ELECTRONIC RESEARCH ANNOUNCEMENTS doi:10.3934/era.2009.16.

9
IN MATHEMATICAL SCIENCES
Volume 16, Pages 9–22 (May 7, 2009)
S 1935-9179 AIMS (2009)

A METHOD FOR THE STUDY OF WHISKERED

QUASI-PERIODIC AND ALMOST-PERIODIC SOLUTIONS IN
FINITE AND INFINITE DIMENSIONAL HAMILTONIAN
SYSTEMS

ERNEST FONTICH, RAFAEL DE LA LLAVE AND YANNICK SIRE

(Communicated by Walter Craig)

Abstract. We describe a method to study the existence of whiskered quasi-

periodic solutions in Hamiltonian systems. The method applies to finite di-
mensional systems and also to lattice systems and to PDE’s including some
ill posed ones. In coupled map lattices, we can also construct solutions of
infinitely many frequencies which do not vanish asymptotically.

1. Introduction
The goal of this note is to describe an approach to the existence of whiskered
tori for symplectic maps and Hamiltonian systems. Besides applying to finite di-
mensional systems, the method applies to lattice systems and to some Hamiltonian
partial differential equations, including ill-posed ones. The method also leads to
efficient numerical algorithms and can be used to validate numerical computations.
These results are developed in detail in [8] (finite dimensional systems), [9] (lattice
systems) and [5] (PDE’s) and [15] (numerical algorithms).
Of course, the problem of existence of whiskered tori has a very long history
in Hamiltonian mechanics starting with [12, 29]. In this short note we cannot do
justice to the extensive literature and compare different methods (the papers above
contain more than 20 pages of references). The more modest goal of this note is to
give some introduction to the ideas in the above papers so as to serve as a reading
guide. Since the detailed estimates are presented in the papers mentioned above
we will just describe here the results somehow informally.
Our method to study whiskered tori is an a posteriori treatment of an invariance
equation. We show that if there is a function which satisfies some non-degeneracy
conditions (including twist, approximate hyperbolicity and that the function is an

Received by the editors October 21, 2008 and, in revised form, February 17, 2009.
2000 Mathematics Subject Classification. Primary: 37J40; Secondary: 37K55, 37K60, 70H08.
Key words and phrases. Whiskered tori, quasi-periodic solutions, Hamiltonian systems, quasi-
periodic breathers, coupled oscillators.
E.F. acknowledges the support of the Spanish Grant MEC-FEDER MTM2006-
05849/Consolider and the Catalan grant CIRIT 2005 SGR01028. R.L. acknowledges the support
of NSF grants. Several visits of R.L to Barcelona supported by MCyT-FEDER grant MTN2006-
00478 were useful for this project. Y.S. thanks the University of Texas at Austin and the Univer-
sitat de Barcelona for hospitality and E.F. and R.L. thank Univ. Paul Cézanne for hospitality.
We thank Ms. M. Combs for help in the typing.

c 2009 The Authors

9
10 ERNEST FONTICH, RAFAEL DE LA LLAVE AND YANNICK SIRE

embedding) and satisfies the invariance equation up to a sufficiently small error,

then there is a true solution of the invariance equation nearby. This exact solution
corresponds to a whiskered torus. Up to some obvious symmetries, this exact
solution is unique in a neighborhood. One of the key ingredients in our treatment
of lattice systems is the introduction of suitable norms which not only define a
topology but also have a good algebraic structure. This is accomplished by taking
into account the fact that the interactions between nodes of the lattice have some
localization properties.
The a posteriori approach in KAM theory was emphasized in [22, 21, 23, 28]. In
these papers, it was shown that analytic results in an a posteriori format together
with some quantitative estimates, imply finite differentiability results. In [23] it
was shown that a posteriori results imply convergence of some perturbation expan-
sions. They also lead rather automatically to results on regularity with respect to
parameters.
A posteriori results also imply the usual persistence results for quasi-integrable
systems (just take the exact solutions of the integrable system as approximate
solutions of the quasi-integrable system). But the approximate solutions can be
obtained by other methods (numerical calculations, formal expansions, etc.) so
that a posteriori methods can justify the results of these methods.
We emphasize that the a posteriori results presented here requires neither that
the system under consideration is close to integrable, nor that it is expressed in
action-angle variables, nor that the hyperbolic bundles are trivial and much less
that the motion in the hyperbolic directions is reducible to constant coefficients.
One novelty of the method is that we use the geometric properties of the problem
very little; the successive corrections do not require transformation theory, but
rather are applied additively. This makes the method well adapted for the infinite
dimensional situations, provided that we have a good functional analysis framework.
Furthermore, the method also leads to very efficient numerical implementations. A
Newton step discretizing the function in N Fourier coefficients requires only O(N )
storage and O(N log N ) operations. See [15].
The functional analysis framework we use for lattice systems is an extension of
a framework developed in [18, 7]. The main idea is to use function spaces that
capture the “local effects” but, at the same time, satisfy several Banach algebra-
like properties. In this way, the steps in the KAM iteration satisfy estimates very
similar to the finite dimensional ones. For PDE’s we adapt the two spaces approach
of [16]. It is an important remark that we do not need that the PDE defines an
evolution in the whole space. To find solutions of the invariance equation, it suffices
that we can define forward evolution in some spaces, backwards evolution in others
and that these evolutions have exponential rates of decay. If these evolutions are
smoothing, one can deal with unbounded non-linearities.
Taking advantage of several of the features of the method we construct solutions
of lattice systems of increasing complexity and consider the limit of the correspond-
ing sequences. In particular we can construct solutions of Klein-Gordon lattices
which are almost-periodic. These solutions do not decrease at infinity and the fre-
quencies are all bounded. We think that the role of these solutions in the transport
of energy in lattice systems deserves further investigations.
 WHISKERED TORI 11

2. The parameterization method for whiskered invariant tori

We recall that a quasi-periodic
P function of time is a function which can be
written in the form x(t) = k∈Zℓ xk e2πik·ωt , where ω ∈ Rℓ is a frequency vector.
Equivalently, introducing the function – often called the hull function – K(θ) =
P 2πik·θ
k∈Zℓ xk e , we have x(t) = K(ωt), where K is a function defined on the torus
ℓ
T.
If ω is rationally independent, the function x(t) = K(ωt) is a solution of a given
differential equation ẋ = X(x) if and only if K is a solution of
ℓ
X
(2.1) ∂θ K(θ) = X(K(θ)), where ∂θ = ωi ∂θi .
i=1

If DK has rank ℓ, we can think of K as an embedding of Tℓ into the phase space

M of X (which may be infinite dimensional). Equation (2.1) implies that, at a
point in Range(K) the vector field X is tangent to Range(K). Hence if (2.1) is
satisfied, Range(K) is a diffeomorphic image of Tℓ invariant under X.
In the case of a map F , the invariance equation becomes
(2.2) F (K(θ)) = K(Tω (θ)),
where Tω (θ) = θ + ω. Equations (2.1) and (2.2) are the centerpieces of our method.
For the sake of brevity in this note, we describe only the case of maps, since
the geometric considerations are easier to explain. There are simple arguments
which show that the results for flows can be deduced from the results for maps.
Nevertheless, giving a direct treatment for the case of flows has the advantage that
it can serve as a blueprint for results in PDE’s. This direct treatment for flows can
be found in [8] and the treatment for PDE’s can be found in [5].

3. Results for maps in finite dimension

We recall that ω ∈ Rℓ is Diophantine when there exist κ > 0, τ ≥ ℓ such that
(3.1) |ω · k − n| ≥ κ−1 |k|−τ , ∀ k ∈ Zℓ \ {0} , ∀ n ∈ Z.
We denote the set of Diophantine vectors Dℓ (κ, τ ).
The most important hypothesis of our result is that there is a function K0 : Tℓ →
M satisfying (2.2) with enough accuracy compared to the rest of the hypotheses.
We will assume that M is a 2n-dimensional Euclidean manifold and we will denote
by the same symbol its universal covering and its complex extension.
The other hypotheses are roughly that the tangent space at the range of the
embedding K0 admits an approximately invariant splitting such that the hyperbolic
directions have dimension 2(n−ℓ), the center directions have dimension 2ℓ and that
there is a twist condition along the center directions.
It is well known that if the torus supports an irrational rotation, the symplectic
form restricted to it vanishes (i.e. it is an isotropic manifold). Also the tangent
vectors do not grow either in the future or in the past. The preservation of the sym-
plectic structure forces that the vectors symplectically conjugate to tangent vectors
do not grow exponentially either. Therefore we are asking that these directions are
the only center directions.
To make precise the size of the error, we need some spaces and norms. We will
consider functions defined on extensions Dρ = {θ ∈ Cℓ /Zℓ | | Im θi | ≤ ρ} of the torus
Tℓ which are analytic in the interior and extend continuously up to the boundary.
12 ERNEST FONTICH, RAFAEL DE LA LLAVE AND YANNICK SIRE

We endow the space of such functions with the norm kKkρ = supθ∈Dρ |K(θ)|, where
|K(θ)| denotes some norm in the phase space.
Theorem 1. Let (M, Ω) be an exact symplectic manifold, U ⊂ M an open set and
assume
F :U ⊂M→M
is an exact symplectic mapping which is real analytic and extends to Ue , a complex
extension of U . Assume furthermore that ω ∈ Dℓ (κ, τ ) is a given Diophantine
vector. Let K0 : Dρ ⊃ Tℓ → Ũ , ρ > 0, be a real analytic embedding such that
(H0) For some ε, kF ◦ K0 − K0 ◦ Tω kρ ≤ ε.
(H1) There exists A > 0 such that dist(K0 (Dρ ), ∂ Ũ ) ≥ A.
s c u
(H2) There exists an analytic splitting TK0 (θ) M = EK 0 (θ)
⊕ EK 0 (θ)
⊕ EK 0 (θ)
which
is approximately invariant in the sense that
 
s,c,u s,c,u
(3.2) dist (DF ◦ K0 )(θ)EK(θ) , EK 0 (θ+ω)
≤ ε, θ ∈ Dρ .

We furthermore have:
(H2.1) Denoting Πs,c,u
K0 (θ) the projections corresponding to the splitting in (H2),
we assume moreover that there exist
0 < µ < 1, η > 1, µη < 1
and N ∈ N such that
|DF ◦ K0 (θ + (N − 1)ω) · · · DF ◦ K0 (θ)v| ≤ µN |v|, s
v ∈ EK 0 (θ)
,
|DF −1 ◦ K0 (θ − (N − 1)ω) · · · DF −1 ◦ K0 (θ)v| ≤ µN |v|, u
v ∈ EK 0 (θ)
,
(3.3)
|DF ◦ K0 (θ + (N − 1)ω) · · · DF ◦ K0 (θ)v| ≤ η N |v|, c
v ∈ EK 0 (θ)
,
|DF −1 ◦ K0 (θ − (N − 1)ω) · · · DF −1 ◦ K0 (θ)v| ≤ η N |v|, c
v ∈ EK 0 (θ)
.
(H2.2) We have:
(3.4) c
dist(EK 0 (θ)
, TK0 (θ) K0 (Tℓ ) ⊕ J(K0 (θ))−1 TK0 (θ) K0 (Tℓ )) ≤ ε,
where J is the matrix representing the symplectic form.
(H3) Denote N (θ) = [DK0 (θ)⊤ DK0 (θ)]−1 and P (θ) = DK0 (θ)N (θ).
Assume that the average of the matrix
h i
A(θ) = P (θ + ω)⊤ [DF (K0 )J(K0 )−1 P ](θ) − [J(K0 )−1 P ](θ + ω)

on Tℓ is invertible.
Then, given 0 < ρ′ < ρ, there exist constants C, ε0 depending explicitly on
|F |C 2 (Ũ) , κ, τ , ℓ, ρ′ /ρ, kΠs,c,u
K0 (θ) kρ , µ, η, |(avg(A))
−1
|, kK0 kρ , kN kρ such that if
ε ≤ ε0 , there exist K : Dρ′ → M satisfying
F ◦ K = K ◦ Tω ,

kK − K0 kρ′ ≤ Cε.
Furthermore, the invariant torus is whiskered, it has an invariant splitting sat-
isfying (3.3). The distance between the original approximately invariant splitting
and the final invariant splitting can also be bounded from above by Cε.
 WHISKERED TORI 13

Furthermore, there is a constant C1 such that if there is another solution K̃ :

Dρ′ → M satisfying kK̃ − Kkρ′ ≤ C1 , then, there exists σ ∈ Rℓ such that

K̃(θ) = K(θ + σ), θ ∈ Dρ′ .

The bundles E s , E u could be empty. In this case, the theorem reduces to the
standard theorem of existence of maximal Lagrangian tori.
Actually, hypothesis (H2.2) is automatically satisfied under the hypothesis that
the dimension of the center space is just 2ℓ and that the error in the invariance
equation is small enough.
In assumption (H2), we assumed that there is an approximately invariant split-
ting to emphasize that the conditions of Theorem 1 are verifiable in numerical ap-
proximations. As is well known in the theory of hyperbolic systems, the existence
of approximately invariant hyperbolic splittings implies the existence of exactly
invariant hyperbolic splittings which are close to the approximately invariant ones.
The explicit expressions C and ε0 are slightly cumbersome to write, but they are
very easy to program since they are the composition of a few rather easy expressions.
In particular, κ, ρ′ /ρ enter into ε0 just as a factor κ−4 (ρ′ /ρ)−4τ +2 . As pointed
out in [22, 28] this leads immediately to estimates on the measure of the tori in
the quasi-integrable case and also to finite differentiability results. The dependence
on the non-degeneracy conditions (twist, hyperbolicity constants, norm of K and
of N ) is also power-like. This leads to “small twist” and “small hyperbolicity”
theorems and allows to justify some degenerate perturbation theories. As pointed
out in [22, 28], given a finitely differentiable problem one can construct a sequence
of analytic problems that approximate it. Taking a solution of a problem as an
approximate solution for the next one, and applying the quantitative result, we can
obtain a sequence of functions that converge to the solution of the original problem.

4. Sketch of the proof of Theorem 1

The method of proof is an iterative Newton-like method. Having some error
E = F ◦ K − K ◦ Tω in the invariance equation (2.2), the Newton method tries to
find ∆ in such a way that

(4.1) DF ◦ K ∆ − ∆ ◦ Tω = −E

and kF ◦ (K + ∆) − (K + ∆) ◦ Tω k′ ≈ CkEk2 in some appropriate norms.

Actually we will solve (4.1) up to a quadratic error. As usual in KAM theory,
the quadratic estimates will be obtained in a weaker norm than the norm of the
original error.

4.1. The use of normal hyperbolicity. The first step is to use standard methods
in normal hyperbolicity theory [10, 17, 25] to show that close to the approximately
invariant splitting assumed in (H2) there is a truly invariant one.
The standard argument in [17, 25] seeks the invariant space as the graph of a
linear map a(θ) from the approximately invariant space to its complement. One
can manipulate the invariance equations into a fixed point equation for a of the
form:

(4.2) a(θ) = A(θ)a(θ ± ω)B(θ) + C(θ) + R(a(θ)),

14 ERNEST FONTICH, RAFAEL DE LA LLAVE AND YANNICK SIRE

where A, B, C are linear operators and R is quadratic in a. The different rates of

contraction assumed in (H2) imply that kA(θ)k · kB(θ)k ≤ γ < 1 and the approxi-
mate invariance implies that C is small. Therefore, just using elementary algebra,
one can show that if we consider the RHS of (4.2) as an operator acting on a,
then it is a contraction operator in some ball of a suitable Banach space of analytic
functions.
Taking into account that the dynamics on the torus is a rotation, we can obtain
that the fixed point a(θ) depends analytically on θ.

4.2. Solution of the linearized equation. Using the invariant splitting men-
tioned in the previous section, equation (4.1) can be split into three equations
(4.3) DF ◦ K∆s,c,u − ∆s,c,u ◦ Tω = E s,c,u ,

where the superscript index indicates the projections onto the truly invariant sub-
spaces.
For the s, u components in (4.3) we can obtain the solutions using the methods
mentioned in the previous section.

4.2.1. Solution of the center component of the linearized equation. Solving the equa-
tion along the center directions requires the use of symplectic geometry and small
divisor equations. The method is an adaptation of the method in [4] which shows
that there is an explicit change of variables which allows us to reduce the center
component of (4.3) to a constant coefficient equation (up to a quadratic error).
The key observation is that the 2n × 2ℓ matrix M formed by the columns of the
2n × ℓ matrices DK and J(K)−1 DK N satisfies:
!
Id A(θ)
(4.4) DF ◦ K(θ)M (θ) = M (θ + ω) + R(θ),
0 Id
where A is the matrix introduced in assumption (H3) and R is an explicit algebraic
expression involving DE, the projections on invariant subspaces and derivatives of
F . One consequence of (4.4) is that Range(M (θ)) is close – up to terms that are
comparable to the error – to Eθc .
If we write ∆c = M W , then (4.3) along the center is equivalent (up to terms
which are quadratic in the error E) to the following equation for W :
!
Id A(θ)
(4.5) W (θ) − W (θ + ω) = −[(M ⊤ J(K)M )−1 M ⊤ J(K)](θ + ω)E(θ).
0 Id
Taking components in (4.5) gives the two small divisors equations for some RHS
Ẽ
(4.6) W1 (θ) − W1 (θ + ω) = Ẽ1 (θ) − A(θ)W2 (θ),
(4.7) W2 (θ) − W2 (θ + ω) = Ẽ2 (θ).
Using an argument inspired by Rüssmann’s translated curve theorem [27, 19] we
show that the average of the RHS of (4.7) vanishes. Hence, we can find W2 using
the theory of constant coefficient difference equations and determine W2 up to an
additive constant. If the twist condition (H3) is met, we can choose the average of
W2 so that the average of the RHS of (4.6) is zero. Hence we can find W1 solving
a constant coefficient difference equation. We note that W1 is unique up to the
 WHISKERED TORI 15

addition of a constant and that this is the only non-uniqueness in the solution of
the linearized equation. This is reflected in the uniqueness results.
Once we have found W , that satisfies the linearized equation approximately, it
is standard to show that, provided that ∆ is small enough and that K + ∆ is in
the domain of F (which is implied by kEkρ (ρ − ρ′ )−2τ κ2 ≪ 1), we have
(4.8) kF ◦ (K + ∆) − (K + ∆) ◦ Tω kρ′ ≤ Cκ4 (ρ − ρ′ )−4τ kEk2ρ .
We also note that the invariant splitting for DF ◦ K is approximately invariant
for DF ◦ (K + ∆) and that the twist condition has only deteriorated by an amount
that can be bounded from above by k∆kρ′ and hence by kEkρ κ2 (ρ − ρ′ )−2τ .
From (4.8) it is standard in KAM theory that, given sufficiently small initial
conditions, the procedure can be iterated and that it converges.
The vanishing of the average in the second component of (4.6) is discussed in
[4]. The papers [8, 9] use two different methods inspired by the translated curve
theorem of [27].

5. Coupled map lattices and coupled oscillators

In this section, we discuss the adaptation of the method of Section 2 in an infinite
dimensional framework. Therefore, we will need to define appropriate spaces of
embeddings and spaces of diffeomorphisms. We will also need to make sure that
the (rather minimal) geometry used in the iterative step also makes sense in the
infinite dimensional setting.
In our treatment, a very important role is played by the fact that the interaction
between oscillators decays rapidly with the separation among them. Following
[18, 7] we will formulate these localization properties using decay functions.
A prototype of the systems we deal with is the coupled Klein-Gordon model
X
(5.1) ẍi = −V ′ (xi ) + δ Wj (xj − xi ), i ∈ Zd ,
j∈Zd

with kWj k having a suitable decay with respect to j (see later). We assume that
V is a potential such that the equation ẍ = −V ′ (x) admits both an elliptic and a
hyperbolic fixed point and we also assume that δ is small enough depending on the
non-degeneracy properties of the KAM tori in the one particle system.
Our main result is that the systems under consideration admit solutions which
are quasi-periodic whiskered breathers. These solutions can be described as follows:
most of the sites are close to the hyperbolic fixed point but there are oscillations
close to the elliptic fixed point.
The solutions we construct are at the boundary between solutions which are lo-
calized and solutions that are propagating energy. We think it would be interesting
to study transitions among these solutions and their role in Arnold diffusion.

5.1. Spaces of localized functions. The main technique we will use is the in-
troduction of some Banach spaces of embeddings which capture the notion that
the embeddings are essentially localized around a finite number of centers. These
adapted norms are chosen in such a way that composition and multiplication satisfy
the same estimates as in the finite dimensional space. Therefore, the proof of The-
orem 1 presented in Section 3 goes through when we replace the finite dimensional
norms by the adapted ones on lattices.
16 ERNEST FONTICH, RAFAEL DE LA LLAVE AND YANNICK SIRE

5.1.1. Decay functions. Following [18], we say that Γ : Zd → R+ is a decay function

when
X X
(5.2) (a) Γ(i) ≤ 1, (b) Γ(i − j)Γ(j − k) ≤ Γ(i − k).
i∈Zd j∈Zd

For example, the function Γα,θ defined by Γα,θ (i) = a|i|−α e−θ|i| , if i 6= 0 and
Γα,θ (0) = a is a decay function for θ ≥ 0, α > d provided that a ≤ a∗ (α, θ, d).
However, the function exp(−θ|i|) is not a decay function (see [18]).
5.1.2. Phase space of lattice systems. The phase space of the lattice map system
will be
d
M = ℓ∞ = {x ∈ M Z | sup |xi | < ∞},
i∈Zd
k k j
where M = {(x, y) ∈ C /Z × C | | Im x|, | Im y| ≤ ρ} is the complex extension
of an Euclidean exact symplectic manifold, with a symplectic form Ω.
We consider M endowed with the ℓ∞ topology.
5.1.3. Diffeomorphisms with decay properties. Given a decay function Γ we define
the space CΓ1 of C 1 diffeomorphisms F in M such that they are real analytic and
their derivatives admit the representation
X ∂Fi
DFi (x)v = (x)vj
d
∂xj
j∈Z

∂Fi
for all i ∈ Zd and v ∈ M, and kF kCΓ1 := supi,j∈Zd ∂xj Γ(i − j)−1 < ∞.
We also denote by CΓ1 the set of vector fields X that satisfy the previous condi-
tions. We will refer to the functions in these spaces as diffeomorphisms with decay
or vector fields with decay.
Remark. Prof. L. Sadun remarked that the condition (5.2) for the interactions
has a very transparent physical interpretation. Indeed, note that |∂j F i | can be
interpreted as a bound of the direct effect of system j on the system i. On the
other hand, |∂k F i ||∂j F k | is a bound on the
P effect of the system j on the system i
interacting through the system k. Hence k∈Zd |∂k F i ||∂j F k | is an upper estimate
of the effect of j upon i through modifications of the medium. Hence condition (5.2)
ensures that the bound on the direct interaction between two systems also dominates
the interactions through the medium.
Remark. The axiomatic definition of the space CΓ1 is nontrivial because we have
given the ℓ∞ topology on the lattice. As emphasized in [7] there are linear operators
in ℓ∞ which are not determined by their matrix elements. For example, the linear
operator A : ℓ∞ (Z) → R defined by Ax = limi→∞ xi on a closed subspace (then
extended by Hahn-Banach theorem) satisfies ∂(Ax)∂xi = 0 for all i ∈ Z so that the
matrix of partial derivatives is zero, but clearly A is not identically zero. The
existence of these observables with vanishing partial derivatives has the physical
meaning of existence of “observables at infinity”.
In ℓ∞ we can consider linear operators A which are given by their matrix repre-
sentation, i.e. X
(Av)i = Ai,j vj
j∈Zd
 WHISKERED TORI 17

with kAkΓ = supi,j∈Zd |Ai,j | Γ(i − j)−1 < ∞. We call them decay operators. By
(5.2) we have the Banach algebra property kABkΓ ≤ kAkΓ kBkΓ .
An important consequence of the properties of decay functions is that if F, G ∈
CΓ1 then F ◦ G ∈ CΓ1 . More generally we define CΓr maps as the maps F : B ⊂ M →
M such that F ∈ C r (B) and Dj F (x) ∈ CΓ1 (B, ℓ∞ ), for 0 ≤ j ≤ r − 1.
Another result, whose proof can be found in [9], is the following lemma.
Lemma 2. If X is a CΓr vector field, the problem
d
St = X ◦ St , S0 = Id,
dt
admits a unique solution St ∈ C 1 ([0, T ], CΓr ).
Using Lemma 2, we can obtain results for vector fields from results for maps. Of
course, coupled map lattices have been studied extensively on their own
N [1].
We will consider maps F of the form F = F0 + εF1 with F0 = Zd f , where
f : M → M is an analytic, exact symplectic map with a positive measure set of
KAM tori with twist condition and a hyperbolic fixed point. By assumption, the
map F0 has a hyperbolic fixed point. We will choose the origin of coordinates in
such a way that it corresponds to 0.

5.1.4. Embeddings with decay properties. Given c = (c1 , . . . , cL ) with cj ∈ Zd and

ρ > 0, we define the space of embeddings from Dρ ⊃ Tℓ into M which are centered
around c1 , . . . , cL
n o
Aρ,c,Γ = K : Dρ → M | continuous embedding, analytic in D̊ρ , kKkc,ρ,Γ < ∞ ,

−1
where the norm kKkc,ρ,Γ is defined by supi∈Zd kKi kρ minj=1,...,L Γ(i − cj ) .
d
The key observation is that for all i ∈ Z and a fixed sequence c whose centers
are very separated, we have:
X ∂Fi X
k(DF ∆)i kρ ≤ k∆j kρ ≤ kDF kΓ Γ(i − j)k∆kc,ρ,Γ min Γ(j − cm )
d
∂xj ρ d
1≤m≤L
j∈Z j∈Z

≤ kDF kΓ k∆kρ,c,Γ C min Γ(i − cm ),

1≤m≤L

where C and D depend on Γ. Then we obtain, when the centers are well separated:
(5.3) kDF ∆kc,ρ,Γ ≤ CkDF kΓ k∆kρ,c,Γ .
We have estimates similar to (5.3) for any decay operator in place of DF .

5.2. The analogue of Theorem 1 for lattice systems. The version of Theorem
1 for lattice systems requires the following additional hypotheses
• The map F is a decay diffeomorphism and is such that F (0) = 0.
• The approximate invariant embedding is a decay embedding with respect
to some centers c.
• The error of the invariance equation is small in the norm k · kc,ρ,Γ .
• The projections over the approximately invariant hyperbolic splitting have
decay properties. That is, the operators Πσ , σ = s, c, u, are bounded in
k · kc,ρ,Γ .
18 ERNEST FONTICH, RAFAEL DE LA LLAVE AND YANNICK SIRE

We get in the conclusions that the true invariant embedding is also a decay em-
bedding with respect to the centers, that the distance between the exact solution of
(2.1) and the initial approximation is bounded in k · kc,ρ′ ,Γ and that the projections
on the invariant splittings also have decay.
If we take K to be the embedding corresponding to an uncoupled torus, i.e.
Ki (θ) = K i (θi ), i = 1, ..., ℓ,
where K i is a parameterization of a torus in the node i, and Ki (θ) = 0 otherwise,
the assumptions are satisfied for ε sufficiently small.
The modifications on the norms of the embeddings are very straightforward.
Let us discuss only the decay properties of the whiskers. We assume that the
projections Πσ (σ = s, c, u) associated to the approximately invariant splitting are
decay operators. That is, they are linear operators that can be represented by their
matrix elements and that kΠσ kΓ < ∞.
The assumption that the spaces are quasi-invariant should be modified to assume
that whenever σ ′ 6= σ, σ, σ ′ = s, u, c, θ ∈ Dρ we have
′
(5.4) kΠσK(θ+N ω)DF ◦ K(θ + (N − 1)ω) · · · DF ◦ K(θ)ΠσK(θ) kΓ ≤ ε.
Similarly, the hyperbolicity condition needs to be modified respectively to
(5.5)
kΠsK(θ+N ω) DF ◦ K(θ + (N − 1)ω) · · · DF ◦ K(θ)ΠsK(θ) vkc,ρ,Γ ≤ µN kΠsK(θ) vkc,ρ,Γ
kΠuK(θ−N ω) DF −1 ◦ K(θ − (N − 1)ω) · · · DF −1 ◦ K(θ)ΠuK(θ) vkc,ρ,Γ
≤ µN kΠuK(θ) vkc,ρ,Γ
kΠcK(θ+N ω) DF ◦ K(θ + (N − 1)ω) · · · DF ◦ K(θ)ΠcK(θ) vkc,ρ,Γ ≤ η N kΠcK(θ) vkc,ρ,Γ
kΠcK(θ−N ω) DF −1 ◦ K(θ − (N − 1)ω) · · · DF −1 ◦ K(θ)ΠcK(θ) vkc,ρ,Γ
≤ η N kΠcK(θ) vkc,ρ,Γ .
After these modifications in the hypotheses and the conclusions, the proof of
the result goes through line by line provided we change the norms in the above
calculations to be the norms in the decay spaces.
In particular, the proof of the perturbation result for invariant spaces is based
on the contraction properties which only depend on the Banach algebra properties
of k · kΓ and the assumptions in (5.5).
The equations on the center space are finite dimensional, so that the treatment
in Section 3 does not need any change. As a matter P of fact, we just need that
the pull-back of the formal symplectic form Ω∞ = i∈Zd Ω on M to the center
subspace (which is isomorphic to the cotangent bundle of a torus) makes sense.
Since this space is finite dimensional and since we take the pull-back through decay
functions, the pull-back is a well-defined symplectic form on the torus.

5.3. Solutions with infinitely many frequencies. Using the a posteriori for-
mat of the theorem, the decay properties of the whiskered tori and the translation
invariance, we can construct increasingly complicated solutions. The idea is that,
given two exact solutions (with two frequencies ω1 and ω2 ) localized around two
collections of sites c1 , c2 , if we translate one of them far away so that the two
solutions interact weakly with each other, then we can consider them as an ap-
proximately invariant solution localized around c̃ ≡ c1 ∪ (c2 + k), where k ∈ Zd is
 WHISKERED TORI 19

the translation on the lattice. Then the existence result shows that, if the frequen-
cies are jointly Diophantine, and the solutions satisfy some non-degeneracy and
hyperbolicity conditions, there is a true solution localized around c̃.
The process can be repeated indefinitely. In each step of the procedure, the
hyperbolicity and non-degeneracy conditions deteriorate only slightly and we take
some slightly weaker decay properties of the interaction. Of course, as we increase
the number of frequencies, the Diophantine conditions become worse. The key point
is that any smallness condition on the error (in a space corresponding to a slightly
slower decay) can be accomplished by translating the trial solutions sufficiently far
apart (namely increasing |k|).
The sequence of solutions constructed by iterating the procedure converges in
the sense that the motion on each of the sites (i.e. componentwise on the lattice)
converges. Of course, each step produces a severe change in some of the sites, so
that the convergence is very non-uniform. Nevertheless, the convergence on the
sites is enough to guarantee that the limit satisfies the invariance equation.
Solutions in lattice systems with infinite frequencies were constructed also in
[11, 26, 2] based on very different arguments (solutions decreasing [11], frequencies
increasing [2]) from the ones used here. The solutions in the above papers are
maximal dimensional, rather than whiskered. We also call attention to [24] which
produces solutions with infinitely many frequencies in the “beam equations” and
to [14, 13] which also consider the existence of quasi-periodic breathers with long
range coupling. These solutions have many elliptic normal directions, which we do
not consider.
For simplicity, we state the main result for the Klein-Gordon models (5.1).

Theorem 3. Consider models of the form (5.1) with analytic potential with decay
and assume that the single site equations ẍ = −V ′ (x) admit both
• A set Ω0 ⊂ Dℓ (κ, τ ) of positive measure such that ω ∈ Ω0 implies that there
is a non-degenerate KAM torus of the single site equations.
• A hyperbolic fixed point.
Assume also that δ is sufficiently small.
Then for each infinite frequency ω ∈ ΩN 0 satisfying

R
X XR
(5.6) | ωi · ki | ≥ κ−1
R ( |ki |)−τR , ∀k ∈ (Zℓ )R \ {0}
i=1 i=1

for some κR > 0 and τR ≥ Rℓ, and for every α > d, θ ≥ 0, there exists a sequence
c ≡ {ci }i∈N ⊂ Zd and an embedding K : (Tℓ )N → M satisfying (2.1).
Furthermore, the embedding satisfies the estimate for all i ∈ Zd

kKi k(Dρ )N ≤ C sup Γα,θ (i − cj ),

j

where k · k(Dρ)N is the norm k · kρ on the extension of the infinite dimensional torus
(Tℓ )N .

We also note that if we equip Ω0 with the probability measure Λ obtained by

normalizing the Lebesgue measure on it (the Kolmogorov measure), the set of
frequencies satisfying (5.6) has full ΛN probability measure.
20 ERNEST FONTICH, RAFAEL DE LA LLAVE AND YANNICK SIRE

6. The result for PDE’s

The theory for whiskered tori described in the previous sections is flexible enough
to be used to construct whiskered tori for partial differential equations. Particularly,
this allows to obtain results in the case of ill-posed (in the sense of Hadamard)
equations.
Two examples to which the methods apply are the Boussinesq equation
∂2 ∂2 ∂4 ∂2 2
(6.1) u(t, x) = u(t, x) + α u(t, x) + u (t, x), α>0
∂t2 ∂x2 ∂x4 ∂x2
subject to periodic boundary conditions u(t, 0) = u(t, 1), (0 ≤ t < ∞), and the
closely related Boussinesq system
      
u 0 −∂x − α∂xxx u ∂x (uv)
(6.2) ∂t = +
v −∂x 0 v 0
also subject to periodic boundary conditions.
One can think of (6.1) as a formal evolution equation on pairs u, ∂t u and of (6.2)
as a formal evolution equation for u, v.
Equation (6.1) (resp. (6.2)) is extremely ill posed, as can be seen by the fact
that, when we linearize at u = 0 (resp. u = 0, v = 0), we have the dispersion
relation
p
(6.3) λ± 2
k (α) = ±|k|2πi 1 − 4π αk ,
2 k ∈ Z.
2√
Note that λ± k ≈ ±4π α|k|2 as k → +∞.
Nevertheless, one can prove the existence of analytic finite dimensional quasi-
periodic solutions. The existence of center manifolds for (6.1) and (6.2) has been
considered in [3]. In the case of PDE’s, one has of course to take into account that
the evolution is not given by a continuous vector field but rather by some unbounded
operators. Of course, in applications, one has to consider the approximate solutions
to initialize the KAM procedure. We note that the linear system is degenerate —
no twist — but if we consider Lindstedt series solutions of small amplitude, the
degeneracy gets removed at some order in the expansion. The error can be made
smaller to a much smaller order so that we can apply the small twist theorem.
The main result in this context follows from an abstract theorem following the
proof in the finite dimensional case for evolution equations defined in an abstract
Banach space. We need to assume that the hyperbolic splitting defined in (H2) is
a splitting into closed subspaces. The evolution in the stable subspace is assumed
to define a semigroup for positive time, while the evolution in the unstable space is
assumed to define a semigroup for negative time. Similar ideas are very standard
and have been used in the literature [6, 20]. In the PDE case, the existence of
invariant splitting amounts to spectral properties of the linearization.

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Departament de Matemàtica Aplicada i Anàlisi, Facultat de Matemàtiques, Univer-

sitat de Barcelona, 08007 Barcelona, Spain
E-mail address: [email protected]

Department of Mathematics, The University of Texas at Austin, Austin, TX 78712,

USA
E-mail address: [email protected]

Laboratoire LATP CNRS, Université Paul Cézanne Aix-Marseille 3, 13397 Marseille

Cedex 20, France and Laboratoire Poncelet, UMI 2615, 119002, Bolshoy Vlasyevskiy
Pereulok 11, Moscow, Russia
E-mail address: [email protected]