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/ 179
Cambridge studies in advanced mathematics ER
A Primer of
Nonlinear
Analysis
A. AMBROSETTI
& G. PRODI Already published
COeOontawn hw wr
il
12
13
i4
15
16
17
18
19
22
24
25
27
PFSBe
33
W.MLL. Holcombe Algebraic automata theory
K. Petersen Ergodic theory
P.T. Johnstone Stone spaces
W.H. Schikhof Ulérametric calculus
J.-P. Kahane Some random series of functions, 2nd edition
H. Cohn Intreduction to the construction of class fields
J. Lambek & P.J. Scott Introduction to higher-order categorical logic
H. Matsumura Commutative ring theory
C.B. Thomas Characteristic classes and the cohomology of
finite groups
M. Aschbacher Finite group theory
J.L. Alperin Local representation theory
P. Koosis The logarithmic integral I
A. Pietsch Eigenvalues and s-numbers
S.J. Patterson An introduction to the theory of the
Riemann zeta-function
H.J. Baues Algebraic homotopy
V.S. Varadarajan Inéroduction to harmonic analysis on
semisimple Lie groups
W. Dicks & M. Dunwoody Groups acting on graphs
L.J. Corwin & F.P. Greenleaf Representations of nilpotent
Lie groups and their applications
R. Fritsch & R. Piccinini Cellular structures in topology
H Klingen Introductory lectures on Siegel modular forms
M.1. Collins Representations and characters of finite groups
H. Kunita Stochastic flows and stochastic differential equations
P. Wojtaszczyk Banach spaces for analysts os
LE. Gilbert & M.A.M. Murray Clifford algebras and Dirac ~
operators in harmonic analysis
A. Frohlich & M.J. Taylor Algebraic number theory
K. Goebel & W.A. Kirk Topics in metric fired point theory
J.F. Humphreys Reflection groups and Coxeter groups
D.J. Benson Representations and cohomology I
D.J. Benson Representations and cohomology If
C. Soulé et al Lectures on Anakelov geometry A Primer of
Nonlinear Analysis
Antonio Ambrosetti
Scuola Normale Superiore, Pisa
Giovanni Prodi
Department of Mathematics, University of Pisa Published by the Press Syndicate of the University of Cambridge
The Pitt Building, Trumpington Street, Cambridge CB2 1RP
40 West 20th Street, New York, NY 10011-4211, USA
10 Stamford Road, Oakleigh, Victoria 3166, Australia
© Cambridge University Press 1993
First published 1993
Printed in Great Britain at the University Press, Cambridge
Library of Congress cataloguing in publication data available
A catalogue record for this book is available from the British Library
ISBN 0 521 373905 hardback Contents
Preface
Preliminaries and notation
Differential calculus
1 Fréchet and Giteaux derivatives - a
2 Continuity and differentiability of Nemitski operators
3 Higher derivatives
4 Partial derivatives, Taylor's formula Gy
Local inversion theorems
1 The Local Inversion Theorem
2 The Implicit Function Theorem
3 A stability property of orbits
Global inversion theorems
1 The Global Inversion Theorem
2 Global inversion with singularities
Appendix
Semilinear Dirichlet problems
1 Problems at resonance
2 Problemns with asymmetric nonlinearities
Bifurcation results
vii vi
ak w Ne
Contents
Introduction
Some elementary examples
The Lyapunov—Schmidt reduction
Bifurcation from the simple eigenvalue
A bifurcation theorem from a multiple eigenvalue
Appendiz
Bifurcation problems
Ak we
The rotating heavy string
The Bénard problem
Small oscillations for second-order dynamical systems
Water waves
Periodic solutions of a semilinear hyperbolic equation
Bifurcation of periodic solutions
1
2
3
4
The Hopf bifurcation
Nonlinear oscillations of autonomous systems
The Lyapunov Centre Theorem
The restricted three-body problem
Problems
Bibliography
Index
79
82
89
91
101
104
107
107
112
119
123
130
136
136
139
145
153
160
165
170 Preface
In the last few decades, once linear functional analysis was quite widely
and thoroughly estabilished, the interest of scientists in Nonlinear-Anal-
ysis has been increasing a lot. On the one hand the treatments of various
classical problems have been unified; on the other, theories specifically
nonlinear, of great significance and applicability, have come out.
This book provides an introduction to basic aspects of Nonlinear Anal-
ysis, namely those based on differential calculus in Banach spaces. The
matter is expressed in a geometric style, in the sense that the results
obtained are often a transposition to infinite dimensions of events which
are intuitive in IR? or R*. Indeed, this was a primary characteristic of
the works of Pincherle, Volterra and Fréchet.
The topics treated can be divided into two main parts and are pre-
ceded by ashort chapter in which some introductory material is recalled,
and also the main notation fixed.
In the first part, differential calculus in Banach spaces is discussed,
together with local and global inversion theorems.
The second part deals with bifurcation theory which in spite of its
elementary character is, perhaps, one of the most powerful tools used
in Nonlinear Analysis. Our attention is here devoted almost entirely to
the case of simple eigenvalues, but an accurate analysis of hypotheses is
made, in order to include, for example, also the celebrated Hopf theorem.
A specific feature of Nonlinear Analysis is that the theoretical setting
is strictly linked to applications, especially those related to differential
equations, where the power of nonlinear methods is expressed in a more vili Preface
striking way. Moreover, a relevant fact to be emphasized is that problems
that are often considered of formidable difficulty, once they are framed in
an appropriate functional setting, may be faced and solved quite easily.
It is, indeed, this aspect, peculiar to Nonlinear Analysis, that has
driven us to leave considerable space to applications to differential equa-
tions, including various important classical problems such as Bénard
Problem, the problem of water waves, the restricted three-body prob-
lem and some others. Thus, in addition to more elementary examples
and applications that usefully accomplish theoretical results, in separate
paragraphs and/or chapters, we deal with those problems which require
more care both in formulation and in resolution.
Tools, still of remarkable importance, such as the theory of Leray—
Schauder topological degree, or the critical point theory, which would
require wider theoretical background and more subtle arguments, are
left out in this treatise.
The book in its outlines is self-contained for a reader who, besides
infinitesimal calculus, is acquainted with fundamental results of Linear
Functional Analysis such as the Hahn—Banach Theorem, the “Closed
Graph” Theorem and the Fredholm Alternative Principle. Only some of
the problems dealing with partial differential equations require a certain
knowledge of Sobolev spaces and therefore, in just a few cases, we refer
to results contained in original papers.
This volume is partiglly based on an earlier booklet, published in Ital-
ian by the Scuola Normale Superiore di Pisa in the series “Quaderni”.
The authors wish to thank the Scuola Normale Superiore for the encour-
agement. 0
Preliminaries and notation
This chapter contains the notation and some preliminary tools used
throughout the book. Almost always, the results are not quoted in the
most. general form, but in a way appropriate to our purposes; never-
theless some of them are actually slightly more general than we strictly
need. For more detail we refer to any book of (linear) Functional Anal-
ysis (for example [Y} or [Br] for topics reviewed in sections 0.1-0.4; to
[Br], {KFS], [GT] for 0.5-0.6).
0.1 Some notation and definitions
R" will denote the n-dimensional Euclidian space with scalar product.
x-y and norm given by |z]* = z-z.
X,Y, Z,... denote (real) Banach spaces with norm |[.||x, |]-lly, cte., te-
spectively (the subscript will be omitted if no possible confusion arises).
B(2"*,r) denotes the ball {a € X : ||z — z*|| 0 asn— 00
for all pe X*.
Let X be a Banach space and let V be a closed subspace of X. A
topological complement of V in X is a closed subspace W of X such that
VOW = {0} and X =V @W; V @W is called a splitting of X. 2 0 Preliminaries and notation
Recall also that, associated with such a splitting, there are (continuous)
projections P and Q onto V and W respectively.
0.2 Continuous mappings
We will deal with continuous maps f : U — Y, where U is an open
subset of X. Continuity means that f(xn) + f(a) (strongly) for any
sequence x, strongly convergent to z € X. The set of all continuous
f:U +Y will be denoted by C(U,Y).
0.3 Integration
For continuous maps f : [a,b] + Y the definition of the Cauchy integral
is given as in the elementary case, as the (strong) limit of the finite sums
Uf (&)(ti — ti-1) (with obvious meaning).
From
EEF (Ee) te — tea) S Vall MGM — G-a)Il S Ea F(EN MC: — 4-1)
there follows immediately the inequality
s b
l/ f (atl < fire.
0.4 Linear continuous maps
The space of linear continuous maps A : X — Y will be denoted by
(X,Y). The range of A, R(A), is the linear space {A(x) : © € X}.
Sometimes, when Y = X, we will use the notation L(X) instead of
L(X,X). Equipped with the norm
All = sup{|.A(@)Il : lel <1}
E(X,Y) is a Banach space. The identity map in L(X) will be denoted
by Ix.
Hereafter, for linear maps, the notation Az or A(x| may replace A(z).
An eigenvalue of A € L(X) is au € € such that the equation Az = pz
has solutions x # 0. Any such solution is an eigenvector associated to
and Ker (uJ — A) is the eigenspace associated to j. We will be mainly
interested in the case when A € L(X) is compact, namely when A is
completely continuous, if this is the case, the following results hold.
Theorem 0.1 (Fredholm Alternative) Let A € L(X) be compact
and p #0. Then
(i) Ker (uf — A) = {0} if and only if R(ul — A) = X, 0 Preliminaries and notation 3
Gi) R(wt — A) = [Ker (uf — A*)]+ = {ue X : (,u) = 0 for all pe
Ker (uJ — A*)}.
Moreover one has the following
Theorem 0,2 Let A€ L(X) be compact andy #0. Then
(i) Ker (uJ — A) is finite-dimensional and Range(uI — A) is closed,
(ii) the sequence Ker ((#I — A)") (n € IN) ts inereasing, that is Ker
(al — A)™) C Ker ((ul — A)™*?) for all m 2 1,
(iii) there exists a finite p € IN such that Ker (ul — A)?) =Ker (ul —
A)*) if and only if q > p.
The (algebraic) multiplicity of 4 is the dimension of the linear subspace
UnenKer( (jt ~ A)") = Ker( (ut — A)?).
It is worth pointing out that the algebraic inultiplicity of yu is, in general,
different from the geometric multiplicity, defined as the dimension of
Ker (yf — A) (algebraic and geometric multiplicity coincide for self-
adjoint operators on Hilbert, spaces). Hereafter, by the multiplicity of
an eigenvalue jz # 0 of a completely continuous A € LX) we will always
mean the algebraic multiplicity. An eigenvalue will be said to be simple
if its multiplicity is 1.
0.5 Function spaces
Let @ be an open subset of R” with boundary @Q and closure &.
We will use standard notation for spaces of continuous or differentiable
real-valued functions C* (9) (k > 0), for Lebesgue spaces L*(9) (1 < p <
oo) or L°(§2), In some cases we will write C(Q) instead of C°(Q). The
spaces above are Banach spaces under the norms defined, respectively,
by
Hullo = sup {Iu(2)| 2 € 2,
llulice = 2 [DP ulle (6 is a multi index},
os |atsk
Weller = [jor]
(the symbol dz: will be omitted whenever there is no ambiguity)
|uflee = ess sup {[u(x)|:z € Q}.
For k > Q and 0 < a < 1, C*() denotes the space of Hilder functions 4 0 Preliminaries and notation
with exponent a, namely the u € C*(Q) such that, for all multi-index
8,|B| =k,
ay eMeny}
1p € [1,00)) equipped with the norm
[lulls = SD [D%ullee.
o<|alsk
The notation H* will stand for H*? while H¥() will denote the closure
of Cx (Q), the space of C™° functions with compact support in 2, under
the norm |lt|{,;*.2. Among others, let us recall the following result.
Theorem 0.3, (Poincaré Inequality) Let 2 be bounded. Then there
exists a constant c = c({Q) such that
five < ef |Vul? for all ue HA(O).
‘ a 2
As a consequence, ||Vul|z2 is a norm in HA(Q) equivalent to |ltll y1.2-
In addition to the Poincaré Inequality one has that the embedding of
H4(Q) in £7(Q) is compact (Reltich’s Theorem). Let us recall that X
is embedded in ¥, X © Y, if X C Y and the inclusion 1: X 4 Y is
continuous. If X + Y then Jc > 0 such that
llully < ellellx, for all ue X.
If the inclusion 7;.X — Y is compact we will write X Go Y.
The following result is a particular case of the “Sobolev Embedding
Theorems”.
Theorem 0.4 Suppose that 2 is bounded open set in IR”, with bound-
ary 80 of class C°, and letk > 1 and1 n, then H®?(Q) 4 CQ), wherea = k—n/p if k-n/p <
l;a € (0,1) és arbitrary fk~n/p = 1landp>la=1lif
k=nj/p>L
Jn addition, there result the following.
W) If kp a, then H®P(Q) GG C(Q).
0.6 Elliptic boundary value problems
Let 2 be a bounded domain (i.e. open connected) in IR" with smooth
boundary 82 (this will always be understood hereafter) and let £ denote
the differential operator
a ( a )
Ly= = ( ai; (z)— 0.1
aren Ba; (tH) dn; (02)
where
aay = ay, € OP(O). (0.2)
£ is (uniformly) elliptic if there exists @ > 0 such that
Sais (w)6s€;-> al€|*, for all x € 2 and eR" (0.3)
1<4,jgn
Throughout the book, any elliptic operator will be an elliptic operator
with smooth coefficients, namely an £ of the form (0.1) and such that
(0.2)-(0.3) hold.
Consider the Dirichlet Boundary Value Problem (b.v.p, for short)
—Lu = h(z) in 2,
uw =0on dQ,
where f is given a function on 2.
Let h € £?(0); a weak solution of (0.4) isa wu € HY(Q) such that
_fougt Zo = ft for atv e oO).
1Sh55nB TOT
Hf u is a weak solution of (0.4) and u € C?(Q), then u is a classical
solution,
(0.4)
Theorem 0.5 Suppose £ is an elliptic operator. Then the following
results hold.
(i) Let h € L?(Q}, 2 < p < oo Then (0.4) has a unique (weak)
solution u € HA(Q) H??(Q) and the following estimate holds:
[ell ra2 < elle. 6 0 Preliminaries and notation
(ii) If kh € L°(Q) then u € Ch4(Q) for any 0< a <1 and
[letHlene < elle.
(iii) Ifh € C7) then u € C*(M) is a classical solution of (0.4) and
llullc2.« <6llhI|co0.
In the above c stands for a positive constant, depending on Q.
As a consequence of the preceding results, we can define an operator
K : I7(9) > £7(Q) (the Green operator of —£ with zero Dirichlet
boundary conditions) setting Ku = v if and only if —£u = u, v € AY (Q).
From the Rellich Theorem it follows immediately that K is compact.
Given a function m € L°(Q), let us consider the linear eigenvalue
problem
u=0on 02. (05)
An eigenvalue of (0.5) is a A such that (0.5) has a solution uv 4 0. Any
@ # 0 satisfying (0.5) is an eigenfunction associated to the eigenvalue .
If we set w = 1/\ and K,,(u) = K(mu), problem (0.5) is equivalent to
pu = K,,u. The eigenvalues Ax of (0.5) correspond, through jy = 1/Ax
to the eigenvalues of Ky,. Thé multiplicity of A, is the multiplicity of 2.
In some cases we will write Ax(7m) or Ag(@) to highlight the dependence
of the eigenvalues of (0.5) on m or Q.
—Lu = Amu in "|
Theorem 0.6 Let m € £™(0), m > 0 and m(z) > 0 in a set of
positive measure.
(i) Problem (0.5) has a sequence
0 < Aim) < Agim) <...< Agim) S...
of eigenvalues such that \,.(m} — +90 as k 4 00. The first eigen-
value \,(m) is simple and the corresponding eigenfunctions do not
change sign in]. We wili let denote $1, (sometimes only ¢) the
eigenfunction such that (a) @ > 0 in & and (b) fo ¢? = 1.
We will also let ¢, denote the eigenfunctions corresponding to Ax
normalized by
_. _fl ifh=k,
R
When m = 1 we will simply write 4, mstead of d,.(1).
(ii) (Comparison property) If m < M in 2 then Ax(m) > An(M); af
m A,(M). In
particular, if m < A, (resp.> Ax) then Ax (m) > 1 (resp.< 1). 0 Preliminaries and notation 7
(iii) (Variational characterization) There results
ou Ou
x, = / 2 yu € AL), / iA Bo = 1
«(m) om mu? su 9 (2). D5. Bn,
a Q
[r.=0, for alli =1,...,k—
! oy
{iv} (Continuity property} Ai(m) depends conéinnously on m in the
L"/?(Q) topology. .
(v) Let Q' be a bounded domain, such that OQ CQ. Then A4(9’) >
Ae(Q) for all k > 1.
Consider the non-homogenous b.v.p.
—Lu= Xi hin Q,
fe = Amat (0.6)
u=00n AQ,
with, say, h € £7(2).
From the Fredholm Alternative Theorem 0.1 we get the following.
Theorem 0.7
(i) If A és not an eigenvalue of (0.5), then (0.6) has a unique solution
for ali kh € L?(Q);
(ii) if is an eigenvalue of (0.5), then (0.6) has a solution if and only
if fg hbn = 0 for any k such that X= dx. ‘
According to Theorem 0.4 (iii) all the preceding discussion can be carried
over taking X = C%9(Q), h ¢ C%*(M) and m smooth.
The arguments above apply to Sturm-Liouville Problems
-£ (ose) +50 =h(z) (Q<2 0 0n [0,2], and ao, bo,a1,b1
are such that (a3 + 62)(a? + 6?) #0.
In fact, it is known [D1] that for all kh € X := C(([0,m}) there exists a
unique w € C*([0,7]) satisfying (0.6) and hence the map K : hk + K(h)
(is linear and) as an operator from X into itself is compact. It is also
known that such a K has a sequence of positive, simple cigeuvalucs
Hi > le >... > fe..., such that yu, + 0 as k — 00, Correspondingly, 8 0 Preliminaries and notation
the linear Sturm-Liouville eigenvalue problem
d d
“th («+) + fu=du(z) (0<2 dv in Q,
u>0on ag,
thenu>0O im. 1
Differential calculus
This introductory chapter is mainly devoted to the differential calculus
in Banach spaces. In addition to being a fundamental tool later on, the
treatment of the calculus at this level permits better understanding at
certain aspects, which might otherwise be neglected. ~
We discuss in Section 1 the Fréchet and Gateaux derivatives as well
as their elementary properties, The differentiability of the Nemitski
operator is investigated in Section 2 and higher and partial derivatives
are introduced in Sections 3 and 4, respectively.
1 Fréchet and Gateaux derivatives
The Fréchet-differential is nothing else than the natural extension to
Banach spaces of the usual definition of differential of a map in Euclidean
spaces. ~
Let UY be an open subset of X and consider a map F;U 3 Y.
Definition 1.1 Let u © U. We say that F is (Fréchet-) differentiable
at u if there exists A € L(X,Y) such that, if we set
Rh) = F(u +h) — Flu) — A(h),
there results
Rh) = o(|lall), (1.1)
that is
IRI)
“Tat 79 38 Well 0. 10 1 Differential calculus
Such an A is uniquely determined and will be called the (Fréchet) dif-
ferential of F at u and denoted by
A=dF(u).
If F is differentiable at all u € U we say that F is differentiable in U.
Hereafter, when there is no possible misunderstanding, Fréchet differ-
entiability will be referred to simply as differentiability. A few comments
on the preceding definition are in order.
(i) Let us verify that A is unique. Supposing the contrary, let B €
L(X,Y) satisfy Definition 1.1 and A ¥ B. It follows that
{|Ah — Ball
Wall
If A # B there exists h* € X such that a := ||Ah* — Bh’ || # 0.
Taking h =th*, t € IR — {0}, one has
HA(th*) — Beh") || |JAR* - Bhi|| _
Wee | h*4I Wael?
a constant, in contradiction with (1.2).
(ii) If F is differentiable at u then
F(u+h) = F(u) + dF(ujh + offal)
and F is continuous at the same point. Conversely if F € C(U,Y)
then it is not necessary to require in Definition 1.1 the continuity
of A. In fact (1-1) yields :
A(h) = F(u +h) — F(u) — o([lAll)
and the continuity of F implies the continuity of A.
(iti) The definition of differentiability depends not on the norms but on
the topology of X and Y only. That is if, for example, ||.[| and
II|-{l| are two equivalent norms on X then F is differentiable at u
in (X, ||.||) if and only if F is in (X, |||-|||) and the differential is the
same.
0 as [lal] + 0. (1.2)
Remark 1.2 The preceding comment (iii) could suggest the idea of
extending the notion of Fréchet differentiability to locally convex topa-
logical spaces. The most natural way would be the following: let the
topology of X (respectively Y) be induced by an infinite famity of semi-
norms |-|x,¢ (resp. ||.Jly,3); define the differential of F as the linear
continuous map A with the property that for all |.|y,; there exists a
seminorm |-[x,; such that |F(u+ h) — F(u) ~ Ahly,; = o(|hlx,2). With
such a definition all the main properties of the differential (below) hold
true. Unfortunately, in dealing with the higher derivatives, there are Ll Fréchet and Cateaue derwatives li
strong difficulties and people introduced new classes of spaces, such as
the “pseudotopological spaces” , where a differential calculus suitable for
the purposes of analysis can be carried out. These kind of topics, how-
ever, are beyond the purposes of our book.
Examples 1.3
(a) The constant map F(x) = cis differentiable at any u and dF(u) =
0 for all ue X.
(b) Let A € L(X,Y). Since A(u+h)— A(u) = Ah), it follows that 4
is differentiable in X and dA(u) = A.
(c} Let B:X x ¥ > Z be a bilinear continuous map. There results
Blu + hv +k) — B(u,v) = B(h,») + Bu, k) + Blh, k).
From the continuity at the origin it follows that
NBC, KYL Ss cll el
Then 8 is differentiable at any (u,v) € X x Y and dB(u, v) is the
map (h,k) > B(h,v) + B(u,k).
(d) Let H be a Hilbert space with scalar product (.{.) and consider the
map F:u— |lul? = (uu). From
[e+ AP? — fl? = 2h) +
it follows that F is differentiable at any u and dF(u)h = 2(ulh).
Note that, ||.|| is not differentiable at u = 0. For, otherwise, ||h|] =
Ah + o(||hj|) for some A € L(H,IR). Replacing h with —h we
would deduce that ||Al| = —Ah + o(|{Al]) and hence ||Al] = o( (|All),
a contfadiction.
(e) If X =R,U = (a,b) and F: U — ¥ is differentiable at ¢ € U,
the differential dF(¢) can be identified with dF(¢)[1] € Y though
the canonical isomorphism i: L(R,Y) — Y, #(A) = A(i). For
example, if Y = R® and F(t) = (f.())iqr,..n» UF () “is” the
vector with components df;/dt.
The main differentiation rules are collected in the following proposi-
tion.
Proposition 1.4
(Gj) Let FG:U4Y. If F andG ure differentiable at u € U then
aF + bG is differentiable at u for any a,b € R and
d(aF + 0G)(u)h = adF(u)h + bdG(u)h.
(ii) (Composite-map formula) Let F: U + Y andG:V > Z with 12 1 Differential calculus
V > F(U), U and V open subsets of X and Y, respectively, and
consider the composite map
GoF:U 4Z, GoF(u) = G(F(u)).
if F is differentiable at u € U and G is differentiable at uv :=
F(u) € V, then Go F is differentiable at u and
(Go F)(u)h = dG(v) [dF (u)A].
In other words the differential of Go F at u is the composition of
the linear maps dF'(u) and dG(v), with v = F(u).
The proofs of (i) and (ii) do not differ from those of the differentiation
rules in R*.
Definition 1.5 Let F:U — Y be a differentiable in U. The map
F':U + L1(X,Y), F’:u- dF(u),
is called the (Fréchet) derivative of F.
If F’ is continuous as a map from U to L(X,Y) we will say that F is
C) and write F’ €.C'(U,Y).
Let us introduce the concept of variational (or potential) operator.
If Y = R, maps J : U — R are usually called functionals and J’
turns out to be a map from U to L(X,IR) = X* (the dual of X). In
particular, if X = H is a Hilbert space, J‘(u) €.H™ for all u and the Riesz
Representation Theorem allows us to identify J'(u) with an element of
H. To be precise, we give the following definition.
Definition 1.6 Given a differentiable functional J :U — R the gra-
dient of J at u, denoted by VJ(u), is the element of H defined by
(VJ(u)|h) =a (u)h, for all hE H. (1.3)
A map F: U — H with the property that there exists a differentiable
functional 7 : U — R such that F = VJ is called a variational (or
potential) operator.
As for maps in IR", we can also define here a directional derivative,
usually called the Gateaux differential (for short, G-differential).
Definition 1.7 Let F: U + Y be given and let z € U. We say that
F is G-differentiable at u if there exists A € E{X,Y) such that for all
heX there results
Flu +eh) —- F(u)
€
— Ahase +0. (1.4) '
1.1 Fréchet and Géteaur derivatives 218
The map A is uniquely determined, called the G-differential of F at*u
and denoted by dg F(u).
Clearly, if F is Fréchet-differentiable at u then F is G-differentiable
there and the two differentials coincide. Conversely, the G-differentiabil-
ity does not imply the continuity of F; even: recall the elementary
example F : IR? — R? defined by
2, 7?
F(s,t) = [=] if t £0,
F(s,0) =0.
The following result replaces the elementary “Mean- Value Thcorem”
and plays a fundamental role in what follows.
For u,v € U let [u,v] denote the segment {tu + (1—t)u:é € [0, 1]}.
Theorem 1.8 Let F: U — Y be G-differentiable at any point of U.
Given u,v €U such that [u,v] CU, there results
IF (4) — F(e)| S sup{IldaF(w)fl : w € fu, u]} [le — ell.
Proof. Without loss of generality we can assume that Fu) 4 F(v).
By a well-known corollary of the Hahn—Banach Theorem there exists
yey, |b] = 1, such that
(b, Fu) — Fe) = F(x) — Fv). (1.5)
Let y(t) = tu+(1—é)v, ¢ € [0,1], and consider the map fh : [0,1] > R
defined by setting
he) = (bs FlO)) = WH F(tu+ (1 Qu).
From 7(¢ + 7) =3 y(t) + 7(u ~ v) it follows that
A(tt+7)- ht) /, Fott+7)] - Fo
MESA= MO (y, P= Fy
7
= (y,Feere—w Fol. 9
Tv
Since F' is G-differentiable in U, passing to the limit in (1.6) as T — 0,
we find
hi(t) = (sp, dg F(tu + (1 —t)v)(u— v)). (1.7)
Applying the Mean-Value Theorem to /: one has
h(1) — h(0) = h'(@) for some @ € (0,1). (1.8) 14 1 Differential calculus
Substituting (1.5) and (1.7) into (1.8) we get
IF (x) — F@)]| = hQ) — h0) = h'@)
= (U, dg F(@u + (1 — @)v)(u— v)}
< III IdoF Gu + G - 4)e)I] [lu — oll.
Since ||yj] = 1 and @u + (1 — @)v € [u,v] the theorem follows.
As a consequence we can find a classic criterion of Fréchet differentia-
bility.
Theorem 1.9 Suppose F: U + Y is G-differentiadle in U and let
Fa :U + L(X,Y), F6(u) = de F(x),
be continuous at u*. Then F is Fréchet-differentiable at u* and dF(u*)
=dgF(u’).
Proof. We set
R(h) = F(u" +h) — Flu’) — dg Flu").
Plainly, R is G-differentiable in B., for ¢ > 0 small enough, and
dgR(h) 1k > deF(u* + A)k — de F(u")k. (1.9)
Applying Theorem 1.8 with [u,v] = [0,h], we find (note that R(0) = 0)
ILR(A)] < sup |Idg R(th)I| [All (1.10)
O Y, Fo
4(t) = F(tu + (1 - t)v) is C1 and
(Foy) (t) = F’ (tut (1 - t)v) [u—a.
Integrating from 0 to 1 we get
1
F(v) — F(u) = | P'(tu+ (1~#)v)[u — vjde
1
= [/rews a - al (wv). (Ll)
oO
Note that in the last integral F’ is meant to take values in (X,Y).
2 Continuity and differentiability of Nemitski operators
In this section we want to study the differentiability of an important
class of operators arising in nonlinear analysis: the so called “Nemitski
operators” we are going to define.
Nemitski operators
Let 2 be an open bounded subset of IR” and let M(Q) denote the class
of real-valued functions u + — IR that are measurable on 2. Here, and
always hereafter, the measure is the Lebesgue one and will be denoted
by 3 all the functions we will deal with in this section are taken in
M(9).
Let f: 2x RR be given.
Definition 2.1 The Nemitski operator associated to f is the map de-
fined on M(§) by setting
uz) > f(x, u(x).
The same symbol f will be used to denote both f and iis Nemitski
operator. . 16 1 Differential calculus
We shall assume that f is.a Carathéodory function. More precisely,
we will say that f satisfies (C) if .
(i) s— f(z, s) is continuous for almost every z € 2,
(ii) x — f{z,s) is measurable for all s € R.
For the purpose of analysis it is particularly interesting when the
Nemitski operators act on Lebesgue spaces L? = L?({) (hereafter we
will write Z? for L?(&2)) and we shall discuss this case in some detail.
Let us start by noticing that ©
f(t) € M(Q) for all uw € M(Q). (2.1)
Indeed, if u € M(Q) there is a sequence Xp of simple functions such
that Xn 3 ua.e. in ©. From (C) it follows that
(Xn) is measurable and f(xn) > f(u) ae. in 2,
and from this we deduce that f(u) € M().
Continuity of Nemitski operators
Let p,g > 1 and suppose
If(2,8)] a+bjsl*, =F, (2.2)
for some constants a,b > 0.
Theorem 2.2 Let 2 C IR” be bounded and suppose f satisfies (C) and
(2.2). Then the Nemitski operator f is a continuous map from L? to L‘.
For the proof we need the following measure-theoretic result (see, for
example, [Br], Theorem IV.9).
Theorem 2.3 Let j(Q) < co and let uy, tu in L?, Then there exist
@ sub-sequence t,, and h € LP such that
Un, uae. ing, (2.3)
Jal gh ae. inQ.. (2.4)
Proof of Theorem 2.2 From (2.1)-(2.2) it follows immediately that
J(u) € [4 whenever u € L?.
To show that f is continuous from L? to L?, let u,,u € L? be such that,
Ilttp — vue — 0.
Using Theorem 2.3 we can find a sub-sequence {u,,,} of {un} and h € L? 1.2 Continuity and differentiability of Nemitski operators 17
satisfying (2.3)-(2.4). Since u,, converges almost everywhere to u, it
readily follows from (C) that
Sun) 2 f(u) ae in Q. (2.5)
Moreover, from assumption (2.2) and (2.4) we infer
[F(ting)| S 0+ bling |* f(w) in L*, we can conclude that f is continuous at
u, as a map from L? to L4.
Remark 2.4 Theorem 2.2 can be proved assuming that f satisfies
(2.2) with a replaced by a(z) € L¥.
Remark 2.5 It is possible to show that, if (C) holds and f(u) € L? for
allu € L?, then f € C(L?,L*). For this and other kinds of arguments
we refer to [Val, p.154 and following.
Differentability of Nemitski operators
Our next result deals with the differentiability of Nemitski operators.
First some remarks are in order.
Let p > 2 and suppose f has partial derivative’ f; = Of /Os satisfying
(C) and such that
\fala,)| 0. Since f, satisfies (2.7), Theorem 2,2 applies
and the Nemitski operator f, is continuous from LZ? to L", with r =
p/(p — 2). As a consequence, for the function f,(u)v defined by
fa(uju: 2 — f.{z, u(z))e(z)
one has that f,(uju € L?’ for u,v € L?, where p! = p/(p — 1) is the
conjugate exponent of p.
Theorem 2.6 Let 2.C R" be bounded and suppose that p > 2 and f
satisfies (C). Moreover, we suppose that f(x,0) is bounded and that f
has partial derivative f, satisfying (C) and (2.7).
Then f : L? + L” is Fréchet-differentiable on L? with differential
df(u):v— fa(u)v. 18 1 Differential caiculus
Proof. Integrating (2.7) we find constants c,d > 0 such that
If(z,s)|
