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Nonlinear Functional Analysis - Schwartz
Nonlinear Functional Analysis - Schwartz
FUNCTIONAL mathematics
ANALYSIS and its
applications
Jacob T Schwartz
GORDON AND BREACH
SCIENCE PUBLISHERS
Nonlinear Functional
Analysis
J. T. SCHWARTZ
Courant Institute of
Mathematical Sciences
New York University
Notes by
H. Fattorini
R. Nirenberg and H. Porta
with an additional chapter by
Hermann Karcher
All rights reserved. No part of this book may be reproduced or utilized in any
form or by any means, electronic or mechanical, including photocopying, recording,
or by any information storage and retrieval system, without permission in writing
from the publishers. Printed in East Germany.
Editors' Preface
JACOB T. SCHWARTZ
MAURICE LEvI
Contents
Introduction . . . . . . . . . . . . . . . . . . . . I
Index . . . . . . . . . . . . . . . . . . . . . . 235
Introduction
idea of this latter theory may be explained as follows. Suppose that the solu-
tio'ns of a functional equation ¢(x) = 0 are to be studied in the vicinity of a
given solution x = 0. (Here, 0 is taken to be a differentiable mapping of a
B-space X into itself.) We may write ¢(x) = x + Kx + tp(x), where ly(x)I
= 0(1x12) for x near 0, and where K is a linear transformation. If (I + K)-'
exists as a bounded operator, then, by the implicit function theorem, x = 0
is an isolated zero. In the bifurcation theory, we suppose only that K is com-
pact, and wish to consider the case in which (I+K)'' does not exist. In this
case, it follows by the Riesz theory of compact operators that X decomposes
as a direct sum X = Y ® Z of two subspaces, both invariant under K, the
second being finite dimensional, such that (I+K) is a bounded mapping Y
onto itself having a bounded inverse. Correspondingly, we may write
x = [y, z], and write the equation 4,(x) = 0 as a pair of equations:
01 (y, z) = (I + K)y + V, (y, z) =0
4, (y, z) = (I +K)z+V2(y,z) =0.
By the implicit function theorem, the first equation may be solved for y in
terms of z : y = Y(z). Substituting this solution into the second equation,
we find that the solutions of the original equation 4,(x) = 0 are in one-to-one
correspondence with the solutions of the equation (I + K) z + 1p2 (Y(z), z) = 0.
This last equation, however, may be regarded as a finite system of equations
in a finite number of variables, upon which all the resources of finite-dimen-
sional analysis may be brought to bear.
An introduction to the theory of bifurcation as outlined above may be
found in Graves' article Remarks on singular points of functional equations,
Trans. Amer. Math. Soc., V. 79, 150-157 (1955).
In addition to the "soft" version of the implicit function theorem described
above, there exists iu the functional-analytic case a separate "hard" version
of the theorem. The precise statement of this second version of the implicit
function theorem will be given in a later lecture. At present we shall only
remark that this theorem applies even in cases where the Gateaux derivative
of4, is unbounded as a linear operator, and has an unbounded linear inverse.
The theorem is due to J. Nash: The imbedding problem for Riemannian mani-
folds, Anti. Math. 63, pp. 20-63 (1956). J. Moser (A new technique for the
construction of solutions of non-linear differential equations, Proc. Nat. Acad.
U.S.A., V. 47,1961, pp. 1824-1831) made the useful observation that Nash's
"hard" version of the implicit function theorem could be proved by an
appropriate modification of the "Newton's Method" of finite dimensional
analysis, the superrapid convergence of Newton's method compensating,
4 NONLINEAR FUNCTIONAL ANALYSIS
' The work of H. Karcher was supported at'the Courant Institute of Mathematical
Seiencm New York -University, by the National Science Foundation under Grand
NSF-GR8114.
8 NONLINEAR FUNCTIONAL ANALYSIS
(1953) pp. 175-181) the degree of such a zero is actually positive. This result,
combined with the results available from the general theory of degree, leads
to a principle of permanance of zeroes that generalizes the well-known
theorem of Rouchk to the functional case.
6. Miscellany: In addition to the five principal categories of results out-
lined above, a variety of miscellaneous special results must be included in
our subject. These will be noted as they arise in our subsequent lectures.
In the present introduction, we shall note the work of Hammerstein (cf.
Nichtlineare Integralgleichungen nebst Anwendungen, Acta Math., V. 54
(1930) pp. 117-176) on integral equations, in which the order properties of
the integral operators studied are exploited. This work is related to the
theory of monotone operators alluded to above.
We may also mention the existence of various investigations, notably those
of E. Rothe, devoted to the variational method in functional analysis, i.e.,
to the possibility of solving functional equations 4(x) = 0 by casting them
into the form O(x) = min, Where 0 is an appropriately selected functional.
While the literature on the subject of the present course of lectures is
somewhat scattered, a number of useful books have dppeared. We mention
in the first place the book of Krasnoselskii: Topological methods in the theory
of non-linear integral equations, Moscow, 1956, 392 pp. An English trans-
lation of a related survey article by Krasnoselskii appears in the AMS Trans-
lations, Ser. 2, No. 10, pp. 345-409. Krasnoselskii gives a good account of
the available information on continuity and compactness of nonlinear inte-
gral operators of various forms, a good summary account of a number of
other important topics in nonlinear theory, as well as an extensive biblio-
graphy. A less closely related, but still relevant work is the article Functional
analysis and applied mathematics by Kantorovic in Uspekhi Math. Nauk 3
(No. 6) (1948), pp. 89-185, as well as this author's treatise Approximated
methods of higher analysis. An account of the differential calculus in B-spaces
is to be found in the book of Michal: Le calcul difirentielle daps ks espaces
de Banach (V. I, Fonctions analytiques--Equations int6grales) Gauthier-
Villars; 1958 (150 pp.), in the well-known treatise by Hille and Phillips on
semigroups, and in the texts of advanced calculus by Dieudonne and by
Serge Lang. _
Basic Calculus
9
10 NONLINEAR FUNCTIONAL ANALYSIS
clearly x e V implies p(x) < 1. Also p(x) < 1 implies x e tV for some t < 1,
i.e., x = tv, v e V; since V is convex, x e V. We see at once then that
sV = {xlp(x) < e}. Therefore p(x) is continuous at 0, and consequently at
every x.
Conversely, for any e > 0, there exists d > 0 such that p(x) < d implies
lxl < e. Simply choose d so that d V e S., where S. = {xl lxl < e}. This is
possible since {e V} is a neighborhood basis at 0.
Thus we have shown that l I and p(x) determine the same topology; hence
p(x) is the required norm.
Q.E.D.
B. Elementary Calculus
df(x, y)
dt f (X + ty) 1=0 =
ex ists for every y e X.
We call this derivative the derivative off at x in the direction y, and shall
write it often as (df(x)) (y) or (f'(x)) (y).
1.& Definition: Let X and Y be T.L.S. and let 0: U - Y, where'U is a
neighborhood of 0 in X. We say that 46 is horizontal at 0 if for each neigh-
borhood V of 0 in Y there exists a neighborhood U' of 0 in X, and a function
0(t) such that
0 (t U') c o(t) V.
1.9. DeWtion: Let X, Y be T.L.S. and U open in X. Let f : U -- Y and
xo e U. We say that f is Frechet differentiable, or F-diferentiable at xo, if
there exists a continuous linear map A : X - Y such that if we write
f(xo + y) = f(xo) + Ay + 4)(y)
then 0 is horizontal at 0.
We call A the derivative of f at xo, and we write it df(x, y) as in Defini-
tion 1.7.
1.10. Remark; If the spaces are B-spaces, then the definition of a function
horizontal at 0 is equivalent to
I4)(x)I s .Ixl tv(x)
12 NONLINEAR FUNCTIONAL ANALYSIS
where tp is real valued and lim V(x) = 0. Thus, in a B-space, the condition
x-'0
of F-differentiability can be expressed as follows :
f(xo + y) = f(xo) + Ay + 0(IYI)
1.11. Remark: If a linear function A is horizontal at 0, then A = 0, as
follows at once from the definition. Thus we see that the F-derivative of a
function is unique, because if
f(xo + y) = f(xo) + Ay + 4,(y)
and
f(xo + y) = f(xo) + By + 4'(y)
where A and B are continuous and linear, and 0 and 0' are horizontal at 0,
then A - B is horizontal at 0 (the sum of 0 and 4,' is still horizontal at 0)
whence A = B.
1.12. Remark: The domain of f in the definition of G-differentiability can
be assumed to be a "finitely open set in x", where x is simply a linear space.
Also, for complex spaces, it is easy to see that the Gateaux derivative is
always linear in y, and that the hypothesis of linearity is also unnecessary
for F-derivatives. (Cf. Hille and Philips [1], Sections 3.13 and 26.3.)
In the case Xis a B-space, it is easy to show that F-differentiability implies
Gateaux differentiability.
1.13. Lemma: Let f : U -- Y, where U is open in a B-space X and Y is a
T.L.S. Then if f has an F-derivative at x0, it also has a Gateaux derivative
at x0, and they are equal.
Proof: We write
f(xo + ty) - f(xo) = My + o (I tyl ),
where A is linear and continuous. But o(Ityl) = o(Itl lyl) and
This is not true in general for F-spaces, because its proof depends upon the
inequality IE atrl S E la,l I fil . In L.C.F. spaces, however, one can define
weak integration by appropriate use of linear functionals. (Cf loc. cit.) Local
convexity implies separation theorems which assure the uniqueness of the
integral.
1.18. Lemma: Let x be an F-space, U the sphere {x: lxl < r}, and
0: U - X such that ¢(x) = x + y(x), where V(x) satisfies:
IV(x) - o(y)i 5 a lx - yl with 0 S a < 1, and o(0) = 0.
Proof: (i) We apply the last lemma to the function f(x) = -V(x) + p
where p e X and Ipl < r (1 - a). If we put zo = 0, this inequality implies
that Izo - O(zo)l = IpI < r (1 - a). Hence there exists a point z in U such
that z,, _ -+y(zo,) + p, i.e., O (z,,) = p. (ii) Suppose 4(x) = x + ip(x) = p
BASIC CALCULUS 15
But we can make the integral on the right of the last formula less than one,
by taking x and y in a sufficiently small neighborhood V c U of 0. Then the
preceding lemma applies toil, and, a fortiori, ¢ = Aij maps V homeomorphi-
cally onto a neighborhood of 0 in Y.
Q.E.D.
1.21.Cor6llary: Given the conditions of 1.20, the inverse map 1: 4)(V) -. V
is F-differentiable. Setting ip = 4-1, we have, for y e 4)(V), the formula
a Lipschitz condition for G (s, t). Therefore lim G (s, t) exists for each s,
r-*.-
and G (s, t) can be defined at t = a. We have proved that a = 1.
Q.E.D.
Proof of the theorem: Let yo = 0(0), and y any point in Y. Consider the
straight line segment joining yo and y; we write it y(t), 0 t S 1. As a
particular case of the lemma, there exists a curve x(t), 0 5 t 5 1, in X such
that 0 [x(t)) = y(t). Then O [x(l)] = y, and 4, is onto.
Let, as' before, yo = 4,(0), and suppose there are two points xo, x, a X,
xo 0 x1 such that 4,(x0) z l! = y. We take two curves xo(t) and x,(t) join-
ing respectively 0 to xo and 0 to x1, with 0 5 t 5 1. Then both image curves
yo(t) - 4, (xo(t)) and y1(t) = 4, (x1(t)) will join yo and y. As Y is simply
connected, there exists a function F(s, t) from d to Y continuous in (s, t)
and such that F (0, t) - yo(t), F (1, t) = y1(t), and F (s, 0) = yo, F (s, 1) = y.
By the argument of the lemma, we find a function G-(s, t) from A to X,
continuous and such that 4, (G (s, 1)) = F (s, t), with G (0, t) = xo(t) and
G (1, t) = x1(t). But then the continuous curve G (s, 1) with endpoint xo
and x, is mapped by 4, onto y. This contradicts the local implicit function
2 Schwartz. Nonlinear
18 NONLINEAR FUNCTIONAL ANALYSIS
Now we shall prove some implicit function results for Hilbert space:
1.24. Lemma: Let H be a real Hilbert space, L a bounded linear operator
mapping H into H. Suppose that for every x e H, (Lx, x) z a (x, x) where
a > 0. Then L- I is defined everywhere, and tL- 11 a-1.
Proof: L is 1 - 1, for if Lx = 0, then 0 = (Lx, x) a (x, x), and so x = 0.
The range of L is closed, for if x e range of L and x, -+ x, then L-lx is a
Cauchy sequence:
(L-1Xe _ L-1Xm, LT 1X - L" 1Xm) S 1 (X. - Xm, X. - Xm)
a2
_ ?1 Ix, - Xm1 Z
a
Therefore L- 1x. - y e H; since L is continuous, Ly = x. Now let z e H
be in the orthogonal complement of the range of L. Then for every x e H,
(z, Lx) = 0 implies (z, Lz) = 0 implies (z, z) = 0, and z = 0. We have proved
that the range of L = H, and L is onto. From the inequality (Lx, x) z a (x, x)
we see that jLxi z a. Hence JL-1xl 5 a-1.
Q.E.D.
max =A.
1$!$" IP - xt1
Now, suppose that for 1 i S k we have Ip+ -:xil = A Ip - xtl, and that
for k+ 1 5 I S n we have l p+ - xil < A l p - xtl . We shall show that
p+ a co (xi , ... , xt) (the convex hull of {x. , ... , xk}). Suppose that
p+ 0 co (xi xt). Then, we can separate p+ from co (xi xx) with a hyper-
plane A. If we move the point p+ toward A perpendicularly, it is obvious
that the distance from p+-to every point in the halfspace not containing p+
20 NONLINEAR FUNCTIONAL ANALYSIS
Ip+ - x;(
decreases. We can move p+ by so little as to preserve the inequalities
< A Ip - x,I, k + 1 5 i 5 n, and now we get (p+ - ill < A (p - xil for every
1 5 i 5 n, which is impossible, because p+ realizes the infimum. Thus we
4 it
Ix
BASIC CALCULUS 21
It is easy to see that 0 is an isometry (of course I[x, y]12 = Ix12 + Iyi2), and
that 02 = id.
Now let p = [x, y] and q = [x', y']. We hale:
(4) pMq if 4$(p) L4(q)
For
4$(p) L4$(q)
Suppose now that the range of id + T = range of 4 is not open; then there
exists a point in this range which is a limit of a sequence of points not in the
range, and by (10) and (11), this means that there exists a point [y, z] E r
such that [y, z] = lim [yy, and {[y,,, c r3 - r. But, by hypo-
thesis, the domain o; T is open; hence for some no,
y e domain of T y y 0, z* = z,0, we arrive at
24 NONLINEAR. FUNCTIONAL ANALYSIS
fz*-Ty*12 0.
Thus, z* = Ty', which contradicts (iii). This proves that range of# is open.
(b) As we remarked before, 0 is 1- 1, because it is strongly monotone, and
moreover ¢-: satisfies a Lipschitz condition with constant 1la, as follows
from Definition 1.26 and Schwarz's inequality. Now to prove that ¢ is
onto we use the same argument as was used in Theorem 1.22, in proving
that if x(t) is defined for t < a, it is defined for t = a; as before, we use,
the Lipschitz condition on 4' 1 to prove that x(t) has a limit as t - a. Then
we use the slight continuity of ¢ to prove that 0 (x(a)) = y(a)..
Q.E.D.
On the other hand, spheres in B-spaces are weakly closed, and this means
that:
(3) Ix,I 5 lim Ix,j.
Hence, by (2) and (3)
IXCDI = lim Ix4,l
and so
Xen -, x strongly.
By the continuity of 0 we get 0.
Q.E.D.
(Fx, - Fx'2, x'1 - x2) ? E Ixi - X2112 where s' > 0, x', x2 a L2.
(Calling x; = Dx1, i = 1, 2, and remembering that D is bounded and has a
bounded inverse.)
We therefore see that for solvability it is sufficient to have
(f(s,v) -f(s,v'),v -v') E' IV -v'(2 for all seS, v,v'e V.
(Note'that here the scalar product is that id R", whereas before it was the
one in L2.)
This condition is implied by:
(df(s, v) v', v') Z E' Iv'I2 for all s e S, v, v' e V
which is equivalent to the following condition : There exists an a > 0 such
that the symmetric matrix 'J + J -- eI is positive definite, where J is the
E. Compact Mappings
Proof: We may suppose that p = 0 and that ¢(p) = 0. Let A = d4(p) and
suppose A is not compact. Let S be a bounded subset of E, with non-com-
pact A(S). By the completeness of F, we can find a family {x«} a A(S) and
a neighborhood U of 0 in F such that x« -- xx 0 U whenever a 0 P. Now
let {y«} e S be such that Aya = x«, and for any & > 0, let us define:
n 6(X.) = 0 (&y.)
Then we have :
(1) vla(x,,) - &x. = 4' (by.) - &x. = A (&y.) - &x. + V (&y.) = V (&y,.)
where tp is a function horizontal at 0, i.e. for every neighborhood V of I in F,
there exists a neighborhood U of 0 in E such that
Sp(&U) c of&) V.
Now
(2) rl6(x«) - ,;a(x$) = (&x« - &xa) + (r!a(x«) - &x«) + (&xp - rla(xp))
0(1 VC &V.
Therefore, by (2), tya(x«) - t a(x,) # &V whenever a 0 fi, because if t1j(x«)
- rja(x«) a &V, then &x« - &xj + &V + &V a &U contrary to our assumption.
Hence 0 (&y«) -,0 (&ys) 0 &U for a # fl, and for sufficiently small &, this
contradicts the local compactness of 4).
Q.E.D.
28 NONLINEAR FUNCTI161 AL ANALYSIS
We recall that if X1, X2, ..., X., Z are linear spaces over the same scalar
field, a function M: (X1 x X2 x ... x X.) -+ Z is multilinear or n-linear
if it is linear in each of the variables separately. If X1,..., X., Z are B-spaces
M is continuous iff there exists a constant K such that IM (xi ... x.)J
5 K Ixi I Ix21 ... Ix.l for all x1 in X1, i.e. if it is bounded. The minimum of the
numbers K satisfying this inequality will be called the norm, of M, IMI. The
set of all n-linear bounded maps M from Xi x X2 x ... x X. to Z will be
denoted by B (XI, ..., X.; Z), and it is easy to verify that if X1 and Z are
ZPase B-spaces then B (X1, ..., X.; Z) is a B-space with the usual addition
and scalar multiplication, and with the norm defined above. In the case
Xi = X2 = ... = X., B (XI, ..., X.; Z) will be written B' (X, Z).
1.41. Lemma: Let X1, ..., X., Z be B-spaces over the same scalar field.
Then there is an isometric isomorphism between B (X1, ..., X.; Z) and
B (XI, B(X2, ..., B(X., Z)) ...).
The proof is left as an exercise for the reader.
Suppose that f is F-differentiable on a set Do in X with range off in Z. Then
the function f1, defined for x e Do by fi(x) = df (x), has its values in the
B-space B (X, Z). It makes sense to ask if f, is differentiable. If it is, then the
differential of fi = df will have its values in the space B2 (X, Z) of bounded
bilinear functions of X to Z, where, by the lemma above, we have identified
B2 (X, Z) and B (X, B (X, Z)). We define the differential of fi = df at a
point c to be the second differential off at c and we denote this second diffe-
rential by PA x). Hence d2f (c) is a bounded bilinear function on X to Z.
Higher order differentials are defined by induction.
+ 1 d"-lf(c; x("-")
(n-I)!
+ 1 - t)"-1 d"f(c + tx;
, dt.
n!Proof:
fo
Since the map t -+ d*Ac + tx; x(")) is continuous on [0, 1) to Z,
it is clear that both sides of the equation have a meaning. To establish
the equality let Z* be a continuous linear functional on Z and let F be de-
fined on 10, 11 to the scalar field by F(t) = Z*f (c + tx). Then F«"(t)
= Z* [dkf(c + tx; xwk')] for 0 k 5 n and we can apply the scalar-valued
form of Taylor's theorem to F. If we observe that Z* commutes with
integration, we can apply the Hahn-Banach theorem and obtain the result.
Q.E.D.
(n
Proof: Let
1
An = (1 - t)"-' d" f (c + tx) dt.
n! J o
Q.E.D.
1 f (1 -t)"-'dt=1,
n
30 NONLINEAR FUNCTIONAL ANALYSIS
Note: The reader may easily generalize the definitions and results of this
section to the case of locally convex T.L.S.
G. Complex Analyticity
ow _i 4, (x (Cauchy's formula)
and
n! f0(x+CydC.
Then
0' (p(v)) dt V (V + tu) =u
so
and
f(Ax) = 22f(x)
for every x e B and every scalar A.
It is clear that in such a case f( -x) = f(x) and f(0) = 0. P is called the
bilinear form associated with f. From the definition it follows that
(3) f(x) = +i (x, x),
and therefore f and fi determine each other. Suppose now that B and V are
Banach spaces. It is clear that f is continuous if and only if f is continuous.
If f is continuous, then
(4) If(x)I 5111A IxI2,
where IIPII stands for the norm of f as a bilinear function. If we define
II!II = (4) may be written
If(x)I S 11111 Ix12.
32 NONLINEAR FUNCTIONAL ANALYSIS
and the higher derivatives vanish identically. From the equations above it
follows that :
If'(z)I s 2 Ilfli lzI,
llf"(z)0 = 2 IIfll
Proof: From the definition of fi it follows that
Y (z + h) - f(z) = f(h) + fl (z, h)
and (4) implies that f(h) = o(h). Since fi (z, h) is linear in h, it follows that f
has an F-derivative at every z and the equality f'(z) h = P (z, h) holds. Now
f : B -, Horn (B, V) (being equal to fi) is obviously linear. Then from the
general fact that the derivative of a linear mapping at any point is that linear
mapping, we conclude thatf"(z) = f', or f"(z) = P.
Q.E.D.
CHAPTER II
We proceed as follows. Suppose that statements (2.2;j) and (2.3;j) are true
for j 5 n. Then
(2.4) Iu I e-p-j s e-pcx-I» <
1>
J=1 J=1
Note that C' m- C'+1 and that, if u e Ci+1, Jul,, S Jul.+1; we write Jul, = co
if u 0 Cr. In the sequel we shall refer to a certain range m - a 5 r 5 m + 10a
of spaces C' and to a certain constant M z 1. We suppose that M is suffi-
ciently large so that there exist smoothing operators S(t), t z 1 such that
Then, if
2-40M-202
If(0)1.+9a -
map (N- 1)
J-1 1-1 1-e
which implies (2.9; n) if i4, µ are, sufficiently large. Suppose now that
(2.9; j), (2.10; j), (2.11; j), (2.12; j) are true for j S n. Then
1u,+1 - 6I.. = IS.L(u.)f(101..
s M e°"' JL(u.)f(w)I m-a 6 M2 e'"M' If(u )J ,
S M2 eO"" S.-1L(u.-1)f(u.-1)1,.
+ M3ea0x"1u.
- u.-11M
s M2 ea0x" Idf(u.-1)(1 - S._1)L(U,-1)f(u.-1)I.,
+ M3 ea0x" e-2pa0x"
s M3 eaax"[Me-9a0x"-' IL(u.=i)f(u.-x)1.+9a + e
c Ma ea0x" [e-900x"-' M (1 + Iu.-1Ie+1oa) + e-:"°`R""]
i
5 1 + Me°10"' IL(uu)J(uu)I.+%
J-o
5 1 + M2 i eaRCi+.)'r
J-o
Thus
(2.16)
a-b,.ft
(1 + Iu6+tl.+1oJ
5 e^'
'P.t + M2
i
J-o
If v > 2 the right side of (2.16) will be less than I for sufficiently large P,
and so statement (2.12; n + 1)will follow from (2.16), completingourinduction.
If we taker = }, µ a ,t, condition (2.14) is satisfied and so we have only to
verify the correctness of statements (2.10; 1) and (2.12; 1) and our proof
will be complete. These statements, however, are simply the inequalities
(2.17) IS1L(0)f0)I. 5 e-'oo"
and
(2.18) 1 + IS1L(0) f(0)I.+1o, S e"I"
and they in turn follow from the bound for JJ(0)I and (iic). The conclusion of
the proof is now just as in Theorem 2.1.
We proceed now to the construction of the family of smoothing operators
whose existence was assumed for the special case K = n-dimensional torus;
38 NONLINEAR FUNCTIONAL ANALYSIS
then Ck(K) is simply the space of all k-times differentiable functions u(x), de-
fined in E" and periodic with period 2x in each variable. Take a sufficiently
large constant M and a function a e C°°(E), vanishing outside a compact
set and identically equal to 1 in a neighborhood of 0, and let a be its Fourier
transform. It is well known that for any a, N
P
k)(0)
+ I fu - )"'_' dµ
(1) _ k=0
Y1
k! (m - 1)! 0
+
1
y" (i - Yu (x +,uy) du.
(Q - 1)! Ia1=° J0
Thus
U - S(t) u = t" f (t (x - y)) (u(x) - u(y)) dy
En
(B - 1)! Ial=o
, EM
Ia(t(x_y))(1-/s)'tDu(x+iy)d,Ady.
0
Reasoning entirely analogous to that used in the proof of (S2) yields the
desired result. As for (S4), it is a well-known result in the theory of singular
integrals, and therefore we omit the proof.
We note that the construction of the smoothing operators could be carried
out for any compact manifold, and not only for the torus. For the proof, we
refer the reader to J. Schwartz, On Nash's Implicit Functional Theorem,
Comm. Pure Appl. Math., vol. 13 (1960), pp. 509-530. We note also that the
use of spaces C' and the norms I.1, is by no means essential in the proof of
Nash's implicit functional theorem; indeed, these spaces can be replaced, for
example, by spaces like L; (K) = LD = space of all (possibly vector-valued)
functions f for which
IIDafl' dx < co,
I&I S r, with the norm
iii = 1a15r
f
x
ID-fly dx.
also hold. We now have only to apply Nash's implicit functional theorem,
for which we need (iic) of its statement. But this is a consequence of the
translation-invariance of f and L together with inequality (iiia) and the
boundedness of the derivatives of f. Applying Nash's implicit functional
theorem, it follows that if a point k is sufficiently near to the origin in C"-O,
there is a point in Ck whose image is k. Therefore, f(D(f)) contains a Ck-1-
neighborhood of the origin, and thus a C°°-neighborhood also.
We show now how the implicit functional theorem can be applied, first
to an artificial example and then to a natural one.
2 a l2
axs/ - ... -
GO- a
ax,/
has, by deliberate choice, an extremely unfortunate "mixed" character fropi
the point of view of the theory of partial differential operators. But it is
easy to see that 0 admits the complete orthogonal set of functions
exp (i (mxxl + +
as eigenfunctions, and that the eigenvalues of 0 are Gaussian integers. There-
fore, the equation
(B1) (Q++)u=v
is invertible in the following sense: if visa function in L2(K), then there is a
function u e L2(K) such that (B 1) is valid in the L2-sense.
Our aim is to show that the equation
f(u)=Qu+Iu+u3exp(Qu) v
has a solution u E C°° for sufficiently small v in C°0. Observe first that f
maps Ck into 0 -4 for any k and that it has infinitely many continuous F-
derivatives, the first of which is
df(u) h = (1 + u3 exp (Qu)) Qh + (I + 3u2 exp (Qu)) h.
42 NONLINEAR FUNCTIONAL ANALYSIS
where c,(x) and c2(x), are C°° functions on the n-dimensional torus. In fact,
we have only to look at this problem as if it were that of solving the system
of equations
u + dlu + d2u3 exp v
d, = c,
d2 = C2.
If we suppose that the operator u - ( + cl) u has a bounded inverse in
L2 (as was the case for c, = 1), then the first Frechet derivative of the in-
finitely differentiable mapping
F: [d,, d2, u] -- [Du + d1u + d2u3 exp d, , d2]
will have an inverse; in fact
dF [d, , d2 i u] [sl, s2, h] = slu + d1h + s2u3 exp (Du)
+ 3d2u2 exp (Oh) + d2u3 exp (Du) h, s1 i s21
which, for d, and d2 near cl and c2 and f sufficiently close to zero in suitable
senses may be solved as in the previous case. Observing that Fis translation-
invariant, and reasoning as before, our result follows.
HARD IMPLICIT FUNCTIONAL THEOREMS 43
Bibliography
1. N. Bourbaki, Espaces vectoriels lopologiques.
2. S. Helgason, Differential Geometry and Symmetric Spaces.
3. S. Lang, "Fonctions Implicites et plongements Riemanniens", Sem. Bourbaki, E.N.S.,
expose 237 (1961-62).
4. J. Nash, "The imbedding problem for Riemannian manifolds", Ann. of Math. vol. 63,
pp. 20-63 (1956).
II,f"(z)N = 2 11111
We now prove that the conditions (4) and (5) may be satisfied simultane-
ously by a suitable h. From (5a) we conclude that
Y,
Oz,, aha
_ _E a2Za
a axe axe a axr axe
and then (4a) becomes
a2
(4b) gjj = -21 Z'%
ha.
axe axe
This shows the point of adding the condition (5): now (4b) and (5) give a
system of algebraic linear equations, equivalent to (4) and (5), which are a
system of partial differential equations of first order.
Equations (4) and (5) (or (4b) and (5a)) can be written for every.
z E C'+' (M, Rm). Nevertheless, we can assure the existence of a solution only
HARD IMPLICIT FUNCTIONAL THEOREMS 47
for a non-void open set of z's in C3(M, Rl"), where m is large enough (m may
be chosen to be m = 2n2 + 3n - see [4], p. 53-but remember that we don't
care about bounds for m).
V. Choose a mapping of M into Rs by functions v1 , ..., vs. Now define a
mapping 2 of M into Rs+(1/2)s(s+1) by means of the functions
Cl , ., Vs
v; , ..., vlt's
v2r'1,...,"21',
2
t'sv1, .., t's.
Write
21 = V1, ZZ = t'2, ..., Zs = vs, Z(.J = t'ji'j, 1 < j.
and write a as a general index for them. Let us fix one particular U, (call
it simply U) and suppose that x1 = v1, x2 = v2, ..., x = v is a system
of coordinates on U. Consider 2. The coefficients of (4 b) and (5 a) are first
or second derivatives of the 9,,'s with respect to the xl's, and the matrix B
of the system of linear equations has the following form at every point of U:
n s-n k
B-
48 NONLINEAR FUNCTIONAL ANALYSIS
It is easy to conclude from the fact that the solutions form a convex set in
Euclidean space, that one well defined solution is thereby selected.
This defines a mapping h : U - R', I = s + Is (s + 1), and two prob-
lems arise. (a) Is h differentiable? (b) Is h defined independently of U4-
(a) Differentiability of h. Fix a point p in U. Since B has maximal rank,
B 'B is non-singular (this follows from the fact that det (B 'B) is the Gram
determinant of the rows of B, and consequently different from zero if these
rows are linearly independent). But then the equation
and
(H, H) =(R-H,R--H)+2(H,R -H)
(9, R)
(H,R-H)=('BD,R--H)=(D,BR-BH)=(D,G-G)=0.
Then
(R, fl) - (H, H) _ (R - H, R - H),
and this proves that among all solutions ft of BR = G, (R,17) is minimum
when R = H.
HARD IMPLICIT FUNCTIONAL THEOREMS 49
VII. Let K' = the set of all tensor fields in Sr that are metric, that is to
say positive definite at each point of M. Clearly K' is a convex cone, open for
the- S' topology.
For every C'+1 embedding zof M in some Euclidean space, f(z) belongs
to K'. Let E' c K' be the set of all such f(z).
Lemma: E°° is a convex cone dense in K°° for the S0°- topology.
Proof: (i) E' is a convex cone. For every A z 0 we have Rf(z) = f(Jir)
(f is a quadratic form). If z : M -+ R'", u : M -+ R .then the embedding
t = z ® u : M -+ Rm ® R' (defined in the obvious way) satisfies
f(t) = f(z) + f(u). Both properties together define a convex cone.
(ii) E°° is dense in K aD.
Proof: Suppose the contrary, and let E°° be the closure of E. Then
there exists a point g e K°0 such.that g ylE°°. By the separating hyperplane
property of locally convex F-space Sab of all C°° tet}sors on the manifold
M, there exists a continuous. linear functional 4 on S°° such that ¢(E°°) S 0
and 0(g) > 0. Let z be any arbitrary embedding of Minto a Euclidean space,
and let u be any arbitrary smooth mapping of M into a Euclidean space.
Then, for any positive e, ez is an embedding. Since 0r?f(ez ®u)) S 0
HARD IMPLICIT FUNCTIONAL THEOREMS 51
for all e > 0, it follows on letting e - 0 that.0 (f(u)) 5 0 for every smooth
mapping of M into a Euclidean space (cf. formula (1) above). By formula (1)
above, this is equivalent to the statement that ¢(f (u)) S 0 for each smooth
mapping of M into 1-dimensional Euclidean space, that is, that¢ (f(u)) S 0
for each smooth real-valued function on M.
We now let VS M be a coordinate patch, introduce coordinates [x1,
x2, ..., xA] = [x1, y] = x in V mapping V onto the unit sphere in Euclidean
space and restrict the functional 0 to the set SV of tenors in S°° vanishing
outside V. For h e Sv, 4(h) may be written as 4(h) = i D'J(h,J(-)), where
t.J-1
D'J = D" is a distribution defined in the unit sphere of n-dimensional
Euclidean space, and where h,Ax) is the coordinate expression of the
tensor h e V. The above condition ¢ (f(n)) 5 0 evidently implies that
i D'J (--
I.J.1
-) S 0 for all smooth functions u vanishing outside a
au au
ax, ax,
subset of the unit sphere.
Let ,n be a smooth non-negative function in R", of total integral 1, vanishing
outside the unit circle. We know from the general theory of distributions that
the "convolutions" DsJ(y) = D'J (__L?)) are a family of C°° functions,
defined in the sphere of radius 1 - e, and converging as e - 0 to D'J in the
sense of the theory of distributions. From the statement i D'J au au 5 0.
it is easily verified that t.J-t (ax, ax1) -
1*1 f DQJ(x)
aaxx)
-0
'. ' aaxx)
J dx
We proceed as follows. First note that, by the rotational symmetry and the
homogeneity. of the condition [*], it is sufficient to prove [**] in the special,
notationally simpler case 6 = [1, 0, ..., 01 and x = [c, y], i.e., to prove that
Dal
(c, y) S 0 for each small c and jyl < 1 - e. To establish this last inequa-
lity, let o,be a smooth function of a real variable 1. equal to a constant in a
52 NONLINEAR FUNCTIONAL ANALYSIS
small neighborhood of t = 0 and vanishing for Itl > -{l - e), and put
ua(x) = 8112p (.i - cl W(IYI). Then
auj
(x) =
a_ 1(p. (X1 - c)12 (p(lyD)2,
8x1 (x) 8x1
so that S
Jeu8
j'f (tv'(xl - c))2 V(IYD2 dx
(ax, (x)12 dx =
is independent of 8, while all the other products of partial derivatives of
ua(x) have integrals which go to zero as 8 - 0. Thus, choosing p so that
f f Itp'(x, - c)I Iw(IyD12 dx > 0,
putting us for u in [*], and letting 6 -+ 0, we find that
f D,1 (c, y) (w (IyD)2 dy s 0.
Therefore, letting p vary through a sequence of functiops approaching a a-
function, we find that D." (c, y) S 0 for lyl < I - e. Therefore, as already
observed, [**] follows.
Now note that if -A is a positive symmetric matrix and B is a positive
symmetric matrix, then tr (AB) S 0. Indeed, we have
tr(AB) = tr(AB112B112) tr(B1/2(_A)1/2(_A)112B1/2) = _tr(CC*),
where C = B112( _A)1/2. Since CC* ? 0 we have tr (CC*) i' 0 and our
conclusion follows. Therefore it is a consequence of [**] that
n
DI"(h j) S 0
for every positive symmetric tensor vanishing outside a compact subset of the
unit. sphere, i.e. that 4(h) S 0 for each positive h e SOD vanishing outside the
coordinate neighborhood V. Since, by use of an appropriate partition of unity,
any positive-definite g e SOD can be written as a sum of positive elements
h, a SOD, each vanishing outside a certain coordinate patch of M, it follows
HARD IMPLICIT FUNCTIONAL THEOREMS 53
that 0(g) S 0 for each g e K. But this contradicts our original statement
¢(g) > 0, and thus completes the proof of assertion (ii).
Q.E.D.
2.4. Theorem: (Nash, [4)). For every compact Riemannian manifold Y
with a Cm-metric, there exists a C°° isometric embedding of M in some
Euclidean space.
Proof: If E°°, K°° are the cones defined above, our theorem states simply
that E°0 = K. By the lemma above we know that E°° is dense in K°°; and
from (9) we also know that E°0 has interior points.
Our aim is to prove the following Theorem 3.1, which is related to Sard's
lemma (cf. de Rham, "VarietLs differentiables", Sec. 3, Th. 4).
55
56 NONLINEAR FUNCTIONAL ANALYSIS
We begin by recalling a few definitions. For any point vo of R" and any
set of n linearly independent vectors a,, ..., a" in R", the parallelotope P with
initial vertex vo and edgevectors a,, ..., a" is the set of all points of R" of
form x = vo + A,a,, where are real numbers such that the
0 5 A, < 1, i = 1, ..., n. The point vo + + E a, is called the center of the
parallelotope. `a 1
For fixed k the set of those points of P for which At has a fixed value equal
to either 0 or 1 is called an (n - 1)-dimensional face (or, briefly, face) of P, so
that the number of faces of P is 2n. The point vo + Akak + } a, is called
the center of the face. t+(rk
It is immediate that the parallelotope P with initial vertex at the origin and
edge-vectors a,, ..., a" is the image of the unit cube
::5
y - x = (y - x0) - (x -- xo),
we obtain
R, = (y - x0) a1 =(y-x)-a, =(y-x)-a,
whence
14a11 6 fly - xfl flalll = IIy - xll < 8.
Also
ily - xoll s IIy - xll + IIx - xoll < 8+d,
so that for i = 2, ..., n,
lA,l = I(y - xo) ails IIy - xoll Ilaill = IIy - xoll 5 d + 6.
It follows that G is contained in the (fixed) parallelotope with center x0 and
edge-vectors 28a1, 2 (d + 8) at, i = 2, ..., n, and since the measure of this
parallelotope is 2" (d + 8)"-18 Idet (a;)I = 2" (d + 8)"'18, the result follows.
as required.
Suppose next that det (h) 0 0. In this case P is a parallelotope with meas-
ure m(P) = Idet (h)I, and it is therefore enough to prove that the open set
Q - P has measure not exceeding A(n) (llhll +a)"-16. Since P is compact, for
each y eQ - P there exists x e P such that Ily - xll is equal to the distance
of y from P, and evidently x is a frontier point of P, so that x lies on one or
more (n - 1)-dimensional faces of P. Since P and 2n such faces and each
face is the image by h of a face of C, it is now enough to prove that if B is a
face of C and E is the set of points of R" whose distance from h(B) is less
than a, then
(a.2) m(E) 5 A(n) (IIhII + 6)r-16.
To prove this last result we observe that h(B) is contained in a hyperplane,
so that we can apply 1 to F = h(B). We choose x0 to be the center of the
face h(B) of P, so that fix - xoll 5 (n - 1) IIhII whenever x E h(B), and
then I gives
m(E)S2"(1 (n - 1)Ilho +8)"-1asA(n)(IIhf +ar-1a.
This proved (a.2), and completes the proof of 2.
From 2 we deduce immediately:
3. Let C be a closed cube in R" with sides parallel to the axes and of length a,
let h be a linear transformation of R" into itself, and let Q be the set of points
of All whose distance from the set h(C) is less than aa. ThenQ is measurable
(since it is open) and
(a.3) nt(Q) 5 m(C) {Idet (h)I + A(n) ((IhI + 6)"-' b).
* In the case in which det (h) 96 0 it is tempting to estimate nt(Q) by using the inequality
n Q) S m(P'), where P' is the smallest parallelotope containing Q with sides parallel to
those of P, but unfortunately the measure m(P) tends to infinity as we approach the singu-
lar case, i.e. as det (h) tends to 0 (this is easily seen from a diagram illustrating the plane
case). Most proofs of the change of variable formula in which the estimate of the measure
of a p-trallelotope appears do in fact use an estimate of the form m(Q) 5 m(P'), and it is
for this reason that the hypothesis inf I!(x)l > 0 is essential to such proofs.
DEGREE THEORY AND APPLICATIONS 59
To prove (a.4) let a be the length of the sides of C, and let P be the image
of C by the linear transformation f'(xo) : R" -* R". By the mean value theorem
applied to the function f - f'(xo) ( cf. the proof of Corollary 1.45), we have
for each x of C
11f(x) -f(xo) --f'(xo) (x - xo)II 5 rl pz - xoll < rla. fn,
and this inequality expresses the fact that the point f(x) - f(xo) + f'(xo) (xo)
of the translate f(C) - f(xo) + f'(xo) (xo) of ft C) is at a distance less than
r?a from the point f'(xo) (x) of P. It follows that this translate of f(C) is
contained in the set of points of R" whose distance from P is less than
rla f , and applying 3 (and noting that det (f'(xo)) = J(xo)) we immediately
obtain the inequality (a.3).
5. Let D be an open set in R, let f be a continuously differentiable mapping
of D into R", and let J(x) be the Jacobian determinant off at x. Then for any
measurable subset E of D
(p.1) m* (f(E)) 5 f dx,
s
z
where m* denotes outer Lebesgue measure.
Suppose first that E is a closed cube C with sides parallel to the axes. Since
f is continuous on C, we can divide C into a finite number of non-overlapping
closed cubes C1, ..., C,, with centers x1, ..., x4 and with sides parallel to
the axes such that II f'(x) - f'(xk) 11 5 e whenever x e Ck (k = 1...., N). By
4, for each cube Ck we have
m*(f(CC)) < m(Ck) {IJ(xk)I + As),
where A is independent of k, so that also
the summations being extended over all cubes Ck. When the maximum
diameter of the cubes Ck tends to 0 the sum E IJ(xk)I m(Ck) tends to the
Riemann integral of IJ(x)I over C, and sinces is arbitrary we therefore obtain
(si nce E e Op). Since J is bounded above on C, the integral on the right of
References
At each x 4-'(p), J+ does not vanish. Then its sign is unambiguously de-
fined and we define
(11.1) deg (p, 0, D) = E sign J#(x).
Suppose now that 4-'(p) n Z 0 0. ,
By Sard's Lemma 3.1, O(Z) has measure zero in R-, and in particular, has
empty interior. This implies that the point p may be approximated as closely
as desired by points q for which 0-'(q) n Z = 0. For each q, the degree is
defined as above. Then, by definition, the degree of p is
(i) f. (x) dx = 1
(II.3)
(ii) K, = support f, = sphere of radius a and center at p.
Let us consider the integrals
f f,(t¢(x)) J.#(x) dx.
D
that case sign JJ is (defined and) constant on every A. Hence we may con-
sider 0 : A; - K. as a change of variables and apply the classical theorems on
change of variables in an integral. This leads to the equality:
f(x) dx = 0.
SRI'
Proof: Compute.
Suppose now that 4) e C and 0 in C2 on D, and that visas in Lemma 3.2.
K is the (compact) support off.
Proof: Let t(x) = f(x) - f(x + x°). Clearly 0 has support equal to
K u (K - x°).
Now define °
0(x) _ f _ O(x + tx°) dt,
v'(x) = 40(x).
It is easily verified that v' has support contained in the convex hull of
K u (K - x°). Moreover, if v = (v', ..., v"), we claim that div v = q . In fact,
we have
dive=v;x° ax,
But the last term is the directional derivative of 0 in the direction x°, and
consequently equals
ddt 0 (x + tx°)
I-0,
By definition of 0, it follows that
d
+ tx°) = d ($0 4 (x + (t + u) x°) du)[_ O
d 0(x+(t+u)x0)du
dt 1.0
=
-7
f°
.(
d '0
(x + ux°)) du OW.
3.5. Corollary: Let x(s) be a continuous curve in R", 0 < s 5 1, and let f
be continuous f: R" -- B with support K contained in D. Suppose
(i) K is contained in a convex compact set M contained in D.
(ii) M - x(s) never touches the boundary of D.
Then f(x + x(0)) -f(x + x(1)) is the divergence of some C' mapping v:
R" -+ R" whose support in contained in D.
open. In fact, for every s, M + x(s) being a compact convex subset of D there
exists an open convex neighborhood of M + x(s) also contained in D. By
the continuity of x(s), the convex hull of (M + x(s)) u (M + x(s')) is con-
tained in such a neighborhood, when s' is close to s. Then Lemma 3.4
applies and s s'. Thus we conclude that every class is open. But the con-
nectedness of [0, 11 therefore implies that there is only one class. This means
that 0 - 1 or that f(x + x(0)) - f(x + x(l)) is a divergence, and we are
done.
But now the functions g,(x) = ff(x + P2 - p1), e > 0 have the properties
(11.3) around p2, and consequently
Proof: Let y,, j = 1, ..., k be the elements of the finite set ¢' 1(p). Let Bj
be an open ball around y,, whose radius rj will be determined below.
68 NONLINEAR FUNCTIONAL ANALYSIS
First of all, if each r, is small enough, the family {B,) is disjoint. Our aim
now is to prove that there exists a C1 neighborhood U such that for every 1P
in U, the equation y'(x) = p has one and only one solution in each B, and no
others.
The hypothesis p #4)(Z) implies that the derivative 4)' of 0 (the Jacobian
matrix) has an inverse at each y,. By decreasing the radii r, it is possible to
guarantee that 0' has an inverse at every point of each B, and moreover that:
where the norm I I stands for the norm for operators on R" into itself.
Let us suppose that this is the case for radii r1, ..., rk and let r be the
smallest of these. If we let F be the set D - U B1, then F is compact and
I
p O¢(F). Finally, let a be a positive number such that I(4)'(y,))-1I > a, j
= 1, .., k.
Now we are able to define the C1 neighborhood of 0 that will give a
desired solution.
Choose U to be a ball (in the C1 sense) such that for every V e U the follow-
ing holds:
(a) p ll +p(F) ).
(b) v,'(y) is invertible when u e U B,, and I(o'(y,))I-1 > a.
(c) I(V'(y,))-1(?p'(y) - yr'(y,))f < ;, when y e B, and for j = 1, .... k.
(d) 10(x) - V(x)I < for all x e D.
We remark that each one of the properties (a), (b), (c), (d) defines an open set
in the C' sense (call these sets A, B, C, D), that the sets A, B, D obviously
contain 0 and that 0 e C by (1).
Therefore U may be chosen as any C1 ball around 0 contained in A n B
nCnl).
Observe that since ¢' is invertible over each B1, the sign of the Jacobian
determinant is constant. U being a ball, it is connected. Then the same result
follows. for every 0 in U and clearly
property (a) tells us that there are no roots outside U Bj (remember that
F = D - U Bj). The only problem is to see what happens in one Bp say, in B1.
Define
11(y) = (1V'(Yl))-1 (W(Y))
From (c) it follows that
Irl'(y) - 11 < 1, y e B1.
We are approaching the most important point in this chapter: the definition
of the degree for every continuous mapping. This will demonstrate the topo-
logical character of this concept of degree. The definition is as follows:
DEGREE THEORY AND APPLICATIONS 71
Justification of the definition. Let d equal the distance between p and the
compact set ¢ (8D).
Choose N so large that if n Z N, then 1¢n - 01 < Id (I I stands here for
the uniform norm = convergence in the CO sense).
Since p does not belong to any ball of radius Id and center at fi(x),
x e 8D, it follows that p is not a convex combination of the form to. (x)
+ (1 - t) 4",(x), 0 5 t S 1, x e 3D, n, m > N, because 4"(x) and 4m(x) be-
long to one such ball.
But then we may fix n, m > N and apply Corollary 3.13 to the family :
ton+(1 0<-t5 1.
Hence deg (p, 0", D) = deg (p, 0,,, D).
In other words, the limit lim deg (p, 0", D) does exist and 3.14 is legitimate.
We may reformulate the definition as follows.
3.15. Given p # ¢ (8D) there exists a CO neighborhood U of 0 such that for
every +p of class Cl belonging to U, the degree deg (p, gyp, D) is the same.
Henceforth we define
deg (p,0, D) = deg (p, yi, D), V e U.
Remark: The correct way to think about the degree is that it is defined for
every continuous function 0 and that Definitions II.1 and II.4 in B are only
methods of computing it in the special case 0 C'.
Our next aim is to extend to the continuous case the statements that we
have obtained for the C' or C2 cases. This is done in the following summary
theorem.
An easy consequence of 3.16 (and one which could have been obtained
earlier, if desired) is the Brouwer fixed point theorem and its equivalent
"no-retraction" theorem.
3.18. Corollary: ("No-retraction" Theorem.) Let B e R" be the open unit
ball. There is no continuous mapping 0: B -- 8B such that the restriction
cb B is the identity.
Proof: Under the conditions stated, 0 should satisfy
deg (p,0, B) = deg (p, id, B)
for every properly situated p (by 3.16; 2). The second member is 1 at p = 0
(actually at any point in B). This implies, according to (3.16; 4), that
0 e¢(B). But this contradicts 4)(B) a 8B, and we are done.
Q.E.D.
3.19. Theorem: (Brouwer fixed point theorem.) Let B be any open ball
in R. If 0: B -+ B is continuous, there exists x e B such that 4)(x) = x.
Proof: We may suppose that B is the unit ball with center at the origin.
If ¢ has no fixed points, then for each x e Bx and 4)(x) define a straight line.
Define +p(x) as the only point of the form Ax + (1 - A)4(x), A z 1 having
norm 1. V is continuous, p : B --i- 8B and 'Ia e = id. But we have just seen
that such a mapping cannot exist.
Q.E.D.
I
z E R"-4(OD)
deg (z, 0, D) Sign J.(z).
v(z)=0
But R" - ¢ (8D) is the union of the disjoint sets 4,, so that
deg (p, V o0, D) = F rdeg (d,, 0, D) Y, Sign J11(z)
ZE4j
VP(z)=D
But for every i, the degree deg (A,, id, 4J) is equal to 8,J (Kronecker's d),
and then :
deg (d1, tp o0, d,) = 8,, J.
This is not immediate, because the sets Dy are not the components of
R" - 0 (8d,), but subsets of them.
Fix j and compare the sets:
R"-L=UD,
R' - 4 (ad,) = UG,,
where G, are the components of R" - ¢ (3DJ). The sets of the family {G,}
are disjoint.
Since L and 0 (8d J) are compact there is only one unbounded component
in each case. Call these A. and G... Since 0 (8d J) c L, or
R" - Lc R"-¢(8d,).
It follows by connectedness arguments that the family {D,} splits into several
subfamilies {Dj} such that
Us=Diu...uD.' u...cG,
U2=D;u
G. Borsuk's Theorem
Since V is odd, the set {z(tp(z) = p, z e D_} can be obtained by taking the
opposite of the elements in {yjy,(y) = -p}. But J,(z) = J,(-z) and we con-
clude that
deg (0, gyp, D+) = deg (0, jp, D_).
Then (1) implies that deg (0, 0, D) = deg (0, ip, D). is an even nwnber.
Q.E.D.
Now we are ready to prove Borsuk's theorem.
DEGREE THEORY AND APPLICATIONS 81
But this implies that deg (p, 45, D) differs from zero on the component d
of R" - p (8D) containing 0. Now (3.16; 4) implies that 0(b) contains such
a component, and, a posteriori, E does also. But this is impossible, since d
is open, non-void, and E # R'.
Q.E.D.
Proof : Apply the corollary above to the mapping I (y'(x) - lp(- x)).
Q.E.D.
Suppose that D e Jr is an open and bounded set, and that R' S R",
where the inclusion is made by identifying R" with the subspace of R" whose
points are the x such that x"+1 = x"+: = ... = x. = 0.
3.33. Proposition: If 0: D -+ R" is continuous and 9p: D -+ R is the map-
ping 1P = id + 4, for every p c -AR" not belonging to o (8D):
1 + aO, 0
ax, Im
3.35. Definition:
deg (p, v, D) = deg (p, f, D n E),
where the second member is computed in E according to the theory for finite
dimensional spaces.
We must justify 3.35. Suppose Fis a subspace of X satisfying properties (a)
above and that F (-_ E. Then proposition 3.32 applies and we conclude
deg (p, f IF n D, D n F) = deg (p, f, D n E).
If F satisfies (a) but F and E are not nested, we reduce to that case by con-
sidering E e E + F and F e E + F separately. Thus 3.35 is justified.
3.36. Remark: We know that in the finite dimensional case the degree
deg (p, ¢, D) depends only on the restriction of 0 to 3D (see 3.16; 2).
Let us suppose that we have a finite dimensional mapping defined only
on 3D, : 3D -+ X. The degree of all finite dimensional perturbations of
the identity 1 + 0 by means of a finite dimensional extension 0 of J defined
on all of D will be the same as follows from Definition 3.35 and the finite
dimensional theory. But we cannot assure the existence of such extensions
unless we assume X to have additional properties (for instance, to be nor-
mal). Nevertheless a notion of degree of 1 + may be defined. Suppose
p # ¢ (3D). Choose a finite dimensional subspace E containing both p and
4' (3D). E is finite dimensional and so there are extensions 0 Of $18DnE to all
of D n E. Thus it is possible to define deg (p, + 1, D) by
deg (p, . + 1, D) = deg (p, ¢ + 1, D),
where the second member is computed in E.
Hence whenever we have a finite dimensional mapping : 3D - X we can
define the degree deg (p, + 1, D), and this coincides with the degree of every
finite dimensional perturbation of 1 by means of an extension of p to all of D.
86 NONLINEAR FUNCTIONAL ANALYSIS
K. Properties
L. Limits
Similarly, we denote by F(D) and .F(3D) the subspaces of C(D) and C(OD)
whose elements are the finite dimensional mappings. Of course, Q: .F(D)
- .01 (aD).
Let us give C(D) and C(OD) the topologies of the uniform convergence.
The open sets of, say, C(D), are those defined by
{4)(4)(D) c G)
where G runs over all the open sets of X.
Warning: These topologies are not linear space topologies, but merely
group topologies (i.e., the mapping (0, p) --, 0 + ,p is continuous, while the
mapping (A, 0) -, A4, A e R, 0 e C(D), is not necessarily continuous).
By 3.36, for every 0 e .F(3D) and every p 0 (1 + 0) (OD), the degree
deg (p, 1 + 0, D) is defined, and for every g e C(D) such that Qg = 0,
deg (p, l + g, D) = deg (p, l + 0, D).
3.3& Lemma: Let 46 e C(aD), p be a point of X and V be a convex sym-
metric neighborhood of 0 e X such that:
(a) (p + V) n (1 + 4)) (OD) = 0.
Then, if f e F (3D) satisfying f(x) - 4)(x) e V for every x e aD, the degrees
deg(p,l +f, D)
are defined; moreover, these degrees are equal for all such f.
Proof: Suppose p = x + f(x), x e 3D. Then x + O(x) = p + (4)(x) - f(x))
e p + V, which contradicts (a). Hence p 0 (1 + f) (3D) and the degree is
defined.
Suppose that g e F(3D) also satisfies g(x) - 4)(x) e V for every a e 3D,
andcall F=1 +f,G=1 +g,jp=1 +,0.
For every x e 3D, F(x) and G(x) both belong to +p(x) + V and this set is
convex. Hence any convex combination (1 - t) G(x) + tF(x), 0 5 t S 1
also belongs to jp(x) + V. Using (a) this implies that for every 1, 0 5 t 5 1,
and every x e 3D,
p # (1 - t) G(x) + IF (x).
Let E be a finite dimensional subspace of X such that
peE
G (aD) c E
F (49D) E.
88 NONLINEAR FUNCTIONAL ANALYSIS
M. Compact Perturbations
Here we shall show that the compact mappings are in 3 (OD) and 3(D)
and obtain some additional properties of the degree of compact perturba-
tions of the identity.
We begin with some purely topological results.
Let X be a locally convex T.L.S., T a topological space. Let C(T) denote
the set of continuous mappings 0 : T -+ X. C(T) has a natural st. ucture as a
topological space (see the beginning of section L).
Consider the subspace.F(T) of C(T) whose elements are the mappings 0
such that O(T) is contained in a finite dimensional subspace of X and the
subspace K(T) of the mappings 0 for which the set f(T) is pre-compact.
3.45. Proposition:
K(T) c .F(T) n K(T).
Proof: Choose an open, convex, symmetric neighborhood V of 0 in X,
and let 0 e K(T). Suppose the points yl , ... , y e X have the property
n
O(T) c U{y,+V;.
'=1
90 NONLINEAR FUNCTIONAL ANALYSIS
we define mappings pl : T -; R by
pi(x) = max (0, 1 - e (4(x) - YO) .
Each µ, is continuous (since a is continuous).
Since O(T) e U l y, + V), for each x there exists at least one p,(x) different
from zero. Thus the function µ(x) _ µ1(x) never vanishes on 4(T), and
we can define
µ(x)
These mappings satisfy I Z A, ? 0, A1(x) = 1. Now define
:(x) _ Ar(x) Ys
artificial sets as the closure of (1 + ¢) (8D). The compact ones however look
like finite dimensional mappings, and we have
3.53. Lemma:
tp(D) is bounded.
Of course V(b) c b + 0(D), and ¢(D) being compact, both D and 0(D) are
bounded. Then +p(D) is bounded.
Q.E.D.
Since yr (OD) is closed (see 3.48), the set d = X - tp(aD) is open and there-
fore has the form
A=UA,
t
where the A are the components of A. Among these there is one and only
one unbounded component, A., because V(8D) is bounded. Let G = U At,
and suppose furthermore that g : C -- X is a mapping such that g -- I is
compact.
DEGREE THEORY AND APPLICATIONS 93
Remark: We have used the notation deg (A j, y,, D) as in section F(cf. 3.20):
the justification for this comes from 3.41; 2.
Proof: First of all, as g is proper (3.47), it follows that K = g-'(p) S G
is compact. Therefore from the covering K c U di, we can select a finite
i#GO
family satisfying K c U A,. Thus in the expression (I) all but a finite num-
ber of terms vanish so that the sum is meaningful.
Moreover, if g - I is approximated very closely (uniformly over G) by a
finite dimensional mapping g" - 1,
deg (p, g, d,) = deg (p, g, d,) , 1 # 00 ,
as follows from the Definition 3.40.
Hence we can prove (I) as assuming g - 1 itself finite dimensional, and
the general case will follow immediately.
Observe that if ip 1 is also finite dimensional we are done, because we
then have just the finite dimensional result proved in 3.20. Thus the only
thing to be proved is that 0 may be approximated by finite dimensional
mappings, for which (I) is already known.
When y, - 1 is approximated closely, the composition gy' is also approx-
imated, and the left member of (I) remains unchanged:
deg (p, g+p, D) = deg (p, g V', D),
where +p' is the mapping corresponding to a suitable approximation to
0=;-1.
Of course the terms deg (q, y,, D) don't change either after the substitu-
tion of +p' for ip. The only difficulty arises when we consider the sets A , which
obviously do change. But K = g-1(p) is compact, so the new sets d; will
differ from the old ones by some (closed) sets, disjoint from K. By 3.41; 4
applied to these closed sets, the desired equality follows.
Q.E.D.
Suppose again that D is open and bounded and that V: D - X with
4) = V -- 1 compact.
3.55. Lemma: I f f : b - X is one-to-one, then lp'' - 1 : V(b) .- X is
compact.
94 NONLINEAR FUNCTIONAL ANALYSIS
Proof: It is easy to see that tp-' - I = ¢ o tp-' which yields the lemma.
Q.E.D.
3.56. Lemma: t' can be extended to P : X - X in such a way that ! - 1
is still compact.
The proof will follow immediately from Proposition 3.58 below.
3.57. Theorem: (generalized Jordan's theorem) If D and D* are bounded
open sets in a Banach space X and there exists a homeomorphism jp : D -i D*
such that (p - 1) (D) is compact, then the number of components of X - D
and X -D" is the same.
Proof: By Lemma 3.55, the inverse mapping tp-1 is also of the form
(identity) + (compact); thus the hypotheses are symmetric.
But by Lemma 3.56 it is also possible to assume that tv and Sp-1 are restric-
tions of globally defined compact perturbations of the identity. The proof
now is the same as that of 3.21, except for the fact that the appeals to 3.20
are replaced by references to 3.54. Q.E.D.
We now give a proof of Lemma 3.56. This lemma is an immediate con-
sequence of the following generalization of the Tietze theorem due to J.Du-
gundji (An extension of Tietze's theorem, Pacif. Journal, Vol. 1, pp. 353-367
(1951)).
and by the above, for each U either A,,(x) = 0 or f(au) - f(xo) e W. Since
the sum is actually a finite sum and Z Au(x) = 1 with 0 < Au(x) < 1 it follows
U
that F(x) - F(xo) e W.
Q.E.D.
i
too (xo) = xo .
or
I4(xo)I = Ix01.
to
(1 -210)2
I4(xo) - x012 = (l - 10)2lo(xo)I2 = 1x012.
1o
or
(1 -t0)2 Z 1 - t209
which cannot occur for any 0 < to 5 1. Then the homotopy F (t, x) is com-
pact and avoids the point 0. Therefore
1 = d(O) = d(1)
Part 1
A. Manifolds . . . . . . . . . . . . . . . . . . . . . . . . 100
B. Functions . . . . . . . . . . . . . . . . . . . . . . . . 101
C. Tangent Vectors . . . . . . . . . . . . . . . . . . . . . . 102
D. Alternative Definitions of Tangent Vectors . . . . . . . . . . . . . 105
E. More on Linear Topology . . . . . . . . . . . . . . . . . . 107
F. More on Elementary Calculus . . . . . . . . . . . . . . . . . 111
G. A Short Outline of Smooth Linear Bundles . . . . . . . . . . . . 112
H. The Tangent Bundle . . . . . . . . . . . . . . . . . . . . 115
1. Ordinary Differential Equations . . . . . . . . . . . . . . . . 118
J. Submanifolds . . . . . . . . . . . . . . . . . . . . . . . 120
K. Riemannian Manifolds . . . . . . . . . . . . . . . . . . 121
Part 2
99
100 NONLINEAR FUNCTIONAL ANALYSIS
Part I
A. Manifolds
Examples:
1. Every open set M c V can be modelled on V by means of the smooth
(indeed analytic) V-structures provided by the family / _ {i}, where i : M
-+ V is the inclusion.
2. Let Z be a discrete subgroup of V, and define M = V/Z, with the quo-
tient topology. Consider all pairs V., Vi', V,, = open set of V, V. - open
set of M, such that the canonical projection x : V - M sends Va homeo-
morphically onto V.. If f is defined as the family of inverses x' 1 : V. - V,',,
then M together with / satisfies the requirements above; hence M has a C'
structure modelled on V, or, briefly, M is a C' V-manifold. (If Zis not assumed
to be discrete, / does not define a smooth structure nor even a C1 structure.
Why?)
3. We shall see later (4.51, (a)) that in every Hilbert space t°, the unit
sphere {xl JxJ = I} can be modelled on V, where V is any quotient
.Wo being an one dimensional subspace of if.
4. New examples can be obtained from known ones by means of the two
following procedures.
(a) if G e M is open and M is a V-manifold (say ('PV, f)), then G has an
induced V-structure defined by the restrictions of the mappings in / to the
sets U n G, U. a V.
(b) if M has a V-structure and L has a W-structure then M x L has a
V x W-structure in the obvious way.
B. Functions
x (i(p)) is invertible (by the implicit function theorem), and this shows the
definition of being horizontal at p to be independent of the chart chosen.
We shall henceforth write C°°(M) for Horn (M, R), R with its standard
structure. Note that C0D(M) is a real algebra.
C. Tangent Vectors
Our aim is to define the tangent vector to a curve in a manifold at any poin
through which the curve passes. Let x be a point in the E-manifold M. Con-
sider the set of all the smooth real functions defined on some open set con-
taining x, and the equivalence relation - on that set defined by
f N g if f = g on some neighborhood of x.
4.5. Definition: We shall define a germ of smooth functions at x to be any
class of functions modulo the relation '' . The set of germs at x will be
denoted G(x) and if f is a function, y(f) will denote its germ (i.e., the germ
containing f).
It is clear that G(x) is a real algebra. We want to consider tangent vectors
at x. Roughly speaking, they will be "classes of curves going through x with
the same velocity". We shall check both properties by means of the elements
in G(x).
dp d(fop)
Y(f) =
dt t= dt t=U
The notation is chosen to emphasize the fact that the mapping 4*(x) de-
pends on the chart¢ chosen (and of course on x e M).
by standard computations.
A useful consequence of Lemma 4.11 is the fact that any 4*(x) induces, by
transport of structure from E, a structure of L.T.S. on TM., and that all
4*(x) induce the same structure (this follows from formula (3) above). We
sum up in the following proposition.
fo4-1 =c+x'+s
where c is a real constant, x' is an element of E' and s is a second order-
map (from a neighborhood of 0 E E onto R). If Y is another chart (also send-
ing x into 0), and
PIP-1 =c+. '+s
is the corresponding decompositon, then c = d and .z = x' o T, where
T = (4 o yr-1)' (0). This is clear after easy computation. T is an automorphism
of E, both algebraic and topological.
Chosing 4$, define 4(f) = Y. From the remark above, it follows that 0_(f)
= (f) o [(4 o ,-1)' (0)]. This means that the mappings i : G(x) -> E' in-
duced by all charts 0 are essentially the same. In particular it is true that a
topology F on G(x) may be defined as the weakest among those linear topo-
logies for which 4 is continuous, when E' is supposed to be endowed with
the weak topology of the duality (E, E'): this topology F is independent
of 0.
Now define D(x) as the set D(x) = (d), where d are the following mappings:
where p is the curve defined as p(t) = 0-1(4(x) + te), (t small),. then we ob-
tain a one-to-one-onto correspondence between the elements in V. and the
tangent vectors to smooth curves. On the other hand, if we define the map-
ping
class of (4, e) -+ d
where d e D(x) is defined by d (y(f)) = (f o 4-1)' (4 (x), e), then we obtain a
correspondence between elements in V,, and elements in D(x).
This proves that both approaches lead essentially to the same result.
As a final remark, let us observe that:
-In the first definition of tangent space as the set of tangent vectors
to curves, addition is easily defined (by means of TM,,, a (G(x))*), but
not the topology of TM, On the other hand, the geometrical meaning is
very illuminating.
-In the second definition (alternative a), everything is natural (algebraic
topological structure), except the meaning.
-The third definition (b) is neither natural nor meaningful.
MORSE THEORY ON HILBERT MANIFOLDS 107
This section is used only in section K, and not in its full generality,
but only in a very particular case.
Let E be any linear topological space. We shall denote by End (E) the
space of continuous linear mappings u : E - E.
4.14. Lemma: A linear (and Hausdorff if E is Hausdorff) topology for
End (E) is defined by uniform convergence on bounded sets: a funda-
mental system of neighborhoods of :he origin for this topology is the family
of sets L (K, V) = {u e End (E); u(K) c V), where K ranges over the family
of bounded sets of E and V over the neighborhoods of 0 e E.
Suppose now that E and f are two linear topological spaces, and consider
the space B(E, E) of continuous bilinear forms on E x t: B (E, E) =
{P;P: E x t -> R, P is bilinear and continuous}. (The continuity of P is in
the product topology.)
4.15. Lemma: B(E, t) can be made into a Hausdorff L.T.S. by the
topology of uniform convergence on bounded sets. A fundamental
system of neighborhoods of 0 e B (E, E) is provided by the sets B. (K, k)
= {P e B (E, E); P(K x t) c [ --a, + a]), where K and f range over the
family of bounded sets of E and E, respectively, and a over the positive
numbers.
4.16. Lemma: The bounded sets of B (E, E) are those sets D for which
D (K x f) (defined as {P (x, y); P e D, x e K, y e R}) is bounded for every
pair, K, k of bounded sets of E and E, respectively.
The proof is left to the reader.
A subset S c B (Et) is called equicontinuous (or, better, equicontinuous at
the origin) if for every neighborhood N of 0 e R, there exists a neighborhood
N' of (0, 0) e E x E such that all P in S satisfy P(N') c N.
4.17. Lemma: All equicontinuous set,, in B(EP) are bounded.
The proof follows immediately from (4.16). Suppose that N = [ -1, + I]
and that K x R c AN' (definition of bounded sets); then IP (x, y)) S A for
allPeS,xeK,yeR.
There is a natural way to make End (E) ® End (E) operate on B (E, E);
the following lemma establishes this.
4.18. Lemma: The mapping j : End (E) x End (E) -. End (B (E, t)) de-
fined by ([ j (u (D v)] P) (x, y) = P (ux, vy) is bilinear.
108 NONLINEAR FUNCTIONAL ANALYSIS
or
(j(n,, n2iP)L x Lc [-a, +a]
and, finally
P (n,L x n2 L) -a, +a] for all ni a N,, P E K (i = 1, 2).
Since L :A {0} and E 0 {0} this implies, using the Hahn-Banach Theorem,
that
P(T, x T2) c [-a. +a].
Hence K is equicontinuous.
We shall now discuss some special cases for which the converse of 4.17
holds.
Let Mbe a topological space and F a L.T.S. Denote by C (M, F) the set of
continuous mappings from M into F. Clearly C (M, F) has a natural linear
structure. Suppose now that Z is another L.T.S. Then there is a natural
identification
C (M, F) ® C (M, Z) = C (M, F ®Z)
which is a linear isomorphism (defined by (4 ®Tp) (x) = fi(x) ED V(x)). Sup-
pose now that u : F - Z is a continuous mapping. u induces a map
u o4.
Our aim is to consider the case in which M is a smooth manifold and to
deal with smooth mappings.
Assume that M is a smooth manifold.
4.25. Lemma: If 0 e C (M, F) and v e C (M, Z) are smooth, then so is
0 ®+p and furthermore
6 (4 ® y,) (x, h) = 80 (x, h) ® 80 (x, h).
The proof follows from the remark that if u e C (M, F) and v e C (M, Z) are
both o(x), then so is u ® v.
Let now Z, F and G be three L.T.S.
4.26. Lemma: Every continuous bilinear mapping u : Z x F - G is differ-
er-
entiable, and moreover its derivatives are
6u [(x, y); (h, k)] = u (x, k) + u (h, y)
62u [(x, y), (x', y'); (h, k)] = u (x', k) + u (h, y')
8"u-0 if nz3.
The proof follows from elementary remarks and the formula
u (x + h, y + k) - u (x, y) = {u (x, k) + u (h, y)} + u (h, k)
(see also "Quadratic Forms," in Chapter I).
Assume again that M is a smooth manifold, and that F, Z are locally
convex L.T.S. such that in B (F, Z) every bounded set is equicontinuous.
4.27. Proposition: If 0 e C (M, End (F)) and w e C (M, End (Z)) are differ-
entiable and we call j the natural mapping End (F) ® End (Z) - End (B (F, Z)),
112 NONLINEAR FUNCTIONAL ANALYSIS
then the mapping # e C (M, End (B (F, Z)) defined by (0 (B ?P) is also
differentiable.
Proof: By Lemma 4.25, 0 ® tp e C (M, End (F) ® End (Z)) is differen-
tiable. But by Proposition 4.23, j is continuous, hence (Lemma 4.26, above)
differentiable. Therefore fi, as a composition of two differentiable mappings
is itself differentiable.
4.28. Corollary: Proposition 4.27 holds under the hypothesis that F and Z
are locally convex and F x Z is a Baire space.
4.29. Notation: If 4) e C (M, End (F)) and tp e C (M, End (Z)), the mapping
f = j o (4 ® o) e C (M, End (B (F, Z))) defined in 4.27 will be called
s (¢, ip). With this notation, Proposition 4.27 reads: if4s and tp are smooth, so is
s (4 o)
pri
Proof: Obvious from the fact that the hypothesis on B (F, F) implies (by
4.28, 4.29) that the mappings AQW = s (ZQw, T(?w) are smooth.
MORS& THEORY ON HILBERT MANIFOLDS 115
Remarks (1): Note that no assumptions are made on the local topology of
M, but on the fibers of the bundles considered.
(2): Observe that the differentiability (or continuity by 4.26) of j : End (F)
® End (F) -+ End (B (F, F)) is the weakest condition that can be imposed on
the fibers in order to obtain the statement : if 0 and , with values in End (F)
and End (F) are differentiable. then j o (4 ®V) is.also differentiable. But the
continuity of j is equivalent (gee 4.19) to the property: every bounded set in
B(F, F) is equicontinuous. Hence we conclude that this latter property of
B (D, F) is a natural condition to impost in order to obtain the validity of
the last proposition.
Nevertheless, an exception occurs in the case X = = trivial bundle,
where the proposition holds for any fiber.
(3): Suppose that f is the trivial bundle with fiber R, the real numbers.
Then B (FP) = B (F, .) = F, the topological dual of F provided with the
strong topology.
Here the condition on F about the bounded sets is equivalent (see Bor-
baki, EVT Chap. III, § 3, Ex. 6) to: the completion of F is barrelled. There-
fore:
4.33. Corollary: Every linear bundle such that the completion of its fiber
is a barrelled space has s smooth dual.
Once again the requirement on the fiber is "necessary" (see Bourbaki, loc.
cit.).
(4): Perhaps the reader cannot resist the temptation to define a tensor
product of smooth linear bundles. The following might be a way: X ® $ is
defined by fibers as (X ®$)x = subspace generated in the dual (B (X,,, Is))',
of B (X,,, fix) by the image of X x kx under the canonical mapping X,, x
- (B (X,,, This object is a smooth bundle provided that in B (F, F) and
in (B (F, F))' (the latter with the strong topology) every bounded set is equi-
continuous.
This is always the case if F and F are spaces of type (s.F), for example.
Of course when the product X ® ? exists, it has the standard universal
property.
4.34. Definition: Let T(M) = U TM,,, where TM,, is the tangent space
xeM
to M at x; let sc : T(M) -- M be the projection v(y) = x if y e TM.,,. Let
.sat = {U, V, ... } be the open covering of M by the domains of charts ¢, gyp, ...
Put T(C!') = U TM,, = a-'(0) for every 0 e Mand define uu : T(U) -+ U x E
xE0
as follows: if y E TM., uu(y) = (x,¢*(x) y) (notation of 4.9). The system
T(M), z, {U, V, ... }, {U, uy, ... } defines a smooth linear bundle with
fiber E. We call it the tangent bundle of M.
Of course the diagram
f*
dp d(f op)
dt r=o/ dt r=o
Sometimes we shall write f*(x) for the restriction of f* to TMs:
[**s] f* (x) : TMs -+ TNf( ).
4.37. Definition: The mapping f*(x) defined in [***] is called the differ-
ential off at x.
4.38. Proposition: If f : M - N is C', then f*(x) : TM, -+ TN,, is a con-
tinuous linear mapping for every x e M. f is one-to-one on some neighbor-
hood of x iff f*(x) is one-to-one. f(U) covers a neighborhood of f(x) for
every neighborhood U of x iff f*(x) is onto.
The proof, which uses the implicit function theorem, is left to the reader.
Observe that the differential at x of a chart 0 : U - E (where U C M) is
the mapping denoted by 4*(x) in definition 4.9 (assume the identification
TE, = E induced by the identity).
The mapping f* can be computed as the derivative of a mapping when
charts are chosen around x and f(x). In fact, suppose that0 and W are such
dp
charts. Then, if v = e TMs, and y = f(x), we have
dt 0=0
E F
L(:)
TM. - TNI(z)
(a) a (t, p) is defined for t belonging to some interval (t_(p). t., (p)), contain-
ing 0 e R, and is of class C"+ t there.
(b) a (0, p) = p for every p.
(c) a (t, p) satisfies the equation
da (t, p)
= v (a (u. P))
dt lt=u
4.43. Proposition: The mappings p - t+(p) and p -* t_(p) are lower and
upper semicontinuous respectively.
(Follows from the proof of 4.40.)
J. Submanifolds
K. Riemannian Manifolds
But then
IPI = sup {(T.r, TV),., l.'lf < 1. IYIf = 1: < ITI1
we shall denote by lul (or Jul,), the norm of u: Jul = (g(x) (u, u))112. This
norm is then a function from T(M) into R.
Assume now that 0 is a chart of domain U c M.
0* E
T (U)
U
B(EE)
T2 (U)
U
= [g(x) o
([4*(x)]-1
Finally:
d (y, z) K j I tq5 (y) + (1 - t) o(z)! di.
Gradient
Let (M, g) be a Riemannian manifold. Every TM., is endowed with an
inner product g(x) that makes it into a Hilbert space. That means that there
exist canonical isometries r,, : (TM,)' -+ TM.,.
Part 2
Morse Theory
t = f(p)
n = or (- t, p) = a (-f(p), p)
But then 4.45 implies that both A and A-' are smooth.
Remark 1: If the hypothesis (b) is not satisfied then the proposition is
false, as the following example shows: let V be the surface of a vertical
circular cylinder in Euclidean space R3. Denote by f(x) the vertical co-
ordinate of a point x e V and by v(x) a vertical unit vector with origin at
x e V. Now remove a point z e V such that f(z) = 0 and let M denote the
remaining manifold.
For the values a = --1, b = +I the proposition does not hold for M.
Nevertheless, all the hypotheses except (b) are satisfied.
Remark 2: Observe that the diffeomorphism A : (a, b) x N -- W sends
{z} x Ndiffeomorphically onto!- '(z) for every a < z < b (this follows from
the formula [**] in the above proof).
MORSE THEORY ON HILBERT MANIFOLDS 129
(1) A:Nx(a-,b+jl"'W2
where W2 = {x a M; a - i1/2 < f(x) < b +71/2}.
This mapping sends N x {z} onto f f'(z) for every a - i/2 < z < b+ -1/2.
Then the restriction of A to N x [a, b] is the desired diffeomorphism.
9 Scbwartz, Nonlinear
130 NONLINEAR FUNCTIONAL ANALYSIS
Remark: Part (4) of this corollary says in particular that {x; f(x) 5 a}
and {x;f(x) 5 b} are diffeomorphic. This fact will be used very often. An
important generalization appears in: 4.72.
8t* 5 b + 2 - f(p)
whence t+ is finite.
But then we also have (from [**]):
t+
[***] IIVf(a(t,P))II dt < +oo.
Jo
Since a is the flow of Vf, we conclude that Vf(a (t, p)) = da (t, p), and then
[***] implies: dt
J
[****J do,
dt
(11
< +co.
o
132 NONLINEAR FUNCTIONAL ANALYSIS
Assume now thatq > 0 is given. Then T < t.. may be chosen so that
da
(t, p) dt < 27.
dt
Consider now two points a (x, p), a (y, p) with T:5. x 5 y < t+ . They may
be joined by a curve y(t) = = a (t, p), x 5 t 5 y, whose length by the last
formula is less than n. Therefore the distance e (x, y) < rl and we have
proved thereby that the net or (p, t), 0 < t < t+ is a Cauchy net (cf. Kelly,
General Topology). Since M is c.)mplete, lim or (t, p) exists, which to-
gether with t+ < + co, t -, t+, contradicts Prop. 4.45. Thus hypothesis
(b') of 4.68 is satisfied (for ?I = e/2) and then 4.68 applies.
Q.E.D.
Remark: Observe that hypotheses (a) and (8) are independent of c. There-
fore, the conclusion is true for any c between a and b.
Proof: We have shown that the hypotheses of 4.71 imply those of 4.68,
and hence of its corollary.
Since the bilinear form f'(0) is continuous and symmetric, there exists
(see 4.54) a (unique) symmetric operator A e End (E) such that
f"(0) (x, y) = (Ax, y) = (x, Ay).
Formula [*] then becomes
[**] f(x) = f(0) + j (Ax, x) + R(x).
Let us consider a smooth change of coordinates y - x(y), such that x(0) = 0.
Then f(y) = fl(x(y)) and using the chain rule we obtain:
P(y) (zl , z2) = f i (x(y)) (x'(y) z1 , x'(y) Z2) + f'(x(y)) (x"(y) (zi , z2))
Since 0 is a critical point, we get:
f"(O) (z1 , z2) = f1 (0) (x'(0) Z1, x'(0) z2)
This formula shows that the operator A transforms according to:
[***] A = u'1Alu, where u = x'(0).
4.73. Definition: Let f be a smooth function defined on some Riemannian
manifold, x a critical point of f. We shall say that x is a non-degenerate
critical point off if in any chart, the operator A defined in [**] is invertible.
4.74. Definition: The bilinear form H(f)x is called the Hessian off at x.
According to our definitions, the Hessian of a smooth function is a smooth
section of the bundle B (T(M), T(M)) = T2(M) defined on the set of critical
points off.
Let F be a complex Hilbert space. Denote by End (F) the space of all the
continuous linear operators T : F -> F and by Aut (F) (respectively H(F))
the subset of invertible operators (respectively, the subspace of the Hermi-
tean operators.
4.76. Lemma: If A G Aut (F) n H(F), then the mapping tp : End (F)
H(F) x H(F) defined by
ip(B) = (B*A + AB, i (B*A - AB))
is one-to-one onto and both.tp and tp-1 are continuous.
Proof: In fact, given S and T symmetric, define
B = +A-1(S + iT).
Then B*A + AB = S and i (B*A - AB) = T, and hence
+iT)
is the inverse of tp. Clearly both are continuous.
4.77. Lemma: Assume that A e Aut (F) n H(F). Then the mapping
q5: Aut (F) -+ H(F) x H(F) defined by
¢(B) = (B*AB, i (B*AB-1 - A))
is differentiable and its derivative at B = I is
80 (1, B) = tp(B).
Proof: Observe that 8(B-1) = --BB and compute.
4.78. Corollary: 0 maps a neighborhood of 1 e Aut (F) diffeomorphically
onto a neighborhood of (A, 0) =.0Q).
Proof: Use the implicit function theorem.
Assume now that x-1- (A(x), D(x)) is a smooth mapping from an open
set of F into H(F) x H(F) such that A(O) = A and D(0) = 0. Then
4.79. Lemma: x -> B(x) = 0 -1(A(x), D(x)) is a smooth mapping such
that B(O) = I and A(x) = B*(x) A(0) B(x) and
D(x) = i (B*(x) A(0) B-1(x) - A(0)).
Proof: Follows from the corollary above.
Assume now that E is a real Hilbert space.
MORSE THEORY ON HILBERT MANIFOLDS 135
where P is a projector in E.
4.86. Definition: The index off at x (or the index of x, if there is no con-
fusion) is the pair (k, 1), where k = dim (PE), 1 = dim ((1 -- P) E)
Of course both k and 1 may be infinite cardinal numbers.
We arrive now at the most important theorems of this section.
The symbol - will mean "is diffeomorphic to".
Let (M, g) be a complete Riemannian manifold.
Given f e C°°(M) then for every s, t e A, define
[f5 s]={xeM;f(X)SS}
[S 5f<_t]={xeM;s<f(x)<t}.
4.87. Theorem: (Critical neck principle.) Assume thatf a C°°(M) and that
the only critical level off between a and b is c, a < c < b; a and b are sup-
posed to be non-critical. Assume also that f satisfies the P-S condition on
[a 5 f S b] and that its critical points pl, ..., p (at level c) are non-degen-
erate, their indices being (k,,1,), i = 1, ..., n. Then
[#]
h, hn
T1 (x)
I
2 8 x
v,(x)#'(0) = 0.
That proves that u*(x) and v*(x) are linearly independent, establishing (9.2).
Assume now that g*(x) = 0. If u = 0, then by (9.1),
satisfy
(9.4.3) V U H = W,
h
where H is a (k, 1) handle.
The proof depends on elementary (though sly) computations. First of all
we observe that W may be defined more conveniently as
(9.5) W = [x2 - y2 - 2(x2)
(9.6.2) y2 < x2 + 1.
Let Dk and D' be the unit balls of Y and X respectively and define
h:Dk x D' -Kby
(9.7) h (y, x) = (Q(y2))1I2 x + (1 + Q(y2) x2)1/2 y,
This mapping is smooth and has the form shown in the following graph.
I
1
21
Since a is smooth, h is also smooth. The reader will check that the image
H = h (D" x D)
of h is contained in K; this follows from the inequality
a(y2) + 1 -4 )' (a(y2) x2) 5 (1 + a(y2) x2) y2
which is a consequence of
1 - y2 = 4.)' (a(y2)) (1 + a(y2))-' < I (A(a(y2) x2) (I + a(y2) x2)-I
it follows from this inequality that H c W; the other condition (y2 < 1 + x2)
is even easier and is left to the reader.
Now consider the function S: H - X x Y defined by:
/
z 1/2
(9.9) S(e) = ((1 + X2)-1/2y, [(1( x)
1 +x2J 1
S is smooth and clearly Sh = identity, hS = identity.
In order to finish the proof it suffices to show that H is a (k, 1) handle and
that
V U H = W.
To do this, we first show that
H=Kn[x2 S 11.
In fact, it is obvious that H c K n [x2 S 1 ].
Assume now that e = x + y eK and x2 < 1. If x 5 1, then x2 5 or (y2/
(1 + x2)) is trivial. If x2 z - , then there exists 0 5 t S 1 such that
a(t) = x2. From the formula
x2 + I - 4 )'(x2) = x2 + 1 - 4 A (a(t)) < y2
MORSE THEORY ON HILBERT MANIFOLDS 147
x2 = a(t) < a yz
1 + x2
and this shows that
(i) < 1.
[a Y'x2)]
On the other hand, it is obvious from y2 5x2 + 1 that
(ii) 1(1 + x2)- 1/2 yl < 1 .
Now (i) and (ii) together imply that S(e) a D' x D' and hence
e = hS (e) e h (Dk x D') = H.
This proves that H = K n [x2 1] and we conclude that H = K n [x2 S 11.
As a corollary, it follows that
(9.10) His closed
(This is the required Property 4.84, 2 from the definition of "handle".)
We now show that
(9.11) V u H = W.
(This is Property 4.84, 2a).
Plainly V u H e W. Let a= x + y be a point such that
(a) x2 - y2 - j A(x2) < -1.
Ifeis not in Vwe have
(b) x2 - y2 > -1.
(a) and (b) together imply that 2(x2) > 0, whence
(c) 4 x2 < 1.
Now (a), (b) and (c) imply that e belongs toK n [x2 <- 1] = H, and we
obtain the desired assertion W c V u H.
148 NONLINEAR FUNCTIONAL ANALYSIS
(d) Excision property: Take a pair (X, Y), let 0 c Y be an open set such
that also 0 c Y. Let i = identity map from (X - 0, Y - 0) to (X, Y).
Then i* : Hk (X -- 0, y -- 0) - Hk (X, Y)
is an isomorphism onto.
(e) The homology groups are related to the coefficient group G by
G if k =0
Hk(P) _
{0} if k > 0,
where P = (P, 0) is a space consisting of a single point.
(f) There exist maps ak : Hk (X, Y) -+ Hk_ 1(Y),
(which we write simply as a, omitting the subindex) such that, if 0:
(X, Y) -- (I, Y)
Then
a4* _ (0I y)* a
(here we have designated 01 Y the restriction of 0 to Y, (01 Y)* the induced
map on Hk(Y) = Hk (Y, 4,)).
(g) Exactness principle of Euler
Let X ? Y ? Q ; let
(the homology sequence of the pair X, Y). The exactness principle tells us
that the homology sequence of any pair (X, Y) is exact (i.e. the image of any
group in the sequence under the corresponding homomorphism is equal
to the kernel of the next homomorphism).
We note the following results for future use.
1. Let S" be the n-sphere, G = Z, n 4 0. Then
Hk(S")=0 if k>0, kin,
H"(S") = Z
Ho(S") = Z
150 NONLINEAR FUNCTIONAL ANALYSIS
H. (D", S"-') = Z.
I
Then Hk(X,Y)=E®Hk(Xi,YI).
1=I
Example (ii). We now note a result more general than the exactness
principle. Let X ? Y 3 Z; consider the inclusion maps
j:(X,Z)-+(X, Y)
k:(Y,Z)-->(X,Z)
Hk (X, Y)
As an exercise the reader should prove, using the exactness principle, that
(1.2) is an exact sequence.
Consider now the case G = R; the homology groups are then vector
spaces. Let K,, (X, Y) be the subspace of Hk (X, Y) which is either the image
of the preceding homomorphism or the kernel of the next, (similarly define
Kk (X, Z), ... etc.) and set ek (X, Y) = dimKk (X, Y) ... etc. From the exactness
of (1.2) we easily see that
Ilk (X, Y) = ek (X, Y) + ek-1 (Y, Z) (1.4a)
flk(Y,Z)=ek(Y,Z)+ek(X,Z) (1.4b)
fk (X, Z) = ek (X, Z) + ek (X, Y) (1.4c)
Now,
A Y,(-1)'fli(X,Z) - Y_ (-1)i(3i(X, Y) - A Y, (-1)ifli(X, Z)
E(-1)f {eJ (X, Z) + ef(X, Y) - ei (X, Y) - er-1 (Y, Z)
JAM
= -I(-I)J(ei
Jsm
(Y,Z)+ef-I (Y, Z)) =(-1)'"+t C. (Y, Z).
Now define
m(X,Z)_(-1)"E(-1),p3(X,Z) (1.6)
!:5m
Clearly it follows that
m (X, Z) = ,m (X, Y) + 1m (Y, Z) - non-negative integer, i.e.
(1.8)
Tim (X, Z) 5,1m(X, Y) +y1,,(Y,Z).
We now apply these results to Morse theory. Let M be a Hilbert manifold, f
a smooth function on M satisfying the P-S condition on a 5 f 5 b; let c,
a < c < b, be its only critical level, and suppose that the critical points off
P1, ..., p are non-degenerate, their indices being (n4, m,), i = 1, ..., n.
152 NONLINEAR FUNCTIONAL ANALYSIS
Before beginning the proof, let us note the surprising fact (R. S. Palais ((3),
p. 336)) that according to Theorem 4.88 the homotopy type of the pair
(If S b), {f S a}) will depend only on the critical points with finite index
at intermediate levels, those with infinite index being "homotopically in-
visible". This unexpected fact saves us from making the rather inelegant
assumption of finiteness of the indices.
On to the proof! By Theorem 4.87, we have
{f<b} = {f<a}UHIUH2U UH,,,
h, h2 fin
hi': D" x D" -+ Hi. Let R"' denote D"' with a ball removed from its inte-
rior, and let .9" = h, (R"' x D'"). It is easy to see that the pair (U;5 5 b},
{f 5 a}) is homotopic to Q f 5 b}, {f < a} u .9 u ... v 9 ,1). By excision,
this pair will have the same homology groups as Q f 5 b) - (f < a},
9R1 u ... u 9P") and also the same groups as (H1 u ... u H,,, 91 u v 9P").
But by a previous observation, the homology groups of the last pair are
7, Hk (HI, Rj) = Z Hx (D"', 8D"') .
By another of our observations,
Hk (D"', 8D"') =S 8kj, n< < oo,
and the same formula holds for ni = oo, since D" is homotopically trivial
modulo 80' in this case. This completes the proof.
Corollary: Px ({f 5 b}, {f 5 a)) = number of critical points of type (k, oo )
between a and b.
We can now obtain the best known results in Morse theory.
Theorem 4.89 (Morse Inequalities): Let M be a complete Hilbert manifold,
f a smooth function satisfying the P-S condition on a <- f 5 b, and suppose
that a, b are regular values off and that all critical points off are non-de-
generate. For each non-negative integer m let P. be the m-th Betti number of the
MORSE THEORY ON HILBERT MANIFOLDS 153
pair ({f S b}, {f S a}), and let cm denote the number of critical points off
o f index (m, co) in f -1([a, b]). Then
flo < CO
m=0 m=0
and
E (_
= ksm l 1)k-m
/ (number of critical points of index k
on level c1).
F rlk(X.,XO) (number of critical points of index k
kim k$m
in f-1([a, b]).
But an iteration of //(1.8) yields
Bibliography
1. Lang, Serge, Introduction to Differential Manifolds (Interscience, John Wiley, New York,
1962).
2. Palais, Richard, "Morse theory on Hilbert manifolds", Topology Vol. 2, pp. 299-340
(Dec. 1963).
3. Palais, R. and Smale, S., "A generalized Morse theory", Bull. A.M.S. Vol. 70, pp.
165-172 (January 1964).
4. Eilenberg, Steenrod, Foundations of Algebraic Topology (Princeton University Press,
1953).
5. Milnor, Morse Theory (Princeton University Press, 1963).
CHAPTER V
Category
155
156 NONLINEAR FUNCTIONAL ANALYSIS
(MD the tangent space to Mat p). Let a : F-+ H, V :.P-+ H be defined by
a (P, x) =P
p(p,x) =p+x
Let [A) = U 27 (t, A) R A. It is easy to see, using the implicit function
ost 1
theorem, that there exists a neighborhood V of [A] and an E > 0 such that,
for (p, x) a I', p e V, Jxi < e, p( p, x) covers a neighborhood 0 of A in H
and is smoothly invertible there. Let v-1 be the inverse, and let 4 _ AV-1.
Then ¢ is a smooth map from 0 into N, and ¢'[A] = identity.
It is easy to see that ij can be extended to it defined in I x Mwith values
in H in such a way that n (0, x) = x, x e M, j (1, x) = constant. Choose
a neighborhood U of A such that (t, U) c 0 and set
ri(t,p) =X,-n (t, P), P6 U, 0 5 t S 1.
Then j (0, p) = p, p) = constant, n is M-valued, continuous and
defined in I x U.
Q.E.D.
Proof of Theorem 5.5: Let { UU} be any covering of A. Then there exists a
refinement { V) of { Uj} such that catM (Ph) = 1 for all k (for instance, a
refinement consisting of coordinate patches).
Since dim A = n and by our observation, we can find an open covering
{U,} such that
(a) cat U, = 1
+s
(b) n. ll, = q$ for any (n + 2)-ple of sets in { Uj}
J-
(c) There exist U,, U,.+, such that
s+1
in U,1# .
J=1
rn+1
Let U = U ( fl u, U1 E {U,}) , where the intersection is taken over sets
{if} of distinct indices.
By (c), U # ¢. By (a) each of the intersections has category 1, for it is
contained in some U. Hence 6 itself has category 1-it is the disjoint union
of sets of category 1. Observe that
A=(A-U)uU.
158 NONLINEAR FUNCTIONAL ANALYSIS
00 _ 4=1
y (-1)k (fix - fix )
and 8 is extended linearly to arbitrary n-chains. Since (as the reader may
easily verify) 8: C"(X) - C"_1(X), we can define a boundary 8 in C
CATEGORY 159
-Y y
n n-1
k-1 1=1
Observe now that if 1 < k
*o o*
0 kl
where (*, 0) stands for any combination of the signs +, -; and if 1 > k
*o
k,1+1 = PI,k
This shows that a04) will be an element of D"(X), and hence aa¢ = 0 in C..
Q.E.D.
Having defined chain groups and boundary operators we can define
homology groups in the usual way, i.e.
5.11. Definition: Let Z"(X) = ker a c C"(X)
B"(X) = aC"+1 (X) c C"(X).
Then H"(X) = n-th (cubical) singular homology group of X = Z"(X)JB"(X).
To define relative cubical groups of a pair (X, Y) offers no new difficulties;
we simply define the n-th singular chain group of the pair (X, Y) as
C. (X, Y) = C,(X)l (D,(X) + CC(Y)),
and the boundary operator a as the relativization of the former O and the n-th
cubical singular homology group of (X, Y) as
ZZ(X,Y)=kera
B , (X, Y ) = B"(X,Y)=0Cn+1(X,Y)
The cohomology groups are constructed as usual starting from the cochain
groups and the coboundary operators. The reader may benefit by consulting
160 NONLINEAR FUNCTIONAL ANALYSIS
5.14. Theorem: Let cat (X) = n. Then any -cup product of n elements of
degree > 0 vanishes.
CATEGORY 161
Corollary:
(5.6) cat (X) > cup length (X) + 1.
Proof: Since the case n = 1 is evident (it reduces simply to the fact that,
if the identity mapping i : X - X is homotopic to a constant, then X has
trivial homology) we can suppose n > I. Let Y S X be a set of the first
category, i.e. such that i : Y -+ X is homotopic to a constant map m : Y -+ X,
m(y) = p c- X. Consider the exact cohomology sequence
Hk-1(y) Hk (X, Y) J* H"(X) - Hk(Y).
Our assumption on Y implies that Hr(Y) = 0, whence by exactness, j* is
onto. Suppose now that X is of category n, X = Y, u u Y,,, Y, of the
first category. Let y,, ..., y" be n elements in the cohomology rings of de-
grees k,, ..., k". Then y, =j*Y,, Y, E Hk(X, Y,), i = 1, ..., n. The mapping
j* commutes with the cup product, so (y, u y1 u ) = j * (y, u yZ u ).
Hk,+...+k_(X, Hk'+...+k^(X,
But y, u Yz ... E Y, U ... U Ya) = X) = 0.
Q.E.D.
Let X, .t be two manifolds, w a form on X. Then we can use w in an evi-
dent way to define a form w in X x 1, and the same is true for forms in I.
Let n, A be the mappings of forms and of cohomology groups defined in
this way.
a : Hk(X) - Hk (X x 2)
x 2)
It may be seen that rrH" (X), RHk (2) together generate the cohomology
ring of X x I But this proves the following statement.
5.15. Lemma:
(5.7) cuplength (X x 1) ? cuplength (X) + cuplength (1).
Applying this lemma to the torus T", cat (T") - 1 ? cuplength (T") n.
Indeed, equality holds here. The proof is left as an exercise.
Even though we have defined the cup product only for finite-dimensional
manifolds, we have mentioned the fact that it can be defined in more general
situations. We mention the following result, discussed in more detail later.
11 Schwartz, Nonlinear
162 NONLINEAR FUNCTIONAL ANALYSIS
5.19 Lemma: Let rlt(p) be as in the ' . eceding lemma. Let c be a real num-
ber, and set
K, = {p a MIf(p) = c, (vf) (p) = 0}.
CATEGORY 163
It is clear from (5.11) and from the definition ofa that I df(ri,(p))/dtl is uniform-
ly bounded for all p e M and real t; thus there exists a finite constant K such
that If(ne(P)) - f(P)I < K lti . Since c, it follows from this last that
is uniformly bounded. Thus, by Condition P-S, {'7,n(pn)} has a con-
vergent subsequence, and we may suppose without loss of generality that
converges to a point q c- M. Since (vf) 0, q is evidently
a critical point off. We have
(5.12) P. = ti- r (r1 e (P.)) - n q
by Lemma 4.45 and by the fact that q is a critical point. Thus q e KK is the
limit of and since p # U we have a contradiction which completes our
proof.
5.20 Corollary: Let 0 < e < 1. Let ri, and Nt be as in the preceding Lemma.
Then if f(p) 5 c + e2/2 and p 0 N1, we have f (tll(p)) c - e2/2.
Proof: It is plain from (5.11) of the preceding proof that f(77,(p)) decreases
as t increases, and, in fact, that
Iff(p) < c - e we have nothing to prove; thus we may suppose without loss
of generality that I f(p) - el < e. Then p 0 Nt implies that I Vf Ze
for 0 < t 5 1, so that, since Pa (t) is monotone increasing (cf. the first para-
graph of the preceding proof) we may conclude, using (b), that f (r11(p) -f(p))
< -e2. But then
2
e2
Reference
Bibliography
165
166 NONLINEAR FUNCTIONAL ANALYSIS
6.3. Definition: We define L : Hi (I, R") -> Ho (I, R") by La = a' and we
define Hi (I, R") = {a e HI (I, R") I a(0) = a(1) = 0}.
Then the following is immediate:
6.4. Theorem: L is a bounded linear transformation of norm 1. H1 (I, R")
is a closed linear subspace of codimension 2n in HI(I, R") and L maps Hf (1, R")
isometrically onto the set of g e Ho (I, R") such that
I
g(t) dt = 0,
0
i.e. into the orthogonal complement in Ho (I, R") of the set of constant maps of
I into R.
6.5. Theorem: If p e H, (I, R") and 2 is absolutely continuous from I into
R", then
fI
1 (2'(t), e(t)) dt = (2, -LP)o
Jo
6.6. Definition: C ° (I, R") = set of all continuous maps of I into R".
C°(I, R") is a Banach space with the usual norm I I.. The inclusion of C° (1, R")
into Ho (1, R") is evidently bounded.
la(t)-a(s)) s jt-sIIL,lo.
Proof: Apply Schwarz's inequality.
Corollary 2: The inclusion maps i : H, (I, R") - CO (1, R") and Ho (I, R")
are completely continuous.
Proof of Corollary 1 is trivial. For 2 apply the Arzela-Ascoli Theorem.
6.8. Lemma: Let 0: R" -+ RP be a smooth map, and let 4) : HI (I, R")
- H, (I, RD) be defined by Vi(a) = 0 o a. Then 0 is smooth. Moreover, if
1 :!!g m ::5 k, then
F(a) (AI ... AsY (t) = F(a(t}) (AI(t) ... As(t)) = dF,(,) (a'(t)) (AI(t), .... ;.,(t))
dt
Proof: (a) is clear. It is equally clear that H,(I, V) is a closed set in H1(I, R")
and that S2 (V, p, q) is a closed set in H1 (I, V). Since V is a smooth sub-
manifold of R" we can find a smooth Riemann metric for R" such that V is a
totally geodesic submanifold. Then if E : R" x R" - R" is the corresponding
exponential map (i.e. the map t - E (p, tv), where E (p, tv) is the geodesic
starting from p with tangent vector v), then E is a smooth map. Let or e Hl (I, V)
and define 0: H1 (I, R") - Hl (I, R") by 4)(A) (t) = E(a(t), A(t)). Then 0 is smooth
and 0(0) = a. Moreover d¢o (A) (t) = dEf"' (A(t)), where E0 )(v) = E(a(t), v).
Since dEo(') is the identity map of R", d4o is the identity in H1 (1, R"). Thus by
the inverse function theorem 0 maps a neighborhood of zero in Ht (I, R")
Ck-isomorphically onto a neighborhood of a in H1 (1, R"). Since V is totally
geodesic, given A near zero in H1 (I, R"), 4)(A) a H1 (1, V) if and only if
A e H1 (I, V),. Similarly, if a e .Q (V, p, q) then ¢(A) e S2 (V, p, q) if and
APPLICATIONS OF MORSE THEORY TO CALCULUS 169
J°(a) f0l('t)I2dt.
of H, (1, R") then for each a e Q (V; p, q) (VJ) (a) can be characterized as the
unique element of Q (V; p, q), mapped by L onto La - h(a). Moreover
IVJ (a)1. = I La - h(a)10.
Proof: Note thatQ (V; p, q), is a closed subspace of H1(I, R") and is con-
tained in H1 (I, R"). It follows from Theorem 6.5 that L maps Q (V; p, q),
isometrically onto a closed subspace of Ho (I, R"). Since La - h(a) is ortho-
gonal to L (Q (V; p, q),)1, La - h(a) = LA, A e Q (V; p, q) with R unique
and JAI, = IL210 = ILa - h(a)lo. It will suffice to prove that dJ,(e) = (2, e)0
for e e Q (V; p, q) i.e., that dJ, (e) = (LA, 4)0 = (La - h(a), Le)o for
e eQ (V; p, q),. Since (h(a), Le)o = 0 fore eQ (V; p, q) we must prove
that dJ,(e) = (La, Le)o for e eQ (V; p, q).,. But JR"(a) _ I ILaI0, so dJa "(e)
j
= (La, Le)o for e e H, (I, R"). Since = JR" IQ (V; p, q), it follows that
dJ,=dJ;"IQ(V;p,q),.
Q.E.D.
6.22. Definition: Let Q (V; p, q), be the closure of Q (V; p, q), in Ho (1, R"),
and let P, be the orthogonal projection of Ho (I, R") on Q (V, p, q),. For each
point r e V, let Q(r) denote the orthogonal projection of R" onto the tangent
space V, to V at r.
Proof: Let {a"} be a sequence in Hl (I, V) such that IJ(a")I < M, JJ(a")
-+ 0. Since, by Theorem 6.21,
We now refer to Lemma 6.24 below and note that it follows from this
Lemma that if a e Hl (I, V) then Pf belongs to S2 (V, p, q), if f is smooth
and vanishes for t = 0 and t = 1. Since h(a) is orthogonal to LP,f in this
case, we have (h(a), LPef) = 0 for all such a and f. Thus
(;) (P,h (a), Lf) = (h(a), (P,L - LP,) f)
for a e Hl (I, V) and smooth V vanishing at t = 0,1. If we put Q,(t)
(dldt) 0 (a(t)), it follows by differentiation from (*) that
(P,h (a), Lf) = (h(a), Q, '.f) _ (Q" . h(a), f)
for smooth f vanishing at t = 0,1, and hence, by a limit argument, for all
f e H1 (1, R").
Since a,, - am e Hi (I, R") it follows that
I
I(PQ"h (a"), L (a" - am))ol = Ifo (Qa" (t) h(a") (t), (a" - am) (t)) dt
is bounded. Let A be a compact set such that a"(I) c A. Then there exists K
such that
IIQQ" (t) h(a") (t)I dt 5 K ILa"Io Ih(an)Io.
J
it follows that the range of 2r, is d2 (V; p, q) so rr = P.. On the other hand,
A e Ho (I, R") is fixed under r, if and only if A(t) e V,(,, for almost all t e I.
Since the range of a projection is its set of fixed points, this proves our
lemma.
Q.E.D.
The following are obvious consequences of the lemma.
Corollary 1: If a e Q (V; p, q), then
P, (Hi (I, R")) = Hl (I, Y). and P. (Hi (I, R")) = S2 (V; p, q)0
Corollary 2: If or e Q(V; p, q) then P0La = La.
Another simple result, whose proof is left as an exercise, is
6.25. Lemma : Let T c- Ho (I, L (R", R°)) and define for each A e Ho (I, R") a
measurable function TT (A) : I-+ R" by T(A) (t) = T(t) A(t). Then
(1) T is bounded from Ho (I, R") to L1 (I, R°);
(2) If T and A are absolutely continuous then so is T(A) and
(TA)' (t) = T'(t) A(t) + T(t) A'(t);
(3) IfT e Hl (I, L (R", RD)), A e Hl (I, R"), then T (A) e Hl (I, RD).
6.26. Definition: Let a e .Q (V; p, q). Define G, e Hl (I, L (R", R")) by
G, = .Q o or and Q, a Ho (I, L (R", R")) by Q, = G,.
6.27. Theorem: Let a e .G (V; p, q). Let F. be as in Definition 6.22. If
e e H, (I, R"), then (LP, - PL) e(t) = Q,(t) 9(t). Given f e Ho (I, Jr), define
an absolutely continuous map g : I -+ R" by
g(t) = J ds.
0
Then, if e e Hi (I, R")
(.l (LP, - P,L)e)o = (g, -Le)0.
Proof: Since Pe (t) = G,(t) e(t) and P,(Le) (t) = G,(t) e'(t) by 6.24, (LP,
- PA) (e(t)) = Q,(t) e(t) follows immediately by differentiation. By (1) of
Lemma 6.25, s - Q,(s) f(s) is summable, so g is absolutely continuous. Next
note that, since G,(t) = Q (a(t)) is self-adjoint for all t, Q,(t) = G,'(t) is
self-adjoint wherever defined, and hence
1
P Le)o = J U(t),
(f, (LPo ` o) 1
Q.(t) e(t)) dt = J(QQ(t)f(t), e(t)) dt
0 o
Then P,h (a) - g 1 L (H* (I, R")), whence Ph (a) - g = constant. Since g
is absolutely continuous so is P,h (a) and they have the same derivative.
But g'(t) = Q,(t) h(a) (t).
Q.E.D.
6.29. Theorem: Let a be a critical point of J. Then or is smooth and, more-
over a" 1 V everywhere. Conversely, if a eQ (V; p, q), a' a.e., a" 1 V, then a is
a critical point of J.
Proof: By Theorem 6.21, if a is a critical point of J, then La = h(a).
Since P,la = La, it follows that P,h (a) = h(a), so by Theorem 6.21 a' is
absolutely continuous (so that a is C1) and
(*) Qe(t) a'(t).
Now since SZ : V - L (R", R") is smooth using 6.26 we have
Q1(t) = d2 (a(t))
dt
It follows that if a is C", then Q,(t) is so by (*) the statement that a"
is Cl"- I implies that or is C,"+ 1. Since we already know or is C', it follows that
a is smooth. If e e S2 (V; p, q) then La = h(a) is orthogonal to Le, so that
a" is orthogonal toe. Since a" and e are continuous, it follows that (a"(t), e(t))
= 0, t e I. If t e I is not an endpoint and so a V,(,), then there exists
e c -.Q (V; p, q) sdch that e(t) = vo, hence al(t) is orthogonal to V,(,) and,
by continuity, this holds also at the endpoints. Conversely, if a eQ (V; p,q)
is such that a' is absolutely continuous and a" 1 V,(,) for almost all t e 1,
then La 1 L (Q (V; p, q)) so La = h(a) and a is a critical point of J.
Q.E.D.
APPLICATIONS OF MORSE THEORY TO CALCULUS 175
2
176 NONLINEAR FUNCTIONAL ANALYSIS
= zf t
It (de'(t))2
+ A(t) a(t) d t) + B'(t) '(t) e'(t) dt.
The Hessian matrix 32J (a, ... , .) will be singular if and only if there exists
a function a eQ (V; p, q), such that 62J (or; e, j) = 0 for all a eQ (V; p, q),.
That is, the Hessian matrix will be singular if and only if there exists a non-
zero function (e') a H, (1) such that e'(0) = e'(l) = 0 and such that
Q. dLo'
(e, e) = Ajj(t) e`(t)
Jo ' d t t) d drt) + 2 dr(:)
dr2
t) +
2
1
Au(t) dej
dt
1
2 dt
{Aji(t) e'(t)} + BiAt) e'(t) = 0
Let 0 < a 5 1, and let H1([0, a]) denote the set of all functions e = (e')
on the interval [0, a] which have square-integrable first derivatives: let
H(°)([0, a]) denote all those which vanish at both end-points of the interval
[0, a]. Let be the n-th eigenvalue, in increasing order and with repetitions
according to multiplicity, of the equation (*), with boundary conditions
e'(0) = 0 = o'(a). Then, applying the minimax principle (**), we find that
(***) Ak(a) = max min Q (e, e)
a1. ek-1 (a. aj)-0
C- (CO.03) J=1,-.-,k-1
X01= 1 0 e H;°j(10. a])
6.32. Lemma :
(i) The Hessian matrix 62J° (a; e, ti) is singular, i.e., the critical point a
of the functional J`' is degenerate, if and only if the equation (*) has a non-
zero solution e = (e') satisfying e'(0) = e'(1) = 0.
(ii) Let 0 < al < a2 < ... < a, < 1 be the values of a for which the
differential equation (*) has a non-zero solution e = {e') satisfying e'(0)
= e'(a) = 0; and let n(a) be the number of such linearly independent solu-
tions attaching to the value a. Then Morse index of the critical point a, i.e.,
the number of negative eigenvalues of the hessian matrix 62J", is equal to the
sum n(al) + + n(a,).
Next we shall need the following Lemma.
6.33. Lemma: Let n(a) be defined for each a as in (ii) of the preceeding
Lemma. Let v - E(v) be the exponential transformation, which sends each
tangent vector v at the point e of the manifold V into the point o,flvI), where
a, is the geodesic starting from P with-tangent vector v/JvJ. Let vo be such that
or = a,,. Let dE,, be the gradient of the map E at the point vo. Then n(l)
is equal to the dimension of the null-space of the linear transformation dE,,.
Before giving the proof of this Lemma, let us note that the Non-degeneracy
Theorem and the Morse Index Theorem follow readily from the two pre-
ceeding lemmas. Indeed, since n(1) = 0 is the criteria for non-degeneracy
according to the first of our two lemmas, the Non-degeneracy Theorem fol-
lows immediately from the second lemma. As to the Morse Index Theorem,
we note that, applying the second of Lemmas to each of the geodesic seg-
ments a(t), 0 S t 5 a, with a 5 1, we find that n(a) = 2(avo) for 0 S a S 1.
Thus the Morse Index Theorem follows at once from part (ii) of the first
of our Lemmas.
Let us now give the proof of the second lemma:
for all a vanishing for t = 0 and t = 1. If we note that the differential equa-
tion [*] is derived from the variational condition (t] on integrating by parts,
we see at once from this last equation that the function
AY(t) = d av+4t)
s=o
Applications
181
182 NONLINEAR FUNCTIONAL ANALYSIS
7.2. Theorem: Let i be the injection (A, p) - (X, p) and j the injection
(X, p) - (X, A). Then the following sequence is exact:
... -. n" (X, A) e ' nA-1 (A, p) o n"-1 (X, p) !_`` n"-1 (X, A)
This is the analog for homotopy groups of the Exactness Principle given
in Chapter N, Part 2, § E, of these Notes.
Now, suppose we have a manifold M, feCOD(M), satisfying the P-S condi-
tion, and let as usual M° _ {x e M; f(x) 5 a), M° = {x e M; f(x) S b}.
If there are only non-degenerate critical levels between a and b, Mb is de-
formable to M' with handles attached :
(1) Mb - M" u h1 (Dk' x D`1) u h2 (D1= x D12) u ---
h, h= h3
Let A be another manifold, and 0 a mapping 46: A - Mb. Assume that dim (A)
is less than the index kl of any critical point in (1) and that A is compact.
Next, note that 01 can be deformed to a smooth map, and set Al
= ¢-1 (h1 (Dk1 x D")). Consider h-14) : Al -+91 x Di'. Let p1 bethe pro-
jection map of Dk1 x D" onto D. Then p1hi 10 is smooth and maps Al
into 0111. But dim (A1) < k1, whence some point in D"`1 does not belong to
the range of pah-'4), and the same holds for the other indices k2, etc.
APPLICATIONS 183
7.3. Theorem: n (M°, M°) = 0 if n < degree of any critical point between
a and b.
7.4. Corollary: If Morse theory applies to (M, f) and if above some non-
critical level c all critical points have indices greater than n, then n. (M, M`)
=0.
We will now apply our results to the topology of spheres, in order to
obtain the so-called Freudenthal suspension relation between homotopy
groups.
First we recall that in relation to H,(SJ, p, q) and the function J, the
geodesics joining p and q are critical points whose indices depend on
the length of the geodesic: if length (y) = n - e for any 0 < e < n, then
index (y) = 0; if length (y) = n + e, then index (y) = j - 1; if length
(y) = 3n - e, index (y) = 2(j - 1) and so on.
This follows from the Morse Index Theorem 6.31. Suppose that we
have, as before, a map 4) : A - H, (SJ; p, q) where p # q and p # q',
the conjugate of q, and that dim (A) < 2 (j - 1). Then by 7.3 0 is homo-
topic to a map whose range contains curves of length at most n + 2e. Now
assume that length (o) < n + 2e. Let m be the midpoint of cr: m = v(Q.
It is easy to see that m: H,(SJ; p, q)-+ SJ is a smooth map.
We have d (p, m) < in + e and d (q, m) < in + e. This implies that there
are unique geodesics v, joining p and m and v2 joining q and m (see dra-
wing below), if e is small enough.
184 NONLINEAR FUNCTIONAL ANALYSIS
P'
7.5. Theorem: If dim (A) < 2(j -1), the space of maps A - D1(SJ; p, q)
is of the same homotopy type as the space of maps A - SJ-1.
APPLICATIONS 185
of =+V,
has the required properties.
We state without proof the following
7.9. Theorem (Kunneth) [Cf., for example, Hilton and Wiley, Homology
Theory.]
H. (B x C; G) = ®Hk (B; Ht (C; G)).
k+t=n
7.10. Corollary: Suppose G = real numbers. Then
b (B x C) = E' bk(B) b!(C)
k+1="
where b" are the Betti numbers.
If we form the Betti polynomials
b (B, z) = z"bn(B),
nao
Corollary 7.10 implies that
b (B x C, z) = b (B, z) b (C, z).
186 NONLINEAR FUNCTIONAL ANALYSIS
Let us consider once more the fiber space X -D- B of curves beginning at
b e B, with fiber F = p-1(b) = Q(B). As we said before, all the homo-
logy groups of X are zero for n > 0. As in Theorem 7.13, put
Hk (B, H, (.Q(B))), where Zk-0 = Hk(B). Suppose that H (B) is the first non-
vanishing homology group of B of positive dimension (see diagram below).
If n > 2, by Theorem 7.13, Z°.1 must be zero, because this does not change
when homology with respect to an r/r Z 2 boundary operation is taken;
since the final result must be 0, all Zk.'being zero, H1(Q) itself must vanish.
This implies that all the in the column of H1(Q) are 0. Similarly, if n > 3,
all the groups in the column of H,(Q) are zero. Using these remarks, we
may prove the following theorem.
0
d2 ZliI
0
homologies leave invariant the groups in the places (3, 0) and (0, 2). But the
limit groups H.,(Z)3.0 and H,,,(Z)°,Z must be zero, so the 3-boundary ho-
mology gives us zero in both places. In other words, the sequence
d3- 113
0 HO) a~ 0
is exact, which proves the theorem.
Q.E.D.
7.15. Ccrollary (Hurewicz): If B is connected and simply connected, the
first non-vanishing 'romology group of positive dimension, H (B) is isomor-
phic to the first non-vanishing homotopy group of positive dimension a. (B).
Proof:
H4(B) = i (.(B) = H1 (f"-'(B)) = ri (D8-'(B)) = x.(B)
Q.E.D.
Now assume that B is a finite dimensional space. Consider homology
groups with real coefficients and let Dk.' = dim bk(B) bt(Q(B)), where
the bk are Betti numbers.
Suppose that Q(B) has only finitely many non-vanishing Betti numbers;
let b,(D(B)) be distinct from zero, and bj(Q(B)) = 0 for 1 > r. Similarly, let
0 and bk(B) = 0 for k > n. Then D'," is different from zero, and
remains fixed throughout the sequence of homologies of Lemma 7.12 and
Theorem 7.13 (same argument as before). But this is a contradiction, for
the final result gives the trivial homology of the path-space X and hence
must be 0. Thus D(B) always has infinitely many non-vanishing homology
groups. Suppose next that one of the numbers, say, b,(Q(B)), is infinite, and
that for I < s, b, (S2(B)) is finite. Then the number at the node (s, 0) of the
above diagram remains infinite throughout the sequence of homologies
which is again a contradiction. We have thus proved
7.16. Theorem: If B is connected, simply connected and finite dimensional,
99(B) has infinitely many non-vanishing real homology groups and all of them
have finite dimensions.
Q.E.D.
The space 9(B) is an example of the more general concept of a "group-
like space".
7.17. Definition: Let X be a topological space. Then X is called a group-like
space if there is a binary operation defined on it, a distinguished element
APPLICATIONS 189
called the identity, and a mapping x -- x-1 such that all the properties defining
a group are satisfied up to homotopy (e.g. m - m - e - identity).
For group-like spaces we have the following theorem of Hopf, which we
quote from the ciled paper of Serre but shall not prove.
7.18. Theorem: The cohomology ring with real coefficients of a group-like
space with finite dimensional homology groups is the direct product of a poly-
nomial algebra and an exterior algebra.
7.19. Corollary: Under the above hypotheses, if the group-like space X has
infinitely many non-vanishing Betti numbers, the cup-length of X equals oo.
(See § 2 of Chapter 5 for the definition of cup-length.)
7.20. Corollary: If B is connected, simply connected and finite dimensional,
then
cup-length (S1(B)) = oo.
[Compare with Theorem 5.16.]
7.21. Corollary: Under the above hypotheses, any two points of a Rieman-
nian manifold B are connected by indefinitely long geodesics.
Remark: It can be proved that if B is compact, simple connectedness is not
necessary.
coincides with the exponential function defined on the Lie algebra {iH} with
values in the Lie group U(n). The scalar product
*'-(A, B) = Re trace (AB*)
defines a Riemannian structure on U(n).
190 NONLINEAR FUNCTIONAL ANALYSIS
The geodesics beginning at I are the curves of the form v(t) = exp (ill?),
with H hermitian. We say that o(t) has H as initial velocity.
Our aim now is to determine at which points of the tangent space at the
origin, that is, at which hermitian matrices H, the exponential function has a
vanishing Jacobian. The image of these points under the exponential is the
set of conjugate points to the identity I.
In general, let f be any analytic function of a matrix. Then f has a Cauchy
integral representation,
f(M) = , If(Z) dz.
tact z -- M
If bf(M, N) denotes the first variation off at the point Mapplied to N, we
have:
(1) af(M, N) =
SO
$2
We now return to the function f(H) = exp (iH). In this case, we have
exp(i(a+a,)) 0
exp (-i (n + el))
E= exp (i (n + 82))
exp (-i (n + e2))
0
192 NONLINEAR FUNCTIONAL ANALYSIS
We wish to study the geodesics joining 1 and E. Therefore we have to find the
solutions of exp (iH) = E. But such an elementHcommutes with E, and since E
is diagonal with distinct entries, H too must be diagonal. Set
H =
Then exp (ih1) = exp (i (n + e,)); exp (ih2) = exp (i (n -- et)); etc. Hence,
h 1 = n + e l + 27zn, = e, + (2n, + 1) n,
h2 = r - e, + 2nn2 = -el + (2n2 + 1) n, etc.
This means that the h, are of the form:
(2k + 1) n ± e.
7.22. Lemma: Unless m of the nj's in the formula for the hj's are 0 and
the m others are -1, the geodesic with initial velocity H passes through at
least 2 (m + 1) conjugate points to the identity.
Proof: Since the trace of H is zero, E hj = n (E 2nj + 2m) = 0, so
Y, nj < -m, or
E nj = -m. Thus there are two possibilities: either nJ<0
n j = -m. In the first case, there is at least one positive n j, call it n1i
nJ<0
so that if N denotes the number of conjugate points
E -nj>2(m+1).
N>2 Y (nj - ni - 1)z2nj<0E (n1 -nj-1)>2 eJ<0
nj>ni
In the second case E nj = -m there are no positive nj's. If our hypothesis
AJ<0
is violated, some negative nj must be less than -1, so the number of nj's
equal to zero is >- m + 1. Now,
N > 2 E (nk - nj - 1) >_ 2 (number of n's equal to 0) > 2 (m + 1).
nk=0
nJ<-1
Q.E.D.
We obtain the geodesics of minimal length when all the coefficients 2nj + I
of n, are ± 1. This length is 2m r, and the other geodesics have length
>= n 2m + 8. For the geodesics of minimal length, the fact that trace (H)
= 0 implies that there are m eigenvalues equal to +n and m eigenvalues
equal to -n. In this case, the matrix H is completely determined by giving
the subspace of eigenvectors of the eigenvalue n, the other subspace corre-
13 Schwartz, Nonlinear
194 NONLINEAR FUNCTIONAL ANALYSIS
In the interval (0, t,,,), II Vf (a (xc,, t))II > l/nj, whence the last expression is
less than
(*) nj tnl II Vf (a (xn,, t))112 att .
J 0
d f(
nj a (xn,, t)) dt = nj (f(xn,) -f(yn))
0
Proof: By the remark above, a map from the k-cube into Sl (SU(2m), I, -I)
can be pushed down to a map into the space S20 of curves of length at most
196 NONLINEAR FUNCTIONAL ANALYSIS
is exact. The first and the last written terms are zero by Lemma 7.27, whence
the middle terms are isomorphic, i.e.
nk (92 (SU (2m),1, -1)) = nk(K)
Next, consider the inclusion U(n) c U(n + 1). The factor space U(n + l)/U(n)
is the sphere S2A+1 [cf. Steenrod's book]. Hence,
nk(S2n+1).+ nk-1(U(n)) -+ Xk-1(U(n + 1)) -i alk-1(S2s+1)
APPLICATIONS 197
0 ` A(m)
7.31. Corollary: The homotopy groups nk (U(oo)) are zero if k is even, and
isomorphic to Z if k is odd.
199
200 NONLINEAR FUNCTIONAL ANALYSIS
Lemma 8.34 contains basic estimates which we need to derive the explicit
formula for the first derivative of the energy J in 8.35 and to prove the validity
of the Palais-Smale condition for J in 8.41. In 8.36 to 8.39 we introduce the
gradient of J as a vector field on H1(S1, M) and identify the critical points
of J as the closed geodesics on M. In 8.41 to 8.50 standard arguments from
infinite dimensional Morse Theory are used to show the existence of at least
one nontrivial closed geodesic on every compact C6-Riemannian manifold.
In 8.48 we prove that those flow lines of the gradient deformation (cf. 8.43),
which start at points f with sufficiently small energy J(f) < e have uniformly
bounded length. As an immediate consequence we obtain the important
result 8.47 that J-1(0) is deformation retract of J-1([0, e]).
We conclude with a summary of recent developments.
Preliminaries. M will be a compact Riemannian manifold of class Ck
(k Z 6). (Metric completeness rather than compactness is sufficient for most
of our general developments but not for the desired application to closed
geodesics.) MD denotes the tangent space to M at p, TM the tangent bundle
of M. The scalar product in MD is denoted by g(p) (v, w) or more briefly by
(v, w); in local coordinates on Mthe metric is writtenglk(p) v'wk. The distance
on M induced by this infinitesimal metric (cf. Chapter VI) is called dM(p, q).
Absolutely continuous curves (resp. vector fields) with locally square in-
tegrable derivatives will be called H1-curves (resp. H1-vector fields). For H1-
curves we may define an energy integral J and a length LM as follows.
J(f) = j f (1'(t),f(t)) dt , L,4(f) = f (f(t),f(t))112
dt.
We shall be interested in closed H1-curves parametrized by the interval [0, 1]
(not necessarily proportionally to arc length). Hence we find it useful to
define the following space :
H1(S1i M) = {fIf: [0, 1]/{0, 1) -, M and J(f) < co}.
(We always identify the circle S1 with the factor space [0, 1]/{0, 1}.)
The covariant derivative of a vector field v(t) along f(t) will be written
Dv/dt; this derivative is given in local coordinates on M by the formula
8.1. Lemma: There exists e, > 0 such that the geodesic parallel coordi-
nates just defined are valid in the e,-tubular neighborhood of any geodesic
arc which is sufficiently short so that its e;.tube does not cover any point
twice. Moreover there exist constants C > 0 and 0 < m1 S 1 S m2 < oo
such that for parallel coordinates in any ep tube we have
n n
fto
t 1/2
8.4. Corollary: L,(f) S 2J(f), and La (,f) =1(f) if and only if f is para-
metrized proportional to arc length, i.e., (f(a), f(r)) = coast.
We next wish to define a differentiable structure on H1(S1, M) with the
aid of coordinate spaces which have a geometric interpretation on M.
such that v(t) a Mr(,) and v is absolutely continuous and has locally square
integrable derivatives.
8.6. Theorem: H1(S1, TMf) is a separable Hilbert space with the scalar
product <v, w> defined below.
CLOSED GEODESICS ON COMPACT RIEMANNIAN MANIFOLDS 203
(Of course, Dldt denotes the covariant derivative along f.) It is clear from (2)
of Definition 8.5 that we have <v, v> < oo, <w, w> < oo. Moreover using
I(v(t), w(t))I < Iv(t)I Iw(t)I (in Mf(,)) and the Cauchy-Schwarz inequality, it
follows that
2
<v, w)2 < CI1 fI v(t )I . Iw(t)i +
fDU dt
I
o dt
21 1
o Iv(t)I2 + dt fo { t 2 + JD
dt
= <v,v>.<w,w>.
Hence <v, w> is defined for all v, w e H1 (S,, TMf). Clearly <v, w> is bi-
linear and positive definite, and therefore a scalar product.
For the proof of completeness of the space H, (S, , TMf) we need the
following definition and lemma.
t E [O.1)
dt
(4) at (8U(t))(v(t), w(t))) _
(., +
uvll , =
(4t),
v(t)) + 5"" (v(z), v(a)) dr
dz
1
Dv
s (v(t), v(r)) + 2 f Iv(r)I . dr.
o dt
fo
204 NONLINEAR FUNCTIONAL ANALYSIS
<v,
v> r, -I (v(t ), v(t)) +
dt
, D dt
dt /j
<v, v>
11v
mi
fyv
ft ((v`)2 +
!
(1'ik frvk)2) dt
(
rY
+
2C2n3
J f (f(t), f(t)) dt < 1 + 4
m1 t
which implies
<v, v) > _m_ Y ((v1(t))2 + (v'(t))2) di.
17V _ 3 f1v
8.9. Theorem: (i) Let g(') and g(2) be Riemannian metrics on M. The cor-
responding scalar products on the various spaces H1(S1i TMr) as defined
in 8.6 (3) are then equivalent, i.e. c, Ilvll"' < Ilvll`2' S c2 110{1' for each
v e H1(S,, TMr) with constants depending only on the energy J(f) of the
curve f.
(ii) Let M c R" be a differentiable submanifold, so that H, (S, , M) may
be regarded as a closed submanifold of the Hilbert space H, (S1, RN) (The-
orem 6.11), and so that the usual H,-norm for H, (S, , R") induces a scalar
product on each tangent space H1(S1, TMr) of H1(S1, M). Then any two
embeddings induce scalar products in H1(S1, TMr) which define norms for
these spaces which are uniformly equivalent on any subset of H1(S1, M) of
bounded energy J(f).
206 NONLINEAR FUNCTIONAL ANALYSIS
(iii) Any two scalar products in H1(S1, TM,r) of the sort described in (i)
and (ii) above are uniformly equivalent on any subset of H1(Si, M) of
bounded energy.
Proof: We first prove (i). By compactness of M there exist constants
0 < m1 < m2 < oo such that
(2) i k<
(1) k
M191k v v
1
glk L v = m2$Ik(1)V1D k
This implies m1J(1)(f) < J(2)(f) < m2J(1)(f). This observation allows us
to repeat the equivalence-of-norms proof given above as the second part of
the proof of Theorem 8.6 with only minor changes. The number of subinter-
vals I, which are needed in that proof can trivially be estimated in terms of a
bound for J(f); the other constants appearing in the proof of Theorem 8.6
are independent off. All additional details are left to the reader.
We now prove (iii). Given an embedding M c RN, consider the norm II II
0
(v(t), v(t))M,(,) dt + f (---,
1
dt
Dv
--dt / Mr(,) dt
Dv
while
dv l
(IIvII*)2 = 1 (t#), v(t))RN dt + f 1 (dv
dt
,
dt )RN
dt.
o ,J o
Of course (v(t), v(t))M,(,) = (v(t), v(t))RN by the choice of the metric for M.
Let the map 0: M -i RN define the embedding with which we are con-
cerned. The second fundamental form of M c RN in terms of local coordinates
for M is a symmetric matrix of vector valued functions of these coordinates,
equal specifically to the projection of a2018u' auJ onto the hyperplane of
directions normal to M. We denote this form by 11J. (Cf. Milnor, Morse
Theory.) The definition of the covariant derivative of a vector field v along
a curve f (in local coordinates v', f') can be seen to imply the formula
(dv dv = Dv Dv
+ (luvl',
dt' dt)RN - (dt ' dt M,(
from which it is plain that it II' < II O. On the other hand, letting K. be
the least upper bound for the principal curvatures of M in all directions, it
CLOSED GEODESICS ON COMPACT RIEMANNIAN MANIFOLDS 207
follows by the compactness of M (the embedding being fixed) that K," < oo .
Moreover, by the definition of the principal curvatures,
(ltJV P, 'rsvrfs)RN K,2" Iv(t)I2 If12.
Hence, using 8.8
(IlviI*)2 S (IIvII')Z + Km 2J(f) 2(Ilvll')2.
This proves the equivalence of the norms II Il* and II 11' Combining (i) and
(iii), (ii) follows trivially; details are left to the reader. Q.E.D.
Remark: It is no coincidence that the constants cl, c2 such that cl IIv11"'
IIvllcs
< c211v11`" in the preceding theorem depend on an upper bound
for the energy J(f). One can easily check by explicit calculations (carried out
most simply on the sphere or on manifolds with vanishing curvature) that
the best possible constants c, and c2 may indeed approach 0 and oo respec-
tively as J(f) -+ oo.
Our next developments will depend on Palais' Theorem 6.12, which we
restate as follows.
8.10. Theorem: Let M and N be closed Ck-submanifolds of R"` and R"
respectively. Then H, (Si, M) and H, (S1, N) are closed Ck-4-submani-
folds of H, (SI, R"`) and H, (SI, R") respectively (cf. Theorem 6.11). Let
0:M->NbeaCk`2map.
(i) It is an elementary result of differential topology that 0 can be extended
to a C2 map from R'" to R. Then, by Theorem 6.8, the extended 0 gives
rise to a C1-4 map of H, (SI , RI) into H, (S1, R").
(ii) Consequently the map 0 : H, (S,, M) -+ H, (SI, N) defined by
0(f) = fi of is a C11-4 map. Moreover dO,(v) (t) = d0pt) (v(t)) for
v e H, (SI , TM,).
8.11. Definition: As in Chapter VI we take as the differentiable structure
of HI (S1, M) that structure which it inherits as a submanifold of H, (SI , RN)
in virtue of an embedding of M c RN. It is clear from Theorem 8.10 (cf. also
Theorem 6.11) that the differentiable structure thus defined does not depend
on the embedding. Although the differentiable structure of HI (SI , M) is
independent of the Riemannian metric of M it will be of considerable ad-
vantage to have coordinate neighborhoods and maps on HI (SI , M) avail-
able which are closely related to the Riemannian structure of M. We intro-
duce such coordinates in the following definition and lemmas.
8.12. Lemma: The set 0(f) = {vJ v e HI (SI, TMf), IIv11. < e}, is an
open subset of the Hilbert space HI (SI, TMf).
208 NONLINEAR FUNCTIONAL ANALYSIS
Proof. Let v e 0(f), i.e. let IIvII < e so that IIvII, s e - 28 for some
b > 0. Then if <w, w>h12 = IIwII < 8 we have IIwtI,, < 26 (cf. Lemma 8.8
above). Het.ce 11v + wll W < e, so that the 6-ball around v is in 0(f). Q.E.D.
8.16. Corollary: The mappings n : U(f) -+ 0(f) of Lemma 8.14 and 8.15
define valid Cx' 3 coordinates on the manifold H1(S1, M). We refer to them
as standard coordinates near f.
The proof of Lemma 8.15 is based on Theorem 8.10 and Whitney's em-
bedding theorem. We start with some considerations which we shall need
again.
properties. If we identify M with the zero section of TM, then this sub-
manifold of TM is embedded in R" x {0}. Moreover the tangent space M,
of M and p is embedded as a linear subspace of { p} x RI in such a way that
the linear structure of M, is preserved. In view of Theorem 8.10 we have
then HI (S,, TM) as a C' 5-submanifold of Ht (S,, R" x R"), and for fixed
f e H, (S,, M), HI (S1, TMf) is a linear subspace (and therefore as a C'
submanifold) of H, (S , , R" x R") and consequently H, (S,, TMf) is a Ck"5-
submanifold of Hl (SI, TM).
In the same way the Whitney sum TAf Q+ TM is C' '-submanifold of
RN x RN x RN so that the linear structure of the fibers is preserved. Conse-
quently Hl (S, , TM ® TM) is a C'- 5-submanifold of HI (S, ,R' x R" x R")
(Theorem 8.10) and Hl (S, , TMf) x HI (S, , TMf) is a linear subspace of
H, (SI, R" x R" x R") and a Ck-S-submanifold of H, (S,, TM E) TM).
Proof of Lemma 8.15: We assume 8.17. Consider the map rh : T,'tf --. M
defined by 0(v) = exp,( (where p(c) is the base point of r). Then 0 E CA - 2
and by Theorem 8.10 the induced map 0: H, (S,, TM) -+ HI (S,, M) be-
longs to Ck_5 (not Ck-4 since TM is only Ck-'). But the restriction of 0
to the Ck'5-submanifold HI(S1, TMf) (cf. 8.17) is the map 9/`' of our
Lemma, proving that q-' e Ck-5
To show that we also have 77 e C'`-5, we argue as follows. On the open
subset U = {(p, q) E M x M; d (p, q) < e,} the map y: U -- TM given by
y (p, q) = expo `(q) is well defined and Ck-2. By Theorem 8.10 y induces a
Ck-5 map y of an open subset of HI (SL, M) x H, (S,, M) into HI (S,, TM).
The domain of y contains the Ck - 5 submanifold { f } x U(f) (cf. 8.13) and
the restriction of y to {f} x U(f) coincides with t) by the proof of
Lemma 8.14. Q.E.D.
The next Lemma shows that the Hilbert manifold HI (S, , TM) may be
identified with the tangent manifold TH, (S, , M).
14 Schwartz, Nonlinear
'110 NONLINEAR FUNCTIONAL ANALYSIS
8.18. Lemma: Let 0: TM -+ M be the map given by 45(v) = exp (v), and
let 0 be the induced map (Theorem 8.10) of H, (S,, TM) - H, (S,, M).
Let 0 be the map defined by 0(v) = ds 0(sv) Is_ o, so that 0: H, (S,, TM)
- TH, (S,, M). Then 0 is a Ck ` 6 diffeomorphism of H, (S,, TM) onto
TH, (S,, M).
Proof: From the proof of Lemma 8.15 we have that 0 e Ck- so that
S
0 e C". Write p(v) for the base point of the vector v e TM, or for the base,
point curve of the H,-vector field v E H, (S,, TM), as the case may be. Let
v e H, (S, , TM). The point 0(v) E H, (S,, M) has by Corollary 8.16 the
coordinate v in the standard coordinate neighborhood U(p(v)) near p(v).
Thus ds ; FP (sv) = (v)is that tangent vector of H, (S,, M) atp(v), which,
s= o
in the coordinate system of TH, (S, , M) corresponding to U (p(v)), has the
coordinate (0, v). This shows that 0 is a 1-1 C1-6 mapping of H, (S,, TM)
onto TH, (S,, M).
To prove that 0-' is also of class Ck-6 consider the coordinate system
of TH, (S,, M) corresponding to U(p(v)) and denote the C"`6-coordi-
nate map by ^, i.e. : C(v) --+ 0 (p(v)) x H, (S, , TM,(,,)). We shall find a
C'--5 map a such that 0-' = a o rj, which proves 0-1 a Ck-6.
Now use 8.17. Let p = p(v,) and q = exp,(v,). By Lemma 8.1 there
exists e, > 0 such that if V1, v2 a M, and Iv21 < e, then P (VI, v2)
= expq' (exp,(v, + v2)) defines a C1,-2 function whose value is a vector
tangent to M at q. Thus a (v,, v2) = s e (v,, sv2) I defines a Ck-3
Ss0
map a: TM ® TM - TM. By Theorem 8.10 a induces a Ck-s map
Ck- s
H, (S,, TM (D TM) -, H, (S,, TM) and therefore by restriction a
map (cf. 8.17)
v: H, (S, , TiVf f) x H, (S,, TMf) - H, (S,, TM).
For (v,, v2) e H, (S,, TM r) x H, (S,, TMf) and h = 0(v,) we have
Thus
exph ' (exp f (v, + sv2)) = s ' a (v, , v2) + o(s) E H, (Si , TMh).
Since rh (exph ' (exp f (v, + sv2))) = 0 (v1 + s v2) and since ?7-' =
u11(S1.TMI)
(by the proof of 8.15) it follows that
d d -
0 (sa (L ] , v2)) = ds 0 (v, + sv2)
ds S=o ds S=Q
i.e. (a (VI , v2))is that tangent vector of H, (S,, M) at the point h = 0(v,)
whose coordinates in the coordinate neighborhood rl(v,) of TH, (S,, M) are
(v, , v2). In other words i3 (0 (a (VI , v2))) = (v, , v2) or a o which
completes the proof. Q.E.D.
Our next aim is to prove the differentiability of the energy integral and to
introduce the intrinsic Riemannian metric for HI (SI , M), more precisely :
Ic (f(t), h(t)) (v(t), w(t))I S lIc (f(t), h(t))11 L2(RM) .1V(t)IRM ' I i'(06-
s E I h1(t)I Ilc (f(t), e1)IIL2(RM) max I v(t)I I +'(t)I
and therefore 9410.1]
Ic (f h) (v, 01 S max (E Ilc (f(t), e,)11 2 2(RM))1'2 IlhH0, (s,. Rx) '2 1IvIIR, (s,. it.)
1x(0.1 L
the base point curve p(v) by Dvldt (cf. 8.21). Then the scalar product ac-
cording to 8.6 (3) is
<v, w> =
dt
1
dz`
dt
g (= p (v(0)) (v(t ), w(t)) + g (p (v('))) `
where v and w have the same base point curve p(v). We have to show that
Dv
\ dt '
this formula defines a Ck-6 section from M into the positive-definite, sym-
metric, continuous bilinear forms on TH, (S,, M) = H, (S1, TM), cf. Lem-
ma 8.18. Taking, for example, Cartesian coordinates for R" we may write
the covariant derivative along f as
DO
+ Fjk (f(t)) v'(t) fk(t)) i = 1, ..., N and
(
Dw
dt }
E
o
J.k=1
dt,
213
where the rk are Ck-3 functions defined on R" (cf. 8.21). We write
I'(f(t)) [v(t), f(t)] for the vector {rk(f(t)) vJ(t) fk(t)} e R".
By 8.21(2) and (3) we may define a Ck-5 map
F(f, h) (v, w) = {g (f(t)) (v(t), w(t)) + g (f(t)) (iv(t) + r (f(t)) wt), h(t)],
0
&23. Definition : Let fo, f 1 e H1(S1 i M) be such that dd (Jo, fi) < E,,
which implies that the shortest geodesics on M joining fo(t) and fl(t) are
unique. Then put:
y (s, t) = expf0(t) (s . expf it)(t) (f1(t)))
From this function of two variables we obtain a curve y : s - y(s) E H1 (S1, M)
by writing y(s) (t) = y (s, t).
8.24. Lemma: The y-curves of Definition 8.23 are C'- 5 differentiable. The
ay
tangent vector (0) E H1(S1 i TMf) is the coordinate of f1 in the standard
as
coordinate system near fo (cf. Lemma 8.14 and Corollary 8.16). We have
(s, t) = dM(fo(t), fl(t)) (for all s, 0 < s:5 1); hence 11as = d.(.fo,f1)
as W
Proof: In the coordinate system centered at fo the y-curves have the follow-
ing representation.
v(s) (t) = s expj «)(f1(t)) where vs) E H1(S1, TMf0).
This implies that the y-curves are as often differentiable as the change of
coordinates map, i.e. are Ck - 5. Moreover, d v(s) is the coordinate of f1.
ds s=0
(s, t) is the length of the tangent vector to the geodesic y (s, t),
as
t = const., and therefore equals dx(fo(t), fl(t)).
8.25. Lemma: A Cl-curve x : [0, 1] - H1(Sl , M) considered as map [0, 1]
x [0, 1] - M by putting x (s, t) = x(s) (t) is a homotopy between the end
Cx
points x(0), x(l) e H1 (Si, M). Moreover (s, t) is a continuous vector
as
field on M along x. This implies that the deformation paths x (s, to), to = con-
stant, are rectifiable curves on M and that their length depends continuously
on t.
Proof: Since J is continuous and x [0, 1] is compact (in H1 (S3 , M)) we
have max J (x(s)) = A < oo. Therefore, by Lemma 8.3, the x(s) are an equi-
SE[0.1]
continuous family of curves on M. Equicontinuity in one variable and con-
tinuity in the other implies continuity in both variables. In this case x(s) (to)
is also equicontinuous ins for to a [0, 1]. To see this let v(s) be the coordinate
of x(s) in some standard coordinate system on H1(S1 i M) (cf. 8.13 (2)), I.e.
CLOSED GEODESICS ON COMPACT RIEMANNIAN MANIFOLDS 215
for some f e H, (SI, M) and b > 0 let x(s) e U(f) and v(s) E H, (S,, TM-,)
for Is - soI < S. By Lemma 8.8 we have
an
continuity of (s, t) in both variables.
as
Q.E.D.
and
D D D D v (s, t) = R a- a
, v (s, t) almost everywhere,
at as - as at) (at as)
where R is the Ck' 3 curvature tensor of M and (resp. D f as) is the
at
covariant derivative along the curves 0 (so, t) (resp. 0 (s, to)) on M.
Proof: The formulae are well known for 0, V E C2 and extend by the usual
limit arguments to the above situation.
Q.E.D.
L(x) ds = f'(I'dtff-.,\+(_0x
ds
D ax
as dsat at ' as)})
1 /2
o as
f 11 J0 at
216 NONLINEAR FUNCTIONAL ANALYSIS
8.28. Remark: L2(x) < 2E(x) may be proved along precisely the lines of
the proof of Lemma 8.3.
d 1 ` D ax ax
ds ` -(m(s))
2J = J (as dt ' at) dt,
,/ o
Hence, using Lemma 8.26 to change the order of differentiation and noting
the -identity of Definition 8.27,
d ax 2 1/2 (fl D On
2J (x(s)) <_
1 1
(s, t) dt
ds - -,l 2J (x(s)) (fo at \d 0 at as
ax
as
Proof: We must show d.' (fo, f,) < LZ(x) for any C'-curve joining fo and
f , , cf. Definition 8.13 (1) and 8.29. Let tm c- [0, 1 ] be such that dc, (Jo , fi )
= dM(fo(tm),fi(tm)) Then by Lemma 8.25 x (s, is a Cl-curve on M and
we have
($1 ax (s tm) dsllz
d.2 (fo,fi) = d (fo(tm), fi(tm))
o as
by Lemma 8.8.
Q.E.D.
0 as = Jo 0 \ as at as
=J
ds (s, z) = L,.4 (x,),
0 as
D axT
since oxT/as is independent oft and = 0. Therefore the curve xT on
dt as
M and the curve xT on M have the same length. Moreover
1 ., 1 1
21as
f1ds(f'f._(s,T)
For use in the following proofs we recall some facts which have been
established above.
8.34. Lemma: Let IIRII be a bound for the norm of the curvature tensor
8y
on M and let Ias = dx . Then we have
E y
Remarks; (1) gives a bound for the energy integral along a y-curve in
terms of the energy of the one end point, J(fo), and in terms of the coordinate
of the other end point, as (0).
(2) shows that a y-curve is parametrized almost proportionally to arc
length.
Proof: (3) and (4) are immediate consequences of (2). To prove (2), we
note that, by 8.6 (3) and 8.8 (4)
d D ay L + D D oy D icy
ds ay
1
fo tas as ' as
1 dt
as at as ' at as)
as (s) II
'a
ay _y D ay
<_ ds
\Ras
I
,Jo oy (s) at as at as
as
I
D ay 2
dt
J'C at as
II RI1;d f ds 2J (V(s))
0
I\ 2J(,,((T)) - J2J(fo) $
0 as
(s) I ds.
Therefore (2) gives
Proof: Let f, e U(fo) and let y(s) be the y-curve joining fo and fl. Then
ay
the coordinate off, is (0) (cf. 8.24) and we must prove that
as
(s, r), ) dt = da J\
f 0 as at
at o f f o o dt at as at
+ (D D ay ay 11
as as at at
that
1J(fl) - AM - f 1 (D ay (0),
at as
afo
at )
dt
o
s
1 dt j(7 D ay D ay ey ayl ay ay
f f f 1 ds dor -R
(
0 o 0 as at a;) at' as I as ' at
2 2 2
ay
' {Il
< f
ds II R Il 2J(y(s)) } Cl
ol
0 as (s) as as (0)
where C1 = C1(RI , J(fo) , I (0) ) by Lemma 8.34 (1) and 8.34 (2). There-
11
as
fore dJfo ((0)) = f 1 as
(0), afo) dt, which proves our first con-
clusion. The inequality IdJf(w)I S 2J(f) Ilwll now follows from the
Cauchy-Schwarz inequality.
Q.E.D.
Remark: If one carefully notes those parts of earlier results which have
been used in the above proof, one finds that it not only establishes a formula
for the derivative assuming differentiability, but actually proves the differ-
entiability of J.
8.36. Definition: The continuous linear functional dJf(w) on the Hilbert
space H1(S1, THf) can be represented as the earlier product of w and of a
vector which we call grad J(f). More specifically, we have (cf. 8.35)
8.37. Remark: From 8.35 it follows that Jjgrad J(f)l S .J2J(f), and from
D of dt.
8.36 that fl grad J(f)112 = grad J(f),
J2
0\ t at)
8.38. Theorem: The vector grad J(f) tangent to Hl (S1, H) at f, may be
interpreted as a vector field along the curve f on M, and is determined by the
integral equation given in Definition 8.36. If f is smooth enough so that
aflat E Ht (S1, TM,r), then grad J(f) (t) is the unique periodic solution of
the differential equation
2
D22
grad 1(f)(t) - grad J(f)(t) = D
at .
Proof: Our first assertion is obvious. To prove the second, note that since
and w(t) are continuous, we have (w(t), at) = 0. Hence integrating
at o
the left side of the integral equation of 8.36 by parts gives (use 8.8 (4))
+ (. gradJ(f)(t), a w(t))j dt
This can hold for every w e Hl (Sl, TMf) only if D/at grad J(f) (t) is a con-
tinuous vector field along f, in which case integration of the last term by
parts gives the desired result.
Q.E.D.
Proof: Since the constant curves are of minimal energy, i.e., of energy zero,
there is nothing to be proved for these curves. Next, let f be a non-constant
closed geodesic and hence a C2-curve. Then al e Hl (S1, TMf) and by
Theorem 8.35 we have at
dJAw)
- 5o
(T' w(t),
L)
at
dt
-J o (w(t),
at at
0,
CLOSED GEODESICS ON COMPACT RIEMANNIAN MANIFOLDS 223
of a
since D
of at
= 0 for geodesics and (w(t), 1
o
= 0 bYcontinuity. There-
f'(v(t), D z)dt=0.
o- \ at
Forming the difference of the last two equations and noting that Dv/Ot
= Dx/at - Dy/at = z(t) - of/at, we get
This implies that of/at = z(t) almost everywhere. Since of/at is the derivative
of an absolutely continuous function it follows that the indefinite integrals
of of/at and of z(t) (in local coordinates) agree. But z(t) is continuous and
therefore everywhere equal to the derivative of f. Thus of/at is continuous
except possibly for a jump at t = 0+, 1-. Arguing in a similar way however
224 NONLINEAR FUNCTIONAL ANALYSIS
we can show that of/at is continuous except possibly for a jump at t = I-,
I+. Thus of/at is continuous everywhere and parallel along f, so that f is
a closed geodesic.
Q.E.D.
8.40. Remark: We restate the Palais-Smale condition for the energy J for
the convenience of the reader:
If f f.} is a sequence on H1(S1, M) such that J(,) < A and II grad J(fn)11
converges to 0, then {f.) has a subsequence which converges to a critical
point.
8.41. Theorem: The Palais-Smale condition holds for J.
Proof: Since H1(S1, M) is complete (by 8.32) and since 11 grad J(-) 11 is
continuous it suffices to find a subsequence h of f,, which is a Cauchy se-
quence. Since by Lemma 8.3 the {f,} are an equicontinuous family on a com-
pact manifold we can use Arzela's theorem to find a subsequence of {f.}
which converges uniformly; suppose, without loss of generality, that f f.)
has this property. We then have d,, (f., fm) < s for n, m z N(e). We now
show that { fn} is a Cauchy sequence. The proof will rest on Lemma 8.34
and the following formula for y-curves (cf. 8.23, 8.8 (4) and 8.26)
aJ(y(s))I Dy ay (s, t)dt
as _ fo at tas ' at /
fu (a (o, t), ay (o, t)) dt + f f
o
z
(s, t) dt ds
as o at as
+ f f o(R at'
o dt ds, (5)
Let V. be the y-curve (cf. 8.23) such that y ..(O) = f fm. Then by
8.29 and 8.34, we have
6 + 211811 do (fi,fm)
1 - IIRII dd (fn,fm)
2A + aynm (0)
as
}
We now suppress the indices n and m and write ay/as for ay,./as, d. for
(f,fm) and z for 21JR dx
(1 2
- IIRIIdW )2
CLOSED GEODESICS ON COMPACT RIEMANNIAN MANIFOLDS 225
+ J0
'f' ((as
0 , at as at
} dt ds,
ay 211 R II d.2
and using = d., 8.34 (2), s =
as (1 - IIRII d.)
and 8.34 (1)
f1 1 2
D
(7) (s, t) dt ds S Ilgrad J(y(1))II ( (0)
J 0J0 at as as
11 (0)112).
+ (A +
as
f fo at as
o
(3, t) dtds>-
sy (0)
as (0) as (0)
+ 2A + II ay (0)
ns
226 NONLINEAR FUNCTIONAL ANALYSIS
+ pgradJ(y(l))II)
8.42. Lemma: If J has no critical points in J-1([a, b]) then there exist
6 > O and e > O such that 11grad J II Z 8 on J-1 [(a - 6, b + 6]) .
Proof: Were this false, we could find a sequence {f.) such that lim
e [a, b] and lim Ilgrad 0. But then the Palais-Smale condition im-
plies that J has a critical point in J-1([a, b]).
-Q.E.D.
Proof :
V( s,.f )) - <grad J(am),
0V >
_ - II grad J(O) II 2
ds as
(cf. 4.71).
Q.E.D.
Let the singular cycle (or curve) z be a representative of any nontrivial
homology class (or homotopy class) H of the pair (H1(S1, M), R) (cf. 8.33).
The range (or carrier) of z is a compact subset of H1(SI , M) on which J
assumes a maximum. We make the following definition.
8.45. Definition:
co = inf (max J(f)).
)z)EFI fErangez
cH is called the critical value of H.
The preceding theorem does not by itself imply the existence of a single
nontrivial closed geodesic since the possibility eg = 0 is not excluded and
since we do not know the existence of nontrivial homology or homotopy
classes of H1(S1, M), M). The remainder of our reasoning is aimed at
overcoming this difficulty.
8.47. Theorem: There exists e > 0 such that Al (cf. 8.33) is a deformation
retract of J-1([0, e]).
Remark: From 8.47 it follows cg > 0 for any nontrivial homology (or
homotopy) class H of (Hl (S1, M, M).
The proof of 8.47 will follow from Corollary 8.49.
228 NONLINEAR FUNCTIONAL ANALYSIS
8.48. Theorem: There exists e > 0 such that the flow lines of the gradient
deformation (cf. 8.43) which start in J-1([0, e]) have uniformly bounded
length as s -i. oo, and such that each of these flow lines has a well defined
limit point in M as s -> oo.
8.49. Corollary: The uniform boundedness of the length of the flow lines
which start in J-1([0, e]) implies that for these flow lines the end point in 14
and the length depend continuously on the starting point. Consequently
we can parametrize these flow lines proportional to are length and thus get
a retraction of J-1([0, e]) to M, proving Theorem 8.47.
Proof of Theorem 8.48: We shall find e > 0 such that for f e J-1([0, e])
we have
(1) IIgrad J(f)112 > I J(f)
This estimate implies 8.48 in the following manner. By 8.44 the flow line
starting at 0(0) satisfies
dJ
ds
co J(0(0))
ds
sJs dJ
fo 11grad J(0(s))II fQ=J(O)) -1/J
=2 J (0(0)) 5 J20 e
If a flow line had two different limit points in M, its length would have to be
infinite. Thus (2) proves
lim 0(s) a M,
s~00
as desired.
To complete the proof of 8.48, it only remains to prove (1). We do this by
introducing local coordinates on M. Let Ep, C, m1, m2 be as in Lemma 8.1
CLOSED GEODESICS ON COMPACT RIEMANNIAN MANIFOLDS 229
By Corollary 8.4, every f e J-1([0, e]) satisfies L,,,(f) < 2s, and therefore
is completely contained in the domain of some geodesic parallel coordinate
system. Since both sides of (1) are continuous it suffices to prove (1) for
f e C2. Then by 8.38 grad J(f) is the periodic solution of
D2
(3)
d2
y- y= Dd f.
(where here and in the following proof we write y for grad J(f) and f for
afat).
Moreover, by the proof of 8.38, Dy/dt is absolutely continuous. Next
define
Dy
(4)
dt
We find using (3) that
(5) D
dt
D2y2 -
z = dt
dt
D
dt
f. = y and therefore
D2z
dt2
- z = f.
From 8.37 we have Ilyll 2 - f0 1 , f dt and hence, using (4), we get
dt )
(6) I1y112 = f 0
(z + f, f ) dt = 2.1(f) + f (z, f) dt.
0
We shall prove (1) by estimating f (z, f) dt in (6) as follows. Let f'(t) and
0
z'(t) be the coordinates of f(t) and z(t) in a parallel coordinate system whose
domain contains f (see choice of e, above). Then
Before we estimate the next term observe that we have from (4) and (5) using
8.37 again
Al
Dz Dz
(9) IIzI12 = {(zz) )} dt
,10 + (dt , dt
1
-f dyi -f)+(y,y)}dt=21(f)-I1y112.
Jo
Lemma 8.2, 8.1 (1), the Cauchy-Schwarz inequality, and (9) give
(10) if {(z(t), f(t)) = 8,kz'(t) fk(t)} dtl
< f »i2-m'
16 Iz(t)I'I1(t)Idt
o m1
m1 - m1
16 m2 - 11z11 ti (J < 16 m2 2J(f)
m1 m1
To estimate the second term in (7) note that = y (cf. (5)) is in coordi-
nates equivalent to dz
and
1 8`k dT I fk(t) dtl
f Y_
if
-
01.k o
J0
1 +1 1/2 1 1/2
< ` (AT), Y(T)) dr (f (f(t), f(t)) dt
m1 (J o o JJJ
we obtain from (11), and (12) using also IIYII 2j(f) IIYII2 +J(f),
5
+JJ(f))+C(n
1 (11yI12
m,
The estimates (8), (10) and (13) of the right side of (7) inserted in (6) give
Proof: If M is not simply connected, then by Theorem 8.46 and 8.47 there
exists a closed geodesic in every nontrivial homotopy class of closed curves.
If M is simply connected there is a first nonvanishing homotopy group XI(M),
12: 2. We claim that r, _ 1(H, (S1, M), M) is nontrivial. This together with
Theorem 8.46 and the Remark following Theorem 8.47 implies the present
theorem.
We will prove our claim for the case M = S2, and indicate the modifica-
tions needed to treat the general situation thereafter. Consider the spheres S2
in R3 and a line 1 tangent at p to S2. Take the tangent plane to S2 at p and
rotate it around 1, through 180°, until it is again tangent. The intersections
of the intermediate planes with S2 form a family of circles. Parametrize the
intermediate planes with a parameter s running from 0 to 1 and call the
corresponding circles of intersection c(s). Then c(0) and c(1) are constant
curves (cf. 8.33). Parametrize each circle with a parameter t running from 0
to 1, so that c(s) (0) = c(s) (1) = p (e.g. take t proportional to arc length
on c(s)). Then c : [0, 1 ] -- H, (S1, M) is a curve in H, (S, , M) which re-
232 NONLINEAP. FUNCTIONAL ANALYSIS
presents an element of n1 (H1 (S1 , M), M). We claim that this homotopy
element is nontrivial.
To prove this, first consider the map e : I X I -+ S2 = M given by c (s, t)
C (s) (t). Note that c (s, 0) = c (s, 1) for each s and c (0, t) = p = e (1, t)
for all t. We shall make boundary identifications in I x I so that the square
becomes a sphere and c induces a map c* : S2 - S2 = M such that c* is
homotopic to the identity and therefore homotopically nontrivial. This is
done as follows. For each s 0,1 identify the two points (s, 0) and (s, 1);
for s = 0 identify all the points (0, t) to a single point; and for s = I identify
all the points (1, t) to a single point.
Assume now that c represents a trivial element of n1(H1(S1, M), M).
Then there is a deformation 0, of c in H1(S1, M) which deforms c to a
curve d : [0, 1] -- M and which leaves the end points of c fixed, i.e. 0,(0)
= c(0) = p = c(l) = (,(1) for all r. We can assume that 0, is a differ-
entiable deformation. Using Lemma 8.25, we can interpret 0, as a homotopy
of a on M. Since 0,(s) (0) = 1,(s) (1) for each r and s (since we deal with
spaces of closed curves), and also since 0,(0) (t) = p = 45,(1) (t) for all 1,
I, gives a homotopy of c*. Now note that the curves O1(s) = d(s) are con-
stant curves on M, i.e. 0,(s) (t) is independent of t, and note also that d(0)
= d(l) = p . We have thus constructed a homotopy from the nontrivial map
c* : S2 -- S2 = M to a map d* : S2 -, S2 = M such that the image d*(S2)
lies on the closed curve in S2 = M which is given by s -+ 01(s) (0). Clearly
d* is homotopically trivial, a contradiction.
In regard to the general case, we remark only that starting with a non-
trivial element of the first nonvanishing homotopy group n,(M), i.e. with a
(differentiable) map F: S' --.M, one may define an associated (l -1)-para-
meter family of circles on S' such that the F-image of the family of circles
represents a differentiable element of n, -I (HI (SI , M), 9). If this element is
trivial, one constructs, as above, a homotopy which deforms F to a map G
which can be considered as an element of n, _ 1(M) and is therefore trivial by
the choice of n,(M), a contradiction which proves our theorem in the general
case. Q.E.D.
When one tries to prove the existence of more than one nontrivial closed
geodesic, one runs into the disturbing fact that associated with each closed
geodesic one automatically has a one-parameter family of geodesics arising
CLOSED GEODESICS ON COMPACT RIEMANNIAN MANIFOLDS 233
from the various different starting points for the parametrization of a closed
curve. (Note however that critical points of J are always parametrized
proportional to are length.) It is easy to prove that the action of 0(2) on
H1(S1 i M), which for a e 0(2) is given by f(t) - f(t + a) (t and a of course
taken mod 1) is continuous. By identifying orbits we then get a new space
11(M) (in Klingenberg's notation) in which a single nontrivial closed geodesic
is represented by exactly one point. (Multiple coverings of a geodesic are
not identified to a single point by this process.) The space II(M) is no longer
a manifold, but since the Riemann scalar product of H1(Sl, M) and the
energy function are compatible with the action of 0(2) (i.e., are equivariant
under the action of 0(2)) one can prove many statements concerning the
space 17(M) by "lifting" them to the manifold H1(S1, M). For example, the
gradient deformation in H1(S1, M) induces an energy decreasing deforma-
tion in 17(M), so that Theorem 8.47 also holds for 11(M). This is remarkable
since the result seems to be inaccessible via the classic techniques using
broken geodesics. In a paper to appear in the journal Topology, W. Klingen-
berg gives a complete description of the Z2-homology of both H1(S1, M)
and I1(M) for M = S. His method of calculation also applies to the pro-
jective spaces and the other symmetric manifolds of rank 1. Using this in-
formation he obtains a number g(n) of "algebraically different" nontrivial
closed geodesics for the case of M = S"; specifically g(n) = 2n - s - 1
where 0 S s = n - 2" < 2". "Algebraically different" means that the ener-
gies of these g(n) geodesics are the critical values (8.45) corresponding to
g(n) pairwise subordinated ' homology classes; here and below, we call a
homology class ,% subordinated to a homology class j9 if there exists a cohomo-
logy class such that a can be written as a cap product a = r ft. Unfor-
tunately the possibility cannot be excluded that all the geodesics obtained
are multiple coverings of a single geodesic.
The same result was proved using different methods by S. L. Alber. (On
periodicity problems in the calculus of variations in the large, Amer. Math.
Soc. Transl. (2) 14 (1960).) A. I. Fet proved that on every compact manifold
there are at least 3 algebraically different nontrivial closed geodesics. (On
the algebraic number of closed extremals on a manifold, Dokl. Akad. Nauk
SSSR (N.S.) 88 (1953), 619-621). Klingenberg obtains this result also.
No criterion is known which allows one to decide whether two algebraically
different geodesics are also geometrically different (i.e. whether the under-
lying simple covered closed geodesics are different). However, Lusternik and
Schnirelmann (Sur les problemes de trois g6od6siques ferm6es sur les sur-
faces de genre 0, C. R. Acad. Sci. Paris 189 (1929), 269-271) showed that on
234 NONLINEAR FUNCTIONAL ANALYSIS
manifolds of the type of the 2-sphere there exist 3 closed geodesics without
self intersections.
Fet proves the following result: If all closed geodesics on a compact
manifold are nondegenerate as critical points of J then there are at
least 2 prime geodesics (A periodic problem in the calculus of variations,
Dokl. Akad. Nauk SSSR (N. S.) 160 (1965), 287-289). Alber and Klingen
berg announced that under restrictions on the curvature of a manifold
M (j < min K/max K < 1) one can prove without difficulty that the geo-
M M
desics constructed from subordinated homology classes are geometrically
different. Fi aally, Klingenberg announced that certain special closed geo-
desics constructed from subordinated homology classes turn out to be
simple and without self intersection.
Index
235
236 INDEX
This book delves into the subject of nonlinear analysis within the context of
infinite dimensional topological spaces and manifolds It aims to extend
known theorems of nonlinear analysis from the finite to the infinite dunen-
sional case and to analyze difficulties, which arise in the infinite dimensional
case. The authors address calculus on a basic level and work their way up to
closed geodesics on topological spheres. Mathematicians will find this a clear
explication of the theorems and applications in nonlinear functional analysis.
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