Topological Methods In Differential Equation

Abhishek Kaintura
V22003

School of Mathematical and Statistical Sciences

INDIAN INSTITUTE OF TECHNOLOGY, MANDI

5 Dec, 2023

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Overview

1 Introduction

2 C 1 -Mapping Degree

3 Brouwer Degree

4 Elementary Applications of Brouwer Degree

Fundamental theorem of algebra
Brouwer fixed point theorem
Periodic orbits in planar systems of differential equations

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Introduction

Let f : Ω → Rn be a continuous function, we want to know does f(x)=0

has a solution in Ω ? It is also of interest to know how many solutions are
distributed in Ω. To motivate the idea, assume for a simple closed contour
γ and f : X → C and γ ⊂ X we have by argument principle
Z ′
1 f (z) X
w (f (γ), 0)) = dz = βi .
2πι γ f (z)
i

Where zi are the zeros of f in the region enclosed by γ and βi are the
multiplicities of corresponding zeros. So we may say that f has at least
w (f (γ), 0)) zeros in X. In 1912, Brouwer introduced the Brouwer degree
in Rn . That tells us how many times domain of function wraps around the
range se tunder the image of f .

Abhishek Kaintura V22003 Topological Methods In Differential Equation

C 1 -Mapping Degree I

Definition (Regular Values)

For a function g : Rn → Rn , value p = g(x) is called a regular value of g
if Jg (x) ̸= 0 for all x ∈ g −1 (p) and p is called a critical value, or singular
value if Jg (x) = 0 for some x ∈ g −1 (p).

Lemma
/ g (∂Ω) be a regular value. Then, g −1 (p) ⊂ Ω consists of finitely
Let p ∈
many points.

Definition
We can now define the C 1 -mapping degree for a regular value p ∈
/ g (∂Ω)
by X
deg (g , Ω, p) = sign(Jg (x)). (1)
x∈g −1 (p)

Which is integer valued.

Abhishek Kaintura V22003 Topological Methods In Differential Equation

C 1 -Mapping Degree II
Proposition
Let t → gt , t ∈ [0, 1] be continuous map in C 1 (Ω̄). Suppose p is a
regular value for both g0 and g1 , then deg (g0 , Ω, p) = deg (g1 , Ω, p).

Example: Consider the mapping g (x1 , x2 ) = (x12 , x2 ) on the standard disk

D2 then g (D2 ) = {p = (x1 , x2 ) ∈ R2 : x12 + x22 ≤ 1, x1 ≥ 0}.

The image of the boundary ∂D2 is homeomorphic to a semi-circle and

R2 \g (D2 ) is connected, we can see g (∂D2 ) ̸= ∂g (D2 ).

By the homotopy invariance the degree can be evaluated by choosing a

/ g (∂D2 ).
regular value p ∈

If we choose a regular value p ∈ / g (∂D2 ) if p is outside the range of g

then degree is 0 if p is in the interior of range set let p = ( 14 , 0) then
g −1 (p) = {(‘ ± 12 , 0)}, which gives a positive and a negative determinant.
The sum is zero which confirms the previous calculation.

Abhishek Kaintura V22003 Topological Methods In Differential Equation

C 1 -Mapping Degree III

Figure: The standard disk D2 . Figure: Image of the standard disk D2

under g.

we can see there is a path connecting any point outside the range to a
point in the interior of range.

Therefore we can conclude that is R2 \g (∂Ω) is connected then degree is

0, for every regular value.
By the homotopy invariance property we have the following definition.

Abhishek Kaintura V22003 Topological Methods In Differential Equation

C 1 -Mapping Degree IV

Definition
Let A be a connected component of Rn \g (∂Ω) and p ∈ A is a regular
value. Then
deg (g , Ω, p) = lim deg (g , Ω, pn ).
n→∞

Where pn → p and pn is regular for all n ∈ N.

Abhishek Kaintura V22003 Topological Methods In Differential Equation

C 1 -Mapping Degree V

Integral Representation
We can also define C 1 mapping degree as an integral. The integral formu-
lation is is also useful for establishing various properties analytically such
as the homotopy invariance.

Let ω : Rn → Rn be a continuous function such that support of ω is

contained in Br (p) for some p ∈ / g (∂Ω) choose r > 0 in such a way
Br (p) ⊂ Rn \g (∂Ω), a weight function ω satisfies
Z
ω(ζ)dζ = 1.
Rn

Consider differential n-form ω = ω(y ) dy , and g ∗ ω = ω(g (y ))Jg (y )d y .

Abhishek Kaintura V22003 Topological Methods In Differential Equation

C 1 -Mapping Degree VI

Proposition
Let p ∈
/ g (∂Ω) be a regular value and ω a weight function as before, then
C 1 mapping degree is
Z
deg (g , Ω, p) = g ∗ ω. (2)
Ω

Proposition
′
Let A ⊂ Rn \g (∂Ω) be a connected component and R let Rω, ′ω are two
compactly supported differential n-forms on A with ω = ω = 1 then
Z Z
g ∗ω = g ∗ ω′ .
Ω Ω

Abhishek Kaintura V22003 Topological Methods In Differential Equation

C 1 -Mapping Degree VII

Theorem
g ∗ω =
R R
The function g → Ω Ω
ω(g (ζ))Jg (ζ)dζ is continuous with respect
to g ∈ C 1 (Ω).

Theorem (Homotopy Invariance)

Let for t ∈ [0, 1], t → gt and t → ωRt be continuous paths and suup(ωt ) ⊂
Rn \g (∂Ω)) for all t ∈ [0, 1]. Then Ω gt∗ ωt is constant.

Theorem
Let for t ∈ [0, 1], t → gt and t → pt be continuous paths and assume
pt ∈
/ gt (∂Ω) for all t ∈ [0, 1]. then deg (gt , Ω, pt ), is a continuous function
of t and therefore a constant.

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Brouwer Degree I
The mapping degree we defined requires that g is differentiable, the ho-
motopy invariance can be used to extended to the degree of continuous
functions in Rn . Using approximations of g by smooth functions and ho-
motopy invariance leads the definition of Brouwer degree.
Definition
Let g be C 0 (Ω) and let p ∈/ g (∂Ω) then for any sequence gk ∈ C 1 (Ω)
converges to g, then define

deg (g , Ω, p) = lim deg (gk Ω, p),

k→∞

the brouwer degree of triple (g , Ω, p).

We can always find such a converging sequence because C 1 (Ω) is dense in

C 0 (Ω) and brouwer degree is independent of the choosen sequence.

Proposition
The Brouwer degree is continuous in with respect to g ∈ C 0 (Ω).

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Brouwer Degree II

Proposition
Let t 7→ gt in C 0 (Ω) with g0 = g and p ∈
/ gt (∂Ω), for all t ∈ [0, 1] then
deg (gt , Ω, p) = deg (g , Ω, p)

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Application Of Brouwer Degree I

From complex analysis theory it follows that zeroes of holomorphic func-

tions are isolated, or the function is identically equal to zero. Hence we
can define the degree of holomorphic function.

Definition
Let w : Ω → C is a holomorphic function, not identically zero, and w (u) =
0 for some u ∈ Ω, then there exist an r > 0 and Br (u) ⊂ Ω such that
w (z) ̸= 0 for all z ∈ Br (u)\{u}, then

deg (w , Br (u), 0) = n ≥ 1,

where n is the order of the zero of u.

Theorem
Every non-constant polynomial q(w ) = w n + bn−1 w n−1 + . . . + b0 with
complex co-efficient bi , has n complex roots with counted with multiplici-
ties.

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Application Of Brouwer Degree II
Proof.
Write q(w ) = w n + r (w ), then |q(w )| ≥ ||w n | − |r (w )||.
Also on the circle |w | = R > 0, for sufficiently large R, we have
|r (w )| ≤ CR n−1 , and thus |q(w )| ≥ ||w n | − |r (w )|| ≥ R n − CR n−1 > 0,
which prooves that all the zeros are in BR (0) and , degree
deg (q, BR (0), 0) is well defined .

Then by homotopy invariance for qt (w ) = w n + tr (w ), t ∈ [0, 1]. we

have deg (q, BR (0), 0) = deg (w n , BR (0), 0) = n > 0. This implies q(w)
has a root in BR (0) ⊂ C.

A classical application of the Brouwer degree is the Brouwer fixed point

theorem for continuous maps of the n-disc. A fixed point for a mapping
f : Rn → Rn is a point x ∈ Rn which satisfies the equation

f (x) = x.

The Brouwer fixed point theorem can be stated for sets homeomorphic to
the n-disc, or closed unit ball B1 (0).

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Application Of Brouwer Degree III
Theorem (Brouwer Fixed Point Theorem)
Let Ω ⊂ Rn be an open subset such that Ω̄ is homeomorphic to B1 (0),
and let f : Ω̄ → Rn be any continuous map. If f (Ω̄) ⊂ Ω̄, then f has a
fixed point in Ω̄.

Proof: Let φ : Ω̄ → B1 (0) be a homeomorphism. Then the mapping

g := φ ◦ f ◦ φ−1 : B1 (0) → B1 (0) is continuous. The maps f and g are
conjugate and thus f has a fixed point if and only g has a fixed point.

The Brouwer fixed point theorem can be proved by showing the theorem
holds for g . Suppose that g has no fixed points in B1 (0), then g (x) ̸= x,
for all x ∈ B1 (0).

Consider the homotopy ht (x) = x − tg (x). We have

In particular, g (x) ̸= x for x ∈ ∂B1 (0). This implies that 0 ∈/ h1 (x).
Observe that tg (x) ∈ B1 (0) for all 0 < t < 1 since |tx|2 < 1.

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Application Of Brouwer Degree IV
For 0 < t < 1 and x ∈ ∂B1 (0) we get

|x − tg (x)| ≥ ||x| − t|g (x)|| > t||x| − |g (x)|| > 0.

Hence ht (x) = x − tg (x) ̸= 0 for all 0 < t < 1. And for t = 0 we have
0∈
/ ht (x) where x ∈ ∂B1 (0).

Consequently, if x ∈ ∂B1 (0), then ht (x) ̸= 0 for all 0 ≤ t ≤ 1. The

Brouwer degree deg (ht , B1 (0), 0) is well-defined and independent of t ∈
[0, 1]. For t = 0, deg (h0 , B1 (0), 0) = deg (Id, B1 (0), 0) = 1. On the other
hand, since g (x) ̸= x for all x ∈ B1 (0) we have that h1−1 (0) = ∅, which
implies that deg (h1 , B1 (0), 0) = 0, a contradiction.
Another proof we can achieve of the Brouwer fixed point theorem is based
on that continuous functions from B1 (0) to ∂B1 (0), which are the identity
functions when restricted to ∂B1 (0) do not exist.

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Application Of Brouwer Degree V
.
Periodic orbits in planar systems of differential equations
Consider a system of differential equation given by
dr
= r (1 − r )
dt
dθ
= θ0 .
dt

This system consist of an unstable fixed point at r = 0 and a stable

periodic orbit r = 1. All other non-trivial orbits converge to the stable
periodic orbit.
Consider a perturbed system

dr
= r (1 − r ) + ζ(r , θ)
dt
dθ
= θ0 + κ(r , θ).
dt

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Application Of Brouwer Degree VI

ζ(0, θ) = 0 and ζ is bounded and κ(r , θ) > −θ0 .

The solution of this purturbed system is a flow with respect to passage of

time. Is there still a periodic solution of the purturbed system?

By our assumption r=0 is still a unstable point. The solution of this system
defines a flow and is denoted by ϕ(t, .) the assumption of κ gives dθdt > 0.
Define L = {(x, 0) : x > 0} the flow curves of the above system intersects
B transversly, and for every point (x, 0) ∈ B, there exist a time τ = τ (x, 0)
such that flow curves return to B, because dθ dt > 0.

The function τ : B → R+ is continuous , define a function g for any

(x, 0) ∈ L by g (p) = ϕ(τ (p), p). The fixed point of g corresponds to
periodic orbit for ϕ.

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Application Of Brouwer Degree VII
Define h(p) = g (p) − p, and h is continuous. Consider the homotopy
ht (p) = gt (p) − p, where gt is defined by

dr
= r (1 − r ) + tζ(r , θ)
dt
dθ
= θ0 + tκ(r , θ).
dt

Where t ∈ [0, 1], we have h0−1 (0) = {r = 1} and the brouwer degree
deg (h0 , L, 0) > 0. By the homotopy invariance we conclude deg (h0 , L, 0) =
deg (h1 , L, 0) = deg (h1 , L, 0) > 0, which shows the existence of zero, hence
a periodic solution for ϕ.

Theorem (Hairy Ball Theorem)

Their exist a a non-vanishing tangent vector field f such that f (x) ̸=
0 , ∀x ∈ S k−1 on (k − 1)-sphere S k−1 if and only if k − 1 is odd.

Proof: Let v ∈ S k−1 , if k − 1 is odd a non-vanishing vector field is easily

given:

Abhishek Kaintura V22003 Topological Methods In Differential Equation

Application Of Brouwer Degree VIII

f (v ) = (−v2 , v1 , −v4 , v3 , . . . , −vn , vn−1 ) ,

which is tangent to S k−1 and f (v ) ̸= 0.

For converse suppose there exists a non-vanishing tangent vector field f (v )

on S k−1 , then normalization defines a unit tangent vector field w (v ) =
f (v )/∥f (v )∥. Consider

ht (v ) = cos(πt)v + sin(πt)w (v ).

It is clear, since ⟨v , w (v )⟩ = 0, that ∥ht (v )∥ = 1 and ht : S k−1 → S k−1

for all t ∈ [0, 1]. Moreover, h0 = Id and h1 = −Id and thus homotopic
mappings. it follows that deg (h1 ) = deg(−Id) = (−1)k . By the homo-
topy invariance
of the degree, 1 = deg(Id, S k−1 , 0) = deg h0 , S K −1 , 0 =

deg h1 , S k−1 , 0 = (−1)k and thus k − 1 is odd. Where we used if

A ∈ GLn (R), then deg(A, Ω, 0) = sign(det(A)).

Abhishek Kaintura V22003 Topological Methods In Differential Equation