| % This is LLNCS.DEM the demonstration file of |
| % the LaTeX macro package from Springer-Verlag |
| % for Lecture Notes in Computer Science, |
| % version 2.2 for LaTeX2e |
| % |
| \documentclass{llncs} |
| % |
| \usepackage{makeidx} % allows for indexgeneration |
| % |
| \begin{document} |
| % |
| \frontmatter % for the preliminaries |
| % |
| \pagestyle{headings} % switches on printing of running heads |
| \addtocmark{Hamiltonian Mechanics} % additional mark in the TOC |
| % |
| \chapter*{Preface} |
| % |
| This textbook is intended for use by students of physics, physical |
| chemistry, and theoretical chemistry. The reader is presumed to have a |
| basic knowledge of atomic and quantum physics at the level provided, for |
| example, by the first few chapters in our book {\it The Physics of Atoms |
| and Quanta}. The student of physics will find here material which should |
| be included in the basic education of every physicist. This book should |
| furthermore allow students to acquire an appreciation of the breadth and |
| variety within the field of molecular physics and its future as a |
| fascinating area of research. |
| |
| For the student of chemistry, the concepts introduced in this book will |
| provide a theoretical framework for that entire field of study. With the |
| help of these concepts, it is at least in principle possible to reduce |
| the enormous body of empirical chemical knowledge to a few basic |
| principles: those of quantum mechanics. In addition, modern physical |
| methods whose fundamentals are introduced here are becoming increasingly |
| important in chemistry and now represent indispensable tools for the |
| chemist. As examples, we might mention the structural analysis of |
| complex organic compounds, spectroscopic investigation of very rapid |
| reaction processes or, as a practical application, the remote detection |
| of pollutants in the air. |
| |
| \vspace{1cm} |
| \begin{flushright}\noindent |
| April 1995\hfill Walter Olthoff\\ |
| Program Chair\\ |
| ECOOP'95 |
| \end{flushright} |
| % |
| \chapter*{Organization} |
| ECOOP'95 is organized by the department of Computer Science, Univeristy |
| of \AA rhus and AITO (association Internationa pour les Technologie |
| Object) in cooperation with ACM/SIGPLAN. |
| % |
| \section*{Executive Commitee} |
| \begin{tabular}{@{}p{5cm}@{}p{7.2cm}@{}} |
| Conference Chair:&Ole Lehrmann Madsen (\AA rhus University, DK)\\ |
| Program Chair: &Walter Olthoff (DFKI GmbH, Germany)\\ |
| Organizing Chair:&J\o rgen Lindskov Knudsen (\AA rhus University, DK)\\ |
| Tutorials:&Birger M\o ller-Pedersen\hfil\break |
| (Norwegian Computing Center, Norway)\\ |
| Workshops:&Eric Jul (University of Kopenhagen, Denmark)\\ |
| Panels:&Boris Magnusson (Lund University, Sweden)\\ |
| Exhibition:&Elmer Sandvad (\AA rhus University, DK)\\ |
| Demonstrations:&Kurt N\o rdmark (\AA rhus University, DK) |
| \end{tabular} |
| % |
| \section*{Program Commitee} |
| \begin{tabular}{@{}p{5cm}@{}p{7.2cm}@{}} |
| Conference Chair:&Ole Lehrmann Madsen (\AA rhus University, DK)\\ |
| Program Chair: &Walter Olthoff (DFKI GmbH, Germany)\\ |
| Organizing Chair:&J\o rgen Lindskov Knudsen (\AA rhus University, DK)\\ |
| Tutorials:&Birger M\o ller-Pedersen\hfil\break |
| (Norwegian Computing Center, Norway)\\ |
| Workshops:&Eric Jul (University of Kopenhagen, Denmark)\\ |
| Panels:&Boris Magnusson (Lund University, Sweden)\\ |
| Exhibition:&Elmer Sandvad (\AA rhus University, DK)\\ |
| Demonstrations:&Kurt N\o rdmark (\AA rhus University, DK) |
| \end{tabular} |
| % |
| \begin{multicols}{3}[\section*{Referees}] |
| V.~Andreev\\ |
| B\"arwolff\\ |
| E.~Barrelet\\ |
| H.P.~Beck\\ |
| G.~Bernardi\\ |
| E.~Binder\\ |
| P.C.~Bosetti\\ |
| Braunschweig\\ |
| F.W.~B\"usser\\ |
| T.~Carli\\ |
| A.B.~Clegg\\ |
| G.~Cozzika\\ |
| S.~Dagoret\\ |
| Del~Buono\\ |
| P.~Dingus\\ |
| H.~Duhm\\ |
| J.~Ebert\\ |
| S.~Eichenberger\\ |
| R.J.~Ellison\\ |
| Feltesse\\ |
| W.~Flauger\\ |
| A.~Fomenko\\ |
| G.~Franke\\ |
| J.~Garvey\\ |
| M.~Gennis\\ |
| L.~Goerlich\\ |
| P.~Goritchev\\ |
| H.~Greif\\ |
| E.M.~Hanlon\\ |
| R.~Haydar\\ |
| R.C.W.~Henderso\\ |
| P.~Hill\\ |
| H.~Hufnagel\\ |
| A.~Jacholkowska\\ |
| Johannsen\\ |
| S.~Kasarian\\ |
| I.R.~Kenyon\\ |
| C.~Kleinwort\\ |
| T.~K\"ohler\\ |
| S.D.~Kolya\\ |
| P.~Kostka\\ |
| U.~Kr\"uger\\ |
| J.~Kurzh\"ofer\\ |
| M.P.J.~Landon\\ |
| A.~Lebedev\\ |
| Ch.~Ley\\ |
| F.~Linsel\\ |
| H.~Lohmand\\ |
| Martin\\ |
| S.~Masson\\ |
| K.~Meier\\ |
| C.A.~Meyer\\ |
| S.~Mikocki\\ |
| J.V.~Morris\\ |
| B.~Naroska\\ |
| Nguyen\\ |
| U.~Obrock\\ |
| G.D.~Patel\\ |
| Ch.~Pichler\\ |
| S.~Prell\\ |
| F.~Raupach\\ |
| V.~Riech\\ |
| P.~Robmann\\ |
| N.~Sahlmann\\ |
| P.~Schleper\\ |
| Sch\"oning\\ |
| B.~Schwab\\ |
| A.~Semenov\\ |
| G.~Siegmon\\ |
| J.R.~Smith\\ |
| M.~Steenbock\\ |
| U.~Straumann\\ |
| C.~Thiebaux\\ |
| P.~Van~Esch\\ |
| from Yerevan Ph\\ |
| L.R.~West\\ |
| G.-G.~Winter\\ |
| T.P.~Yiou\\ |
| M.~Zimmer\end{multicols} |
| % |
| \section*{Sponsoring Institutions} |
| % |
| Bernauer-Budiman Inc., Reading, Mass.\\ |
| The Hofmann-International Company, San Louis Obispo, Cal.\\ |
| Kramer Industries, Heidelberg, Germany |
| % |
| \tableofcontents |
| % |
| \mainmatter % start of the contributions |
| % |
| \title{Hamiltonian Mechanics unter besonderer Ber\"ucksichtigung der |
| h\"ohreren Lehranstalten} |
| % |
| \titlerunning{Hamiltonian Mechanics} % abbreviated title (for running head) |
| % also used for the TOC unless |
| % \toctitle is used |
| % |
| \author{Ivar Ekeland\inst{1} \and Roger Temam\inst{2} |
| Jeffrey Dean \and David Grove \and Craig Chambers \and Kim~B.~Bruce \and |
| Elsa Bertino} |
| % |
| \authorrunning{Ivar Ekeland et al.} % abbreviated author list (for running head) |
| % |
| %%%% modified list of authors for the TOC (add the affiliations) |
| \tocauthor{Ivar Ekeland (Princeton University), |
| Roger Temam (Universit\'{e} de Paris-Sud), |
| Jeffrey Dean, David Grove, Craig Chambers (Universit\`a di Geova), |
| Kim B. Bruce (Stanford University), |
| Elisa Bertino (Digita Research Center)} |
| % |
| \institute{Princeton University, Princeton NJ 08544, USA,\\ |
| \email{I.Ekeland@princeton.edu},\\ WWW home page: |
| \texttt{http://users/\homedir iekeland/web/welcome.html} |
| \and |
| Universit\'{e} de Paris-Sud, |
| Laboratoire d'Analyse Num\'{e}rique, B\^{a}timent 425,\\ |
| F-91405 Orsay Cedex, France} |
| |
| \maketitle % typeset the title of the contribution |
| |
| \begin{abstract} |
| The abstract should summarize the contents of the paper |
| using at least 70 and at most 150 words. It will be set in 9-point |
| font size and be inset 1.0 cm from the right and left margins. |
| There will be two blank lines before and after the Abstract. \dots |
| \end{abstract} |
| % |
| \section{Fixed-Period Problems: The Sublinear Case} |
| % |
| With this chapter, the preliminaries are over, and we begin the search |
| for periodic solutions to Hamiltonian systems. All this will be done in |
| the convex case; that is, we shall study the boundary-value problem |
| \begin{eqnarray*} |
| \dot{x}&=&JH' (t,x)\\ |
| x(0) &=& x(T) |
| \end{eqnarray*} |
| with $H(t,\cdot)$ a convex function of $x$, going to $+\infty$ when |
| $\left\|x\right\| \to \infty$. |
| |
| % |
| \subsection{Autonomous Systems} |
| % |
| In this section, we will consider the case when the Hamiltonian $H(x)$ |
| is autonomous. For the sake of simplicity, we shall also assume that it |
| is $C^{1}$. |
| |
| We shall first consider the question of nontriviality, within the |
| general framework of |
| $\left(A_{\infty},B_{\infty}\right)$-subquadratic Hamiltonians. In |
| the second subsection, we shall look into the special case when $H$ is |
| $\left(0,b_{\infty}\right)$-subquadratic, |
| and we shall try to derive additional information. |
| % |
| \subsubsection{The General Case: Nontriviality.} |
| % |
| We assume that $H$ is |
| $\left(A_{\infty},B_{\infty}\right)$-sub\-qua\-dra\-tic at infinity, |
| for some constant symmetric matrices $A_{\infty}$ and $B_{\infty}$, |
| with $B_{\infty}-A_{\infty}$ positive definite. Set: |
| \begin{eqnarray} |
| \gamma :&=&{\rm smallest\ eigenvalue\ of}\ \ B_{\infty} - A_{\infty} \\ |
| \lambda : &=& {\rm largest\ negative\ eigenvalue\ of}\ \ |
| J \frac{d}{dt} +A_{\infty}\ . |
| \end{eqnarray} |
| |
| Theorem~\ref{ghou:pre} tells us that if $\lambda +\gamma < 0$, the |
| boundary-value problem: |
| \begin{equation} |
| \begin{array}{rcl} |
| \dot{x}&=&JH' (x)\\ |
| x(0)&=&x (T) |
| \end{array} |
| \end{equation} |
| has at least one solution |
| $\overline{x}$, which is found by minimizing the dual |
| action functional: |
| \begin{equation} |
| \psi (u) = \int_{o}^{T} \left[\frac{1}{2} |
| \left(\Lambda_{o}^{-1} u,u\right) + N^{\ast} (-u)\right] dt |
| \end{equation} |
| on the range of $\Lambda$, which is a subspace $R (\Lambda)_{L}^{2}$ |
| with finite codimension. Here |
| \begin{equation} |
| N(x) := H(x) - \frac{1}{2} \left(A_{\infty} x,x\right) |
| \end{equation} |
| is a convex function, and |
| \begin{equation} |
| N(x) \le \frac{1}{2} |
| \left(\left(B_{\infty} - A_{\infty}\right) x,x\right) |
| + c\ \ \ \forall x\ . |
| \end{equation} |
| |
| % |
| \begin{proposition} |
| Assume $H'(0)=0$ and $ H(0)=0$. Set: |
| \begin{equation} |
| \delta := \liminf_{x\to 0} 2 N (x) \left\|x\right\|^{-2}\ . |
| \label{eq:one} |
| \end{equation} |
| |
| If $\gamma < - \lambda < \delta$, |
| the solution $\overline{u}$ is non-zero: |
| \begin{equation} |
| \overline{x} (t) \ne 0\ \ \ \forall t\ . |
| \end{equation} |
| \end{proposition} |
| % |
| \begin{proof} |
| Condition (\ref{eq:one}) means that, for every |
| $\delta ' > \delta$, there is some $\varepsilon > 0$ such that |
| \begin{equation} |
| \left\|x\right\| \le \varepsilon \Rightarrow N (x) \le |
| \frac{\delta '}{2} \left\|x\right\|^{2}\ . |
| \end{equation} |
| |
| It is an exercise in convex analysis, into which we shall not go, to |
| show that this implies that there is an $\eta > 0$ such that |
| \begin{equation} |
| f\left\|x\right\| \le \eta |
| \Rightarrow N^{\ast} (y) \le \frac{1}{2\delta '} |
| \left\|y\right\|^{2}\ . |
| \label{eq:two} |
| \end{equation} |
| |
| \begin{figure} |
| \vspace{2.5cm} |
| \caption{This is the caption of the figure displaying a white eagle and |
| a white horse on a snow field} |
| \end{figure} |
| |
| Since $u_{1}$ is a smooth function, we will have |
| $\left\|hu_{1}\right\|_\infty \le \eta$ |
| for $h$ small enough, and inequality (\ref{eq:two}) will hold, |
| yielding thereby: |
| \begin{equation} |
| \psi (hu_{1}) \le \frac{h^{2}}{2} |
| \frac{1}{\lambda} \left\|u_{1} \right\|_{2}^{2} + \frac{h^{2}}{2} |
| \frac{1}{\delta '} \left\|u_{1}\right\|^{2}\ . |
| \end{equation} |
| |
| If we choose $\delta '$ close enough to $\delta$, the quantity |
| $\left(\frac{1}{\lambda} + \frac{1}{\delta '}\right)$ |
| will be negative, and we end up with |
| \begin{equation} |
| \psi (hu_{1}) < 0\ \ \ \ \ {\rm for}\ \ h\ne 0\ \ {\rm small}\ . |
| \end{equation} |
| |
| On the other hand, we check directly that $\psi (0) = 0$. This shows |
| that 0 cannot be a minimizer of $\psi$, not even a local one. |
| So $\overline{u} \ne 0$ and |
| $\overline{u} \ne \Lambda_{o}^{-1} (0) = 0$. \qed |
| \end{proof} |
| % |
| \begin{corollary} |
| Assume $H$ is $C^{2}$ and |
| $\left(a_{\infty},b_{\infty}\right)$-subquadratic at infinity. Let |
| $\xi_{1},\allowbreak\dots,\allowbreak\xi_{N}$ be the |
| equilibria, that is, the solutions of $H' (\xi ) = 0$. |
| Denote by $\omega_{k}$ |
| the smallest eigenvalue of $H'' \left(\xi_{k}\right)$, and set: |
| \begin{equation} |
| \omega : = {\rm Min\,} \left\{\omega_{1},\dots,\omega_{k}\right\}\ . |
| \end{equation} |
| If: |
| \begin{equation} |
| \frac{T}{2\pi} b_{\infty} < |
| - E \left[- \frac{T}{2\pi}a_{\infty}\right] < |
| \frac{T}{2\pi}\omega |
| \label{eq:three} |
| \end{equation} |
| then minimization of $\psi$ yields a non-constant $T$-periodic solution |
| $\overline{x}$. |
| \end{corollary} |
| % |
| |
| We recall once more that by the integer part $E [\alpha ]$ of |
| $\alpha \in \bbbr$, we mean the $a\in \bbbz$ |
| such that $a< \alpha \le a+1$. For instance, |
| if we take $a_{\infty} = 0$, Corollary 2 tells |
| us that $\overline{x}$ exists and is |
| non-constant provided that: |
| |
| \begin{equation} |
| \frac{T}{2\pi} b_{\infty} < 1 < \frac{T}{2\pi} |
| \end{equation} |
| or |
| \begin{equation} |
| T\in \left(\frac{2\pi}{\omega},\frac{2\pi}{b_{\infty}}\right)\ . |
| \label{eq:four} |
| \end{equation} |
| |
| % |
| \begin{proof} |
| The spectrum of $\Lambda$ is $\frac{2\pi}{T} \bbbz +a_{\infty}$. The |
| largest negative eigenvalue $\lambda$ is given by |
| $\frac{2\pi}{T}k_{o} +a_{\infty}$, |
| where |
| \begin{equation} |
| \frac{2\pi}{T}k_{o} + a_{\infty} < 0 |
| \le \frac{2\pi}{T} (k_{o} +1) + a_{\infty}\ . |
| \end{equation} |
| Hence: |
| \begin{equation} |
| k_{o} = E \left[- \frac{T}{2\pi} a_{\infty}\right] \ . |
| \end{equation} |
| |
| The condition $\gamma < -\lambda < \delta$ now becomes: |
| \begin{equation} |
| b_{\infty} - a_{\infty} < |
| - \frac{2\pi}{T} k_{o} -a_{\infty} < \omega -a_{\infty} |
| \end{equation} |
| which is precisely condition (\ref{eq:three}).\qed |
| \end{proof} |
| % |
| |
| \begin{lemma} |
| Assume that $H$ is $C^{2}$ on $\bbbr^{2n} \setminus \{ 0\}$ and |
| that $H'' (x)$ is non-de\-gen\-er\-ate for any $x\ne 0$. Then any local |
| minimizer $\widetilde{x}$ of $\psi$ has minimal period $T$. |
| \end{lemma} |
| % |
| \begin{proof} |
| We know that $\widetilde{x}$, or |
| $\widetilde{x} + \xi$ for some constant $\xi |
| \in \bbbr^{2n}$, is a $T$-periodic solution of the Hamiltonian system: |
| \begin{equation} |
| \dot{x} = JH' (x)\ . |
| \end{equation} |
| |
| There is no loss of generality in taking $\xi = 0$. So |
| $\psi (x) \ge \psi (\widetilde{x} )$ |
| for all $\widetilde{x}$ in some neighbourhood of $x$ in |
| $W^{1,2} \left(\bbbr / T\bbbz ; \bbbr^{2n}\right)$. |
| |
| But this index is precisely the index |
| $i_{T} (\widetilde{x} )$ of the $T$-periodic |
| solution $\widetilde{x}$ over the interval |
| $(0,T)$, as defined in Sect.~2.6. So |
| \begin{equation} |
| i_{T} (\widetilde{x} ) = 0\ . |
| \label{eq:five} |
| \end{equation} |
| |
| Now if $\widetilde{x}$ has a lower period, $T/k$ say, |
| we would have, by Corollary 31: |
| \begin{equation} |
| i_{T} (\widetilde{x} ) = |
| i_{kT/k}(\widetilde{x} ) \ge |
| ki_{T/k} (\widetilde{x} ) + k-1 \ge k-1 \ge 1\ . |
| \end{equation} |
| |
| This would contradict (\ref{eq:five}), and thus cannot happen.\qed |
| \end{proof} |
| % |
| \paragraph{Notes and Comments.} |
| The results in this section are a |
| refined version of \cite{clar:eke}; |
| the minimality result of Proposition |
| 14 was the first of its kind. |
| |
| To understand the nontriviality conditions, such as the one in formula |
| (\ref{eq:four}), one may think of a one-parameter family |
| $x_{T}$, $T\in \left(2\pi\omega^{-1}, 2\pi b_{\infty}^{-1}\right)$ |
| of periodic solutions, $x_{T} (0) = x_{T} (T)$, |
| with $x_{T}$ going away to infinity when $T\to 2\pi \omega^{-1}$, |
| which is the period of the linearized system at 0. |
| |
| \begin{table} |
| \caption{This is the example table taken out of {\it The |
| \TeX{}book,} p.\,246} |
| \begin{center} |
| \begin{tabular}{r@{\quad}rl} |
| \hline |
| \multicolumn{1}{l}{\rule{0pt}{12pt} |
| Year}&\multicolumn{2}{l}{World population}\\[2pt] |
| \hline\rule{0pt}{12pt} |
| 8000 B.C. & 5,000,000& \\ |
| 50 A.D. & 200,000,000& \\ |
| 1650 A.D. & 500,000,000& \\ |
| 1945 A.D. & 2,300,000,000& \\ |
| 1980 A.D. & 4,400,000,000& \\[2pt] |
| \hline |
| \end{tabular} |
| \end{center} |
| \end{table} |
| % |
| \begin{theorem} [Ghoussoub-Preiss]\label{ghou:pre} |
| Assume $H(t,x)$ is |
| $(0,\varepsilon )$-subquadratic at |
| infinity for all $\varepsilon > 0$, and $T$-periodic in $t$ |
| \begin{equation} |
| H (t,\cdot )\ \ \ \ \ {\rm is\ convex}\ \ \forall t |
| \end{equation} |
| \begin{equation} |
| H (\cdot ,x)\ \ \ \ \ {\rm is}\ \ T{\rm -periodic}\ \ \forall x |
| \end{equation} |
| \begin{equation} |
| H (t,x)\ge n\left(\left\|x\right\|\right)\ \ \ \ \ |
| {\rm with}\ \ n (s)s^{-1}\to \infty\ \ {\rm as}\ \ s\to \infty |
| \end{equation} |
| \begin{equation} |
| \forall \varepsilon > 0\ ,\ \ \ \exists c\ :\ |
| H(t,x) \le \frac{\varepsilon}{2}\left\|x\right\|^{2} + c\ . |
| \end{equation} |
| |
| Assume also that $H$ is $C^{2}$, and $H'' (t,x)$ is positive definite |
| everywhere. Then there is a sequence $x_{k}$, $k\in \bbbn$, of |
| $kT$-periodic solutions of the system |
| \begin{equation} |
| \dot{x} = JH' (t,x) |
| \end{equation} |
| such that, for every $k\in \bbbn$, there is some $p_{o}\in\bbbn$ with: |
| \begin{equation} |
| p\ge p_{o}\Rightarrow x_{pk} \ne x_{k}\ . |
| \end{equation} |
| \qed |
| \end{theorem} |
| % |
| \begin{example} [{{\rm External forcing}}] |
| Consider the system: |
| \begin{equation} |
| \dot{x} = JH' (x) + f(t) |
| \end{equation} |
| where the Hamiltonian $H$ is |
| $\left(0,b_{\infty}\right)$-subquadratic, and the |
| forcing term is a distribution on the circle: |
| \begin{equation} |
| f = \frac{d}{dt} F + f_{o}\ \ \ \ \ |
| {\rm with}\ \ F\in L^{2} \left(\bbbr / T\bbbz; \bbbr^{2n}\right)\ , |
| \end{equation} |
| where $f_{o} : = T^{-1}\int_{o}^{T} f (t) dt$. For instance, |
| \begin{equation} |
| f (t) = \sum_{k\in \bbbn} \delta_{k} \xi\ , |
| \end{equation} |
| where $\delta_{k}$ is the Dirac mass at $t= k$ and |
| $\xi \in \bbbr^{2n}$ is a |
| constant, fits the prescription. This means that the system |
| $\dot{x} = JH' (x)$ is being excited by a |
| series of identical shocks at interval $T$. |
| \end{example} |
| % |
| \begin{definition} |
| Let $A_{\infty} (t)$ and $B_{\infty} (t)$ be symmetric |
| operators in $\bbbr^{2n}$, depending continuously on |
| $t\in [0,T]$, such that |
| $A_{\infty} (t) \le B_{\infty} (t)$ for all $t$. |
| |
| A Borelian function |
| $H: [0,T]\times \bbbr^{2n} \to \bbbr$ |
| is called |
| $\left(A_{\infty} ,B_{\infty}\right)$-{\it subquadratic at infinity} |
| if there exists a function $N(t,x)$ such that: |
| \begin{equation} |
| H (t,x) = \frac{1}{2} \left(A_{\infty} (t) x,x\right) + N(t,x) |
| \end{equation} |
| \begin{equation} |
| \forall t\ ,\ \ \ N(t,x)\ \ \ \ \ |
| {\rm is\ convex\ with\ respect\ to}\ \ x |
| \end{equation} |
| \begin{equation} |
| N(t,x) \ge n\left(\left\|x\right\|\right)\ \ \ \ \ |
| {\rm with}\ \ n(s)s^{-1}\to +\infty\ \ {\rm as}\ \ s\to +\infty |
| \end{equation} |
| \begin{equation} |
| \exists c\in \bbbr\ :\ \ \ H (t,x) \le |
| \frac{1}{2} \left(B_{\infty} (t) x,x\right) + c\ \ \ \forall x\ . |
| \end{equation} |
| |
| If $A_{\infty} (t) = a_{\infty} I$ and |
| $B_{\infty} (t) = b_{\infty} I$, with |
| $a_{\infty} \le b_{\infty} \in \bbbr$, |
| we shall say that $H$ is |
| $\left(a_{\infty},b_{\infty}\right)$-subquadratic |
| at infinity. As an example, the function |
| $\left\|x\right\|^{\alpha}$, with |
| $1\le \alpha < 2$, is $(0,\varepsilon )$-subquadratic at infinity |
| for every $\varepsilon > 0$. Similarly, the Hamiltonian |
| \begin{equation} |
| H (t,x) = \frac{1}{2} k \left\|k\right\|^{2} +\left\|x\right\|^{\alpha} |
| \end{equation} |
| is $(k,k+\varepsilon )$-subquadratic for every $\varepsilon > 0$. |
| Note that, if $k<0$, it is not convex. |
| \end{definition} |
| % |
| |
| \paragraph{Notes and Comments.} |
| The first results on subharmonics were |
| obtained by Rabinowitz in \cite{rab}, who showed the existence of |
| infinitely many subharmonics both in the subquadratic and superquadratic |
| case, with suitable growth conditions on $H'$. Again the duality |
| approach enabled Clarke and Ekeland in \cite{clar:eke:2} to treat the |
| same problem in the convex-subquadratic case, with growth conditions on |
| $H$ only. |
| |
| Recently, Michalek and Tarantello (see \cite{mich:tar} and \cite{tar}) |
| have obtained lower bound on the number of subharmonics of period $kT$, |
| based on symmetry considerations and on pinching estimates, as in |
| Sect.~5.2 of this article. |
| |
| % |
| % ---- Bibliography ---- |
| % |
| \begin{thebibliography}{5} |
| % |
| \bibitem {clar:eke} |
| Clarke, F., Ekeland, I.: |
| Nonlinear oscillations and |
| boundary-value problems for Hamiltonian systems. |
| Arch. Rat. Mech. Anal. {\bf 78} (1982) 315--333 |
| |
| \bibitem {clar:eke:2} |
| Clarke, F., Ekeland, I.: |
| Solutions p\'{e}riodiques, du |
| p\'{e}riode donn\'{e}e, des \'{e}quations hamiltoniennes. |
| Note CRAS Paris {\bf 287} (1978) 1013--1015 |
| |
| \bibitem {mich:tar} |
| Michalek, R., Tarantello, G.: |
| Subharmonic solutions with prescribed minimal |
| period for nonautonomous Hamiltonian systems. |
| J. Diff. Eq. {\bf 72} (1988) 28--55 |
| |
| \bibitem {tar} |
| Tarantello, G.: |
| Subharmonic solutions for Hamiltonian |
| systems via a $\bbbz_{p}$ pseudoindex theory. |
| Annali di Matematica Pura (to appear) |
| |
| \bibitem {rab} |
| Rabinowitz, P.: |
| On subharmonic solutions of a Hamiltonian system. |
| Comm. Pure Appl. Math. {\bf 33} (1980) 609--633 |
| |
| \end{thebibliography} |
| |
| % |
| % second contribution with nearly identical text, |
| % slightly changed contribution head (all entries |
| % appear as defaults), and modified bibliography |
| % |
| \title{Hamiltonian Mechanics2} |
| |
| \author{Ivar Ekeland\inst{1} \and Roger Temam\inst{2}} |
| |
| \institute{Princeton University, Princeton NJ 08544, USA |
| \and |
| Universit\'{e} de Paris-Sud, |
| Laboratoire d'Analyse Num\'{e}rique, B\^{a}timent 425,\\ |
| F-91405 Orsay Cedex, France} |
| |
| \maketitle |
| % |
| % Modify the bibliography environment to call for the author-year |
| % system. This is done normally with the citeauthoryear option |
| % for a particular contribution. |
| \makeatletter |
| \renewenvironment{thebibliography}[1] |
| {\section*{\refname} |
| \small |
| \list{}% |
| {\settowidth\labelwidth{}% |
| \leftmargin\parindent |
| \itemindent=-\parindent |
| \labelsep=\z@ |
| \if@openbib |
| \advance\leftmargin\bibindent |
| \itemindent -\bibindent |
| \listparindent \itemindent |
| \parsep \z@ |
| \fi |
| \usecounter{enumiv}% |
| \let\p@enumiv\@empty |
| \renewcommand\theenumiv{}}% |
| \if@openbib |
| \renewcommand\newblock{\par}% |
| \else |
| \renewcommand\newblock{\hskip .11em \@plus.33em \@minus.07em}% |
| \fi |
| \sloppy\clubpenalty4000\widowpenalty4000% |
| \sfcode`\.=\@m} |
| {\def\@noitemerr |
| {\@latex@warning{Empty `thebibliography' environment}}% |
| \endlist} |
| \def\@cite#1{#1}% |
| \def\@lbibitem[#1]#2{\item[]\if@filesw |
| {\def\protect##1{\string ##1\space}\immediate |
| \write\@auxout{\string\bibcite{#2}{#1}}}\fi\ignorespaces} |
| \makeatother |
| % |
| \begin{abstract} |
| The abstract should summarize the contents of the paper |
| using at least 70 and at most 150 words. It will be set in 9-point |
| font size and be inset 1.0 cm from the right and left margins. |
| There will be two blank lines before and after the Abstract. \dots |
| \end{abstract} |
| % |
| \section{Fixed-Period Problems: The Sublinear Case} |
| % |
| With this chapter, the preliminaries are over, and we begin the search |
| for periodic solutions to Hamiltonian systems. All this will be done in |
| the convex case; that is, we shall study the boundary-value problem |
| \begin{eqnarray*} |
| \dot{x}&=&JH' (t,x)\\ |
| x(0) &=& x(T) |
| \end{eqnarray*} |
| with $H(t,\cdot)$ a convex function of $x$, going to $+\infty$ when |
| $\left\|x\right\| \to \infty$. |
| |
| % |
| \subsection{Autonomous Systems} |
| % |
| In this section, we will consider the case when the Hamiltonian $H(x)$ |
| is autonomous. For the sake of simplicity, we shall also assume that it |
| is $C^{1}$. |
| |
| We shall first consider the question of nontriviality, within the |
| general framework of |
| $\left(A_{\infty},B_{\infty}\right)$-subquadratic Hamiltonians. In |
| the second subsection, we shall look into the special case when $H$ is |
| $\left(0,b_{\infty}\right)$-subquadratic, |
| and we shall try to derive additional information. |
| % |
| \subsubsection{The General Case: Nontriviality.} |
| % |
| We assume that $H$ is |
| $\left(A_{\infty},B_{\infty}\right)$-sub\-qua\-dra\-tic at infinity, |
| for some constant symmetric matrices $A_{\infty}$ and $B_{\infty}$, |
| with $B_{\infty}-A_{\infty}$ positive definite. Set: |
| \begin{eqnarray} |
| \gamma :&=&{\rm smallest\ eigenvalue\ of}\ \ B_{\infty} - A_{\infty} \\ |
| \lambda : &=& {\rm largest\ negative\ eigenvalue\ of}\ \ |
| J \frac{d}{dt} +A_{\infty}\ . |
| \end{eqnarray} |
| |
| Theorem 21 tells us that if $\lambda +\gamma < 0$, the boundary-value |
| problem: |
| \begin{equation} |
| \begin{array}{rcl} |
| \dot{x}&=&JH' (x)\\ |
| x(0)&=&x (T) |
| \end{array} |
| \end{equation} |
| has at least one solution |
| $\overline{x}$, which is found by minimizing the dual |
| action functional: |
| \begin{equation} |
| \psi (u) = \int_{o}^{T} \left[\frac{1}{2} |
| \left(\Lambda_{o}^{-1} u,u\right) + N^{\ast} (-u)\right] dt |
| \end{equation} |
| on the range of $\Lambda$, which is a subspace $R (\Lambda)_{L}^{2}$ |
| with finite codimension. Here |
| \begin{equation} |
| N(x) := H(x) - \frac{1}{2} \left(A_{\infty} x,x\right) |
| \end{equation} |
| is a convex function, and |
| \begin{equation} |
| N(x) \le \frac{1}{2} |
| \left(\left(B_{\infty} - A_{\infty}\right) x,x\right) |
| + c\ \ \ \forall x\ . |
| \end{equation} |
| |
| % |
| \begin{proposition} |
| Assume $H'(0)=0$ and $ H(0)=0$. Set: |
| \begin{equation} |
| \delta := \liminf_{x\to 0} 2 N (x) \left\|x\right\|^{-2}\ . |
| \label{2eq:one} |
| \end{equation} |
| |
| If $\gamma < - \lambda < \delta$, |
| the solution $\overline{u}$ is non-zero: |
| \begin{equation} |
| \overline{x} (t) \ne 0\ \ \ \forall t\ . |
| \end{equation} |
| \end{proposition} |
| % |
| \begin{proof} |
| Condition (\ref{2eq:one}) means that, for every |
| $\delta ' > \delta$, there is some $\varepsilon > 0$ such that |
| \begin{equation} |
| \left\|x\right\| \le \varepsilon \Rightarrow N (x) \le |
| \frac{\delta '}{2} \left\|x\right\|^{2}\ . |
| \end{equation} |
| |
| It is an exercise in convex analysis, into which we shall not go, to |
| show that this implies that there is an $\eta > 0$ such that |
| \begin{equation} |
| f\left\|x\right\| \le \eta |
| \Rightarrow N^{\ast} (y) \le \frac{1}{2\delta '} |
| \left\|y\right\|^{2}\ . |
| \label{2eq:two} |
| \end{equation} |
| |
| \begin{figure} |
| \vspace{2.5cm} |
| \caption{This is the caption of the figure displaying a white eagle and |
| a white horse on a snow field} |
| \end{figure} |
| |
| Since $u_{1}$ is a smooth function, we will have |
| $\left\|hu_{1}\right\|_\infty \le \eta$ |
| for $h$ small enough, and inequality (\ref{2eq:two}) will hold, |
| yielding thereby: |
| \begin{equation} |
| \psi (hu_{1}) \le \frac{h^{2}}{2} |
| \frac{1}{\lambda} \left\|u_{1} \right\|_{2}^{2} + \frac{h^{2}}{2} |
| \frac{1}{\delta '} \left\|u_{1}\right\|^{2}\ . |
| \end{equation} |
| |
| If we choose $\delta '$ close enough to $\delta$, the quantity |
| $\left(\frac{1}{\lambda} + \frac{1}{\delta '}\right)$ |
| will be negative, and we end up with |
| \begin{equation} |
| \psi (hu_{1}) < 0\ \ \ \ \ {\rm for}\ \ h\ne 0\ \ {\rm small}\ . |
| \end{equation} |
| |
| On the other hand, we check directly that $\psi (0) = 0$. This shows |
| that 0 cannot be a minimizer of $\psi$, not even a local one. |
| So $\overline{u} \ne 0$ and |
| $\overline{u} \ne \Lambda_{o}^{-1} (0) = 0$. \qed |
| \end{proof} |
| % |
| \begin{corollary} |
| Assume $H$ is $C^{2}$ and |
| $\left(a_{\infty},b_{\infty}\right)$-subquadratic at infinity. Let |
| $\xi_{1},\allowbreak\dots,\allowbreak\xi_{N}$ be the |
| equilibria, that is, the solutions of $H' (\xi ) = 0$. |
| Denote by $\omega_{k}$ |
| the smallest eigenvalue of $H'' \left(\xi_{k}\right)$, and set: |
| \begin{equation} |
| \omega : = {\rm Min\,} \left\{\omega_{1},\dots,\omega_{k}\right\}\ . |
| \end{equation} |
| If: |
| \begin{equation} |
| \frac{T}{2\pi} b_{\infty} < |
| - E \left[- \frac{T}{2\pi}a_{\infty}\right] < |
| \frac{T}{2\pi}\omega |
| \label{2eq:three} |
| \end{equation} |
| then minimization of $\psi$ yields a non-constant $T$-periodic solution |
| $\overline{x}$. |
| \end{corollary} |
| % |
| |
| We recall once more that by the integer part $E [\alpha ]$ of |
| $\alpha \in \bbbr$, we mean the $a\in \bbbz$ |
| such that $a< \alpha \le a+1$. For instance, |
| if we take $a_{\infty} = 0$, Corollary 2 tells |
| us that $\overline{x}$ exists and is |
| non-constant provided that: |
| |
| \begin{equation} |
| \frac{T}{2\pi} b_{\infty} < 1 < \frac{T}{2\pi} |
| \end{equation} |
| or |
| \begin{equation} |
| T\in \left(\frac{2\pi}{\omega},\frac{2\pi}{b_{\infty}}\right)\ . |
| \label{2eq:four} |
| \end{equation} |
| |
| % |
| \begin{proof} |
| The spectrum of $\Lambda$ is $\frac{2\pi}{T} \bbbz +a_{\infty}$. The |
| largest negative eigenvalue $\lambda$ is given by |
| $\frac{2\pi}{T}k_{o} +a_{\infty}$, |
| where |
| \begin{equation} |
| \frac{2\pi}{T}k_{o} + a_{\infty} < 0 |
| \le \frac{2\pi}{T} (k_{o} +1) + a_{\infty}\ . |
| \end{equation} |
| Hence: |
| \begin{equation} |
| k_{o} = E \left[- \frac{T}{2\pi} a_{\infty}\right] \ . |
| \end{equation} |
| |
| The condition $\gamma < -\lambda < \delta$ now becomes: |
| \begin{equation} |
| b_{\infty} - a_{\infty} < |
| - \frac{2\pi}{T} k_{o} -a_{\infty} < \omega -a_{\infty} |
| \end{equation} |
| which is precisely condition (\ref{2eq:three}).\qed |
| \end{proof} |
| % |
| |
| \begin{lemma} |
| Assume that $H$ is $C^{2}$ on $\bbbr^{2n} \setminus \{ 0\}$ and |
| that $H'' (x)$ is non-de\-gen\-er\-ate for any $x\ne 0$. Then any local |
| minimizer $\widetilde{x}$ of $\psi$ has minimal period $T$. |
| \end{lemma} |
| % |
| \begin{proof} |
| We know that $\widetilde{x}$, or |
| $\widetilde{x} + \xi$ for some constant $\xi |
| \in \bbbr^{2n}$, is a $T$-periodic solution of the Hamiltonian system: |
| \begin{equation} |
| \dot{x} = JH' (x)\ . |
| \end{equation} |
| |
| There is no loss of generality in taking $\xi = 0$. So |
| $\psi (x) \ge \psi (\widetilde{x} )$ |
| for all $\widetilde{x}$ in some neighbourhood of $x$ in |
| $W^{1,2} \left(\bbbr / T\bbbz ; \bbbr^{2n}\right)$. |
| |
| But this index is precisely the index |
| $i_{T} (\widetilde{x} )$ of the $T$-periodic |
| solution $\widetilde{x}$ over the interval |
| $(0,T)$, as defined in Sect.~2.6. So |
| \begin{equation} |
| i_{T} (\widetilde{x} ) = 0\ . |
| \label{2eq:five} |
| \end{equation} |
| |
| Now if $\widetilde{x}$ has a lower period, $T/k$ say, |
| we would have, by Corollary 31: |
| \begin{equation} |
| i_{T} (\widetilde{x} ) = |
| i_{kT/k}(\widetilde{x} ) \ge |
| ki_{T/k} (\widetilde{x} ) + k-1 \ge k-1 \ge 1\ . |
| \end{equation} |
| |
| This would contradict (\ref{2eq:five}), and thus cannot happen.\qed |
| \end{proof} |
| % |
| \paragraph{Notes and Comments.} |
| The results in this section are a |
| refined version of \cite{2clar:eke}; |
| the minimality result of Proposition |
| 14 was the first of its kind. |
| |
| To understand the nontriviality conditions, such as the one in formula |
| (\ref{2eq:four}), one may think of a one-parameter family |
| $x_{T}$, $T\in \left(2\pi\omega^{-1}, 2\pi b_{\infty}^{-1}\right)$ |
| of periodic solutions, $x_{T} (0) = x_{T} (T)$, |
| with $x_{T}$ going away to infinity when $T\to 2\pi \omega^{-1}$, |
| which is the period of the linearized system at 0. |
| |
| \begin{table} |
| \caption{This is the example table taken out of {\it The |
| \TeX{}book,} p.\,246} |
| \begin{center} |
| \begin{tabular}{r@{\quad}rl} |
| \hline |
| \multicolumn{1}{l}{\rule{0pt}{12pt} |
| Year}&\multicolumn{2}{l}{World population}\\[2pt] |
| \hline\rule{0pt}{12pt} |
| 8000 B.C. & 5,000,000& \\ |
| 50 A.D. & 200,000,000& \\ |
| 1650 A.D. & 500,000,000& \\ |
| 1945 A.D. & 2,300,000,000& \\ |
| 1980 A.D. & 4,400,000,000& \\[2pt] |
| \hline |
| \end{tabular} |
| \end{center} |
| \end{table} |
| % |
| \begin{theorem} [Ghoussoub-Preiss] |
| Assume $H(t,x)$ is |
| $(0,\varepsilon )$-subquadratic at |
| infinity for all $\varepsilon > 0$, and $T$-periodic in $t$ |
| \begin{equation} |
| H (t,\cdot )\ \ \ \ \ {\rm is\ convex}\ \ \forall t |
| \end{equation} |
| \begin{equation} |
| H (\cdot ,x)\ \ \ \ \ {\rm is}\ \ T{\rm -periodic}\ \ \forall x |
| \end{equation} |
| \begin{equation} |
| H (t,x)\ge n\left(\left\|x\right\|\right)\ \ \ \ \ |
| {\rm with}\ \ n (s)s^{-1}\to \infty\ \ {\rm as}\ \ s\to \infty |
| \end{equation} |
| \begin{equation} |
| \forall \varepsilon > 0\ ,\ \ \ \exists c\ :\ |
| H(t,x) \le \frac{\varepsilon}{2}\left\|x\right\|^{2} + c\ . |
| \end{equation} |
| |
| Assume also that $H$ is $C^{2}$, and $H'' (t,x)$ is positive definite |
| everywhere. Then there is a sequence $x_{k}$, $k\in \bbbn$, of |
| $kT$-periodic solutions of the system |
| \begin{equation} |
| \dot{x} = JH' (t,x) |
| \end{equation} |
| such that, for every $k\in \bbbn$, there is some $p_{o}\in\bbbn$ with: |
| \begin{equation} |
| p\ge p_{o}\Rightarrow x_{pk} \ne x_{k}\ . |
| \end{equation} |
| \qed |
| \end{theorem} |
| % |
| \begin{example} [{{\rm External forcing}}] |
| Consider the system: |
| \begin{equation} |
| \dot{x} = JH' (x) + f(t) |
| \end{equation} |
| where the Hamiltonian $H$ is |
| $\left(0,b_{\infty}\right)$-subquadratic, and the |
| forcing term is a distribution on the circle: |
| \begin{equation} |
| f = \frac{d}{dt} F + f_{o}\ \ \ \ \ |
| {\rm with}\ \ F\in L^{2} \left(\bbbr / T\bbbz; \bbbr^{2n}\right)\ , |
| \end{equation} |
| where $f_{o} : = T^{-1}\int_{o}^{T} f (t) dt$. For instance, |
| \begin{equation} |
| f (t) = \sum_{k\in \bbbn} \delta_{k} \xi\ , |
| \end{equation} |
| where $\delta_{k}$ is the Dirac mass at $t= k$ and |
| $\xi \in \bbbr^{2n}$ is a |
| constant, fits the prescription. This means that the system |
| $\dot{x} = JH' (x)$ is being excited by a |
| series of identical shocks at interval $T$. |
| \end{example} |
| % |
| \begin{definition} |
| Let $A_{\infty} (t)$ and $B_{\infty} (t)$ be symmetric |
| operators in $\bbbr^{2n}$, depending continuously on |
| $t\in [0,T]$, such that |
| $A_{\infty} (t) \le B_{\infty} (t)$ for all $t$. |
| |
| A Borelian function |
| $H: [0,T]\times \bbbr^{2n} \to \bbbr$ |
| is called |
| $\left(A_{\infty} ,B_{\infty}\right)$-{\it subquadratic at infinity} |
| if there exists a function $N(t,x)$ such that: |
| \begin{equation} |
| H (t,x) = \frac{1}{2} \left(A_{\infty} (t) x,x\right) + N(t,x) |
| \end{equation} |
| \begin{equation} |
| \forall t\ ,\ \ \ N(t,x)\ \ \ \ \ |
| {\rm is\ convex\ with\ respect\ to}\ \ x |
| \end{equation} |
| \begin{equation} |
| N(t,x) \ge n\left(\left\|x\right\|\right)\ \ \ \ \ |
| {\rm with}\ \ n(s)s^{-1}\to +\infty\ \ {\rm as}\ \ s\to +\infty |
| \end{equation} |
| \begin{equation} |
| \exists c\in \bbbr\ :\ \ \ H (t,x) \le |
| \frac{1}{2} \left(B_{\infty} (t) x,x\right) + c\ \ \ \forall x\ . |
| \end{equation} |
| |
| If $A_{\infty} (t) = a_{\infty} I$ and |
| $B_{\infty} (t) = b_{\infty} I$, with |
| $a_{\infty} \le b_{\infty} \in \bbbr$, |
| we shall say that $H$ is |
| $\left(a_{\infty},b_{\infty}\right)$-subquadratic |
| at infinity. As an example, the function |
| $\left\|x\right\|^{\alpha}$, with |
| $1\le \alpha < 2$, is $(0,\varepsilon )$-subquadratic at infinity |
| for every $\varepsilon > 0$. Similarly, the Hamiltonian |
| \begin{equation} |
| H (t,x) = \frac{1}{2} k \left\|k\right\|^{2} +\left\|x\right\|^{\alpha} |
| \end{equation} |
| is $(k,k+\varepsilon )$-subquadratic for every $\varepsilon > 0$. |
| Note that, if $k<0$, it is not convex. |
| \end{definition} |
| % |
| |
| \paragraph{Notes and Comments.} |
| The first results on subharmonics were |
| obtained by Rabinowitz in \cite{2rab}, who showed the existence of |
| infinitely many subharmonics both in the subquadratic and superquadratic |
| case, with suitable growth conditions on $H'$. Again the duality |
| approach enabled Clarke and Ekeland in \cite{2clar:eke:2} to treat the |
| same problem in the convex-subquadratic case, with growth conditions on |
| $H$ only. |
| |
| Recently, Michalek and Tarantello (see Michalek, R., Tarantello, G. |
| \cite{2mich:tar} and Tarantello, G. \cite{2tar}) have obtained lower |
| bound on the number of subharmonics of period $kT$, based on symmetry |
| considerations and on pinching estimates, as in Sect.~5.2 of this |
| article. |
| |
| % |
| % ---- Bibliography ---- |
| % |
| \begin{thebibliography}{} |
| % |
| \bibitem[1980]{2clar:eke} |
| Clarke, F., Ekeland, I.: |
| Nonlinear oscillations and |
| boundary-value problems for Hamiltonian systems. |
| Arch. Rat. Mech. Anal. {\bf 78} (1982) 315--333 |
| |
| \bibitem[1981]{2clar:eke:2} |
| Clarke, F., Ekeland, I.: |
| Solutions p\'{e}riodiques, du |
| p\'{e}riode donn\'{e}e, des \'{e}quations hamiltoniennes. |
| Note CRAS Paris {\bf 287} (1978) 1013--1015 |
| |
| \bibitem[1982]{2mich:tar} |
| Michalek, R., Tarantello, G.: |
| Subharmonic solutions with prescribed minimal |
| period for nonautonomous Hamiltonian systems. |
| J. Diff. Eq. {\bf 72} (1988) 28--55 |
| |
| \bibitem[1983]{2tar} |
| Tarantello, G.: |
| Subharmonic solutions for Hamiltonian |
| systems via a $\bbbz_{p}$ pseudoindex theory. |
| Annali di Matematica Pura (to appear) |
| |
| \bibitem[1985]{2rab} |
| Rabinowitz, P.: |
| On subharmonic solutions of a Hamiltonian system. |
| Comm. Pure Appl. Math. {\bf 33} (1980) 609--633 |
| |
| \end{thebibliography} |
| \clearpage |
| \addtocmark[2]{Author Index} % additional numbered TOC entry |
| \renewcommand{\indexname}{Author Index} |
| \printindex |
| \clearpage |
| \addtocmark[2]{Subject Index} % additional numbered TOC entry |
| \markboth{Subject Index}{Subject Index} |
| \renewcommand{\indexname}{Subject Index} |
| \input{subjidx.ind} |
| \end{document} |