ications o G f in Mathematics Physics

Jerry Marsden
University of Cal ifornia. Berkeley

COPYRIGHT @ JERROLD MARSDEN 1974 All rights reserved.

AMS 1970 SUBJECT CLASSIFICATION: 34C40,34D20,35L60,35QIO, 47B25,47H 15, 53B30,53C30,58D05,58F05,70H05,76D10. AIA09,83E05. ISBN 0-914098-11-X Library of Congress Catalog Card Number 74-75308

PUBLISH OR PERISH, INC. 2000 CENTER ST., SUITE 1404 BERKELEY, CA. 94704 (U.S.A.) In Japan distributed exclusively by KlNOKUNlYA BOOK-STORE CO., LTD. TOKYO, JAPAN

APPLICATIONS OF GLOBAL ANALYSIS IN MATHEMATICAL PHYSICS

J. Marsden

Introduction

............................. 2 . Hamiltonian Systems ........................................ 3 . Elliptic Operators and Function Spaces ..................... 4. The Motion of an Incompressible Fluid ...................... 5 . Turbulence and Chorin's formula ............................ 6 . Symmetry Groups in Mechanics ............................... 7 . Quantum Mechanical Systems ................................. 8 . Completeness Theorems and Nonlinear Wave Equations ......... 9 . General Relativity as a Hamiltonian System ................. 10. Linearization Sta'bility of the Einstein Equations .......... Appendix: On the correspondence principle ...................... Bibliography ....................................................
1. Infinite Dimensional Manifolds

3
26 50 72 119 142 167 189 204 229 242 246

APPLICATIONS OF GLOBAL ANALYSIS I N MATHEMATICAL PHYSICS

J . Marsden

Introduction. These n o t e s a r e b a s e d on a s e r i e s of t e n l e c t u r e s g i v e n a t C a r l e t o n U n i v e r s i t y , O t t a w a , from J u n e 2 1 t h r o u g h J u l y 6 , 1973. The n o t e s f o l l o w t h e l e c t u r e s f a i r l y c l o s e l y e x c e p t f o r a few minor amplifications.

The p u r p o s e o f t h e l e c t u r e s was t o i n t r o d u c e some methods of g l o b a l a n a l y s i s which I h a v e found u s e f u l i n v a r i o u s problems of mathematical physics. w i t h P . Chernof f Many of t h e r e s u l t s a r e b a s e d on work done E b i n , A. F i s c h e r and A. W e i n s t e i n . A more c o m p l e t e

, D.

e x p o s i t i o n of some of t h e p o i n t s c o n t a i n e d h e r e may be found i n Chernoff-Marsden [ I ] and M a r s d e n - E b i n - F i s c h e r references cited l a t e r . [ I ] as well a s i n

"Global A n a l y s i s " i s a vague t e r m . two more o r l e s s d i s t i n c t s u b d i v i s i o r l s .

I t h a s , by and l a r g e ,

On t h e one h a n d t h e r e a r e

t h o s e who d e a l w i t h dynamical s y s t e m s e m p h a s i z i n g t o p o l o g i c a l p r o b l e m s such a s s t r u c t u r a l s t a b i l i t y ( s e e Smale

[2]).

On t h e o t h e r hand

t h e r e a r e t h o s e who d e a l w i t h problems of n o n l i n e a r f u n c t i o n a l a n a l y s i s and p a r t i a l d i f f e r e n t i a l e q u a t i o n s u s i n g t e c h n i q u e s combining geometry

and a n a l y s i s .

I t i s t o t h e second group t h a t we belong.

One of t h e f i r s t b i g s u c c e s s e s of g l o b a l a n a l y s i s ( i n t h e second s e n s e above) was Morse t h e o r y a s developed by P a l a i s [ 7 ] and Smale [ 3 ] and preceeded by t h e i d e a s of ~ e r a y - S c h a u d e r , L u s t e r n i k Schnirelman and Morse. The r e s u l t i s a b e a u t i f u l g e o m e t r i z a t i o n and (See

powerful e x t e n s i o n of t h e c l a s s i c a l c a l c u l u s of v a r i a t i o n s . Graff [ I ] f o r more u p - t o - d a t e work.)

I t i s i n a s i m i l a r s p i r i t t h a t we proceed h e r e .

Namely we

want t o make u s e of i d e a s from geometry t o shed l i g h t on problems i n a n a l y s i s which a r i s e i n m a t h e m a t i c a l p h y s i c s . A c t u a l l y i t comes a s a

p l e a s a n t s u r p r i z e t h a t t h i s p o i n t of view i s u s e f u l , r a t h e r than b e i n g a mere language convenience and an o u t l e t f o r g e n e r a l i z a t i o n s .

AS we

hope t o demonstrate i n t h e l e c t u r e s , methods of g l o b a l a n a l y s i s can be u s e f u l i n a t t a c k i n g s p e c i f i c problems.

The f i r s t t h r e e l e c t u r e s c o n t a i n background m a t e r i a l . i s b a s i c and more o r l e s s s t a n d a r d .

This

Each of t h e n e x t seven l e c t u r e s

d i s c u s s e s an a p p l i c a t i o n with o n l y minor d e p e n d e n c i e s , e x c e p t t h a t l e c t u r e s 4 and 5 , and 9 and 10 form u n i t s . L e c t u r e s 4 and 5 d e a l with Lecture 6 deals

hydrodynamics and 9 and 10 w i t h g e n e r a l r e l a t i v i t y .

with m i s c e l l a n e o u s a p p l i c a t i o n s , both mathematical and p h y s i c a l , of t h e c o n c e p t s of symmetry groups and conserved q u a n t i t i e s . Lecture 7

s t u d i e s quantum mechanics a s a h a m i l t o n i a n system and d i s c u s s e s , e . g . t h e Bargmann-Wigner theorem. F i n a l l y l e c t u r e 8 s t u d i e s a g e n e r a l method

f o r o b t a i n i n g g l o b a l ( i n time) s o l u t i o n s t o c e r t a i n e v o l u t i o n e q u a t i o n s .

I t i s a p l e a s u r e t o thank P r o f e s s o r s V . D l a b , D . Dawson and M. Grmela

f o r t h e i r kind h o s p i t a l i t y a t Carleton.

1.

I n f i n i t e Dimensional Manifolds.

Basic Calculus. W shall l e t e

U c E

,G ,

.. .

d e n o t e Banach s p a c e s . W say e

Let f is

be open and l e t

f : U +F x 0

be a given mapping.

~ r g c h e td i f f e r e n t i a b l e a t bounded) l i n e a r map is a 6

E U
4

i f t h e r e i s a continuous (= F such t h a t f o r a l l
E

Df (xo) : E ilhll

>

there

>

such t h a t

<6

implies

The map

Df (xo)

i s n e c e s s a r i l y unique.

Let from E to

L(E, F)

denote t h e space of a l l c o n t i n u o u s l i n e a r maps

t o g e t h e r with t h e o p e r a t o r norm

so t h a t

L(E, F)

i s a Banach s p a c e .

Let

Ls(E, F)

d e n o t e t h e same

space with t h e s t r o n g o p e r a t o r topology; i . e . t h e topology of p o i n t w i s e convergence.

If x
H Df

i s ~ r g c h e td i f f e r e n t i a b l e a t each (resp. Ls(E, F ) )

x E U

and i f f is

( x ) E L(E, F)

i s c o n t i n u o u s , we say

of c l a s s

(resp.

1 T )

.
T~ T~

By i n d u c t i o n i t i s n o t h a r d t o f o r m u l a t e what i t means f o r f t o be of c l a s s

cr

or

For o u r p u r p o s e s we s h a l l be m o s t l y d o e s a r i z e i n c e r t a i n problems ( s e e

dealing with Abraham

cr

although

[6] and

Chernoff -Marsden [ 2 ] ) .

The u s u a l r u l e s of c a l c u l u s h o l d . i s the chain rule:

Foremost amongst t h e s e

To o b t a i n s u b s t a n t i a l r e s u l t s , one o f t e n employs t h e f 01lowing:

I n v e r s e F u n c t i o n Theorem. Assume Df(xo)

Let
Uo

f : U c E +F

&
E
U

.
c that h

i s a n isomorphism f o r some

xO

.
f

Then t h e r e ~ 0

e x i s t s open neighborhoods

f xO & Vo

- f( x 0 ) of

f :
say

u0
f

+V

i s b i j e c t i v e and h a s a

cr

inverse

-1 :

I UO

(We

i s a l o c a l diffeomorphism.)

The proof of t h i s i s e s s e n t i a l l y t h e same a s one l e a r n s i n advanced c a l c u l u s where E

a r e t a k e n t o be

R~

For d e t a i l s ,

s e e Lang [ l ] o r ~ i e u d o n n ; [ I ] .

I m p l i c i t F u n c t i o n Theorem. be - cL , r 2 1

Let

cE
E V

,V cF ,
assume

be open and D 2 f ( x o , yo)

f : U x V - G ,

x0 E U

, yo

(the

d e r i v a t i v e with r e s p e c t t o Then t h e r e i s a unique

y ) i s an isomorphism of
: go

F
1 :

G
0 'W0

cr 9 g

.+ V

where

are

s u f f i c i e n t l y small neighborhoods of such t h a t

and -

f (x0, yo)

respectively ,

for a l l

(x, w) E Uo x IJO

Indeed, t h i s f o l l o w s from t h e i n v e r s e f u n c t i o n theorem a p p l i e d t o t h e map

P : (1 x V -+ E

which i s a l o c a l diffeomorphism.

R e s u l t s l i k e t h e s e a r e c e n t r a l t o t h e s t u d y of submanifolds which w e d e a l with l a t e r . the a p p l i c a t i o n s . They, i n t u r n , a r e c r u c i a l t o s e v e r a l of

I n a p p l i c a t i o n s , tbc spaces of f u n c t i o n s and operator. f about Then

, F , ...

a r e o f t e n spaces

f : E +F
Df(xO)

may be some s o r t of n o n - l i n e a r d i f f e r e n t i a l

w i l l 3e what i s c a l l e d t h e l i n e a r i z a t i o n of

xo

PI be a (Hsusdorff) t o p o l o g i c a l space.
E

Let a

W say e

is

cm

manifold modelled on t h e Banach space

when i t h a s t h e

following a d d i t i o n a l s t r u c t u r e :

t h e r e i s an open c o v e r i n g

(Ua]

of

t o g e t h e r with homeomorphisms

where

v@

i s open i n

such t h a t f o r a l l

, 6 , the

o v e r l a p map

( o r c o o r d i n a t e change)

( d e f i n e d on

rp (U

Up))

is a

cm

map.

By a c h a r t ( o r c o o r d i n a t e p a t c h ) w mean a homoemorphism e
(3 : U C

V cE

of open s e t s such t h a t f o r a l l

, the

map

( d e f i n e d on

rpa(Ua

0 U))

is

cm

The c o l l e c t i o n of a l l c h a r t s y i e l d s what i s c a l l e d a maximal atlas.

Let map. of W say e f

and

be manifolds and

f : M

a continuous

i s of c l a s s

cr

i f f o r every c h a r t
N

cp : U c M

cE

and

jr : U

cN

Vl

c P of

t h e map

of t h e open s e t

rp(f

-1

(U1)

n U)

to

is

cr

By t h e c h a i n r u l e

one s e e s t h a t t h i s h o l d s f o r a l l c h a r t s i f i t h o l d s f o r some of

and

by c h a r t s .

~~bmanifolds. Let M be a m a n i f o l d and l e t

S

cM

I n applications

i s o f t e n d e f i n e d by some r e s t r i c t i v e c o n d i t i o n ; e . g . by c o n s t r a i n t s of t h e form f(x)

=

I t i s i m p o r t a n t t o know whether o r n o t

i s smooth, e . g . h a s no s h a r p c o r n e r s .

Below we g i v e a u s e f u l c o n d i t i o n

f o r t h i s , b u t f i r s t l e t us formulate the d e f i n i t i o n .

W say e on E)

i s a submanifold of
E = F

(where

i s modelled

i f we can w r i t e

( t o p o l o g i c a l sum) and f o r e v e r y of M where

x E S
that

there i s a chart

cp : U C M + V c E

x E U

such

where

w E G

.
cp
'"flattens out" S making i t

I n o t h e r words, t h e c h a r t l i e i n t h e subspace F

One s e e s t h a t t h e above c h a r t s d e f i n e a m a n i f o l d s t r u c t u r e for S ; S w i l l be modelled on

S

The c o n d i t i o n s e n s u r e t h a t t h e M

m a n i f o l d s t r u c t u r e on

i s c o m p a t i b l e w i t h t h a t on

Vector Bundles. By a v e c t o r bundle we mean a m a n i f o l d E together with a

submanifold

cE
x

and a p r o j e c t i o n
M

rr
TT

: E

( i .e.

rron

= n)

such

t h a t f o r each x

the f i b r e

Ex =

- 1( x )

i s a l i n e a r space with

a s t h e z e r o element; t h e r e should a l s o be a c o v e r i n g by c h a r t s

( c a l l e d v e c t o r bundle c h a r t s ) of t h e form

where

i s open i n

M , V c E , t h e model space f o r

and

is

some f i x e d Banach space such t h a t t h e o v e r l a p maps a r e l i n e a r isomorphisms when r e s t r i c t e d t o each f i b e r .

I n t u i t i v e l y , one t h i n k s of a v e c t o r bundle over c o l l e c t i o n of l i n e a r s p a c e s v Ex

M
x E M

as a

, one

a t t a t c h e d t o each

For As

Ex

, n(v)

= x

i s t h e b a s e p o i n t t o which v

i s attatched.

we s h a l l s e e , t h e q u a n t i t i e s forms, s p i n o r s , e t c .

c a n be v e c t o r s , t e n s o r s , d i f f e r e n t i a l

The Tangent Bundle. The most b a s i c v e c t o r bundle a t t a t c h e d t o a manifold i t s t a n g e n t bundle TM

M

is

I t was an i m p o r t a n t o b s e r v a t i o n i n t h e

h i s t o r i c a l development of manifold t h e o r y , t h a t t h e t a n g e n t space t o a manifold can be d e f i n e d c o m p l e t e l y i n t r i n s i c a l l y . For example t h e r e

i s no need t o have a space i n which t h e manifold i s embedded; one might t h i n k such an embedding i s n e c e s s a r y by t h i n k i n g of s u r f a c e s i n
R

There a r e two u s e f u l and e q u i v a l e n t ways t o d e f i n e t h e f i b r e of TM above x E M

TxM ,

F i r s t , we can use c u r v e s . vector c(0) = x say v

Indeed, i n t u i t i v e l y a tangent f o r some curve c : R +M with c(t) in M and with

TxM

ought t o be

c ' (0)

.
c

So c o n s i d e r a l l c u r v e s 2 if

c(0) = x

--

c i(0)

c '(0)
2

i n some (and hence every) c h a r t about Then

TM

, where

c ' = dc/dt

in that chart.

TxM

i s d e f i n e d t o be

t h e s e t of equivalence c l a s s e s , and

i s t h e d i s j o i n t union of t h e

The above d e f i n i t i o n i s u s e f u l because i t i s c l o s e l y connected with our i n t u i t i o n . There i s a second d e f i n i t i o n which

T M

b r i n g s o u t t h e v e c t o r bundle s t r u c t u r e of goes a s f o l l o w s .

more c l e a r l y .

This

Fix hoods of of M x Say

EM

a g a i n and look a t c h a r t s ( y , e) where e

cp

d e f i n e d on neighborE

Consider p a i r s

t h e model space

Then T M
X

TM x

i s t h e s e t of e q u i v a l e n c e c l a s s e s of such p a i r s . Moreover a c h a r t T M cp

Clearly

i s a l i n e a r space.

induces n a t u r a l l y a

v e c t o r bundle c h a r t on make M

by u s i n g t h e d e f i n i t i o n , and t h e s e c h a r t s

m a n i f e s t l y a submanifold.

W l e a v e i t t o t h e r e a d e r t o check t h e e q u i v a l e n c e of t h e e

two d e f i n i t i o n s .

W use e

n : TM

f o r the p r o j e c t i o n .

One of t e n u s e s d e f i n i t i o n s i n v o l v i n g d e r i v a t i o n s f o r i n t h e c a s e of f i n i t e dimensional m a n i f o l d s .

TxM

For i n f i n i t e dimensional

manifolds t h i s i s p o s s i b l e b u t i s r a t h e r cumbersome(see Schwartz [ I ] ,

p

105 f o r a d i s c u s s i o n ) .

Let bundle map

f : M - N ,

be a

cr

map,

Then t h e r e i s a Tf maps f i b r e s t o

Tf : TM + TN

n a t u r a l l y induced; i . e .

f i b r e s and t h e f o l l o w i n g diagram commutes:

Commutativity of t h i s diagram means n o t h i n g more than f o r v

x E M 6 , and

TM x

, Tf(v)

E Tf ( x ) N

.
TM

Using t h e f i r s t d e f i n i t i o n of Tf ( v )
=

, we

define c ' (0) stands

i t really

f (c(t))

1 t=O

where

v = c ' (3)

(Remember

f o r t h e equi-valence c l a s s of c u r v e s and i n a c h a r t f o r i s t h e d e r i v a t i v e .)

TM

A c t u a l l y t h i s d e f i n i t i o n i s v e r y u s e f u l f o r doing computations, as w s h a l l see l a t e r . e

Using t h e second d e f i n i t i o n , i f t h e l o c a l r e p r e s e n t a t i v e for f is f CP ,Ji

: V c E 4 V

c F

relativetocharts

ul

on

and

on

then t h e l o c a l r e p r e s e n t a t i v e f o r

Tf

i s , i n the corresponding

charts for

T M

and

T N

One checks t h a t t h i s i s c o n s i s t e n t w i t h t h e e q u i v a l e n c e r e l a t i o n and s o y i e l d s a w e l l d e f i n e d map Tf

I n t h e language of t a n g e n t s , t h e c h a i n r u l e can be n e a t l y e x p r e s s e d by s a y i n g t h a t

Submersions. Let subspace. such t h a t

E

be a t o p o l o g i c a l v e c t o r s p a c e , and

FcE

a closed
G

W say e

s p l i t s i f t h e r e i s a n o t h e r c l o s e d subspace

E = F

OG

( t o p o l o g i c a l sum)

For example i f c a n choose

E
I

i s a H i l b e r t space t h i s i s always t h e c a s e , f o r we

G = F

However i n a g e n e r a l Banach space a c l o s e d subspace

need n o t have a c l o s e d complement.

W say t o p o l o g i c a l v e c t o r space r a t h e r t h a n Banach space h e r e e because we want t o u s e t h e c a s e where E is TxM

The l a t t e r does

n o t c a r r y c a n o n i c a l l y t h e s t r u c t u r e of a Banach s p a c e , b u t i t does have t h e s t r u c t u r e of a t o p o l o g i c a l v e c t o r space ( i f a norm i s a s s i g n e d t o each t a n g e n t space TM x

, one

speaks of a F i n s l e r s t r u c t u r e ) .

Now l e t
CW

and

be Banach manifolds and S = f f

f : M

a M

map.

W want t o know when e i s fixed. THAT

X

- 1(w)

i s a submanifold of S

where

w E N

W say e
N

i s a submersion on

i f for a l l splits.

x E S

, Txf:

(x)

i s surjective andkernel

Txf

Theorem.

Let f -

be a submersion on

a s just described.

Then

i s a smooth submanifold of

.
for
M

Proof.

Work i n a c h a r t

U cE
fixed.

Write

E = E
@

OE

where

E o = k e r Df(x)

, for x

Consider t h e map

defined near

to

Eo

x F by

Since El to

Eo
F

i s kernel and so Dm

Df(x) at x

w see t h a t e

D f 2

i s an isomorphism from The map

@

i s an isomorphism.

is

t h e r e f o r e a l o c a l diffeomorphism by t h e i n v e r s e f u n c t i o n theorem. Clearly

6 y i e l d s a c h a r t showing
Since S i s modelled on

i s a submanifold. 0

Eo

t h i s argument a l s o shows:

Corollary.

T S
X

kernel

Txf

To make e f f e c t i v e u s e of t h i s r e s u l t one must be j u d i c i o u s

i n t h e c h o i c e of into
N

The space

must be l a r g e enough so

maps

, but

only j u s t l a r g e enough t o e n s u r e t h a t

T f
X

w i l l be

surjective.

There i s a s i m i l a r r e s u l t f o r immersions.

Here

f : M .+N

should be i n j e c t i v e and have i n j e c t i v e t a n g e n t a t each t h e image should s p l i t . Also,

and

t h e map

sl,,)uld b e c l o s e d .

Then

f ( M ) will b e a s u b m a n i f o l d o f

N.
W have e

The r e a d e r can work t h i s c a s e o u t f o r h i m s e l f .

s t r e s s e d t h e submersion c a s e because i t i s more u s e f u l f o r t h e s o r t of a p p l i c a t i o n s t h a t we have i n mind.

D i f f e r e n t i a l Forms. Given a l i n e a r t o p o l o g i c a l space d u a l space; i . e .

, we

-L

let

E"

denote t h e

t h e space of a l l continuous l i n e a r maps

R : E

Let

be a manif o l d and
T"M

TM

i t s t a n g e n t bundle.

W can e

form a new bundle space T ~ M .

J-

over

whose f i b r e over

x E M

i s t h e dual It

I t i s n o t h a r d t o s e e t h a t t h i s i s a v e c t o r bundle.

i s c a l l e d t h e c o t a n g e n t bundle.
I n general i f of
: E

TI

i s a vector bundle, a section

i s a map

s : M + E such t h a t nos = i d e n t i t y

I n o t h e r words,

s(x) E Ex

f o r each

A section
while a s e c t i o n covector f i e l d .
CY

of t h e t a n g e n t bundle i s c a l l e d a v e c t o r f i e l d

of t h e c o t a n g e n t bundle i s c a l l e d a one-form o r a

Let

f : M + R Txf

.
T*M

Then s i n c e

TR

R X R

, Txf
f

: TxM+R

o r i n o t h e r words

E
M

.
f
v-.

Thus t h e t a n g e n t of

naturally df and i s

induces a one form on

So r e g a r d e d , i t i s denoted

c a l l e d t h e d i f f e r e n t i a l of

.
T"M
a s follows. x E M Let
A M

W can generalize e bundle over M

be t h e v e c t o r

whose f i b e r a t TM x x

i s the k-multilinear a l t e r n a t i n g

continuous maps

.. . x

TxM + R

A s e c t i o n of t h e bundle

k A M

i s c a l l e d a k-form. Let product

CY

W r e g a r d r e a l - v a l u e d f u n c t i o n s a s 0-forms. e

be a k-f orm and i s defined a s

an R - f orm.

Then t h e wedge

where t h e sum i s over a l l p e r m u t a t i o n s and o(k+l)

such t h a t

a(1)

<

. .. < o ( k )
a

<

... < s(k+A)

and

sgn a =

5 1

i s t h e s i g n of

Note: -

W use t h e conventions of Bourbaki [ I ] . e

Compare with Abraham !2].

I n t h e c a s e of with v e c t o r s .

R3

we c a n i d e n t i f y one forms and two forms

a/

When we do s o ,

i s seen t o be j u s t t h e c r o s s

If on
N

f : M +N

is a
i l .

cr
f"a

mapping and on

is a

k-form

we g e t a C

r-1 k-form

d e f i n e d by

-!

W call e

"a

t h e p u l l backS'of

by

.
M and
cy

If

X15

. . . , Xk

a r e v e c t o r f i e l d s on a(X1,

is a

k-form we g e t a r e a l v a l u e d f u n c t i o n

. . . , Xk)

d e f i n e d by

Notice t h a t t h e d i f f e r e n t i a l mapped a 0-form t o a 1-form. T h i s can be g e n e r a l i z e d a s f o l l o w s . k f 1 form da by If

i s a k-form, d e f i n e t h e

where

$i

denotes t h a t

i s m i s s i n g and
4

Dax

i s t h e d e r i v a t i v e of

i n c h a r t s ; note d

cu : U C E

A (E)

so

Dolx :

A (E)

One c a n

check t h a t

i s c h a r t independent.

The o p e r a t o r

plays a

fundamental r o l e i n c a l c u l u s on m a n i f o l d s . derivative.

It i s called the exterior

I t i s not hard, but a l i t t l e tedious, t o verify: * ~ o t e h a t t h e p o s i t i o n i n g of t h e s t a r s agrees with Bourbaki[l], t Lang [ I ] b u t i s t h e o p p o s i t e of Abraham [ 2 ] .

(i) (ii) and (iii)

i s real linear dod=O d(ol A

B)

= dff A

(-1)

D A !

d B

.
D

Condition ( i i ) i s a g e n e r a l i z a t i o n of t h e f a m i l i a r i d e n t i t y from v e c t o r a n a l y s i s .

x (Vf)

If

a i s a k-form and X
i cy = X - 1 a X

a vector f i e l d , define the

i n t e r i o r product

by

so

ol

is a

k-1

form.

Define t h e L i e d e r i v a t i v e

LXol by

L c y = d i a i - idol X X X

so

L a

i s a k-form i f

is.

This o b j e c t i s an extremely u s e f u l

t o o l i n Hamiltonian mechanics a s we s h a l l soon s e e .

Following a r e some of t h e b a s i c o p e r a t i o n s on v e c t o r f i e l d s . If

i s a v e c t o r f i e l d on

and

f : M + R , we s e t

By convention

i f = 0 X

s o w see t h a t e f

X ( f ) = LXf

Notice t h a t X

X(f)

i s n o t h i n g b u t t h e d e r i v a t i v e of

i n t h e d i r e c t i o n of

Clearly
AS

X(f)

i s a derivation i n

f : X(fg)

fX(g)

@(f)

we have mentioned, t h i s p r o p e r t y i s sometimes used ( i n f i n i t e

dimensions) t o c h a r a c t e r i z e v e c t o r f i e l d s . [X, Y 1

Let

and

Y M

be v e c t o r f i e l d s .

Then t h e i r b r a c k e t

i s a v e c t o r f i e l d on

such t h a t i n l o c a l c o o r d i n a t e s

[ X , Y ] = DYaX

DXeY

As a d e r i v a t i o n , we have

[ X , ~ l ( f ) X(Y(f)) =

Y(X(f))

.
M
onto

Let That i s , field

X

f is
M

be a

cr

diffeomorphisrn of

cr ,
,
set

a b i j e c t i o n with

cr

inverse.

Given a v e c t o r

on

a v e c t o r f i e l d on set

Similarly i f

i s a v e c t o r f i e l d on

These a r e c h a r a c t e r i s e d by

which f o l l o w s from t h e c h a i n r u l e .

I n t h e f o l l o w i n g t a b l e we summarize some of t h e u s e f u l i d e n t i t i e s c o n n e c t i n g t h e v a r i o u s o p e r a t i o n s which we have i n t r o d u c e d . The p r o o f s a r e s t r a i g h t f o r w a r d a l g e b r a i c m a n i p u l a t i o n s . These

i d e n t i t i e s a r e q u i t e c o n v e n i e n t i n v a r i o u s a p p l i c a t i o n s a s we s h a l l see i n the next lecture.

1.

Vector f i e l d s on i.e., [X, Y]

with t h e b r a c k e t

[x, Y]

form a L i e a l g e b r a ;

i s r e a l b i l i n e a r , skew symmetric and ~ a c o b i ' s [ [ X , Y ] , Z]

i d e n t i t y holds:

[[Z,

X I , Y]

[ [Y, Z1, X I = 0

2,

Para diffeomorphism f,g,X

f,[X,

Yl

= [f,X,

f;,:Yl

and

(fog)9cX =

.
A

3.

The forms on a manifold a r e a r e a l a s s o c i a t i v e a l g e b r a with as multiplication. and Furthermore, and

-L

(-1)

kQ

for

R
f

forms

p
A

respectively.

4. 5.

~f

i s a map,

f"(a

e)

* .

-9-

.r-

= f"Q

p, f"cB

( f 0 g) "a = g"f "a

.
= da A $

i s a r e a l l i n e a r map on forms and:

dda

= 0

, d ( @ A P)

( - I ) ~ ~dB f o r A

a k-form.

6.

For

a k-form and

Xo,

...,

Xk

vector fields:

7.
8.

For a map

, f"d@ =
If

-9-

-*-

df "cy

.
=

(poincar;

lemma).

dm

then

O!

i s l o c a l l y exact; i . e .

t h e r e i s a neighborhood

u
X

about each p o i n t on which

o !

dp

9.

X
X

i s real bilinear in ha

,a

and f o r

h : M

R , ihXa= h iX O!
(-1) k
A

= i

Also

i i X X

= 0

,
-9-

iX(a A

8)
i

iXa A B

iXF

10.

For a diffeomorphisrn

, f"i

O! =

,f " a .
d.

f X

12.

L a X

i s real bilinear in

X
-L

,
=

and

LX(a A B) = LXa A P
. L

O!

A L

13.

For a diffeomorphisrn

,f''~ a

,f"O!
f"x

.
3..

14.

(Lxa)(X1'

...,Xk)
(LXa)x

X(a(X ,

. .. X
,V

) )

i= 1

z a(X1,. . . ,[X,Xil
.. 9
~

. .Xk) .
)

15.

Locally,

(vl,.

..

) = D a 'X(x)' ( v l , .

16.

The f o l l o w i n g i d e n t i t i e s hold:

TABLE 1

Flows o f Vector F i e l d s . By a - ( o r a one p a r a m e t e r group o f d i f f e o m o r p h i s m s ) we flow mean a c o l l e c t i o n o f (smooth) maps Ft : M + M

t E R

such t h a t

r Ft+s
C

F t ' Fs

Fo = i d e n t i t y

The term dynamical system i s a l s o u s e d . i s t h e t r a j e c t o r y of x

For each Ft+s = F t

x
0

Ft(x)

The c o n d i t i o n

Fs

expresses

n o t h i n g more t h a n " c a u s a l i t y " .

If

i s a v e c t o r f i e l d , we s a y i t h a s f l o w

Ft

if

I n o t h e r words, d e t e r m i n e d by equations. X

Ft(x)

s o l v e s t h e s y s t e m of d i f f e r e n t i a l e q u a t i o n s

I n f i n i t e dimensions t h e s e a r e o r d i n a r y d i f f e r e n t i a l

I n i n f i n i t e dimensions c e r t a i n t y p e s of p a r t i a l d i f f e r e n t i a l

e q u a t i o n s c a n be h a n d l e d ; we s h a l l d i s c u s s t h i s p o i n t below.

I f t h e i n d i v i d u a l s o l u t i o n c u r v e s ( o r i n t e g r a l c u r v e s ) of
X a r e unique; i . e . if

h a s a u n i q u e s o l u t i o n , t h e n one c a n p r o v e t h e above f l o w p r o p e r t y

t-ts

F~

F~

rather easily.

A i m p o r t a n t p o i n t i s t h a t , i n g e n e r a l , t h e flow of a v e c t o r n f i e l d need n o t be d e f i n e d f o r a l l
t

f o r each

For To

example a t r a j e c t o r y can l e a v e t h e manifold i n a f i n i t e time.

ensure t h i s doesn' t happen, one r e q u i r e s c e r t a i n e s t i m a t e s t o - e s t a b l i s h t h a t a t r a j e c t o r y remains i n a bounded r e g i o n f o r bounded t - i n t e r v a l s . 1f Ft(x) i s defined f o r a l l

t

we say

X h a s a complete f l o w ,
X
is a

Local E x i s t e n c e and Uniqueness Theorem. r

If

cL

vector f i e l d , Ft

, then X

h a s a l o c a l l y d e f i n e d , unique

cL

T h i s r e s u l t i s proved by t h e P i c a r d i t e r a t i o n method, a s one l e a r n s i n elementary c o u r s e s on d i f f e r e n t i a l e q u a t i o n s . s i m i l a r t o t h e proof of t h e i n v e r s e f u n c t i o n theorem. Thus i t i s Actually i t (In fact

can be deduced from t h e l a t t e r d i r e c t l y ; s e e Robbin [ I ] .

t h e o t h e r c o r n e r s t o n e of d i f f e r e n t i a l a n a l y s i s , t h e Frobenius theorem can a l s o be so deduced; s e e Penot [ 4 ] ) .

One u s u a l l y proceeds by u s i n g t h e above theorem t o deduce t h e e x i s t e n c e of t h e l o c a l flow and then use s p e c i a l p r o p e r t i e s of t o prove completeness. X

(For example w s h a l l do t h i s i n c e r t a i n c a s e s e

f o r Hamiltonian v e c t o r f i e l d s .)

The Heat Equation. I n t h e s e l e c t u r e s we a r e concerned t o a g r e a t e x t e n t with p a r t i a l d i f f e r e n t i a l equations. For t h e s e , t h e above theorem i s r a t h e r

limited.

To s e e why, c o n s i d e r t h e h e a t e q u a t i o n :

where time t

u
=

i s a f u n c t i o n of
0

and

and

i s given a t

Her!

A =

a 2/ a x 2

i s the Laplacian.

Of c o u r s e t h i s e q u a t i o n can be solved e x p l i c i t l y :

The s o l u t i o n i s a c t u a l l y good only f o r

0
Ft

Nevertheless i t on L2(R)
a

y i e l d s a w e l l d e f i n e d continuous semi flow g e n e r a l i t won't be t - d i f f e r e n t i a b l e f o r a l l

In

uo E L2(R) L2(R)

Indeed

i s n o t a bounded o p e r a t o r on Rather

s o we cannot

use t h e e x i s t e n c e theorem. D

i s d e f i n e d only on a domain

c L ~ ( R ) , a dense l i n e a r subspace c o n s i s t i n g of those

f E L2

whose L2

d e r i v a t i v e s ( i n t h e d i s t r i b u t i o n sense) of o r d e r

_< 2 a l s o l i e i n crn

One cannot remedy t h e s i t u a t i o n by p a s s i n g t o t h e functions.

Indeed t h i s i s n o t a Banach b u t a ~ r g c h e tspace and i t i s

n o t h a r d t o show t h a t f o r t h e s e spaces t h e l o c a l e x i s t e n c e theorem i s false.

However t h e r e i s a g e n e r a l theorem which can cover the s i t u a t i o n , c a l l e d t h e H i l l e Yosida theorem. W d o n ' t want t o go i n t o e (See Yosida [ I ]

t h i s now, so we j u s t s t a t e two u s e f u l s p e c i a l c a s e s :

for details. later) .

The "Schrodinger case"

S t o n e ' s theorem

w i l l be considered

p a r a b o l i c Case.

Let

be a H i l b e r t space and

A : D cH j H
du dt

a - AU

(linear) self adjoint operator, d e f i n e s a unique l i n e a r semi-flow

_<
Ft

.
ut

Then t h e e q u a t i o n 0 Ft(uo) H

,t >

The e q u a t i o n

-= dU
dt

Au

i s satisfied for

.
For

For example, t h i s c o v e r s t h e c a s e of t h e h e a t e q u a t i o n . t h e wave e q u a t i o n ,

a u - - AU , we
at
Let
H

use:

Hyperbolic Case.

,A

be a s above.

Then t h e e q u a t i o n

d e f i n e s a unique flow

Ft , t E R

on

D x H .

Densely Defined Vector F i e l d s . I n view of t h e above examples, i t i s u s e f u l t o extend our n o t i o n s about v e c t o r f i e l d s so a s t o i n c l u d e more i n t e r e s t i n g examples.

By a manifold domain a manifold

i : D
4

D C M

, we

mean a dense s u b s e t

in

such t h a t

D Ti

i s a l s o a manifold and t h e i n c l u s i o n h a s dense range.

i s smooth and

By a d e n s e l y d e f i n e d v e c t o r f i e l d , we mean a map such t h a t f o r x

X : D jTM Y

, X(X)

g TM x

A f l o w ( o r semi-flow) f o r

d.11

be a c o l l e c t i o n of maps

Ft : D

E R

(or

> 0)

[perhaps

l o c a l l y d e f i n e d ] such t h a t

Ft+s = Ft F
0

Fs

= identity

and f o r

X E D

where

d dt

i s taken r e g a r d i n g

Ft(x)

a s a curve i n

Such a g e n e r a l i z a t i o n a l l o w s t h e more i n t e r e s t i n g examples l i k e t h e h e a t and wave e q u a t i o n and n o n - l i n e a r g e n e r a l i z a t i o n s of them t o be i n c l u d e d .

What about a l o c a l e x i s t e n c e theorem?

S i n c e we a l r e a d y have

a good theorem ( t h e H i l l e - Y o s i d a theorem) a v a i l a b l e f o r t h e l i n e a r case, it i s natural t o linearize. There i s a theorem, t h e Nash-Moser The e x a c t h y p o t h e s e s

theorem which i s s u i t a b l e f o r t h e s e p u r p o s e s .

a r e too complicated t o g i v e i n f u l l h e r e , b u t b a s i c a l l y t h e s p a c e s must be "decentu ( t e c h n i c a l l y , they must admit "smoothing o p e r a t o r s t s ) and i f X i s the vector f i e l d : E

X : D cE

the linear operators

DX(x) : E with x

must have flows ( o r semi-flows) which v a r y smoothly X

Then

w i l l have a l o c a l f l o w .

For f u r t h e r i n f o r m a t i o n , s e e J . T. Schwartz [ I ] , J . Marsden

[I] and

M . L . Gromov [ I ] .

There a r e a l s o a number of s p e c i a l t e c h n i q u e s

a v a i l a b l e , some of which a r e d i s c u s s e d l a t e r .

lows and L i e D e r i v a t i v e s .
There i s a v e r y fundamental l i n k between t h e flow of a v e c t o r f i e l d and t h e L i e d e r i v a t i v e .

Theorem. form on

Let
M

be cr
Ft

=tor

f i e l d on X

cy

2 k

Let

be t h e flow of

. Then

A c t u a l l y t h e proof i s v e r y s i m p l e , once we have t h e i d e n t i t i e s i n t a b l e 1. Indeed i f we d i f f e r e n t i a t e i n a c h a r t

we g e t e x a c t l y t h e e x p r e s s i o n f o r

L o. i n formula 1 5 of t a b l e 1.

-9-

For example i f by t h e flow.

L cy X

= 0

then

o ; i.e. .

cy

i s preserved

The above theorem extends a l s o t o d e n s e l y d e f i n e d v e c t o r fields.

W j u s t need t h a t each e

Ft : D + D

be

C'

and t h a t

o. be

smooth on

( r a t h e r than on

D)

One of t h e p o i n t s we wish t o make h e r e i s t h a t t h e s e g e o m e t r i c a l i d e a s , c u l m i n a t i n g f o r example i n t h e above theorem, can be a p p l i e d t o p a r t i a l d i f f e r e n t i a l a s w e l l a s t o o r d i n a r y d i f f e r e n t i a l equations.

2.

Hamiltonian Systems. T h i s l e c t u r e c o n t a i n s some of t h e b a s i c f a c t s about

Hamiltonian systems. l a t e r a s i t i s needed.

Some a d d i t i o n a l m a t e r i a l w i l l be brought i n

Motivation. To m o t i v a t e t h e development, l e t us b r i e f l y c o n s i d e r Hamilton's equations. The s t a r t i n g p o i n t i s Newton's second law

which s t a t e s t h a t a p a r t i c l e of mass V(x)

m > 0
x(t)

moving i n a p o t e n t i a l
=

, x E R~

moves a l o n g a curve

such t h a t

- g r a d V(x)
=

I f we i n t r o d u c e t h e momentum

p = m&

and t h e energy

H(x, p)

2 m

/p12

+ V(n)

then Newton's law becomes H a m i l t o n ' s Equations

One now i s i n t e r e s t e d i n s t u d y i n g t h i s system of f i r s t o r d e r e q u a t i o n s f o r given I i s the

To do t h i s , we i n t r o d u c e t h e m a t r i x

J =

where

n x n i d e n t i t y and n o t e t h a t t h e e q u a t i o n s become
where

5
z

= J grad H(5)
=

= ( x , p)

( I n complex n o t a t i o n , s e t t i n g
= 2iaHfa;).

ip

they may be w r i t t e n a s

Suppose we make a change of c o o r d i n a t e s

w =

f(1)

where

f : R

2n

2n

i s smooth.

If

<(t) are

s a t i s f i e s Hamilton's equations,

t h e e q u a t i o n s s a t i s f i e d by k i * t g r a d w ~ ( S ( w ) ) where

w(t)
=

25

AP

AJ grad H ( < ) 5
f

(awi/aE')

i s t h e J a c o b i a n of

The

equations f o r
-. 1

w i l l be Hamiltonian with energy

K(w)

H(?(w))

if

MA''

A transformation s a t i s f y i n g t h i s condition i s c a l l e d

c a n o n i c a l o r symp l e c t i c . 3

The space For a system of

x R3

of t h e

5's

i s c a l l e d t h e phase s p a c e . R3N X R3N

N p a r t i c l e s we would u s e

W wish t o p o i n t o u t t h a t f o r many fundamental p h y s i c a l e systems, t h e phase space i s a manifold r a t h e r t h a n E u c l i d e a n s p a c e . These a r i z e when c o n s t r a i n t s a r e p r e s e n t . For example t h e phase

space f o r t h e motion of t h e r i g i d body i s t h e t a n g e n t bundle of t h e group SO(3) of 3

x 3 orthogonal matrices with determinant

+1

To g e n e r a l i z e t h e n o t i o n of a Hamiltonian system, we f i r s t need t o geometrize t h e s y m p l e c t i c m a t r i x

J

above.

In infinite W e

dimensions t h e r e i s a t e c h n i c a l p o i n t however which i s i m p o r t a n t . q i v e a d i s c u s s i o n of t h i s i n t h e f o l l o w i n g .

S t r o n g and Weak Nondegenerate B i l i n e a r Forms. Let E be a Banach space and Then B

B : E

x E

a continuous

b i l i n e a r mapping. e
@

i n d u c e s a c o n t i n u o u s map b B ( e ) f = B(e, f )

T .4

: E

-+ E",
weakly f E E

b B (e)

d e f i n e d through
B

W call e

nondegenerate i f implies if that onto.

B

i s injective; i.e.

B(e, f ) = 0

for a l l

W call e

B x n d e g e n e r 9 o r s t r o n g l y nondegenerate
By t h e open mapping theorem i t f o l l o w s
B

b
B

i s an isomorphism.

i s nondegenerate i f f

i s weakly nondegenerate and

B~

is

If

i s f i n i t e dimensional t h e r e i s no d i f f e r e n c e between However i n i n f i n i t e dimensions t h e

s t r o n g and weak nondegeneracy.

d i s t i n c t i o n i s i m p o r t a n t t o bear i n mind.

Let

be a Banach m a n i f o l d .

By a weak Riemannian s t r u c t u r e of a weakly nondegenerate TM x

we mean a smooth assignment

<, >x

i n n e r product ( n o t n e c e s s a r i l y complete) t o each t a n g e n t space Here smooth means t h a t i n l o c a l c h a r t s i s smooth where maps of E L2(E to
R

.
R)

c E k <, >x E L 2 ( E

E,

x E , R)

d e n o t e s t h e Banach space of b i l i n e a r

x E

Equivalently

<, >x
is

i s a smooth s e c t i o n of

t h e v e c t o r bundle whose f i b e r a t

x E M

L2(TxM x TxM, R)

By a Riemannian manifold we mean a weak Riemannian manifold i n which

<, >*

i s nondegenerate.

E q u i v a l e n t l y , t h e topology of E must be

<,

>x

i s complete on

TxM

so t h a t t h e model space

isomorphic t o a H i l b e r t s p a c e .

For example t h e on E = ~([0,1], R)

L2 i n n e r p r o d u c t

<,

g, =
E

rO

f(n)g(x)dx

i s a weak Riemannian m e t r i c on

but not a

Riemannian m e t r i c .

Symp l e c t i c Forms. Let P be a manifold modelled on a Banach space

w

By a s y m p l e c t i c form we mean a two form

on

such t h a t

(a) (b)

i s closed; d w = 0

f o r each

x E P , wx : TxP

X TxP - t R

i s nondegenerate.

If

wx

i n (b) i s weakly n o n d e g e n e r a t e , we speak of a weak

symplect i c form.

The need f o r weak symplectic forms w i l l be c l e a r from examples given below. p For t h e moment t h e r e a d e r may wish t o assume

i s f i n i t e dimensional i n which c a s e t h e d i s t i n c t i o n v a n i s h e s .

I f (b) i s dropped we r e f e r t o

a s a nresyrnDlectic The f i r s t r e s u l t i s

form.

T h i s c a s e w i l l be r e f e r r e d t o l a t e r .

r e f e r r e d t o a s Darboux's theorem.

Our proof f o l l o w s Weinstein [ I ] . s e e P a l a i s [5]

The method i s a l s o u s e f u l i n Morse t h e o r y ;

. .

Theorem. For each

w

Let
x

be a symplectic form on t h e Ranach manifold p 2

--

t h e r e i s a-local

c p o r d i n a t c h a r t about

i n Which

is -

constant.

Proof.

W can assume e

and
= w(0)

x = 0

E E

c o n s t a n t form e q u a l l i n g
0

Let

1,et

w w

be t h e
w

w = wl

and

= w -t t w

-,
.

<

- 1 <

For each

wt(0)

= w(0)

i s nondegenerate.
-7-

Hence by there i s a
0

openness of t h e s e t of l i n e a r isomorphisms of neighborhood of

0

to

E"

on which

i s nondegenerate f o r a l l

< -

< - 1

W can assume t h a t t h i s neighborhood i s a b a l l . e

r-4

Thus by t h e ~ o i n c a r ;
a,

lemma (appendix 1)
~ ( 0 )= 0

w = da,

f o r some one form

W can suppose e

.
Define a v e c t o r f i e l d X
t

by

wt
t

-a

which i s p o s s i b l e Since

since

i s nondegenerate.

Moreover,

Xt

w i l l be smooth.

xt ( 0 )

= 0

w c a n , from t h e l o c a l e x i s t e n c e t h e o r y r e s t r i c t t o a e

s u f f i c i e n t l y small b a l l on which t h e i n t e g r a l c u r v e s w i l l be d e f i n e d f o r a time a t l e a s t one.

Nw l e t o

be t h e flow of

Xt

The c o n n e c t i o n between

L i e d e r i v a t i v e s and flows s t i l l h o l d s f o r time dependent v e c t o r f i e l d s , s o we have

. L

. ? A

Therefore,
u

~ " w= F"w
1 1

0 0

= oi

,
'

so

Fl

provides the c h a r t transforming

t o t h e c o n s t a n t form

Of c o u r s e such a r e s u l t cannot be t r u e f o r riemannian s t r u c t u r e s ( o t h e r w i s e they would be f l a t ) . t r u e f o r weak symplectic forms. Darboux's theorem i s n o t

See Marsden [ 4 ] . R e c e n t l y A . Tromba

h a s found some u s e f u l s u f f i c i e n t c o n d i t i o n s t o cover t h e weak c a s e .

Corollary. then (a) (b)

p

If

- finite is
- . -

dimensional and

w i s a-s~m&e_c~c .f'rx

i s even d i m e n s i o n a l , say

dim P

m = 2n

l o c a l l y about each p o i n t t h e r e a r e c q o r d i n a t e s --.--

n i i u = C d x Ady

such c o o r d i n a t e s a r e c a l l e d c a n o n i c a l .

proof. the

By elementary l i n e a r a l g e b r a , any skew symmetric b i l i n e a r form

which i s nondegenerate h a s t h e c a n o n i c a l form n X n identity.

1- I \

I) 0

where

is

This i s t h e m a t r i x v e r s i o n of ( b ) p o i n t w i s e on

The r e s u l t now f o l l o w s from Darboux's theorem.

The c o r o l l a r y a c t u a l l y h a s a g e n e r a l i z a t i o n t o i n f i n i t e dimensions. C l e a r l y i t i s j u s t a r e s u l t on t h e c a n o n i c a l form of a F i r s t some n o t a t i o n . E ie

=

skew symmetric b i l i n e a r mapping. r e a l vector space. J : E 4 E E such t h a t

Let

be a

By a complex s t r u c t u r e On J
2
=

we mean a l i n e a r map Jfe) one t h e n g i v e s

-I

Ey s e t t i n g

t h e s t r u c t u r e of a complex v e c t o r s p a c e .

W now show t h a t a e ( c f . Cook [ I ] ) .

s y m p l e c t i c form i s t h e imaginary p a r t of an i n n e r p r o d u c t .

Proposition.

bet H

be a r e a l H i l b e r t space and

a skew symmetric

weakly nondegenerate b i l i n e a r form on structure

J

Then t h e r e e x i s t s a complex s such t h a t

and a r e a l i n n e r p r o d u c t

Setting

i s a hermetian inner product.

Finally,

i s complete on

iff

i s nondegenerate.

Proof.

Let

<, >

be t h e g i v e n complete i n n e r p r o d u c t on B(x, y)
B
=

By

t h e R i e s z theorem,

<Ax, y>

f o r a bounded l i n e a r o p e r a t o r
A , .

A : H +H

.
, and

Since

i s skew, we f i n d

A ' = -A

.
i s injective. Let Now P

Since

i s weakly n o n d e g e n e r a t e ,
rl-

-A

from

-A"

we s e e t h a t

i s injective.

be a symmetric n o n - n e g a t i v e s q u a r e r o o t of
-7-

-A

Hence P

i s injec-

tive.

Since

P = P"

,P
-9-

h a s dense r a n g e . Set p2
= J =

Thus

-1

i s a well

d e f i n e d unbounded o p e r a t o r ,

Ap

-1 ,

so t h a t
J

A = JP
and
J

.
=

From

A = -A^

and

- A ~, we f i n d t h a t
J

i s orthogonal Moreover

.JL

-1

Thus we may assume

i s a bounded o p e r a t o r .
=

i s s y m p l e c t i c i n t h e sense t h a t since

B(Jx, J y )

B(x, y)

.
s

Define i s an

s ( x , y ) = B ( J x , y) = a x , y> i n n e r p r o d u c t on that h H

A = JP = PJ

Thus

F i n a l l y , i t i s a s t r a i g h t f o r w a r d check t o s e e For example; h ( i x , y) = s ( J x , y)

i s a hermetian inner product.

i B ( J x , y) = -B(x, y)

i s ( x , y)

i h ( x , y)

The p r o p o s i t i o n

follows.

Canonical Symplectic Forms. W r e c a l l t h a t a Banach space e

--I , ._

i s reflexive i f f the

canonical i n j e c t i o n

E + E""

i s onto.

For i n s t a n c e any f i n i t e The L P spaces,

dimensional o r H i l b e r t space i s r e f l e x i v e . a r e r e f l e x i v e , but C ( [ 0 , 11 , R )

1< p

<m

w i t h t h e sup norm i s n o t .

Let

be a manifold modelled on a Banach space

Let

T' "M

be i t s c o t a n g e n t bundle, and 8

: ; '
T

: T M

the p r o j e c t i o n .

fine t h e c a n o n i c a l one form

on

T"M

by

where

am E T ~ M and

WETm(T7"~)

Inachart

U c E

this

formula i s t h e same a s s a y i n g

-?-

where

(x, a ) E U

X E"

-A ,

(e,

8) E E

X E"

If

i s f i n i t e dimensional,

t h i s says

where

,. . . , q , p l , .

. . ,pn
d

-1

a r e coordinates f o r

T"M

. .
Locally,

The c a n o n i c a l two form i s d e f i n e d by u s i n g t h e formula f o r from t a b l e one, p. 1 9 ,

= d B

o r , i n t h e f i n i t e dimensional c a s e ,

Proposition

( a ) The form (b)

i s a weak symplectic form on

E

T''~

i s syrnplectic i f f

i s reflexive

.
all (e2, a2)

Proof. (a)

Suppose

w(x, a ) ( ( e l , a l ) ' ( e 2 , a 2 ) )

= 0

-L

Setting

0 we g e t

a2(el) = 0 e
D

for a l l

w2 E E
Setting

.
a,

By t h e
=

Hahn-Banach theorem, t h i s i m p l i e s w1(e2) = 0 for a l l e 2

0 we g e t

E E
E

so

.
W must show t h a t t h e map e
=

(b) b of : E (cr2(el) take 2wb e

Suppose
. I .

i s reflexive.
-T-. 1

9 : x E + (E x E")"

J-

= E"

x E
Let

..

7 .

1 .

, rn

b ( e l , cul)*(c2, a 2 )
J-

o1(e2))
=

i s onto.
=

(B , f ) E E* x E'?* x E" x E
i s mapped t o
(@, ( @ ,f )
E9:

W can e under

, al

-e

; then

(el, al)

Conversely i f ( e l , cul)

wb

i s onto, then f o r f(a2)

E9:;': ~e ) ( ) 1 2
so 2 E

,
for
-. l ,-.

there i s

such t h a t e 2

+ @(e2)=
2

~ 2

- ea

all

e2

, u2 .

Setting

= 0

we see

( a , ) = a, ( e )

-t

,.,.

i s onto.

Symplectic Forms induced by M e t r i c s . If smooth map If

<,

>x

i s a weak Riemannian m e t r i c on
-1-

M
w

,
X X

we have a x

cp : M

T"M

d e f i n e d by

cp(vx)wx

<v

X'

> ,

EM

.
In

<, >

i s a ( s t r o n g ) Riemannian m e t r i c i t f o l l o w s from t h e i m p l i c i t
J .

f u n c t i o n theorem t h a t
-1.

cp

i s a diffeomorphism of where
( = 1

TM

onto

T"M

any c a s e , s e t Clearly

C I

= y"(w)

i s t h e c a n o n i c a l form on

T"M

..-

i s exact since

d(cp9'(0))

.
fl i s a weak

Proposition.

(a)

I <, f

>x

i s a weak m e t r i c , t h e n

syrnplectic form.

In a chart

for

we have

where

Dx

denotes t h e d e r i v a t i v e with r e s p e c t t o

(b)

If <, >x
R

i s a s t r o n g m e t r i c and i s a symplectic form.

i s modelled on

a r e f l e x i v e s p a c e , then

(c) Note. -

R = de

where, l o c a l l y ,

0 ( x , e ) ( e l , e2)

-<e, e l >x '

I n t h e f i n i t e dimensional c a s e , t h e formula f o r

CI becomes

where

q 1,

* , , qn , q 1

a r e coordinates f o r

TM

proof.

By d e f i n i t i o n of p u l l - b a c k ,

R(x, e ) ( ( e l

, e2) ,

(e3, e4)) =

u(x, e ) ( h p ( x , e ) ( e l , 5 ) ' Dv(x,e)(e3, e4)) ( e l , Dx<e, .>,el that for for a l l e4

w

But c l e a r l y

q (x,e>( e l ,

e2) =

+ <e2,
.
0

*, >)

SO

t h e formula f o r

0 f o l l o w s from

.
e

To check weak nondegeneracy, suppose Setting e 3

(x ,e>

( ( e l , e2) ,(e3, 9 for a l l

) = 0

( e 3 , e4)

= O

we f i n d <e 2'

<e 3 x

4'
=

e >

1x

= O

, whence

Then we o b t a i n

>

so

P a r t ( b ) f o l l o w s from t h e easy f a c t t h a t t h e t r a n s f o r m of a symplectic form by a diffeomorphism i s s t i l l s y m p l e c t i c .

The above r e s u l t h o l d s e q u a l l y w e l l f o r pseudo-Riemannian manifolds.

Note t h a t i f i n n e r p r o d u c t , then
w

i s a H i l b e r t space with t h e c o n s t a n t H x H which we may i d e n t i f y with

i s , on

t h e complexified H i l b e r t s p a c e , e q u a l t o the imaginary p a r t of t h e inner product:

Let

ie2

f = f

if

Then

Canonical Transformations. Let P

be a weak symplectic manifold; i . e . P

is a

weak symplectic form on

.
If

A (smooth) map
. l .

f : P

i s called
-r I

c a n o n i c a l o r symplectic when o A (n

f"w = w
P

.
2n

I t follows t h a t

f"(m A
= w A

. .. A

(k

times).

is

dimensional,

IJ,

. .. A . .. A w
t o be

w = )

times) i s nowhere v a n i s h i n g ; by a computation one f i n d s

a m u l t i p l e of t h e Lebesgue measure i n c a n o n i c a l c o o r d i n a t e s .

W call e

t h e phase volume or t h e L i o u v i l l e form.

Thus a symplectic map

p r e s e r v e s t h e phase volume, and i s n e c e s s a r i l y a l o c a l diffeomorphism.

W b r i e f l y d i s c u s s symplectic maps induced by maps on t h e e base space of a c o t a n g e n t bundle.

Theorem.

Let -

be a manifold and
f

f : M +M

a diffeomorphism,

d e f i n e t h e L i f t of

-9-

-9-

;i '

Then

T"f

i s symplectic and i n f a c t

( ~ " f )8

, where

i s the

c a n o n i c a l one form. ( e c o u l d , e q u a l l y w e l l c o n s i d e r diffeomorphisms W from one manifold t o a n o t h e r . )

proof. -9.

-9-

By definition, (T"~)*@(w)
-. I

-v.

-~"f(a~)(TT"TT"~ W)

= =

-.-T"~(W~)*T < . ' ~ . (('T')

-1.

0(~~"'faW) =
-*+

W)

.!-a ( ~ fT(T"~T"~)*w) .#.

m m

-. 1

-a

(~(fOT"OT"~)*W)

- - *(TT - am
-9-

*w) = e(w)
c ';

since, by construction, f o ~ T f = O

, ,

T '

I7
P = T
9c

One can show conversely that any diffeomorphism of which preserves 0 is the lift of some diffeomorphism of M P

But, which

on the other hand, there are many other symplectic maps of are not lifts. Corollary. Let M

be a weak Riemannian manifold and

4

the

corresponding weak symplectic form. Let f : M which is an isometry: Tf : TM

4TM
<%,

be a diffeomorphism

w > ~= a f *V, Tfaw>

fx () is symplectic.

Then

Proof. The result is immediate from the above and the fact that
-9-

. L

~ " f cp

Tf = c p

where cp : T M ~ T " M is as on p . 3 4 .

Hamiltonian Vector Fields and Poisson Brackets.

Definition. Let field X : D there is a

4

be a weak symplectic manifold.

A vector

TP

with manifold domain D

4R

is called Hamiltonian if

C'

function H : D

such that

a s 1-forms on closed.

W say e

i s l o c a l l y Hamiltonian i f

i w

is

W write e H

because u s u a l l y i n examples one i s given

and then one c o n s t r u c t s t h e Hamiltonian v e c t o r f i e l d

53

Because exist.

i s o n l y weak, given H

H : D P

XH

need n o t

A l s o , even i f

i s smooth on a l l of

w i l l i n general where i t i s d e f i n e d ,

be d e f i n e d only on a c e r t a i n s u b s e t of
i t i s unique.

, but

The c o n d i t i o n
=

dH

reads

,v E
x f D

TxD C T M x

From t h i s we n o t e t h a t , n e c e s s a r i l y , f o r
4

each

dH(x) : TxD

i s e x t e n d a b l e t o a bounded l i n e a r

f u n c t i o n a l on

TxP

The r e l a c i o n of t h e same c o n d i t i o n the discussion.

w(s,v>
XH(<)

= dHav

i s the geometrical formulation with which we motivated

= J e g r a d H(F;)

Some P r o p e r t i e s of Hamiltonian Systems. W now g i v e a couple of simple p r o p e r t i e s of Hamiltonian e systems. The p r o o f s a r e a b i t more t e c h n i c a l f o r d e n s e l y d e f i n e d
C

v e c t o r f i e l d s so f o r purposes of t h e s e theorems we work with fields

vector

Theorem.

Let
P

%
w

be a Kamiltonian vector field on the symDlectic Ft be the flow of

and let

Then

(i) and (ii)

Ft

is symplectic, F'kw=w t
o

energy is conserved; H Since F

proof. d

(i)
=

identity, it suffices to show that

Ftw

But by lecture 1 ,

at

~*[di

51

w (x) ]

~[ :i

dul (x)

The first term is zero because it is because dw

=

ddH

and the second is zero

.
By the chain rule,

(ii)

but this is zero in view of the skew symmetry of

w.

1 7

An immediate corollary of (i) is Liouville's theorem: preserves the phase volume.

I t seems likely that a version of

Ft

Liouvillek theorem holds in infinite dimensions as well.

The phase

volume would be a Wiener measure induced by the symplectic form. More generally than (ti) one can show that for any function f : P->R,

where

[ f , g ) = w(Xf, Xg)

i s t h e Poisson b r a c k e t ; i n f a c t i t i s easy

t o see t h a t

I f , 81 =

g
-9.

(Note t h a t

~ " = f OF f t t

f o r functions.)

The Wave Equation a s a Hamiltonian System. The wave e q u a t i o n f o r a f u n c t i o n i s given by u(x, t )

,x E

R~

,t E R

with

given a t t = O

W consider e

where

H1

c o n s i s t s of f u n c t i o n s i n L Let

L2

whose f i r s t d e r i v a t i v e s a r e

also in

and

with symplec t i c form t h a t a s s o c i a t e d with t h e

L2

metric

W((U,

b).

(v,

G))

= L u J

- j

r e

uv

.
-in

( R e c a l l t h a t t h e r e i s always an a s s o c i a t e d complex s t r u c t u r e t h i s c a s e t h a t of flow of L2(R, C)

; i n f a c t t h e r e i s a l s o one making t h e

u n i t a r y a s i n Cook [ I ] , a t l e a s t i f

m > 0)

Define

~t i s an easy v e r i f i c a t i o n ( i n t e g r a t i o n by p a r t s ) t h a t

H Y W

and

a r e i n t h e proper r e l a t i o n , so i n t h i s sense t h e wave e q u a t i o n i s Hamiltonian.

That t h i s e q u a t i o n h a s a flow on

f o l l o w s from t h e

h y p e r b o l i c v e r s i o n of t h e H i l l e - Y o s i d a theorem s t a t e d i n l e c t u r e 1.

The Schrodinger Equation. Let

H

P = H

a complex H i l b e r t space with D

w = Im

<,>

Let

be a s e l f

a d j o i n t o p e r a t o r with domain

and l e t

and

Again i t i s easy t o check t h a t relation.

,%

and

a r e i n the correct

I n t h i s sense i n t e g r a l curve of

5
if

i s Hamiltonian.

Note t h a t

$(t)

i s an

t h e a b s t r a c t Schrodinger e q u a t i o n of quantum mechanics.

That

h a s a f l o w i s a n o t h e r c a s e of t h e H i l l e - Y o s i d a i s s e l f a d j o i n t , then e
itH

theorem c a l l e d S t o n e ' s theorem; i . e . - H if

in

g e n e r a t e s a one parameter u n i t a r y group, denoted

.
e itH

W know from g e n e r a l p r i n c i p l e s t h a t t h e f l o w e symplectic.

w i l l be

The a d d i t i o n a l s t r u c t u r e needed f o r u n i t a r i t y i s e x a c t l y

complex l i n e a r i t y .

W s h a l l r e t u r n t o quantum mechanical systems i n a l a t e r e lecture

.
W n e x t t u r n our a t t e n t i o n t o g e o d e s i c s and more g e n e r a l l y e

t o Lagrangian s y s tems.

The Spray of a M e t r i c . Let

M

be a weak Riemannian manifold w i t h m e t r i c TxM

<,
S

>x
of

on t h e t a n g e n t space the metric

W now wish t o d e f i n e t h e s p r a y e

<,

>x

T h i s should be a v e c t o r f i e l d on

TM ; S : M + T %
x ( x , v) E T M

whose i n t e g r a l c u r v e s p r o j e c t o n t o g e o d e s i c s . write S ( x , v) = ( ( x , v ) , ( v , y ( x , v ) )

Locally, i f
M

If

i s f i n i t e dimensional,

t h e g e o d e s i c s p r a y i s given by p u t t i n g

i y ( x , v) =
y

- ri.

~k

i k (x)v v

In

the general case, the c o r r e c t d e f i n i t i o n f o r

is

where D <v, v>

X

.w

means t h e d e r i v a t i v e of

<v, v > ~ with r e s p e c t t o

i n t h e d i r e c t i o n of

I n the finite-dimensional case, the

r i g h t hand s i d e of (1) i s given by

which i s t h e same a s

-f. v v w i Jk

j k

So with t h i s d e f i n i t i o n of S

i s taken t o be t h e s p r a y .

The v e r i f i c a t i o n t h a t

i s well-defined

independent of t h e c h a r t s i s n o t too d i f f i c u l t . quadratic i n

v

Notice t h a t

is

One can a l s o show t h a t

i s j u s t t h e Hamiltonian k<v, v>

v e c t o r f i e l d on

TM

a s s o c i a t e d with t h e k i n e t i c energy

This w i l l a c t u a l l y be done below; c f . Abraham [ 2 ] and ChernoffMarsden [ l ] .

The p o i n t i s t h a t t h e d e f i n i t i o n of

i n (1) makes sense

i n t h e i n f i n i t e a s w e l l a s t h e f i n i t e dimensional c a s e , whereas t h e u s u a l d e f i n i t i o n of

ri

jk

makes sense only i n f i n i t e dimensions.

This

then g i v e s u s a way t o d e a l with g e o d e s i c s i n i n f i n i t e dimensional spaces.

Equations of Motion i n a P o t e n t i a l . Let

t
tt

(x(t)

, v(t))

be an i n t e g r a l curve of

That i s :

These a r e t h e e q u a t i o n s of motion i n t h e absence of a p o t e n t i a l . let

V : M

Now have

+R

( t h e p o t e n t i a l energy) be g i v e n .

A t each

, we

J-

t h e d i f f e r e n t i a l OE

, dV(x) E

T ~ M and we d e f i n e ,

g r a d V(x)

by:

(3)

<grad V(x), w > ~3 dV(x)*w

I t i s a d e f i n i t e assumption t h a t
T M +T"M
X

grad V

e x i s t s , s i n c e t h e map

induced by t h e m e t r i c i s n o t n e c e s s a r i l y b i j e c t i v e .

The e q u a t i o n of motion i n t h e p o t e n t i a l f i e l d by:

i s given

The t o t a l e n e r g y , k i n e t i c p l u s p o t e n t i a l , i s g i v e n by v 2

H(v )
X

1 1+(x) .
H

I t i s a c t u a l l y t r u e t h a t the vector f i e l d and t h e s y m p l e c t i c s t r u c t u r e on

XH

determined by

TM

induced by t h e

m e t r i c i s given by ( 4 ) .

T h i s w i l l be p a r t of a more g e n e r a l d e r i v a t i o n

of Lagrange's e q u a t i o n s below.

Lagrangian Systems. W now want t o g e n e r a l i z e t h e i d e a of motion i n a p o t e n t i a l e t o t h a t of a Lagrangian system; t h e s e a r e , however, s t i l l s p e c i a l t y p e s of Hamiltonian systems. See Abraham [ 2 ] f o r an a l t e r n a t i v e

e x p o s i t i o n of t h e f i n i t e dimensional c a s e , and Marsden [ I ] Marsden [ I ] f o r a d d i t i o n a l r e s u l t s .

, and

Chernof f -

W b e g i n with a manifold e c a l l e d t h e Lagrangian.

and a given f u n c t i o n

L : T -,R M

I n c a s e of motion i n a p o t e n t i a l , one t a k e s

which d i f f e r s from t h e energy i n t h a t we u s e

-V

r a t h e r than

+V

Now
-9-

d e f i n e s a map, c a l l e d t h e f i b e r d e r i v a t i v e , let v , w E TXM

FL : TM

-t

T"M

a s follows:

Then s e t

FL(v)-w

d -L(v dt

tw)

I t=O
L along the f i b e r i n

That i s , direction

n(V)*w

i s t h e d e r i v a t i v e of

.
~ ( )v = --<v v > - V(x) X 2 X Y X X

I n c a s e of F L ( V ~ ) - W <v =
X

, we

see t h a t
-1.

xy

X X

>

s o we r e c o v e r t h e u s u a l map of

TM

T"M

a s s o c i a t e d w i t h t h e b i l i n e a r form
-9-

<,

>x

As we saw above,
w

T"M

c a r r i e s a c a n o n i c a l s y m p l e c t i c form L on

Using

FL

we o b t a i n a c l o s e d two form
.I-

TM

by

(FL) u

.
,

I n f a c t a s t r a i g h t f o r w a r d computation y i e l d s t h e f o l l o w i n g l o c a l formula f o r TM
w

.
'

if

i s modeled on a l i n e a r space
U c E

so l o c a l l y for given by

looks l i k e

x E

where

i s open, t h e n

le,

( u , e) E X E

(u, e)

x E

i s t h e skew symmetric b i l i n e a r form on

where

Dl

D2

d e n o t e t h e i n d i c a t e d p a r t i a l d e r i v a t i v e s of

I t i s easy t o see t h a t

i s (weakly) n o n d e g e n e r a t e i f But we want t o a l s o a l l o w d e g e n e r a t e

D2D2L(u, e )

i s (weakly) n o n d e g e n e r a t e .

cases f o r l a t e r purposes, of of L
m

I n c a s e of motion i n a p o t e n t i a l , nondegeneracy

amounts t o nondegeneracy of t h e m e t r i c i s d e f i n e d by
E = A

<, >x .

The a c t i o n

L is

A : T +R B

, A(v)

F L ( v ) @ v , and t h e e n e r g y of

In c h a r t s ,

and i n f i n i t e dimensions i t i s t h e e x p r e s s i o n

( summation c o n v e n t i o n P )

Now g i v e n

, we

say t h a t a v e c t o r f i e l d

Z L

on

TM

is a

L a g r a n g i a n v e c t o r f i e l d o r a Lagrangian system f o r condition holds:

i f the Lagrangian

for a l l of
E
a

TbM

and

w E TV(TM)

Here,

dE

denotes the d i f f e r e n t i a l

Below we s h a l l s e e t h a t f o r motion i n a p o t e n t i a l , t h i s l e a d s t o t h e same e q u a t i o n s of motion which we found above.

If one such that Z

Z

were a weak s y m p l e c t i c form t h e r e would be a t most

The f a c t t h a t

may be d e g e n e r a t e however means L Z s o t h a t t h e r e i s some

i s n o t u n i q u e l y determined by

a r b i t r a r i n e s s i n what we may choose f o r erate,

Also i f

i s degen-

may n o t even e x i s t .

I f i t d o e s , we s a y t h a t we c a n d e f i n e These i d e a s have been d i s c u s s e d i n

c o n s i s t e n t e q u a t i o n s of motion.

t h e f i n i t e dimensional c a s e by D i r a c [ 1 ] and Kunzle [ I ] .

The dynamics i s o b t a i n e d by f i n d i n g t h e i n t e g r a l c u r v e s of

; t h a t i s the curves

v(t)

such t h a t

v ( t ) E TM

satisfies

(dv/dt) ( t ) = Z(v(t))

From t h e Lagrangian c o n d i t i o n i t i s t r i v i a l L may be d e g e n e r a t e :

t o check t h a t energy i s conserved even though

Proposition. v ( t ) E TM in t

Let

be a Lagrangian v e c t o r f i e l d f o r Z

and l e t

be an i n t e g r a l c u r v e of

Then

E(v(t))

i s constant

.
By t h e c h a i n r u l e ,

Proof.

by t h e skew symmetry of

W now want t o g e n e r a l i z e our p r e v i o u s l o c a l e x p r e s s i o n f o r e t h e s p r a y of a m e t r i c , and t h e e q u a t i o n s of motion i n t h e p r e s e n c e of a potential. equations". I n t h e g e n e r a l c a s e t h e e q u a t i o n s a r e c a l l e d "Lagrange's

Proposition.

Let

be a L a g r a n g i a n s y s t e m f o r

and suppose

i s a second o r d e r e q u a t i o n ( t h a t i s , i n a c h a r t

U x E

for

TM

Z(u, e ) = ( e , Z2(u, e ) ) chart

U

f o r some map

Z 2 : U x E -+ E )

.
of

Then i n t h e Z satisfies

x E , an i n t e g r a l curve

(u(t), v(t)) E U x E

Lagrange's equations:

for a l l

w E E

I n case

i s n o n d e g e n e r a t e we h a v e

I n c a s e of motion i n a p o t e n t i a l , ( 2 ) r e d u c e s r e a d i l y t o t h e e q u a t i o n s we found p r e v i o u s l y d e f i n i n g t h e s p r a y and g r a d i e n t .

Proof.

From t h e d e f i n i t i o n of t h e e n e r g y

we h a v e

dE(u, e ) * ( e l , e2) = D ( D L ( u , e ) ' e + D D L ( u , e ) * e a e - D L L ( u , e ) e e 1 2 1 2 2 2 1 ' L o c a l l y we may w r i t e equation.

Z(u, e )

( e , Y(u, e))
w

as

i s a second o r d e r

Using t h e f o r m u l a f o r

t h e c o n d i t i o n on

may be

w r i t t e n , a f t e r a s h o r t computation:

DIL(u, e ) * e = D (D L ( u , e ) e e l ) e e f D (D L ( u , e ) * Y ( u , e ) ) * e l 1 1 2 2 2 for a l l e

E E

.
( u ( t ) , v ( t ) ) i s an integral

T h i s i s t h e formula (2) above. c u r v e of Z

Then, i f

we o b t a i n , u s i n g d o t s t o d e n o t e t i m e d i f f e r e n t i a t i o n ,

DIL(u, e ) - e

D ( D L ( u , ;)ee 1 2 1 d ~ ( u ;), * dt 2 e

0 ;

+ D D L(u, u)*u*e 2 2 1

..

= D

by t h e c h a i n r u l e .

From t h e s e c a l c u l a t i o n s one s e e s t h a t i f

i s nondegenerate Also,

i s a u t o m a t i c a l l y a second o r d e r e q u a t i o n ( c f . Abraham [ Z ] ) . Z

t h e c o n d i t i o n of b e i n g second o r d e r i s i n t r i n s i c ; if

i s second o r d e r See

TnoZ

identity

, where n

: TM

4 M

i s the projection.

Abraham [ 2 ] , o r Lang [ 11.

Often

i s o b t a i n e d i n t h e form

f o r a Lagrangian d e n s i t y manifold
Q

and

some volume element on some

Q

Then

i s a space of f u n c t i o n s on
Q

o r more g e n e r a l l y

s e c t i o n s of a v e c t o r bundle over

I n t h i s c a s e , Lagrange's

e q u a t i o n s may be c o n v e r t e d t o t h e u s u a l form of L a g r a n g e ' s e q u a t i o n s for a density

W s h a l l s e e how t h i s i s done i n a c o u p l e of e (See a l s o Marsden [ I ] ) .

special cases i n l a t e r lectures.

3.

E l l i p t i c O p e r a t o r s and Function Spaces. I n t h i s l e c t u r e we s h a l l d i s c u s s some of t h e b a s i c spaces

of f u n c t i o n s which a r e used i n a n a l y s i s .

I n a d d i t i o n we s h a l l d i s c u s s

some of t h e fundamental p r o p e r t i e s of e l l i p t i c o p e r a t o r s , f i r s t i n t h e c a s e of t h e L a p l a c i a n , and then i n g e n e r a l , These r e s u l t s ,

e s p e c i a l l y t h e " s p l i t t i n g theorems" a r e of c o n s i d e r a b l e u s e i n proving c e r t a i n s u b s e t s of t h e f u n c t i o n s p a c e s a r e a c t u a l l y submanifolds. This

w i l l f i n d a p p l i c a t i o n i n hydrodynamics and gener a 1 r e l a t i v i t y

F i n a l l y , we s h a l l c o n s i d e r some elementary p r o p e r t i e s of t h e s p a c e of maps of one manifold t o a n o t h e r .

W begin then with a d i s c u s s i o n of t h e Sobolev s p a c e s . e

Sobolev s p a c e s . Let Let

W c Rn

be an open bounded s e t with

R

cm

boundary.

0 be t h e c l o s u r e of
R
into Rn Rn

Define

c m ( n , Rn)
-L

t o be t h e s e t of

f u n c t i o n s from

t h a t can be extended" t o a

crn
=

function

on some open s e t i n (f of

containing f

Let

C o ( n 2 Rm)

c m ( n , Rm)1

t h e s u p p o r t of

i s c o n t a i n e d i n a compact s u b s e t

n}

.
To d e s c r i b e t h e Sobolev spaces i n an elementary f a s h i o n ,

we t e m p o r a r i l y i n t r o d u c e some more n o t a t i o n .

An

multi-index i s

T h i s d e f i n i t i o n i s -h e same a s s a y i n g t h a t t h e f u n c t i o n s a r e Ct on t h e c l o s e d s e t R ( w i t h d i f f e r e n c e q u o t i e n t s taken w i t h i n R) by v i r t u e of t h e % i t n e y e x t e n s i o n theorem. See t h e appendix of Abraham-Robbin [ I ] . The same technique c a n be a p p l i e d t o Sobolev s p a c e s ; c f . t h e Calderon e x t e n s i o n theorem below and Marsden [ 8 ] .

an ordered s e t of
i s an n

non-negative i n t e g e r s . then p u t k D u

If

k = (kl,

..., kn)
~f

multi-index,

]kl

k1

+ k2 +

. . . + kn .

E cm(R, Rm)

, define

by t h e formula

and

D (u)

For

u Cm(n, Rm)

(or

c I ( ~ Rn)) ,

, define

lulls 2
NOW

i --

k 2 I ~ u ( x ) ld x .

(n,

m R )

(resp.

H:(R,

R ~ ) ) i s d e f i n e d t o be t h e completion of under t h e

cm(R, Rm)

(resp.

cO(R, Rm))

1 Is

norm.

These

H'
=

spaces a r e c a l l e d the Sobolev s p a c e s . ~ , ( n ,R ~ 3 H'(Q, Rm) ; b u t f o r ) s h a l l s e e below. s

Note t h a t

0 m 0 m HO(R, R ) = H (R, R )

, H;(Q,

R ~ # n s ( n , R ~ )a s we )

There i s another e q u i v a l e n t , and perhaps b e t t e r , d e f i n i t i o n of t h e SoboPev norm. so t h a t maps on k d u : R~ x Rn

\

Let

k d u

be t h e

kth

t o t a l d e r i v a t i v e of

-+ Lk(Rn, Rm) where

Lk(Rn, Itm)

denotes t h e k - l i n e a r Then i f we s e t

x
k

... x
times

Rn -+ Rm

with t h e s t a n d a r d norm.

the

1 1

and

I ]Is

norms a r e e q u i v a l e n t .

This i s a simple e x e r c i s e .

Also n o t e t h a t

HS(n, Rn)

and

H:(o,

Rn)

a r e H i l b e r t spaces

with the inner product

S o b o l e v Theorem. (a)

Let

>

(n/2)

+k

. Then

k HS(C2, Rm) c C (0, Rm)

and -

t h e i n c l u s i o n map i s c o n t i n u o u s ( i n f a c t i s compact) when has the standard

Ck

ck(C2, Rm)

t o p o l o g y , ( t h e sup o f t h e d e r i v a t i v e s o f o r d e r

_<k)

(b)

If

>

(1-112)

then

H ~ ( R R ~ )i s a r i n g u n d e r p o i n t w i s e ,

m u l t i p l i c a t i o n of components.

(This i s o f t e n c a l l e d t h e Schauder r i n g . )

(c)

> h

f E HS(C2, Rm)

fhen f l a n
If f

t HS-li

.
then

(d) f

( C a l d e r o n E x t e n s i o n Theorem). f E H ' ( R ~ , Rm)

H S ( n , Rm)

h a s an extension

R e g a r d i n g ( c ) , s e e P a l a i s [ l ] f o r a d i s c u s s i o n of c o n t i n u o u s Sobolev c h a i n s ; i . e . , t h e d e f i n i t i o n of HS for s not an integer;

b a s i c a l l y one c a n u s e t h e F o u r i e r t r a n s f o r m o r one c a n i n t e r p o l a t e . ( d ) means t h a t f c a n be e x t e n d e d a c r o s s

aR

i n an

way.

D i f f e r e n t i a b i l i t y p r o p e r t i e s a t t h e boundary p r e s e n t s some t e c h n i c a l problems b u t a r e v e r y i m p o r t a n t i n hydrodynamics.

i s important t o distinguish

Thus i t

H :

from

The proof of t h e S o b o l e v Theorem c a n be found i n N i r e n b e r g

[ l ] and P a l a i s

[I]; s e e a l s o S o b o l e v [ l ] .
s>(n/2)+1.

F o r m o s t o f h y d r o d y n a m i c s we w i l l n e e d One o f

t h e outstanding problems i n t h e f i e l d i s determining

t o w h a t e x t e n t we c a n r e l a x t h i s c o n d i t i o n o n many p r o b l e m s , tinuities

s.

For

one would l i k e t o a l l o w c o r n e r s and disconas t h e density of t h e f l u i d o r t h e spaces a r e often useful

i n such things P
=

velocity field.

wkjP

for t h i s .

H~

Spaces of S e c t i o n s . Let

be a cornpact m a n i f o l d , p o s s i b l y with boundary. M

Also, l e t example Let E

be a f i n i t e dimensional v e c t o r bundle over

For

may be t h e t a n g e n t b u n d l e , o r a t e n s o r bundle over be t h e c a n o n i c a l p r o j e c t i o n .

n : E +M

The f o l l o w i n g f a c t i s

u s e f u l and i s obvious from t h e d e f i n i t i o n of a v e c t o r bundle ( s e e l e c t u r e 1)

.
Suppose f o r each ( x E M U
m

Proposition.

, we

have

ir-l(x)

Rm
Ui

t h e r e i s a f i n i t e open cover c h a r t of

Of M

such t h a t each
i

and

rr

- 1(Ui)

Ui x R

f o r each

Such a cover i s c a l l e d t r i v i a l i z i n g . of
E

Recall that a section

i s a map
s

h : M +E
0

such t h a t

ah

= id

M .

Informally

, we

define, for

, H'(E)
s

t o be t h e s e t of s e c t i o n s of are i n L2

whose

d e r i v a t i v e s up t o o r d e r

This makes sense s i n c e i n view of t h e p r o p o s i t i o n , a s e c t i o n of

E

can l o c a l l y be thought of a s a map from

R~

to

R~

where

i s t h e dimension of on H'(E)

S i m i l a r l y , we c a n p u t a H i l b e r t s t r u c t u r e However, s i n c e t h i s

by u s i n g a t r i v i a l i z i n g c o v e r .

H i l b e r t s p a c e s t r u c t u r e depends on t h e c h o i c e of c h a r t s , t h e norm on H'(E) i s n o t c a n o n i c a l , s o we c a l l H (E)

S

a H i l b e r t i b l e Space ( i e . , To o b t a i n

i t i s a s p a c e on which some c o m p l e t e i n n e r p r o d u c t e x i s t s ) .

a good norm on connection.

H'(E)

one n e e d s some a d d i t i o n a l s t r u c t u r e such a s a

One h a s t o c h e c k t h a t t h e d e f i n i t i o n of

H'(E)

i s independent

of t h e t r i v i a l i z a t i o n and t h i s c a n be done by v i r t u e of compactness of

Of c o u r s e t h e Sobolev theorems h a v e a n a l o g u e s f o r In particular if

h

H'(E)

.
Of

s _> 1

i t makes s e n s e t o r e s t r i c t a s e c t i o n

HS(E)

to s

aM

T h i s i s by p a r t ( c ) of t h e S o b o l e v Theorem.

course i f For
s = 0

>

(1112) have

w i l l be c o n t i n u o u s and s o t h i s w i l l be c l e a r . and r e s t r i c t i o n t o

, we

L2(E)

aM

d o e s n o t make

sense.

One d e f i n e s restrict t o order h

s

H:(E)

i n a s i m i l a r way.

For

> f , when

we

t -

H:(E)

to

aM

,h

w i l l vanish, a s w i l l i t s derivatives

+.
M

Much of t h e t h e o r y goes o v e r f o r s p e c i f y a m e t r i c on M and a c o n n e c t i o n on

noncompact, b u t we must
M

E ; further

must be

c o m p l e t e and obey some c u r v a t u r e r e s t r i c t i o n such a s s e c t i o n a l c u r v a t u r e bounded above; s e e C a n t o r [ 2 ] .

o p e r a t i o n s on D i f f e r e n t i a l Forms. Now, l e t w i t h o u t boundary. M be a compact o r i e n t e d Riemannian n - m a n i f o l d

As i n L e c t u r e 1, l e t whose f i b e r a t x

hk

be t h e v e c t o r b u n d l e o v e r

c o n s i s t s of k - l i n e a r skew-symmetric maps from M at x

T ~ M, t h e t a n g e n t s p a c e t o n IIk @k=0 x

to

For each Then

forms a g r a d e d a l g e b r a w i t h t h e wedge p r o d u c t .
H
S

H'(A k ) d

i s a s p a c e of

d i f f e r e n t i a l k-forms.

The e x t e r i o r d e r i v a t i v e

then i s a n o p e r a t o r :

~t d r o p s one d e g r e e of d i f f e r e n t i a b i l i t y b e c a u s e

differentiates

once; i . e . ,

i s a f i r s t order operator.

The s t a r o p e r a t o r at xEM by

k : tIS(* ) + H S ( ~ n - k )

i s g i v e n on

and

where t h e

"+"
It-"

i s taken i f the otherwise,

dxl A x1,

... A
n

dxn

i s positively

o r i e n t e d and orthogonal a t

..-,x

form a c o o r d i n a t e system

and

7 ' :

i s extended l i n e a r l y a s an o p e r a t o r

hn-k

Nw i f o

a E H'(A )

then c l e a r l y Hs(nk) to

$:a

H ~ ( A ~ , so ) - ~

: I

can be taken a s an o p e r a t o r from

Hs(hn-k)

.
,
an i n n e r

The space product.

hk

c a r r i e s , a t each p o i n t

x M

I t i s the usual business:

the metric converts covariant

t e n s o r s t o c o n t r a v a r i a n t ones ( i . e . , i t r a i s e s o r lowers i n d i c e s ) and then one c o n t r a c t s . If

oi

Rj

a r e one forms, we have

el A

... A

mk, R1 A

... A

P k>

= det[<oli9 P.>]

I t i s not hard t o

check t h a t i f

i s t h e volume form on

then

Note t h a t t h e i n n e r product may be d e f i n e d by t h e above formula. See F l a n d e r s [ I ] f o r more d e t a i l s on t h e s e m a t t e r s . Define

the operator

6 : H

s+l

k ( A ) ~ H ' ( A ~ - ' ) by H
O

5 = (-1)n(k+l)+l,d7v:
H'(A)) given by

There

i s an i n n e r product on

(A k )

(and hence on

( a , P)

+, B>Q .
'M

Proposition.

For m E

k H'(A )

B E H'(A k+ 1)

Proof.

Note t h a t

k d ( a A *P) = dQ A *B + ( - 1) a A
= d ~ A >':R

A 9:SR

Since

a M = f~ , by Stokes Theorem, we g e t

(day d

B) and

( a , 6B)

Rephrasing, one s a y s t h a t product

a r e a d j o i n t s i n t h e ( ,) inner

.
The

o p e r a t o r corresponds t o t h e c l a s s i c a l divergence let

operator.

T h i s i s e a s i l y seen:

be a v e c t o r f i e l d on X

- , where X

Then because of t h e Riemannian s t r u c t u r e

w

corresponds t o a 1-form

X(v) =

Q(, v>

. .
LXp be t h e L i e d e r i v a t i v e of div(X)p = LXp p with

Proposition.

div(X) = -() 6?

proof and D i s c u s s i o n . respect t o X

Let

Then by d e f i n i t i o n ,

( s e e Abraham [ 2 ] ) .

W have t h e g e n e r a l formula e

Nw o

d(p) = 0

since
i

p
=

i s an n-form, so
N

L p = d ( i p) X X

d(J;X)

(one

e a s i l y checks t h a t

X )

Hence

since f o r

k = 1

(-1)

n(k+l)+l

= - I .

The L a p l a c e de Rham o p e r a t o r i s d e f i n e d by Note t h a t on that Note R~

6d

d6

.
,
6

A : HS(h ) - t H

s-2

k (A )

If

i s a r e a l valued function d

i t i s e a s y t o c h e c k , u s i n g t h e above e x p r e s s i o n s f o r
=

A(f)

-e ( f )

where

2 V f = div(grad f )

i s the usual Laplacian.

6f = 0

on f u n c t i o n s .

Proposition.

Let cu E

k HS(h )

, then
and -

Aol =

iff

da/

= 0

&a/ =

.
6ol = 0 then

Proof.

I t i s obvious t h a t i f

dct

= =

and

Am = 0
=

To show t h e c o n v e r s e , assume ((d6

.
,
0

Then

0 = (Acu, cu)

Sd)cu,

D)

(6@, 6a)

( d a y da)

so the r e s u l t follows.

A form

f o r which

AQ

i s c a l l e d harmonic.

The Hodge d e c o m p o s i t i o n theorem ( f o r

a M = @).

heo or em.

Let w E

HS(Ak)

Then t h e r e i s such t h a t
C~

a F H

s+E

(A

k-1

,
y

8 E

H~+'(A~"+~)

Cm(hk)

m = do

be

+
A
k

A(y) = 0

k Here cm(A ) -

denotes the

s e c t i o n s of L

Furthermore

d~

, 66 , and

a r e mutually

o r t h o g o n a l and s o a r e

uniquely determined.

If summarized by

Hk

= ( y E C"(A )

0)

t h e n t h e above may be

The f a c t t h a t t h e Harmonic forms from r e g u l a r i t y theorems on t h e L a p l a c i a n .

xk

are a l l

, follows

This f a c t i s a l s o c a l l e d W shall e

w e y l l s lemma o r , i t s g e n e r a l i z a t i o n , F r i e d r i c h ' s theorem. d i s c u s s t h i s f u r t h e r below.

The Hodge theorem goes back t o V. W. D , Hodge [ I ] , i n t h e 1930's. S u b s t a n t i a l c o n t r i b u t i o n s have been made by many a u t h o r s , See f o r example Weyl [ I ] , and

leading up t o t h e p r e s e n t theorem. ~ o r r e y - E e l l s[ I ] .

W can e a s i l y check t h a t t h e s p a c e s i n t h e Hodge decomposition e a r e orthogonal. For example

since

i s t h e a d j o i n t of

and

= 0

The b a s i c i d e a behind t h e Hodge theorem c a n be a b s t r a c t e d a s follows. with T 2

=

W consider a l i n e a r operator e 0

on a H i l b e r t space L~ forms. Let T* (We

I n our c a s e T Let

T = d

and

i s the

ignore the f a c t t h a t t h e a d j o i n t of T

i s only d e n s e l y d e f i n e d , e t c . )
H = (x

be

E ~ T X 0 and T*x = 0 ) =

W assert e

E = Range T

Range T*

which, a p a r t from t e c h n i c a l p o i n t s on d i f f e r e n t i a b i l i t y and s o on i s t h e e s s e n t i a l c o n t e n t of t h e Hodge decomposition.

To s e e t h i s , n o t e , a s b e f o r e t h a t t h e r a n g e s of

and

T*

a r e o r t h o g o n a l because

a x , T>'cy> =

a 2x ,

y> = 0

.
O
Range T;'c

Let

be t h e o r t h o g o n a l complement of

Range T

Certainly

kl c C

But i f

E C ,
y =>T+cx = 0

a y , x>= 0

for a l l

. .

Similarly

Tx = 0

so

C c 51

and hence

C, =

The complete proof of t h e theorem may be found i n Morrey [ I ] . For more elementary e x p o s i t i o n s , a l s o c o n s u l t F l a n d e r s [ I ] and Warner [I].

A i n t e r e s t i n g consequence of t h i s theorem i s t h a t n

ilk

is

isomorphic t o t h e k t h de Rham cohomology c l a s s ( t h e c l a s e d k-forms mod the exact ones). may be w r i t t e n o u t when
m
=

This i s c l e a r s i n c e over
u, = d m

, each

c l o s e d form

u,

+y .

(One can check t h a t t h e 0 = d6P so

68

term drops or

i s c l o s e d ; indeed we g e t
so

(dSB, B) = 0

(SP,

6P)

6P = 0 .)

The Hodge theorem p l a y s a fundamental r o l e i n incompressible hydrodynamics, a s we s h a l l see i n l e c t u r e 4 . t h e p r e s s u r e f o r a given f l u i d s t a t e . I t e n a b l e s one t o i n t r o d u c e

Below we s h a l l g e n e r a l i z e t h e Hodge theorem t o y i e l d some decomposition theorems f o r g e n e r a l e l l i p t i c o p e r a t o r s ( r a t h e r than t h e s p e c i a l c a s e of t h e L a p l a c i a n )

. However,

we f i r s t pause t o d i s c u s s

what h a p p e n s i f a boundary i s p r e s e n t .

~ o d g et h e o r y f o r m a n i f o l d s w i t h boundary. T h i s t h e o r y was worked o u t by Icodaira [ I ] , D u f f - S p e n c e r [ I ] , and Morrey [ I ] . ( S e e Morrey [2] , C h a p t e r 7 . ) Differentiability across The b e s t p o s s i b l e

t h e boundary i s v e r y d e l i c a t e , b u t i m p o r t a n t .

r e s u l t s i n t h i s r e g a r d were worked o u t by Morrey.

Also note t h a t

and

6 may n o t be a d j o i n t s i n t h i s c a s e ,
Hence we

because boundary t e r m s a r i s e when we i n t e g r a t e by p a r t s . must impose c e r t a i n boundary c o n d i t i o n s . k

Let

oc E HS(A )

Then
=

i s p a r a l l e l or tangent t o
i :

aM

i f t h e normal p a r t , i n c l u s i o n map.

noc = i*(*a)

0 where

aM 4 M

i s the
t~ = i"(@) = 0

Analogously

i s perpendicular t o

3~ i f

Let when

b e a v e c t o r f i e l d on

U s i n g t h e m e t r i c , we know

i s tangent or perpendicular t o

one-form

aM

.
iXp

X
(p

corresponds t o the

and a l s o t o t h e Then i p X
X

- 1

form

i s , a s usual, the

volume f o r m ) . to iff

i s tangent t o

aM

i f and o n l y i f
X

i s tangent

aM
iXp

iff

i s normal t o

aM
Set

Similarly

i s normal t o

aM

i s tangent t o

aM

HS(Ak) = ( a E H ' ( A ~ )/ a i s t a n g e n t t o 3 ~ ) k H ~ ( A = {a )

k HS(A ) / a i s p e r p e n d i c u l a r t o

a~)

and

The c o n d i t i o n t h a t

do!

= 0

and

6a/

= 0

i s now s t r o n g e r t h a n

La, = 0

Following Kodaira [ I ] , one c a l l s e l e m e n t s of

xS

, harmonic

fields.

The Hodge Theorem. k H'(A ) s f 1 k- 1 ( ~ ~ 1)

cn

s+l S(H,

cn k+l ) ) m

ns(nk)

One can e a s i l y check from t h e formula

( d a , l3) = ( a , 6P)

+j

cu A *p

aM

t h a t t h e summands i n t h i s decomposition a r e o r t h o g o n a l .

There a r e two o t h e r c l o s e l y r e l a t e d decompositions t h a t a r e of i n t e r e s t .

Theorem.

where

and d u a l l y

where

Cn

a r e t h e c l o s e d forms normal t o

aM

D i f f e r e n t i a l O p e r a t o r s and T h e i r Symbols. Let E and F be v e c t o r bundles over

and l e t

c r n ( ~ ), H'(E) Assume
M

denote t h e

Crn

and

H~

s e c t i o n s of E and

E F

a s above. have i n n e r

i s Riemannian and t h e f i b e r s of

products .

A k t h o r d e r d i f f e r e n t i a l o p e r a t o r i s a l i n e a r map
D : crn(E) -+ c ~ ( F ) such t h a t i f order a t x E M f

crn(E) and

vanishes t o kth

, then

D(f)(x) = 0

(Vanishing t o k t h o r d e r makes

i n t r i n s i c sense independent of c h a r t s .)

Then i n l o c a l c h a r t s

h a s t h e form

where mapping

( j , . to

.
F

,j

i s a m u l t i - i n d e x and

is a

cm

function

.
h a s an a d j o i n t o p e r a t o r
D*

Nw o

given i n c h a r t s ( w i t h

t h e s t a n d a r d Euclidean i n n e r product

on f i b e r s ) by

where of a

pdx

1A

. .. A

dxn

i s t h e volume element and D* is

a* j

i s the transpose

j s

The c r u c i a l p r o p e r t y of

( g , D;kh) = (Dg, h)

where

,)

denotes the

inner product,

g E c ~ ( E ), and

h E c;(F)

A k t h o r d e r o p e r a t o r i n d u c e s n a t u r a l l y a map

D : H'(E)

+H

S-k

(F)

For example we h a v e t h e o p e r a t o r s k d : H'(A ) + H ~ - ' ( A ~ + ' )

6 : R'(A~)
and

A : H'(A~)

.
5 E
T M ;

The symbol of

a s s i g n s t o each

,a

l i n e a r map

I t i s d e f i n e d by

where

g E c r n ( ~ R) ,

dg(x) =

and

f E C (E)

f(x)

I f there
D

i s danger o f c o n f u s i o n we w r i t e

nc-(D)

t o d e n o t e t h e dependence on

By w r i t i n g t h i s o u t i n c o o r d i n a t e s one s e e s t h a t expression i n p l a c e of a

i s a polynomial F j in

5
j:

of d e g r e e

o b t a i n e d by s u b s t i t u t i n g each For example, i f

a/ax

' i n t h e h i g h e s t o r d e r term.

D(f)

C gij

a-Lf- -t ( l o w e r o r d e r t e r m s )
axi&

then

i s f o r each

ij

a map o f

Ex

to

Fx) . F o r r e a l v a l u e d

f u n c t i o n s , t h e c l a s s i c a l d e f i n i t i o n of a n e l l i p t i c o p e r a t o r i s t h a t the above q u a d r a t i c form be d e f i n i t e . follows: T h i s c a n be g e n e r a l i z e d a s

is called elliptic i f

i s a n isomorphism f o r e a c h

5 B O
W have now s e e n a l l t h r e e c l a s s i c a l t y p e s of p a r t i a l e d i f f e r e n t i a l equations:

elliptic: parabolic:

t y p i f i e d by t y p i f i e d by

AQ

= @

- = AU

a~ at

TO s e e t h a t facts that

A : J3"(hk)

llse2(nk)

i s e l l i p t i c one u s e s t h e

(1)

the symbolof t h e symbol of

is is

o5
5

57 1

(2)
and

= i

c
CT

(3)

t h e symbol i s m u l t i p l i c a t i v e :

(D O D ) = o ( D ) o g (D ) 1 2 5 2

The R e g u l a r i t y Theorem and S p l i t t i n g Theorems. Theorem. order f

Let

M f

be compact w i t h o u t boundary.

Let

be e l l i p t i c of

Let

L2(E)

and suppose

D ( f ) E H'(F)

Then

I-I~+~(E)

One c a n a l l o w b o u n d a r i e s i f t h e a p p r o p r i a t e boundary c o n d i t i o n s

a r e used.

See Nirenberg [ I ] . A f
=

As a s p e c i a l c a s e of t h i s theorem we is

g e t Weyl's lemma:

=> f

cm .

The proof of t h e theorem i s t o o i n t r i c a t e t o go i n t o h e r e ; s e e P a l a i s [ I ] o r Yosida [ I ] .

I t i s important t o note t h a t t h i s s o r t

of r e s u l t i s c e r t a i n l y f a l s e i f we u s e spaces

ck

s p a c e s , a l t h o u g h Holder

ck*

, 0 < cy <

1 would be s u i t a b l e .

Theorem. (Fredholm A l t e r n a t i v e ) s+k

Let

be a s above.

Then

H'(F) S-k

D(H

( E ) ) O k e r D*

(D* : H'(F) that either

-t

(E))
D*

Indeed t h i s h o l d s t r u e i f we merely assume

h a s i n j e c t i v e symbol.

The proof of t h i s l e a n s h e a v i l y on t h e r e g u l a r i t y theorem. The main t e c h n i c a l p o i n t i s t o show t h a t the f a c t that lfls+k D(H s+k
)

i s closed.
D

(One u s e s Then

_< const(llflls

[ l ~ f l l ~ )f o r ,

elliptic.) s+k
)

one shows t h a t t h e k e r D*

L2

o r t h o g o n a l complement of

D(H

i s in L2 splitting

, just

a s i n t h e Hodge argument. H
S

T h i s y i e l d s an

and we g e t an D

splitting via regularity.

The s p l i t t i n g i n c a s e D'D ; : is, in this

h a s i n j e c t i v e symbol r e l i e s on t h e f a c t t h a t One c o u l d u s e , e . g . : D
=

case, e l l i p t i c .

t o g e t t h e Hodge theorem.

For d e t a i l s on t h i s , s e e Berger-Ebin [ I ] .

I n l a t e r a p p l i c a t i o n s ( s e e l e c t u r e s 4 and 10) we w i l l u s e t h i s r e s u l t i n t h e f o l l o w i n g way. C e r t a i n s e t s i n which we a r e i n t e r e s t e d

f(x) = 0

w i l l be d e f i n e d by c o n s t r a i n t s

The r e l a t i o n

v g, T X f * v

w i l l be a d i f f e r e n t i a l o p e r a t o r .
hence

To show i t i s s u r j e c t i v e (and ( T ) so i s injective T f

X

f - l ( ~ ) i s a submanifold) we c a n show For then

with i n j e c t i v e symbol. be o n t o .

ker(Txf)* = 0

itself w i l l

Manifolds of Maps. History. The b a s i c i d e a was f i r s t l a i d down by E e l l s [ I ] i n 1958. He c o n s t r u c t e d a smooth manifold o u t of t h e c o n t i n u o u s maps between two m a n i f o l d s . c a s e of
C

I n 1961, Smale and Abraham worked o u t t h e more g e n e r a l T h e i r n o t e s a r e p r e t t y much u n a v a i l a b l e , b u t The

HS

mappings.

t h e 1966 survey a r t i c l e by E e l l s [ 2 ] i s a good r e f e r e n c e . c a s e i s found i n a 1967 a r t i c l e by E l l i a s s o n [ I ] .

T h i s i s a l s o found

i n P a l a i s [ 4 ] where i t i s done i n t h e more g e n e r a l c o n t e x t of f i b e r bundles

.
Making t h e manifold o u t of t h e
Ck

diffeomorphism group on

a compact manifold w i t h o u t boundary was done i n d e p e n d e n t l y by Abraham ( s e e E e l l s [ Z ] ) and L e s l i e [ I ] around 1966. The
H'

c a s e i s found i n Ebin a l s o

a paper by Ebin [ I ] and one by Omori [ I ] around 1968.

showed t h a t t h e volume p r e s e r v i n g diffeomorphisms form a m a n i f o l d . F i n a l l y Ebin-Marsden [ I ] worked o u t t h e manifold s t r u c t u r e f o r t h e

HS

diffeomorphisms, t h e s y m p l e c t i c and volume p r e s e r v i n g d i f f eomorphisms

f o r a compact manifold w i t h smooth boundary. Other p a p e r s on m a n i f o l d s of maps i n c l u d e t h o s e of Saber [ I ] ,

L e s l i e [ 2 , 31, Omori [ 2 ] , Gordon

111,

Penot [ 2 , 3 1 , and Graff [ I ] .

Some f u r t h e r r e f e r e n c e s a r e given below.

Local S t r u c t u r e . Let
M

and Let Say

m
4

be compact m a n i f o l d s and assume n be t h e dimension of M

is the

w i t h o u t boundary. dimension of
(U,

, and
m

H'(M, N)

i f f o r any
( V , I))

and any c h a r t in
N

v)

containing
: cp(U)

and any c h a r t R' i s in

at

f(m)

the

map

41 o f ocp - 1

HS(cp(U), R )

T h i s can be shown t o s

be a w e l l d e f i n e d n o t i o n , independent of c h a r t s f o r

>

(n/2)

.
<

The

b a s i c f a c t one needs i s t h a t by t h e Sobolev Theorem we have 0 H'(M, N) c C (M, N)

Things a r e n o t a s n i c e , however, f o r

(n/2)

I t i s p o s s i b l e f o r a map t o have a ( d e r i v a t i v e ) s i n g u l a r i t y which i s

L2

i n t e g r a b l e i n one c o o r d i n a t e system on So f o r s

and n o t be i n t e g r a b l e i n

another.

<

(n/2)

, H'(M,
s

N)

c a n n o t be d e f i n e d i n v a r i a n t l y .

Hence, from now on we assume

>

(n/2)

.
we f i r s t need t o
f

I n order t o f i n d charts i n

H'(M, N) Let

determine t h e a p p r o p r i a t e modeling space.

H'(M, N)

The

modeling s p a c e , should i t e x i s t , must be isomorphic t o whatever t h a t i s . for T ~ H ' ( M ,N)

T~H'(M, ) N

So a way t o begin i s t o f i n d a p l a u s i b l e c a n d i d a t e If

i s any manifold and

p E P c in

then

T P P

can

be c o n s t r u c t e d by c o n s i d e r i n g any smooth curve

c(0)
= p ; then

such t h a t

ct(0)

T P P

(see lecture 1 ) .

With t h i s i n mind, l e t us c o n s i d e r a c u r v e

. -

1-1, 1[ + H ' ( M , N

such t h a t

c (0) = f f
N

.
4

Nw i f o

m E M
t

then t h e f u n c t i o n

c f ( t ) (m)

i s a curve i n therefore

( i . e . , f o r each
N .)

t 1-1, 1[ , c f ( t ) E H'(M, N) and

cf(t) : M 0

Nw o

c f ( 0 ) ( m ) = f(m)

so t h e d e r i v a t i v e Tf (m) f

of t h i s curve a t

i = an ( d / d t ) ~ ~ ( t ) ( m ) l ~ s ~ element of to T N

.
,

so the map
i.e., if

m b ( d / d t ) ~ ~ ( t ) ( m ) l maps M ~=~

and c o v e r s

.
'

T -+ N N

i s t h e c a n o n i c a l p r o j e c t i o n , t h i s diagram

commhtes:

d c l ( 0 ) = --c ( t ) f d t f t=O

where d z c f ( t ) (m) t=O

c;(O) (m)

Making t h e i d e n t i f i c a t i o n

d d ( z c f ( t ) t=O) (m) = ;j;cf( t ) (m) t=O

c;(O)

i s a good c a n d i d a t e f o r t h e t a n g e n t t o

at

With t h e above m o t i v a t i o n , l e t us d e f i n e
S

TfH (M, N)

s (X E H (My TN)InNox = f )

.
are in TH'(M, N)

Note t h i s i s a l i n e a r s p a c e , f o r i f we c a n d e f i n e aVf

and

Xi

+ Xf

( a E R)

a s t h e map

mbaVf(m)

+ Xf(m)

where

Vf(m)

and

Xf(m)

are i n

T
f

(m>

N
f

a s a model f o r

H ~ ( MN) ,

near

. .

I t i s t h i s s p a c e which we u s e

To show t h i s we need t h e map Recall that i f v P

expN " T . P

-t

for v

p E N through

.
p

E T N
P p

t h e r e i s a unique geodesic is v P Then exp ( v ) P P

o
=

P v

whose t a n g e n t v e c t o r a t general T N P expv

(1)
P

.
0

In in

i s a diffeomorphism from some neighborhood of

o n t o a neighborhood

in

However, s i n c e

i s compact expv is

and w i t h o u t boundary, i t i s g e o d e s i c l y c o m p l e t e and hence d e f i n e d on a l l of such t h a t i f d e f i n e t h e map v T N

T h i s map c a n be e x t e n d e d t o a map e x p ( v ) = exp ( v )

exp : T + N N

T N

then
S

expf :

With t h i s map we

T (M, N) P
X b exp

I H'(M,

N)

.
T ~ H ' ( M ,N)

W assert that e a netghborhood of f in

expf

maps t h e l i n e a r s p a c e taking
0

onto

H'(M, N)
H'(M,

to

and h e n c e i s a

candidate for a chart i n

N)

I t s h o u l d be remarked t h a t i n

s p i t e of t h e u s e of t h e map m e t r i c on or
N

exp

t h e s t r u c t u r e i s i n d e p e n d e n t of t h e

The a s s e r t i o n i s e a s y t o c h e c k i n c a s e t h i n g s a r e exp ; M i l n o r [ I ] .

cm

cS , by

u s i n g s t a n d a r d p r o p e r t i e s of

For t h e

HS

c a s e and t o show t h a t t h e change of c h a r t s i s

w e l l d e f i n e d ( i . e . , maps i n t o t h e r i g h t s p a c e s ) and i s smooth, one n e e d s t h e f o l l o w i n g lemma.

-Local -

o-Lemma.

( L e f t Composition of M w ,

Let - U

be a bounded

p e n set in H S ( ~Rrn) ,

R'

, and

h : Rn + R m
m ( f ) = hof

be - cm .

s n wh : H ( U , R )
map.

d e f i n e d by

i cm s
h

This conclusion i s not true i f map. The problem can be seen i n t h i s way. is
C1

i s merely an If v
P

HS

or

cS

and

a r e manifolds have let

=

and g : ?I + N Tpg : T M P
4

then f o r

p E M

and

E T M P

, we

N T g(p)

, which

i s determined i n t h e u s u a l way: c(0)

=

c : 1-1, 1 [ E M Then T g(v ) P P

=

be a c u r v e such t h a t ( d / d t ) g ( c ( t ) ) t=O

and

cl(0)

P Wh

Applying t h i s procedure t o X E T ~ H ' ( u , R ~ )t h a t t h e

and u s i n g t h e c h a i n r u l e , we f i n d f o r t a n g e n t of
HS-

wh

i s t h e map

Tfwh : X

H ThoX

. .
h

But s i n c e TW

Th

i s only

, ThoX

i s , a t best, in H'(u,

s- 1 ( U , R ~ )and wh(f)

d o e s e m a p into

t h e t a n g e n t space of

R ~ )a t

T h i s n e c e s s i t y of d i f f e r e n t i a t i n g

i s a crucial difference

between composition on t h e l e f t and composition on t h e r i g h t .

The e x a c t proof of t h e w-lemma may be found i n Ebin [ I ] and t h e o t h e r r e f e r e n c e s above. t o Sobolev [ I ] p. 2 2 3 . Brezis [ I ] . I n f a c t , t h e r e s u l t e s s e n t i a l l y goes back

See a l s o Marcus-Mizel [ I ] , and Bourguinon

Using t h e w-lemma, i t i s now r o u t i n e t o check t h a t y i e l d s smooth c h a r t s on

H ( M , N)
S

expf

For o t h e r methods of o b t a i n i n g

c h a r t s , s e e P a l a i s [ 4 ] , Penot [ 3 ] and K r i k o r i a n [ I ] .

4.

The Motion of an Incompressible F l u i d . T h i s l e c t u r e i s concerned with some fundamental p r o p e r t i e s

of p e r f e c t f l u i d s .

W s h a l l begin with some m o t i v a t i o n and an i n t u i t i v e e Then we s h a l l f i l l i n a number of t h e gaps.

o u t l i n e of t h e r e s u l t s .

The r e s u l t s of t h i s s e c t i o n l e a n on work of Arnold [ I ] and EbinMarsden [ I ] . They a r e p r i m a r i l y concerned with i n t e r p r e t i n g t h e

e q u a t i o n s a s a Hamiltonian system and with t h e a s s o c i a t e d e x i s t e n c e theory. These go hand i n hand, and a s a bonus, when one r e g a r d s t h e

e q u a t i o n s from t h e Hamiltonian p o i n t of view t h e e x i s t e n c e t h e o r y unexpectedly becomes e a s i e r . The d i f f e r e n c e i s e s s e n t i a l l y t h a t

between "Eulerian" and "Lagrangian ( f o l l o w i n g t h e f l u i d ) " c o o r d i n a t e s , a s we hope t o e x p l a i n . elasticity.

+l

A s i m i l a r b i t of a n a l y s i s can be made f o r

Basic I d e a s i n Hydrodynamics. Throughout, l e t n-manifold, p o s s i b l y with a

be a f i x e d compact, o r i e n t e d , Riemannian,

cm

boundary.

Intuitively, M

i s the

space i n which t h e f l u i d moves. ball in R

For example,

might be t h e u n i t

As an a s i d e , f o r t h e g e n e r a l t h e o r y t h e r e seems t o be M to i s open i n
M

no p a r t i c u l a r advantage of assuming because t h e spaces of mappings of discuss a r e s t i l l very nonlinear.

M

R~

This i s

t h a t we w i l l s h o r t l y

A diffeomorphism on
such t h a t

is a

cm b i j e c t i v e map

: M +M

1- 1

i s also

cm

h his

remark is based on some recent joint work with T. Hughes.

W let e

fi

{ o r i e n t a t i o n p r e s e r v i n g diffeomorphisms on

M)

.
R

I f t h e Riemannian s t r u c t u r e i s given l o c a l l y by then t h e volume element p on M

ij

: M

i s t h e n-form which, i n a ( p o s i t i v e l y

o r i e n t e d ) c o o r d i n a t e c h a r t , i s given by

or, intrinsically,

p(vl.

.. ., vn)

Jdet<vl,

v.>
3

for

vly

...

oriented tangent vectors. preserving i f J a c o b i a n of T/?':p =

W say a diffeomorphism e The c o n d i t i o n

77'9

i s volume

=.

= p

means t h a t t h e

i s one.

By t h e change of v a r i a b l e s f o r m u l a , i t f o l l o w s t h a t a diffeomorphism measurable s e t

i s volume p r e s e r v i n g i f and o n l y i f f o r e v e r y

A cM

, p(A)
p

= p,(Tj(A))

Here we a l s o u s e

t o stand

f o r t h e measure d e f i n e d by

( c f . Abraham [ 2 ] , 912).

Set

>Q

{'fl E

i s volume p r e s e r v i n g ] .

For t e c h n i c a l r e a s o n s i t w i l l be c o n v e n i e n t t o e n l a r g e

1Q

and

IJ.

t o s l i g h t l y l a r g e r spaces.
a9

Namely l e t
)

iQS

(resp. H'

iQS

iL

be t h e

completion of

(resp.

under t h e Sobolev

topology;

t h i s w i l l be d i s c u s s e d i n d e t a i l l a t e r .

A t l e a s t i n t h e b e g i n n i n g , we w i l l be d i s c u s s i n g p e r f e c t
fluids; i.e., f l u i d s which a r e n o n v i s c o u s , homogeneous and i n c o m p r e s s i b l e .

W a l s o ignore external forces f o r simplicity. e

C o n s i d e r , t h e n , our manifold t o represent the f l u i d p a r t i c l e s a t moving i n

whose p o i n t s a r e supposed

t = 0

L e t us look a t t h e f l u i d qt(m)
m

As

increases, c a l l

t h e curve

followed by t h e f l u i d p a r t i c l e which i s i n i t i a l l y a t fixed

t

EM

For

each

Tt

w i l l be a diffeomorphism of

I n f a c t , since

t h e f l u i d i s i n c o m p r e s s i b l e , we have i s thus a curve i n

.L '

The f u n c t i o n t & I t I-1 ( t h e y a r e e a s i l y seen t o be o r i e n t a t i o n p r e -

It E

s e r v i n g s i n c e they a r e connected t o Note t h a t i f M

TI

t h e i d e n t i t y f u n c t i o n on

M)

.
.

h a s a f i x e d boundary t h e flow w i l l be p a r a l l e l t o

aM

The motions of a p e r f e c t f l u i d a r e governed by t h e E u l e r e q u a t i o n s which a r e a s f o l l o w s

(Euler equations)

div vt = 0 vt i s tangent t o

aM

I n these equations,

v t

i s t h e c o v a r i a n t d e r i v a t i o n and i t s i t h

component i s given i n a c o o r d i n a t e c h a r t by

and

pt = p ( t )

i s some (unknown) r e a l v a l u e d f u n c t i o n on

called

the p r e s s u r e .

I n the c a s e of Euclidean s p a c e , each g e t , using vector analysis notation

ri

jk

= 0

and t h e n w e

Note. -

W s h a l l always use a s u b s c r i p t e d v a r i a b l e t o denote e v

t I t w i l l never denote

t h a t the variable i s held f i x e d , a s i n differentiation.

The p h y s i c a l d e r i v a t i o n of t h e s e e q u a t i o n s i s q u i t e simple in R~

W use Newton's Law e

F = m a

W can i g n o r e t h e mass because e

of homogeneity ( i . e . , c o n s t a n t mass d e n s i t y ) and we a r e assuming t h e r e a r e no e x t e r n a l f o r c e s , so t h e only f o r c e s r e s u l t from t h e i n t e r n a l pressure. W wish t o d e a l with c o n s e r v a t i v e f o r c e f i e l d s and t h e r e f o r e e

one assumes t h e s e i n t e r n a l f o r c e s a r i s e a s t h e g r a d i e n t of a r e a l valued function, the pressure. So we have

acceleration

-grad p

C l e a r l y t h e a c c e l e r a t i o n i s given by

a =

lim

v(t

+ At,

x(t

+ At))
A t

v(t, x(t))

A t 4

Here we have j u s t used t h e c h a i n r u l e . equation f o r

This gives us the c o r r e c t i s t h e same a s assuming t is

&/at

Nw o

div v

volume p r e s e r v i n g , and

parallel to

aM

j u s t corresponds t o

p a r t i c l e s n o t moving a c r o s s

3M

.
In

As t h e E u l e r e q u a t i o n s s t a n d , t h e y a r e n o t Hamiltonian.

f a c t t h e way t h e y a r e w r i t t e n , t h e i r form a s an e v o l u t i o n e q u a t i o n i s not manifest. To r e c t i f y t h e l a t t e r problem, we use:

Theorem.

Let

be an

(H')

v e c t o r f i e l d on

. Then

c a n be

uniuuelv w r i t t e n

X
for p
Y

= Y

grad p

(H') (H s+l
)

divergence f r e e vector f i e l d p a r a l l e l t o
7k

3M

&

an

function.

Here

s > O

Welet

P(X)=Y

andcall

t h e p r o j e c t i o n onto-the

divergence f r e e p a --. -r t

T h i s f o l l o w s d i r e c t l y from t h e Hodge decomposition a p p l i e d t o t h e c o r r e s p o n d i n g one forms d i s c u s s e d i n l e c t u r e 3.

Let f i e l d s on

d e n o t e t h e space of a l l d i v e r g e n c e f r e e v e c t o r

which a r e p a r a l l e l t o

aM

Define

T : E +E

by

T(v) = -P(VVv)

Note t h a t

-P(vvv) = -(V vV

grad p)

-Vvv

grad

and t h e r e f o r e we c a n r e w r i t e t h e Euler e q u a t i o n (modulo a t r i v i a l s i g n c o n v e n t i o n on p) a s a d i f f e r e n t i a l e q u a t i o n on t h e l i n e a r space E :

avt - - - T(vt) v O

at

i s given.
H~+l

r .

I n case

were non-compact,

e.g.

= R

,p

would o n l y be l o c a l l y

Notice t h a t

maps

H'

to

s- 1

and s o , a s d i s c u s s e d i n

l e c t u r e o n e , t h e u s u a l e x i s t e n c e and u n i q u e n e s s theorem d o e s n ' t a p p l y .

~t i s p o s s i b l e t o u s e o t h e r methods however, such a s t h e Nash-Moser

t e c h n i q u e and G a l a e r k i n methods.

Observe t h a t t h e e q u a t i o n i s n o n - l o c a l . non-local operator

it i s

T h i s i s due t o t h e x
0

P ; i.e.,

given

X
at

i n a n e i g h b o r h o o d of

'

not p o s s i b l e t o compute P(X)

I n d e e d , from

Rather

i s an integral

opera t o r .

+ grad
-1

6X = Ap
so p = A

6X

and

-1

i s an i n t e g r a l operator involving convolution with a s u i t a b l e

green's function.

Summary of t h e Main R e s u l t s . B e f o r e g e t t i n g down t o some t e c h n i c a l d e t a i l s we would l i k e t o p r e s e n t t h e punch l i n e . p r o v e n below. To do t h i s we need t o s t a t e a few f a c t s

As a b o v e , l e t

$2

denote a l l
a9

cm d i f f e o m o r p h i s m s of

M ,

: M +M

One c a n show t h a t

i s ( i n a c e r t a i n s e n s e ) a smooth

m a n i f o l d m o d e l l e d on a ~ r 6 c h e ts p a c e and i t i s a "Lie group" i n t h a t t h e group o p e r a t i o n s of c o m p o s i t i o n and i n v e r s i o n a r e smooth.

The t a n g e n t s p a c e t o

~0

a t the identity,

T B e

c o n s i s t s of

a l l v e c t o r f i e l d s on l(t)
M

T h i s i s a s i n l e c t u r e 3:

Indeed, i f

c
4

i s a curve, q(O)(m) = m

d - ~ ( t ) ( m ) l ~ = r e p r e s e n t s a v e c t o r f i e l d on dt ~ Generally,

if

T B = (X : M

ri

TM(rr0~ 'Q] where =

n n. TM

i s the projection.

A l s o a s a b o v e , we l e t Then

B
P

(v

817 i s

volume p r e s e r v i n g )

a!

CL

i s a l s o a "Lie groupss and

T B = (X e P If
M

~ ~ f i l d i v e r ~ e n c eX = d i v x = 0 ) of

h a s boundary we must a l w a y s add t h e c o n d i t i o n t h a t

is

p a r a l l e l t o t h e boundary.

Now p u t a m e t r i c on

JQ

and h e n c e

IJ.

by

for on

,Y E

T A

I t i s easy t o see t h a t

i s right invariant

JQ
P

This m e t r i c corresponds e x a c t l y t o t h e t o t a l k i n e t i c energy

of t h e f l u i d :

where

i s t h e v e l o c i t y f i e l d of t h e f l u i d :

Given a tirne d e p e n d e n t v e c t o r f i e l d

v ( t , x)

satisfying the

E u l e r e q u a t i o n s , we c a n c o n s t r u c t i t s

flow l) t ' ' -

i t i s the solution t o

and of c o u r s e c o n v e r s e l y , g i v e n

l'lt

we c a n o b t a i n

The f i r s t i m p o r t a n t f a c t i s t h e f o l l o w i n g :

Theorem.

(Arnold).

A t i m e dependent v e c t o r f i e l d

v ( t , x)

on -

s a t i s f i e s the Euler equations

<=>

i t s flow

i s a geodesic i n

aQ I-1

The second one i s :

Theorem.
Z : T B P
4

(Ebin-Marsden)
2 T B
'4

The s p r a y g o v e r n i n g t h e g e o d e s i c s on map i n
?AS :
Z : ~$2' + T % ~

D
P '

P P s t a n d a r d e x i s t e n c e and u n i q u e n e s s theorem c a n be u s e d .

is a

ern

Hence t h e

The f i r s t r e s u l t i s a n a l o g o u s t o t h e way i n which one c a n d e s c r i b e the motion o f a r i g i d body e i t h e r by l o o k i n g a t i t s v e l o c i t y vector i n Eulerian (space) coordinates o r a s a geodesic i n the L i e group
SO(3)

(body c o o r d i n a t e s ) .

I n f a c t one c a n p r o c e e d i n g e n e r a l

t o d e s c r i b e H a m i l t o n i a n s y s t e m s on L i e g r o u p s i n g e n e r a l of which hydrodynamics and t h e r i g i d body a r e s p e c i a l c a s e s ( s e e Arnold [ I ] , Marsden-Abraham [ I ] and I a c o b [ I ] ) .

The second r e s u l t s h o u l d be s u r p r i z i n g i n view of o u r

p r e v i o u s d i s c u s s i o n t h a t t h e s t a n d a r d e x i s t e n c e and uniqueness theorem could

not

be used i n E u l e r i a n c o o r d i n a t e s .

W would now l i k e t o t r y t o g i v e t h e e s s e n c e of t h i s i d e a . e The key t h i n g i s t h a t i n Lagrangian c o o r d i n a t e s , t h e e q u a t i o n s change t h e i r c h a r a c t e r completely. Suppose then t h a t

on

n3

W let e

be t h e flow of v itself.

and look a t t h e new v a r i a b l e s

Tt,X=voq t t

insteadof

Now

since

satisfies

(&/at)

-3

( ~ 0 7= ~ ) -grad p

.
H
s

(11, X)

4 , , Y

" n, at
H'

I n o r d e r f o r t h e spray

t o be smooth, t h e map

h a s t o a t l e a s t map

to

+
(v*V)v is
H'

Now

grad p

i s t h e g r a d i e n t p a r t of grad p is if

s o i t i s n o t completely obvious t h a t

However we can s e e i t by a simple

calculation:

Indeed t a k e t h e divergence of

since

div v

Thus i f

is

H~

grad p

w i l l be

a s well

( r e g u l a r i t y of t h e L a p l a c e o p e r a t o r ) .

By combining t h e p r e v i o u s two theorems w i t h t h e e x i s t e n c e and u n i q u e n e s s theorem, we o b t a i n t h e f o l l o w i n g .

corollary.

Let

s H~

>

(n

dimension of

M)

, and

divergence f r e e unique H
S

vector f i e l d p a r a l l e l t o v 0 at t = 0

aM

Then t h e r e i s a

vt equalling

which s a t i s f i e s t h e E u l e r such t h a t t h e E u l e r e q u a t i o n s

equations ( t h a t i s , t h e r e i s a hold), d e f i n e d f o r is - vt
-E:

p(x, t ) f o r some

<

t < c

E > O

If -

is - cm ,so

R e c e n t l y Bourguignon and B r e z i s [ I ] have o b t a i n e d t h e s e

r e s u l t s i n a more c l a s s i c a l way w i t h o u t u s i n g i n f i n i t e d i m e n s i o n a l manifolds. The same r e s u l t s a r e a l s o o b t a i n e d i n t h e s p a c e s

wSyP ,

The q u e s t i o n n a t u r a l l y a r i s e s i f we c a n i n f i n i t e l y e x t e n d the solutions i n the c o r o l l a r y . Such s o l u t i o n s would be c a l l e d g l o b a l .

Theorem. dim M = 2 all t E

(Wolibner ( 1 9 3 3 ) , ~ u d o v i c h( 1 9 6 4 ) , K a t o ( 1 9 6 7 ) ) .

If -

t h e s o l u t i o n s i n theorem 2 c a n be i n d e f i n i t e l y e x t e n d e d f o r ( a n d remain smooth).

The problem i s open i f

dim M = 3

The problem is also open, in general, if we consider the equations with viscosity. a dissipative term. This leads us to a hamiltonian system with

Navier-S tokes equations

div v = 0 v
= 0

on

aM

(note the change in boundary conditions)

The term

vbv

is an approximation to viscous forces in the Thus the chances for a

fluid which tend to slow the fluid down. global solution are increased.

For the Euler equations it is known (see Marsden-Ebin-Fischer [I]) that if the

norm of

is bounded on an interval T

[0, T [

then the solution can be extended beyond

Thus one gets global

solutions if an a priori bound is known on the better for the Navier-Stokes equations:

norm.

One can do

Theorem. equations, spatial L

(Leray [ 3 ] ) . dim M = 3 norm of

Let v - t

be a solution to the Navier-Stokes

.
v t

Suppose one has an a priori bound on the on finite t-intervals, where [0, m [ p

> 3

Then

the solution can be infinitely extended to solution.

as a smooth

One can also show that one has global solutions if the initial data is sufficiently small (Ladyzhenskaya [2]) and for fixed

b u t p e r h a p s l a r g e i n i t i a l d a t a t h e t i m e of e x i s t e n c e i s of t h e o r d e r of

I t i s r e a l l y t h e c a s e o f " l a r g e 1 ' i n i t i a l d a t a which i s o f

i n t e r e s t and f o r t h e s e , ~ e r a ~ theorem g i v e s a c r i t e r i o n which i s l s n e c e s s a r y and s u f f i c i e n t , b u t i s n o t t o o e a s y t o v e r i f y ( s e e remarks below)

.
I n t h e n e x t l e c t u r e we s h a l l d i s c u s s a method, u s i n g

" C h o r i n q s f o r m u l a " , which g i v e s a f u n d a m e n t a l improvement on t h e time of e x i s t e n c e f o r g e n e r a l i n i t i a l d a t a .

These d i f f i c u l t i e s w i t h g l o b a l s o l u t i o n s b e a r on t h e n a t u r e of t u r b u l e n c e . (See t h e n e x t l e c t u r e f o r f u r t h e r d i s c u s s i o n . ) Indeed

L e r a y b e l i e v e d t h a t i t i s p o s s i b l e f o r s o l u t i o n s t o become non-smooth and non-unique a f t e r some time i n t e r v a l [ 0 , T]

a t which t i m e t h e y

t u r n i n t o weak, o r Hopf s o l u t i o n s and t h i s was supposed t o r e p r e s e n t turbulence.

Nowadays, t h e o p p o s i t e p o i n t of view p r e v a i l s , b a t i t i s n o t y e t completely s e t t l e d . I n o t h e r w o r d s , we now b e l i e v e t h a t t u r b u l e n c e

r e p r e s e n t s v e r y c o m p l i c a t e d , b u t s t i l l smooth s o l u t i o n s t o t h e e q u a t i o n s .

B u t t h e s i t u a t i o n i s v e r y d e l i c a t e and one must be c a r e f u l .

)L

For example a law of Kolmogorov, e x p e r i m e n t a l l y v e r i f i e d f o r t u r b u l e n t f l o w s , when t r a n s l a t e d i n t o norms i n d i c a t e s t h a t one h a s an a p r i o r i bound on t h e L P norm of p p

=

for

<

3 !

This just misses the

c r i t i c a l v a l u e of r a i s e t h e v a l u e of

b u t r e f i n e m e n t s of t h i s may b e a b l e t o

above

We refer t o the

513 law; see Landau-Lifschitz (1). The experimental verification

is not conclusive and is also consistent with other possible laws.

There a r e o t h e r r e a s o n s f o r t h i s view and we s h a l l d i s c u s s them below i n l e c t u r e 5. B r i e f l y , t u r b u l e n c e i s b e l i e v e d t o be a r e s u l t

of s u c c e s s i v e l o s s e s of s t a b i l i t y ( r a t h e r t h a n s m o o t h n e s s ) .

From A r n o l d ' s theorem we c a n r e p h r a s e t h e problem of e x t e n d i n g s o l u t i o n s of t h e E u l e r e q u a t i o n s a s f o l l o w s :

S

Problem. complete?

Let

be a (compact) 3 - m a n i f o l d .

Then i s

i-L

geodesically From W o l i b n e r ' s

( T h a t i s , do g e o d e s i c s e x i s t f o r a l l time? dim M
=

r e s u l t , t h e answer i s y e s , i f

2 .)

The f o l l o w i n g s i m p l e lemma b e a r s on t h e problem ( t h e lemma i s s t a n d a r d ) ; s e e Wolf [ I ] , p . 89 and l e c t u r e 6 below.

Lemma. L e t - -

be a f i n i t e d i m e n s i o n a l L i e group w i t h a r i g h t i n v a r i a n t Then
G

riemannian m e t r i c .

i s geodesically complete.

The lemma a l s o h o l d s i f

i s a ' Q i l b e r t group-manifoldT',

b u t u n f o r t u n a t e l y , i t d o e s n o t a p p l y t o o u r problem b e c a u s e t h e t o p o l o g y of o u r m e t r i c ( r e c a l l i t g i v e s t h e c o i n c i d e w i t h t h e t o p o l o g y on

L~

norm) does n o t div v = 0

as . LL

I f the requirement

were d r o p p e d , t h e r e s u l t i s d e f i n i t e l y f a l s e of shock waves i n c o m p r e s s i b l e f l o w . (au/at) x = y

--

t h i s i s t h e phenomenon

( F o r example t h e s o l u t i o n of u ( t , x)
)-,

+ u(au/ax)
t u (y) 0

= 0

i n one dimension i s x

uO(y)

where

One c a n s e e a s soon a s u blow u p . )

becomes n o n - i n v e r t i b l e ,

t h a t d e r i v a t i v e s of

* A t p r e s e n t t h e most r e a s o n a b l e s o u n d i n g c o n j e c t u r e f o r t h i s p r o b l e m i s "no1' b e c a u s e o f " v o r t e x s h e e t s " b u t " y e s " f o r t h e Navier-Stokes equations f o r which v o r t e x s h e e t s a r e impossible by Leray's theorem.

K e l v i n C i r c u l a t i o n Theorem. T h i s i s a s t a n d a r d c l a s s i c a l theorem of hydrodynamics t h a t i s very easy t o prove i n our c o n t e x t .

I t s a y s t h e amount of c i r c u l a -

t i o n a b o u t any c l o s e d loop i s c o n s t a n t i n t i m e .

K e l v i n C i r c u l a t i o n Theorem.

Let

be a m a n i f o l d and Let u
t

c M

smooth c l o s e d loop i . e . , a compact one m a n i f o l d . s o l u t i o n t o t h e E u l e r E q u a t i o n s on a t time

t

R
-

be a

and

Q(t)

be t h e image o f

when each p a r t i c l e moves u n d e r t h e f l o w

of

i.e.,

d - " dt

u t R(t>

(ut

i s t h e one form d u a l t o u ) t

Proof.

W have t h e i d e n t i t y e u

L u = B u
U
Ll

kd<u, u>, v a l i d f o r any

vector f i e l d exercise.

on t h e m a n i f o l d

W l e a v e t h e v e r i f i c a t i o n a s an e

Then, i d e n t i f y i n g t h e d i f f e r e n t i a l forms w i t h t h e i r d u a l v e c t o r f i e l d s , we f i n d exact forms. P (L~:)

= P (ouu)

since

annihilates

(Remember P p r o j e c t s o n t o t h e d i v e r g e n c e f r e e p a r t ) .

So s u b s t i t u t i n g i n t o t h e E u l e r e q u a t i o n s , we g e t t h e f o l l o w i n g a l t e r n a t i v e form:

Let

be t h e f l o w o f

Then

R ( t ) = Tj (A) t

and s o c h a n g i n g

variables,

which becomes, on c a r r y i n g o u t t h e d i f f e r e n t i a t i o n ,

Let

,. -,

P (LUu) d -' dt 'J(t>

'

L u
U

-P

grad q

By S t o k e s theorem
w

"J,
17

grad 4 = 0

u
t

l*(L u . . A tu

au +--

at

grad q )

I n p r a c t i c a l f l u i d mechanics, t h i s i s a n i m p o r t a n t theorem. One can o b t a i n a l o t of q u a l i t a t i v e i n f o r m a t i o n a b o u t s p e c i f i c f l o w s by f o l l o w i n g a c l o s e d loop throughout time and u s i n g t h e f a c t t h e circulation i s constant.

The q u a n t i t y

du

= rn

i s the v o r t i c i t y .

( I n t h r e e dimensions

;;)=

d x2

.)

From (*) we g e t

&t + a

L w u

= 0

and s o

wO = T;wt

showing t h a t v o r t i c i t y moves w i t h t h e f l u i d .

This i s , v i a Stokes

theorem,another way of p h r a s i n g K e l v i n ' s theorem.

Steady Flows.

A flow i s steady i f i t s vector f i e l d s a t i s f i e s

i.e., u i s c o n s t a n t i n time.

(aufat) = 0

T h i s c o n d i t i o n means t h a t t h e "shape" Even i f each p a r t i c l e i s moving

of t h e f l u i d f l o w i s n o t changing.

under t h e f l o w , t h e g l o b a l c o n f i g u r a t i o n of t h e f l u i d does n o t c h a n g e .

Not much i s r e a l l y known a b o u t s t e a d y f l o w s , t h e i r s t a b i l i t y , o r what i n i t i a l c o n d i t i o n s r e s u l t i n s t e a d y f l o w s . W should mention, e See f o r

however, t h a t f o r v i s c o u s f l o w q u i t e a b i t more i s known. example Ladyzhenskaya 121 and F i n n [ I ] .

T h e r e a r e some e l e m e n t a r y

e q u i v a l e n t f o r m u l a t i o n s of t h e E u l e r problem.

Proposition. manifold M

Let

be a s o l u t i o n t o t h e E u l e r e q u a t i o n s on a
i t s flow.

& 7t
E
T iJS
l.L

Then t h e f o l l o w i n g a r e e q u i v a l e n t :

(1)

uO

y i e l d s a steady flow ( i . e . ,

(au/at)

0)

(2)
(3)

Tit

LU uO 0
i

i s a one p a r a m e t e r subgroup of

iQi(~)

i s a n e x a c t form
i s a n e x a c t form.

(4)

du

Uo

The d e t a i l s a r e o m i t t e d . s T A (M) lJ. and

I t f o l l o w s a t once from ( 4 ) t h a t i f

uO 6u 0

harmonic v e c t o r f i e l d ; i . e . ,

satisfies

= 0

duo= 0

is a

then i t y i e l d s a s t a t i o n a r y flow.

A l s o i t i s known t h e r e a r e o t h e r For example, on a c l o s e d

=

s t e a d y f l o w s f o r m a n i f o l d s w i t h boundary. 2-disc, with polar coordinates f i e l d o f a s t e a d y f l o w because ( r , 8)

,v

f(r)(a/a8)

i s the v e l o c i t y

'7 v = -Vp v
Clearly such a v

where

p ( r , 8)

f L ( s ) s ds
0

need n o t be h a r m o n i c .

For t h e r e m a i n d e r of t h i s c h a p t e r we s h a l l f i l l i n a number i s a smooth m a n i f o l d , i-L w i l l p r o v e A r n o l d ' s theorem and o u t l i n e t h e p r o o f t h a t t h e g e o d e s i c

&IS

of d e t a i l s .

I n p a r t i c u l a r we s h a l l p r o v e

s p r a y i s smooth.

( I n Arnold [ I ] , and Marsden-Abraham [ I ] , t h e r e s u l t

of Arnold i s proved u s i n g L i e group m e t h o d s ) .

Groups of D i f f e o m o r p h i s m s . These o b j e c t s h a v e a v e r y i n t e r e s t i n g y e t c o m p l i c a t e d structure. boundary. For t h i s s e c t i o n we l e t Let

M

b e a compact m a n i f o l d w i t h o u t i s one-one, o r i e n t a t i o n B ~ ( M )i s amanifold i s a m a n i f o l d and

LJ'(M) = {f E H ~ ( MM) [ f , f
-1

p r e s e r v i n g and

EH~(M,M)]

The f a c t t h a t

i s a t r i v i a l consequence of t h e f a c t t h a t the following proposition;

H'(M, M)

Proposition.

If
s

>

(1-112)

, then

B'(M)

i s open i n

H ~ ( MM ,)

Proof.
S

Since

>

(1112) f 1

, we

have a continuous i n c l u s i o n So i t i s s u f f i c i e n t t o

H (M, M c C (My M) ) show t h a t i f a map g

( b y t h e S o b o l e v Theorem). on M is
C1

c l o s e t o a diffeomorphisrn, then G : f p infxEMJf ( x ) Jf(x) i s the

i s a diffeomorphism.

To show t h i s , n o t e t h a t
C (My M )

i s a c o n t i n u o u s r e a l v a l u e d map on J a c o b i a n of f E aS(M) hood

U

,
M

where

f : f ; ' ~= ( J f ) p then f in G(f)

Also, since

i s compact, i f
G

,
of

# 0

By c o n t i n u i t y of such t h a t i f

t h e r e i s a neighbor~ ( g ) 0 #

C (My M)

g E U

then

By t h e i n v e r s e f u n c t i o n theorem
I t i s e a s y t o show t h a t i f

c o n s i s t s of l o c a l d i f f e o m o r p h i s m s . then g i s a n o n t o map. This i s

g E U

because since g

g(M)

i s open i n

, as
M

i s a l o c a l d i f f e o m o r p h i s m and g(M)

i s c o n t i n u o u s and
M

i s compact, then

i s closed.

Hence i f

i s connected g

g(M) = M

.
f

(If

i s n o t c o n n e c t e d , one

need j u s t remark t h a t does and g

maps i n t o e a c h component of
.)

since

i s uniformly c l o s e t o f

I t r e m a i n s t o show t h e r e i s ( I t i s not true

a neighborhood of

c o n t a i n i n g o n l y 1-1 f u n c t i o n s .

t h a t a l o c a l d i f f e o m o r p h i s m on a compact s e t i s a d i f f e o m o r p h i s m . c o n s i d e r t h e map which wraps

sL

around i t s e l f t w i c e . )

It i s an easy

e x e r c i s e i n p o i n t s e t t o p o l o g y t o show t h a t i f any l o c a l d i f f e o m o r p h i s m on k to
M

i s connected then

i s a c o v e r i n g map; t h a t i s , i s g l o b a l l y

1 f o r some i n t e g e r
f

.
C'

Also, the function t h a t assigns t o a f

l o c a l diffeomorphism

t h e number of e l e m e n t s i n

- 1( x )

f o r any In

x E M

i s continuous i n the

topology onto t h e i n t e g e r s .

p a r t i c u l a r t h e r e i s a n e i g h b o r h o o d of a d i f f e o m o r p h i s m c o n t a i n i n g o n l y d i f f eomorphisms .

Because of t h e above p r o p o s i t i o n , we w i l l h e n c e f o r t h assume s

>

(1112)

.
H
S S

I t i s unknown w h e t h e r , i n g e n e r a l , t h e c o m p o s i t i o n of two

maps i s a g a i n

I n a l l known p r o o f s one n e e d s t h a t one of t h e maps

C
03

i s a diffeomorphism o r i s stated i n the following.

The main c o m p o s i t i o n p r o p e r t i e s a r e

Theorem.

(a) (b)

as

i s a group u n d e r c o m p o s i t i o n .

(@-Lemma)

$2

Tj

flS

t h e map

: 9'

4 1 ~ '

cc"

map ( i n f a c t

11

i s c l e a r l y "formally linear"

and c o n t i n u o u s ) (c)
C

.
(m-Lemma-Global)

If

Tj E &IS

then

11

--

b \0 l

( T h i s map i s d e f i n i t e l y n o t smooth, i n f a c t i t i s n o t e v e n a
J-

l o c a l l y L i p s c h i t z map, ) (c)

'

More g e n e r a l l y , t h e map s+R

aQ

as + a s
O

(ll, 5 ) e r l
is C

.
(d)

as

i s a t o p o l o g i c a l group.

Remark.

( d ) f o l l o w s from t h e o t h e r p a r t s o f t h e theorem b e c a u s e of

t h e f o l l o w i n g lemma of Montgomery [ I ] :

Lemma. L e t - further that in G

G G

be a group t h a t i s a l s o a t o p o l o g i c a l s p a c e .

Assume

i s a s e p a r a b l e , m e t r i z a b l e , B a i r e s p a c e and m u l t i p l i c a t i o n Then
G

i s separately continuous.

i s a t o p o l o g i c a l group.

W s h a l l n o t p r o v e ( a ) , ( b ) , ( c ) ' , h e r e s i n c e we h a v e a l r e a d y e given the basic ideas involved. The p r o o f may be found i n E b i n [ I ] . i s an

Another u s e f u l f a c t proved by E b i n i s t h a t i f a
C

map w i t h

inverse, then the inverse i s

T h i s i s a n a l o g o u s t o what These r e s u l t s

one h a s i n t h e

ck

i n v e r s e f u n c t i o n theorem (Lang [ 2 ] ) . L~ P and

a l s o extend t o t h e

c ~ +p a c e s ; s ~

c f . Bourguinon and B r e z i s

[ I ] and Ebin-Marsden [ I ] .

T h a t i t c a n n o t b e l o c a l l y L i p s c h i t z f o l l o w s from an example g i v e n by See t h e f o o t n c t e on page 1 1 8 .

T* Kate.

as

a s a "Lie group".
$JS

i s n o t p r e c i s e l y a L i e group, ( s i n c e a l e f t m u l t i p l i c a t i o n

i s c o n t i n u o u s , b u t n o t smooth) b u t i t s h a r e s some i m p o r t a n t L i e group I f we were t o work w i t h but n o t a Banach m a n i f o l d .

= JQ
m

, we

would h a v e L i e g r o u p ,

I n general i f

i s a L i e group and

e E G

i s the u n i t TeG

element, then t h e L i e Algebra Hence, TesS(M)

=

2
=

of
H'

may be i d e n t i f i e d w i t h M

(M)

s H (TM)

v e c t o r f i e l d s on

(recall

members of algebra f o r

TeaS(M)

c o v e r t h e i d e n t i t y map on

M)

serve a s the Lie

as

S i n c e r i g h t m u l t i p l i c a t i o n i s smooth, we c a n t a l k

a b o u t r i g h t i n v a r i a n t v e c t o r f i e l d s on
X X ~ + '

, the

map

-: l j e x X
X
)

as
C'

By t h e w-lemma, i f map from

fi

is a
0

to

T' B

(A 2 0) ; i n p a r t i c u l a r
nS

1E

ri

as

and s o i t i s a v e c t o r C' and vector f i e l d

f i e l d on s
0

In fact

i s a right invariant

i . . ,

Conversely i f
fS+'

11

1] f o r 1 a s
CR

x(C) E T ? ' )

i s a right invariant

vector f i e l d , then

X(e) E

I n f a c t the r i g h t invariant s+R by e v a l u a t i o n a t e

C'

vector f i e l d s are i n particular

isomorphic t o

, and

i as

isomorphic t o t h e

CO

right invariant vector f i e l d s .

For

R _> 1

t h e r e i s a n a t u r a l L i e b r a c k e t o p e r a t i o n on t h e

' C

r i g h t i n v a r i a n t v e c t o r f i e l d s on

This defines the bracket T~&'(M) . W now e s t a b l i s h e

o p e r a t i o n on t h e c o r r e s p o n d i n g members of t h a t the L i e algebra s t r u c t u r e of s t r u c t u r e on t h e v e c t o r f i e l d s .

as

i s the usual Lie algebra

Theorem.

Let R > 1

andfor

X , Y E H

s+R

(TM)

,let 2
A
S

and

be

t h e c o r r e s p o n d i n g r i g h t i n v a r i a n t v e c t o r f i e l d s on
N
N

Then

[X, Y ] =~ [X, Y ]

t h e u s u a l L i e b r a c k e t of v e c t o r f i e l d s on

.
DX is

proof.

Recall that locally

[X, Y ] = DX * Y

DY

(where

t h e d e r i v a t i v e of

X ; c f . l e c t u r e 1.
0

However, a s shown above, f o r

o

as
x
=

( 1 ) = X

and

Y(7)

= Y

1,

so i n p a r t i c u l a r since

n
=

we g e t
Y

['?,?le X

= (DT

?-

D?

?le

Pd

= Dx(e)

Y(e)

~y(e)?(e)

DX

DY

.
E
H

Note s i n c e b r a c k e t on TedS =

DX s

s+R- 1

(m) ,
,$

we r e a l l y cannot p u t t h i s
(TM)

and none of t h e

s+R

are Lie algebras

s i n c e t h e y a r e n o t c l o s e d under t h e b r a c k e t o p e r a t i o n ; one would have to pass to

&! = &!
CO

.
G

For any L i e group

t h e r e i s a s t a n d a r d exp map from e in c

o n t o a neighborhood of t h e i d e n t i t y

G
in

.
G

If

E2 ,

there i s

a unique one parameter smooth subgroup c(s) and c(0)

=

( i . .

c(t+s) = c ( t )

e)

such t h a t c ; c

c'(0) = X

I n t h i s case

i s the

i n f i n i t e s i m a l g e n e r a t o r of
'V

i s t h e s o l u t i o n of

c V ( t )= ?(c(t)) X at e

where Define

i s the r i g h t invariant vector f i e l d equaling exp(X) = c ( 1 )

If

h a s a Riemannian s t r u c t u r e , then t h e r e i s a n o t h e r map

exp :

9 +G

d e f i n e d ( a s above) by f o l l o w i n g g e o d e s i c s i n s t e a d of

subgroups.

If t h e m e t r i c i s b i - i n v a r i a n t ( i . e . , i f
a

g = (gij)
=

is g )

t h e Riemannian m e t r i c , then f o r

(Ra);'t(g) = (L,)>'<(g)

t h e n i t i s e a s y t o show t h e two exp maps c o i n c i d e .

I n t h e c a s e of

iQS

, we

w i l l construct a metric that i s

r i g h t i n v a r i a n t , b u t n o t l e f t i n v a r i a n t , and s o t h e two exp maps w i l l i n g e n e r a l be d i f f e r e n t .

Actually

as

(and

s Q ) have no b i - i n v a r i a n t m e t r i c s . G has a bi-invariant metric i f f

( I n d e e d , a s i n S t e r n b e r g [ I ] , a group t h e image of
G

under t h e a d j o i n t map i s r e l a t i v e l y c o m p a c t . )

Let flow Ft

X E T

.~

Then ~ X Q

H'(TM)

zS
.

and t h e r e f o r e h a s a m)

(Ft(m)

i s the i n t e g r a l curve of Fs+t

=

X
0

starting a t Since
M

This

i s a one p a r a m e t e r group s i n c e Ft i s d e f i n e d on a l l of

Fs

Ft

i s compact, vector

for a l l

t E R

(Flows of

cr

f i e l d s on compact m a n i f o l d s a r e always c o m p l e t e . )

L e t u s a r g u e t h a t we s h o u l d have exp X where show exp Ft

=

i s t h e ( r i g h t ) e x p o n e n t i a l map on i s a n i n t e g r a l c u r v e of d (m) dt t

I n d e e d we need t o But

d e f i n e d above.

X(F (m)) t

F
Hence Ft

d = X dt t

Ft = X(Ft)
S

i s an i n t e g r a l curve i n

>Q

of

-.
X

This j u s t i f i e s us i n

saying t h a t

exp X

'

Actually i t i s n o t obvious t h a t of a n the true.

C H'

Ft

as
s

; i.e.,

the flow

vector f i e l d i s case

( T h i s , of c o u r s e , i s well-known i n However t h e

--

see l e c t u r e 1.)

version i s also

See Ebin-Marsden [ I ]

, Bourguinon

and B r e z i s [ I ] and F i s c h e r -

Marsden [ 2 1 f o r p r o o f s .

So v i a t h i s theorem and t h e remark t h a t a s o r t of L i e group e x p o n e n t i a l map from of i d e n t i t y , X Fl T~B'(M)

id

, we

have

into

a neighborhood

I t i s n a t u r a l t o a s k why n o t u s e t h i s exp

map t o d i r e c t l y d e f i n e c h a r t s on

$IS(M)

W c a n n o t do t h i s b e c a u s e e

i t i s a f a c t t h a t exp d o e s - map o n t o any neighborhood of t h e i d e n t i t y not

in near
U

aS(M) e e F1
=

.
in
Tl

This i s e q u i v a l e n t t o saying t h a t t h e r e a r e diffeomorphisms I n o t h e r words f o r any neighborhood such t h a t t h e r e i s no f l o w Ft

n o t embeddable i n a f l o w .

of

as ,

there i s

E U

with

In fact

w i l l n o t , i n g e n e r a l , have a square r o o t .

E x p l i c i t examples have been g i v e n by s e v e r a l p e o p l e such a s E e l l s and Smale. One i s w r i t t e n down i n Omori [ I ] and i n F r i e f e l d [ I ] .

A consequence of t h i s i s t h a t t h e exp map on

C'

i~s -~ noo t

, for

i f i t w e r e , i t would be l o c a l l y o n t o by t h e i n v e r s e f u n c t i o n

theorem.

Volume P r e s e r v i n g Diffeomorphisms. For now l e t boundary.

M

be a compact Riemannian m a n i f o l d w i t h o u t Let

p

(The boundary c a s e i s done below.)

be t h e volume

form g i v e n by t h e m e t r i c on
P
=

R e c a l l from t h e i n t r o d u c t i o n t h a t

(f

JQ

m a n i f o l d of

1 f*(p,) S B .

= p,)

W s h a l l show t h a t e

as
LJ-

i s a smooth sub-

Recall that i f f

f : P 4 Q

i s a smooth map between m a n i f o l d s , if Txf : TxP

I Tf

i s a s u b m e r s i o n on a s e t x E A P g

A cP

(x)Q

is a

s u r j e c t i o n , f o r each l e c t u r e one t h a t i f a if

and t h e k e r n e l s p l i t s .

W showed i n e f : P +Q is

,Q

a r e H i l b e r t m a n i f o l d s and

cCO
f

map, t h e n f o r

, f - 1( g )
f

is a

cm

s u b m a n i f o l d of

i s a s u b m e r s i o n on

- 1( g )

W s h a l l need t h e following: e

Lemma. exact;

A
k
=

be a n n-form on f o r an n-1

such t h a t

rMA

. Then

is

d~

form

T h i s i s a s p e c i a l c a s e of de Rham's t h e o r e m , s t a t i n g t h a t a c l o s e d form i s e x a c t i f a l l i t s p e r i o d s v a n i s h . f o r example Warner [ I ] . For t h e p r o o f , s e e

A d i s c u s s i o n i s a l s o found i n F l a n d e r s [ I ] .

Theorem.

Let
A!!'

>

(1-112)

. Then a s
P

i s a closed

cW &-

m a n i f o l d of

.
be t h e volume form on

Proof.

Let

p,
d(H

By t h e Hodge t h e o r e m , H ~ ( A ~ ) ,

[p,]

= p

s+l

(A

n-1

))

i s a c l o s e d a f f i n e s u b s p a c e of
d(H

b e i n g t h e t r a n s l a t e of t h e c l o s e d s u b s p a c e D e f i n e t h e map

s+l

(An-'))

by

Now

1 9 9

E [p]

since

Hence

Ij;':p

= dda/

by t h e lemma. Now
C~

By t h e w-Lemma, one c a n e a s i l y

see t h a t

is a
AC

cm map.
s+l

s+l
L

(M) = $

- 1(p,) ,
A

so i f

is a

submersion then

(M)

is a

s u b m a n i f o l d of

s+l

(M)

W s h a l l show t h i s a t e
It turns out that

A Q ~ ( M( e )

i s t h e i d e n t i t y map). s+l (M)

TeJI(X) = LXp

where

Tea

Indeed l e t

Ilt

be a c u r v e t a n g e n t t o

such a s i t s f l o w .

Then Using t h e

Te$(X) = (d/dt)T:u "magic" f o r m u l a that

1 t=O
get

which i s i n d e e d t h e L i e d e r i v a t i v e .

L p = di p X X

i X

f o r t h e L i e d e r i v a t i v e and t h e f a c t

dp

, we

Hence t o show

T $ e

i s a s u r j e c t i o n , we o n l y n e e d show t h a t

But Hence

iXp, = ;':X

and

i s a b i j e c t i o n between Similarly TT$ i s onto.

n-1

forms and 1 - f o r m s .

T $ i s onto.

However t h i s l a s t s t e p i n t h e p r o o f o n l y h o l d s i f

is a

(nowhere z e r o ) n-form o r a c l o s e d n o n d e g e n e r a t e 2-form.

T h i s remark

a l l o w s u s t o show t h a t t h e diffeomorphisms t h a t p r e s e r v e a s y m p l e c t i c form form a submanifold of t h e diffeomorphism group u s i n g t h e same s o r t of argument.

I t f o l l o w s from t h e b a s i c c o n n e c t i o n between L i e d e r i v a t i v e s

and f l o w s g i v e n i n L e c t u r e one t h a t a v e c t o r f i e l d g e n e r a t e s volume p r e s e r v i n g diffeomorphisms i f and o n l y i f i t i s d i v e r g e n t f r e e . our c o n t e x t t h i s means T fiS(M) = (X E Ss(M)!6Z = 0 ) In

This i s c l e a r l y

T aS(M) i s c l o s e d u n d e r t h e i.l b r a c k e t o p e r a t i o n , i n t h e same s e n s e a s T ~ J Q ~ ( M ) e page 92 a b o v e ) . (se M a n i f o l d s w i t h Boundary. Suppose smooth boundary. c o p i e s of

M

a subspace of

T ~ Q ' ( M ) and i n f a c t

M Let

i s a compact, o r i e n t e d , Riemannian M a n i f o l d w i t h

be t h e double of

i e ., M

i s two

with the boundaries i d e n t i f i e d , with t h e obvious Now

.-

differential structure.

i s a compact, o r i e n t e d , Riemannian h a s a n a t u r a l imbedding i n

rc.

m a n i f o l d w i t h o u t boundary and have t h e m a n i f o l d s t r u c t u r e of dS(M) c H ~ ( M , G) and i n f a c t :

W e

H'(M,

??)

by o u r above work.

Clearly

Theorem.

~ Q ~ ( M )s i

cm submanifold of

llS(M,

%)

.
aM c %

Sketch of P r o o f .

B r i e f l y , we p u t a m e t r i c on Then l e t

M
4

such t h a t

i s t o t a l l y geodesic.

E : THS(M,

%)

HS(M,

%)

be t h e

e x p o n e n t i a l map a s s o c i a t e d with t h i s m e t r i c .

Let

E AQ'(M)c H'(M,

??)

and choose a n e x p o n e n t i a l c h a r t

E : U c T H'(M,

Gci) - + H ' ( M ,
E

z) a b o u t
H'(M, 7) %

.
IX

A l s o we s h o u l d h a v e

T AQ'(M) = {X

covers for a l l

and x E aM)

X(x) E T 2 M rl(x> which i s a c l o s e d s u b s p a c e of

Since

aM

i s t o t a l l y geodesic, in A Q S ( ~. )

takes

U fl T B'(M)

onto a

n e i g h b o r h o o d of

See Ebin-Marsden [ I ] f o r d e t a i l s .

By i n s p e c t i n g t h e above argument .xe s e e f i e l d s on

M

s T ~ ~ ' ( M= [H )

vector

t h a t a r e tangent t o

aM]

Formally, t h i s i s a L i e M h a d no b o u n d a r y .

a l g e b r a i n t h e same s e n s e a s we h a d when

Theorem.

If

i s t h e volume on

and

>QS(M) i s t h e s e t of

volume p r e s e r v i n g d i f f e o m o r p h i s m s , t h e n submanifold.

JQ'(M) c $3 (M)

i s a smooth

T h i s i s proven a s i n t h e c a s e t h a t

h a s no boundary,

T h i s p r o o f works h e r e b e c a u s e we have t h e Hodge t h e o r e m s f o r m a n i f o l d s w i t h boundary. as the The r e s t of t h e m a t e r i a l from t h e n o boundary c a s e ( s u c h c a r r i e s o v e r t o t h e c a s e when

M

and w-lermnas)

has a

boundary.

F o r t h e non-compact c a s e , s e e C a n t o r [ 1 , 2 ] . If

h a s boundary, t h e n

H'(M,M)

w i l l n o t b e a smooth

manifold, b u t w i l l have "corners". nevertheless,

Thus i t i s i n t e r e s t i n g t h a t

A Q S ( ~ )i s a smooth m a n i f o l d .

Topology of t h e D i f f eomorphism Group, For t o p o l o g i c a l theorems we c a n work i n B(M) =

m

(M)

deed

i t f o l l o w s from v e r y g e n e r a l r e s u l t s of C e r f
>Q

[ I ] and P a l a i s [ 3 ]

t h a t t h e t o p o l o g y of t h a t t h e i n j e c t i o n of

and into

JQ
JQ

a r e t h e same; one u s e s t h e f a c t s i s dense. The f i r s t theorem i n He showed t h a t a(sL) is

t h i s f i e l d was p r o v e n by Smale [ I ] i n 1959. contractable to SO(3) ; h e r e

s2
R
3

i s t h e 2 - s p h e r e , and

SO(3)

i s the

s p e c i a l o r t h o g o r i a l group on

which we c a n r e g a r d a s t h e ( i d e n t i t y

component of t h e ) i s o m e t r y group of

sL

T h i s theorem was e x t e n d e d

t o a l l compact 2 - m a n i f o l d s by E a r l e and E e l l s [ I ] and t o t h e boundary c a s e by E a r l e and S c h a t z [ I ] .

I t i s f a F r l y s i m p l e t o show t h a t SO(2)

1!(s1)

i s contractable to

The f o l l o w i n g argument i s b a s e d on a s u g g e s t i o n of J

Eells.

First fix z a t i o n of
S'

s E S'

Let

8 : [ 0 , 11

S'

be a p a r a m e t e r i f be a d i f f e o -

such t h a t

4(0) = 0(1) = s fixed.

Now l e t

morphism t h a t l e a v e s

Then t h e map

i s a n homotopy from

to

id S

.
maps

Suppose

g : S

to g(s)

g(s) to
s

s ; then there i s and t h e r e f o r e

a rotation

r : S

- S' ,

that carries

rog(s) = s identity.

Hence, by t h e above argument g i s homotopic t o r

rog

i s homotopic t o t h e which i s , n a t u r a l l y ,

Therefore

-1 ,

also a rotation.

17
3
t h e s i t u a t i o n i s much more c o m p l i c a t e d and

For dimension 1 - i t t l e i s known. complexity. dimension complex.

The work of Cerf [ 2 ] seems i n d i c a t i v e of t h e

A n t o n e l i e t a l . [ I ] have shown t h a t i f
iQ(M)

has high

w i l l n o t h a v e t h e homotopy t y p e of a f i n i t e c e l l
>Q(M)

V a r i o u s p e o p l e have a l s o been working t o w a r d s showing

i s a s i m p l e group; c f . Herman [ I ] , E p s t e i n [ I ] and H e r m a n - S e r g e r a e r t [I]. T h i s r e s u l t was a c t u a l l y known t o von Neumann f o r t h e c a s e of

I t h a s r e c e n t l y been announced f o r

homeomorphisms. Thurston.

B(M)

by W.

Another i m p o r t a n t r e s u l t i n t h i s f i e l d i s t h a t of Omori [ I ] . He proved t h a t f o r any compact Riemannian m a n i f o l d w i t h o u t boundary &(M) i s contractable to In fact if rMv = aF(M)
1/ =
{U

t h e s e t of volume p r e s e r v i n g d i f f e o i s nondegenerate, p o s i t i v e l y

morphisms. o r i e n t e d and

E crn(nn) ( v
a r e the

f#}
AO

(crn(nn)

cm

n-forms)

then

a(M)

i s diffeomorphic t o to

x V

This implies
P

8(M)

is contractable
1/

B (M)
IJ.

since

1/

is contractable to

(In fact

i s convex.)

The proof t h a t

B(M)

=A

C1

(M) X 1/

u s e s a n i m p o r t a n t r e s u l t of Moser [ I ] .

Theorem. elements such t h a t

[Moser].
p

I f on a compact manif*
u

there are

volume f t &(M)

&

such t h a t

rMv =

J#

t h e n t h e r e i s map

f * ( v ) = IJ.

W f o r m u l a t e t h e r e s u l t s f o l l o w i n g Ebin-Marsden [ I ] . e

Theorem. element p

- M Let

be compact w i t h o u t boundary w i t h a smooth volume

Let

Then -

&!

i s diffeomorphic t o fip

I n particular (since
$3

is -

convex),

i s a deformation r e t r a c t of

F o r t h e p r o o f , we b e g i n by p r o v i n g Moser ' s r e s u l t .

Lemma.

T h e r e i s a map

vS 4 BS , s >
satisfies

(n/2)
$
OX

1 such t h a t
Further,

t
1-1

: iJS +

vS-' , t p ( V )

= l*(p)

= identity.

I-L

X : Y 48
proof. Since For

i cm s map.
v

YS ,

let

vt = t v

(1

t),
p

,
-

so that

E Ys

.
Xt

rp = Jv
=
doc

, we

can write, a s before,

X t E H'(IM)

v = do dc

Define

so that Define

.
.

Let

It

be t h e f l o w of

by so

i~tvt TIt E iJs

X(V) =
= 0

TI

-1

xt

'

W want t o show t h a t e

T*(v ) = p t t

by showing

d/dt(Tj;(vt))

I n d e e d , we h a v e , from t h e b a s i c f a c t

about Lie d e r i v a t i v e s

Note t h a t

i s c a n o n i c a l l y d e f i n e d , g i v e n t h e Riemannian m e t r i c on

Proof.
@

Define

@ :

D x 1/ + a 4 I-L

by

m(5, v)

SOX(V)

Then

-1

(1) =

(~o(~~*)(p,))

-1

, l+:(p))

a s i s e a s i l y checked.

T h i s can be g e n e r a l i z e d t o t h e boundary c a s e a s w e l l .

The b a s i c t e c h n i q u e u s e d h e r e i s e s s e n t i a l l y t h e same a s t h a t u s e d i n t h e proof of D a r b o u x ' s theorem i n l e c t u r e 2 .

I t i s a l s o p o s s i b l e t o s t u d y o t h e r g r o u p s of d i f f e o m o r p h i s m s .

For example, l e t group. Set Let

be a compact m a n i f o l d and l e t
- M I

be a compact Pg(m) = P ( g , m)

P : G I: M

be a group a c t i o n , and l e t

T h i s i s a subgroup of algebra'!

aS(M)

cW s u b m a n i f o l d and h a s "Lie

T ~ A Q ~ (= ()V M

t T ~ I U ' ( MV) I

commutes w i t h a l l

i n f i n i t e s i m a l g e n e r a t o r s of

@}

Of c o u r s e , we c a n a l s o t a k e

9'

p, ? @

(M)

gS(M) P &:(MI P

Since t h i s

i n t e r s e c t i o n i s n o t i n g e n e r a l t r a n s v e r s a l , i t i s n o t obvious t h a t
P .

(M)
2@

i s a submanifold. The group

I t i s t r u e , b u t r e q u i r e s some argument

(Marsden [ 7 ] ) .

&IS
iJ.
,@

(M)

i s i m p o r t a n t i n t h e s t u d y of f l o w s
R3

w i t h v a r i o u s symmetries ( e . g . , respect t o a given a x i s ) . and codim(8 (M))

a flow i n

t h a t i s symmetric w i t h dim(B+(M))

A l s o , i n g e n e r a l we f i n d t h a t

a r e b o t h i n f i n i t e s o F r o b e n i u s methods do n o t work

( ~ e s l i e[ 2 ] and Omori [ I , 31 h a v e shown t h a t i f a l g e b r a of

T B

i s a L i e sub-

with f i n i t e dimension o r codimension, then

comes

from a smooth subgroup of

A)

The m e t r i c on

as
P

.
s;(M) a t a point covers

I t f o l l o w s from t h e r e s u l t s we e s t a b l i s h e d above t h a t t h e

tangent space t o T ~ ~ : ( M ) = {X parallel to

l] E

fl P

i s g i v e n by

H'(M, TM)Ix

'l), 6(Xo'l) ) = 0

-1

, and
xoT-'

is
is a

3M]

.
M

Note t h a t i f

T &JS(M) t h e n

1P

v e c t o r f i e l d on condition parallel to S(X.7 aM

.
=

i f we a r e working on

BS

then t h e divergence c o n s i s t s of

- 1)

i s dropped, s o

T &JS

which c o v e r

l]

ri

H'

sections

Let

be a compact Riemannian m a n i f o l d

and l e t AQ'(M) and

<,

>m

be t h e i n n e r p r o d u c t on Let

TmM
X

Now we p u t a m e t r i c on T aS(M)

a s follows: Y(m) are in

l] E

B'(M)

and

,Y E

11

Then

X(m)

T1(m>M

Nohi d e f i n e :

T h i s i s a symmetric b i l i n e a r form on e a c h t a n g e n t s p a c e &IS(M)

rl

as

of

By r e s t r i c t i o n i t a l s o d e f i n e s a symmetric b i l i n e a r form on

e a c h t a n g e n t s p a c e of

as
I-L

.
L

The norm i n d u c e d by t h i s i n n e r p r o d u c t i s c l e a r l y a n norm and h e n c e t h e t o p o l o g y i t i n d u c e s i s weaker t h a n t h e on e a c h s Tnfi (M) H

S

topology

T h u s , i n t h e t e r m i n o l o g y of l e c t u r e 2 , (

) is a

weak m e t r i c .

I t i s i m p o r t a n t t o a l l o w weak m e t r i c s a l t h o u g h most

d e f i n i t i o n s of Riemannian m a n i f o l d s e x c l u d e t h i s ( a s i n Lang [ I ] ) . Also, r e c a l l t h a t t h i s i s the p h y s i c a l l y appropriate metric f o r hydrodynamics, s i n c e f o r X

T dS(M)

?1

k ( X , X)

represents the t o t a l v = Xov

k i n e t i c e n e r g y of a f l u i d i n s t a t e

and v e l o c i t y f i e l d

-1 .

So f i n d i n g g e o d e s i c s i s f o r m a l l y t h e same a s f i n d i n g a f l o w s a t i s f y i n g a l e a s t energy condition. (This i s the connection with v a r i a t i o n a l

p r i n c i p l e s o r l e a s t a c t i o n p r i n c i p l e s i n f l u i d mechanics .)

This metric sense: If

,) T

j u s t c o n s t r u c t e d i s smooth i n t h i s

B(T &S T~s;) I i s t h e v e c t o r b u n d l e o f b i l i n e a r maps o v e r 71 p Y t h e t a n g e n t s p a c e s of $JS(M) ( e . , i f g E B(T A' T &IS) t h e n ri 1 1 ~ ' 7~

S

g7 : T q p ( M ) X T &IS(M) 4 R 7P

i s b i l i n e a r ) , t h e n t h e map

e (

)v

is

a s e c t i o n of t h i s b u n d l e , and t o s a y t h e m e t r i c i s smooth i s t o s a y t h i s s e c t i o n i s smooth. (Here each f i b e r of

B ( T A'

1 '

T as) rip

has the

s t a n d a r d t o p o l o g y p u t on b i l i n e a r maps on banach s p a c e s , and one c o n s t r u c t s t h e b u n d l e a s i n Lang [ I ] , Ch. 111, $ 4 . )

Note. -

I t i s n o t a l w a y s t r u e t h a t a weak m e t r i c y i e l d s g e o d e s i c s .

For

example, suppose

Then on

a 4 S ( ~ ) , t h i s weak m e t r i c would M

y i e l d g e o d e s i c s which would t r y t o c r o s s t h e boundary of s e e t h i s i n more d e t a i l below.

W shall e

The Spray on

&IS

C1

.
AQ
S

W now wish t o c o n s t r u c t t h e s p r a y on e the metric

(

corresponding t o

R e c a l l from l e c t u r e 2 t h a t t h i s means f i n d i n g t h e T~S' c o r r e s p o n d i n g t o t h e e n e r g y

i-1

H a m i l t o n i a n v e c t o r f i e l d on

K(X)

%(X, X)

.
Z s

Assume

Theorem. of (

Let
)

be t h e s p r a y of t h e m e t r i c on (M) i s g i v e n by

Then t h e s p r a y

W s h a l l j u s t make t h e r e s u l t p l a u s i b l r , l e a v i n g d e t a i l s t o e the reader. See a l s o Ebin-Marsden [ I ] and E l i a s s o n [ I ] .

S

Nofe.
H'

As w i t h

, it

i s n o t hard t o see t h a t X ; i.e.,

T ~ ( T J Q ~ ) n s i s t s of co

maps

2 Y : M +T M 1
: T M +TM

which cover

such t h a t Z

where n, so
0

i s the projection. Z

The s p r a y Thus

satisfies Z(X)

Z = identity, since

i s a vector field.

TXTaS

i s indeed a v e c t o r f i e l d on

TB'

.
A S ( ~ ). From t h e

The i d e a behind t h e proof i s t o r e a l i z e t h a t we c a n e x p l i c i t l y w r i t e down what s h o u l d be t h e g e o d e s i c s on c o n s t r u c t i o n of c h a r t s on where map on aS(M)

t h e r e i s t h e map

exp : TA'(M) + ~s'(M)

exp(X)

expox

and

exp : T 4 M M
X

i s t h e Riemannian e x p o n e n t i a l

F i r s t we a s s e r t t h a t f o r e i n the direction X

T~J!J'(M)

t h e g e o d e s i c on
t tt exp( tX)

~s'(M) through

i s g i v e n by

. .
M Then

What t h i s g e o d e s i c l o o k s l i k e i s s e e n by c o n s i d e r i n g any
t

rn M

,( t ~ ) =

(m) = e x p ( U m ) Xm

i s t h e geodesic s t a r t i n g a t

i n the

direction

So

exp(tX)

r e p r e s e n t s a l l of t h e g e o d e s i c s on

i n t h e d i r e c t i o n of t h e v e c t o r f i e l d

evaluated a t

m E M

Now

in general

, as

i n c r e a s e s i t i s l i k e l y t h a t some p a i r of g e o d e s i c s
t = t

w i l l intersect.

Say t h i s happens a t

Then

exp(tOX)

i s not

a diffeomorphism. f l a t 2-torus),

Hence even i f is

i s a simple manifold ( l i k e t h e

aS(M)

geodesicly complete.

I f we c a n show

exp t X

i s a g e o d e s i c on
m E M

&IS

then t h e

formula f o r

f o l l o w s a t o n c e , s i n c e f o r each satisfies ( d / d t ) v ( t ) -= Z ( % r : t ) )

v(t) = v(0)
=

(d/dt)exp(tx(m))

and

X(m)

Hence i t s u f f i c e s t o e s t a b l i s h o u r a s s e r t i o n c o n c e r n i n g t h e g e o d e s i c s on

as

.
Of c o u r s e a f u n d a m e n t a l p r o p e r t y of g e o d e s i c s i s t h a t t h e y

l o c a l l y minimize l e n g r h . teq(t)(m) map

~0'

Suppose we h a v e a f a m i l y of g e o d e s i c c u r v e s
m M

starting a t

, where

for

to

near

the

m b l J ( t O ) ( m ) i s a diffeomorphism s o t h a t

t gt J t

i s a curve i n

Then s i n c e t h e l e n g t h of a c u r v e i n

s B (M)

g i v e n by o u r weak

metric i s the i n t e g r a l over

t

of t h e l e n g t h s of e a c h c u r v e , Hence i t i s

It(m)

t h i s i n t e g r a t e d l e n g t h i s a l s o minimized.
t y

reasonable t h a t curves
t

l(t)

s h o u l d b e a g e o d e s i c on

AQ'(M)

.
t

The
g-t

G ( t ~ ) ( m ) h a v e a l l t h e above p r o p e r t i e s s o f l S ( ~ ),

exp(tX)

s h o u l d be a g e o d e s i c on
-

T h i s c o n c l u d e s our j u s t i f i c a t i o n s TAQ

Corollary.

i cCm v e c t o r s

f i e l d on

.
Z is a
C*

T h i s i s a consequence of t h e omega lemma s i n c e

map.

L e t u s c o n s i d e r a s i m p l e example. Then T(T )

Let

J~ be t h e f l a t 2 - t o r u s .

1 .

9 x R~

i s a l s o a f l a t 4 - m a n i f o i d and

T(TT )

(T2 x R 2 ) x

(R

x R ) .

I n t h i s c a s e t h e s p r a y f o r t h e f l a t m e t r i c i s g i v e n by

The

i n t h e f i r s t c o o r d i n a t e i s j u s t t h e b a s e p o i n t of t h e t a n g e n t

vector i n

T T ~ .

The

i n the t h i r d coordinate i s an important

f o r m a l p r o p e r t y of s p r a y s r e f l e c t i n g t h e f a c t t h a t t h e g e o d e s i c e q u a t i o n s a r e "second o r d e r " ( s e e Lang [ I ] ) and t h e

i n t h e Last

c o o r d i n a t e r e f l e c t s t h e f a c t t h a t the m e t r i c i s f l a t , hence each

fjk
m

= 0

I n t h i s c a s e t h e g e o d e s i c s a r e of t h e form (where

I j ( t ) (m) =

tX(m)

X E TeaS(T2)

and u s i n g t h e o b v i o u s i d e n t i f i c a t i o n )

These a r e s t r a i g h t l i n e s and h e n c e i n coordinates x = (x

is "flat".
on a m a n i f o l d
"

In general,

. . . , xn )

M , we h a v e

Z(x9 V) = ( ( ~ 9 v),

i j k ( v , - r j k v V 1)

aS(M)

~o'(M) C aoS(M) P i s g e o m e t r i c a l l y r e l a t i v e l y s i m p l e , a s above f o r

W now c o n s i d e r t h e m e t r i c f o r e

.
T '

Even i f

, fli(~)

may be g e o m e t r i c a l l y v e r y c o m p l i c a t e d .

C o n s i d e r t h e above example.

I t s h o u l d b e c l e a r t h a t t h e diffeomorphisrn s p e c i f i e d by h a v i n g e a c h

p o i n t moving a l o n g s t r a i g h t l i n e s i s g e n e r a l l y n o t volume p r e s e r v i n g . So r e q u i r i n g e a c h p o i n t on a g e o d e s i c i n musc i n t r o d u c e some c u r v a t u r e .

A

t o be volume p r e s e r v i n g

I n f a c t t h e c u r v a t u r e of t h e s p a c e
M =

iJS
Ll

i s r a t h e r complicated.

For

72

. ~t i s worked o u t i n Arnold [ I ] .

Suppose

i s a s u b m a n i f o l d of a Riemannian m a n i f o l d onto TPQ S

-t

such t h a t we h a v e a n o r t h o g o n a l p r o j e c t i o n of p

T h i s g i v e s u s a b u n d l e map ~ l E /S)) p

P : TQ

T S P

f o r each

TS

(where

TQ

S = {v ~ P

T h i s i s of c o u r s e t h e s i t u a t i o n we h a v e

for

B'(M)

a s a s u b m a n i f o l d of

AQ

(M)

where t h e p r o j e c t i o n i s g i v e n

by t h e Hodge theorem ( i . e . , we p r o j e c t o n t o t h e d i v e r g e n t f r e e p a r t of

o r

X E T~$I'(M))

I n t h i s s i t u a t i o n , the following t e l l s us

how t o p u t t h e s p r a y on t h e s u b m a n i f o l d .

Lemma. -

If -

i s t h e s p r a y on

then - TPoZ

i s t h e s p r a y on

T h i s i s a s t a n d a r d r e s u l t i n Riemannian g e o m e t r y , s e e e . g . Hermann [ I ] . Marsden [ 1 . 1

A p r o o f u s i n g H a m i l t o n i a n t h e o r y may b e found i n E b i n -

Now

i s a v e c t o r f i e l d on h

TQ

as is

TPoZ

on

TS

However t h e i r d i f f e r e n c e , s a y means o f t h e v e r t i c a l l i f t T Q

c a n b e i d e n t i f i e d ( t e c h n i c a l l y by TS into

--

s e e below) w i t h a map o f

rS

, which

t u r n s o u t t o be ( t h e q u a d r a t i c p a r t o f ) t h e second S a s a submanifold. v Specifically for v

f u n d a m e n t a l form of h(v)

TS

i s t h e normal component of

B v ; s e e Hermann [ l ] o r C h e r n o f f -

Marsden [ I ] f o r d e t a i l s . us on how c u r v e d S
S

Thus t h i s d i f f e r e n c e
Q

i n the sprays t e l l s
Q

i s in

(More e x a c t l y t h e c u r v a t u r e s on

and

a r e r e l a t e d t h r o u g h t h i s second f u n d a m e n t a l form by t h e Gauss-

C o d a z z i e q u a t i o n s ; c f . Yano [ I ] , p . 94 and l e c t u r e 9 . )

Define

by c a r r y i n g a v e c t o r f i e l d t o i t s d i v e r g e n t f r e e p a r t . above, t h i s i s an

As we mentioned

L'

orthogonal projection as i t i s orthogonal f o r the

weak i n n e r p r o d u c t on

TeaS(M)

W define for e

X T flS(M) ;

ri

T h i s makes aS(M) P

r i g h t i n v a r i a n t and i s c o r r e c t s i n c e t h e m e t r i c on

i s r i g h t i n v a r i a n t a s we now show

proposition. (i)
:

7 E

f i s ( ~ );

( R ~ ) * x=~xS0V

(where

5 t

i9'(~)

~~as (M) 4 T
(ii)

~ ~ ~ ~ ~ ( M ) )

7E
5

(M)

I-L

then

((Rri)-X

(RII);~:Y)Cori (X, Y ) S =

where

,Y

T JQ'(M)

.
W will e

Proof.

P a r t ( i ) h a s been used b e f o r e and i s e a s i l y s e e n . Let

show t h e second p a r t .

7t

B;(M)

; then:

Bur, s i n c e
Hence

i s volume p r e s e r v i n g ,

(TI - 1)*(dp)

= dw

and

7 - 1(M)

((RV)*X. (hl/)"Y)

a(m)
"M

, Y(m'>L(m) dcl

Note t h a t t h e m e t r i c on

as

i s not right invariant.

P u t t i n g a l l t h i s t o g e t h e r we c a n w r i t e down t h e s p r a y on fi;(M)

.
,
X

Namely, f o r

TJQ'(M) we h a v e

S(X) = TP(Z(X)) = TP(Z0X) When we

T h e r e i s a major a s s u m p t i o n i n w r i t i n g down t h i s f o r m u l a . write TP we assume

P

is a

map.
X

T h i s i s n o t a t a l l obvious ,project, and t h e n

since i f

T o'(M)

compose w i t h

7 .

, we

compose

with

As we h a v e s e e n , c o m p o s i t i o n of However, we h a v e

H'

maps i s n o t

smooth b u t i s a t most c o n t i n u o u s .

Theorem. TAQ'(M)

P
m

Cm

b u n d l e map.

That i s S on a4

P : T&'(M) s

r L~(M)
,

C C
w

Hence t h e s p r a y
T~!Q'
c1

-a l s o .

v e c t o r f i e l d on

S(X) = TP(Z0X)

For a proof s e e Ebin-Marsden [ I ] .

There i s an a l t e r n a t i v e

and p e r h a p s s i m p l e r p r o o f t o t h e o n e i n t h e a f o r e m e n t i o n e d p a p e r . t h i s p r o o f one d e f i n e s a n o t h e r m e t r i c on TJQ'(M) ; namely f o r

In

x ,Y t

T>Q'(M)

set

(X, Y )

(X, Y)

( A ~ / ~A ~ / ~ Y ) X ,

where

,)

i s the

L~
(

m e t r i c on

T ~ E J ' ( M ) and

i s the

Laplacian.

Then e x t e n d

)s

t o make i t r i g h t i n v a r i a n t .

I t t u r n s o u t t h a t t h i s m e t r i c i s smooth and by r e g u l a r i t y

p r o p e r t i e s of

i s equivalent t o the

H'

metric.

Smoothness f a c t s

l i k e t h i s a g a i n a r e n o t obvious b u t a r e proven i n Ebin f a c t s a r e a l s o useful f o r other purposes.

[El.

These

The Hcdge decornpositbon i s

t h e n e a s i l y s e e n t o be o r t h o g o n a l i n t h i s s t r o n g m e t r i c hence i t f o l l o w s a u t o m a t i c a l l y t h a t t h e p r o j e c t i o n
P

)s

and

i s smooth.

T h i s r e s u l t i s i m p o r t a n t f o r we a r e g o i n g t o a p p l y t h e P i c a r d theorem from o r d i n a r y d i f f e r e n t i a l e q u a t i o n s t o t h e e q u a t i o n :

and t h i s r e q u i r e s t h a t

i s a t l e a s t a E i p s h i t z map.

I n case we do g e t one on

h a s b o u n d a r y , we do n o t g e t a s p r a y on

&IS

but

&IS . T h i s i s b a s i c a l l y b e c a u s e P p r o j e c t s from P v e c t o r f i e l d s s t i c k i n g o u t of M , o n t o v e c t o r f i e l d s p a r a l l e l t o

dM

W s h a l l j u s t a c c e p t a s p l a u s i b l e t h a t t h i s e x t e n s i o n c a n be e

made.

As mentioned e a r l i e r , i t i s unknown whether

d;(~)

is

g e o d e s i c a l l y c o m p l e t e . (By ArnQld's theorem, t h i s i s t h e same t h i n g a s s a y i n g s o l u t i o n s t o t h e E u l e r e q u a t i o n s go f o r a l l t i m e , and remain in H')

Note t h a t t h i s i s n o t e q u i v a l e n t t o s a y i n g t h e i n d u c e d

d i s t a n c e m e t r i c i s c o m p l e t e s i n c e t h e m e t r i c i s o n l y weak. Q;(M)

In fact

i s n o t c o m p l e t e i n t h i s d i s t a n c e s e n s e s i n c e t h e c o m p l e t i o n of under an

Q;(M)

L2

t o p o l o g y i s much l a r g e r t h a n
M

(Presumably to

i t c o n s i s t s of a c l a s s of measure p r e s e r v i n g maps from

M .)

Derivation of t h e Euler Equations. To show g e o d e s i c s i n &;(M) s a t i s f y t h e E u l e r e q u a t i o n s , we

need t o know a b i t more a b o u t so t h a t Tn(w) = 0 Now l e t v

T2M

Let
w

T : TM T

+M

be t h e p r o j e c t i o n

2 Ti-r : T M

-t

TM

An e l e m e n t

T%

i s called vertical if 0)

( i n c o o r d i n a t e s t h i s means t h e t h i r d component i s

,w E

T M ; d e f i n e t h e v e r t i c a l l e f t of m

with respect

R d ( w ) = (d t v
I n c o o r d i n a t e s t h i s i s simply

tw) t = O

t TVM = Tv(TM)

The proof t h a t g e o d e s i c s i n

as
P

yield solutions to the The i d e a i s t o show t h a t

Euler equations e s s e n t i a l l y i s c a l c u l a t i o n s . i f a curve

X t TLQ'

s a t i s f i e s the spray equation

then

Xt

gives r i s e t o a solution to the Euler equations i n a sense For a l t e r n a t i v e p r o o f s , s e e Arnold [ I ] , Marsden-

e x p l a i n e d below.

Abraham [ I ] , o r Chernoff-Marsden [ I ] ; s e e a l s o Hermann [ 11.

Lemma.

Z(X) = Z o X = TXoX

- ( vX x)'X

for

E TeaS

Proof.

In coordinates

T h i s t h e n p u t s t h e r i g h t e x p r e s s i o n s i n t h e f o u r t h component.

Note t h a t b o t h

TXoX

and

(VxX)X

a r e e l e m e n t s of

T 8'

X P

The l a t t e r i s by c o n s t r u c t i o n of t h e v e r t i c a l l i f t . TXoX

To s e e t h i s f o r
TT

let

2 rrl : T M

TM

be t h e p r o j e c t i o n ; t h e n s i n c e

oTX = X O T T

we h a v e

since

noX

i s the identity.

A s we h a v e o b s e r v e d , t h e map

X 6 ZOX ( f o r
a r e only

E
,

T~s'(M)) i s their

cW .

Hence e v e n though
H'

TXoX

and

V XX

s-1

d i f f e r e n c e must be

.
be i n T aS(M) 7 P

Lemma. L e t - - a Proof. Since P

then

TP[(O)~] (P(o))~ =

i s l i n e a r on e a c h f i b e r and

P(X)

, we

get

d T P ( x ( X + t o ) ) t=O

(chain rule)

Lemma. -

Let -

E
OX

as
P

and X -

E T$J~(M; )

T P ( T ( X O ~ - 'O X ) = )

[ T ( P [~ ~ T - ' I ) x

H
s v e c t o r f i e l d on Let
a

proof.

XoJ

-1

i s an

Let

Ft

be i t s f l o w Then
Go = X . 1

( o r any c u r v e t a n g e n t t o X ) . and

G t = (X.7

- 1) o F t

-1

(dG / d t ) = T ( X O ~ - ~ ) O ( X O ~ - ~ ) we g e t Thus t

TP(T(XO'T ) .(X07

-1

-1 d )) = zP(Gt)

1 t=O

(chain rule)

But by r i g h t i n v a r i a n c e

T P ( T ( X O ~ o ~X o T - l ) ) = T P ( T ( ~ . J - ' ) .x) -( )

I?

Proposition.

The s p r a y on

TAQ'
L1

i s g i v e n by

S(X) = T ( x o ~ - ~ - ~ x ) l (PeHov-

X ~ -1) ,t 7

where

X E T JQ'(M)

cl

Proof.

T h i s f o l l o w s d i r e c t l y from t h e above lemmas.

So now t h a t we h a v e a n e x p l i c i t f o r m u l a f o r t h e s p r a y , l e t us inspect the Euler equations, R e c a l l t h a t t h e s e d e s c r i b e t h e time

M

e v o l u t i o n of t h e v e l o c i t y v e c t o r f i e l d on

The e q u a t i o n s a r e

w r i t t e n o u t i n E u l e r i a n c o o r d i n a t e s and a r e e q u a t i o n s i n v o l v i n g e l e m e n t s of T ~ ~ ' ( M. ) The s p r a y on t h e o t h e r hand i s a map on a l l of TiqS(M)

The i n t e g r a l c u r v e s of t h e s p r a y a r e t h e v e l o c i t i e s w r i t t e n i n L a g r a n g i a n coordinates. So i f
Xt

T fiS(M) I (t)

i s a n i n t e g r a l c u r v e of t h e s p r a y ,
Xt

we wish t o show t h a t t h e p u l l b a c k of

i.e.,

-1 t Teas(n) Xtolt

is

a s o l u t i o n of t h e E u l e r e q u a t i o n s . field ~ ( t = X t 07-I ) t
v

Let us r e c a l l that the vector W want e

t

i s justified a s follows.

t o be

t h e f l o w of

, s o t h i s means t h a t

S i n c e we a r e d e a l i n g w i t h g e o d e s i c s and h e n c e the desired r e l a t i o n vt = X t o l t

(dT/dt)

we g e t

-1

I t t u r n s o u t , a s we s h a l l s e e m o m e n t a r i l y , t h a t t h e d e r i v a t i v e

l o s s of t h e E u l e r e q u a t i o n s o c c u r s i n t h i s p u l l b a c k o p e r a t i o n ( o r "coordinate change").

W a r e i n t e r e s t e d i n computing e t h i s lemma.

(dv/dt)

and s o we need

Lemma,

W have: e

Proof.

T h i s f o l l o w s by d i f f e r e n t i a t i n g b o t h p l a c e s

occurs, using

t h e c h a i n r u l e and t h e f o r m u l a

The l a s t f o r m u l a f o l l o w s from t h e c h a i n r u l e a p p l i e d t o

S o , p u t t i n g t h i s t o g e t h e r , we g e t :

Now u s i n g t h e p r e v i o u s f o r m u l a f o r

S(X)

t h i s becomes Tvov terms

R - -(PeVVv ), -

~ o t e s p e c i a l l y t h e c a n c e l l a t i o n of t h e Rut a s we r e c a l l

which h a s o c c u r r e d .

Pe(Vv v t ) = V v - Bpt where t p i s a smooth func'cion. W c a n i d e n t i f y Pe(V vt):t e w i t h Pe(VV v t ) v t t ( s i n c e d v / d t r e a l l y s t a n d s f o r i t s v e r t i c a l l i f t ) and h e n c e g e t t h e

Euler equations

(The minus s i g n o n t h e p r e s s u r e c a n b e r e c o v e r e d by u s i n g we h a v e proved:

-pt

.)

Thus

Theorem. pullback words,

i s a n i n t e g r a l c u r v e o f t h e s p r a y on vt = X t d t

-1

does s a t i s f y t h e Euler e q u a t i o n s .

I n other

Tt

i s a g e o d e s i c on

as
P

i f f i t s velocity f i e l d satisfies

the Euler equations.

By i n s p e c t i n g t h e above c a l c u l a t i o n i t becomes c l e a r where

the derivative l o s s occurs. we know
S(X)

If

i s an

Hs TM

v e c t o r f i e l d on

i s an
s-

v e c t o r f i e l d on

However i t i s t h e

sum of two

v e c t o r f i e l d s on

TM

The t o p d e r i v a t i v e s c a n c e l ,

b u t when t h i s i s p u l l e d b a c k t o E u l e r i a n c o o r d i n a t e s one of t h e s e terms

d i s a p p e a r s , namely Hs-1 summands.

TXtoX

and s o what we a r e l e f t w i t h i s one of t h e

A l l of t h e above g o e s through f o r m a n i f o l d s w i t h boundary s i n c e t h e Hodge theorem p r o j e c t s v e c t o r f i e l d s a t t h e boundary o n t o t h o s e which a r e t a n g e n t t o t h e boundary a s mentioned b e f o r e .

As a consequence of t h e s e c a l c u l a t i o n s we h a v e t h i s theorem, mentioned e a r l i e r .

Theorem. field

Given
~

t h e r e i s an

and -a

unique v e c t o r

v(t) E ~

- l - E ~< f& r o

<

which s a t i s f i e s t h e E u l e r v
t

equation.

Moreover, t h e s e s o l u t i o n s

depend c o n t i n u o u s l y on t h e

i n i t i a l data

Proof.

F o r t h e e x i s t e n c e p a r t of t h e theorem i t i s s u f f i c i e n t t o f i n d ( )

s h o r t - time s o l u t i o n s t o t h e g e o d e s i c s p r a y on

But s i n c e

&l:(~)

i s a H i l b e r t m a n i f o l d and t h e s p r a y i s smooth t h e e x i s t e n c e f o l l o w s

i m m e d i a t e l y from t h e e x i s t e n c e theorem f o r Banach m a n i f o l d s ( s e e l e c t u r e 1 ) .

v e c t o r f i e l d s on

The c o n t i n u o u s dependence on i n i t i a l c o n d i t i o n s f o l l o w s from t h e f a c t t h a t t h e p u l l b a c k vt =

-1
Xtovt

involves l e f t composition

so i t i s continuous ( b u t n o t smooth). s p r a y on flows i n fi;(~) i s a n e l e m e n t of

The i n i t i a l c o n d i t i o n f o r t h e s i n c e we a r e i n t e r e s t e d i n

T~P;(M)

&li(~) s t a r t i n g a t the i d e n t i t y .

T h i s e x i s t e n c e theorem h a s been proved i n weaker forms by

L i c h t e n s t e i n [ 1 ] and Guynter [ I ] .

The g e n e r a l c a s e of m a n i f o l d s w i t h

boundary i s due t o Ebin-Marsden [ l ] .

The f l o w i n L a g r a n g i a n c o o r d i n a t e s i s coordinates, l e t
t E (v ) = v t 0 t

cm

I n Euler Then f o r f i x e d

be the s o l u t i o n flow.

Et

i s a c o n t i n u o u s map, b u t i s p r o b a b l y n o t d i f f e r e n t i a b l e . "

V a r i o u s smoothness p r o p e r t i e s of t h e E v l e r and N a v i e r - S t o k e s e q u a t i o n s a r e i m p o r t a n t i n developments d i s c u s s e d i n t h e n e x t l e c t u r e ( s e e Mar s d e n [ 71 )

The proof of t h e above Theorem i s b a s e d on t h e e x i s t e n c e of i n t e g r a l c u r v e s f o r t h e s p r a y

S

T h i s i n t u r n f o l l o w s from t h e

f u n d a m e n t a l e x i s t e n c e theorem f o r o r d i n a r y d i f f e r e n t i a l e q u a t i o n s . R e c a l l t h a t t h i s theorem i s p r o v e n by showing an i t e r a t i o n ( c a i l e d P i c a r d i t e r a t i o n ) always y i e l d s s o l u t i o n s . S o , by i n s p e c t i n g t h e above

p r o o f i t s h o u l d be p o s s i b l e t o f i n d a n a p p r o x i m a t i o n p r o c e d u r e which converges t o s o l u t i o n s .

T h i s i n f a c t , p o i n t s o u t a n e s s e n t i a l d i f f e r e n c e between working w i t h t h e whole s p r a y and working w i t h i t s p u l l b a c k Pe(VVv)

The P i c a r d method w i l l n o t i n g e n e r a l c o n v e r g e f o r t h e E u l e r e q u a t i o n a s it stands. I n d e e d i n p r a c t i c a l n u m e r i c a l c o m p u t a t i o n s , one o f t e n (See a l s o t h e n e x t l e c t u r e . j

u s e s Lagrangian c o o r d i n a t e s .

I n d e e d , K a t o [ 5 ] h a s shown t h a t t h e e v o l u t i o n o p e r a t o r for au - +-

ITt: H

+H

at

au u = 0 ax

on

i s continuous, but i s n o t Holder continuous

f o r any e x p o n e n t

,0

<a< l

5.

Turbulence and Chorin's Formula. This lecture is concerned with some aspects of the Navier

stokes equations which are connected with turbulence.

We shall be

beginning with a representation theorem for the solution of the Navierstokes equations which was discovered by A. Chorin in an attempt to find a good numerical scheme to calculate solutions. This scheme is

important in that it allows good calculations at interesting Reynolds numbers. One writes the Navier-Stokes equations as

and calls to Vv

= l/(viscosity)

the Reynolds number; if one rescales d and time by d / ~we get a new

distances by a factor

solution with

~d/v

Most numerical schemes break down with

a few hundred, but Chorin's scheme is valid far beyond that, possibly up to

50,000

Our goal is to present the formula and to discuss The second part of the This subject

where it comes from and its plausibility.

lecture will discuss some aspects of turbulence theory.

is basically concerned with qualitative features of the solutions as R

+ m

The approach here follows that of Ruelle-Takens [I].

Statement of Chorin' s Formula. Let us write the Navier-Stokes equations as follows:

where

-PaA

and

Z(v) = - ~ ( ( v . 3 ~ ) H e r e

i s the projection (Av is

onto the divergence f r e e p a r t discussed i n the l a s t lecture d i v e r g e n c e f r e e , b u t need n o t be p a r a l l e l t o a P i n f r o n t of Av)

aM

s o one s t i l l r e q u i r e s

Let by
d, .-

Ht

d e n o t e t h e e v o l u t i o n o p e r a t o r o r semi-group d e f i n e d

. .

I t e x i s t s b e c a u s e i t i s an e l e m e n t a r y e x e r c i s e t o show t h a t

i s s e l f a d j o i n t and

_< 0

on t h e H i l b e r t s p a c e

L2(M)

w i t h domain

2 HO(M)

( S e e t h e p a r a b o l i c form of t h e H i l l e - Y o s i d a theorem d i s c u s s e d Thus

Ht

i n lecture I ) .

i s defined f o r

and s o l v e s

avlat =

h .

( T h i s i s c a l l e d t h e "Stokes" e q u a t i o n .)

Let

Et

denote the evolution operator f o r the Euler equations

which was o b t a i n e d i n t h e l a s t l e c t u r e .

Let equations

Ft

denote the f u l l s o l u t i o n t o t h e Navier-Stokes

.
Let cp(v) be a p o t e n t i a l f o r Here 6 v ; e.g.: ~ ( v ) d = A
-1

(v)

so

v = 6(r~(v))

i s the divergence operator discussed i n v =

l e c t u r e 3. Let d(R)
= 1/R

(More c o n c r e t e l y i n t h r e e d i m e n s i o n s , be a f u n c t i o n of

8x

~ ( v ).)

R E R

,R 2

with

d(R) =

6 where

v
d(R)

is the viscosity of t h e fluid.

It w i l l turn out that

w i l l be a measure of t h e t h i c k n e s s of t h e boundary l a y e r .

Let from

be a
=

cm

f u n c t i o n e q u a l t o one a d i s t a n c e

> - d(R)

aM

and

on a neighborhood of

aM

Define the operator

we c a l l chat @,(v)

the v o r t i c i t y creation operator. equals v away from

The r e a s o n f o r t h i s i s v i s only

@,(v)

aM

but i f

I ~ M,
v

w i l l be z e r o on

aM

s o h a s t h e e f f e c t of "chopping o f f " gJmv since t h a t i s not

w i t h i n t h e boundary l a y e r (we do n o t u s e divergence f r e e ) .

Such a c h o p p i n g o f f e f f e c t i v e l y c r e a t e s v o r t i c i t y .

(See t h e f i g u r e f o l l o w i n g . )

The f o r m u l a now r e a d s a s f o l l o w s :

F ( v ) = s o l u t i o n of N a v i e r - S t o k e s e q u a t i o n t

I n t h i s f o r m u l a t h e power means i t e r a t i o n .

For example:

Thus one d i v i d e s t h e time s c a l e i n t o

p a r t s and t h e n i t e r a t e s t h e

the procedure:

solve E u l e r ' s equations then c r e a t e v o r t i c i t y , then

solve the Stokes equation then the Euler equation, e t c .

T h i s i s t h e b a s i c method u n d e r l y i n g C h o r i n ' s t e c h n i q u e . However p a r t of t h e b e a u t y of t h e method i s t h e way i n which h e s o l v e s numerically f o r Et and H

t

He u s e s v o r t i c i t y methods f o r

Et

and

p r o b a b i l i s t i c methods f o r

Ht

See C h o r i n [ Z ] f o r d e t a i l s .

I n t h e f o l l o w i n g f igure'cwe r e p r o d u c e one of C h o r i n ' s o u t p u t s . The 0's mark n e g a t i v e v o r t i c i t y and *'s mark p o s i t i v e v o r t i c i t y . R and
t

This r e p r e s e n t a t i o n i s f o r flow p a s t a c y l i n d e r with marked and i n i t i a l

as

corresponding t o p a r a l l e l flow.

I t i s a remark-

a b l e achievement t o o b t a i n on t h e computer something r e s e m b l i n g t h e famous "Karmen v o r t e x s t r e e t " . (For a s p e c t a c u l a r photograph, s e e

S c i e n t i f i c American, J a n u a r y 1970, p . 40; t h i s i s r e p r o d u c e d on t h e c o v e r of "Basic Complex A n a l y s i s s ' , W . H . Freeman Co. (1973) .) Below

we s h a l l d i s c u s s f u r t h e r t h e q u a l i t a t i v e f e a t u r e s of why and how such p e r i o d i c phenomena c a n g e t g e n e r a t e d .

A s i s w e l l known

elso son [ 3 ] ) p r o d u c t

formulas a r e

c l o s e l y r e l a t e d t o Wiener i n t e g r a l s .

Chorin has recently as far

u s e d t h i s i d e a t o improve t h e scheme s t i l l f u r t h e r , as c o m p u t e r e f f i c i e n c y g o e s , t h e fully turbulent region.

s o t h e method i s v a l i d i n t o

+ The computer h a s d i s t o r t e d t h e c y l i n d e r somewhat i n t o an e l l i p s e .

The i n t e r e s t i n g f e a t u r e of t h e above f o r m u l a i s t h a t t h e error for large n

is

O(l/n)

i n d e p e n d e n t of

Furthermore u s i n g

t h e f o r m u l a a s an e x i s t e n c e theorem we f i n d t h a t smooth s o l u t i o n s t o t h e N a v i e r - S t o k e s e q u a t i o n s e x i s t f o r a time i n t e r v a l of - R

T

>

independent

+ m

and c o n v e r g e i n L

t o solutions of t h e Euler equations.

T h i s i s an i m p o r t a n t r e s u l t , f o r i t g u a r a n t e e s a s p o s i t i v e t i m e of e x i s t e n c e f o r g i v e n i n i t i a l d a t a , no m a t t e r how s m a l l t h e viscosity. T h i s i s s t r o n g e v i d e n c e f o r t h e e x i s t e n c e of smooth ( S e e below.)

turbulent solutions.

I n case

aM

( f o r example u s i n g p e r i o d i c boundary

c o n d i t i o n s ) the formula reads

F v = l i m i t (H 0E )nv t t/n t/n n --fa

.
It

T h i s formula was proven i n Ebin-Marsden e n a b l e d u s t o show t h a t a s

v
-t

[ I ] and Marsden 151.

(or

R + m)

t h e s o l u t i o n s converge

i n H'

t o s o l u t i o n s of t h e E u l e r e q u a t i o n s .

(See a l s o Swann [ I ] , Kato [ Z ] . )

B a s i c a l l y t h i s means t h a t t u r b u l e n c e c a n n o t o c c u r i f no b o u n d a r i e s a r e present. Such c o n v e r g e n c e w i l l n o t o c c u r i f

aM # f~ i n t o p o l o g i e s

stronger than L

b e c a u s e t h e boundary c o n d i t i o n s and t h e v o r t i c i t y

c a r r i e d i n t o t h e mainstream flow w i l l n o t allow i t .

The c o m p l e t e p r o o f s of t h e s e r e s u l t s a r e t o o t e c h n i c a l f o r u s t o go i n t o h e r e . R a t h e r we s h a l l c o n f i n e o u r s e l v e s , i n t h e n e x t

s e c t i o n , t o a n e l e m e n t a r y e x p o s i t i o n of where t h e s e f o r m u l a s come from. W s h a l l a l s o i n c l u d e some a d d i t i o n a l i n t u i t i o n below, e

The L i e - T r o t t e r Formula. Let Then t h e f l o w X Ft and of

be v e c t o r f i e l d s w i t h f l o w s i s g i v e n by

Ht

and

Et

X f Y

F~ = l i m i t (H oEt/n)n t/n n -+ m

.
vector f i e l d s f o r those
t

Theorem. which Ft

This i s valid i f i s defined.

,Y

are

cr

for

L e t u s give t h e i d e a ( f o r d e t a i l s , see e . g . , Nelson [ I ] ) . W f i r s t show e Ft+s = FtoFs Ft d e f i n e d by t h e l i m i t i s a f l o w .

s

One shows

first if t
=

a r e r a t i o n a l l y r e l a t e d and t a k e s l i m i t s .

Consider, e . g. :

.
=

F2t

l i m i t (H 2t/noE2t/n n 3 m

>
>

l i m i t (H 2 t / 2 n o E 2 t / 2 n 2n n 3 m

= limit

3m

(Ht/n

0E

t/n

)2n

= l i m i t (H t / n 0E t / n ) n

-4 m

(HtlnOEt/n)n

Next one shows

d F ( x ) t=O dt t

X(x)

+ Y(x) .

Indeed, formally,

l i m i t [--(x(x)+Y(x)>+. n +m

l . .+ --(x(x)+Y(x))

I t f o l l o w s now t h a t

Ft

i s the flow of

X+Y

since

The above f o r m u l a a r o s e h i s t o r i c a l l y i n L i e group t h e o r y .

I t t e l l s u s how t o e x p o n e n t i a t e t h e sum of two e l e m e n t s i n t h e L i e

algebra.

I n t h e c a s e of m a t r i x g r o u p s i t i s t h e c l a s s i c a l f o r m u l a :

Of course i f

[X, Y ]

the formula reads

Ft

Ht0Et

but

i t r e a l l y i s t h e c a s e i n which

,Y

do n o t commute t h a t i s of i n t e r e s t .

The above f o r m u l a h a s been g e n e r a l i z e d t o l i n e a r e v o l u t i o n e q u a t i o n s , a s i n t h e R i l l e - Y o s i d a theorem by T r o t t e r [ l ]

, and t o c e r t a i n
These

n o n - l i n e a r semi-groups by B r e z i s - P a z y [ I ] and Marsden [ 5 ] .

r e s u l t s c a n be u s e d t o e s t a b l i s h t h e c l a i m s made a b o u t t h e N a v i e r S t o k e s

equation i f

84

.
@

I n d e e d one t a k e s

and

For

aM

the composition L2(M) on

HtoEt

d o e s n ' t even make

sense (except perhaps i n Et(v)

, but

t h a t i s n o t too u s e f u l ) because n o t be

even i f

v = 0

aM

,will

on

aM , b u t w i l l

o n l y be p a r a l l e l t o

aM

The p u r p o s e of t h e v o r t i c i t y c r e a t i o n

o p e r a t o r i s t o c o r r e c t f o r t h i s f a i l u r e of t h e boundary c o n d i t i o n s .

Some a d d i t i o n a l i n t u i t i o n on C h o r i n ' s Formula. Consider a g a i n t h e formula

F t ( v ) = l i m i t (H a @ o E lnv t/n t/n t/n n The term boundary.

E

t/nv

g i v e s t h e main o v e r a l l f e a t u r e s of t h e f l o w p a s t t h e Consider the e f f e c t :

L e t u s c a l l i t t h e downstream d r i f t .
d
-

t/n

d r i f t s u s downstream, t h e n H t/n
E

t/n

c r e a t e s v o r t i c i t y near

aM

,
aM

then then

h a s t h e e f f e c t of d i f f u s i n g t h i s v o r t i c i t y away from t e n d s t o sweep t h i s v o r t i c i t y downstream e t c . The n e t

t/n

e f f e c t i s a l o t of v o r t i c i t y swept downstream.

T h i s i s e x a c t l y what

happens i n examples such a s t h e von Karmen v o r t e x s t r e e t .

The proof of C h o r i n ' s f o r m u l a i s b a s e d on a g e n e r a l i z a t i o n of t h e L i e T r o t t e r p r o d u c t f o r m u l a due t o Chernoff [ I ] i n the linear case W discuss e

and B r e z i s - P a z y [ I ] and Marsden [ 5 ] i n t h e n o n - l i n e a r c a s e . t h i s formula n e x t .

C h e r n o f f ' s Formula. Suppose K(t) i s a f a m i l y of o p e r a t o r s ,

t - 0 >

(satisfying

s u i t a b l e hypotheses).

Let

K1(0)

Then t h e f l o w of

is

F t ( x ) = l i m i t [ ~ ( t / n ) ( x~ , ] ) n ~ m

T h i s i s C h e r n o f f ' s g e n e r a l i z a t i o n of t h e L i e - T r o t t e r f o r m u l a . o b t a i n the previous formula f o r

X+Y

W e

using

1<(t) = H O E t t '

F o r d e t a i l s on t h e h y p o t h e s e s , s e e t h e a f o r m e n t i o n e d r e f e r e n c e s
and Chernoff-Marsden

[ I ] and Nelson [ I ] .

I n a p p l i c a t i o n s t o hydrodynamics i t i s i m p o r t a n t t o u s e L a g r a n g i a n c o o r d i n a t e s , f o r a s we have s t r e s s e d i n t h e p r e v i o u s l e c t u r e , t h e E u l e r e q u a t i o n s t h e n become a

cm

vector f i e l d .

This i s a g r e a t

advantage i n d e a l i n g with t h e s e product formulas ( i n t h e l i n e a r c a s e i t c o r r e s p o n d s t o a d d i n g a bounded o p e r a t o r t o an unbounded one r e l a t i v e l y easy procedure).

--

For example one c a n g i v e an a l m o s t t r i v i a l p r o o f of t h e formula

Et = l i m i t ( p i )n t/n n +a where

gt

i s the evolution operator f o r

au t+

(u*V)u = 0

whose

s o l u t i o n i s known e x p l i c i t l y .

A s i m F l a r theorem proved u s i n g E u l e r

c o o r d i n a t e s and w i t h more e f f o r t was done by C h o r i n [ I ] .

To o b t a i n C h o r i n ' s f o r m u l a a s p r e v i o u s l y d e s c r i b e d , one chooses ~ ( t = H t o @ OE ) t t '

c a l c u l a t i o n of t h e G e n e r a t o r . P r o b a b l y t h e most c r u c i a l t h i n g i n C h o r i n ' s f o r m u l a i s t h e f o r m a l r e a s o n why nothing t o K'(0) K'(0) = A + Z

I n d e e d we c l a i m t h a t

-t

contributes

T h i s i s , of c o u r s e , c r u c i a l i f o u r r e s u l t i n g f l o w I n the following

i s t o be a s s o c i a t e d w i t h t h e N a v i e r - S t o k e s e q u a t i o n s . we a t t e m p t t o show why KT(0) =

with

K(t)

a s above.

In order to see t h i s , write

, ( H ~ @ - V)~ ~ ~ E =-([El t

@ E v t t t

H @ V] t t

The f i r s t and l a s t terms c o n v e r g e , r e s p e c t i v e l y t o ( o n e n e e d s t o know Htdt i s t-continuous f o r t h i s ) . if v

Z(v)

and

Av

Thus t h e v a l i d i t y

i s a s s u r e d by t h e f o l l o w i n g key lemma: v
=

i s s u i t a b l y smooth,

on

aM

then i n

,
1

l i m i t - [H @ v t t t t 4 0

H v] = 0 t

.
rV

indeed, i f then

K ( t , x , y)

i s a Green's function f o r

on

where

Bt =

{X

~ld(x, aM) ( d ( t ) )

Taking i n t o account t h e n a t u r e d(t)

i t i s easy t o see

of t h e s i n g u l a r i t y of that in

and t h e c h o i c e of

norm, t h e above i s m a j o r i z e d by

where

the

norm of

dK(t2
*

X,

y)dy

goes t o z e r o a s

Bt
t +0

on a c c o u n t of t h e r a p i d i t y w i t h which t h e volume of
t +0

Bt

goes

t o zero a s

This gives the formula.

The Hopf B i f u r c a t i o n . W now t u r n o u r a t t e n t i o n t o t h e q u a l i t a t i v e n a t u r e of e turbulence. Actually the l i t e r a t u r e i s very confusing

--

a few

r e p r e s e n t a t i v e works a r e l i s t e d i n t h e b i b l i o g r a p h y . t o d e s c r i b e a t h e o r y due t o R u e l l e - T a k e n s attractive features.

However we wish

( I ] which h a s s e v e r a l v e r y

B a s i c a l l y we want t o s t u d y t h e N a v i e r - S t o k e s e q u a t i o n s and let

R

Thus we a r e i n t e r e s t e d i n s t u d y i n g d y n a m i c a l s y s t e m s One of t h e most b a s i c r e s u l t s i n t h i s r e g a r d

d e p e n d i n g on a p a r a m e t e r .

i s a theorem of Hopf from 1942 (Hopf [ I ] ) .

I n o r d e r t o u n d e r s t a n d H o p f P s t h e o r e m , l e t u s r e v i e w some standard material i n ordinary d i f f e r e n t i a l equations. For a c o m p l e t e

d i s c u s s i o n of t h i s m a t e r i a l , s e e C o d d i n g t o n - L e v i n s o n [ I ] and AbrahamRobbin [ I ] . Let

X : R~ + Rn
n R

be a l i n e a r map.

Then r e g a r d i n g

as

a v e c t o r f i e l d on

i t s f l o w i s g i v e n by

F (a) = e t

tX

(a)

where

R~

and

etX =

(ttn/n!)

; i n t h i s expression Let

and

n=O multiplication i s as matrices. complex) e i g e n v a l u e s of X

XI,
X

.. . , X k

be t h e ( p o s s i b l y

Since ki

h a s o n l y r e a l e n t r i e s when Clearly

considered a s a matrix, the

appear i n conjugate p a i r s .
Ft

th
e

y e

tXk

a r e t h e e i g e n v a l u e s of

Now suppose t h a t f o r a l l i , we h a v e Re(ki) < 0 Then a s X.t increases J e i s d e c r e a s i n g and h e n c e t h e o r b i t of a p o i n t

R"

i.e., X

the curve

t b Ft(a)

i s approaching zero.

(This i s

clear if

i s d i a g o n a l i z a b l e ; f o r t h e g e n e r a l c a s e one u s e s t h e J o r d a n Since Ft 0 i s l i n e a r , f o r each

t

c a n o n i c a l form .)

we h a v e

Ft(0) = 0

I n t h i s s i t u a t i o n , we s a y

i s an a t t r a c t i n g o r s t a b l e f i x e d p o i n t .

Now i f a l l increasing with away from 0

t

Re(hi)

>

tX
i t i s c l e a r t h a t each

le

is

and s o t h e o r b i t of a p o i n t u n d e r t h e f l o w i s 0 is a repelling or unstable fixed point.

H e r e , we s a y

For t h e n o n l i n e a r c a s e , we l i n e a r i z e and a p p l y t h e above r e s u l t s a s follows. Let

X
m m

b e a v e c t o r f i e l d on some maniEold

M
Ft

.
,

Suppose t h e r e i s a p o i n t t h e f l o w of consider

such t h a t

X(mo) = 0

Then

leaves

f i x e d ; F (m ) = m t 0 0 "

I t makes s e n s e t o

DX(mO) : Tm M 4 T M . I f y l , . , yn i s a c o o r d i n a t e 0 mo s y s t e m f o r M a t m , t h e c o o r d i n a t e m a t r i x e x p r e s s i o n f o r DX(mO) 0 i j i s j u s t Dx(mO) = ( a x /ay >(mO) Now, DX(mO) c a n be t r e a t e d a s a

..

l i n e a r map on

R~

and t h e same a n a l y s i s a s above a p p l i e s .

Hence

0" '

i s a n a t t r a c t i n g o r r e p e l l i n g f i x e d p o i n t ( o r n e i t h e r ) f o r t h e f l o w of
X

d e p e n d i n g on t h e s i g n of t h e r e a l p a r t of t h e e i g e n v a l u e s of

(axi/ayj)(mo)

However i f

i s a t t r a c t i n g (when t h e r e a l p a r t s
i t i s o n l y n e a r b y p o i n t s which

of t h e e i g e n v a l u e s a r e
t + a .

<

0)

j m 0

as

To b e g i n o u r s t u d y of t h e Hopf t h e o r e m , l e t u s c o n s i d e r a p h y s i c a l example of t h e g e n e r a l phenomenon o f b i f u r c a t i o n . The i d e a

i n e a c h c a s e i s t h a t t h e s y s t e m depends on some r e a l p a r a m e t e r , and t h e s y s t e m u n d e r g o e s a sudden q u a l i t a t i v e c h a n g e a s t h e p a r a m e t e r c r o s s e s some c r i t i c a l p o i n t . (For r e s e a r c h i n a s l i g h t l y d i f f e r e n t

d i r e c t i o n and f o r more e x a m p l e s , c o n s u l t t h e p a p e r s i n Antman-Keller [ I ] and Z a r a n t o n e l l o [ I ] .)

Example

-.

(Couette Flow).

Suppose we h a v e a v i s c o u s f l u i d between Suppose f u r t h e r

two c o n c e n t r i c c y l i n d e r s ( s e e t h e f o l l o w i n g f i g u r e ) .

we f o r c i b l y r o t a t e t h e c y l i n d e r s i n o p p o s i t e d i r e c t i o n s a t some c o n s t a n t angular velocity

which i s o u r p a r a m e t e r .

For

near

, we

get

a steady h o r i z o n t a l laminar flow i n the f l u i d .

However a s

reaches

some c r i t i c a l p o i n t , t h e f l u i d b r e a k s up i n t o what a r e c a l l e d T a y l o r c e l l s and t h e f l u i d moves r a d i a l l y i n c e l l s from t h e i n n e r c y l i n d e r t o t h e o u t e r one and v i c e v e r s a . such t h a t f l o w i s c o n t i n u o u s . N o t e , t h a t t h e d i r e c t i o n s of f l o w a r e

( top view

Coue t t e Flow

Taylor C e l l s

I n t h e above example, we h a v e a s i t u a t i o n d e s c r i b e d by d i f f e r e n t i a l e q u a t i o n s and a t some c r i t i c a l p o i n t of t h e p a r a m e t e r , t h e g i v e n s o l u t i o n becomes u n s t a b l e and t h e s y s t e m s h i f t s t o a " s t a b l e " solution. T h i s s h a r p d i v i s i o n of s o l u t i o n s i s t h e s o r t of b i f u r c a t i o n

we s h a l l e n c o u n t e r i n H o p f ' s theorem.

For s i m p l i c i t y , l e t u s c o n s i d e r t h e c a s e where t h e u n d e r l y i n g space i s simply R2

Let

X P

be a v e c t o r f i e l d on p

R2

depending

smoothly on some r e a l p a r a m e t e r put

.
of

Actually i t i s convenient t o
w

I-L T h i s way we c a n g r a p h t h e f l o w
parameter p

in

by c o n s i d e r i n g t h e map
t

X : (x, y , p) X
i-1

(3(Xp ( x ,

y)

, 0)

The f l o w

of

and k e e p t r a c k of t h e

is

Gt(x, y , p ) = ( e ( x , y) p = const.

, p,)

S i m i l a r l y , we c o n s i d e r

X i-1

a c t i n g on t h e p l a n e

Now suppose

X ( 0 , 0) = ( 0 , 0) P

f o r each

w ; more g e n e r a l l y
X . W e CL f o r each
-

( x p , y ) of c r i t i c a l p o i n t s of P c a n a p p l y t h e a n a l y s i s we d e v e l o p e d f o r v e c t o r f i e l d s , i . e . , one c o u l d c o n s i d e r a c u r v e
p

we l o o k a t t h e e i g e n v a l u e s of

(They a r e complex c o n j u g a t e . )

DX ( 0 , 0 ) s a y X(p) and h ( p ) P Note t h a t t h e e i g e n v a l u e s depend on

.
p,

and by o u r e a r l i e r a n a l y s i s of f l o w s , we know t h e q u a l i t a t i v e b e h a v i o u r of t h e f l o w depends on t h e s i g n of equal i n case depends on flow near X(p) Re(h ( p ) ) and
Re(h ( p ) )

(which a r e X(p)

i t s e l f i s not r e a l ) .

So i f we know how

t h e n we c a n hope t o e x t r a c t some i n f o r m a t i o n a b o u t t h e ( 0 , 0) as p increases. 0

- p for

W make t h e s e h y p o t h e s e s : e 0 Re(A(0)) = 0 0
- Re(h(p)) and

Suppose

Re(h(b))

<
p

<

i s increasing a s

increases across

A l s o assume t h a t

X(p)

i s n o t r e a l and t h a t f o r X

y = 0

( 0 , 0)

i s an a t t r a c t i n g

fixed point for

( p e r h a p s w i t h a weaker o r s l o w e r a t t r a c t i o n t h a n when

Re(h(w))

<

0 )

Now f o r "stable

p.

<

we know from t h e above t h a t t h e f l o w i s ( 0 , 0) a r e c a r r i e d towards ( 0 , 0) by

,"

i . e . , points near

the flow, a s i s the case f o r

p.

( o n l y s l o w e r ) by a s s u m p t i o n .
p

The s u r p r i s i n g c a s e i s t h e b e h a v i o r f o r

>

he or em."

-9-

(E

. Hopf) .

I n the s i t u a t i o n described above, t h e r e i s a

stable periodic o r b i t for

X
C 1 -

when

< p. < e,

f o r some

>

( S t a b l e h e r e means p o i n t s n e a r t h e p e r i o d i c o r b i t w i l l remain n e a r and e v e n t u a l l y be c a r r i e d c l o s e r t o t h e o r b i t by t h e f l o w . )

So a s i n t h e example stable solutions a s ( 0 , 0) crosses

we g e t a q u a l i t a t i v e change i n t h e 0

from an a t t r a c t i n g f i x e d p o i n t
(0,

t o a p e r i o d i c s o l u t i o n away from

0)

_CLOSED ORBIT

~ 7 0

T h i s theorem does g e n e r a l i z e t o

R~

where

can g e t t o r i

f o r m i n g a s t h e s t a b l e s o l u t i o n s ( i n s t e a d of c l o s e d o r b i t s ) a s f u r t h e r b i f u r c a t i o n s take p l a c e ; s e e Ruelle-Takens [ I ] f o r d e t a i l s .

The proof of t h e theorem o c c u r s i n many p l a c e s b e s i d e s Hopf [ I ] . S e e , f o r i n s t a n c e Andronov and C h a i k i n [ l ] , o r B r u s l i n s k a y a

See R u e l l e [ 4 ] f o r a v e r s i o n s u i t a b l e f o r s y s t e m s w i t h symmetry,

such a s Couette flow.

[3]

o r Ruelle-Takens [ I ]

H o p f ' s theorem i s c l o s e l y r e l a t e d t o a l i n e a r model used i n p h y s i c s known a s t h e "Turing model

."

As D . R u e l l e , S . Smale, N .

K o p e l l and H . Hartman have r e m a r k e d , t h e s e s o r t of phenomena may be b a s i c f o r u n d e r s t a n d i n g a l a r g e v a r i e t y of q u a l i t a t i v e c h a n g e s which o c c u r i n n a t u r e , i n c l u d i n g b i o l o g i c a l and c h e m i c a l s y s t e m s . i n s t a n c e Turing [ I ] , Selkov [ I ] . See f o r

W have examined h e r e o n l y one of e T h e r e a r e many o t h e r s which

many t y p e s of p o s s i b l e b i f u r c a t i o n s .

o c c u r i n Thom' s t h e o r y of morphogenesis ( s e e a r t i c l e s i n C h i l l i n g w o r t h [ I ] and Abraham [ 4 ] f o r more d e t a i l s and b i b l i o g r a p h y ) . Abraham [ 5 ] a r e r e p r e s e n t a t i v e of t h e H a m i l t o n i a n c a s e . Meyer [ I ] and

For a p p l i c a t i o n s t o f l u i d mechanics one w i s h e s t h e v e c t o r field number.

X IJ.

t o be t h e N a v i e r - S t o k e s e q u a t i o n s and

t o be t h e Reynolds

One i s hampered by t h e f a c t t h a t

X
IJ.

i n t h i s case i s not a However t h i s For

cr

v e c t o r f i e l d (even i n Lagrangian c o o r d i n a t e s ) .

d i f f i c u l t y c a n be overcome and i n d e e d t h e Hopf theorem i s v a l i d . d e t a i l s s e e Marsden [ 3 ]

, Joseph-Sattinger

[I]

, Iooss

[ I , 21 , ~ u d o v i c h

[ 3 , 41, Bruslinskaya [ I ] e t c .

Moreover, a n i m p o r t a n t f e a t u r e i s t h a t one c a n show t h a t when a b i f u r c a t i o n does o c c u r one r e t a i n s g l o b a l e x i s t e n c e of smooth solutions near the closed o r b i t . T h i s i s i n f a c t good e v i d e n c e i n t h e

d i r e c t i o n o f v e r i f y i n g t h a t t h e N a v i e r - S t o k e s e q u a t i o n s do down when t u r b u l e n c e d e v e l o p s .

not

break

S t a b i l i t y and T u r b u l e n c e . S h o r t l y we s h a l l e x p l a i n more f u l l y t h e R u c l l e - T a k e n s t h e o r y of t u r b u l e n c e . F o r now we j u s t wisll t o s t r e s s t h e p o i n t t h a t t u r b u l e n c e

a p p e a r s t o be some cornpliccitcd 5 1 0 % which s e t s i.11 a f t e r s u c c e s s i v e ~ b i f u r c a t i o n s have occurred. I n t h i s process, stable solutions Hence t u r b u l e n c e

become u n s t a b l e , a s t h e Reynolds number i s i n c r c a s e d .

i s supposed t o be a n e c e s s a r y consequence of t h e e q u a t i o n s a n t i n f a c t
of t h e "generic c a s e " and j u s t r e p r e s e n t s a complicated s o l u t i o n .

For of

example i n C o u e t t e f l o w a s one i n c r e a s e s t h e a n g u l a r v e l o c i k y

hLl

t h e i n n e r c y l i n d e r one f i n d s a s h i f t from l a m i n a r f l o w t o T a y l o r c e l l s o r r e l a t e d p a t t e r n s a t some b i f u r c a t i o n v a l u e of turbulcnc sets in.

111

CZl

Eventualiy

t h i s scheme, a s h a s been r e a i i z e d f o r a l o n g

t i m e , one f i r s t l o o k s f o r a s t a b i l i t y t!~eorrm a n i f o r when s t a b i l i t y fai1.s (Hupf [ I - ] , C l ~ a n d r e s e k a r [ I ] , L i n [ I ] e t c . ) . For example, i f one

s t a y e d c l o s e d enough t o l a x i n a s f l o w , one woulc. e x p e c t t h e flow t o remain z p p r o x i n a t e l y l a m i n a r . S c r r i n [ Z ] h a s a theorem o f t h i s s o r t

which w e ? r e s e n t a s a n i l . l u s t r a t i o n :

S t a b i l i t y Theorem. flow t

Let - D

R3

he

bouncied domaix and ilsppose t h e

v V i s p r t a s c r i b e d on

AD

( t h i s c o r r e s p o n d s t o h a v i n g a moving Let

b o u n d a r y , a s i n CocctLe f l o w ) .

= m n a ~ ! , v ~ ( a, 'd = d i a m e t e r of ) ~
1

'J

XED t>O -

and
=

.J

equal the v i s c o s i t y .

Then i f the Reynolds number stable.

(Vd/v)

5 5.71 ,
. .

v t

i s u i ~ i v c r s z l l y L2

~ n i v e r s a l l y L2

s t a h l e means t h a t il'

-v v

i s 3 ofher

s o l u t i o n t o t h e e q u a t i o n s and w i t h t h e same boundary c o n d i t i o n s , t h e n the L2 norm ( o r e n e r g y ) of

iV v V - t t

goes t o z e r o a s

The p r o o f i s r e a l l y v e r y s i m p l e and we recommend r e a d i n g S e r r i n [ 2 ] f o r t h e argument.

C h a n d r e s e k a r [ I ] , S e r r i n [ 2 ] , and V e l t e [ I ] h a v e a n a l y z e d c r i t e r i a of t h i s s o r t i n some d e t a i l f o r C o u e t t e f l o w .

As a s p e c i a l c a s e , we r e c o v e r s o m e t h i n g t h a t we e x p e c t . Namely i f as
t +m

vV = 0 t 2 in L

on

aM

i s any s o l u t i o n f o r

>

then

v
t

norm, s i n c e t h e z e r o s o l u t i o n i s u n i v e r s a l l y s t a b l e .

C o u e t t e f l o w i s n o t t h e o n l y s i t u a t i o n where t h i s T a y l o r c e l l t y p e of phenomenon o c c u r s and where t h e above a n a l y s i s i s p o s s i b l e . For e x a m p l e , i n t h e ~ 6 n a r dProblem one h a s a v e s s e l o f w a t e r h e a t e d from b e l o w .

A t a c r i t i c a l v a l u e of t h e t e m p e r a t u r e g r a d i e n t , one

o b s e r v e s c o n v e c t i o n c u r r e n t s , which behave l i k e T a y l o r c e l l s ; c f . Rabinowitz [ I ]

T h i s t r a n s i t i o n from l a m i n a r t o p e r i o d i c m o t i o n ( t h e Hop b i f u r c a t i o n ) o c c u r s i n many o t h e r p h y s i c a l s i t u a t i o n s such a s f l o w behind a n o b s t a b l e .

A D e f i n i t i o n of T u r b u l e n c e . A t r a d i t i o n a l d e f i n i t i o n ( a s i n Hopf [ 2 ] , L a n d a u - L i f s c h i t z
[ I ] ) s a y s t h a t t u r b u l e n c e d e v e l o p s when t h e v e c t o r f i e l d described a s vt(wl, v f
t

c a n be is a

. . . , wn)

f(twl,

. ..,

twn)

where

quasi-periodic function, i . e . ,

i s p e r i o d i c i n each c o o r d i n a t e , For example, i f t h e o r b i t s

but the periods are not rationally related. of t h e vt

on t h e t o r i g i v e n by t h e Hopf theorem c a n be d e s c r i b e d by v
t

s p i r a l s with i r r a t i o n a l l y r e l a t e d a n g l e s , then

would such a f l o w .

C o n s i d e r i n g t h e above example a b i t f u r t h e r , i t s h o u l d be c l e a r t h e r e a r e many o r b i t s t h a t t h e v

t

c o u l d f o l l o w which a r e

q u a l i t a t i v e l y l i k e t h e q u a s i - p e r i o d i c o n e s b u t which f a i l t h e m s e l v e s t o be q u a s i - p e r i o d i c . I n f a c t a s m a l l n e i g h b o r h o o d of a q u a s i - p e r i o d i c One m i g h t

f u n c t i o n may f a i l t o c o n t a i n many o t h e r such f u n c t i o n s .

d e s i r e t h e f u n c t i o n s d e s c r i b i n g t u r b u l e n c e t o c o n t a i n most f u n c t i o n s and n o t o n l y a s p a r s e s u b s e t . t o p o l o g i c a l space

S

More p r e c i s e l y , s a y a s u b s e t

of a

i s generic i f i t i s a Baire s e t ( i . e . ,

the

c o u n t a b l e i n t e r s e c t i o n o f open d e n s e s u b s e t s ) .

I t seems r e a s o n a b l e

t o e x p e c t t h a t t h e f u n c t i o n s d e s c r i b i n g t u r b u l e n c e s h o u l d be g e n e r i c , s i n c e t u r b u l e n c e i s a common phenomena and t h e e q u a t i o n s of f l o w a r e never e x a c t . Thus we would want a t h e o r y of t u r b u l e n c e t h a t would n o t

be d e s t r o y e d by a d d i n g on s m a l l p e r t u r b a t i o n s t o t h e e q u a t i o n s of m o t i o n

The above s o r t of r e a s o n i n g l e a d R u e l l e - T a k e n s [ I ] t o p o i n t out that since quasi-periodic functions are not generic, i t is unlikely
-J.

they " r e a l l y " d e s c r i b e turbulence.'' of " s t r a n g e a t t r a c t o r s . "

I n i t s p l a c e , they propose t h e use

( S e e Smale [ 2 ] and W i l l i a m s

[I].)

These

e x h i b i t much of t h e q u a l i t a t i v e b e h a v i o r one would e x p e c t from ' s t u r b u l e n t " s o l u t i o n s t o t h e N a v i e r - S t o k e s e q u a t i o n s and t h e y a r e s t a b l e u n d e r perturbations.

See a l s o J o s e p h - S a t t i n g e r [ I ] .

H e r e i s a n example of a s t r a n g e a t t r a c t o r . open and an s E R

Let x

U c R~

be

.
'

some f l o w ; suppose f u r t h e r f o r U ~ + ~ ( = ot(x) X ) Let

U

E U ,

there i s

such t h a t

i .e
=

.,
Yx

belongs t o a p e r i o d i c
V

o r b i t of t h e f l o w .

(d/dt)at(x)

ItZ0

and l e t

be t h e

a f f i n e hypersurface i n S of x in
V

orthogonal t o

Yx

For a s m a l l neighborhood map,

t h e r e i s a map For
5

P : S - V ,

c a l l e d t h e poincar;

defined a s follows:

i t i s e a s y t o show t h e r e i s a s m a l l e s t

Pw E R

(w) E V C a l l P(w) = o (w) Pw Pw one c a n do t h i s f o r e a c h p o i n t of t h e p e r i o d i c o r b i t . such t h a t

Now of c o u r s e

By d o i n g t h i s

one g e t s a map on a s m a l l " t u b u l a r " n e i g h b o r h o o d of t h e p e r i o d i c o r b i t in

U

( H e r e one must c h e c k t h a t t h e r e i s a n e i g h b o r h o o d x

os the

o r b i t such t h a t i f

then

belongs t o a unique hypersurface P be

orthogonal t o the o r b i t . )

A l s o one c a n d r o p t h e c o n d i t i o n t h a t

d e f i n e d a b o u t a c l o s e d o r b i t by r e q u i r i n g t h a t t h e v e c t o r f i e l d be a l m o s t p a r a l l e l and everywhere t r a n s v e r s a l t o a h y p e r s u r f a c e t h i s c a s e one c a n d e f i n e a p o i n c a r ; by l e t t i n g through x P(x) with map P

V

In
U

over t h e e n t i r e space

be t h e f i r s t i n t e r s e c t i o n o f t h e i n t e g r a l c u r v e
V

.
V
0

I n particular consider
s p a c e and suppose we h a v e a f l o w map wraps t h e t o r u s around t w i c e . (ie., (X

t o be a s o l i d t o r u s i n t h r e e
t

on

such t h a t i t s ~ o i n c a r ;

Then t h e a t t r a c t i n g s e t of t h e f l o w

l i m ot(y) f o r some t+ s e t c r o s s a 2 - m a n i f o l d ( s e e Smale [ Z ] ) .

=

UIX

y E U)

i s l o c a l l y a Cantor

This i s c e r t a i n l y a strange

attractor!

Ruelle-Takens

[ 1 ] h a v e shown i f we d e f i n e a s t r a n g e a t t r a c t o r

t o be one which i s n e i t h e r a c l o s e d o r b i t o r a p o i n t , t h e n t h e r e a r e

s t a b l e s t r a n g e a t t r a c t o r s on

T4

i n t h e s e n s e t h a t a whole neighborhood

of v e c t o r f i e l d s h a s a s t r a n g e a t t r a c t o r a s w e l l .

I f t h e a t t r a c t i n g s e t of t h e f l o w , i n t h e s p a c e of v e c t o r f i e l d s , which i s g e n e r a t e d by Navier-S t o k e s e q u a t i o n s i s s t r a n g e

then

a s o l u t i o n a t t r a c t e d t o t h i s s e t w i l l c l e a r l y behave i n a c o m p l i c a t e d , t u r b u l e n t manner and s i n c e s t r a n g e a t t r a c t o r s a r e " g e n e r i c " , of b e h a v i o r s h o u l d n o t be uncommon. this sort

Thus we h a v e t h e f o l l o w i n g

r e a s o n a b l e d e f i n i t i o n of t u r b u l e n c e a s p r o p o s e d by R u e l l e - T a k e n s :

"...
tends t o a s e t c l o s e d o r b i t ."

t h e motion of a f l u i d s y s t e m i s t u r b u l e n t when t h i s X
1-1

m o t i o n i s d e s c r i b e d by a n i n t e g r a l c u r v e of a v e c t o r f i e l d

which

, and

i s n e i t h e r empty n o r a f i x e d p o i n t n o r a

T h i s t u r b u l e n t m o t i o n i s supposed t o o c c u r on one of t h e t o r i T~ t h a t o c c u r s i n t h e Hopf b i f u r c a t i o n . This takes place a f t e r a However a s

f-i n i t e

number of s u c c e s s i v e b i f u r c a t i o n s h a v e o c c u r r e d .

S . Smale and C. Simon p o i n t e d o u t t o u s , t h e r e may b e a n i n f i n i t e number of o t h e r q u a l i t a t i v e c h a n g e s which o c c u r d u r i n g t h i s o n s e t of t u r b u l e n c e ( s u c h a s s t a b l e and u n s t a b l e m a n i f o l d s i n t e r s e c t i n g i n v a r i o u s ways etc)

.
S i n c e t h i s s o r t of phenomena i s supposed t o be " g e n e r i c , " one

would e x p e c t i t t o o c c u r i n o t h e r s i m i l a r phenomena such a s t h e Benard problem. (As t h e t e m p e r a t u r e g r a d i e n t becomes v e r y l a r g e , t h e f l o w

becomes " t u r b u l e n t .")

R e c e n t l y R u e l l e [ I ] ( a n d u n p u b l i s h e d work) h a s shown how t h e u s u a l s t a t i s t i c a l mechanics of e r g o d i c s y s t e m s c a n be u s e d t o s t u d y t h e c a s e of s t r a n g e a t t r a c t o r s , f o l l o w i n g work of Bowen [ I ] and S i n a i [I].

I t r e m a i n s t o c o n n e c t t h i s up w i t h o b s e r v e d s t a t i s t i c a l p r o p e r t i e s

of f l u i d s , l i k e t h e time a v e r a g e of t h e p r e s s u r e i n t u r b u l e n t f l o w .

For t h e a n a l y t i c a l n a t u r e of t u r b u l e n t s o l u t i o n s , t h e work of B a s s [ I , 21 seems t o be i m p o r t a n t .

I n summary t h e n , t h i s view of t u r b u l e n c e may be p h r a s e d a s follows. Our s o l u t i o n s f o r s m a l l p

p

( = Reynolds number i n many f l u i d

p r o b l e m s ) a r e s t a b l e and a s

i n c r e a s e s , t h e s e s o l u t i o n s become p and t h e s o l u t i o n f a l l s t o a

u n s t a b l e a t c e r t a i n c r i t i c a l v a l u e s of

more c o m p l i c a t e d s t a b l e s o l u t i o n ; e v e n t u a l l y , a f t e r a c e r t a i n f i n i t e number of such b i f u r c a t i o n s , t h e s o l u t i o n f a l l s t o a s t r a n g e a t t r a c t o r ( i n t h e s p a c e of a l l t i m e d e p e n d e n t s o l u t i o n s t o t h e p r o b l e m ) . Such

a s o l u t i o n , which i s w a n d e r i n g c l o s e t o a s t r a n g e a t t r a c t o r , i s c a l l e d turbulent.

6.

Symmetry Groups i n Mechanics. I n t h i s l e c t u r e we s h a l l d i s c u s s t h e c o n s e r v a t i o n laws

r e s u l t i n g when one h a s a H a m i l t o n i a n s y s t e m w i t h symmetry.

Intuitively

one s h o u l d t h i n k of l i n e a r and a n g u l a r momentum which a r i s e from t r a n s l a t i o n a l and r o t a t i o n a l i n v a r i a n c e r e s p e c t i v e l y . However one c a n

h a v e more s o p h i s t i c a t e d c o n s e r v a t i o n laws t o o such a s t h o s e d e a l i n g w i t h s p i n , w i t h t h e r i g i d body e t c . F o l l o w i n g t h e s e t o p i c s , we s h a l l

e x p l a i n how one c a n s h r i n k down t h e p h a s e s p a c e i n o r d e r t o e l i m i n a t e t h e v a r i a b l e s which were o b t a i n e d from t h e c o n s e r v a t i o n l a w s . Some

of t h e s e a r e s u b t l e y e t v e r y f u n d a m e n t a l , v i z J a c o b i ' s " e l i m i n a t i o n of t h e node" i n c e l e s t i a l m e c h a n i c s . F i n a l l y we s h a l l d i s c u s s a

c o m p l e t e n e s s theorem i n geometry and how v a r i o u s c o n s e r v a t i o n laws c a n

be u s e d t o p r o v e i t ,

O t h e r c o m p l e t e n e s s theoroms a r e p r o v e d i n l e c t u r e 8.

T h i s l e c t u r e i s b a s e d on S o u r i a u

[l] a n d M a r s d e n - W e i n s t e i n

[l].

B e f o r e b e g i n n i n g t h e a c t u a l m e c h a n i c s , we s h a l l need a l i t t l e n o t a t i o n and a few f a c t s c o n c e r n i n g L i e g r o u p s .

P r e l i m i n a r i e s on L i e Groups and Group A c t i o n s . Let

G

be a L i e group; i . e . a
C~

cm

m a n i f o l d which i s a l s o denote t h e L i e TeG

a group and t h e group o p e r a t i o n s a r e a l g e b r a of

G ; we c a n t h i n k of

Let

e i t h e r a s t h e v e c t o r space
G

o r a s t h e s p a c e of a l l l e f t i n v a r i a n t v e c t o r f i e l d s on gives us a bracket

The l a t t e r

[ 5 , 71
' .

on
Y

making i t i n t o a L i e a l g e b r a ; i . e .
=

[[F,71,(1

[ c , 51, n1
SO(3)

[T, cl 51

0 holds.
3x3 o r t h o g o n a l m a t r i c e s of

Example 1.

t h e group of a l l

determinant of t h e
3x3

fl

is a

dimensional L i e group.

fi = TeS0(3)

consists

skew a d j o i n t m a t r i c e s w i t h b r a c k e t e q u a l l i n g t h e T h i s s p a c e of m a t r i c e s i s , i n t u r n i d e n t i f i a b l e w i t h

commutator.

Making t h e i d e n t i f i c a t i o n , t h e b r a c k e t i s j u s t t h e c r o s s p r o d u c t .

2.
i n lecture 4.

See t h e example

a9

t h e d i f f eomorphism g r o u p , d i s c u s s e d

By a n a c t i o n ( o r " n o n - l i n e a r r e p r e s e n t a t i o n " ) manifold

of

on a

, we

mean a c o l l e c t i o n of mappings

M +M

such t h a t

(i)

mgh
@

@go@h

and

(ii)

= identity

e = identity in

W also require e

( g , x) u Qg(x)

t o be

cm

Notice t h a t i f flow.

G = R

, an

a c t i o n i s n o t h i n g more t h a n a

As e v e r y f l o w d e t e r m i n e s a g e n e r a t i n g v e c t o r f i e l d , we a r e l e d W do t h i s i n e

t o d e f i n e t h e i n f i n i t e s i m a l g e n e r a t o r s of a n a c t i o n . the following discussion.

Let

.
5

Let

exp

d e n o t e t h e e x p o n e n t i a l of

5 .

(This i s defined a s follows; l e t f i e l d which e q u a l s starting a t power s e r i e s . ) of

G ; i .e .

denote t h e l e f t i n v a r i a n t vector exp t < i s t h e i n t e g r a l c u r v e of e x p c = eA defined, e.g. a s a

at

e ; then

For m a t r i x g r o u p s exp t5
*

Now one v e r i f i e s e x p ( t + s ) t = exp

i s a one p a r a m e t e r subgroup

t5

exp s (

Thus

@exp t j

is a

f l o w on of action.

Let

denote i t s generator.
M

W c a l l t h e map e

5 ct ZM

t o v e c t o r f i e l d s on One h a s M

t h e i n f i n i t e s i m a l g e n e r a t o r of t h e

[5 , lM] -[5, =
a c t on

TIM .
x E M

Let

and l e t

The i s o t r o p y group of

i s , by d e f i n i t i o n :

I t i s a subgroup of

.
M i f each

G
G
of G x M +M

i s s a i d t o a c t f r e e l y on

x E M

has

Gx = { e l

i s s a i d t o a c t p r o p e r l y on

i f t h e map

( g , x)

( x , mg(x))

x M

i s proper; i . e .

i n v e r s e images o f compact s e t s

a r e compact.

If o r b i t of maps

[ @( x ) l g E G) = G*x g These a r e always immersed s u b m a n i f o l d s of M .

a c t s on M and

x E M

i s the (One

G / G ~ G'x t o o b t a i n t h e r e q u i r e d immersion.) 4

Moreover,
M/G

is

t h e d i s j o i n t u n i o n of t h e o r b i t s . of a l l o r b i t s .

Thus one c a n c o n s i d e r

the space

If m a n i f o l d and

a c t s f r e e l y and p r o p e r l y on
4

M
Let

then

M/G

is a

rr : M

M/G

i s a submersion.

n ( x ) = [x]

Now

and

(These f a c t s a r e p r o v e n , f o r example i n B o u r b a k i [ I ] .)

When we form

q u o t i e n t m a n i f o l d s i n t h e s e q u e l we i m p l i c i t l y assume t h e s e h y p o t h e s e s .

I M
space.

c o n s i s t s o n l y of one o r b i t , we s a y t h a t we h a v e a homogeneous Thus

' G/G .

( I n general M/G

M/G

i s n o t a manifold; consider

s1

a c t i n g on t h e p l a n e ;

i s then a half ray.)

Let respectively. t w i n i n g map) i f

a c t on

M
: M

and on

by a c t i o n s

and

' f

A map

Jr

+N

i s c a l l e d e q u i v a r i a n t ( o r an i n t e r -

C o n s i d e r now j u s t a g i v e n L i e group a c t i o n of action:

G

Then t h e r e i s a n

on

by l i n e a r t r a n s f o r m a t i o n s c a l l e d t h e a d j o i n t

Here

and

L g

a r e t h e r i g h t and l e f t t r a n s l a t i o n maps.

The

i n f i n i t e s i m a l g e n e r a t o r of t h i s a c t i o n i s

< p cC

, 5 (6) S
C;';

15,

C] =

adc(C)

W a l s o g e t a n a c t i o n on t h e d u a l s p a c e e c o a d j o i n t a c t i o n by u s i n g (Ad g

called the

The Moment F u n c t i o n of S o u r i a u and N o e t h e r s Theorem. W now c o n s i d e r a g e n e r a l s e t t i n g f o r f i n d i n g c o n s e r v a t i o n e laws. The b a s i c r e s u l t s a r e due t o S o u r i a u [ I ] b u t were found a l s o

i n Marsden [ I ] and Smale [ 4 ] .

Definition. manifold.

Let Let
G

be a L i e group and a c t on P

a (weak) s y m p l e c t i c (It

by s y m p l e c t i c d i f f e o m o r p h i s m s . <P satisfies
CO

f o l l o w s t h a t each i n f i n i t e s i m a l g e n e r a t o r

d i o = 0 .)

By a moment f o r t h e a c t i o n we mean a such t h a t i f f u n c t i o n on

map

$ : p

-t

Q :

d e n o t e s t h e d u a l map from
A

t o t h e s p a c e of smooth

P , i.e.

$ ( 5 )(p)

~ ( p 5) , we h a v e ~

(Tpinv,

<> =

w p ( F p ( p ) , V)

for

5 t

,v t
A

T P
P

I n other

words, each i n f i n i t e s i m a l g e n e r a t o r function.

Sp

has

$5)

a s a Harniltonian

A moment, i f i t e x i s t s , i s d e f i n e d up t o a n a r b i t r a r y

additive constant i n

q*
4

.
be i n v a r i a n t u n d e r
@

Theorem. Then $

Let

H : P

, -. , i.e

H o e

i s a c o n s t a n t of t h e m o t i o n f o r

; i.e. if

Ft

i s the

f l o w of

XH
From

$"Ft = $

it follows t h a t

Proof.

Ho@

Hod

exp t %
A

and hence

I, H

B u t t h i s means

{ $ ( ? ) , H) = 0

so

d:(s)

i s a c o n s t a n t of

<P themotion.

I ?
fi
P we u s e :

I n o r d e r t o a c t u a l l y compute

Theorem.

Let

G 0

a c t s y m p l e c t i c a l l y on invariant.
~ a

Assume 8)(p) ?P

w = -d8

and t h e

action leaves

Then

~ ( p )5 = ( i .
o

equivariant; i . e .

@=

(Ad -1)7q:o~

proof. _-

Since

@g

leaves

i n v a r i a n t , we h a v e

L
P

= 0

Hence

Hence we c a n choose

~ ( c )=

a s required.

W leave equivariance e

5P of t h i s f o r m u l a a s a n e x e r c i s e .

L e t u s s p e c i a l i z e f u r t h e r t o g i v e a n even more u s e f u l formula:

Theorem.

Let

a c t on

Then t h e a c t i o n l i f t s t o one on

TM 9 :

p r e s e r v i n g t h e c a n o n i c a l one form ( t h i s was e s s e n t i a l l y proved i n l e c t u r e 2)

W have e

T h i s f o l l o w s i n a s t r a i g h t f o r w a r d way from t h e p r e v i o u s theorem. The q u a n t i t i e s a r e sometimes w r i t t e n P(X)(mx) = c,*X(x)

,X

a v e c t o r f i e l d on

and c a l l e d t h e momentum f u n c t i o n s .

Equivariance

c a n be p h r a s e d i n f i n i t e s i m a l l y i n t e r m s of t h e commutation r e l a t i o n s :

I n examples of l i n e a r o r a n g u l a r momentum t h e c o n s e r v e d quantity

$

reduces t o the usual expressions.

W can a l s o s p e c i a l i z e t o e than t o TM 9 :

TM

with a given metric r a t h e r

with the canonical symplectic s t r u c t u r e .

Theorem.

Let

a c t on Let

by isometrics, where
V : M
4

i s a given

Riemannian manif o l d . H(v) = %<v, v>

be i n v a r i a n t and l e t

+ V(x)

v E TxM

Then i f

xM

i s an i n f i n i t e s i m a l

g e n e r a t o r of t h e a c t i o n . t h e f u n c t i o n

i s a c o n s t a n t of t h e m o t i o n f o r

x~

I t i s a l s o u s e f u l t o p r e s e n t a v e r s i o n f o r general Lagrangian

systems.

The c l a s s i c a l N o e t h e r theorem i s a s p e c i a l c a s e .

Although (See

t h i s f o l l o w s from t h e a b o v e , we g i v e a s e p a r a t e p r o o f h e r e .

l e c t u r e 2 f o r a g e n e r a l d i s c u s s i o n of L a g r a n g i a n s y s t e m s , and an e x p l a n a t i o n of t h e n o t a t i o n

FL .)

I n t h i s r e s u l t , o b s e r v e t h a t we do a l l o w f o r t h e p o s s i b i l i t y that
Z

might be d e g e n e r a t e .

The o n l y s p e c i a l a s s u m p t i o n needed on

i s t h a t i t e x i s t and be second o r d e r .

Proposition. suppose

Let - Z

be a L a g r a n g i a n v e c t o r f i e l d f o r

L : TM

-4

R &

i s a second o r d e r e q u a t i o n .

Let -

be a one p a r a m e t e r group of d i f f e o m o r p h i s m s of

g e n e r a t e d by t h e v e c t o r f i e l d number
t
=

Y : M

TM

Suppose t h a t f o r e a c h r e a l

, L0Tmt
FL(v)*Y

= L

Then t h e f u n c t i o n

P(Y) : TM

R ,
Z

P(Y) ( v )
Proof.

i s c o n s t a n t a l o n g i n t e g r a l c u r v e s of

Let

v(t)

be an i n t e g r a l c u r v e f o r

Then we s h a l l show

-149-

that

(d/dt) [P(Y)(v(t))) = 0

Indeed, i n a coordinate c h a r t , i f

(u(t), v(t))

i s the integral curve,

Now t h e c o n d i t i o n t h a t

be t h e L a g r a n g i a n v e c t o r f i e l d of

means (see LoTmt

e x a c t l y t h a t t h e f i r s t two t e r m s e q u a l the r e s u l t s given i n l e c t u r e 2 . ) . with r e s p e c t t o

t

DIL(u(t), v(t))*Y(u(t))

However i f we d i f f e r e n t i a t e ( u , v)

we o b t a i n f o r any p o i n t

Comparing t h i s w i t h t h e above g i v e s the a s s e r t i o n .

( d / d t ) (FL(v)*Y}= 0

and p r o v e s

The Reduced Phase S p a c e . As mentioned i n t h e i n t r o d u c t i o n , when one h a s a group of s y m m e t r i e s , i t i s a c l a s s i c a l p r o c e d u r e t o e l i m i n a t e a number of v a r i a b l e s i n o r d e r t o g e t r i d of the symmetries. W p r e s e n t now, e

f o l l o w i n g Marsden-Weinstein [ l ] a u n i f i e d , a s w e l l a s s i m p l i f i e d , scheme f o r c a r r y i n g o u t such a program.

For s i m p l i c i t y we s h a L l a l w a y s assume t h e moment

Jr

is

equivalent with respect t o the

Ad
0

action.

(This i s not r e a l l y

n e c e s s a r y , f o r S o u r i a u h a s shown t h a t one c a n s u i t a b l y modify t h e action. )

Let on
1,

p
so

be a r e g u l a r v a l u e of

$ ; ie .

i s a submersion

- 1(1-1) ,
Let

fi

- 1(

i s a submanifold.

.
space

IJ,

be t h e i s o t r o p y group of 1:-'(p)

f o r the
G P

a c t i o n on

By e q u i v a r i e n c e ,
111

i s i n v a r i a n t under

so the o r b i t

- 1( P ) / G ~
and

i s defined.

Note a l s o t h a t by e q u i v a r i a n c e i f then

-1 p I (p)

@ (p) E l - ' ( ~ ) g

g G G

I-1

W let e

and c a l l

the reduced phase space.

The main r e s u l t i s a s f o l l o w s .

Theorem. manifold
---

Let P

be a L i e group a c t i n g s y m p l e c t i c a l l y on t h e s y m p l e c t i c
k t

,m .

be a moment f o r t h e a c t i o n .
dl

Let

p E

be a

- e g u l a r v a l u e of
I

Suppose
i : $ P m
U

on t h e m a n i f o l d

- 1(

.
P

Then i f

- 1(p,)

I-1

a c t s f r e e l y and p r o p e r l y
4

i s inclusion,

t h e r e i s a unique symplectic s t r u c t u r e P P such t h a t

on t h e r e d u c e d p h a s e s p a c e

nj'cce,
i-LP

= i * ~where

- p,

i s t h e p r o j e c t i o n of

- 1(

onto

To p r o v e t h i s we s h a l l make u s e of t h e f o l l o w i n g :

Lemma.

For

p $ J - ' ( ~ ) we have

(i)

T (G ' p ) P P Tp(b

T (G'p) P

0 T

(!If

-1

(P)) T ~ ( G *. ) ~

and -(ii) Proof. Sp(p) gives p (i)

-1

(p))

i s t h e w - o r t h o g o n a l complement of

Let

5 E S ,

so

< p ( p ) C Tp(G*p)

.
5

W must show e
G P
=

T~($-'(~))iff

5 E

5 P
so

t h e L i e a l g e b r a of

Equivariance

Tpl)-Fp(p) = SG;,<(p)

5 E SF i f f

iff

k e r Tpdi

.
5 E
,v
v

(ii) since all

$

For

T P P

we have iff

w ( S p ( p ) , v) = a p $ * v , ~ ( ! ~ ( p ) ,v )
=

5>

i s a moment.

Thus

ker T i P

for

5 E C;

.
F cE is a i s the

I n t h e f o l l o w i n g proof we u s e t h e f a c t t h a t i f s u b s p a c e of a s y m p l e c t i c s p a c e m - o r t h o g o n a l complement. counting. forms i f E E

then

(F )

1 I

= F

where

I n f i n i t e d i m e n s i o n s t h i s f o l l o w s by d i m e n s i o n

I t i s a l s o t r u e i n i n f i n i t e d i m e n s i o n s f o r weak s y m p l e c t i c

is reflexive.

F e now p r o v e o u r t h e o r e m . 7

[v] E T P denote the np(p) P -1 c o r r e s p o n d i n g e q u i v a l e n c e c l a s s i n T III ( p ) / ~ p ( G P a p ) , s o [ v ] P

Proof. For v T ($ P let The a s s e r t i o n n;'cw = i*w i-LP P becomes

- 1(p,))

Tn * v P

w,([vl,

[wl)

= m(v, w)

, for
u

all

v, w

t T $ - 1( p ) P

Thus lemma.

w P

i s unique. Also
w P

i s w e l l - d e f i n e d b e c a u s e of t h e P i s smooth b e c a u s e q u a n t i t i e s on a q u o t i e n t M/G a r e

Moreover,

smooth when t h e y h a v e smooth p u l l - b a c k s t o

Thus

w P

i s a well-

d e f i n e d smooth two-form on

P P

.
o
P implies i s non-

To show degenerate; v E T (G * p ) P iJ. closed. +(dm

i s s y m p l e c t i c we f i r s t show for a l l [v] = 0 and

w E T I!J P

w ( [ v ] , [w]) = 0

-1

( )

by t h e lemma, o r
TT:':~

It r e m a i n s t o show

w
P

is

But from

P' I-

i;':m li.

dw = 0

we c o n c l u d e t h a t

) = 0
jL

so

dw = 0 IJ.

since

Tn
i-1

is surjective.

Remarks.

Even i f

-dB

and t h e a c t i o n l e a v e s

invariant,

need n o t b e e x a c t .

For

P d o e s n o t p r o j e c t t o a one-form on

?1

because

B ( 5 p ) ( ~ ) = ~ ( P ) Kf 0

As a c o n s e q u e n c e , o b s e r v e t h a t ( i n t h e f i n i t e d i m e n s i o n a l case)

P P

i s even-dimensional.

If

i s a submersion, then

dim P = dim P P

dim G

dim G

.
$

If
l o c a l l y f r e e near

i s a r e g u l a r v a l u e of

t h e a c t i o n i s always

I!J

-1

( )

Examples. Namely, i f on T'M ; :

1.
G

L e t us begin by r e c a l l i n g t h e c o t a n g e n t bundle c a s e . a c t s on a m a n i f o l d
M

, we

obtain a symplectic a c t i o n

which p r e s e r v e s t h e c a n o n i c a l one-form
: T;:M '
4

on

T9:M

moment f o r t h i s a c t i o n i s g i v e n by

Q:; :

By a n e a r l i e r g e n e r a l t h e o r e m , t h i s moment i s

Ad+:-equivarient

W conclude t h a t i f e

G C1

a c t s f r e e l y and p r o p e r l y on

i ~ - ' ( ~ ) [o E T*M~*, =

CM(m)> =

41, 5>

for a l l

C E

then

-1

(p)/G
=

I-L

i s a symplectic manifold. dim Q at

m

I f the

cM(m)

span a s p a c e of dimension TM : ' m with

, then

i t i s e a s y t o s e e t h a t each p o i n t of

i s regular.

2.

I f we s p e c i a l i z e example 1, t a k i n g

M = G

G
4

a c t i n g on i t s e l f by l e f t m u l t i p l i c a t i o n , t h e n t h e moment i s g i v e n by

JI

: TG *

Q;':

$(D)

(TR )**@ E T+cG = 8 e

T G g

where [I]).

d e n o t e s r i g h t t r a n s l a t i o n ( c f . Arnold [ I ] , Marsden-Abraham

Thus each

c, E Q:

i s r e g u l a r and
w
L1

i r - l ( ~ ~ )i s t h e g r a p h of t h e

r i g h t i n v a r i a n t one-form G
=

whose v a l u e a t

is

i_~

.
"

Now

( ~ E G I L ~ :m ~) , s o t h e a c t i o n o f G = on i~ ( ) i s l e f t 81-1 CL C1 - 1( p , ) / ~ ~G / G ~ G.p C @" t r a n s l a t i o n on t h e b a s e p o i n t . Thus

-1

IJ.

Thus t h e reduced phase s p a c e i s j u s t t h e o r b i t of

in

That

t h i s i s a s y m p l e c t i c m a n i f o l d t h e n f o l l o w s from t h e above theorem. The r a t h e r s p e c i a l c o n s t r u c t i o n i n t h i s c a s e i s due t o K i r i l l o v Kostant; see Kostant [ I ] . finds for I f one t r a c e s t h r o u g h t h e d e f i n i t i o n s one ( a d u 1)*B and y 2 = ( a d u 2) * @ t h a t ,

B E G*p , y1

When viewed d i r e c t l y , t h e s y m p l e c t i c s t r u c t u r e on rather special.

G*p c

seems

However, i t becomes n a t u r a l when viewed i n t h e c o n t e x t Moreover, t h e proof becomes more t r a n s p a r e n t .

o f r e d u c e d phase s p a c e s .

T h i s example i s s t u d i e d f u r t h e r below.

3.
F

If

a c t s on

and l e a v e s a g i v e n c l o s e d two-form T: y M ' with

on

i n v a r i a n t , t h e n we g e t a s y m p l e c t i c a c t i o n on
w

t h e s y m p l e c t i c form

+ n*F

where

i s t h e c a n o n i c a l form and

rr : Tb + M ;M

the projection.

Such a s i t u a t i o n a r i s e s when one h a s a

p a r t i c l e moving i n t h e " e l e c t r o m a g n e t i c f i e l d " and S n i a t y c k i - T u l c z y j e w [ 2 ] ) .

is invariant.

(see Souriau [ I ]
i s e x a c t and

Now suppose

F = dA

Then t h e moment i s g i v e n by

( t h i s corresponds t o the c l a s s i c a l p r e s c r i p t i o n of r e p l a c i n g p

by

i n an electromagnetic p o t e n t i a l Thus a g a i n , i f
rlr

A)

The v e r i f i c a t i o n i s regular value

t h e same a s i n example 1. and

is a

a c t s f r e e l y and p r o p e r l y on

-1

(CL) c a n form t h e r e d u c e d , we

phase space

P
P

.
G = SO(3)

4.

Let

and

a symplectic manifold. For

Here

S=
G

R3
S1

and t h e a d j o i n t a c t i o n i s t h e u s u a l o n e . corresponding t o r o t a t i o n s about the a x i s

G

E R3 ,

#
G

(Since

is

s e m i - s i m p l e , a s y m p l e c t i c a c t i o n of moment
I

on

P
$

h a s an Ad*-equivariant a s " a n g u l a r momentum" i s a generalization

by S o u r i a u [ I ] ) .

One r e f e r s t o

i n t h i s case.

The r e d u c t i o n of

to

- 1( b ) / ~ l

of t h e p r o c e d u r e c a l l e d " e l i m i n a t i o n o f t h e n o d e s " ( c f . Smale [ 4 ] and Whittaker [ I , p. 3441).

5.
i n addition
G

Suppose we h a v e t h e s i t u a t i o n of t h e above t h e o r e m , and i s abelian. Ad;';-equivariance means t h a t t h e g e n e r a t i n g

functions f o r each
~1

a r e a l l i n i n v o l u t i o n on

.
(, 1

Furthermore,

G = G P

I f t h e a c t i o n i s f r e e and

i s a regular value,

P = 1 ( p , ) / ~ . I n t h i s c a s e dim P = dim P - 2 dim G l. i P The r e d u c t i o n t o P r e p r e s e n t s t h e c l a s s i c a l r e d u c t i o n of a HamilP t o n i a n system by i n t e g r a l s i n i n v o l u t i o n .

we c a n form

-1

As a special case, l e t
p

b e a H a m i l t o n i a n v e c t o r f i e l d on

s o t h a t t h e f l o w of

X;I

y i e l d s a n a c t i o n of

on

The

moment i s j u s t

i t s e l f s o we g e t a s y m p l e c t i c s t r u c t u r e on

-1 (e)/R

which i s j u s t t h e s p a c e of o r b i t s on e a c h e n e r g y s u r f a c e (we assume i s a r e g u l a r value of H)

.
m

6.

Let

iQ

d e n o t e t h e group of C - d i f f e o m o r p h i s m s of a
M

f i n i t e d i m e n s i o n a l Riemannian m a n i f o l d

Suppose

i s compact,

o r r e s t r i c t t o d i f f e o m o r p h i s m s which a r e " a s y m p t o t i c t o t h e i d e n t i t y " . Now a s we saw i n l e c t u r e 4 , we p.ut on invariance. action. set T AQ = X(M) = t h e v e c t o r f i e l d s on e
M

and

the Thus

L2

m e t r i c which i s o b t a i n e d from a c t i n g on TB

7(M)

by r i g h t

on t h e r i g h t i s a s y m p l e c t i c
X

As i n example 2 , we c o n c l u d e t h a t f o r e a c h

X(M)

the

(Tj9:X/lj

8 ) c X(M)

i s a weak s y m p l e c t i c m a n i f o l d .

The s y m p l e c t i c

structure i s

One may s i m i l a r l y r e s t r i c t t o volume p r e s e r v i n g d i f f e o m o r p h i s m s and divergence f r e e vector f i e l d s . This symplectic manifold i s l e f t E(M) and t h e y d e f i n e a H a m i l t o n i a n

i n v a r i a n t by t h e E u l e r e q u a t i o n s on

system s o r e s t r i c t e d .

(See t h e f o l l o w i n g theorem and c o r o l l a r y ) .

7.

Let

and

be a s i n example 6 . M

Let

denote the

s p a c e of a l l Riemannian m e t r i c s on

D e f i n e t h e DeWitt m e t r i c on

by

%( Where h

h , k)

, M [ 4 ,k> -

( t r h ) ( t r k)1dpg

,k

E T il = t h e symmetric 2 - t e n s o r s on
g h

, 4 , k>

i s the

i n n e r p r o d u c t of
and

using the metric

, tr
g

denotes the t r a c e ,

kg

i s t h e volume e l e m e n t a s s o c i a t e d w i t h

qg

i s a weak

m e t r i c and g i v e s a (weak) s y m p l e c t i c s t r u c t u r e on

Th

The s p a c e general r e l a t i v i t y .

~h

i s a b a s i c (weak) s y m p l e c t i c m a n i f o l d used i n

W w i l l now d e s c r i b e i t s r e d u c e d p h a s e s p a c e i n e

t h e p r e s e n c e o f t h e symmetry group

AQ

(See l e c t u r e 9 f o r t h e
I !

c o n n e c t i o n s of t h e s e i d e a s w i t h g e n e r a l r e l a t i v i t y . ) s y m p l e c t i c a l l y on

acts

~h

by p u l l - b a c k .
It is:

The moment f o r t h i s a c t i o n i s

n o t d i f f i c u l t t o compute.

where to g

= k

- $tr

k)g

and

i s the divergence taken with r e s p e c t

Ir

Of p a r t i c u l a r i n t e r e s t i s t h e c a s e

- 1( 0 )

k)

E ~hl6n= 0)

( r e f e r r e d t o a s the divergence c o n s t r a i n t i n general r e l a t i v i t y ) .

The i s o t r o p y group i s a l l of is

so t h e reduced phase space

-1

( 0 )

I f we work n e a r a m e t r i c w i t h no i s o m e t r i e s ( a s y m p t o t i c a l l y

the i d e n t i t y i f

i s n o t compact), then

dr

-1

(O)/A

i s a manifold

by u s i n g methods e x p l a i n e d i n l e c t u r e 1 0 . i s a (weak) s y m p l e c t i c m a n i f o l d . "

W conclude t h a t e

- 1(O)/fi

T h i s i s t h e b a s i c s p a c e one u s e s f o r
It i s related to

a dynamical f o r m u l a t i o n of g e n e r a l r e l a t i v i t y . usuperspace"

h/aO

i n t h a t a l l "geometrically equivalent" o b j e c t s have See M a r s d e n - F i s c h e r [ I ] f o r further r e s u l t s along

been i d e n t i f i e d . these l i n e s .

8.

Let
G

be complex H i l b e r t s p a c e w i t h

= Im<,>

and

S
=

Then

a c t s s y m p l e c t i c a l l y on

by

dZ(cp) = z 'a

Iz/

,c E q

A moment i s e a s i l y s e e n t o be

Thus space.

$-'(l)

i s the u n i t sphere, so

dr-l(l)/G

is projective Hilbert

W r e c o v e r t h e well-known f a c t t h a t p r o j e c t i v e H i l b e r t s p a c e e This

i s a s y m p l e c t i c m a n i f o l d ( i n f a c t i t h a s a Icahler s t r u c t u r e ) . r e s u l t w i l l be u s e f u l f o r t h e n e x t l e c t u r e .

H a m i l t o n i a n Systems on t h e Reduced P h a s e S p a c e . Theorem. L e t t h e c o n d i t i o n s of t h e above theorem h o l d . P w i t h a moment Let

K

a n o t h e r group a c t i n g s y m p l e c t i c a l l y on a c t i o n s of (i) (ii)

K

cp
G

Let the

and leaves

commute and

be i n v a r i a n t under

Then -

invariant

t h e i n d u c e d a c t i o n of

K - P on

i s s y m p l e c t i c and h a s a

moment which i s n a t u r a l l y i n d u c e d from t h e moment

cp

It i s a c o n j e c t u r e of D . Ebin t h a t t h i s i s t r u e g l o b a l l y

Proof. any
G

(i)

This f o l l o w s a s i n t h e proof t h a t P

i s c o n s e r v e d by

i n v a r i a n t H a m i l t o n i a n system on

(see above).

To p r o v e ( i i ) By ( i ) ,
dl

let

d e n o t e t h e a c t i o n of

k K

on

- 1(

i s i n v a r i a n t u n d e r t h i s a c t i o n , and s i n c e t h e a c t i o n
G

commutes w i t h t h a t of if

, we

g e t a w e l l - d e f i n e d a c t i o n on P

P
iJ.

Also,

yk i s t h e i n d u c e d a c t i o n on P

Hence

-':w Y;
k P

w P

S i m i l a r l y , from t h e d e f i n i t i o n of moment we s e e namely,

t h a t t h e i n d u c e d moment i s a moment f o r t h e i n d u c e d a c t i o n : t h e i n d u c e d moment

r .

CQ

satisfies

, -

' I o n= ~

cp, s o f o r

[ v ] = Trr " v E TP iJ. P

5 E GK , we

have

since, a s i s easy t o see, the generators

5p

Fp

on
i-I

-1
L L

and

P P

a r e r e l a t e d by t h e p r o j e c t i o n

n I-L

For example, i f we c o n s i d e r exernple 2 and l e t on T: ;G '

G = K

acting

by l i f t i n g t h e r i g h t a c t i o n , we c a n c o n c l u d e t h a t t h e n a t u r a l
G

a c t i o n of

on t h e o r b i t

Gap c

G*

i s a symplectic action.

The

i n d u c e d moment i s e a s i l y s e e n t o be j u s t t h e i d e n t i t y map:

The f a c t t h a t that G-k

a c t s s y m p l e c t i c a l l y on t h e o r b i t

Gab

so

i s a "homogeneous H a m i l t o n i a n G-space",

i s a known and u s e f u l

result.

See K o s t a n t [ I ] and S o u r i a u [ I , p . 1161.

Taking

, we

a r e led to:

Corollary. and l e t

L e t t h e c o n d i t i o n s of t h e theorem p r e c e e d i n g t h e above h o l d be a H a m i l t o n i a n v e c t o r f i e l d on
G

- H with

invariant

under t h e a c t i o n of f l o w on

Then t h e f l o w o f

induces a Hamiltonian

whose e n e r g y

i s t h a t i n d u c e d from

For example i f
G

< ,>
=

i s a l e f t i n v a r i a n t m e t r i c on a group

t h e Hamiltonian

H(v)

k<v, v>

, which

y i e l d s g e o d e s i c s on
'
%

i n d u c e s a H a m i l t o n i a n system on t h e o r b i t s i n o r i g i n a l H a m i l t o n i a n s y s t e m on P

Note t h a t t h e

i s c o m p l e t e l y d e t e r m i n e d by t h e

i n d u c e d s y s t e m s on t h e r e d u c e d s p a c e s

S i m i l a r l y , i n e a c h of t h e o t h e r examples a b o v e , i f we s t a r t w i t h a g i v e n H a m i l t o n i a n s y s t e m on P

i n v a r i a n t under

t h e n we

c a n , w i t h no e s s e n t i a l l o s s of i n f o r m a t i o n , p a s s t o t h e H a m i l t o n i a n s y s t e m on t h e r e d u c e d p h a s e s p a c e .

R e l a t i v e E q u i l i b r i a and R e l a t i v e P e r i o d i c P o i n t s . Definition. such t h a t I n t h e s i t u a t i o n of t h e above c o r o l l a r y , a p o i n t p E P

rr ( p ) E P P I-L

i s a c r i t i c a l point [resp. periodic point] for P

I-L

t h e i n d u c e d H a m i l t o n i a n s y s t e m on

i s called a r e l a t i v e equilibrium

[ r e s p . r e l a t i v e p e r i o d i c p o i n t ] of t h e o r i g i n a l s y s t e m .

~ o i n c a r ; [ I ] c o n s i d e r e d r e l a t i v e p e r i o d i c p o i n t s i n t h e n-body

problem on a n e q u a l f o o t i n g w i t h o r d i n a r y p e r i o d i c p o i n t s .

Indeed,

i n g e n e r a l , t h e o n l y " t r u e " dynamics i s t h a t t a k i n g p l a c e i n t h e reduced phase space

IJ.

The f o l l o w i n g shows t h a t o u r d e f i n i t i o n c o i n c i d e s w i t h t h e s t a n d a r d o n e s (Smale [ 4 ], Robbin [ 4 ] ) .

Theorem. p a r a m e t e r subgroup where Ft

i s a r e l a t i v e e q u i l i b r i u m i f f t h e r e i s a oneg(t) E G such t h a t f o r a l l
@
t R

Ft(p) = @
G

i s t h e f l o w of

XH

i s t h e a c t i o n of

g( t ) ( P )

(ii) g E G Proof.

p E P

i s a relative periodic point i f f there i s a

t

,
(i)

> 0

such t h a t f o r a l l

E R

, F~~

( P ) = Gg(Ft(p))

i s a r e l a t i v e equilibrium i f f P

nF(p)
T I

i s a fixed point

f o r t h e i n d u c e d f l o w on t h e r e i s a unique curve t h e a c t i o n of Ft+s(p)

=

u
)

iff

%(Ft(p))

(p)

I f t h i s holds (p) since

g ( t ) E GIJ.

such t h a t

G F

on

- 1(

i s free.

g( t ) The f l o w p r o p e r t y

Ft(p) = @

FtoFs(p)

immediately g i v e s

g(t+s) = g ( t ) g ( s )

so

g(t)

i s a o n e - p a r a m e t e r subgroup of where g(t)

G Conversely, i f Ft(p) = @ F g( t ) ( P ) i s a o n e - p a r a m e t e r subgroup of G , we must show g ( t ) E GF

But t h i s f o l l o w s from i n v a r i a n c e of ( s e e 6 2 above).

- 1(

under

Ft

and e q u i v a r i a n c e

One p r o v e s ( i i ) i n a s i m i l a r way.

A s a r e s u l t of o u r d e f i n i t i o n we h a v e t h e f o l l o w i n g theorem
of S m a l e , whose p r o o f h a s a l s o been s i m p l i f i e d by Robbin [ 4 ] and Souriau. W present yet another proof. e

Theorem.

Let

u,

be a r e g u l a r v a l u e of p

ZC

p E I )

- 1( p ) &
P P@':xR.

relative equilibrium i f f proof. form on of

w

i s a c r i t i c a l p o i n t of

$m :

By o u r d e f i n i t i o n and t h e non d e g e n e r a c y o f t h e s y m p l e c t i c

H ,

, P i s a r e l a t i v e equilibrium i f f p i s a c r i t i c a l point P t h e r e d u c e d H a m i l t o n i a n . S i n c e we h a v e i n v a r i a n c e under G ,

P

t h i s i s equivalent t o p being a c r i t i c a l p o i n t of

HI$ - 1( y )

i . e . of

x H

(Lagrange m u l t i p l i e r theorem).

13
P P

Thus t h e a d v a n t a g e of p a s s i n g t o

i s that relative

e q u i l i b r i a r e a l l y become e q u i l i b r i a a n d , m o r e o v e r , we h a v e a H a m i l t o n i a n s y s t e m on
P
CL

with a (non-degenerate)

s y m p l e c t i c form.

I n t h e above t h e o r e m , i t i s n e c e s s a r y t h a t value. For e x a m p l e , i n t h e n-body problem (where

be a r e g u l a r

G = S0(3)), i f a l l

t h e b o d i e s a r e l i n e d up w i t h v e l o c i t i e s headed t o w a r d s t h e c e n t e r of m a s s , we have a c r i t i c a l p o i n t of i n c i r c l e s (theorem 4 ( i ) f a i l s ) . $ x H b u t t h e b o d i e s do n o t t r a v e l

T h e r e a r e a number of e q u i v a l e n t ways t o r e p h r a s e t h e above result if P = TM and

+V .

( I n p a r t i c u l a r s e e Smale [ 4 ] ; some

i n t e r e s t i n g c o n d i t i o n s h a v e a l s o b e e n g i v e n by 0 . L a n f o r d . )

U s i n g t h e s e i d e a s , Smale i s a b l e t o e s t i m a t e t h e number of r e l a t i v e e q u i l i b r i a by u s i n g Morse t h e o r y t o c o u n t t h e c r i t i c a l p o i n t s . The r e s u l t s y i e l d q u i t e i n t e r e s t i n g i n f o r m a t i o n f o r t h e n-body problem ( s e e Smale [4]

Iacob [ 2 ] ) .

S t a b i l i t y of R e l a t i v e E q u i l i b r i a . L e t u s r e c a l l t h e c l a s s i c a l d e f i n i t i o n of Liapunov s t a b i l i t y (see also lectures 5, 8). i.e., of x Ft(x) = x Let x x be a c r i t i c a l p o i n t of a f l o w

Ft ;

.
t

Then

i s -a b l e i f f o r e v e r y n e i g h b o r h o o d s tV

t h e r e i s a neighborhood for a l l

of

such t h a t

implies

Fty E U

Now we c a n d e f i n e s t a b i l i t y of r e l a t i v e e q u i l i b r i a a s follows:

Definition. vector f i e l d

Let

be a r e l a t i v e e q u i l i b r i u m of t h e H a m i l t o n i a n p relatively stable i f the point p PIG is

XH

W call e

(Liapunov) s t a b l e f o r t h e i n d u c e d f l o w on t h e q u o t i e n t s p a c e (on

PIG ,

i s a fixed point).

Theorem. P
U

L e t t h e c o n d i t i o n s guaranteeing t h e symplectic s t r u c t u r e on p E P be a r e l a t i v e P

and t h e above c o r o l l a r y h o l d and l e t Let nL(p)

equilibrium. definite a t

2
,

b e t h e i n d u c e d H a m i l t o n i a n on

ap

I-1
i s relatively stable.

If

d H

2-

is -

Proof. on
I

The c o n d i t i o n t e l l s us t h a t

n (p)
I-1

i s a stable fixed point

-1

I-1

, by

c o n s e r v a t i o n of e n e r g y . i s stable.

Thus we concLude t h a t w i t h i n e a c h

( I - ~ ) / G, p ~

But by o p e n n e s s of t h e c o n d i t i o n s , t h e same P

i s t r u e of n e a r b y r e d u c e d p h a s e s p a c e s i s actually relatively stable.

,'

near

Thus

If

i s a L i e group w i t h a l e f t i n v a r i a n t m e t r i c , a v i n the Lie algebra,

r e l a t i v e equilibrium represents a fixed point

o r a o n e - p a r a m e t e r subgroup of for i t s stability.

W c a n u s e theorem 6 t o t e s t e

I f we do s o , we r e c o v e r a r e s u l t of V . Arnold

[ I ] (who proved i t d i r e c t l y by a n a p p a r e n t l y more c o m p l i c a t e d procedure) a s follows. The q u a d r a t i c form d H

2 -

at

v E

is, in

t h i s c a s e , worked o u t t o be

- - a f t e r a s h o r t s t r a i g h t f o r w a r d computation:

where

G ( u , v)

, w>

< [ u , w]

, v> .

Thus t h e c o n d i t i o n r e q u i r e s
( G = SO(3))

Qv

t o be d e f i n i t e .

I n c a s e of a r i g i d body

t h i s yields the

c l a s s i c a l r e s u l t t h a t a r i g i d body s p i n s s t a b l y a b o u t i t s l o n g e s t and s h o r t e s t p r i n c i p a l a x e s , b u t u n s t a b l y about t h e middle one. fluids For

( G = AQ

IJ.

group of v o l u m e - p r e s e r v i n g d i f f e o m o r p h i s m s ) t h e

s i t u a t i o n i s c o m p l i c a t e d by t h e f a c t t h a t t h e m e t r i c i s o n l y weak s o the c r i t e r i o n i s not d i r e c t l y applicable. I n c e l e s t i a l mechanics

s t a b i l i t y of t h e r e l a t i v e e q u i l i b r i a o f t e n d e p e n d s on s t a b i l i t y c r i t e r i a much d e e p e r t h a n t h a t a b o v e , such a s M o s e r ' s " t w i s t s t a b i l i t y theorem"; ( s e e Abraham [ Z ] )

Completeness of Homogeneous S p a c e s . R e c a l l t h a t a homogeneous s p a c e i s a m a n i f o l d t o g e t h e r w i t h a t r a n s i t i v e group a c t i o n useful result. @ on i t . The f o l l o w i n g i s a c l a s s i c a l and

Theorem. (a) or (b)

Let
M

be a r i e m a n n i a n m a n i f o l d and s u p p o s e e i t h e r

i s compact

i s a homogeneous s p a c e , t h e t r a n s i t i v e a c t i o n c o n s i s t i n g

of i s o m e t r i e s .

Then -

i s geodesically complete.

H e r e , g e o d e s i c a l l y c o m p l e t e means t h a t t h e g e o d e s i c f l o w on

TM

i s c o m p l e t e ; i . e . g e o d e s i c s c a n be i n d e f i n i t e l y e x t e n d e d ( w i t h o u t M)

running off M

I n t h e f i n i t e dimensional c a s e i t i s e q u i v a l e n t t o

b e i n g c o m p l e t e a s a m e t r i c s p a c e and t o c l o s e d b a l l s b e i n g compact.

To p r o v e ( a ) one u s e s t h e f a c t t h a t i f a n i n t e g r a l c u r v e s t a y s i n a compact s e t t h e n i t c a n be i n d e f i n i t e l y e x t e n d e d ( t h i s f o l l o w s from t h e l o c a l e x i s t e n c e t h e o r y ) . compact i n v a r i a n t s e t s , namely t h e s e t s c But

TM

i s a u n i o n of

sC =

( v E ~ ~ l i l v =l c ) i

,c

E R

Hence ( a ) h o l d s .

One p r o v e s ( b ) by u s i n g t h e homogeneity t o keep t r a n s l a t i n g v e c t o r s t o a f i x e d p o i n t say x

0

t o e s t i m a t e t h e t i m e of e x i s t e n c e . Hence

T h i s t i m e d o e s n o t s h r i n k b e c a u s e of c o n s e r v a t i o n of e n e r g y . one c a n keep on e x t e n d i n g a g e o d e s i c by a d e f i n i t e i n d e p e n d e n t of t h e b a s e p o i n t . extended.

E

time i n t e r v a l ,

Hence a g e o d e s i c c a n be i n d e f i n i t e l y

For p s e u d o - r i e m a n n i a n m a n i f o l d s ( i . e . p o s i t i v e d e f i n i t e ) t h i s argument d o e s n o t work. f o l l o w i n g ( s e e Wolf [ I ] , p . 9 5 , Marsden [ g ] ) .

t h e m e t r i c need n o t be However we h a v e t h e

Theorem.

Let

be a compact p s e u d o - r i e m a n n i a n m a n i f o l d . M by i s o m e t r i e s .

Let Then

be

a L i e group which a c t s t r a n s i t i v e l y on

geodesically complete.

T h i s r e s u l t was proved by Hermann [ 3 ] i n t h e s p e c i a l c a s e of a s e m i - s i m p l e compact L i e group c a r r y i n g a l e f t i n v a r i a n t pseudoriemannian m e t r i c .

I t s h o u l d b e n o t e d t h a t i n t h e s t a t e m e n t of t h e

theorem n e i t h e r t h e homogeneity n o r t h e c o m p a c t n e s s may be d r o p p e d . For example i t h a s become well-known t o r e l a t i v l - t s t h a t t h e r e a r e i n c o m p l e t e L o r e n t z m e t r i c s on t h e two t o r u s . by Y . C l i f t o n and W . P o h l . These were c o n s t r u c t e d An i n c o m p l e t e

( S e e Markus [ I ] , p . 189 .) SO(2, 1 )

m e t r i c on t h e noncompact group

i s c o n s t r u c t e d i n Hermann

[ 3 ] a l t h o u g h t h i s i s a s p e c i a l c a s e of a whole c l a s s of i n c o m p l e t e p s e u d o - r i e m a n n i a n m a n i f o l d s c o n s t r u c t e d by J

A. Wolf.

( S e e Wolf [ 1 , 2 ] ) .

Proof.

W s h a l l show t h a t t h e t a n g e n t b u n d l e e S
a,
G

TM

of
a,

i s the union

of compact s u b s e t s

p a r a m e t r i z e d by e l e m e n t s

of t h e d u a l

PC

of t h e L i e a l g e b r a of

, with

i n v a r i a n t under t h e geodesic flow.

S i n c e a v e c t o r f i e l d whose i n t e g r a l c u r v e s r e m a i n i n a compact s e t h a s a c o m p l e t e f l o w , t h i s i s c l e a r l y enough t o p r o v e t h e t h e o r e m , a s above.

Let for

p : TM set S

G*

, p(v)*?

= <v,

E (x)>
M

b e t h e moment and S
0/

a E

G+c ,

= P

- 1( a )

By t h e c o n s e r v a t i o n t h e o r e m s ,

i s i n v a r i a n t under t h e flow.

Obviously

TM

i s t h e u n i o n of t h e

T h e r e f o r e , i t r e m a i n s o n l y t o p r o v e t h e f o l l o w i n g lemma. we u s e t h e f a c t t h a t that M TxM

=

I n t h i s lemma

( EM ( x )

15 E

G)

which f o l l o w s from t h e f a c t

i s homogeneous, i . e .

t h e r e i s o n l y one o r b i t .

Lemma.

Each of t h e s e t s

CY

i s a compact s u b s e t of

TM

Proof.

Certainly

o !

i s closed.

F u r t h e r m o r e , t h e r e s t r i c t i o n of
-t

the canonical projection from t h e f a c t t h a t t h e

rr : TM
FM(m)

to TmM

CY

i s one- t o - o n e b e c a u s e see t h a t
SCY

span

, we

intersects

each f i b e r i n a t most one p o i n t .

W c l a i m f i r s t of a l l t h a t e Indeed map x n(SCY) means t h a t P

Q

n(S )
0 '

i s c l o s e d and h e n c e compact.

i s n o t i n t h e r a n g e of t h e l i n e a r to TxM

h t a i n e d by r e s t r i c t i n g

Thus

i s not i n the

r a n g e of i s closed.

PIT
ROW

M Y

for

i n a whole neighborhood of

Hence

n(SCY)

let

vx

vy

Sy

SO

<vX, EM(x)> = CM(m) span v

X

<V

Y'

KM(y)3. and nonv

a(?)

for a l l

5 E

.
y

From t h e f a c t t h a t

T M m

d e g e n e r a c y of

< , > , we

may c o n c l u d e t h a t
.rr

i s close to
4

if

i s close to

Hence t h e i n v e r s e

-1

: n(Sa)

SO/

i s continuous.

Thus

i s compact.

Remarks. because P

1.

If
4

dim G

dim M

then

S
CY

i s a c t u a l l y a submanifold

P : TM

G;';

i s a s u b m e r s i o n i n t h a t c a s e ( t h e d e r i v a t i v e of

a l o n g t h e f i b e r s i s o n e - t o - o n e and h e n c e s u r j e c t i v e ) .

2.

Of c o u r s e we h a v e a c t u a l l y p r o v e d more.

W only require e

t h a t t h e i n f i n i t e s i m a l g e n e r a t o r s s p a n a t e a c h p o i n t , and t h a t we h a v e a n i n v a r i a n t H a m i l t o n i a n s y s tem. C l e a r l y c o n s e r v a t i o n of e n e r g y , which

i s t h e b a s i s of t h e p r o o f f o r t h e Riemannian c a s e ( s e e above) no r o l e h e r e .

, plays

-9.

7.

Quantum M e c h a n i c a l Sys terns.

"

I n t h i s l e c t u r e we s h a l l d e s c r i b e a few a s p e c t s of quantum mechanics. O b v i o u s l y we c a n n o t be e x h a u s t i v e h e r e , b u t we w i l l t r y (For f u r t h e r

t o m e n t i o n a number of i m p o r t a n t f o u n d a t i o n a l p o i n t s . e l u c i d a t i o n , s e e von Neumann [ 2 ]

[ 1 , C h e r n o f f -Marsden [ I ] ) 1

, Mackey

[ 1 , 21

Jauch [ l ]

Varadara j a n

.
between c l a s s i c a l and

I n o r d e r t o c l a r i f y t h ~i ' f e r e n c e s J

quantum m e c h a n i c s , i t i s c o n v e n i e n t t o a d o p t a p r o b a b i l i s t i c p o i n t of view and t h i n k i n terms of s t a t i s t i c a l mec' mechanics.

5

lics r a t h e r than p a r t i c l e

W b e g i n w i t h some g e n e r a l c o n s i d e r a t i o n s . e

B a s i c P r o p e r t i e s of P h y s i c a l S y s t e m s .

A p h y s i c a l s y s t e m c o n s i s t s of two c o l l e c t i o n s of o b j e c t s ,
denoted

and

--

c a l l e d s t a t e s and o b s e r v a b l e s r e s p e c t i v e l y - -

t o g e t h e r w i t h a mapping

S x Q + ( B o r e 1 p r o b a b i l i t y m e a s u r e s on t h e r e a l l i n e
( $ 9

R)

A) W A Y *

A d d i t i o n a l l y , t h e r e i s u s u a l l y a Hamiltonian s t r u c t u r e d e s c r i b e d below.

Elements i n s t a n t and e l e m e n t s

dr

E S
A E @

d e s c r i b e t h e s t a t e of t h e s y s t e m a t some r e p r e s e n t "observable q u a n t i t i e s " ; when

i s measured and t h e system i s i n s t a t e

, PA,,^,

represents the A

p r o b a b i l i t y d i s t r i b u t i o n f o r t h e o b s e r v e d v a l u e s of
'A
-L

Thus i f

E C R
A

,111

(E) E R

i s t h e p r o b a b i l i t y t h a t we w i l l measure t h e v a l u e of

T h i s l e c t u r e was p r e p a r e d i n c o l l a b o r a t i o n w i t h P . C h e r n o f f .

t o l i e i n the s e t

i f t h e system i s known t o be i n s t a t e

Normally t h e r e i s a l s o some dynamics; i . e . a f l o w o r evolution operator

Ut

: S-+S

.
Ut

The s e t

i s u s u a l l y a convex s e t and

c o n s i s t s of

convex automorphisms.

The s e t

of extreme p o i n t s

--

called the

p u r e s t a t e s , i s u s u a l l y s y m p l e c t i c and ( f o r c o n s e r v a t i v e s y s t e m s ) t h e flow Ft on
P

i s Hamiltonian.

(The f l o w s

Ft

Ut

d e t e r m i n e one

a n o t h e r .)

S t a t i s t i c a l Mechanics. C o n s i d e r now t h e f o l l o w i n g example: let

P ,w

be a

s y m p l e c t i c m a n i f o l d , s a y f i n i t e d i m e n s i o n a l and d e f i n e t h e s t a t e s and o b s e r v a b l e s by:

(a) (b) (c)

States;

c o n s i s t s of p r o b a b i l i t y m e a s u r e s

on

Observables; Q The map

iJ.w

c o n s i s t s of r e a l v a l u e d f u n c t i o n s
R)

A : P +R

Q + ( B o r e 1 measures on
-I
(E))

i s g i v e n by

,A

(E) = v ( A

where

E cR

.
P

The s t a t e s a r e measures r a t h e r t h a n p o i n t s of

t o allow

f o r t h e f a c t t h a t we may o n l y have a s t a t i s t i c a l knowledge of t h e "exact" s t a t e .

It i s easy t o see t h a t t h e pure s t a t e s a r e p o i n t measures,

s o a r e i n o n e - t o - o n e c o r r e s p o n d e n c e w i t h p o i n t s of t h a t every observable

itself.

Note

i s sharp i n a pure s t a t e ; i . e . the corresponding

measure on

i s a p o i n t measure.

I n o t h e r words t h e r e i s no

d i s p e r s i o n when m e a s u r i n g any o b s e r v a b l e i n a p u r e s t a t e .

Around 1930, B

. 0.

Koopman n o t e d t h a t t h e above p i c t u r e c a n Let

be e x p r e s s e d i n H i l b e r t s p a c e l a n g u a g e . s p a c e of a l l s q u a r e i n t e g r a b l e f u n c t i o n s L i o u v i l l e measure. Each
$

denote the H i l b e r t

tj : P - C ,

, with

respect to

E
If A

d e t e r m i n e s a p r o b a b i l i t y measure i s an observable, i t s expected value

v
is

$ 1

p,

if

I[$[ =

where

i s r e g a r d e d a s a ( s e l f a d j o i n t ) m u l t i p l i c a t i o n o p e r a t o r on

3 l

The dynamics

Ft : P + P

on p h a s e s p a c e

induces i n a

n a t u r a l way, and i s i n d u c e d by ( u n d e r c e r t a i n c o n d i t i o n s ) a dynamics on

S and on

, namely

U v = F* v t -t

and

Ut$

$OF-

.
I t i s many-to-one.

C o n s i d e r t h e map Infact
v

~v

di

of where

to

$'

if
ar H

d ~ ' = e e ia,
$

: P +R

These p h a s e

transformations

form t h e p h a s e group of c l a s s i c a l mechanics.

It i s n o t hard t o see t h a t an operator

on

5$.

is a

m u l t i p l i c a t i o n o p e r a t o r i f f i t commutes w i t h a l l p h a s e t r a n s f o r m a t i o n s . C l a s s i c a l observables a r e those valued.

A's

which a r e s e l f - a d j o i n t ; i . e . r e a l

S i n c e o n l y t h e measures have p h y s i c a l meaning, we s e e t h a t any q u a n t i t y of p h y s i c a l meaning must be i n v a r i a n t under t h e p h a s e g r o u p .

It follows t h a t the inner products

<I!,, cp>

and t h e i r s q u a r e s

( < ~ro>l ,

c a n h a v e no p h y s i c a l meaning. c l a s s i c a l mechanics. g e n e r a l .)

One s a y s t h a t t h e r e i s "no c o h e r e n c e ' ' i n l<e ia, if3 $ , e q>p>j

(This i s because

# I<cp, (>I

in

W c a n t h i n k of e s y m p l e c t i c form:
w = Im<

a s a symplectic manifold with the usual

>

The dynamics i n d u c e d on

i s unitary Thus t h e

and t h u s s y m p l e c t i c ; i . e . i t i s H a m i l t o n i a n ( s e e l e c t u r e 2 ) . dynamics on

i s consistent with the s t a t i s t i c a l i n t e r p r e t a t i o n .

W c a n r e g a r d t h e p h a s e group e by
$ e, e
ia/

a s a symmetry group of

I n d e e d , a s e x p l a i n e d i n l e c t u r e 6 we c a n form t h e r e d u c e d P and t h e o l d dynamics on

p h a s e s p a c e ; we j u s t g e t back the following picture

W have e

H i l b e r t space I (Liouville-Koopman \ picture)

,

'

33.

>S
,\
\ \ \

(statistical states)

U
, x
P (pure s t a t e s )

r e d u c t i o n of p h a s e ( s p a c e by t h e p h a s e 1 group

Quantum M e c h a n i c s . Quantum m e c h a n i c s d i f f e r s from c l a s s i c a l m e c h a n i c s i n t h a t t h e p h a s e group i s much s m a l l e r ; i n t e r f e r e n c e and c o h e r e n c e wave phenomena

--

typical

--

now p l a y a f u n d a m e n t a l r o l e .

Furthermore, a l l

p r e d i c t i o n s a r e n e c e s s a r i l y s t a t i s t i c a l i n t h a t t h e r e a r e no d i s p e r s i o n f r e e s t a t e s ((I f o r each
A

i s d i s p e r s i o n f r e e when

PA,,^

i s a p o i n t measure

@)

I n c l a s s i c a l mechanics, each s t a t e of p u r e s t a t e s . W use e

v f S

was a " m i x t u r e t t

b e c a u s e of i g n o r a n c e a s t o t h e t r u e s t a t e .
v

I n c r e a s i n g o u r knowledge w i l l " r e d u c e " variance.

t o a measure w i t h s m a l l e r

I n quantum m e c h a n i c s , s t a t e s a r e n o t a l w a y s r e d u c i b l e i n t o s t a t i s t i c a l s t a t e s of m i x t u r e s . T h i s i s c l e a r l y i l l u s t r a t e d by

e x p e r i m e n t s w i t h p o l a r i z e d beams o f c o h e r e n t l i g h t ( e v e n w i t h s i n g l e photons). vectors that a I n such a n e x p e r i m e n t , s t a t e s c a n b e d e s c r i b e d by u n i t

Q E R c p

g i v i n g t h e d i r e c t i o n of p o l a r i z a t i o n .
J

The p r o b a b i l i t y

wave p a s s e s t h r o u g h a

f i l t e r i s observed t o be
cp

/a, . *>/

A l i t t l e t h o u g h t shows t h a t no s u c h p o l a r i z e d s t a t e
a s a s t a t i s t i c a l m i x t u r e of o t h e r p o l a r i z e d states.;':

can be r e a l i z e d

These s o r t s of e x p e r i m e n t a l f a c t s l e a d one t o c o n s i d e r t h e s t a t e s a s forming a H i l b e r t space unit rays i n to v's

ki

and t h e s t a t e s a s b e i n g t h e

.
(P

( T h e s e a r e t h e p u r e s t a t e s ; mixed s t a t e s c o r r e s p o n d i n g Thus, l e t t i n g
P

above a r e i n t r o d u c e d below.)

denote t h e

rays i n

i s c a l l e d p r o j e c t i v e H i l b e r t s p a c e ) , we h a v e a map T h i s time t h e phase group i s t h e c i r c l e

k - P , a g a i n many t o o n e . i ,

Furthermore, t h e experiment i s n o t r e p r o d u c i b l e i n t h e sense t h a t p i s prepared, there is uncertainty i n no m a t t e r how c a r e f u l l y r t h e outcome ( u n l e s s t h e p r o b a b i l i t y i s 0 o r 1 ) . Such a n u n c e r t a i n t y seems t o be f u n d a m e n t a l . W t a k e 3 t o be complex b u t i t i s n o t a p r i o r i c l e a r why i t s h o u l d n ' t e i b e r e a l . T h e r e a r e good r e a s o n s f o r t h e complex s t r u c t u r e r e l a t e d t o t h e H a m i l t o n i a n s t r u c t u r e ; ( s e e l e c t u r e 2 and r e f e r e n c e s i n Jauch [ I ] ) .

group

{e

iol

; cy R)

.
$

The r e a s o n

i s c h o s e n t h i s way i s t h a t one

imagines g e n e r a l e l e m e n t a r y s e l e c t i v e measurements w h e r e i n

I<$,
cp

0 1

f o r each

IloDl

1 i s t h e o b j e c t with

p h y s i c a l meaning - - i t r e p r e s e n t s t h e p r o b a b i l i t y t h a t we w i l l f i n d in state
(9

o r i f you l i k e , t h e " t r a n s i t i o n p r o b a b i l i t y " f o r g o i n g

from

to

I).

More g e n e r a l l y , we c a n imagine a g e n e r a l s e l e c t i o n measurement. let

F cH

be a ( c l o s e d ) s u b s p a c e and

cp

;H

The p r o b a b i l i t y of PF i s the orthogonal

t r a n s i t i o n from projection onto

cp
F

to

is

<PFw, rp>

where

J u s t a s i n t h e c a s e of s t a t i s t i c a l mechanics we o b s e r v e t h a t

i s t h e r e d u c t i o n of

by t h e p h a s e group ( t h i s was n o t e d i n

l e c t u r e 6)

.
Once t h e above view i s a c c e p t e d , t h e n a s Mackey h a s shown,

t h e r e s t of t h e p i c t u r e of what much f o r c e d upon u s .

S ,@

and

A ,$

have t o be i s p r e t t y

This goes a s f o l l o w s .

C o n s i d e r an o b s e r v a b l e

.
A

For e a c h

E cR E

we have

PA?$@)

m e a s u r i n g a p r o b a b i l i t y of o b s e r v i n g
$

to lie in

i f the s t a t e i s

The p r e v i o u s d i s c u s s i o n s u g g e s t s t h e r e s h o u l d be a p r o j e c t i o n P~

operator

on

such t h a t

Since

i s a p r o b a b i l i t y measure we must have:

and

A
U Ei i=l

i=l

i P~ i
A

'

if

Ei

are disjoint.

It follows t h a t the

PE
i

a r e mutually orthogonal.

W a l s o must have by ( 2 ) , e

and

A A A P = p F F \ E * ~ E ~ F '

Hence

P: +

PEnF =P$:; A

i.e.

the

pi 's

commute.

The s p e c t r a l theorem ( s e e , e . g . Y o s i d a [ I ] ) now t e l l s u s t h a t t h e r e i s a unique s e l f a d j o i n t o p e r a t o r , a l s o denoted

such t h a t

a A r-_ hdPk

; ( P ~ ) i s t h e s p e c t r a l measure of

C o n v e r s e l y any

self adjoint operator FA,$

'

y i e l d s a s p e c t r a l measure and h e n c e d e f i n e s

Thus, t o every observable t h e r e i s a s e l f a d j o i n t o p e r a t o r

but i t i s not c l e a r t h a t every s e l f a d j o i n t operator i s physically ( F o r example i t i s n o t c l e a r how t o measure ( p o s i t i o n ) p l u s

realizable.

(momentum) = q

+p

i n the laboratory.)

O f c o u r s e i t i s w e l l known t h a t a s e l f a d j o i n t o p e r a t o r
( l i k e t h e p o s i t i o n o p e r a t o r ) need n o t h a v e any s q u a r e i n t e g r a b l e

eigenfunctions.

What i s a s s e r t e d t o be of p h y s i c a l r e l e v a n c e i s t h e

p r o b a b i l i t y measure

I-LA, $

, which

i s always w e l l d e f i n e d .

Of c o u r s e ,

one m u s t a v o i d t r i v i a l "paradoxes"

i n quantum m e c h a n i c s which a r i s e

from a n i n a d e q u a t e u n d e r s t a n d i n g of t h e s p e c t r a l t h e o r e m , o r by a s c r i b i n g more p h y s i c a l meaning ( e . g . t h e o r y t h a n t h a t g i v e n by t h e b individual trajectories) t o the

A ,t

.
A
in a state

N o t i c e t h a t t h e e x p e c t e d v a l u e of e(A)
=

II I

is

C, ~ . d ~ , ~ , ~ ( "
m

c[-m

A kdaki.

t>

a i , tj>
F

.
<PFrp, q> of s u b s p a c e s
It i s a

Thus a s t a t e in

cp

y i e l d s a mapping

s-t

to

[ 0 , 11

describing a transition probability.

" p r o b a b i l i t y measure" b a s e d on t h e c l o s e d s u b s p a c e s .

W c a n g e n e r a l i z e t h e n o t i o n of s t a t e s o a s t o a l l o w f o r t h e e p o s s i b i l i t y of mixed s t a t e s ( w i t h t h e same s t a t i s t i c a l i n t e r p r e t a t i o n a s i n t h e c l a s s i c a l c a s e ) by j u s t c o n s i d e r i n g a g e n e r a l "measure" d e f i n e d on t h e c l o s e d s u b s p a c e s of

I t i s a famous theorem of

G l e a s o n ( s e e V a r a d a r a j a n [ I ] f o r a p r o o f ) t h a t such a s t a t e i s g i v e n by

F @ t r a c e ( P D) F

where

i s a p o s i t i v e o p e r a t o r of t r a c e one on

kf

, called

a density matrix.

Thus quantum mechanics i s s p e c i f i e d a s f o l l o w s : a complex H i l b e r t s p a c e and s e t

we a r e g i v e n

S
@

= =

a l l d e n s i t y m a t r i c e s , a convex s e t s e l f a d j o i n t o p e r a t o r s on

H
A

p (E) = trace A

(~3) ,
P :

t h e s p e c t r a l p r o j e c t i o n s of

~t i s n o t h a r d t o s e e t h a t t h e p u r e s t a t e s ( e x t r e m e p o i n t s

of

S)

are i d e n t i f i a b l e with u n i t vectors i n

, modulo

t h e phase

group

--

what we p r e v i o u s l y c a l l e d

Thus we a g a i n g e t t h i s p i c t u r e :

( N i l b e r t space picture)

31,,
\ \

>S
, '

(density matrices)

U
\

( r e d u c t i o n by p h a s e group s')

' k

P Projective Hilbert Space. (Phase space)

Bargmann-Wigner Theorem. I n t h e c a s e of s t a t i s t i c a l m e c h a n i c s we saw t h a t t h e f l o w on P n a t u r a l l y i n d u c e d one on

.
P

For quantum m e c h a n i c s t h i s i s ( s e e Varadarajan

n o t s o o b v i o u s , and was c o n s i d e r e d by Bargmann-Wigner [ I ] f o r p r o o f s and d e t a i l s ) . we c a n j u s t a s w e l l work w i t h Since

a r e t h e e x t r e m e p o i n t s of

as

.
S

Theorem.

Let

Ut

be a f l o w by convex automorphisms on
Vt

Then

Ut

i s i n d u c e d by a one p a r a m e t e r u n i t a r y g r o u p phase f a c t o r s .

, unique

up t o

The r e s u l t i s c o n c e p t u a l l y i m p o r t a n t b e c a u s e mathematical c o n s t r u c t f o r a n a l y t i c a l convenience. directly physically relevant.

H
P

is a s h o u l d be

Only

Note.

A convex automorphism of

c a n be implemented by e i t h e r a

u n i t a r y o r a n t i - u n i t a r y o p e r a t o r ( W i g n e r ) , b u t f o r one p a r a m e t e r g r o u p s

the l a t e r c a s e i s excluded.

One c a n go on t o s e e when a c t i o n s of g r o u p s l i f t from (or

S)

to

Then t h e r e i s a cohomology c o n d i t i o n needed on t h e

g r o u p ( s e e Simms [ I ] , C h i c h i l n i s k y [ I ] f o r more i n f o r m a t i o n ) .

W a l s o remark t h a t e simplex.

S i s , i n the c l a s s i c a l case, a
S
c a n be u n i q u e l y r e p r e s e n t e d

T h i s means t h a r e a c h s t a t e i n

i n terms of t h e e x t r e m e p o i n t s ( s e e Choquet [ I ] f o r g e n e r a l i n f o r m a t i o n on t h i s p o i n t ) .

Miscellany. A t t h i s p o i n t one m i g h t a s k : The answer a c t u a l l y i s t h a t ( r a t h e r than phase) space. what do we c h o o s e f o r L2

3 ?

s h o u l d be

of t h e c o n f i g u r a t i o n

The r e a s o n f o r t h i s i s b e s t s e e n t h r o u g h a n The r e s u l t i s t h a t i f one makes

a n a l y s i s g i v e n by Mackey and Wightman.

e n t i r e l y r e a s o n a b l e h y p o t h e s e s on what t h e p o s i t i o n and momentum o p e r a t o r s o u g h t t o b e , t h e n t h e i r s t r u c t u r e and t h a t of t h e H i l b e r t space i s determined. P

=

One f i n d s t h a t i f t h e c l a s s i c a l p h a s e s p a c e i s

T'M : ;

, then

t h e quantum m e c h a n i c a l H i l b e r t s p a c e i s

b'

L2(M, C ) f

and t h e quantum o p e r a t o r s c o r r e s p o n d i n g t o a p o s i t i o n o b s e r v a b l e (a function f : M

4

R)

and a momentum o b s e r v a b l e

P(X)

(P(X)mw = a(X)

a v e c t o r f i e l d on

-=

s e e l e c t u r e 6) a r e :

Qf
and p

m u l t i p l i c a t i o n by

X
Qf

= iX

a s a d i f f e r e n t i a l operator

The a s s o c i a t i o n s

, PX ()

PX

a r e o f t e n c a l l e d the Dirac

Quantization Rules.

They p r e s e r v e b r a c k e t o p e r a t i o n s .

T h i s s u g g e s t s t h a t c o r r e s p o n d i n g t o t h e c l a s s i c a l system

K fV
on

on

TM

i s t h e quantum s y s t e m w i t h e n e r g y o p e r a t o r

-A f V

(Some problems r e l a t e d t o t h i s a r e d i s c u s s e d i n t h e n e x t

l e c t u r e .)

E x a c t quantum p r o c e d u r e s a r e n o t s o s i m p l e .

I n f a c t an old

theorem of Groenwald and Van Hove a s s e r t s t h a t t h e r e i s no map p o s s i b l e from a l l c l a s s i c a l o b s e r v a b l e s t o quantum o b s e r v a b l e s t h a t p r e s e r v e s the bracket operations. However much work i s c u r r e n t l y b e i n g done o n

some g e o m e t r i c a s p e c t s of t h i s problem ( s e e S o u r i a u [ I ] ) .

Another f u n d a m e n t a l q u e s t i o n i s t h e r e v e r s e problem:

in

what s e n s e i s c l a s s i c a l mechanics a l i m i t of quantum m e c h a n i c s ( a s h

, Planck's

constant

0) ?

T h i s h a s b e e n i n v e s t i g a t e d by many p e o p l e ,

b u t t h e d e e p e s t a n a l y s i s seems t o be due t o Maslov ( s e e Arnold [ 2 ] ) . T h i s p r a b l e m i s d i s c u s s e d f u r t h e r i n t h e Appendix.

The - C;':

A l g e b r a Approach t o Quantum M e c h a n i c s . T h e r e a r e many ways of g e n e r a l i z i n g t h e examples of p h y s i c a l s y s t e m s

g i v e n i n t h e f i r s t p a r t of t h e l e c t u r e .

One o f t h e s e , t a k e n by von Neumann, T h i s i s mathemati-

i s t o r e g a r d t h e s e t of o b s e r v a b l e s a s a n a l g e b r a .

c a l l y c o n v e n i e n t a l t h o u g h i t may n o t c o r r e s p o n d e x a c t l y w i t h p h y s i c a l r e a l i t y f o r a s mentioned a b o v e , t h e sum of two o b s e r v a b l e s need n o t be observable. O t h e r ways of g e n e r a l i z a t i o n a r e t h e "quantum l o g i c " p o i n t

of v i e w d e s c r i b e d i n V a r a d a r a j a n [ I ] and Mackey [ I ] .

I n t h e c l a s s i c a l c a s e t h e a l g e b r a i s t h e a l g e b r a of f u n c t i o n s

on p h a s e s p a c e

--

a commutative a l g e b r a .

The quantum c a s e i s d i s t i n g u i s h e d
C ~ C a l g e b r a which

by h a v i n g a non-commutative a l g e b r a .

I n d e e d any

i s commutative must b e i s o m o r p h i c t o a s p a c e of c o n t i n u o u s f u n c t i o n s and s o , i s i n t h i s s e n s e , c l a s s i c a l .

S e g a l ' s f o r m u l a t i o n of t h i s p o i n t o f view p r o c e e d s a s f o l l o w s . Let

be a

C+

a l g e b r a ; i . e . a Banach s p a c e which i s a l s o a n

a l g e b r a and h a s a c o n j u g a t i o n ( o r a d j o i n t ) o p e r a t i o n c e r t a i n s i m p l e axioms.

satisfying

For example one c a n t h i n k of a n a l g e b r a of

bounded o p e r a t o r s on a H i l b e r t s p a c e (unbounded o p e r a t o r s a r e i n c l u d e d via their spectral projections). Simmons [ I ] c o n t a i n s a v e r y r e a d a b l e

C. 7 e

a c c o u n t of t h e e l e m e n t a r y p r o p e r t i e s of

algebras.

Take t h e o b s e r v a b l e s t o be t h e s e l f a d j o i n t e l e m e n t s of

The s t a t e s a r e t h e n o r m a l i z e d p o s i t i v e l i n e a r f u n c t i o n a l s on

( I t i s easy t o see t h a t they a r e automatically continuous.)

W a r e t o t h i n k of s t a t e s i n t h e same way a s b e f o r e . e state, @(A) i s t h e e x p e c t a t i o n of A i n the s t a t e

If
@

is a

.
construction:

Of c e n t r a l i m p o r t a n c e i s t h e Gelfand-Naimark-Segal Let
P

be a

C'; :

a l g e b r a and

a s t a t e of

Then t h e r e i s a and a * - r e p r e s e n t a t i o n

H i l b e r t space

kd , a u n i t ( c y c l i c ) v e c t o r
( t h e bounded o p e r a t o r s on

rr

'

@U ()

H)
A

such t h a t

@(A) = <n@(A)$,

I)>

for a l l

.
See L a n f o r d

In fact [l]

H , II , TT I

a r e u n i q u e up t o u n i t a r y e q u i v a l e n c e .

for details.

I n t h i s way, we c a n c o n s t r u c t o u r p r o b a b i l i t y measure PA,@ of

'

Thus we h a v e a g e n e r a l example of a p h y s i c a l system c o n s i s t i n g

,8

and t h e map

A,@

j u s t c o n s t r u c t e d which i n c l u d e s b o t h

c l a s s i c a l and quantum s y s t e m s a s s p e c i a l c a s e s .

T h e r e i s no c a n o n i c a l H i l b e r t s p a c e , b u t one c a n be c o n s t r u c t e d f o r each i n general

@

W c a n s t i l l form e

t h e e x t r e m e p o i n t s of

, but

P won't be a symplectic manifold.

( I t i s i n t h e examples

p r e v i o u s l y c o n s t r u c t e d however .)

The above Gelfand-Naimark-Segal c o n s t r u c t i o n i s s i m i l a r t o G l e a s o n ' s theorem i n t h a t i t d e l i n e a t e s s t a t e s .

It essentially

e n a b l e s one t o r e c o v e r t h e H i l b e r t s p a c e f o r m a l i s m from t h e a b s t r a c t
C*

a l g e b r a formalism.
C;':
@

However, o f t e n i t i s c o n v e n i e n t t o s t i c k w i t h For e x a m p l e , one c a n c h a r a c t e r i z e is irreducible.

the general pure s t a t e s

a l g e b r a p o i n t of view. a s t h o s e f o r which

n@

S e v e r a l o t h e r i d e a s from t h e H i l b e r t s p a c e a p p r o a c h c a r r y o v e r . For example t h e g e n e r a l form of t h e u n c e r t a i n t y p r i n c i p l e i s v a l i d : f o r observables A

,B E

, and 2

a state

,
BA)

o(A, @ ) o ( B , &)

k@(C)

C = i(AB

where

a(A, @)

i s t h e v a r i a n c e of t h e p r o b a b i l i t y d i s t r i b u t i o n

Proof.

Let

[ X , Y] =

@X* (Y)

T h i s i s a n i n n e r p r o d u c t on

s o obeys

t h e Schwartz i n e q u a l i t y .

Note t h a t i t i s enough t o p r o v e t h e i n e q u a l i t y

i n case and B

@(A) = 0

, @(B) =
Then

f o r we c a n r e p l a c e

,B

by

@(A)I

@(B)I

@(C)

= =

i[@(AB)

&(BA) 1

2 I m [A, B ]
Bli

< - 2 [ A , AI'[B,
so

k@(C) _< o ( A , @ ) o ( ~ &) , Q E D ,

A Hidden V a r i a b l e s Theorem.
The o r t h o d o x i n t e r p r e t a t i o n of quantum m e c h a n i c s p r e s e n t e d above h a s d i s c o m f o r t e d many p h y s i c i s t s , n o t a b l y i n c l u d i n g P l a n c k , E i n s t e i n , de B r o g l i e , and S c h r o d i n g e r ( s e e f o r example De B r o g l i e [ I ] and E i n s t e i n - P o d o l s k y - R o s e n [I]).
I t i s hard t o escape t h e f e e l i n g

t h a t a s t a t i s t i c a l t h e o r y must b e , i n some s e n s e , a n i n c o m p l e t e d e s c r i p t i o n of r e a l i t y . One m i g h t hope t h a t t h e p r o b a b i l i s t i c a s p e c t s

of t h e t h e o r y a r e r e a l l y d u e , a s i n t h e c a s e of c l a s s i c a l s t a t i s t i c a l m e c h a n i c s , t o some s o r t of a v e r a g i n g o v e r a n enormous number of "hidden variables"; i n a p e r f e c t d e s c r i p t i o n of a s t a t e , i n which t h e s e h i d d e n

p a r a m e t e r s would h a v e w e l l - d e t e r m i n e d v a l u e s , a l l t h e o b s e r v a b l e s would be s h a r p . However, von Neumann [ 2 ] h a s g i v e n a p r o o f t h a t t h e r e s u l t s

of quantum m e c h a n i c s a r e n o t c o m p a t i b l e w i t h a r e a s o n a b l y f o r m u l a t e d hidden v a r i a b l e hypothesis. W s h a l l o u t l i n e a n argument a l o n g von e

Neumann's l i n e s , b u t i n t h e more g e n e r a l s e t t i n g of S e g a l ' s C*-algebra f o r m u l a t i o n of quantum t h e o r y .

L e t t h e o b s e r v a b l e s of a g i v e n p h y s i c a l s y s t e m be r e p r e s e n t e d by t h e s e l f - a d j o i n t e l e m e n t s of a C* algebra
CE

If

A E CP,

i s an

o b s e r v a b l e and i s g i v e n by

i s a s t a t e , t h e d i s p e r s i o n of
=

i n the s t a t e

2 o (A, p)

p(A)

p((A

p(A)I )
0

.
2

W s h a l l say t h a t e
=

i s a d i s p e r s i o n - f r e e s t a t e provided t h a t observable A &

(A, p)

f o r every

The r e s u l t s of e x p e r i m e n t show t h a t t h e s t a t e s of

quantum s y s t e m s p r e p a r e d i n t h e l a b o r a t o r y a r e n o t d i s p e r s i o n - f r e e . The h i d d e n - v a r i a b l e h y p o t h e s i s i s t h a t t h e p h y s i c a l s t a t e

owes i t s

d i s p e r s i o n t o t h e f a c t t h a t i t i s a s t a t i s t i c a l ensemble of i d e a l dispersion-free s t a t e s . (The l a t t e r need n o t be p h y s i c a l l y r e a l i z a b l e

j u s t a s one c a n n o t r e a l l y p r e p a r e a c l a s s i c a l g a s w i t h p r e c i s e l y d e t e r m i n e d p o s i t i o n s and v e l o c i t i e s f o r e a c h of i t s m o l e c u l e s . ) Mathematically, the hypothesis s t a t e s t h a t every s t a t e f orm

i s of t h e

where e a c h

Pw

i s a d i s p e r s i o n - f r e e s t a t e and

i s a probability r e p r e s e n t s , of

measure on some s p a c e

The c o o r d i n a t e

ER

c o u r s e , t h e i n d e t e r m i n a t e "hidden v a r i a b l e s " .

Theorem.

(See Segal [ 4 ] . )

4
Q

C;';

algebra

admits hidden variables

i n t h e above s e n s e o n l y i f system i s t h e n l ' c l a s s i c a l " . )

is abelian.

(The c o r r e s p o n d i n g p h y s i c a l

Proof. state
<<A, (<<A,

(Chernoff)

The f i r s t s t e p i s t o show t h a t a d i s p e r s i o n - f r e e Note t h a t t h e b i l i n e a r form

Pw

i s multiplicative.
= pw(AB+;)

B>>

i s a H e r m i t i a n i n n e r p r o d u c t on is

O:

b> = pw(AkJ:)

- 0 by >

hypothesis.

From t h i s i t f o l l o w s

easily that

pw(C;':)

pw(C)
CO

f o r any
=

E O

.
.)

I n p a r t i c u l a r we have Hence, by t h e Schwarz

<a, A>>

p (A*" (B))
IU

= p (AB;':)

<<A, B>>

inequality,

for a l l

,B E

.
B

From t h i s we s e e t h a t i f

p (AA*)
W

then Then,

pw(AB) = 0 since every

Q

for a l l

Suppose t h a t

i s self-adjoint.
2

i s dispersion-free

'

PU,

((A

pN(A)I) ) = 0 pU,(AB)

.
=

Therefore, for pw(A)pU,(B)

pw((A

pU,(A))B) = 0

That i s ,

This holds a s well f o r non-self-adjoint if

&
i s dispersion-free

by l i n e a r i t y . pw(AB) = gw(BA)

In particular,

i t follows t h a t

But i f

G admits hidden v a r i a b l e s ,
p

i t follows immediately
=

from ( 1 ) t h a t e v e r y s t a t e

satisfies

p(AB)

p(BA)
Q

Since t h e r e s t a t e s of

a r e enough s t a t e s t o d i s t i n g u i s h t h e members of t h e form

(e.g.

<A$, JI>)

i t follows t h a t

AB = B A

Thus

U i s abelian.

Remark.

C o n v e r s e l y , a well-known theorem of G e l f a n d and Naimark s t a t e s

C*

t h a t every a b e l i a n

a l g e b r a i s isomorphic t o X

C(X)

t h e s e t of

c o n t i n u o u s f u n c t i o n s o n some compact s e t

(Many a c c o u n t s of t h i s The are

r e s u l t a r e a v a i l a b l e ; a v e r y r e a d a b l e one i s i n Simmons [ l ] . ) s t a t e s of
(P,

a r e s i m p l y t h e p r o b a b i l i t y measures on

, which

convex s u p e r p o s i t i o n s of t h e

6-measures a t t h e p o i n t s of

X ; the

l a t t e r a r e , of c o u r s e , p r e c i s e l y t h e d i s p e r s i o n - f r e e s t a t e s .

W c a n a l s o d i s p o s e of a l e s s s t r i n g e n t n o t i o n o f h i d d e n e variables. A c c o r d i n g t o Jauch [ l l ]

, Mackey

h a s proposed t h e

,onsideration

of " E - d i s p e r s i o n - f r e e " s t a t e s .

A state

i s called pL(E, p )
E

c-dispersion-free i f f o r every projection

E E 8, we h a v e

<

A system i s s a i d t o a d m i t " q u a s i - h i d d e n v a r i a b l e s " i f f o r a l l

e v e r y s t a t e c a n be r e p r e s e n t e d a s
pu
fpw+(m)

>0 ,

where a l l t h e s t a t e s
s

are e-dispersion-free.

( I n f a c t one c a n s a y " i f f o r some

>

0 s u f f i c i e n t l y small" b u t t h i s l e a d s t o a h a r d e r theorem). I f q u a s i - h i d d e n v a r i a b l e s and easy t o see t h a t argument above

p
p

8, a d m i t s

i s a p u r e s t a t e of

,
s

then it i s

i s e-dispersion f r e e f o r every

Then by t h e

must be m u l t i p l i c a t i v e on t h e a l g e b r a g e n e r a t e d

by t h e p r o j e c t i o n s i n

T h i s w i l l be a l l of
Q

i n many i n t e r e s t i n g

cases -- i n particular, i f

i s a von Neumann a l g e b r a ( i . e . c l o s e d

i n the strong operation topology). s e p a r a c e e l e m e n t s of

But t h e n , b e c a u s e t h e p u r e s t a t e s
8,

i t follows a s before t h a t

i s abelian.

(We must h a s t e n t o add t h a t J a u c h and Mackey were c o n s i d e r i n g t h e s e q u e s t i o n s i n t h e c o n t e x t of l a t t i c e s of " q u e s t i o n s " which a r e more g e n e r a l t h a n t h e p r o j e c t i o n l a t t i c e s which we h a v e d i s c u s s e d ; s o from t h e f o u n d a t i o n a l p o i n t of view t h e n o t i o n of q u a s i - h i d d e n v a r i a b l e s h a s r a i s e d p r o b l e m s which o u r s i m p l e argument c a n n o t h a n d l e . )

The e s s e n t i a l p o i n t of t h e argument g i v e n above was t h e none x i s t e n c e i n g e n e r a l of a l a r g e s u p p l y of l i n e a r f u n c t i o n a l ~on which c a r r y s q u a r e s t o s q u a r e s .

Cl

A much d e e p e r a n a l y s i s h a s been
They h a v e

c a r r i e d o u t by Kochen and S p e c k e r [ l l ] , c f . a l s o B e l l [ I ] .

f a c e d s q u a r e l y t h e f a c t , which we h a v e m e n t i o n e d , t h a t i t i s r e a l l y n o t p h y s i c a l l y r e a s o n a b l e f o r t h e sum of non-commuting o b s e r v a b l e s always t o be an o b s e r v a b l e . Drastically reducing the algebraic operations

which t h e y a l l o w , t h e y n e v e r t h e l e s s r e a c h t h e same r e s u l t s ; t h e i r f u n c t i o n a l s a r e r e q u i r e d t o be l i n e a r o n l y on commuting o b s e r v a b l e s . W s h a l l n o t go i n t o t h e d e t a i l s of t h e i r a r g u m e n t s , f o r which we e r e f e r t h e r e a d e r t o t h e i r p a p e r , which a l s o i n c l u d e s an i n t e r e s t i n g d i s c u s s i o n of t h e e n t i r e problem of h i d d e n v a r i a b l e s and v a r i o u s a t t e m p t s t o i n t r o d u c e them. Some r e c e n t work on t h i s s u b j e c t c e n t e r i n g around The r e s u l t s a g a i n a r e a g a i n s t h i d d e n [I].

B e l l s ' i n e q u a l i t y h a s been done. variables theories.

See C l a u s e r e t a 1 [ I ] and Freedman-Clauser

The Measurement P r o c e s s . L e t u s now d i s c u s s t h e p r o c e s s of measurement i n some d e t a i l , f o l l o w i n g von Neumann [ I ] . (A c l e a r summary of von Neumann's i d e a s

may be found i n t h e book of Nelson [ 2 ] ; s e e a l s o Jauch [ I ] and de B r o g l i e [ I ] .) V a r i o u s s o l u t i o n s of t h e problems of measurement h a v e been p r o p o s e d ; c f . Bohm and Bslb [ I ] . However i t i s n o t y e t c l e a r t h a t t h e problems h a v e been s o l v e d . The measurement of a n o b s e r v a b l e i n v o l v e s

t h e i n t e r a c t i o n of a " p h y s i c a l system" w i t h a n " o b s e r v i n g a p p a r a t u s " , s o we s h o u l d f i r s t d e s c r i b e t h e m a t h e m a t i c a l t r e a t m e n t of such composite systems. I f t h e p u r e s t a t e s of a system r a y s of of and

3:

S
S'

correspond t o the u n i t correspond t o the rays S

H '

, and

t h o s e of a second s y s t e m

H1
S'

t h e n t h e p u r e s t a t e s of t h e compound system c o n s i s t i n g of c o r r e s p o n d t o t h e u n i t r a y s of t h e t e n s o r product*

51 8 N'

The t e n s o r p r o d u c t k! 8 k!' i s t h e d i r e c t p r o d u c t i n t h e c a t e g o r y of H i l b e r t s p a c e s , j u s t a s t h e c a r t e s i a n p r o d u c t i s i n t h e c a t e g o r y of m a n i f o l d s ( i f P and P ' a r e p h a s e s p a c e s f o r i s o l a t e d s y s t e m s PxP' i s the phase space f o r t h e i n t e r a c t i n g system). A pure s t a t e i n a c o m p o s i t e quantum system i s much more c o m p l i c a t e d t h a n a n o r d e r e d p a i r of p u r e s t a t e s of t h e s u b s y s t e n s , T h i s f a c t seems r e l a t e d t o many, i f n o t a l l , o f t h e s o - c a l l e d "paradoxes" of quantum t h e o r y .

The t e n s o r p r o d u c t of H i l b e r t s p a c e s

and

3'

i s by d e f i n i t i o n

t h e c o m p l e t i o n of t h e i r a l g e b r a i c t e n s o r p r o d u c t w i t h r e s p e c t t o t h e following inner product:

For example,

2 3 2 3 2 6 L ( R ) 69 L ( R ) = L ( R )

If

[ei)

and

(fj)

are
m

o r t h o n o r m a l b a s e s of

and

N'

r e s p e c t i v e l y , then

(ei B f j ) i , j = l

i s a n o r t h o n o r m a l b a s i s of corresponds t o the operator observable B of

S'

H 8 Y.'
A@ I

.
on

An o b s e r v a b l e

of

8' ; similarly the

corresponds t o

18B

I t c a n be shown t h a t

e v e r y o b s e r v a b l e of t h e c o m p o s i t e system i s a f u n c t i o n of o b s e r v a b l e s of t h e above s o r t , i n t h e s e n s e t h a t e v e r y bounded o p e r a t o r on i s a l i m i t of o p e r a t o r s of t h e form z ( A . 3 I ) * ( I @ Bi)

1

@ 3$'

A state

of t h e compound s y s t e m d e t e r m i n e s a s t a t e of

by t h e r e l a t i o n

I t i s important t o n o t e t h a t
p

pS

w i l l i n g e n e r a l be a m i x t u r e e v e n i f

i s pure.

Thus, i f

i s g i v e n by t h e v e c t o r
H

C wl @ yi , w i t h
have

(vi}

[TI)

orthogonal systems i n

and

H'

, we

so t h a t

p,

i s g i v e n by t h e d e n s i t y m a t r i x

llp1112~
Ti

Now l e t

be a p h y s i c a l s y s t e m which we wish t o s t u d y .

Suppose t h a t we wish t o measure a n o b s e r v a b l e s i m p l i c i t y l e t u s assume t h a t eigenvect o r s t h e system S

A

of

For

h a s a pure p o i n t spectrum, w i t h A
i t i s necessary t o allow

c, q

.
A

To measure

t o i n t e r a c t with an apparatus

S'

A suitable

apparatus f o r measuring
S

w i l l have t h e p r o p e r t y t h a t , i f t h e s y s t e m

i s i n i t i a l l y i n the s t a t e S and S'

y i , a f t e r the i n t e r a c t i o n t h e composite
cpi 8 B i

s y s t e m of

w i l l be i n t h e s t a t e

, where

{Bi]

is

a sequence of o r t h o n o r m a l v e c t o r s i n

3'

The i n t e r a c t i o n , o f c o u r s e ,

i s governed by t h e S c h r o d i n g e r e q u a t i o n f o r t h e c o m p o s i t e system.
m

Hence, i f t h e i n i t i a l s t a t e o f
m

i s g i v e n by

$ =

s t a t e of

C c icp i 1

the f i n a l

S'

w i l l be
S'

0 =

c . ~@ B .
1'1

by l i n e a r i t y .

Now i f

i s an o b s e r v a b l e of v a l u e of B

then a f t e r the i n t e r a c t i o n the expected

w i l l be

so t h a t , although mixed s t a t e

+ S'
Z

i s i n the pure s t a t e

S'

i s i n the

L / c i / Pa
i=l
"

.
i

Similarly,

i s i n t h e mixed s t a t e

Now t h e a p p a r a t u s i s supposed t o be of a m a c r o s c o p i c n a t u r e , i t s orthogonal s t a t e s

Qi

represent, say, d i f f e r e n t counter readings. Through

A f t e r the i n t e r a c t i o n the observer "looks" a t the a p p a r a t u s .

h i s f a c u l t y of i n t r o s p e c t i o n h e r e a l i z e s t h a t t h e a p p a r a t u s i s i n a d e f i n i t e s t a t e , say

(This occurs with p r o b a b i l i t y

lcjl

.)

Once t h i s a c t of c o n s c i o u s n e s s h a s t a k e n p l a c e i t i s no l o n g e r t r u e
03

c i y i x Fi ; i t must be y j x @ j i=l one t h e n s a y s t h a t t h e s y s t e m h a s been found t o be i n t h e s t a t e t h a t t h e s t a t e of S

Sf

is

'

roj .

T h i s i s t h e famous ( o r n o t o r i o u s ) " r e d u c t i o n of t h e wave p a c k e t r 1 . *

W now v e n t u r e t o make some p h i l o s o p h i c a l r e m a r k s . e

It i s

important t o r e a l i z e t h a t an analogous "reduction" takes place i n a c l a s s i c a l s t a t i s t i c a l m e c h a n i c a l s y s t e m when new i n f o r m a t i o n i s g a i n e d . This i s never regarded a s a d i f f i c u l t y , because t h e c l a s s i c a l p r o b a b i l i t y p a c k e t i s a l w a y s viewed a s a mere r e f l e c t i o n of t h e o b s e r v e r ' s i g n o r a n c e of t h e o b j e c t i v e u n d e r l y i n g s t a t e of t h e s y s t e m . perfectly consistent interpretation. This i s a

Why c a n n o t t h e same i n t e r p r e t a -

t i o n s e r v e i n t h e quantum m e c h a n i c a l c a s e ?

As l o n g a s we a r e c o n c e r n e d o n l y w i t h a s i n g l e o b s e r v a b l e ( o r w i t h a commuting f a m i l y o f o b s e r v a b l e s ) i t i s p e r f e c t l y p o s s i b l e t o view t h e quantum s y s t e m c l a s s i c a l l y . T h a t i s , one c a n i n t e r p r e t

t h e r e d u c t i o n from t h e m i x t u r e t o t h e s t a t e c l a s s i c a l type.

yj

a s a r e d u c t i o n of

B u t t h e e x i s t e n c e of i n c o m p a t i b l e o b s e r v a b l e s i n Indeed,

quantum m e c h a n i c s f o r c e s t h i s i n t e r p r e t a t i o n t o b r e a k down.

t h e e n t i r e p o i n t of t h e n e g a t i v e r e s u l t s c o n c e r n i n g " h i d d e n v a r i a b l e s "

Of c o u r s e , " l o o k i n g a t t h e a p p a r a t u s " i n v o l v e s i n t e r a c t i o n w i t h some f u r t h e r a p p a r a t u s u l t i m a t e l y w i t h t h e c o n s c i o u s n e s s of t h e o b s e r v e r . But one c a n lump a l l t h a t i n t o S and t h e o b s e r v e r s mind i n t o S 1 . N e v e r t h e l e s s , a p p a r e n t l y one c a n n o t f i n d a m a t h e m a t i c a l d e v i c e t o y i e l d t h e r e d u c t i o n of p u r e s t a t e s . T h i s i s t h e f u n d a m e n t a l problem i n i n t e r p r e t i n g t h e f o u n d a t i o n s of quantum mechanics.

i s that there i s

no

" o b j e c t i v e u n d e r l y i n g s t a t e " of t h e s y s t e m !

P e r h a p s t h e quantum p r o b a b i l i t y d i s t r i b u t i o n s c a n be i n t e r p r e t e d a s r e f l e c t i n g o u r p a r t i a l knowledge, a s l o n g a s we do n o t i n s i s t t h a t t h e r e be a n o b j e c t i v e e n t i t y of which we have p a r t i a l knowledge. T h i s seems r e m i n i s c e n t of t h e problem of t h e g o l d e n If

mountain i n t h e s e n t e n c e "The g o l d e n mountain d o e s n o t e x i s t " .

one a s k s "what d o e s n o t e x i s t ? " and a n s w e r s " t h e g o l d e n mountain", one i s i m p l y i n g t h a t t h e g o l d e n mountain i s i n f a c t a n e n t i t y w i t h some s o r t of " e x i s t e n c e " . Some p h i l o s o p h e r s t r i e d t o r e s c u e t h e

s i t u a t i o n by s t a t i n g t h a t t h e g o l d e n m o u n t a i n " s u b s i s t s "

--

that i s ,

h a s enough of a shadowy s o r t o f e x i s t e n c e t o s e r v e a s t h e s u b j e c t of a sentence. Now B e r t r a n d R u s s e l l h a s o b s e r v e d t h a t t h e r e a l s o l u t i o n

of t h e problem i s t o r e c o g n i z e t h a t t h e o r i g i n a l s e n t e n c e i s i m p l i c i t l y q u a n t i f i e d , and a c t u a l l y s h o u l d be r e g a r d e d a s s a y i n g " f o r e v e r y

it i s f a l s e t h a t

i s b o t h g o l d e n and mountainous".

I n t h e absence

of new p h y s i c a l d i s c o v e r i e s , i t seems n o t i m p o s s i b l e t h a t t h e same s o r t of p u r e l y g r a m m a t i c a l t r i c k may be t h e u l t i m a t e s o l u t i o n of t h e quantum measurement problem.

8.

Completeness Theorems and N o n l i n e a r Wave E q u a t i o n s . As we h a v e mentioned i n e a r l i e r l e c t u r e s , t h e q u e s t i o n of

t h e c o m p l e t e n e s s of a f l o w i s a f u n d a m e n t a l one; i . e . c a n s o l u t i o n s be i n d e f i n i t e l y e x t e n d e d i n time?

I n o r d e r t o d e a l w i t h t h i s q u e s t i o n , one u s u a l l y p r o c e e d s as follows. One f i r s t e s t a b l i s h e s a l o c a l e x i s t e n c e theorem and t h e n

one u s e s some k i n d of e s t i m a t e s ( s o c a l l e d a p r i o r i e s t i m a t e s ) t o show t h a t t h i s s o l u t i o n d o e s n o t move t o be e x t e n d e d t o e x i s t f o r a l l t i m e . l e c t u r e 6.)

m

i n a f i n i t e t i m e , and h e n c e c a n

( S e e t h e r e s u l t s a t t h e end of

Below we s h a l l i l l u s t r a t e t h i s g e n e r a l p r o c e d u r e w i t h a c o u p l e o f examples. on e n e r g y e s t i m a t e s . W b e g i n by d e s c r i b i n g a g e n e r a l t e c h n i q u e b a s e d e

Liapunov Methods. The c o n c e p t of Liapunov s t a b i l i t y ( s e e l e c t u r e 6) c a n be used e f f e c t i v e l y a s a c o m p l e t e n e s s theorem. theorem t o n o n l i n e a r wave e q u a t i o n s . Below we s h a l l a p p l y t h i s

Theorem.

Let -

E 0

be a Banach s p a c e and

Ft

a l o c a l flow 0 E 2

with

fixed point a t an E

Suppose t h a t f o r any bounded s e t

B

B cE

there i s

>

such t h a t i n t e g r a l c u r v e s b e g i n n i n g i n

e x i s t f o r a time

interval

_> e
Let -

.
H : E +R

be a smooth f u n c t i o n i n v a r i a n t under t h e f l o w .

(a)

I f

H ( u ) _> const.llu112

, then

t h e flow i s complete.

(b)

I f

H(0) = 0

, DH(0)

= 0

and
U

D ~ H ( O )i s p o s i t i v e o r n e g a t i v e of 0 such that: any i n t e g r a l 0 i s stable.

d e f i n i t e , t h e n t h e r e i s a neighborhood curve s t a r t i n g i n
0

i s defined f o r a l l

t ; moreover,

Proof. estimate

(a)

Let

u E E

Since u

i s c o n s e r v e d we h a v e t h e a p r i o r i
B

i / u 2 ( constant, so .

r e m a i n s i n a Bounded s e t

But

b e c a u s e of t h e a s s u m p t i o n on t h e f l o w , t h e i n t e g r a l c u r v e b e g i n n i n g a t u c a n be i n d e f i n i t e l y e x t e n d e d .

(b)

From t h e a s s u m p t i o n s , t h e r e a r e c o n s t a n t s

,B

such t h a t

Hence, by T a y l o r ' s t h e o r e m , i n a s m a l l n e i g h b o r h o o d

Uo

of

, we

have

Because
V

H
0

i s c o n s e r v e d , t h i s shows t h a t t h e r e a r e n e i g h b o r h o o d s such t h a t i f u E U

of

i t remains i n

a s long a s i t i s Since
V

defined.

Hence we h a v e c o m p l e t e n e s s a s i n ( a ) .

c a n be

a r b i t r a r i l y s m a l l , we a l s o h a v e s t a b i l i t y .

N o n l i n e a r Wave E q u a t i o n s . The f o l l o w i n g e q u a t i o n h a s been of c o n s i d e r a b l e i n t e r e s t i n quantum f i e l d t h e o r y :

on

R~

, where

cp

i s a scalar function,

>

, oc E

and

is

an i n t e g e r .

The c o n s t a n t

i s c a l l e d t h e c o u p l i n g c o n s t a n t and t h e

n o n - l i n e a r term field

cqP

r e p r e s e n t s some s o r t of s e l f i n t e r a c t i o n of t h e

v .
T h i s e q u a t i o n i n t h e same s e n s e a s t h e l i n e a r wave e q u a t i o n

( s e e l e c t u r e 2) i s H a m i l t o n i a n .

The e n e r g y f u n c t i o n i s

W chose e

t h e phase s p a c e t o be

x L2

a s f o r t h e l i n e a r wave e q u a t i o n .

W want t o a p p l y t h e p r e v i o u s theorem t o d i s c u s s g l o b a l e solutions. need t o know or not

cp

I n o r d e r t o do t h i s we need a l o c a l e x i s t e n c e t h e o r y and we
H

i s smooth.

For t h e l a t t e r , t h e key t h i n g i s whether To answer t h i s one u s e s a g e n e r a l i z a t i o n W s h a l l discuss these points i n t u r n , e

i s integrable.

of t h e Sobolev i n e q u a l i t i e s .

b u t l e t u s f i r s t s t a t e t h e r e s u l t s c o r r e s p o n d i n g t o c a s e s ( a ) , ( b ) of t h e p r e v i o u s theorem.

Theorem. and p = 3

(a)

Suppose

,o>

i s odd, o r e l s e

.
(b)

Then t h e f l o w of ( 1 ) i s c o m p l e t e .

Suppose

n = 2

with -

p
0

,a

arbitrary or

,p

2, 3, 4 ,

a arbitrary.
H

Then t h e r e i s an

>

such t h a t i f

i s i n the

x L2

e - b a l l about

then the corresponding s o l u t i o n s e x i s t f o r so i s the solution). H

all

( a c t u a l l y i f the i n i t i a l data i s 0

Furthermore t h e

s o l u t i o n i s Liapunov s t a b l e i n t h e

x L2

topology.

Notice t h a t the conditions what makes t h e l a s t t e r m of H

p so

odd, H(y,

o !

>

i s precisely

2 4) > consr(llyllH, + 1 ~ 1 )1 ~

2 which i s ( a ) of t h e p r e v i o u s theorem.

The o t h e r r e s t r i c t i o n s on theorem i n t h e f o l l o w i n g form.

,p

come from t h e Sobolev

(See Nirenberg [ I ] , Cantor [ I ] ) .

Sobolev-Nirenberg-Gagliardo i n e q u a l i t y :

Suppose

where

j - -< m

<1

n - r

i s an i n t e g e r

> - 1 ,

<

1 is

allowed).

Then f o r

k f : R ~ + R

f o r a c o n s t a n t i n d e p e n d e n t of

.
=

For example suppose r = 2 , q = 2 , j = O , a = 1

and

H'

Then t a k i n g and

wefind that

f EL6

Such r e s u l t s c a n be used t o prove smoothness of r e s u l t s i n t h e following:

above and smoothness

L o c a l E x i s t e n c e Theory. Theorem.

Let

be a Banach s p a c e ,
Ut

A : D cE - E ,
J : E
4

linear, the be smooth w i t h

DJ

g e n e r a t o r of a semi-group

and l e t

bounded on bounded s e t s .

Then du dt

- = Au

+ J(u)

d e f i n e s a u n i q u e l o c a l f l o w whose l o c a l t i m e of e x i s t e n c e i s u n i f o r m l y

>0
fixed

on bounded s e t s .
t .)

(The e v o l u t i o n o p e r a t o r ,

Ft

is -

cm for

T h i s r e s u l t i s due t o S e g a l [ I ] who, b a s e d on e a r l i e r work of J o r g e n s , p o i n t e d o u t how i t c a n be u s e d t o p r o v e t h e r e s u l t s ( a ) on t h e wave e q u a t i o n ( t h e r e s u l t ( b ) i s due t o , amongst o t h e r s , Chadam [ I ] , ~ a r s d e n[ l o ] )

.
Namely, we

The p r o o f of t h i s r e s u l t i s r e m a r k a b l y s i m p l e .

convert the d i f f e r e n t i a l equation t o the following i n t e g r a l equation:

The key t h i n g i s t h a t t h e unbounded o p e r a t o r o n l y t h e bounded o p e r a t o r

Ut

now d i s a p p e a r s and
J

and t h e smooth o p e r a t o r

a r e involved.

One c a n now u s e t h e u s u a l P i c a r d method t o s o l v e ( 2 ) . t h a t the solution l i e s i n D if

J

A l s o one v e r i f i e s

d o e s and t h a t t h e s o l u t i o n s a t i s f i e s
C'

the equation ( f o r the l a t t e r ,

s h o u l d be

and n o t m e r e l y L i p s c h i t z ) .

The p o i n t i s t h a t u s i n g t h e S o b o l e v - N i r e n b e r g - G a g l i a r d o i n e q u a l i t i e s one c a n v e r i f y t h a t

h a s t h e r e q u i s i t e smoothness:

take

( S O one h a s t o c h e c k

rp

u rap

of

H1

to

L2

i s smooth).

Then t h e

g l o b a l e x i s t e n c e c l a i m s f o l l o w by t h e Liapunov method.

W h a s t e n t o add t h a t t h e method depends c r u c i a l l y on t h e e p o s i t i v i t y of t h e l i n e a r i z e d e n e r g y norm. F o r o t h e r s y s t e m s of i n t e r e s t ,

such a s t h e c o u p l e d Maxwell-Dirac e q u a t i o n s t h e s e i d e a s c a n g i v e l o c a l s o l u t i o n s b u t t h e y do n o t h e l p d e t e r m i n e i f one h a s g l o b a l s o l u t i o n s . T h a t p a r t i c u l a r problem r e m a i n s l a r g e l y o p e n . ( S e e G r o s s [ I ] .)

Quantum M e c h a n i c a l Comple t e n e s s Theorems. R e c a l l t h a t S t o n e ' s theorem a s s e r t s t h a t e v e r y s e l f a d j o i n t operator

H

on a H i l b e r t s p a c e

d e t e r m i n e s a one p a r a m e t e r u n i t a r y for a l l
t E R

group ( o r f l o w )

ut

= e

it3

, defined

"Completeness" Actually

t h e r e f o r e amounts t o t h e q u e s t i o n of v e r i f y i n g s e l f a d j o i n t n e s s .

t h i s i s n o t such a s i m p l e q u e s t i o n and i s a n a c t i v e a r e a of c u r r e n t research. ( S e e , e . g . Simon [ I ] .)

L e t u s r e c a l l a c o u p l e of d e f i n i t i o n s . s p a c e and H : D

Let
D

H be a H i l b e r t
dense.

c li

a l i n e a r o p e r a t o r , with

The a d j o i n t

H* : D>'; c & 4 3 i s d e f i n e d a s f o l l o w s : 3.

D* =

(X

E H such t h a t <z,y>

= <x,Hy>

f o r a l l y E D]

and

H*x

An o p e r a t o r i s symmetric i f

a x , y>

<x, Hy>
and

for a l l
=

x, y E D

Equivalently,

H* 3 H ; i . e .

D* 3 D

H: 9

on

An o p e r a t o r i s s e l f a d j o i n t i f

H?:

O f t e n s e l f a d j o i n t n e s s i s n o t so easy t o check because i t depends c r u c i a l l y on t h e c o r r e c t c h o i c e of s e l f a d j o i n t on 2 n H (R )

D
=

For example
-7-

is

, but

n o t on

c i( " ,

L ~ ( R O ).)

"

One i s l e d t o i n t r o d u c e a n o t h e r n o t i o n . closure
H

Recall t h a t the

of an o p e r a t o r H

i s t h a t o p e r a t o r whose graph i s t h e (This operator

c l o s u r e of t h e graph of

always i s w e l l d e f i n e d

f o r symmetric o p e r a t o r s .)

A symmetric o p e r a t o r

i s called essentially self adjoint

i f i t s closure

i s self adjoint.

I t can be shown t h a t t h i s i s e q u i v a l e n t t o s a y i n g t h a t
h a s a t most one s e l f a d j o i n t e x t e n s i o n .

For example, and i t s c l o s u r e i s

with domain :C

i s essentially self adjoint

w i t h domain

Since t h e r e i s a unique way of r e c o v e r i n g a s e l f a d j o i n t o p e r a t o r from an e s s e n t i a l l y s e l f a d j o i n t o n e , t h e r e i s no l o s s i n t r y i n g t o v e r i f y t h e c o n d i t i o n of e s s e n t i a l . s e l f a d j o i n t n e s s . what i s done i n p r a c t i c e . This i s

I f an o p e r a t o r i s n o t e s s e n t i a l l y s e l f a d j o i n t t h i s means some
-7.
2,

Go =

cm f u n c t i o n s with compact s u p p o r t .

a d d i t i o n a l i n f o r m a t i o n e . g . boundary c o n d i t i o n s i n o r d e r t o u n i q u e l y d e t e r m i n e t h e dynamics.

--

must be s p e c i f i e d

C o n s i d e r t h e H a m i l t o n i a n o p e r a t o r f o r t h e Hydrogen atom,

-A

1 +r

on

lX3

D e s p i t e t h e f a c t t h a t t h e s o l u t i o n of t h e

S c h r o d i n g e r e q u a t i o n h a s been known e x p l i c i t l y f o r a h a l f c e n t u r y , o n l y i n 1950 was t h i s o p e r a t o r shown t o be e s s e n t i a l l y s e l f a d j o i n t on ( t h e domain of t h e c l o s u r e t u r n s o u t t o be

c o

Co

H )

T h i s was done by

T . K a t o ( s e e K a t o [ 6 ] f o r d e t a i l s and r e f e r e n c e s ) .

More g e n e r a l l y , on if

, -A

+V
l/r

is essentially self adjoint

V E L2

+ Lm
L

.
2

The

Lm

p a r t i s t r i v i a l , b e i n g a bounded o p e r a t o r . n e a r t h e o r i g i n ) one u s e s a

To h a n d l e t h e

p a r t ( t h e p a r t of let
f E H
V

Sobolev e s t i m a t e i n t h e form: i s an

E L2

Then f o r a l l

e,-

>

there

Me

such t h a t f o r a l l

One c a n t h e n u s e :

Kato's Criterion. domain .D

Let
B

be ( e s s e n t i a l l y ) s e l f a d j o i n t on
D B
3

with

A '

Let -

be symmetric,

DA

and assume f o r some

O < X < 1

!IBXI/
for a l l x

5 cllxll

+ hllAxll

A '

Then

+B

i s ( e s s e n t i a l l y ) s e l f a d j o i n t on

D~

'

This r e s u l t i s a r a t h e r elementary r e s u l t i n operator theory.

W won't go i n t o t h e d e t a i l s h e r e . e

The above method i s t h e b a s i c one by which one h a n d l e s l o c a l s i n g u l a r i t i e s such a s occur i n t h e Hydrogen atom. t h e r e can be problems a t an e x t e r n a l f i e l d . Kato [ I ] :
m

On t h e o t h e r hand

such a s occur when an atom i s p l a c e d i n

T h i s s i t u a t i o n i s covered by a theorem of Ikebe-

Theorem. where Vo(r)

V : R

be such t h a t

i s smooth and

V(x) _> v ~ ( ~ ~ H I I )

i s monotone d e c r e a s i n g and f o r

>

Vo

Then

-A

+V

i s e s s e n t i a l l y s e l f a d j o i n t on

C ;

C~

functions

.Note. If Vo(r) = -r
CY

, cu _<

then w have t h e v a l i d i t y of t h e e

assumptions.

The r e s u l t i s t o o i n t r i c a t e t o go i n t o h e r e ( a n e x p o s i t i o n of t h e p r o o f , g e n e r a l i z e d t o manifolds w i l l appear i n Chernoff-Marsden

111).
Ikebe-Kato t h e n go on t o combine t h i s r e s u l t with t h e p r e v i o u s type of r e s u l t . of i n t e r e s t . The f i n a l r e s u l t c o v e r s most ( n o n - r e l a t i v i s t i c ) c a s e s

A C l a s s i c a l Analogue of t h e Ikebe-Kato Theorem.

There i s a theorem i n c l a s s i c a l mechanics which y i e l d s

completeness of a Hamiltonian system under t h e same c o n d i t i o n s a s i n t h e Ikebe-Kato theorem. (See Weinstein-Marsden [ I ] .) R~ The argument

works w e l l on manifolds j u s t a s e a s i l y a s on

L e t us begin by c o n s i d e r i n g t h e one dimensional c a s e .

Let nonincreasing

be t h e nonnegative r e a l s and function.

V,

: R++R

C'

Consider t h e Hamiltonian system with t h e

Vo ; i . e .

u s u a l k i n e t i c energy and p o t e n t i a l curve we have

if

c(t)

i s a solution

By monotonicity of
t

Vo

, if

c'(0)

then

cl(t)

for a l l

_> 0

Thus i f

H = [c1(t)/2]

+ Vo(c(t))

i s the constant t o t a l

Definition.

The p o t e n t i a l

Vo

i s p o s i t i v e l y complete i f f

for a l l

1-

>

and

such t h a t

VO(xl)

<H

.
xl

I t i s easy t o s e e t h a t i f t h i s h o l d s f o r some

,H ,
(use the

such t h a t

V (x ) 0 1

<H

then i t h o l d s f o r a l l such

,H

f a c t t h a t improper i n t e g r a l s with asymptotic i n t e g r a n d s a r e s i m u l t a n e o u s l y convergent o r d i v e r g e n t )

S i n c e t h e above i n t e g r a l i s j u s t t h e time r e q u i r e d f o r t o move from x

c(t)

to

x c(t)

we s e e t h a t with c(0)

Vo

i s p o s i t i v e l y complete i f f 0
=

a l l i n t e g r a l curves for a l l
t

, c'(0) 2
0

a r e defined

>

(The c a s e when

c'(0)

i s e a s i l y d i s p o s e d of .)

Below we w i l l u s e t h e n o t a t i o n c u r v e with

c(xo, H) ( t )

for the integral

c(x0, H ) (0)

and energy

Example.

The f u n c t i o n

-x

c !

for

a/

_> 0

i s p o s i t i v e l y complete i f f

cu _< 2

The same i s t r u e f o r

-x[log(x

1 ) l m , -x l o g ( x

1) [ l o g ( l o g ( x

1)

lla

etc.

Consider now t h e g e n e r a l c a s e .
-9-

he or em:

Let

be a complete Riemannian manif o l d ( a c t u a l l y

V

may
Suppose

be i n f i n i t e - d i m e n s i o n a l ) and l e t there i s a point that for a l l V(m)

m

c1

f u n c t i o n on

M
R+

EM
1

and a p o s i t i v e l y complete d(m, p)

vo

on

such

E M

[with

sufficiently large],

Vo(d(m, p ) )

where

i s t h e Riemannian d i s t a n c e on

Then t h e f l o w on k i n e t i c energy

TM

of t h e Hamiltonian v e c t o r f i e l d with ( t h e u s u a l and) p o t e n t i a l

t

~ ( v ) <v, v>/2 =

i s a comtDlete flow

( i . e . i n t e g r a l curves a r e defined f o r a l l

R)

Examples. d(m, p)

If

V(m)

-(Constant)d(rn, p )

for sufficiently large //grad ~(rn)/5 l

the conditions hold.

This i s s a t i s f i e d i f d(m, p ) )

( ~ o n s t a n t ) d ( m , p)

(for sufficiently large

.
0

Proof of Theorem.
. I

Let

c : [0, b[ 4 T M

be an i n t e g r a l c u r v e ,

<

< a

See W . Gordon [ I ] , D . Ebin [ 2 ] , and A . W e i n s t e i n and J . Marsden [ I ] .

As usual, it will suffice to show that the curve of c(t) on M

co(t)

, the projection
(a

, remains in

a bounded set for all

t E [0, b[

similar argument holds for

t E 1-b, 01)

(In infinite dimensions

one uses an argument of Ebin [2].) Let n = c (0) and H 0 the energy of ct ()

Let

(notation as above).

Now

Also we have

It follows from these and monotonicity of

Vo

that

for all

t E [0, b [

This is an elementary comparison argument. f (t) = d(c0(t) 1

(See

the lemma below.) bounded for t

We conclude that

, p)

remains

E [0, b [ and so the result follows. I7

Remarks. y energy).

(1)

The completeness f o r
Y

_> 0

i s preserved i f a d i s s i p a -

tive vector f i e l d i s vertical

i s added t o t h e Hamiltonian v e c t o r f i e l d ( i . e . and Y*K

[TIT(Y)= 01

_< 0 where K

i s the kinetic

T h i s i s easy t o s e e .

(2) d(co(t)

T h i s proof a l s o g i v e s an e s t i m a t e f o r t h e growth of i n terms of

, p)

Vo ; f o r example i f

-x

then

When i s t h e Sum of two Complete Vector F i e l d s Complete? U n f o r t u n a t e l y , n o t always. For example c o n s i d e r

Each of

,Y

h a s a complete f l o w , b u t

+Y

does n o t .

Using t h e s o r t of argument i n t h e p r e v i o u s theorem however, one can g e t a r e s u l t .

Theorem.

- H Let

be a H i l b e r t space and l e t

and - Y

be l o c a l l y

L i p s c h i t z v e c t o r f i e l d s which s a t i s f y t h e f o l l o w i n g :

(a) (b) for a l l (cj c(t)

X - Y and

a r e bounded and L i p s c h i t z on bounded s e t s ,

there i s a constant x E H

such t h a t

< Y ( x ) , x>

_<

2 ~llxll

t h e r e i s a l o c a l l y L i p s c h i t z monotone i n c r e a s i n g f u n c t i o n

>

,t 2 O

such t h a t

- dx -

C(X) -

and

e(x0),

KO>

-<

I/X~IIC(IIX~/I)

or, stronger, i f d

x(t)

i s a n i n t e g r a l c u r v e of

dt
Then - X t

j / x ( t > / l_< c ( l ) x ( t ) ) l )

, Y and

+Y

a r e p o s i t i v e l y complete ( i . e . complete f o r

0 .)

Note.
d

One may assume

/ / x ( x O ) l_< c(1IxOII)

i n ( c ) i n s t e a d of

llx(t)ll

c(llx(t)ll)

Proof.

W b e g i n w i t h a n e l e m e n t a r y c o m p a r i s o n lemma: e

Lemma.

Suppose

rl(t) = c(r(t))
t

> - 0

Then - r(t)

is -

defined f o r a l l

Suppose

f ( t ) _> 0

i s c o n t i n u o u s and

Then f ( t ) _< r ( t )

for

t E [O,

T/

T h i s lemma i s n o t h a r d t o p r o v e . results.

S e e Hartman [ I ] f o r such

Proof of Theorem.

Let

u(t)

be a n i n t e g r a l c u r v e of u(t)

+Y .

By

a s s u m p t i o n ( a ) , i t s u f f i c e s t o show i n t e r v a l s , say
t

i s bounded on f i n i t e t-

E [ 0 , T[

Now u s i n g ( b ) ,

By assumption ( c ) we have f o r an i n t e g r a l c u r v e a ( t )

x( t )

of

, x(x(t))>
_<

1 d

l x ( t ) 1 1 _< / ] x ( t ) l l c ( l l x ( t ) / l ) . ~

Therefore

<no, X(xo)>

/ ~ x o l l ~ ( l ~ x o lfio r any )

n0

~hus we g e t

and hence

dt
By t h e lemma,

( e BtllU(t)l()

c(llu(t)ll)

.
i s bounded.

e - R t \ ] u ( t ) / ) i s bounded, s o

/lu(t)jj

9.

General R e l a t i v i t y a s a Hamiltonian systems I n t h i s l e c t u r e we d i s c u s s t h e E i n s t e i n f i e l d e q u a t i o n s of

g e n e r a l r e l a t i v i t y from t h e p o i n t of view of Hamiltonian systems.

In

o r d e r t o m o t i v a t e t h e d i s c u s s i o n , we d i g r e s s t o i n c l u d e some background and m o t i v a t i o n a l m a t e r i a l . Background. The b a s i c t e n e t of s p e c i a l r e l a t i v i t y , t h a t t h e speed of l i g h t i s c o n s t a n t independent of t h e movement of s o u r c e o r o b s e r v e r , i s r e f l e c t e d i n a simple mathematical s t r u c t u r e on ( s p a c e x t i m e ) , v i z t h e Minkowski m e t r i c : v.w=vlwl+vw o r , a s a matrix:
R

X R

2 2

3 3 4 4 + v w - v w

( u s e u n i t s such t h a t

c = 1).

The p h y s i c a l l y meaningful c o n c e p t s i n s p e c i a l r e l a t i v i t y a r e t h o s e i n v a r i a n t under t h e Lorentz group; i , e . t h e group of l i n e a r i s o m e t r i e s of t h e Minkowski m e t r i c . As E i n s t e i n showed i n 1905, t h e above p i c t u r e

f o r c e d by

c o n c r e t e experiments (namely t h e Michaelson-Mor l e y experiment)

has

consequences of a non i n t u i t i v e n a t u r e such a s l e n g t h c o n t r a c t i o n s , time d i l a t a t i o n e t c . such a s Taylor-Wheeler

A l l t h i s i s d e s c r i b e d i n most e l e m e n t a r y t e x t s ,
[1 1

h his

and t h e n e x t l e c t u r e a r e based on Fisher-Marsden

L a t e r E i n s t e i n had t h e f o l l o w i n g b r i l l i a n t i n s i g h t : p h y s i c a l l y i m p o s s i b l e t o d i s t i n g u i s h g r a v i t a t i o n a l f o r c e s from acceleration forces.

it i s

I n d e e d , by Galilee's fameous experiment we

know t h a t g r a v i t a t i o n a l mass i s t h e same a s i n e r t i a l mass ( " p r i n c i p l e of e q u i v a l e n c e " ) . But a c c e l e r a t i o n i s a p u r e l y g e o m e t r i c a l ( o r T h e r e f o r e i t should be p o s s i b l e t o geometrize

k i n e m a t i c a l ) phenomena.

space time i n such a way t h a t t h e g r a v i t a t i o n a l f i e l d s a r e p a r t of t h e geometry i t s e l f . T h i s i s what E i n s t e i n d i d i n h i s p a p e r s of 1915-17. (See Lanczos [ Z ] f o r more h i s t o r i c a l f a c t s ) . I t i s f a i r l y obvious how t o g e n e r a l i z e Minkowski space. W j u s t use a L o r e n t z manifold e symmetric b i l i n e a r form has signature
(-+I--).

V ; i.e.

a 4-manifold w i t h a TxV

< , >u

on each t a n g e n t space

, which

W want t h e f o l l o w i n g t o h o l d : e

particles in free f a l l (in

V

t h e g r a v i t a t i o n a l f i e l d ) should f o l l o w g e o d e s i c s on

Thus we a r e a s s e r t i n g t h a t a body moving under t h e f o r c e of g r a v i t a t i o n a l o n e ( e . g . a s a t e l l i t e c i r c l i n g t h e e a r t h ) should t r a v e l a l o n g a g e o d e s i c i n an a p p r o p r i a t e d i f f e r e n t i a b l e manifold. manifold i s c e r t a i n l y n o t f l a t 3 - s p a c e , s i n c e t h e motion of a s a t e l l i t e would n o t t h e n be g e o d e s i c .

It i s a l s o easy t o see t h a t

Such a

t h e manifold cannot be a curved t h r e e - d i m e n s i o n a l Riemannian space: c o n s i d e r t h e c a s e of two p r o j e c t i l e s time from P I , P2 launched a t t h e same

with t r a j e c t o r i e s a s indicated i n t h e Figure, both

passing through both since p1 B and P2

B ( t h i s i s e a s i l y arranged).

It i s c l e a r t h a t n o t

can be g e o d e s i c w i t h r e s p e c t t o any 3-space m e t r i c ;

c a n be moved a r b i t r a r i l y c l o s e t o

t h e r e a r e no normal

neighborhoods of

A ( i n which t h e r e a r e unique m i n i m i z i n g g e o d e s i c s ) .

On t h e o t h e r hand, we do g e t unique t r a j e c t o r i e s i f we r e q u i r e t h e p r o j e c t i l e t o pass through

a t a given time.

So we

a r e compelled t o c o n s i d e r a m a n i f o l d of dimension a t l e a s t f o u r , F i n a l l y , i t i s a l m o s t o b v i o u s t h a t t h i s &-manifold c a n n o t be Riemannian (metric tensor positive d e f i n i t e ) : Riemannian m a n i f o l d s a r e i s o t r o p i c

i n t h e s e n s e t h a t t h e r e a r e no i n t r i n s i c a l l y d e f i n e d , d i s t i n g u i s h e d directions. But space time i s n o t i s o t r o p i c ; f o r example t h e g e o d e s i c

c o n n e c t i n g (you,now) w i t h ( S i r i u s , 1 second l a t e r ) c o u l d n o t be t r a v e r s e d by a m a t e r i a l p a r t i c l e r e q u i r e d t o t r a v e l a t a speed below t h a t of l i g h t . One h a s t o d i s t i n g u i s h between p o s s i b l e p a r t i c l e

t r a j e c t o r i e s (timelike curves), impossible p a r t i c l e t r a j e c t o r i e s (spacelike curves)

and p o s s i b l e photon t r a j e c t o r i e s ( n u l l c u r v e s ) .

A 1 1 i n a l l , one i s l e d t o c o n s i d e r a f o u r - d i m e n s i o n a l L o r e n t z m a n i f o l d whose m e t r i c t e n s o r g has signature

(+I-!--)

This i s

q u i t e n a t u r a l s i n c e i t t e l l s us t h a t l o c a l l y o r i n a normal neighborhood) space.

( i n the tangent space,

t h e u n i v e r s e l o o k s l i k e Minkowski-

As s t a t e d above, i n t h i s m a n i f o l d , t h e "world l i n e " o r space

time t r a j e c t o r y of a f r e e l y f a l l i n g p a r t i c l e i s a g e o d e s i c .

Furthermore,

i t i s assumed t h a t t h i s g e o d e s i c does n o t depend on t h e mass of t h e p a r t i c l e ( a n orange and a g r a p e f r u i t behave t h e same way i n t h e same gravitational field). equivalence. Less obvious t h a n t h e above i s t h e f o l l o w i n g . g r a v i t a t i o n a l theory, the g r a v i t a t i o n a l p o t e n t i a l
2
= 0

T h i s i s a n o t h e r way of s t a t i n g t h e p r i n c i p l e of

I n Newtonian

cp

must s a t i s f y

exterior t o matter.

S i n c e t h e m e t r i c i s supposed t o geometrize

t h e s e p o t e n t i a l s , what c o n d i t i o n s should we impose on t h e m e t r i c ? Using t h i s analogy and a good d e a l of i n t u i t i o n and guesswork, E i n s t e i n was l e d t o t h e (empty space) f i e l d e q u a t i o n &

R
CY9
-1_

= O

The c u r v a t u r e t e n s o r

aBY

'

i s d e f i n e d on v e c t o r f i e l d s by

R(X,Y,Z) =

vX 7Y Z

B p Z

Y X

%,YI

where

ayCY ( T J ~ Y ) " . X~ - + = 8 ax

f xPyY SY

( summation on r e p e a t e d i n d i c e s ) and

Here

g a ~

i s t h e components of t h e m e t r i c i n a c h a r t , and W write e xCY ( x j , t ) = f o r l o c a l coordinates. T V

X

i s the Also g

inverse matrix.

r a i s i n g indices corresponds t o i d e n t i f y i n g u s u a l ( s e e l e c t u r e 2) e.g.: The R i c c i t e n s o r the scalar curvature i s d e r i v a t i v e of a t e n s o r . X

and

V T :

via

, as

= g

RY

xY
is

etc. R

Ric = R

a8

cg w

= R

CYSP

'

( a c o n t r a c t i o n ) , and for the covariant

R = R
CY

One w r i t e s

&lY

Following t h i s , E i n s t e i n incorporated m a t t e r , o r o t h e r external sources v i a

where

a B

i s a g i v e n e n e r g y momentum t e n s o r of t h e s o u r c e s
R R
i s n o t , so E i n s t e i n modified
= 0

i s d i v e r g e n c e f r e e and to
G

c/P

0B

fortunately

CUP

i s equivalent t o

&>

= 0)

Sometimes a " c o s m o l o g i c a l c o n s t a n t q 1 A

i s a l s o included:

~8 - h g a ~ UP T =
L a t e r t h e s e e q u a t i o n s were " j u s t i f i e d " on t h e o r e t i c a l g r o u n d s by

Cartan-Weyl.

They proved t h a t any symmetric d i v e r g e n c e f r e e 2 g , Dg, D g had t o have t h e form;?

pGMq

? - t e n s o r d e p e n d i n g on

kg*

T h e r e i s a n o t h e r p i e c e of m o t i v a t i o n t h a t l e n d s i n s i g h t i n t o t h e n a t u r e of t h e f i e l d e q u a t i o n s which i s due t o P i r a n i [ I ] . proceeds a s follows: Let ( t i m e l i k e means u

be t h e t a n g e n t t o a t i m e l i k e g e o d e s i c

This

x(t)

<

u,u

> <

0)

so

vUu

Consider t h e J a c o b i

f i e l d (or deviation vector) equation:

along

s ( t ) ; it s a t i s f i e s J a c o b i ' s

vueUI+ R ( T ~ u ,u)
where

= 0
N

i s the curvature tensor.

i s i t s trace. W a r e supposing e Ric
=

Regarded a s a map

RU

in

? ,

Ric(u,u)

0 ,

Let

i9

i=1,2,3

be v e c t o r s D g, b u t
2

J-

I t i s u s u a l l y assumed t h a t t h e t e n s o r depends l i n e a r l y on s e e R u n d - L o v e l o c k [li.

orthogonal t o

a t a point

where

Then e x t e n d
bt

t o be

~ a c o b if i e l d s w i t h i n i t i a l c o n d i t i o n (use)
=

V e. = 0 u 1

.
U

Then

use

u . 6 e . = u'y e u 1 u i
= =

so

v u u ( u s e1 ) .

= u.6

v Ue L .

= -u.R(e.u)u
I

= 0

(we have in of w,z)

< R(v,u)U,u >

0 0

a l w a y s by skew symmetry of f o r a l l time. u Choose e

i

<

R(u,v)w,z

>

Hence

use

t o be e i g e n v e c t o r s

RU

on t h e s p a c e o r t h o g o n a l t o

W d e n o t e t h i s r e s t r i c t i o n by e

Thus

$ai

= hiei

and e

hl
i

+ h 2 + ). 3

= 0

because

RU

i s zero.

Now t h e s e v e c t o r s by
6

s p a n a t h r e e volume. se

Multiply

e.
I

( s o t h a t we can be s u r e exp maps t h e f i e l d

onto geodesics

c l o s e t o t h e geodesic through

p ) . A s a t i s f a c t o r y a p p r o x i m a t i o n of (vol) =
F

t h e volume of t h e cube spanned by t h e s e v e c t o r s i s W compute: e

e l A e2 A e3

= F ( v ~ B A~ e ~ A e) 2 ~ 3

e l A (vuVUe2) A e 3

e l A e2 A

v u6 u e 3

+ First
Since t h e of

d e r i v a t i v e terms) e 's i

1P .

a r e J o c o b i f i e l d s and e i g e n v e c t o r s ( a t p)
=

3 , and

since

7 e.

U 1 P

, we

have

a s the condition equivalent t o

Ric = 0

,
Imagine

W can i n t e r p r e t t h i s more p h y s i c a l l y a s f o l l o w s . e

o u r s e l v e s i n a f r e e l y f a l l i n g e l e v a t o r and watch a c o l l e c t i o n of freely falling particles. The p a r t i c l e s a r e i n i t i a l l y a t r e s t w i t h

r e s p e c t t o each o t h e r , b u t due t o motion towards t h e e a r t h ' s c e n t e r , t h e y w i l l p i c k up a r e l a t i v e motion ( s e e t h e f o l l o w i n g F i g u r e ) . The c o n d i t i o n (1) s a y s t h a t t h e 3-volume (up t o second o r d e r ) i s remaining c o n s t a n t d u r i n g t h e motion. This geometric property i s

d i r e c t l y v e r i f i a b l e i n t h e c a s e of t h e Newtonian g r a v i t a t i o n a l f i e l d , so i s a reasonable condidate f o r generalization. Ric = 0 Thus we s h a l l adopt

-L

a s t h e E i n s t e i n f i e l d e q u a t i o n s i n o u r Lorentz f o u r m a n i f o l d .

r------7

+--+

6 TO ATTRACTION. DUE
TOWARDS CENTRE
W

WIDTH DECREASES

The g e n e r a l program Let

be a spacetime w i t h

a three-dimensional spacelike

s e c t i o n w i t h o u t boundary ( a s p a c e l i k e s e c t i o n i s a submanifold such that for 0 f v E T_M,< v , v

L.

>>

0)

Assume f o r t h e momen't t h a t

is

compact, s o t h a t t h e r e e x i s t s a neighborhood timelike geodesics

of

i n which t h e v have

( t h a t i s g e o d e s i c s whose t a n g e n t v e c t o r s

'

See a l s o J . Wheeler

[2]

<

v ,v

><

0)

orthogonal t o

have no f o c a l p o i n t s . t
=

I f we l e t on M = Mo

measure proper time on t h e s e g e o d e s i c s , w i t h then the function given by

t = t

i s well-defined i n

The s u r f a c e s

Mt

c o n s t a n t form a one parameter f a m i l y of space s e c t i o n s ,

M

a l l diffeomorphic t o on
Mt

Let

be t h e induced Riemannian m e t r i c gt as

.
V

Via t h e aformentioned diffeomorphism, we can r e g a r d

a curve i n t h e space of p o s i t i v e d e f i n i t e m e t r i c s on that i s Kicci f l a t implies t h a t gt

The f a c t

satisfies certain differential

equations.

W want t o work t h e s e o u t . e W a l s o want t o go t h e o t h e r way: e given ko

=

,a

positive

definite metric

go

,
M

and a symmetric t e n s o r in

( t h e second

fundamental form of

V) we want t o f i n d t h e c u r v e

t then t o

d e s c r i b i n g t h e time e v o l u t i o n of t h e geometry of p a s t t o g e t h e r t h e r e s u l t i n g 3-manifolds s p a c e t ime. M t

, and

t o o b t a i n a p i e c e of

The Space of Riemannian M e t r i c s . F i x a 3-manifold simplicity. universe. M and l e t

M

which we s h a l l t a k e t o be compact f o r

T h i s i s supposed t o r e p r e s e n t a model f o r t h e s p a t i a l Let S2(M) be t h e s e t of a l l

cm

symmetric two t e n s o r s on

h c S 2(M)

be t h e cone of p o s i t i v e d e f i n i t e o n e s ; i - e .

riemannian m e t r i c s . The "time e v o l u t i o n ' ' of t h e u n i v e r s e w i l l be r e p r e s e n t e d by

a c u r v e of m e t r i c s

g(t) E

Of c o u r s e t h e r e i s no g l o b a l t i m e

s c a l e and p h y s i c a l l y t h i s e v o l u t i o n t a k e s p l a c e r e l a t i v e t o a g i v e n system of " c l o c k s " and a g l o b a l "frame". below. system. W want e T h i s p o i n t w i l l be b r i e f l y d i s c u s s e d

t o be t h e c o n f i g u r a t i o n s p a c e f o r a dynamical

The f i r s t job t h e r e f o r e w i l l be t o c o n s t r u c t a m e t r i c on As was t h e c a s e w i t h hydrodynamics, one s h o u l d p r o p e r l y

work w i t h m e t r i c s i n t h e Sobolev c l a s s

' H

T h i s space i s denoted

h,

F o r s i m p l i c i t y most of t h e development w i l l b e done i n

.
is

Below we s h a l l d i s c u s s b r i e f l y t h e e x i s t e n c e q u e s t i o n s , which make u s e of H~

T h i s a l s o comes i n t o p l a y i n l e c t u r e 10. S2(M) (using the

H'

Since

an open c o n e i n g C

or

ern

topology), f o r

h , we

have

Define a m e t r i c

rb

on

as f o l l o w s :

where hak = h by g

g
ij

E
k

h , h , k C T b, h ' k g
ij9 trh = h
i i

i s t h e induced i n n e r p r o d u c t ,
p

i s t h e t r a c e and
and trh

i s t h e volume d e t e r m i n e d g

Observe t h a t

h.k

b o t h depend upon

Thus

i s a non c o n s t a n t m e t r i c .
@

i s c a l l e d t h e deWitt m e t r i c . Although
@

i s n o t p o s i t i v e d e f i n i t e , we can e a s i l y d e m o n s t r a t e t h a t

is

weakly non d e g e n e r a t e :

suppose

fj ( h , k )

= 0

for a l l

h E S2

Then

~ ~ ( kk -, ) i ( t r k ) g ) = 0

But t h i s e q u a l s

S,k.k

so

k = 0

The f i r s t t h i n g we w i l l want t o do i s work o u t t h e s p r a y

Proposition. 1ts principal part i s

The spray

of

i s given a s follows:

Tb, - + S 2 X S2

~ ( ~ , = )k, k k ( Note. -

x k - %(trk)k - 5 ik-k - (trk)- lg)

h e r e depends on dim M = 3

The f a c t o r

.
W e g

proof.

W use t h e f o r m u l a s f o r t h e s p r a y i n l e c t u r e 2 . e

f i r s t must compute t h e d e r i v a t i v e of do t h i s i n t h r e e s t e p s : L e m a . The d e - -r i v a t i v e i s given by k(trh)pg Let of

B,

with respect t o

W e

g w pg

&direction

h E

s2

.
g(t) = g

Proof. d dt

th

The d e r i v a t i v e i n q u e s t i o n i s dx

1 . g ( t ) t=O

Using t h e l o c a l formula

l'g i

1J

... A
1.l

dx

we g e t t h e r e s u l t from t h e formula

dt

d e t ( g 1J . .

th. )
lJ

t=o

= t r ( h , . ) d e t ( g . .)

13

The l a t t e r f o r m l a may be proven from t h e f a c t t h a t t h e d e r i v a t i v e d i d e n t i t y i s t r a c e , so - d e t ( g i j dt

= det(gij)

det -I h)

a t the

t ' h ,1 J.) = d e t ( g 1 J . .)
-r-

det(1

-+

tg

tr(h,.) 1J

Note

g : T M +T;M x

so

-1 h

i s a l i n e a r map

from

T M
X

t o i t s e l f and g

trh

i s t h e t r a c e of t h i s map.

I n coordinate

language Lemma.

- 1h

r a i s e s one i n d e x on g
hh h .

.
hl
=

The d e r i v a t i v e of where

in direction

i s g i v e n by

-2 h l S ( h x k)
coordinates. Proof. where Now

h x k = hg

- 1k

or

(h x k)ij

h. kk. 11 J

,%

h-k = tr(g

-1

hg

-1 k)

and as u s u a l ,

d - g(t) -1 = dt

-1

hlg

-1

g(t) = g

thl

Thus we g e t f o r t h e d e r i v a t i v e

and t h i s g i v e s t h e r e s u l t .

I n a s i m i l a r way, one p r o v e s Lemma. -hLah The d e r i v a t i v e of g

I +

tr(h)

in direction

hl

i s g i v e n by

.
C o n t i n u i n g w i t h t h e proof t h e p r o p o s i t i o n , we have from S(g,k) = (k, Sg(k)),

l e c t u r e 2 t h a t i f we w r i t e

sg

should s a t i s f y :

From t h e lemmas we g e t

[h-k

( t r h ) ( t r k ) ] t r h dpg

Thus t h e r i g h t hand s i d e of ( 3 ) becomes

f h . ( k x k)
M

kh.k(trk)

( t r h ) k.k

k ( t r k ) t r h f -j-[k'k

2 ( t r k ) ] trhlclp

(4)
while the l e f t side i s M ( ~ ~ (.h ) t r ( S k) t r ( h ) k g S

eg which
g-h = trh

becomes,

on s u b s t i t u t i n g t h e s t a t e d e x p r e s s i o n f o r trg = 3

, using

, and
-

t r ( k x k) = k.k

f
M

h . ( k x k)

%(h.k)trk

1 (k-k t r h 8 1 - -

(trk)

trh)

eg
+,g

- :
M

k.k t r h

k(trk)'

trh

Ck.k.3

trh

2 (trk) 3trhJ

which e q u a l s ( 4 ) above. [7

The -Gravitational

Potential.

W have e s t a b l i s h e d our m e t r i c e i t s spray.

on

and have determined

W now proceed t o c o n s i d e r a p o t e n t i a l and w i l l compute e The s p r a y

i t s gradient.

of

i s simply a l g e b r a i c , whereas t h e

g r a d i e n t of t h e p o t e n t i a l w i l l i n v o l v e non l i n e a r d i f f e r e n t i a l o p e r a t o r s . Define

V:

b, 4 R

by

V(g) = 2

r
M

R(g)

where

R(g)

i s t h e s c a l a r c u r v a t u r e (remember and a s u s u a l Proposition. on -

i s a t h r e e dimensional m e t r i c ) g

li' g

i s t h e volume a s s o c i a t e d w i t h

.
@

The g r a d i e n t of

with respect t o the metric

b, is
g r a d V(g) = -2 R i c ( g )

% R(g)g E S2(M)

Proof.

Let

g(t) = g

th

. Then

The d e r i v a t i v e may be done i n two p a r t s . c a r e of by t h e lemmas.

The

g(t>

p a r t i s taken

For t h e s c a l a r c u r v a t u r e we u s e :

where

&gh = h

ij

li

i s t h e double c o v a r i a n t d i v e r g e n c e .

T h i s i s a s t r a i g h t f o r w a r d b u t somewhat l e n g t h y computation which we s h a l l omit. (See 'Lichnerowicz [ 2 ] ) . Since we a r e taking terms ~ ( t r h ), 6fih

compact w i t h no boundary, t h e two Hence we g e t

drop o u t by S t o k e s theorem.

It i s now e a s y t o v e r i f y t h a t t h e f o r m u l a i n t h e p r o p o s i t i o n s a t i s f i e s
Gg(grad V(s> ,h) = dV(s) 'h i f we remember t h a t t r ( R i c ( g ) ) = R(g) and trg = 3

The Energy C o n d i t i o n ; C o o r d i n a t e I n v a r i a n c e and C o n s e r v a t i o n Laws I f we c o n s i d e r t h e Lagrangian L(g,k) = qg(k,k)

V(g)

on

t h e n we have computed above

t h e corresponding spray t o be g(t) satisfies

sg(k)

g r a d V(g)

Thus an i n t e g r a l c u r v e

These e q u a t i o n s have an i m p o r t a n t p r o p e r t y which i s n o t shared by t h e u s u a l non r e l a t i v i s t i c f i e l d t h e o r i e s . This i s t h a t not

only i s t h e t o t a l energy conserved, but i t i s p o i n t w i s e conserved. A c t u a l l y t h i s law i s i n t i m a t e l y connected w i t h a n o t h e r c o n s e r v a t i o n law which we s h a l l develop f i r s t . Theorem.

Let n

= (trk)g

k) @

wg , the

con j u g a t e momentum. Here, -

hen

a l o n g an i n t e g r a l c u r v e of

above,

d e f i n e d by 6rr = 0 at

fj(trk)g t = 0

k)

p g ; Sh

hij

li

In particular i f Furthermore,

, then

t h i s condition i s maintained.

t h i s law i s t h e c o n s e r v a t i o n law a s s o c i a t e d w i t h t h e i n v a r i a n c e of under t h e ( l e f t ) a c t i o n of t h e group of diffeomorphisms

@

L
b~

ri

( g ) = ??,g I n otherwords, we g e t a f r e e c o n s e r v a t i o n law j u s t because

our t h e o r y i s i n v a r i a n t under c o o r d i n a t e t r a n s f o r m a t i o n s . form of Proof.

The a c t u a l

i s irrelevant.
8

W a r e c o n s i d e r i n g t h e a c t i o n of e

on

as stated.

See

l e c t u r e 4 f o r t h e r e l e v a n t p r o p e r t i e s of Consider X a v e c t o r f i e l d on M

~o which a r e used h e r e .
X i s i n t h e Lie a l g e b r a of

, so

A
Ft

.
E

The one parameter subgroup c o r r e s p o n d i n g t o

fl

i s i t s flow

Since

we s e e t h a t t h e c o r r e s p o n d i n g i n f i n i t e s i m a l g e n e r a t o r on

h is

g i-+

s g E S2(M)

Hence by our c o n s e r v a t i o n laws ( l e c t u r e 6) ( g , k ) I-,

qg

(k, - 5 g )

i s a conserved q u a n t i t y . Lemma. , LXgsk dpg = M

At t h i s p o i n t , we need t h e f o l l o w i n g : Xs6k

- zCf
M

+g .
$g
= X

Proof.

I t i s e a s y t o d e r i v e t h e f o l l o w i n g formula

Ij

+ X j li .

From t h i s i t f o l l o w s t h a t

6(kSX) = (6k)'X

+ k'BX
, we

= (6k)sX

%k*LXg

S i n c e , by S t o k e s theorem

6(k-X) dp = 0

g e t t h e lemma

ll

Nw o

Qg(k, Lxg) =

(k.L g X

(trk)(fr52)1&

Thus f o r any v e c t o r f i e l d

,
M

X'6n

i s conserved.

Hence

6n

itself

i s conserved.

[7

This r e s u l t could a l s o

be o b t a i n e d from Noethers theorem.

N o t i c e t h a t t h e bundle i n q u e s t i o n i s on second d e r i v a t i v e s of t h e f i e l d s have t o use t h e second j e t bundle. g

9 (M)

, and

since

depends

, since

~ ( g ) does, one would

That approach seems more complicated.

The energy c o n s e r v a t i o n law i s a s f o l l o w s .

Theorem.

For t h e e q u a t i o n s f o r

above, we have

at

[S((g,k) IJ. } g

2 66n = 0

where

i s t h e energy d e n s i t y .

In particular if

ST

= 0

,3

at

t = 0

then

t h e s e c o n d i t i o n s a r e maintained i n time. Proof. Then Let

K (k) = % ( k - k- ( t r k l L ] g

t h e k i n e t i c energy d e n s i t y .

where

(j i s t h e p o i n t w i s e Dewitt m e t r i c .

Using t h e lemmas on p. 213-214,

D H ( k ) .k g g
and
A

ke(k

x k)

k.k(trk)

Gg("

dk -) dt

= k.

k x k = k(trk)kmk

1 - K(trk)
4

Adding we g e t
; i - (Hp ) at g

= 2 Ric(g)-k

R(g) t r ( k )

O t h e o t h e r hand, n

+
Hence adding,

266k

2 R i c ( g ) k ) pg

a - (p ;?t

pg) = 2 ( d ( t r k )

66k)pg

There i s good a p r i o r i e v i d e n c e , i n c l u d i n g a theorem, t h a t

any genuinely r e l a t i v i s t i c t h e o r y , i n t h e a b s e n s e of e x t e r n a l f i e l d s ,
must have

8 p o i n t w i s e c o n s t a n t ( s e e Fischer-Marsden [ I ] ) .
T h e r e f o r e one s e l e c t s o u t t h e s u b s e t
P

of

Th d e f i n e d by:
and

= ((g,k)l %{kSk

2 (trk) }

2 ~ ( g )r 0

The p r e v i o u s r e s u l t s prove t h a t our Hamiltonian flow on

Th

leaves

C i n v a r i a n t and we t h u s s e l e c t o u t
subset.

C a s t h e p h y s i c a l l y meaningful

I t i s r a t h e r analogous t o what one does i n electromagnetism.

I n general, 10.

i s n o t a manifold.

This point i s discussed i n lecture

Thus f o r

(g,k)

, the

e v o l u t i o n e q u a t i o n s become,

The e x t r a t e r m s have dropped o u t i n view of

Y = 0

R e l a t i o n a h i p w i t h t h e Four Geometry. W now form e L a s follows.

L = M x R

and c o n s t r u c t a L o r e n t z m e t r i c on

where

(v,r)

, w, s)

E T
M

(xat)

(M x R)

TxM

x R and

i s t h e time

dependent m e t r i c on

I n c o o r d i n a t e s , t h e formula reads:

Theorem.

The L o r e n t z m e t r i c

i s Ricci f l a t

i f and o n l y i f

s a t i s f i e s t h e e v o l u t i o n e q u a t i o n s ( 6 ) above, t o g e t h e r w i t h t h e i n i t i a l constraints (5).

T h i s r e s u l t t h e r e f o r e e s t a b l i s h e s t h e e q u i v a l e n c e between s o l v i n g t h e i n t i i a l v a l u e problem f o r t h e t h r e e m e t r i c R i c c i - f l a t n e s s of t h e f o u r m e t r i c

and

i.e.

the Einstein f i e l d equations.

Note t h a t we have t a k e n a s p e c i a l form f o r goi = 0

a

, namely

we have assumed

goo = -1

.
L,M

T h i s p o i n t i s d i s c u s s e d below.

The proof t u r n s on t h e Gauss-Codazzi e q u a t i o n s which r e l a t e t h e c u r v a t u r e s on normal. w i t h t h e second fundamental form and t h e u n i t

T h i s r e s u l t which we assume h e r e , i s t h e f o l l o w i n g , f o r t h e

c a s e a t hand:

Lemma. L e t - -

S.

1 j

b e t h e second f u n d a m e n t a l form on
M

and -

ZP

t h e u n i t normal t o

, so zP
L

= (0,l)

Let -

(4IR

aPy6

be t h e

c u r v a t u r e t e n s o r on

( 3)

Rijk~

t h a t on

. Then

(i)

(4)R

-.. OiOj - a 1 3 - ( S x S ) 1J t
-

as. .

(i i )

(4)R.

1 jkR

. ijkR

+ ~ kS jR - s IR S j k . .

(i i i )

(4)

Roijk

Siklj

- S..k LJ l

Now i f

g,g

a r e r e l a t e d a s b e f o r e , we a s s e r t t h a t

"ij

& k ij

where

kij

= ag

at

I n d e e d , we have

S . . = -Z 1 3 i

T~ i j

= -

rij

But from t h e f o r m u l a f o r t h e C h r i s t o f f e l symbols, we compute t h a t 0 gij,O

Tij

, and

so our claim holds.

Now suppose

i s Ricci flat.

Then i n p a r t i c u l a r , (4)

0 = ( 4 ) R - . = -YB g 1J

(4IR = -00 g aijp

$A

(4) Rkijj

R j~ i ~

Applying ( i ) , ( i i ) of

t h e lemma w i t h

Sij =

-& kij

gives

or

-= at

kij ~ ( k klij

+
-

z ( ~ ) 1J . + b ( k R .

k)ij

k(trk)k

= (k

k).. 1J

% k i j( t r k ) + 2 ( 3 ) R i j

which i s t h e c o r r e c t e q u a t i o n of motion f o r S i m i l a r l y from

according t o ( 6 ) .

we o b t a i n from ( i i i )

S i m i l a r l y from

4~

00

= 0

we o b t a i n t h e energy s t a t e m e n t .

The converse

i s proved i n e x a c t l y t h e same way.

The Lapse and S h i f t . Although any L o r e n t z m e t r i c can be p u t i n t h e form

g = gij

i dn d n j

dt2

by a s u i t a b l e c o o r d i n a t e change (namely i n

g a u s s i a n , o r n o r m a l , c o o r d i n a t e s ) , t h e above d e s c r i p t i o n i s incomplete s i n c e i t s i n g l e s o u t t h i s c o o r d i n a t e system a s s p e c i a l . The s i t u a t i o n

c a n be remedied however, by i n t r o d u c i n g what a r e c a l l e d t h e l a p s e and s h i f t functions. The s h i f t f u n c t i o n i s a time dependent v e c t o r

field syscem.

p r e s c r i b e d i n advance, c o r r e s p o n d i n g t o a c h o i c e of c o o r d i n a t e Now w e s e t

and t h i s c o r r e s p o n d s t o t h e e v o l u t i o n e q u a t i o n s

T h i s c a E a l l b e s e e n very sirply a s a zhange f r o m w h a t we

m i g h t call " s p a c e "
7

$0 "body"

coordinates.

Namely,

i f

is

c7

a s o l u t i o n f o r no s k i f t a n 5

is t h e f l o w o f X, t h e n

g =

) t

S O ~ Y P S

t h e above.

o b o v e i s just t h e m e t r L c
3 xli 1

i n the i n c i u c e i ! c o o i e d i n a ; e

change on

.
MXR

T h i s t h e r e f o r e t a k e s c a r e of c o o r d i n e t e changes on c o r r e s p o n d i n g t o changes i n M

For changes a l o n g

one i n t r o d u c e s

t h e l a p s e and t h i n g s notv7 become more i n v o l v e d . 8: N y 1 ~lld

W now i n t r o d u c e e

513
with

Ndt

i j 1 g i j dx dx

where

Hess N =

Nlil

i s t h e Ressian of

W s h a l l n o t go i n t o e

d e t a i l s h e r e e x c e p t t o remark t h a t t h i s can be h a n d l e d by t h e f o l l o w i n g device. Set

= the

02

maps

; M X R +R

I f one knows how t o t r e a t

r e l a t i v i s t i c p a r t i c l e s by e x t e n s i o n of t h e Lagrangian t o a homegeneous d e g e n e r a t e o n e , ( s e e Lancos [ I ] ) t h e n we a r e m o t i v a t e d t o e x t e n d our Lagrangian from parameter

R

to

h x J with

g e n e r a l i z i n g a s i n g l e time

T h i s p r o c e d u r e l e a d s t o t h e above e q u a t i o n s of m o t i o n ,

w i t h t h e degeneracy r e f l e c t e d i n t h e a r b i t r a r i n e s s of t h e symmetry groups

One can use

and

t o c o n s t r u c t a r e d u c e d phase space

u s i n g t h e methods of l e c t u r e 6 t o r e c o v e r a r e s u l t of Fadeev [ I ] . See Marsden-Fischer further here. [I]. However we s h a l l n o t p u r s u e t h e m a t t e r

Remarks on e x i s t e n c e of s o l u t i o n s The o r i g i n a l theorem c o n c e r n i n g e x i s t e n c e of s o l u t i o n s f o r t h e E i n s t e i n system i s due t o ~ o u r 5 s - ~ r u h a[ tI ] . The r e s u l t was See a l s o

improved on by Lichnerowicz [ I ] u s i n g Leray systems. Choquet-Bruhat [ I ] and Dionne [ l ] .

The method i n v o l v e s t h e t h e o r y of

second o r d e r p a r t i a l d i f f e r e n t i a l e q u a t i o n s which a r e q u a s i - l i n e a r and " s t r i c t l y hyperbolic". A c t u a l l y , t h e r e i s a s i m p l e r t h e o r y of q u a s i -

l i n e a r f i r s t o r d e r systems which i s a p p l i c a b l e h e r e ( c f . Fischer-Marsden [2,31). The way t h i s goes i s a b i t c o m p l i c a t e d and w i l l n o t be p r e s e n t e d i n d e t a i l here. W w i l l i l l u s t r a t e w i t h t h e wave e q u a t i o n how one e The method f o r

r e d u c e s a second o r d e r system t o a f i r s t o r d e r one.

r e l a t i v i t y i s more c o m p l i c a t e d , b u t t h e b a s i c i d e a i s t h e same.

F i r s t of a l l l e t u s c o n s i d e r t h e l i n e a r ,problem i n
u

R ~ : Let

be a v e c t o r - v a l u e d f u n c t i o n

u:R

+R

The s y s t e m

i s s a i d t o b e symmetric h y p e r b o l i c i f t h e
symmetric f o r a l l in HS u

m x m

matrices

A'

are

1- i - n

< < .

The s y s t e m i s f i r s t o r d e r a n d l i n e a r (A
i

Under f a i r l y m i l d r e s t r i c t i o n s (1-112)

s h o u l d be o f c l a s s u in H'

,s>

1)

, there

e x i s t s a unique s o l u t i o n u0 in

( a l l t i m e ) f o r any i n i t i a l c o n d i t i o n

HS

T h i s r e s u l t i s due

b a s i c a l l y t o P e t r o v s k y [ 11, F r i e d r i c h s [ 11, and o t h e r s ,

A p r o o f may be

found i n C o u r a n t - H i l b e r t [ I ] Vol. 11; s e e a l s o K a t o [ 3 , 4 ] a n d Dunford-Schwartz [ I ] . U s i n g s t a n d a r d t e c h n i q u e s of r e d u c i n g second

o r d e r s y s t e m s t o f i r s t o r d e r , t h i s t h e o r e m may b e u s e d t o s o l v e t h e wave e q u a t i o n i n R~ :

EXAMPLE.

The wave e q u a t i o n .

The e q u a t i o n i s

Put, formally,

Then t h e wave e q u a t i o n f o r symmetric h y p e r b o l i c system f o r u :

i s t h e same a s t h e f o l l o w i n g

I n t h i s case

etc.

a r e symmetric

(n+2) X (n+2)

matrices.

Thus, u s i n g t h e l i n e a r t h e o r y f o r g e n e r a l f i r s t o r d e r symmetric h y o e r b o l i c systems, we g e t an e x i s t e n c e theorem f o r t h e wave e q u a t i o n , namely t h a t i f ( f o , (;3fo/at)) E FiS+l

x HS

t h e r e i s a unique s o l u t i o n

ft E HS",

-m

<

<

s a t i s f y i n g t h e given i n i t i a l c o n d i t i o n s .

The h y p e r b o l i c i t y of symmetry of t h e
Lii

(8 f / a t 2 ) = A f

i s reflected i n the

I f we had used

2 2 2 ( 2 f / a t ) = -A f

, the

would n o t have come o u t symmetric

i s n o t w e l l posed.

t h e Cauchy problem i n t h i s c a s e

Now c o n s i d e r t h e n o n l i n e a r problem i n we have a s y s t e m of t h e form

R~

I n t h i s case

where t h e

Ai

and

a r e m a t r i c e s which a r e p o l y n o m i a l i n

u (or

more g e n e r a l l y , s a t i s f y S o b o l e v ' s " c o n d i t i o n TI'; c f . Sobolev [ I ] ) The s y s t e m i s q u a s i - l i n e a r and t h e m a t r i c e s Ai a r e symmetric.

The

n o n l i n e a r theorem i s o b t a i n e d from t h e l i n e a r t h e o r y by a d a p t i n g t h e P i c a r d method. I n t h i s c a s e a l s o , unique s o l u t i o n s e x i s t i n

H'

but only f o r s h o r t time, i n c o n t r a s t t o the l i n e a r theory. The E i n s t e i n system above i s r a t h e r l i k e t h e wave e q u a t i o n and one c a n show t h a t i n the a p p r o p r i a t e v a r i a b l e s , o b t a i n e d i n a way n o t u n l i k e t h a t f o r t h e wave e q u a t i o n , i t i s symmetric h y p e r b o l i c . The v e r i f i c a t i o n t h a t i t i s symmetric h y p e r b o l i c u s e s "harmonic c o o r d i n a t e s " ; c f

. Lichnerowicz

[ 11

.
These

Thus we g e t e x i s t e n c e and u n i q u e n e s s of smooth s o l u t i o n s f o r s h o r t t i m e (which c a n be e x t e n d e d t o maximal s o l u t i o n s a s w e l l ) . s o l u t i o n s depend c o n t i n u o u s l y on t h e i n i t i a l d a t a . F o r d e t a i l s of a l l of t h i s , s e e F i s c h e r - M a r s d e n [ 2 ] .

10.

L i n e a r i z a t i o n S t a b i l i t y of t h e E i n s t e i n E q u a t i o n s .

T h i s l e c t u r e i s concerned with some "hard" a p p l i c a t i o n s of g l o b a l a n a l y s i s methods t o g e n e r a l r e l a t i v i t y . There have been a number of i m p r e s s i v e a p p l i c a t i o n s of d i f f e r e n t i a l topology t o r e l a t i v i t y r e c e n t l y . One of t h e most i m p o r t a n t

of such a p p l i c a t i o n s h a s been t o t h e s t u d y of t h e topology of spacetimes i n t h e works of Geroch, Hawking and Penrose. Using t e c h n i q u e s

of d i f f e r e n t i a l topology and d i f f e r e n t i a l geometry, t h e y p r o v e , f o r example, v a r i o u s incompleteness theorems from which one may i n f e r t h e e x i s t e n c e of b l a c k h o l e s

--

under r e a s o n a b l e mathematical hypotheses See W . Kundt [ I ] f o r a r e c e n t survey and

.r-

on t h e spacetime i n v o l v e d .

a bibliography f o r t h i s s u b j e c t . The t e c h n i q u e s used i n t h e above a r e t a k e n from t h e study of t h e topology and geometry of f i n i t e d i m e n s i o n a l m a n i f o l d s . Our

main concern h e r e i s w i t h t h e a p p l i c a t i o n s of i n f i n i t e dimensional manifolds. That i n f i n i t e dimensional manifold t h e o r y i s r e l e v a n t f o r g e n e r a l r e l a t i v i t y was f i r s t p o i n t e d o u t by J . A . Wheeler k h l He s t r e s s e d t h e u s e f u l n e s s of c o n s i d e r i n g s u p e r s p a c e of riemannian m e t r i c s on a given t h r e e manifold

S consists

M , with m e t r i c s

which can be o b t a i n e d one from t h e o t h e r by a c o o r d i n a t e t r a n s f o r m a t i o n , identified, i.e.

P/B

T h i s space

i s i m p o r t a n t f o r we can

view t h e u n i v e r s e a s an e v o l v i n g ( o r time dependent) geometry and hence a s a c u r v e i n

a s explained i n l e c t u r e 9 .

The geometry and

': See

a l s o t h e new book of Hawking and E l l i s , Cambridge (1973). P a r t of t h i s l e c t u r e i s a d a p t e d from t h e 1973 e s s a y of A . F i s c h e r and J . Marsden i n t h e G r a v i t y Research Foundation.

topology of

S h a s been i n v e s t i g a t e d by s e v e r a l p e o p l e .

See f o r

example F i s c h e r [ I ] .

R e c a l l from l e c t u r e 9 t h a t t h e E i n s t e i n f i e l d e q u a t i o n s s t a t e t h a t , o u t s i d e of r e g i o n s of m a t t e r , t h e m e t r i c t e n s o r Ricci f l a t ; i.e. R must be

a P

= 0

(1)

T h i s i s a complicated coupled system One can r e g a r d t h e

of n o n - l i n e a r p a r t i a l d i f f e r e n t i a l e q u a t i o n s .

E i n s t e i n e q u a t i o n s a s a Hamiltonian system of d i f f e r e n t i a l e q u a t i o n s on

i n an a p p r o p r i a t e s e n s e .

T h i s i d e a goes back t o A r n o w i t t ,

Deser and Misner [ I ] b u t was p u t i n t o t h e s e t t i n g of

, explicitly

u s i n g i n f i n i t e dimensional m a n i f o l d s by Fischer-Marsden [ I ] .

The above a p p l i c a t i o n s t o g e n e r a l r e l a t i v i t y can be r e g a r d e d a s " s o f t " i n t h e sense t h a t i n f i n i t e d i m e n s i o n a l m a n i f o l d s a r e i n v o l v e d mostly a s a language convenience and a s a guide t o t h e t h e o r y ' s structure. While t h i s i s i m p o r t a n t , i t i s perhaps n o t c r i t i c a l t o t h e

development of t h e t h e o r y .

The f i r s t s u b s t a n t i a l "hard" theorem u s i n g i n f i n i t e dimensional a n a l y s i s ( a t l e a s t i n an i n f o r m a l way) i s due t o B r i l l and Deser [ I ] . They e s t a b l i s h t h e i m p o r t a n t r e s u l t t h a t any n o n - t r i v i a l p e r t u r b a t i o n of Minkowski space l e a d s t o a spacetime with s t r i c t l y p o s i t i v e mass ( o r i n t e r n a l g r a v i t a t i o n a l energy). The t e c h n i q u e t h e y u s e i s an The i d e a

a d a p t a t i o n of methods from t h e c a l c u l u s of v a r i a t i o n s .

behind t h e proof i s r a t h e r s i m p l e ; t h e y show t h a t on t h e space of s o l u t i o n s t o E i n s t e i n ' s e q u a t i o n s , t h e mass f u n c t i o n h a s a non-degenerate c r i t i c a l p o i n t a t f l a t , o r Minkowski, s p a c e .

An i m p o r t a n t f e a t u r e of t h e work of B r i l l and Deser i s t h a t t h e i n f i n i t e d i m e n s i o n a l t e c h n i q u e s employed a r e n a t u r a l , u s e f u l and indispensible.

Linearization Stability. Another f u n d a m e n t a l problem i n g e n e r a l r e l a t i v i t y which h a s been s o l v e d u s i n g t e c h n i q u e s from g l o b a l a n a l y s i s i s t h a t of l i n e a r i z a t i o n stability. T h i s problem may be e x p l a i n e d a s f o l l o w s . Suppose we h a v e

a g i v e n s p a c e t i m e , f o r example t h e S c h w a r z c h i l d m e t r i c , and t h e n wish t o consider a s l i g h t l y perturbed s i t u a t i o n ; f o r instance the introduction of a s l i g h t i r r e g u l a r i t y o r a s m a l l p l a n e t . To c o n s i d e r such s i t u a t i o n s

d i r e c t l y i s n o t e a s y b e c a u s e of t h e n o n - l i n e a r n a t u r e of E i n s t e i n ' s equations. I n s t e a d , i t i s common t o l i n e a r i z e t h e e q u a t i o n s , s o l v e

t h e s e l i n e a r i z e d e q u a t i o n s , and a s s e r t t h a t t h e s o l u t i o n i s a n a p p r o x i m a t i o n t o t h e " t r u e 1 ' s o l u t i o n of t h e n o n - l i n e a r e q u a t i o n s .

To m o t i v a t e l i n e a r i z a t i o n , we c o n s i d e r t h e f o l l o w i n g s t a n d a r d p e r t u r b a t i o n argument.

Suppose Write g(X)

Ric(go) = 0 h

and we seek t o s o l v e f o r and expand:

near

go

f o r a parameter

The a p p r o x i m a t i o n t o f i r s t o r d e r i s Ric(g(h)) = 0 we f i n d t h a t f o r
h

+ Xh .

Now

-1d g dl

X=O

'

If

These a r e t h e l i n e a r i z e d f i e l d e q u a t i o n s ( t h e y a r e w r i t t e n o u t b e l o w ) .

I t i s perhaps s u r p r i z i n g t h a t t h e i m p l i c i t assumption

--

that

t h e s o l u t i o n of t h e l i n e a r e q u a t i o n s a p p r o x i m a t e s t h e s o l u t i o n of t h e f u l l equations

--

i s n o t always v a l i d .

Such a p o s s i b i l i t y was i n d i c a t e d

by B r i l l - D e s e r [ Z ] ,

and h a s been e s t a b l i s h e d r i g o r o u s l y by t h e a u t h o r s X i.e. T 3

i n the case the universe i s "toroidal"; the f l a t 3-torus.

x R

where

denotes

I f t h e above a s s u m p t i o n on t h e g i v e n s p a c e t i m e i s

v a l i d , t h a t spacetime i s c a l l e d l i n e a r i z a t i o n s t a b l e . The theorem below shows t h a t B r i l l ' s example i s e x c e p t i o n a l and t h a t most s p a c e t i m e s c a n be e x p e c t e d t o be l i n e a r i z a t i o n s t a b l e . Although i t would be u n p l e a s a n t i f t h i s were n o t s o , t h e example and t h e d e l i c a c y of t h e r e s u l t show t h a t c a u t i o n i s t o be e x e r c i s e d when such sweeping a s s u m p t i o n s a r e made.

Theorem.

Suppose t h a t t h e ("background")

s p a c e time w i t h m e t r i c t e n s o r t h e r e i s a space l i k e and second f u n d a m e n t a l form

gan

s a t i s f i e s the followinp conditions:

M

hypersurface
k

w i t h induced m e t r i c

such t h a t

(i)

there are no infinitesimal isometries X on both g

and

k (f i

is not compact, X is required

t o vanish at infinity) (ii)

(R

i f

k = O

and

is

compact then g is not flat

(iii)

(iv)

i k + 0, tr(k) = trace of k is constant on M f is tr(k) = 0 i M is non-compact f - M is compact, i M is non-compact, g is complete and in a f

suitable sense asgmpt ot icallg Euclidean.

* General

isolatio heorems along these lines are given in Fischer-Marsden P 6 1 .

Then n e a r stable.

the spacetime m e t r i c

gcv~

i s linearization

B r i l l ' s example f i t s i n b e c a u s e c o n d i t i o n ( i i ) f a i l s f o r
M = T~

the f l a t 3-torus.

The f o l l o w i n g c o r o l l a r y was o b t a i n e d by Choquet-Bruhat and Deser [ I ] i n d e p e n d e n t l y .

-r.

Corollary.

Minkowski s p a c e i s l i n e a r i z a t i o n s t a b l e ' :

Although t h e p r o o f i s c o m p l i c a t e d i n d e t a i l s , we c a n endeavor t o g i v e t h e main i d e a s h e r e . F u r t h e r d e t a i l s w i l l be f i l l e d i n below.

I t i s a s i m p l e and e l e g a n t a p p l i c a t i o n of t h e t h e o r y of i n f i n i t e

dimensional manifolds.

I n o r d e r t o s o l v e t h e E i n s t e i n e q u a t i o n s , one c a n , a s e x p l a i n e d i n l e c t u r e 9 , r e g a r d them a s e v o l u t i o n e q u a t i o n s w i t h g

,k

( a s given However

i n t h e s t a t e m e n t of t h e theorem) a s i n i t i a l , o r Cauchy, d a t a .

we must remember t h a t t h e r e a r e t h e n o n - l i n e a r c o n s t r a i n t s t o be imposed; i . e . : ( g , IT) = ( 6(g,

Tr)

r
ij

T I T ) + R(g) = 0

= -ll

Ij = O

This defines a c e r t a i n non-linear subset g's those and g k's on M

of

Th

t h e s p a c e of a l l

The p r i n c i p a l method i s t h e f o l l o w i n g :

near

,k

f o r which t h e c o n d i t i o n s of t h e theorem a r e s a t i s f i e d ,

The l i n e a r i z e d e q u a t i o n s i n t h i s c a s e a r e r e f e r r e d t o a s t h e "weak f i e l d a p p r o x i m a t i o n " and c a n be used t o s t u d y g r a v i t a t i o n a l waves.

the s e t Th

i s a smooth i n f i n i t e d i m e n s i o n a l submanifold of t h e s p a c e

The o t h e r p o i n t s a r e s i n g u l a r .

The smoothness of t h e s e t to

C e n t a i l s t h a t tangent v e c t o r s
i t s e l f (which would

C a r e c l o s e l y approximated by p o i n t s i n
@

n o t be t h e c a s e i f

has corners or other s i n g u l a r i t i e s )

This

remark t o g e t h e r w i t h e x i s t e n c e theorems f o r t h e E i n s t e i n e q u a t i o n s then y i e l d s t h e desired r e s u l t .

F o r t u n a t e l y , e s t a b l i s h i n g t h e smoothness of

C c a n be done

by t e c h n i q u e s which we have p r e v i o u s l y developed i n l e c t u r e s 1 and 3 .

Some P r o o f s . Now we s h a l l f i l l i n a few p r o o f s of t h e above r e s u l t s . b e g i n by s t u d y i n g t h e c o n s t r a i n t m a n i f o l d . W e

Let

C~ = Y-'(o)
( g , rr) E

= {(g, n)lI(g,

n)

01

Then

Theorem 1.

Let

rE

s a t i s f y c o n d i t i o n ( i i ) of ( R ) .

i n a neighborhood of

( g , IT)
a Y

,%

i s a smooth submanifold of

Tm

.
It

Proof.

Consider

3 : Tb, 4

-t

W show t h a t e g , TT

DH(g, rr) $!-'(o)

i s onto.

follows t h a t

i s a submersion a t

so t h a t ( g , rr)

i s then a

smooth submanifold i n a neighborhood of

(see lecture 1).

From

A . Lichnerowicz [ 2 ] we have t h e c l a s s i c a l formula

and from t h i s one f i n d s

DH,(g, n ) * ( h , w) = 2(%(trrr)n-nxrr}*h + ~ ( t r h )+ 66h

h*~ic(g)

where

TT

X rr = rr

ik

rr

kj

Using e l l i p t i c t h e o r y , i t f o l l o w s t h a t DH(g, n)~': i s i n -

~g(g, rr)

i s s u r j e c t i v e provided t h a t i t s a d j o i n t

j e c t i v e and h a s i n j e c t i v e symbol. that DH(g, n ) * :

A s t r a i g h t f o r w a r d computation shows

ern 4 S 2 x
=

i s given by

DM(g, n)**N

( ~ { k ( t r r r ) ~ ~ - r r ~A ) + Hess N gn ~~~ N

N Ric(g)

e. The
2(k(trrr)g

symbol of n))s ; L2

D Y ( ~n)* ,

is

uE(s)

2 (-g11<11

+ (5 x 5 )- 1 ,
O range (Dg) ;

-1 -

5 E TxM , s E S2(M)x , which i s always i n j e c t i v e ,

s o one h a s t h e see l e c t u r e 3 .

orthogonal s p l i t t i n g

cm

= k e r DW*

If

N E kernel

( ~ % ( g TT);'~) t h e n ,

gN A

+ Hess

N Ric(g)

2(+(trls)rr-rrxrr)~= 0

( 7)

and 2(+(trn)g

-1 -

rr)N=O

.
s o (8) g i v e s
Nrr = 0

Taking t h e t r a c e of ( 7 ) g i v e s Thus, ( 7 ) g i v e s

(trn)*N = 0

g N 4- Hess N A

N*Ric(g)

(9)

whose t r a c e g i v e s

Using If

X(g,

i-r)

= 0

, Ni-r

= 0

(10) becomes If
i-r=O

@N = 0

so

i s constant. NRic(g) = O

n # O g

thisgives

N = O .

thenfrom(7),

so a s

i s not f l a t i n t h i s case,
N = 0

Ric(g) f 0

a s we a r e on a 3-

manifold and s o

.
N

I n t h e non-compact c a s e force
N = 0

c o n s t a n t would a u t o m a t i c a l l y

by u s i n g s u i t a b l e asymptotic c o n d i t i o n s .

By t h e same methods one c a n prove t h e f o l l o w i n g theorem i n geometry.

J-

Theorem 2 .

E''(a E

COO

,p

_ < O , p f 0 .

Then Pn
= (g

= (gEml~<g>

=PI

i s a smooth submanifold of flat)

, as

is

hi

E ~ I R ( = 0 , g not ~ )

.
T h i s r e s u l t e n a b l e s one t o h a n d l e t h e time symmetric c a s e

directly (i.e.

i-r =

on

M)

, if

we r e s t r i c t t o d e f o r m a t i o n s r e s p e c t i n g

t h e time symmetry. I f ( i i ) of (R) i s n o t f u l f i l l e d , i . e . i f i s f l a t , then Dk$(g, rr) i s n o t a submersion.

and i f

I n f a c t t h e behaviour

near these p o i n t s i s r a t h e r d i f f e r e n t . Brill-Deser near g

[ 2 ] one can show t h a t i f

For example, u s i n g an i d e a of

i s f l a t , s o l u t i o n s of

R(g) = 0

a r e o b t a i n a b l e from

by a c o o r d i n a t e t r a n s f o r m a t i o n and t h e h E S2

a d d i t i o n of a c o v a r i a n t c o n s t a n t

so i n p a r t i c u l a r a r e f l a t .

A r e f i n e m e n t of t h e argument due t o J . P . Bourguinon shows t h a t we only need p # 0 and p n o t a p o s i t i v e c o n s t a n t . See F i s c h e r - M a r s d e n

[6].

Next we i n v e s t i g a t e t h e divergence c o n s t r a i n t .

Let

Theorem 3 . ( i f :

Let - ( g , n) E

C6 s a t i s f y t h e f o l l o w i n g c o n d i t i o n :
X

for a vector f i e l d

, LXg

= 0

and -

IT =

implies ( g , n)

Then - C6 Proof.

i s a smooth submanifold i n a neighborhood of

L

One computes t h a t

D6(g, IT): S2 x S

- X ,

i s given by:

Da(g, n ) * ( h , m) = Bur

+ knjkh
X

jk

n j s i j ~k -

ij

(trh)~j

(11)

and i t s a d j o i n t

D6(g, n)';:

S2

S2

is:

D6(g, n)+;*X

( ( - k LXIT

+(6X)rr

(X 3 617

6n R X))

+ .z;(Lxg*n ) g - +(X' 6IT) g , kLxg)

(12)

(b

d e n o t e s t h a t t h e i n d i c e s a r e lowered).

The symbol of
= =

D6j:
implies

is

a g a i n i n j e c t i v e , so i t s u f f i c e s t o show X
=

D6(g, n)9:X D6(g, n)*X

Since

6~

the condition

reads:

and

From ( 1 4 ) ,

6X

s o (13) g i v e s

Thus

by ( i ) '

The r e g u l a r p o i n t s s a t i s f y i n g

(i)

a r e j u s t those

(g,n)

h a v i n g d i s c r e t e i s o t r o p y group under t h e a c t i o n of t h e diffeomorphism group.

I t i s known t h a t a l m o s t e v e r y
To show t h a t

h a s no i s o m e t r i e s (Ebin [ I ] ) .

C =

@>,

i s a submanifold, we n e e d

a d d i t i o n a l r e s t r i c t i o n s because t h e r e may be p o i n t s a t which t h e i n t e r section i s not transversal. conditions

(R)

T h i s e x t r a c o n d i t i o n i s ( i i i ) of t h e

on p . 2 3 2 .

Theorem 4 .

J (g, g

n) t C

s a t i s f y c o n d i t i o n s (R)

Then i n a

neighborhood of Proof. D@(g, n ) Consider

(g, n), C
=

i s a smooth submanifold. :Th

4

(B,6]

cCO y

.
W know e

W want t o show e

i s s u r j e c t i v e ; t h i s w i l l show t h a t

(101 x (0) c T ~ I
Dm from ( 5 )

i s a submanifold and w i l l g i v e t h e r e s u l t . and ( 1 1 ) .

The a d j o i n t map i s g i v e n a s f o l l o w s :

Dm(g, n)"':

cm x X

> . -

2 S2 X S : (N,X)

- + ( ( A N ) ~ + H ~ S- S N i c ( g ) N~

The symbol of t h i s map, injective.

(D@(g, n)"'),

&

T M
X

may be shown t o be a5(N,X)

=

( I n d e e d , one must show

f 0

, and

(g115112~

-(%.X. + 1.X.)) 2 1 3 3 1 ,

implies

X,N = 0

T h i s may be

shown by c o n t r a c t i n g t h e second component w i t h togive

g,z

i j

and

E~X'
N = 0.)

X = O

Then t h e f i r s t component g i v e s D@(g, n)" Sn = 0 i s injective. Let

~ h u s t remains t o show t h a t i
N,X

E ker(D@(g, n)")
(AN)g

Since

, (15)

gives

+ Hess

N Ric(g)

1 + 2{?(trn)rr

X n]N

and

1 {?(trrr)g

n)N

+7s

0
gives:

Taking t h e t r a c e and u s i n g

@ ( g , n) = 0

and

If NRic(g) = 0

rr = 0
so

t h e n (18) g i v e s

N=constant and (16) g i v e s 0 i n t h i s case.

By ( 1 9 ) , and

N = 0

, as

Ric(g)

( i ) of (R) we o b t a i n If
2aN

X = 0

.
s o (18) g i v e s
= 2 m

+0

, trn

= constant,

+ 2 { ~ ~ * n1( t r n ) 2 I N -T
(n

+ 2(n

1 - 4 ( t r n ) g ) 2N

= 0

, using
, we

g*g=3.

Since that

1 2 $ t r n ) g) = ( n

- z ( t r n ) g) ( n
X = 0

1 - z-trn) g) >

conclude

N = 0

. Then

a s before,

I n t e g r a t i o n of I n f i n i t e s i m a l Deformations of R i c c i F l a t Spacetimes
A s e x p l a i n e d p r e v i o u s l y , we can use Theorem 4 t o prove t h e

following r e s u l t .

Theorem 5 .

Let

(4)g

be a L o r e n t z m e t r i c on (4)h

satisfying (1):

R i ~ ( ( ~ ) g )0 =

s a t i s f y the linearized equations ( 2 ) ; i.e.

where

cu (X)
g

= LXg

i s t h e Lichnerowicz d l A l e m b e r t i a n

Lichnerowicz [ 2 1 ] . Let - M be a compact o r i e n t e d s p a c e - l i k e h y p e r s u r f a c e i n g and second fundamental form

w i t h induced m e t r i c g,k

Assume

s a t i s f y the conditions (R). xhen t h e r e e x i s t s a

>

and a smooth c u r v e such t h a t

(4)g(h) and
w

e x a c t s o l u t i o n s of

~ i c ( ( g () ) ) = 0 ~ h

( 4 ) g ( ~ )= ( 4 ) g

Proof. (4)h

I n G a u s s i a n Normal c o o r d i n a t e s i n a neighborhood of
induces a deformation ham by

i j

(h

1 ' X W )+ ( h ~

gtrh)

+$hqg)g-(trg)h)

-1

where

1 ikjQ 1 = ~ ( gg gkA - $ t r
h,w

g)g

ij

g . . = 2(4)g. ./at 1J 1J

etc.

T h i s induced d e f o r m a t i o n equations: (h,w) E T D?l(g,n)

( g >T>

s a t i s f i e s the linearized constraint

(h,w) = 0 , D6(g, n) * ( h a w ) = 0

I n o t h e r words,

@ .

Thus by Theorem 4 , we c a n f i n d a c u r v e tangent t o ( h , ~ )a t ( g )

(g(,Y),

E C
(4) g(h)

.
M

T h i s gives us spacetimes by t h e e x i s t e n c e t h e o r y .

d e f i n e d on a n e i g h b o r h o o d of

The o n l y t h i n g i s t h a t (4)h i n the

a 4 g(A)/ah

at

2.

0 may n o t m a t c h

0,O o r

O i

components.

But t h i s c a n b e a c h i e v e d by a s u i t a b l e space time c o o r d i n a t e

u s i n g a s u i t a b l e l a p s e and s h i f t ; i . e . transformation. See l e c t u r e 9 .

[7

APPENDIX
O N THE CORRESPONDENCE PRINCIPLE I N QUANTUM MECHANICS

Introduction The problem we a r e c o n c e r n e d w i t h i s showing, i n a s u i t a b l e s e n s e , t h a t t h e s o l u t i o n s of the Schrodinger e q u a t i o n converge t o s o l u t i o n s of H a m i l t o n ' s e q u a t i o n a s

.h

0.

The f o r m a l r e s o l u t i o n of t h i s problem h a s been known s i n c e 1930 ( c f

Frenkel

[ 11 ) v i a H a m i l t o n - J a c o b i t h e o r y .

However,

t h e s e f o r m a l r e s o l u t i o n s show t h a t t h e e q u a t i o n s c o n v e r g e and n o t t h a t t h e s o l u t i o n s of t h e e q u a t i o n s c o n v e r g e . The l a s t s t e p

i s n o t simple because i t i s , i n essence, a s i n g u l a r p e r t u r b a t i o n problem f o r n o n - l i n e a r p a r t i a l d i f f e r e n t i a l e q u a t i o n s .

A more c o m p l e t e t r e a t m e n t w i t h r e f i n e d f o r m u l a s h a s b e e n
g i v e n by Maslov [l] ( c f . Arnold [ 2 ] ) .
i s quite complicated.

U n f o r t u n a t e l y t h i s approach

The aim of t h i s a p p e n d i x i s t o o u t l i n e a s i m p l e p r o o f of t h e c o n v e r g e n c e of t h e s o l u t i o n s a s '5 + 0 J a c o b i t h e o r y , t h e "hydrodynamic" by u s i n g t h e Hamilton-

f o r m u l a t i o n of quantum mechanics

and r e c e n t theorems on v a n i s h i n g v i s c o s i t y i n hydrodynamics ( s e e l e c t u r e s 4 and 5 and E b i n - M a r s d e n W s h a l l be w o r k i n g on e fR3

[I], M a r s d e n [5]).

t o simplify the exposition.

I t c a n be g e n e r a l i z e d t o " a s y m p t o t i c a l l y f l a t " o r compact

Riemannian m a n i f o l d s and r n u l t i p a r t i c l e s y s t e m s a s w e l l .

H a m i l t o n - J a c o b i E q u a t i o n ; The C l a s s i c a l E q u a t i o n s The f o l l o w i n g p i c t u r e of c l a s s i c a l m e c h a n i c s i s s t a n d a r d ( c f . Synge and G r i f f i t h s [l])

.
S(x,t), x

Consider t h e Hamilton-Jacobi e q u a t i o n f o r t 6

E IR3 ,

:R,

where

The s o l u t i o n of t h i s e q u a t i o n i s r e l a t e d t o t h e c l a s s i c a l t r a j e c t o r i e s a s follows: and

D~

let

So

be

at t = 0, let

x
0)

IR3
x
0'

vSo(xo)

The c l a s s i c a l t r a j e c t o r y s t a r t i n g a t so

Po

i s , say

x(t), p(t)

= p/m,

-VU.

Then

VS(t,x(t)) = p ( t ) .

Thus t h e "waves of a c t i o n " d e f i n e d by classical trajectories.

S = c o n s t a n t sweep o u t t h e

C o n s i d e r a c l a s s i c a l s t a t i s t i c a l s t a t e r e p r e s e n t e d by a n i n i t i a l probability function
0

on LR

T h i s would t h e n e v o l v e i.e., by t h e e q u a t i o n

by l e t t i n g i t f l o w a l o n g t h e t r a j e c t o r i e s ;

of c o n t i n u i t y :
a0 - + div at

[ P g ~ / m ]= 0

(2)

~ h u s we may r e g a r d ( 1 ) and ( 2 ) a s a way o f p r o p a g a t i n g a p r o bability density

V So

on c o n f i g u r a t i o n s p a c e w i t h i n i t i a l momenta

via classical trajectories.

The Quantum E q u a t i o n s Consider a s o l u t i o n

$ ( t ,x) of S c h r o d i n g e r s e q u a t i o n :

write

,/p e

so that

i s a p r o b a b i l i t y measure on

lR

Writing out (3) gives

&2
bt C l e a r l y a s TI

d i v [ p vS/m]

.
so the solutions
4

0 , ( 4 ) r e d u c e s t o ( 1 ) and ( Z ) ,

and i n p a r t i c u l a r

Pz,

ought t o converge a s

to the

s o l u t i o n s of (1) and ( 2 ) l i n e a r and a

However, t h e e q u a t i o n s ( 4 ) a r e non-

i s i n v o l v e d i n t h e h i g h e s t o r d e r t e r m , s o such a

c o n c l u s i o n i s f a r from o b v i o u s .

The R e s o l u t i o n v i a Hydrodynamics

Theorem. the solution Assume,

21
-3

P i x an i n i t i a l

dS.

Let

p5(t)

denote

of

( 4 ) (&,
C

of

(3))

&

~ ( t ) h a t of ( I ) , ( 2 ) . t Then f o r e a c h t a s --- , -

e g ,U g ..
a-,(t)

with
0 _<

compact s u p p o r t .

0,

+ p(t)

i n each Sobolev space

H',
T

s 0.

> 5 --c e and h e n

i n th - -e

ern

topology;

) t ) _<

T -f o r some

>

One p r o v e s t h i s by r e w r i t i n g ( 4 ) by t a k i n g t h e g r a d i e n t of che f i r s t e q u a t i o n ; t h i s y i e l d s t h e hydrodynamic model:

These e q u a t i o n s a r e t h e same a s t h e e q u a t i o n s f o r c o m p r e s s i b l e flow

VS/m 12 -' ,I 2 m
-

with t h e e x t r a "forcing" term

VU

(or pressure

p =

u - k2 m

. 2

(6)).

.+, 2
While

2 m

h ( ~ f i ) i s n o t a v i s c o s i t y t e r m , i t c a n be

h a n d l e d i n t h e same way, a s i n [ 2 ]

, [5] ,

[6].

One u s e s "Lagrangian"

c o o r d i n a t e s and T r o t t e r p r o d u c t f o r m u l a s t o show t h a t t h e e r r o r i s

/I
vT

- J;

/(

Oh (

in

norm.

I n f a c t it i s a general

r e s u l t t h a t i f a l i n e a r g e n e r a t o r a r i s i n g from a d i f f e r e n t i a l o p e r a t o r added t o t h e hydrodynamic e q u a t i o n s ( w i t h no b o u n d a r i e s p r e s e n t )

then the s o l u t i o n s converge a s

v +0

.
t o extend t h i s

Remarks. 1. T h i s t e c h n i q u e o n l y seems t o work f o r s u f f i c i e n t l y smooth

U.

I t would be i n t e r e s t i n g and n o n - t r i v i a l

t o t h e h y d r o g e n atom. 2.
t

There a r e t o p o l o g i c a l o b s t r u c t i o n s t o o b t a i n i n g S

for a l l

by t h i s method s i n c e t h e t r a j e c t o r i e s i n c o n f i g u r a t i o n s p a c e The c o r r e c t i o n r e q u i r e d

c a n c r o s s ; i . e . , a "shock" c a n d e v e l o p .

i s t h e Maslov i n d e x , and i t a l l o w s t h e p r e v i o u s a n a l y s i s t o b e extended g l o b a l l y i n time.

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