tf µ−2 where we denote Tf as the blow up time of the NLS. 64 . So. such that σ(t) < µ d+2 . and assume that along the solution one has that the specific energy in the mode k decays as e−σ(t)|k| . On the other hand. where E is the total energy. In fact. 2. or the same model in d = 2. while the defocusing case keeps its solutions bounded. 3 with a repulsive one and small amplitude initial data. the sign before the nonlinearity of the normal form gives rise to completely different behaviours on the true system. Once the approximation is obtained. the case which gives rise to a singularity cannot be followed for a time longer than that in which the singularity develops. if d = 1 the NLS has a global H s -solution both in the focusing and defocusing case. if d = 2 there exists a family of solutions of the KG model which can be estimated by a known function with an exponential decay depending. where Tf is the blow up time of the NLS. then the system develops a metastable state up to the time accessible within our approximation. we prove the following results.supercritical if d = 3. As regards the time of validity of the approximation. d Consider a KG model in d = 1. the normal form can be defined only on a finite domain. Let us suppose now that d = 2. the exponential decay becomes very small in a finite time. It can be interesting to notice that this sign is related to the parameters involved in the on-site nonlinearity. Then there exists a time 2 ¯ ¯ t < Tf µ−2 . We show that the NLS describes the KG model for times of the order µ−2 . we use known theorems on the NLS with periodic or Dirichlet boundary conditions taking into account the dependence of the dynamics on the dimensions in order to deduce dynamical consequences.subcritical if d = 1. as in the ¯ previous case. Otherwise. More precisely. in dimension d = 2. arbitrarily long time. denoting by Ek the energy in the k-th mode and by E Ek := Nk the corresponding specific energy. So. . for the NLS we have the following cases: . 3. 3 with an attractive on-site potential (also repulsive if d = 1). the case with global solutions for the NLS describes the KG model up to a time Tf µ−2 where Tf is a fixed.critical if d = 2. we give estimates on the energy per mode for the KG model. on µ for a time t < Tf µ−2 .E E ≡ N d ∼ µd . In particular. Moreover. . As reported in the previous section.

5.1

Main result

Figure 5.1: Two-dimensional Klein-Gordon lattice.

Consider a nonlinear Klein-Gordon model, composed by (2N )d particles of equal mass, interacting on the lattice GN := [−N, N − 1]d ∩ Zd , d ∈ N, and with Dirichlet or periodic boundary conditions as described by the Hamiltonian p2 j + V (qj ) + 2
d

H(p, q) =
j∈GN

W (qj+ei − qj ) ,
i=1

j := (j1 , . . . , jd ) ∈ GN , (5.1)

V (x) :=

x2 x3 x4 +α +β , 2 3 4 [x2 + a2 ] , 2 1≤i≤d q2N ei = 0, p2N ei = 0),

W (x) := qj+2N ei = qj ,

pj+2N ei = pj ,

(in case of Dirichlet boundary conditions

where a is a constant, ei are the normal versors, and z := (p, q) are the canonical variables. We denote by V and W respectively an anharmonic on-site potential and an inter-site coupling potential. We define the Fourier coefficients by pk = ˆ 1 (2N )
d 2

pj e−i
j∈GN

(j·k)π N

,

k := (k1 , . . . , kd ) ∈ GN

(5.2)

65

and similarly for qj . Correspondingly, fixed s, one defines (p, q)
2 s

=
k∈GN

(|ˆk |2 + |ˆk |2 )|k|2s . p q

Remark that it controls all initial data with a fast decay on the Fourier modes. We denote by |ˆk |2 + Ω2 |ˆk |2 p k q Ek := (5.3) 2 the energy of the k-th mode, where
2 Ω2 := 1 + ωk , k 2 ωk := 4 sin

kπ 2N

k1 π kd π + . . . + 4 sin2 , 2N 2N k1 π kd π kπ := sin , . . . , sin sin 2N 2N 2N
2

:= 4 sin2

and

Remark. For real states one has E(k1 ,...,kd ) ≡ E(±k1 ,...,±kd ) for all k, thus we will consider only positive indexes k > 0 (i.e. k1 , . . . , kd > 0). We will state the theorem in terms of specific quantities. So, we denote E :=
k∈GN

Ek ,

Ek :=

Ek , Nd

where

k := (k1 , . . . , kd ) :=

1 · k, N

and where, with an abuse of notation, we say that k ∈ GN if k ∈ GN . We also define a perturbative parameter µ= and suppose N is large. Remark. In the following we will consider only the β model with β > 0 or β < 0. However it can be interesting to notice that the normal form for the α, β-model is the same of that of the β-model with β substituted by β := β − 10 α2 . In 9 particular if α is large enough with respect to β, one has the same normal form of the β < 0 case where we can give meaningful estimates. That’s why we also consider this case. For system (5.1) we have the following theorems. 66 1 N

Theorem 30. Consider a d-dimensional β-KG lattice (d = 1, 2, 3) with periodic boundary conditions. Fix a positive large time Tf . Then there exist positive constants µ∗ , C0 , C1 , C2 , C3 , σ, and γµ ∈ [1, 3] with γµ → 1 if µ 1, µ < µ∗ , such that the following holds. Take an initial datum with an exponential decay for the harmonic energies, i.e. Ek (0) ≤ C0 µd+2 e− Let us suppose β > 0, or β<0 and
E µd+2 E µd+2
σ|k| µ

,

∀k ∈ GN

< γµ Q < C1

2 L2 (R2 )

if d = 2, if d = 3,

(5.4)

where Q is the ground state of the NLS on R2 , and C1 small enough. Then, the estimate |k| −(2s+1) Ek (t) ≤ C2 µd+2 + C3 µd+3 , ∀k ∈ GN , µ holds for all times t fulfilling Tf |t| < 2 , µ for an arbitrarily large integer s > 4. Theorem 30 states that if we choose small amplitude and long wavelength initial data with an exponential decay on its harmonic energies, then the solution of the β-KG lattice holds a decay of any power on its modes (so, essentially exponential) up to the time of the approximation. This localization could be interpreted as the persistence of a metastable packet of modes. Moreover, if β < 0 and d = 2, 3, condition (5.4) gives a threshold for the formation of such a state. When we consider a specific energy above this threshold, under some restrictions on the boundary conditions and the choice of solutions, it is possible to show that an exponentially localized packet of modes does not exist. Moreover such a threshold turns out to be sharp. Remark. In the next two theorems we need Dirichlet boundary conditions to apply some results on the normal form. In order to hold also periodicity we consider only an excitation of modes with an odd index k, (i.e. k1 , . . . , kd are odd). Still, with an abuse of notation, we say that k is odd if k is odd. Notice also that to preserve the arbitrariness of the solution of the normal form we firstly need to restrict the domain to positive coordinates, and then to extend it by periodicity on the entire domain. In such a way the thresholds on the specific energy is 2d times greater than the ones in theorem 30. However, if we consider 67

C0 .5) > γµ · 4 Q ˜ > C1 2 L2 (R2 ) if d = 2. such that the following holds. k odd.5). Let us suppose β<0 and E µd+2 E µd+2 |k| ∀k ∈ GN . for every integer s > 4. d = 2 and β < 0.6) ˜ where Q is the ground state of the NLS on R2 . and a time t < µ2 . if d = 2 one gets E < γµ · 4 Q 2 2 (R2 ) . we still get thresholds 2d times greater than (5. Consider the β-KG model with Dirichlet boundary conditions. C0 . Moreover. Assume also that there exists a σ(t) and C2 . 68 ∀k ∈ GN . (5. Theorem 32. µ < µ∗ .this restriction and extension also in the periodic case of theorem 30. 3] with γµ → 1 if µ 1. and γµ ∈ [1. these solutions are exactly on the threshold. Take an odd initial datum with E µd+2 = γµ · 4 Q 2 L2 (R2 ) .4). 3] with γµ → 1 if µ 1. Then there exist positive constants µ∗ . k odd. For example. Then there exist Tf < ∞ and t < µ2 . In case d = 2 it is possible to find a family of solutions of the KG model which satisfy assumption (5. L µd+2 Theorem 31. if d = 3. such that one has ¯ σ(t) = D | log µ| 1 d+2s . such that the following holds. such that the normal form is well defined on its domain and the harmonic energies take the value ˆ k ¯ Ek (t) = C0 µd+2 Ωk Q λµ µ 2 + C1 µd+3 . 3. C3 such that Ek (t) ≤ C2 µd+2 e−2σ(t) µ + C3 µd+3 . with D a proper constant. Consider the β-KG model with Dirichlet boundary conditions and d = 2. Then there exist positive constants µ∗ . a family of solutions of the KG model ˜ ¯ T depending on 0 < T < T . and γµ ∈ [1. µ < µ∗ . ˜ Then there exist a finite time T > 0. and get an estimate on the harmonic energies by means of a known function. (5. and C1 is a positive constant large Tf ¯ enough. . a function λµ = λ(µ).

These dynamics are described in the following propositions. 2. if d = 2. up to the times of validity of the theorem. In particular we need a condition on initial data such that the sufficient condition for blow up in NLS (i.7) where Q is the ground state of the NLS on R2 . Tf and s arbitrarily large. (5. s > 4.e. Fix C0 . we could be interested in the opposite situation. q0 ) Suppose β > 0. This can be obtained if we choose an initial amplitude large enough. we obtain the following 69 . 3) with periodic boundary conditions on GN and an initial datum such that (p0 . The above theorems state an approximation of the dynamics of the β-KG model to the dynamics of the normal form. Q is known to be a Schwartz function (see proposition 3 in chapter 4).8) Remark. and C1 is a small positive constant.8) states that. Consider the d-dimensional normal form of the β-KG lattice (d = 1. if d = 3. Proposition 8. So. q(t)) for all times t fulfilling |t| < Tf . Now. Remark. Then there exist µ∗ > 0 and a constant C2 such that if µ < µ∗ one has (p(t). Equation (5. ¯ thus one has an exponential decay on its Fourier modes. C1 is a constant and Q is the ground state of the NLS on R2 . s > 4.where λµ ≤ 1 | log µ| 2(s+2) 1 . where the lower bound will be specified in the proof. or β<0 and C0 < Q C0 < C1 L2 (R2 ) s ≤ C0 µ. the Sobolev norms of the normal form hold bounded for solutions arbitrarily smooth (s arbitrarily large). (5. µ2 s ≤ C2 µ. negative energy) is satisfied. At time t this decay is opposed by the smallness of µ.

In two dimensions there is a sharp threshold for the formation of the packet for the normal form which depends on the mass of the wave function of the NLS. K odd. Consider the d-dimensional normal form of the β-KG lattice with Dirichlet boundary conditions and d = 2. 3.9) ˜ where Q is the ground state of the NLS on R2 . Consider the normal form of the β-KG model with Dirichlet boundary conditions on GN and d = 2.Proposition 9. In particular. Let us suppose β<0 and E µd+2 E µd+2 ∀K ∈ Zd . C0 . and Q is the ground state of the NLS on R2 . and C1 is a positive constant large enough. such that the following holds. C0 and γµ ∈ [1. β < 0. γµ → 1 if µ 1 ˜ Then there exist a time T > 0 and a family of solutions of the NLS depending on ˜. there exist solutions exactly on the threshold which blow up in finite time. 1 for t < T . and take an odd initial datum with E µd+2 = γµ · 4 Q 2 L2 (R2 ) . Assume µ < µ∗ . T −t 2π log | log (T − t)| . 1 2 K ∈ Zd . and γµ ∈ [1. 70 . > γµ · 4 Q ˜ > C1 2 L2 (R2 ) if d = 2. such that the harmonic energies are estimated by 0<T <T ˆ EK (t) = C0 µd+2 Ωk Q Kλ0 (t/µ2 ) where λ0 (t) = √ 2 . Then there exists a T < ∞ such that σ(t) < C(T − t) d+2s where s > 4 and C is a constant. K odd. µ < µ∗ . Then there exist positive constants µ∗ . 3] such that the following holds. Assume also that there exist σ(t) such that EK (t) ≤ C0 µd+2 e−2Cσ(t)|K| . if d = 3. (5. thus leading to a flow of energy from low to high modes. Proposition 10. t → T. 3] with γµ → 1 if µ 1. Then there exist positive constants µ∗ .

We define 2 . dxd . with s ∈ N. v |K| := (|K1 |2 + . . . t). xd . µ µ In case of Dirichlet boundary conditions we also require q(n1 · 2 2 . . . . Let us consider a small amplitude . µxd ) := µx. and assume it is q(x1 + n1 · 2 µ periodic in each argument. . . . xd ) ∈ Td . To apply the Galerkin averaging method we need some definitions. ni ∈ Z. . with x := (x1 .. . xd + nd · . . . . 2 2 . with y := (y1 . then it actually interpolates the discrete momentum. yd ) := (µx1 . b]d ∈ Rd . + |Kd |2 ) 2 . We identify a 2-periodic function v with its Fourier coefficients vK defined by ˆ v(y) = 1 2 d 2 vK eiπK·y .e. . b b b f (x.5. . t) for the lattice in GN .. . p(x. 1 K := (K1 .long wavelength solution applying the transformation q(x. for a function f defined on [a.10) := K∈Zd |ˆK |2 |K|2s < ∞. . . . . . From now on we will denote. . . t). . t). t) = µv(y. a f (x1 . . i. xd . t) = q(x1 .2 Normal form We introduce an interpolating smooth function q = q(x. Let p = p(x. Kd ). . for the sequence qj such that qj (t) ≡ q(j. 1 ≤ i ≤ d. nd · ) = 0. . t) = µu(y. . Definition 10. t) be the corresponding momentum. . . t). 1 ≤ i ≤ d. t)dx1 . the Hilbert space of the complex s sequences v ≡ {ˆK }K∈Zd such that v v where 2 s (5. . . ˆ K∈Zd 71 . µ µ ni ∈ Z. . t)dx := a a . . . .

2 The proof is deferred to appendix B. Let u(y). .µ u)2 dy. (v. and Ek = 0 otherwise.12) for all k such that k N = µK with |K| > µ− s . u) a phase point in Ps . 4 dy := dy1 . Since we are interested in the energy per mode we give also the relation of Ek with the Fourier coefficients of u and v. The corresponding Hamiltonian function is K(u. The transformation (5. and 1 KL (u. s We will denote z := (v.3) in terms of the original variables. for µ small enough. 2 (5.13) KP (u) = −1 µ2 β u4 dy. .10) is not canonical. dyd .vK = ˆ 1 2 d 2 1 −1 v(y)e−iπK·y dy and we will say that v ∈ 2 if its Fourier coefficients have this property. denote by Ek the energy in the k-th mode as defined by (5. u) ∈ Ps . v) = −1 v 2 + u2 + 2 1 d i=1 (∂i. but the equations for the variables (u.11) = µK with |K| ≤ µ− s . Then. |Ek | ≤ µ6 (u. u) 2 s 2 s × 2 s. 2 s := v + u 2. v(y) be a pair of functions belonging to Ps := 2 × 2 s s ∀s ≥ 1. v) = KL (u. v) d N 2 for all k such that k N 2 s (5. 72 . and Bs (R) the ball of radius R centered in the origin of Ps . one has Ek |ˆK | + Ω2 |ˆK |2 v k u − µd+2 ≤ Cµ2s (u. Proposition 11. v) d N 2 s 2 (5. We s introduce the phase spaces Ps defined by Ps := with the following norm (v. v) + KP (u). v) are still Hamiltonian.

t) = Since the case β < 0 is characterized by diverging solutions. t) v(y. The equations of motion of the Hamiltonian H0 are ut = v. {ei }i=1. u(y. (5. For any s ≥ 1. 1 [(v0 + iu0 )eit − (v0 − iu0 )e−it ] 2i 1 v(y. Consider the β-KG lattice. vt = −u. One can notice that the linear flow Ψt (z) is unitary in Ps . By means of a Taylor expansion in µ one has K = H 0 + P + R1 . where R is the radius of the domain of the transformation to the normal form and to keep the dependence on R of the estimate. if (µR)2− 4+r < µ∗ 73 4 with R > 1.d : canonical basis of Rd .. r ≥ 4 there exists a constant µ∗ ≡ µ∗r . we can state the following Theorem 33. t) = [(v0 + iu0 )eit + (v0 − iu0 )e−it ].14) . with 1 H0 = −1 v 2 + u2 2 dy.where ∂i. We will denote its flow by Ψt (z) = where u(y. it is useful to give estimates on balls of a variable radius R > 1... 2 A simpler form is obtained by a canonical change of variables in (5. and where R1 is the remainder of the expansion Remark.. So. t) . and 1 P = −1 u4 ( u)2 µ β + 4 2 2 dy.µ u := u(y + µei ) − u(y).18). such that.

ηt = −iη] ⇔ [ξ(y.15) Moreover for any 1 ≤ r1 ≤ r the transformation T maps Br1 into Pr1 and fulfils sup z s+r1 ≤R z − T (z) s+r1 ≤ C(µR)2− 4+r R. t) = η(y. This is simpler if we introduce the new variables: ξ := v + iu √ . namely such that K ◦ T = H0 + P + R. t) = ξ(y. Thus follows 74 (5.then there exists an analytic canonical transformation T : Bs+r (R) → Bs+r (2R) which averages K.17) + c1 ( ξ)2 + c2 ξ · where b. η) = −1 µ2 β b1 ξ 4 + b2 ξη 3 + b3 ξ 2 η 2 + b4 ξη 3 + b5 η 4 + 4 η + c3 ( η)2 dy (5. η) = −1 1 iξηdy P (ξ. In particular the equations of motion of H0 assume the simple form [ξt = iξ.18) . 0)e−it ].16) The proof is deferred to appendix A. Now. here P (z) := 1 2 0 2 P (Ψt (z))dt and the vector field XR of the remainder is analytic in a complex ball of radius R and fulfils the estimate sup z s+r ≤R XR (z) s ≤ C(µR)4− 4+r R 8 (5. 2 η := v − iu √ . η(y. c are suitable constants. we are interested in an explicit computation of the averaged equations. 0)eit . i 2 The linear part and the perturbation take the form 1 H0 (ξ. 4 (5.

then ξ k (y. 0)dy · lim 1 T →∞ T T 0 ei(k−j)t dt. One has to compute the average of the different terms composing equation 1 (5. η) = −1 µ2 iA ξ · η + Bξ 2 η 2 dy where A ∈ R+ . therefore such equations constitute the resonant normal form of the KG lattice in the region of phase space corresponding to small amplitude and long wavelength excitations.Proposition 12. t)η j (y. η the average of the perturbation is given by 1 P (ξ. t)dy = Performing the same computation over all the terms one gets the result. 8 ¯ η := −ie−it ψ 1 −1 |ψ|2 dy. 75 . µ2 [A| ψ|2 − B|ψ|4 ]dy This is the Hamiltonian of the NLS. the Hamiltonian takes the form ¯ H0 (ψ. Proof. In the variables ξ. and. t)η j (y. by means of the transformation ξ := eit ψ. ψ) = ¯ P (ψ. t)dy = 1 −1 ξ k (y. ψ) = 1 −1 3 B := − β. 0)η j (y. Since 1 T →∞ T lim 1 −1 T 0 ei(k−j)t dt = 1 −1 0 if k = j 1 if k = j. ξ k (y.17). As an example we deal explicitly with the term proportional to −1 ξ k η j dy. We obtain 1 −1 ξ k (y. The equations of motion are iψt = µ2 [A∆ψ + B|ψ|2 ψ] and its complex conjugate. 0)η k (y. 0)dy.

k ) as defined by equation (5. Notice that B>0⇔β<0 thus the normal form depends on the parameters chosen for the nonlinearity. Correspondingly.k .j ) and the corresponding Fourier coefficients (ˆ0. γ = ±1.Remark. ˙ 76 . a corresponding interpolating function for the initial datum by 1 q0 (x) := q0.20) By applying proposition 2 (see chapter 3) we obtain a result comparing the approximate solution with a corresponding true solution. so that we can restrict to the case iψt + ∆ψ + γ|ψ|2 ψ = 0.j and the corresponding initial data for NLS. obtained by rescaling time to τ = µ2 t. Let ψ a (y. otherwise the defocusing NLS. with a given s. t) := 2µRe(ψ a (y.2). In particular. and in the formula one has to read k = µKN . In the following we will assume A = |B| = 1. if B > 0 one has the focusing NLS. The vector field of the KG lattice is semilinear and takes the form (see (5. we define an approximate solution ζ a ≡ (q a . We define. t) := 2µIm(ψ a (y.13)) z = XKL (z) + XKP (z). µ2 t)eiµ t ) (5. τ ) be a solution of such equation with the property that it belongs to Ps for all times t. t) := µua (y. p0. now. p0.19) q a (x. Similarly we define the interpolating function p0.3 Estimate of the error Once we have obtained the normal form. µ2 t)eiµ t ) √ 2 pa (x. 5. We assume that they are different from q ˆ zero only if k/N = µK. we consider an initial datum (q0.k eiπµK·x ˆ d 2 (2N ) K where the sum runs over the integers K such that |K|µ = |k|/N ≤ 1. Consider the NLS equation iψτ = A∆ψ + B|ψ|2 ψ. we are interested in the construction of approximate solutions of the β-KG lattice and in estimating their difference from true solutions. In fact. pa ) of the KG model by √ 2 (5.j . t) := µv a (y. So we will compute explicitly the approximate solutions.

With the above assumptions. T0 (µR)2 8 8 8 C1 arbitrary.14). namely XKP (z) s ≤ C s µ2 z 3 s in a neighborhood of zero. u0 ) − (v0 . uj (t)) the corresponding solution. R) := sup{t ≥ 0.3) ¯ Te (s + r. −βµ2 u3 ]. one has (v(t). z (t) ∈ Bs+r (R)} ¯ Thus we have the following Proposition 13. assume that µR satisfies (5. v s k u Since we assume α = 0 (β-model). Let us consider an initial datum for the β-KG model with the above properties and denote by (vj (t). fixing an arbitrary T0 > 0. 77 8 C2 depending on C1 . If a (v0 . (5.d XKL = [v.µ u := u(y + µei ) + u(y − µei ) − 2u(y). t) with the corresponding initial datum just constructed. R) with r ≥ 4. u(t)) − (v a (t). −u + i=1 ∆i.21) then for all t fulfilling |t| < min T. ua ) 0 s ≤ C1 µ2− 4+r R3− 4+r .µ u]. (5. T < Te (s + r. XKP = [0. ∆i. ua (t)) s ≤ C2 µ2− 4+r R3− 4+r . This condition will allow us to obtain time scales of the approximation that are relevant for the dynamics of the model. the vector field XKP has a zero of order 3 at the origin with a perturbation of order µ2 . then we will define the escape time of z z (t) from Bs+r (R) (see section 3. Let be ˙ z = XKL (¯) + XKZ (¯) ¯ z z the normalized equations where z = T (¯).22) . with XKP ∈ C ∞ (Us . s s Because of the conservation of harmonic energies in the linear system one has eLt (z(0)) ≡ K 2 s = K [|ˆK (t)|2 + Ω2 |ˆK (t)|2 ]|K|2s v k u [|ˆK (0)|2 + Ω2 |ˆK (0)|2 ]|K|2s = z(0) 2 . Consider the approximate solution ψ a (y. 2 ) for any s ≥ 1 and Us ⊂ 2 a neighborhood of the origin.

24) for all k such that k N = µK with |K| > µ− s . δ(t) s ≤ δ0 s+ s+ 0 t dXKP (ζ(ρ)) s s δ(ρ) s + XR 8 s dρ ≤ δ0 ˜ C(µR)2 δ(ρ) 8 ¯ + C(µR)4− 4+r R dρ = t 0 0 δ0 4− 4+r ¯ Rt + s + C(µR) ˜ C(µR)2 δ(ρ) s dρ which. 8 |Ek | ≤ C3 µd (µR)4− 4+r Nd 2 (5. From inequality (5. using Gronwall Lemma gives δ(t) t s ≤ 8 δ0 s 8 ¯ + C(µR)4− 4+r Rt + 0 [ δ0 4− 4+r ¯ ˜ Rρ]C(µR)2 · exp s + C(µR) ρ ˜ 2 8 8 t ˜ C(µR)2 dτ dρ = 2 δ0 s eC(µR) t + M µ2− 4+r R3− 4+r [eC(µR) t − 1] ˜ (5.15) one gets t ζ(t) := (v a (t). ua (t)). C.23) for all k such that k N = µK with |K| ≤ µ− s . 2 Proof. the fact that it has a zero of order 3 at the origin and the estimate (5.20).25) ¯ ˜ where C. using the formula of variation of the arbitrary constants. and Ek = 0 otherwise.22). recalling that δψ s ≤ C(µR)2− 4+r R. We denote δψ := ψ − ψ a . M are constants. v a are given by (5.19). it is a consequence of proposition 11 and the following estimate. Then δ fulfills the equation ˙ δ = XKL (δ) + [XKP (ζ(t) + δ) − XKP (ζ(t))] + XR (t).(5. As regards the result on the Fourier modes. the smoothness of P . δ(t) := z(t) − ζ(t).where ua . u(t)). Then. 78 8 ψa s+r ≤ CR . Let us denote z(t) := (v(t). moreover 8 Ek ˆa − µd+2 Ωk |ψK |2 ≤ C3 µd (µR)4− 4+r d N (5.25) one gets (5.

If d = 2 this condition is guaranteed by a theorem by Fibich in the case with Dirichlet boundary conditions when ψ0 0 < Q 0 (see also [PTW05] for the case of periodic boundary conditions). γ = ±1.one gets 8 8 ˆ ˆa ˆa ¯ ˜ µd+2 |ψK |2 − |ψK |2 ≤ µd+2 [2|ψK ||δψ | + |δψ |2 ] ≤ µd (µR)4− 4+r [C + C(µR)2− 4+r ]. y) = ψ0 (y). 2 2 5. for all |τ | ≤ T . 79 . y) R × Td . Bourgain’s theorems ensure global well posedness of the solution in the Sobolev norm of H s provided the Hamiltonian controls the H 1 norm. 31. 32. y∈T . In case of periodic boundary conditions we will refer to theorems 19. In particular we consider the Cauchy problem on a bounded domain iψτ + ∆ψ + γ|ψ|2 ψ = 0. Thus we obtain the Proof of proposition 8 and theorem 30.26) ¯ one has Remark also that using the relation between (u. |τ | ≤ Tf . ψ(0. d (τ.27) with Dirichlet or periodic boundary conditions. with s > 1. ψ) ˆ |ˆK |2 + Ω2 |ˆK |2 v |ξK |2 + |ˆK |2 η κ u ˆ = Ωκ = Ω κ |ψ K |2 . |ψK (τ )|2 ≤ |K|2s+1 So. we can adopt some known facts on the dynamics of the NLS equation to prove theorems 30. for the time of validity of the approximation. (5. Now.4 Dynamics of NLS and conclusion of the proofs Now. the true solution is also bounded in its Sobolev norm. and obtain an estimate on Fourier coefficients C ˆ . if we fix the time of validity of the approximation Tf > 0 we can always take a time T > Tf such that ψ is bounded. If d = 3 the NLS equation is globally well posed in H 1 (T3 ) for sufficiently small initial data in H 1 (see [Bou93]). 20. v) and (ψ. To obtain proposition 8 and theorem 30 remark that by Bourgain’s theorems one has that for every T > 0 there exists a constant M such that ψ(τ ) s ≤ M . (5. while for the Dirichlet case to proposition 5 and theorem 28 (see chapter 4). Let us consider initial data u0 ∈ H s .

u) we obtain < 1. q) = µ(v. In case of Dirichlet boundary conditions we will restrict the interpolating function on a domain [0. p ≥ 1. 1]d . u).27) ψ(y) ∈ [0. u0 ) 2 4 < 1. the extended function Ψ as the original function ψ.29) := −1 2 v 0 + u2 0 dy. 1]d . u) p p 1 1 4 1 [( −1 2 y v0 ) + ( 2 y u0 ) ]dy − 1 16 p 2 1 −1 2 [v0 + u2 ]2 dy < 0. More precisely.4) follows. and then consider an odd extension to a periodic function on [−1. then condition (5.27) with γ = 1 blows up in a time T < ∞. Proof of proposition 9. 1]d by Ψ(y) = ψ(y) if the number of negative variables is even −ψ(y) otherwise. u0 ) 2 (v0 . ψ) → (v. we get E(v0 ) = Define the norm (v. Remark.28) then the solution of (5. 1]d we define an extension Ψ(y) on [−1.Since E = K ˆ ΩK |(ψ0 )K |2 and ΩK ∈ [1. 0 (5. 80 . x (p. q0 ) 2 4 =µ y (v. 1]d to preserve the arbitrariness of the representation in Fourier series. More precisely one has ψ 0→∞ as τ →T ¯ By the change of variables (ψ. q0 ) 2 (p0 . Then estimate (5. q) By the change of variables (p.29) takes the form 2 y (v0 . In the following two proofs we will consider such an extension denoting. From proposition 5 if E(ψ0 ) = 1 2 1 | −1 2 y ψ0 | dy − 1 4 1 −1 |ψ0 |4 dy < 0 (5. u) and 2µ x (p0 . given a solution of the cubic NLS (5. which is a Dirichlet and periodic solution on [−1. for easiness. 3] if d = 2.

28) and Gagliardo Nirenberg inequality one gets ψ0 2 L2 (Td ) < 1 ψ0 2 4 L4 (Td ) ≤ C1. 81 . q ) 2 ˜ C1 > 2 (˜. We can estimate F (τ ) = V (0)(τ − T ) + 2E(ψ0 )(τ 2 − T 2 ) ∼ C(T − τ ).6) follows. one obtains the condition ψ0 L2 (Td ) > Q L2 (R2 ) .2 (Td ) ψ0 2 2 L2 (Td ) ψ0 2 L2 (Td ) . Thus. q0 ) 2 ˜ = C1 µ (˜. and condition (5. Proposition 5 follows by an application and adaptation of the virial identity to bounded domains. More precisely if we consider a smooth solution of (5.27) with an initial condition such that |y|2 |ψ0 (y)|2 dy < ∞ Td and define V (τ ) := then the following inequality holds 1 4 |y|2 |ψ(y. from (5. In case d = 2. 1 for (T − τ ) small enough. q ) p ˜ 2 where (˜. Since E(ψ0 ) < 0. there exists a T = T (ψ0 ) such that F (T ) = 0.Since the initial datum can be written as (p0 . q ) 2 p ˜ 4 which gives a condition on the amplitude of the initial datum to guarantee a negative energy of the NLS. from lemma 1 in chapter 4. p ˜ ˜ ˜ we get the estimate p ˜ x (˜. 0 2 ≤ [C(T − τ )] 2 . For the uncertainty principle one has ψ Thus we get yψ 0 0 yψ 0 ≥ d ψ 2. τ )|2 dy Td 0 < V (τ ) ≤ V (0) + V (0)τ + 2E(ψ0 )τ 2 =: F (τ ). q are exponentially decreasing in their Fourier modes. q ) 2 = C2 and p.

Because of the choice of a minimal mass. there exists a solution ψ(τ ) of the NLS which blows up at time 0 < T < ∞ at blow up point y(T ) = y0 . for all y0 ∈ Ω.31) one has dd+2s−1 dσ d+2s−1 dd+2s−1 1 (d + 2s − 1)! −1 ∼C . Take an initial datum on the domain Ω := [0. λ0 (τ ) λ0 (τ ) where λ0 (τ ) = √ 2π T −τ log | log T − τ | 82 1 2 .30) ˆ Since we suppose that |ψK (τ )| = Ce−σ(τ )|K| for τ ∈ [0. Proof of proposition 10. 1]2 such that s ψ0 ∈ H0 (Ω) 1 ψ 2 s =C e−2σm = C m≥1 as τ → T (5. (5. Inequality (5. the solution takes the form 1 y − y0 iγ0 (τ ) ψ(τ. we can write ψ 2 s = K ˆ |K|2s |ψK |2 = C K |K|2s e−2σ|K| = m≥1 |K|=m |K|2s e−2σ|K| = m2s e−2σm · Cmd−1 = C m≥1 m≥1 md+2s−1 e−2σm .27) and consider theorem 28 in chapter 4.30) thus gives ˜ σ ≤ C(T − τ ) d+2s . dσ d+2s−1 1 − e−2σ σ d+2s (5. there exists a time T (y0 ) > 0 such that for all T ∈ (0.31) By applying differentiation theorem of power series and De l’Hˆpital rule to the o last term of equation (5. T (y0 )).32) for σ small enough.33) with ψ0 L2 (Ω) = Q L2 (R2 ) . Suppose now γ = 1 in (5. Since d = 2 the Spectral Property holds true (see [FMR06]).and ψ 0 ≥ d ψ 2 0 2 [C(T − τ )] 1 2 (5. and for every fixed µ the thesis follows. ˜ ˜ Then. y) = Q e as τ → T . . T [.

y y ˆ 4 Q(K ) 0 if K1 . = | log µ| D 83 . for τ → T . There exist a time t and a constant D > 0 such that ¯ z(t/µ2 ) 2 s+4 1 2 1 −2 y Q(¯)e−iπ[K ]¯d¯ . The following statement holds ¯ Lemma 2. choose y0 = (1/2. λ0 (τ ) λ0 (τ ) λ0 (τ ) In order to compute its K-th Fourier coefficient ˆ |ψK (τ )| = let us denote := λ0 (τ ).34) y − 1/2 . Then equation (5. 32. δ(t) := z(t) − ζ(t). Now. 1/2) and consider the odd extension of ψ on T2 := [−1. ua (t)). Let us denote z(t) := (v(t). 10 and proposition 13. y := ¯ 1 2 ψ(y. τ )e−iπK·y dy . yλ+1/2 eiγ0 (τ ) if y ∈ [−1. as follows   1 Q y1 −1/2 .35) ζ(t) := (v a (t). y2 −1/2 eiγ0 (τ ) if y ∈ [−1. 0] ∪ [0. 1]  λ0 (τ ) λ0 (τ ) λ0 (τ )      − 1 Q y1 −1/2 . u(t)). Proof of theorems 31.34) takes the form π π ˆ sin K2 |ψK (τ )| = 4 sin K1 2 2 and we obtain the estimate ˆ |ψK (τ )| ∼ which gives the thesis. 1] ∪ [−1. T2 K ∈ Zd . K2 odd . 0]2 λ0 (τ ) 0 (τ ) 0 (τ ) ψ(τ. (5. 0]. 1]2  λ0 (τ ) λ0 (τ ) λ0 (τ )    1  2 1  Q yλ+1/2 . It follows from propositions 9.and γ0 (τ ) ∈ R is a proper phase shift. y2 +1/2 eiγ0 (τ ) if y ∈ [0. otherwise →0 (5. 1]2 defined. y2 −1/2 eiγ0 (τ ) if y ∈ [0. y) :=  − 1 Q y1 +1/2 . y := ˜ y + 1/2 .

From lemma 2 and equation (5. Take t = δ(t) ρ . if µ ζ(t) s+4 1 one gets 1 2 t= ρ µ2 γ | log µ| ≥ 2 > µ D .37) and choose r = 4 in estimate (5. |Q(mλ0 )| ≤ (mλ0 )n 84 . the estimate z always holds. µ2 s s | log µ| D 1 2 ≥ γ [T − µ2 t] 2 − δ s| 1 . the solution of the NLS is greater than the domain R of the normal form. D and from (5.31) and proposition 10 one gets | log µ| ¯ = z(t/µ2 ) D 2 s ¯ = ψ(t/µ2 ) 2 s =C m≥1 ˆ m1+2s |Q(mλ0 )|2 . i. By contradiction. if µ is small and s > 4.30) and the scaling of time we can write ζ(µ2 t) Moreover.e. As regards theorem 32 we notice that. (5. and the thesis of theorem 31. and from the inequality C ˆ for all n ∈ N. Let us define R := . if µ ¯ σ(t/µ2 ) = 1. from equation (5.Proof.25) thus we obtain ˜ 2 s ≤ C(µR)ReC(µR) t = Cµ | log µ| C | log µ| ρ ˜ e D . we have D | log µ| 1 d+2s . From inequality (5. ˆ ¯ with λ0 = λ0 (t/µ2 ).32). Since Q is a Schwartz function also Q is Schwartz.37) we get z(t) s+4 t= ρ µ2 ≥ γ (T − ρ) 1 2 − Cµ1− D ˜ Cρ | log µ| D .36) and (5.36) ≥| ζ s (5. and suppose that the solution of the NLS holds in the domain of the normal form till blow up time T . ˜ Choosing Cρ < D and ρ := T − µ2 .

The transformation (u. Choosing n = s + 2 one obtains 1 . b. 3 4 and after the Taylor expansion we obtain 1 P = −1 µα u3 u4 ( u)2 + µ2 β + 3 4 2 dy with an unchanged remainder. c are suitable constants. η) = −1 µ2 iA ξ · η + Bξ 2 η 2 dy where A ∈ R+ . The average of the perturbation is given by 1 P (ξ.KG model We retrace the normalization steps with the α. η) gives 1 P (ξ. 9 thus if α is sufficiently large one gets the focusing NLS.one gets the series ψ 2 s ≤ Cλ−2n 0 m≥1 m1+2s−2n . v) → (ξ. β nonlinearity.5 α. otherwise the defocusing NLS. 85 . 5 3 B := − β + α2 . 8 12 Remark. In particular the Hamiltonian KP takes the form 1 KP (u) = −1 4 u3 2u αµ + βµ dy. λ0 (t/µ2 ) ≤ 1 | log µ| 2(s+2) which gives the thesis. η) = −1 µ α β a1 ξ 3 +a2 ξ 2 η+a3 ξη 2 +a4 η 3 +µ2 b1 ξ 4 +b2 ξη 3 +b3 ξ 2 η 2 +b4 ξη 3 +b5 η 4 + 3 4 +µ2 c1 ( ξ)2 + c2 ξ · η + c3 ( η)2 dy where the indexed a. β . We notice that the sign of M depends on the following inequality 10 B ≥ 0 ⇔ β ≤ α2 . 5. which converges if n > s + 1.

.1) on GL . fixed s. Q (0) = Q −  N (0). L − 1]d ∩ Zd . Let Tf > 0 be the time of validity of theorems 30. one defines (P. 32 can be also applied on proper invariant manifolds for the harmonic energies of the KG model. Then these theorems can also be stated on the invariant manifold defined by κ E L (t) = E k (t). k ∈ GN N κ E L (t) = E k (t) = 0. Correspondingly. where 86 . The interesting thing is that any smooth solution of the Hamilton equations of (5.5. N ∀κ ∈ GL . This happens if we choose lattices with a number of particles which can be factorized in the product of two integers. Let (P . every solution of the KG model on GL with initial data such that P (0) = P −  N (0).6 Invariant manifolds In certain cases theorems 30. 31. ∀ ∈ GL . κ ∈ GL . with L = mN and m an integer. 31. Every solution of the KG model on GN can be extended by periodicity to a solution on GL . Consider the system (5. This is a consequence of the following proposition which is a generalization to an higher dimensional situation of a remark explicitly stated by Rink in [Rin02]. N N N can be identified with a corresponding solution on GN . ∀κ = mk. Q )∈GL be a state.. such that κ = mk.1) in GN defines a solution of the system in GL . Q) 2 s = κ∈GL ˆ ˆ (|Pκ |2 + |Qκ |2 )|κ|2s . Consider a lattice GL := [−L. µ2 Proof. Viceversa. Qκ ) by ˆ Pκ = 1 (2L) d 2 P e−i ∈GL (·κ)π L .  1 d := . 32 on GN .. . Proposition 14. for all times t fulfilling |t| < Tf . We define the ˆ ˆ Fourier coefficients (Pκ .. More precisely one has the following Theorem 34.

38) ≡ Ek Nd ˆ and similarly for Qκ (t). The corresponding relation on the Fourier coefficients can be obtained as follows. Then one has the following equivalence with (ˆk (t). = Ek . where κ := mk. qk (t)) p ˆ ˆ Pκ (t) = m 2 pk (t) if k ∈ GN ˆ 0 otherwise Eκ Ld d (5. Let (Pκ (t). Thus one gets that κ/L = k/N = k). Qκ (t)). κ ∈ GL . From proposition 14 and lemma 3 the thesis follows. The proof is deferred to appendix B. (remark 87 .The proof is deferred to appendix B. ˆ ˆ Lemma 3. κ > 0 be the Fourier modes of the canonical variables in GL .

88 .

Gordon lattice In this section we report some numerical computations to study the dynamics of the KG lattice just considered in chapter 5 varying the boundary conditions and the nonlinearity. For computational easiness. we will restrict mainly to the one-dimensional case and we will search for the eventual formation of metastable states with periodic or Dirichlet boundary conditions in the β and α.Chapter 6 Boundary effects and metastability in a Klein .1: Klein-Gordon chain with periodic boundary conditions.1 Periodic boundary conditions Figure 6. The model we choose is a chain of N + 1 particles with a linear coupling term and 89 . β-model. 6.

The transformation to the normal modes takes the form xj = 2 N +1 2 N +1 N −1 2 qk sin k=1 N −1 2 (1) j(2k)π j(2k)π (2) + qk cos N +1 N +1 j(2k)π j(2k)π (2) + pk cos N +1 N +1 . . y) = H2 (x. .25 (or α = 0 in the β-model). α. . j j=1 N +1 β H4 = 4 x4 . In both cases one can see the formation of a packet with an exponential decay for the harmonic energies even if in the α. 2(N + 1) In the simulations we consider initial data with all the energy equally distributed among the first mode of the expansion in sines and the first mode of the expansion in cosines. We plot the sine modes with the symbol + and the cosine modes with the symbol ×. xN +1 and y1 . with frequencies given by Ωj = 1 + 4 sin2 jπ . 6. j j=1 H3 = α 3 N +1 x3 . j j=1 where x1 . . β-model . y) + H3 (x) + H4 (x) with 1 H2 = 2 N +1 2 yj j=1 1 + 2 N +1 [(xj+1 − xj )2 + x2 ].2. We also suppose that N + 1 is an even number. yj = pk sin k=1 (1) .e. The request of small amplitude that we imposed in chapter 5 can be obtained by taking a low value of the total energy. .3 we report the evolution of the average harmonic energy for the β and α. y1 ≡ yN +2 . . so that we set the system with conditions similar to the FPU ones (i. with all the energy on the first mode). β-model it involves a larger number of modes. . . yN +1 are respectively the displacements around the equilibrium positions and the conjugated momenta with the bonds x1 ≡ xN +2 .a nonlinear on-site potential as described by the Hamiltonian H(x. where (qk . β are perturbative parameters with α = β = 0. 90 . In figures 6. pk ) are the new coordinates and momenta.

91 . 108 .Figure 6.2: Average harmonic energies for N = 63 and total energy E = 0. The symbols + and × respectively indicate the coefficients of sine and cosine expansion. Number of integrations: orders of magnitude of 105 . A metastable state is formed which involves a packet of modes.1 for the β-model with periodic boundary conditions.

More modes take part into the packet. Number of integrations: orders of magnitude of 105 .3: Average harmonic energies for N = 63 and total energy E = 0.Figure 6. β-model with periodic boundary conditions.1 for the α. holding an exponential decay. 108 . 92 .

. .2 Dirichlet boundary conditions Figure 6. j j=0 N H4 = x4 . qk sin N +1 k=1 93 N yj = 2 N +1 N pk sin k=1 jkπ . The transformation to the normal modes takes the form xj = 2 N +1 jkπ . xN +1 and y0 . y) = H2 (x. The case with Dirichlet boundary conditions requires a transformation of coordinates which takes into account only of the sine terms. α. yN +1 are the displacements around the equilibrium positions and the conjugated momenta with the bonds x0 = xN +1 = 0. N +1 . . j j=0 H3 = α 3 β 4 N x3 .25 (or α = 0 in the β-model). . . y) + H3 (x) + H4 (x) with 1 H2 = 2 N 2 yj j=1 1 + 2 N [c(xj+1 − xj )2 + x2 ]. and c is a coupling constant generally posed to 1. j j=0 where x0 . β are perturbative parameters with α = β = 0. . .6. .4: Klein-Gordon chain with Dirichlet boundary conditions. In particular we chose a chain of N + 2 particles with Hamiltonian H(x. y0 = yN +1 = 0.

To estimate the decay of the α.9 and 6. where time is valued as the number of integration steps (in this case of the order of 108 .8). β-model is characterized by a not very fast decay with a formation of a peak.where (qk . if we analyze the evolution of the average harmonic energies. This decay seems not to be affected by the number of particles.10). β-model it can be interesting to change the scale of the x-axis (from linear to exponential). We choose initial data with all the energy assigned to the first two modes. even if for quite long times a certain amount of energy can be distributed through few modes of low frequency (see figures 6. In particular. It turns out that this decrease seems well fitted by a power of the order of k −6 (see figure 6. depending on the coupling constant. while the β-model shows an exponential decay of the average harmonic energies similarly to the periodic case (see figure 6. β-model in respect to the β-model.6. Starting from these data. we get the formation of a metastable state with a completely different behaviour in the α.6). 94 . see figure 6. and Ωj = 1 + 4 sin2 jπ 2(N + 1) are the frequencies of the normal modes. The choice of two modes is due to avoid an invariant manifold for the harmonic energies of the system by which if one excites just the first mode then one has a distribution of energy involving only the odd modes. the α. This phenomenon seems to be stable for quite long times. and if one excites just the second mode only the even modes take part into the dynamics. One can see a power-like distribution from the third mode onward except for the peak which can be removed lowering the coupling constant to c = 0.5). pk ) are the new coordinates and momenta.

An exponential decay involves only a packet of modes. 95 . Number of integrations: orders of magnitude of 105 .Figure 6.5: Average harmonic energies for N = 63 and total energy E = 0. 108 .1 for the β-model with Dirichlet boundary conditions.

Number of integrations: orders of magnitude of 105 . A metastable state is formed with a peak at nearly 2/3 of the total number of modes. 108 .Figure 6.1 for the α. 96 .6: Average harmonic energies for N = 63 and total energy E = 0. β-model with Dirichlet boundary conditions.

Number of integrations: orders of magnitude of 108 .1 for the α.Figure 6. 97 . β and β-model with Dirichlet boundary conditions.7: Average harmonic energies for N = 63 and total energy E = 0. The first few modes nearly coincide varying the nonlinearity.

8. 0.75. 98 . Coupling constants: c = 1. 0. In logarithmic scale a power-like decay is more clear. The crosses indicate the position where the mode should be to lay on a curve decreasing as k −6 starting from the third mode.6. 0.8: Average harmonic energies for N = 63 and total energy E = 0. Number of integrations: orders of magnitude of 105 .Figure 6. β-model with Dirichlet boundary conditions.001 for the α.

The number of particles seem not to have an influence on the decay.Figure 6.5. β-model with Dirichlet boundary conditions. 16 · 10−5 for the α. 255. 1023 and total energy E = 10−5 .9: Average harmonic energies for N = 63. Coupling constant: c = 0. 4 · 10−5 . Number of integrations: orders of magnitude of 105 . 99 .

16 · 10−5 for the α. 100 . 1023 and total energy E = 10−5 .10: Average harmonic energies for N = 63.5. For longer times there is a concentration of energy on few modes of low frequency holding the same order of decay on the higher ones.Figure 6. Number of integrations: orders of magnitude of 107 . 255. β-model with Dirichlet boundary conditions. 4 · 10−5 . Coupling constant: c = 0.

y) = H2 (x.k=1 2 h. .m . yh.m Uhklm . k = 0. N +1 N +1 N +1 and (ql.k h.k β H4 = 4 N N N N x4 . 3 h. . N.k = yN +1. . . .k . . y) + H3 (x) + H4 (x) with H2 = 1 1 2 yh.k = 0. N + 1. For the perturbative parameters α.k=0 α H3 = x3 .k = xN +1. . where kmπ 2 hlπ sin sin . h. . l.m ). N + 1.m Uhklm . with h.N +1 = x0. .k 2 h.k and yh. k = 0.m=1 pl.m=1 ql.k+1 − xh. The transformation to the normal modes takes the form N N xh.k = 0.k = l. 2(N + 1) 2(N + 1) l. . N.m = (p2 + Ω2 ql.N +1 = y0. β we choose the values α = β = 0. .k=0 h. while the frequencies are Uhklm = Ωl.0 = yh. are respectively the displacements around the equilibrium positions and the conjugated momenta.m ) are the new coordinates and momenta. .k )2 + (xh. pl. . h. We also impose the bonds xh. .The phenomenon just described seems not to be affected by the dimension of the lattice as we report in the following. .k − xh.k = l. Thus we get N × N harmonic energies 1 2 El. . m = 1.m 2 l.m = 1 + 4 sin2 mπ lπ + 4 sin2 .k )2 + x2 ].m 101 l. with h.0 = xh.25 (or α = 0 in the β-model).k=0 where xh. m = 1. yh.k + [(xh+1. . The corresponding model in two dimensions is a lattice of (N + 2) × (N + 2) particles with a linear coupling term and a nonlinear on-site potential described by the Hamiltonian H(x.

In order to avoid invariant manifolds for the harmonic energies, we excite the first three modes: (l,m)=(1,1)=(1,2)=(2,1). In figure 6.11 we report the average harmonic energies for all the indexes, while in figures 6.12 and 6.13 we report only two sections of “lateral” and “diagonal” indexes. More precisely we mean the following: the lateral indexes are the ones of the form (l,1) for l = 1, . . . , N , (there is no difference choosing (1,m) for m = 1, . . . , N ) ; the diagonal ones are instead of the form (l,l) for l = 1, . . . , N . The system evolves in a very similar way to the one dimensional case, showing a metastable state with a very different behaviour in the α, β and β case. Thus, it appears that the different rate of decay depends only on the boundary conditions and nonlinearity. One can also notice that the Dirichlet case considered in theorems 30 (see the remark after the theorem), 31, and 32 is a subcase of the periodic one, which in numerical simulations in one dimension holds an exponential decay for energy small enough in accordance with the statement of 30. From analytical and numerical results, one can conclude that the dynamics of these Klein-Gordon lattices are qualitatively affected by the dimension (with the formation of a threshold when β < 0 and d = 2, 3), the boundary conditions, the on-site nonlinearity, and, at least for the α, β case with Dirichlet boundary conditions, by the coupling potential. However, in all these cases, for specific energy small enough, a metastable state is formed.

102

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Figure 6.11: Average harmonic energies for N ×N = 31×31 and total energy E = 0.1 for the β and α, β-model in two dimensions with Dirichlet boundary conditions. Number of integrations: order of magnitude of 106 . A metastable state is formed with a very different behaviour in the β and α, β case.

103

Figure 6.12: Average harmonic energies of lateral and diagonal indexes for N × N = 31 × 31 and total energy E = 0.1 for the β-model in two dimensions with Dirichlet boundary conditions. Number of integrations: order of magnitude of 106 . An exponential decay involves only a packet of modes.

104

Figure 6.13: Average harmonic energies of lateral and diagonal indexes for N × N = 31 × 31 and total energy E = 0.1 for the α. Number of integrations: order of magnitude of 106 . A metastable state is formed with a similar behaviour to the one dimensional one. 105 . β-model in two dimensions with Dirichlet boundary conditions.

106 .

The main reason is that the sup norm of a function controls also the supremum of the derivatives of the function. For any s ≥ 0 one has XR1 (z) s ≤ C2 µ4 R. δv δu In particular. ∀z : z s+2 ≤ 2R Proof. we have u XP (z) = 0. v XP (z) = −βµ2 u3 + µ2 ∆u. . By the definition of vector field one has u v XP (z) := [XP (z). For any s ≥ 0 one has XP (z) s ≤ C 1 µ2 R 3 . XP (z)] := δP δP . it is useful to complexify the phase space.s = u 2 σ. So we will consider the phase variable z as a complex variable.s 2 σ.s σ. Since u3 2 ≤ C u 6 σ.s+2 Lemma 5.Appendix A Proof of theorem 33 Because of the analyticity of the Hamiltonian and of its vector field.s+2 ≤ Cµ4 u 6 σ.− . The estimate of XP is an immediate consequence of the definition of the norm. Let us prove the following Lemma 4.s ∆u one has XP (z) 2 s v ≡ XP (z) 2 σ. 107 ∀z : z s+4 ≤ 2R.

nr ∀z : z s+2+r 3 ≤ R 2 = 1 nr . 108 s+r→s s ≤ C3 µ2 R3 . and after the expansion d d ∆i. Πn v).µ u = i=1 i=1 K uK eiKy [(eiKµei − 1) + (e−iKµei − 1)].t. Thus we have the following Lemma 6. We first notice that I − Πn and that XP −P (n) (z) = [XP (z) − XP (Πn z)] + (I − Πn )XP (Πn z).Proof. and finally define P (n) (z) := P (Πn (z)). define the projector Πn on the Fourier modes with index smaller than n. and any n ≥ 0. v) := (Πn u. while the fourth order one goes into the remainder. u From here XR1 (z) 2 s ≤ Cµ8 u 2 σ. In Fourier coordinates this term i=1 takes the form d d ∆i.o. So we can get an estimate for the K-th coefficient of the vector field: ˆv |(XR1 )K |2 ≤ Cµ8 |K|8 |ˆK |2 . one has XP −P (n) (z) Proof. More precisely.µ u = i=1 i=1 K uK eiKy [−(Kµei )2 + (Kµei )4 + h. For any s ≥ 1 there exists a constant C such that. Πn {uK }K∈Zd = {uK }|K|≤n define also Πn (u. in particular from the coupling term d ∆i. The remainder comes from a Taylor expansion of the vector field XK . i. 12 Thus the second order term takes part in the perturbation. At this point we perform a Galerkin cutoff of P .µ u.]. for any r ≥ 0.s+4 .e.

|(XP∆ (z) − XP∆ (Πn z))K | = |K|2 (δ|K|>N )|ˆK |. We now use Lie transform to construct a canonical transformation averaging the Hamiltonian up to order µ4 .1) As regards the coupling potential one can estimate XP∆ and from XP∆ −P (n) (z) ∆ s ≤ Cµ2 z s+2 . 1 z nr s+r . (R > 1).We split P := Pβ + P∆ . I − Πn s+r→s XPβ (Πn z) s+r→s+r ≤C 1 (βµ2 ) z 3 nr The on-site perturbation is estimated by XP β −Pβ (n) (z) s ≤ C(3βµ2 ) z 2 s · 1 z nr s+r +C 1 (βµ2 ) z 3 nr s+r ≤C 1 (βµ2 ) z 3 s+r nr (A. ≤ 1 2 µ z nr s ≤C (A. s+r→s XP∆ (Πn z) s+r+2→s+r .2) gives the statement. s+r+2 . where Pβ . Thus we can obtain the estimates: XP where XPβ (z)−XPβ (Πn z) s (n) β −Pβ (z) s ≤ XPβ (z) − XPβ (Πn z) s + I − Πn s+r→s XPβ (Πn z) s+r→s+r ≤ sup dXPβ (z) z∈Us s→s I−Πn s+r→s z s+r ≤ C(3βµ2 ) z 2 s · s+r . 109 .1). u XP∆ (z) − XP∆ (Πn z) I − Πn One gets 1 2 µ z s+r+2 nr The worst case between estimates (A. s ≤ XP∆ (z) − XP∆ (Πn z) s + I − Πn s+r→s XP∆ (Πn z) s+r+2→s+r . (A.2) One can notice that XP (n) is analytic as a map from Ps to itself and that XP (n) (z) s ≤ Cn2 z s +C z 3 s ≤ Cn2 R3 µ2 ∀z : z s ≤ 2R. P∆ respectively denote the perturbed on-site and coupling potential. XP∆ −P (n) (z) ∆ s ≤ C1 1 2 µ z nr C2 s+r+2 .

3) are estimated by Lemma 7. we assume that Xχ and obtain the estimate Xχ (z) s s ≤ δ. which we will estimate in a subsequent lemma.16). H0 } = P (n) . H0 } + R where R = (P − P (n) ) ◦ T + R1 ◦ T + P (n) ◦ T − P (n) + [H0 ◦ T − H0 − {χ. and assume that the corresponding Hamiltonian vector field is analytic as a map from Ps to itself ∀s ≥ 1. Fixed δ < 2R.8) ≤ 2C6 Rµ4 . ≤ 2 XP (n) s ≤ 2Cn2 R3 µ2 ∀z : z s ≤ 2R To control the vector field Xχ we suppose 2Cn2 R3 µ2 < δ. according to lemma 8.4 of [Bam99a] this is given by 1 χ(z) := 2 2 0 t P (n) (Ψt (z)) − P (n) (Ψt (z)) dt and its vector field is analytic.H0 } ≤ C8 µ n R .5) (A. Moreover the various terms of (A. s s+4 ≤R s+2 XP (n) ◦T −P (n) ≤ C7 µ n R . thus follows that the transformation T exists and fulfils the estimates (5. One has K ◦ T = H0 + P (n) + {χ. ˙ We denote by T t the corresponding time t flow and by T the time 1 flow. nr 4 4 5 ∀z : z ∀z : z 5 s+2+r ≤R (A.Let us consider an auxiliary Hamiltonian function χ (of order µ).3) is the sum of the higher order terms. H0 }] (A. The following estimates hold X(P −P (n) )◦T XR1 ◦T s s (A. We use such a T in order to transform our Hamiltonian system K.7) (A. s ∀z : z ≤R ≤R XH0 ◦T −H0 −{χ. and consider the corresponding Hamilton equations z = Xχ (z). First of all we choose χ in such a way that P (n) + {χ.6) (A. 110 4 4 ∀z : z s+2 .4) ≤ C5 µ2 R3 .

7) are of the same order of magnitude by choosing 2 n = (µR)− 4+r which gives the estimate (5.6) are an application of lemma 8.2 with R = 3/2.14) follows by (A. 8 ∀z : z s+2+r 3 ≤ R 2 and thus one can simply substitute P in place of P (n) including the difference in the remainder.Proof.5) and (A. and from lemma 8.5) and (A. δ = 1/2 and R = 2. δ = 1. δ = 1. 111 .7) and (A. All these estimates follow directly from some lemmas already proved in [Bam99].3 with R = 2. More precisely (A.4) substituting the value of n. To conclude the proof it is enough to remark that XP − P (n) (z) s ≤ C9 (µR)4− 4+r R. Equation (5. δ = 1.5 with R = 2.15) for the remainder.8) follow from lemma 8. The inequalities (A. Up to now we have shown that K ◦ T = H0 + P (n) + R with R fulfilling the wanted estimate. Equations (A.

112 .

Let us introduce a 2N -periodic interpolating function for qj . dim(N ) = d. N (B.d is the canonical basis of Rd .e... . Proof. ˆN 113 . and {ei }i=1. i. Denote N k·xπ 1 qk := ˆN q N (x)e−i N dx. 14.1) where N := (N. and lemma 3 To prove proposition 11 we need to state the following Lemma 8. a smooth function q N (x) such that qj = q N (j). d (2N ) 2 −N then one has k·jπ k·jπ 1 1 qk ei N = ˆN qj = q N (j) = qk+2N l ei N ˆN d d (2N ) 2 k∈Zd (2N ) 2 k∈GN l∈Zd which implies qk = ˆ l∈Zd qk+2N l . . N ). . Nd 2N d 2 M ∈L where L := {M ∈ Zd : M µ = 2l with l ∈ Zd } and Ek = 0 otherwise. ∀k : µK = k . For a state of the KG corresponding to a pair of functions (u... v) one has Ek |ˆk |2 + Ω2 |ˆk |2 p |ˆK+M |2 + Ω2 |ˆK+M |2 v k q k u d+2 := =µ .Appendix B Proofs of propositions 11. . q N (x ± 2N ei ) = q N (x).

(B. and as a first step we remark that.Since q N (j) = µu(µj).3) .3) one has. Proof of proposition 11. v) 2 s + h.1) on GN take the form qj = p j ˙ dV (qj ) pj = − ˙ − dqj d i=1 dW (qj − qj−ei ) dW (qj+ei − qj ) − dqj dqj 114 (B. one obtains the relation qk = µˆK . 2 and equation (5.1). From the last estimate we have the thesis. ˆN u From the definition of µ the statement on the harmonic energies follows. one has 2 kπ 2 µKπ 2 4 4 ωk = 2 sin = 2 sin ≤ π 2 |K|2 . v) l=0 µ 2l ≤ Cµ2s (u.12) immediately follows. v) 2 s |ˆK |2 + Ω2 |ˆK |2 v |ˆK |2 + |ˆK |2 v u k u ≤ [1 + (πµ|K|)2 ] 2 2 4 2 2 4 2 ≤ µ [1 + (πµ|K|) ] (u. v) |K|2s 2 s 2 ≤ µ4 (u. k We start from equation (B. v) s + h. v) s ≤ µ (u.o.t. for |K| ≤ µ− s 1 Ek ˆ − Ωk |ψK |2 = µd+2 N d M =0. Concerning (5. k and that.o.t. for Kµ = N . for |K| ≥ µ− s one has |ˆK |2 + |ˆK |2 ≤ v u thus (u. ≤ |ˆK+M |2 + Ω2 |ˆK+M |2 v k u 2 M ∈L |ˆK+M |2 + |ˆK+M |2 v u ≤ 2 2s [1 + (πµ|K + M |)2 ] M =0. M ∈L 2 s [1 + (πµ|K + M |)2 ] (u.2) 2 µ µ 2N µ 2 thus 2 Ω2 = 1 + ωk ≤ 1 + (πµ|K|)2 . The equations of motion of the Hamiltonian (5. Proof of proposition 14.

. . Q ) with the respective (pj . . pj (t) = P −  N (t). From the equality d (m−1) e−2πi i=1 ni =0 (n·κ) m = md if κ = hm with h ∈ Zd 0 otherwise.4) and defined κ := mk. ˙ ˙ Then we can identify the equations of motion (P . Q) is defined on GL . Thus (P. since (B. d N ..2). i. Proof of lemma 3. Consider the K-th coefficient of P in GL as defined in (5.3) is invariant under j + nN → j it is easy to see that (P (t). Qj+nN (t) := qj (t). qj ). ∀ ∈ GL := 1 N . nd ) subjected to −(m − 1) ≤ ni ≤ (m − 1). Q (t)). one gets the thesis. .Let (pj (t). Q (0) = Q −  N (0). ∀i = 1.4) with n := (n1 .. Viceversa. qj (t)). Consider its extension by periodicity Pj+nN (t) := pj (t). ˙ ˙ and the solution on GL can be identified with the corresponding solution on GN . 115 . qj (t) = Q −  N (t).e. d.. . where we used the definition (B. Define −  N pj (0) := P (0). Q (t)) is a solution of the KG model in GL . Then. . We get ˆ Pκ = 1 m d 2 1 (2mN ) d d 2 d (m−1) 2N pj e−i i=1 ni =0 ji =1 (n·κ) m [(j+n2N )·κ]π mN = (m−1) e−2πi i=1 ni =0 1 (2N ) d 2 pj e−i j∈GN (j·k)π N . (B.  ∈ GL be a solution of the KG model in GL with initial data such that P (0) = P where  N −  N (0). . . qj (0) := Q −  N (0). let (P (t).. j ∈ GN be a solution of the KG model in GN .

116 .

¨ j j for j = 0. τ2 x(t) − x (t) + O(τ 4 ).1) There are different algorithms with different orders of truncation for the Taylor expansion of the equations. . N. C.1 Leap frog algorithm x = f (x). .Appendix C Technical data of simulations Our simulations involve a numerical integration of the equations of motion (e. .. one has x(t + τ ) = x(t) + τ x(t) + ˙ x(t − τ ) = x(t) − τ x(t) + ˙ Adding the two equations one has x(t + τ ) = x(t) + [x(t) − x(t − τ )] + τ 2 f (x) + O(τ 4 ). .. In particular we chose the leap frog algorithm. for the KG model with Dirichlet boundary conditions) xj = [xj+1 − 3xj + xj−1 ] − αx2 − βx3 . x(t) + x (t) + O(τ 4 ) ¨ 2 6 τ 3 . ¨ 2 6 (C.. By means of a forward and a backward Taylor expansion of a solution x(t) centered in an arbitrary value t with an increment τ .4) . defining ∆x = [x(t) − x(t − τ )] we get the system ∆x(t + τ ) = ∆x(t) + τ 2 f (x(t)) + O(τ 4 ) x(t + τ ) = x(t) + ∆x(t + τ ) 117 τ2 τ 3 .g. Now.. (C.2) Let us consider the following differential equation with f a regular function. ¨ (C.3) (C.

31. ∆x ←− ∆x + τ 2 f (x) x ←− x + ∆x At this point. The number of operations is proportional to N 2 which is quite expensive computationally.Thus. 63.e. 118 . we have an iterative rule to determine the values of the dynamical variables x and ∆x with an integration step of τ . It is however possible to reduce it to N log N by means of the Fast Fourier Transform (FFT) libraries. The programs are written in C endowed with Mizar library for the graphical part. The simulations were performed with a step τ = 0. as long as N + 1 = 2k for some k ∈ N. neglecting the remainder. 511. by eq. it is necessary to choose initial conditions for x and ∆x. 255.4) ˙ ˙ we have τ2 τ 3 ∂f ∆x0 = τ x0 − f (x0 ) − ˙ (x0 )x0 + O(τ 4 ). That is the reason why in our simulations we chose N = 7. 127. ˙ 2 6 ∂x The choice of this algorithm is due to its particular adaptability to Hamiltonian systems. 1023. We suppose that the values x(0) = x0 and x(0) = x0 are known from the problem. i. To compute the harmonic energies it is necessary to perform a transformation to normal coordinates.05 which keeps the error on the energy generally around 10−4 . ∆x(t)) to (x(t + τ ). (C. and the algorithm preserves the symplectic structure of the Hamiltonian flow but for the truncation of the small term O(τ 4 ). ∆x(t + τ )) is canonical. Indeed in such cases the transformation from (x(t).

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