Introduction To The Theory of Infinite-Dimensional Dissipative Systems - Chueshov

I . D.
Chues hov
U n i v e r s i t y l e c t u r e s i n c o n t e m p o r a r y m a t h e m a t i c s
Dissipative
Systems
of Infinite-Dimensional
Introduction Theory
to the
This book provides an exhau -
stive introduction to the scope
of main ideas and methods of the
theory of infinite-dimensional dis -
sipative dynamical systems which
has been rapidly developing in re -
cent years. In the examples
sys tems generated by nonlinear
partial differential equations
arising in the different problems
of modern mechanics of continua
are considered. The main goal
of the book is to help the reader
to master the basic strategies used
in the study of infinite-dimensional
dissipative systems and to qualify
him/her for an independent scien -
tific research in the given branch.
Experts in nonlinear dynamics will
find many fundamental facts in the
convenient and practical form
in this book.
The core of the book is com -
posed of the courses given by the
author at the Department
of Me chanics and Mathematics
at Kharkov University during
a number of years. This book con -
tains a large number of exercises
which make the main text more
complete. It is sufficient to know
the fundamentals of functional
analysis and ordinary differential
equations to read the book.
Translated by
Constantin I. Chueshov
from the Russian edition (ACTA, 1999)
Translation edited by
Maryna B. Khorolska
Author: I. D. Chueshov
Title: Introduction to the Theory
of InfiniteDimensional
Dissipative Systems
ISBN: 9667021645
You can ORDE R this book
while visiting the website
of ACTA Scientific Publishing House
http://www.acta.com.ua/en/
A
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2
0
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2
I . D. C h u e s h o v
Introduction Introduction Introduction Introduction
to the Theory of Infinite-Dimensional to the Theory of Infinite-Dimensional to the Theory of Infinite-Dimensional to the Theory of Infinite-Dimensional
Dissipative Systems Dissipative Systems Dissipative Systems Dissipative Systems
AC T A 2 0 0 2
UDC 517
2000 Mathematics Subject Classification:
primary 37L05; secondary 37L30, 37L25.
This book provides an exhaustive introduction to the scope
of main ideas and methods of the theory of infinite-dimen-
sional dissipative dynamical systems which has been rapidly
developing in recent years. In the examples systems genera-
ted by nonlinear partial differential equations arising in the
different problems of modern mechanics of continua are con-
sidered. The main goal of the book is to help the reader to
master the basic strategies used in the study of infinite-di-
mensional dissipative systems and to qualify him/her for an
independent scientific research in the given branch. Experts
in nonlinear dynamics will find many fundamental facts in the
convenient and practical form in this book.
The core of the book is composed of the courses given by
the author at the Department of Mechanics and Mathematics
at Kharkov University during a number of years. This book
contains a large number of exercises which make the main
text more complete. It is sufficient to know the fundamentals
of functional analysis and ordinary differential equations to
read the book.
Translated by Constantin I. Chueshov
from the Russian edition (ACTA, 1999)
Translation edited by Maryna B. Khorolska
ACTA Scientific Publishing House
Kharkiv, Ukraine
E-mail: we@acta.com.ua
I. D. Chueshov, 1999, 2002
Series, ACTA, 1999
Typography, layout, ACTA, 2002
ISBN 966-7021-20-3 (series)
ISBN 966-7021-64-5
179
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Contents Contents Contents Contents
. . . . Preface. . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 7
Ch a p t e r 1 .
Basic Concepts of Basic Concepts of Basic Concepts of Basic Concepts of th th th the Theory e Theory e Theory e Theory
of Infinite-Dimensional Dynamical Sy of Infinite-Dimensional Dynamical Sy of Infinite-Dimensional Dynamical Sy of Infinite-Dimensional Dynamical Syst st st stems ems ems ems
. . . . 1 Notion of Dynamical System . . . . . . . . . . . . . . . . . . . . . . . . . . 11
. . . . 2 Trajectories and Invariant Sets . . . . . . . . . . . . . . . . . . . . . . . . 17
. . . . 3 Definition of Attractor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
. . . . 4 Dissipativity and Asymptotic Compactness . . . . . . . . . . . . . . 24
. . . . 5 Theorems on Existence of Global Attractor . . . . . . . . . . . . . . 28
. . . . 6 On the Structure of Global Attractor . . . . . . . . . . . . . . . . . . . 34
. . . . 7 Stability Properties of Attractor and Reduction Principle . . 45
. . . . 8 Finite Dimensionality of Invariant Sets . . . . . . . . . . . . . . . . . 52
. . . . 9 Existence and Properties of Attractors of a Class
of Infinite-Dimensional Dissipative Systems . . . . . . . . . . . . . 61
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
Ch a p t e r 2 .
Long-Time Behaviour of Solutions Long-Time Behaviour of Solutions Long-Time Behaviour of Solutions Long-Time Behaviour of Solutions
to a Class of Semilinear Parabolic Equations to a Class of Semilinear Parabolic Equations to a Class of Semilinear Parabolic Equations to a Class of Semilinear Parabolic Equations
. . . . 1 Positive Operators with Discrete Spectrum . . . . . . . . . . . . . . 77
. . . . 2 Semilinear Parabolic Equations in Hilbert Space . . . . . . . . . . 85
. . . . 3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
. . . . 4 Existence Conditions and Properties of Global Attractor . . 101
. . . . 5 Systems with Lyapunov Function . . . . . . . . . . . . . . . . . . . . . 108
. . . . 6 Explicitly Solvable Model of Nonlinear Diffusion . . . . . . . . . 118
. . . . 7 Simplified Model of Appearance of Turbulence in Fluid . . . 130
. . . . 8 On Retarded Semilinear Parabolic Equations . . . . . . . . . . . 138
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
4 Cont ent s
Ch a p t e r 3 .
Inertial Manifolds Inertial Manifolds Inertial Manifolds Inertial Manifolds
. . . . 1 Basic Equation and Concept of Inertial Manifold . . . . . . . . 149
. . . . 2 Integral Equation for Determination of Inertial Manifold . . 155
. . . . 3 Existence and Properties of Inertial Manifolds . . . . . . . . . . 161
. . . . 4 Continuous Dependence of Inertial Manifold
on Problem Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
. . . . 5 Examples and Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
. . . . 6 Approximate Inertial Manifolds
for Semilinear Parabolic Equations . . . . . . . . . . . . . . . . . . . 182
. . . . 7 Inertial Manifold for Second Order in Time Equations . . . . 189
. . . . 8 Approximate Inertial Manifolds for Second Order
in Time Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
. . . . 9 Idea of Nonlinear Galerkin Method . . . . . . . . . . . . . . . . . . . 209
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
Ch a p t e r 4 .
The Problem on Nonlinear The Problem on Nonlinear The Problem on Nonlinear The Problem on Nonlinear
Oscillations of a Plate in a Supersonic Gas Flow Oscillations of a Plate in a Supersonic Gas Flow Oscillations of a Plate in a Supersonic Gas Flow Oscillations of a Plate in a Supersonic Gas Flow
. . . . 1 Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
. . . . 2 Auxiliary Linear Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
. . . . 3 Theorem on the Existence and Uniqueness of Solutions . . 232
. . . . 4 Smoothness of Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
. . . . 5 Dissipativity and Asymptotic Compactness . . . . . . . . . . . . . 246
. . . . 6 Global Attractor and Inertial Sets . . . . . . . . . . . . . . . . . . . . 254
. . . . 7 Conditions of Regularity of Attractor . . . . . . . . . . . . . . . . . . 261
. . . . 8 On Singular Limit in the Problem
of Oscillations of a Plate . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
. . . . 9 On Inertial and Approximate Inertial Manifolds . . . . . . . . . 276
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
Cont ent s 5
Ch a p t e r 5 .
Theory of Fun Theory of Fun Theory of Fun Theory of Funct ct ct ctionals ionals ionals ionals
th th th that Uniquely Determine Long-Time Dynamics at Uniquely Determine Long-Time Dynamics at Uniquely Determine Long-Time Dynamics at Uniquely Determine Long-Time Dynamics
. . . . 1 Concept of a Set of Determining Functionals . . . . . . . . . . . 285
. . . . 2 Completeness Defect . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296
. . . . 3 Estimates of Completeness Defect in Sobolev Spaces . . . . 306
. . . . 4 Determining Functionals for Abstract
Semilinear Parabolic Equations . . . . . . . . . . . . . . . . . . . . . . 317
. . . . 5 Determining Functionals for Reaction-Diffusion Systems . . 328
. . . . 6 Determining Functionals in the Problem
of Nerve Impulse Transmission . . . . . . . . . . . . . . . . . . . . . . 339
. . . . 7 Determining Functionals
for Second Order in Time Equations . . . . . . . . . . . . . . . . . . 350
. . . . 8 On Boundary Determining Functionals . . . . . . . . . . . . . . . . 358
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
Ch a p t e r 6 .
Homoclinic Chaos Homoclinic Chaos Homoclinic Chaos Homoclinic Chaos
in Infinite-Dimensional Sy in Infinite-Dimensional Sy in Infinite-Dimensional Sy in Infinite-Dimensional Syst st st stems ems ems ems
. . . . 1 Bernoulli Shift as a Model of Chaos . . . . . . . . . . . . . . . . . . . 365
. . . . 2 Exponential Dichotomy and Difference Equations . . . . . . . 369
. . . . 3 Hyperbolicity of Invariant Sets
for Differentiable Mappings . . . . . . . . . . . . . . . . . . . . . . . . . 377
. . . . 4 Anosovs Lemma on -trajectories . . . . . . . . . . . . . . . . . . . 381
. . . . 5 Birkhoff-Smale Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
. . . . 6 Possibility of Chaos in the Problem
of Nonlinear Oscillations of a Plate . . . . . . . . . . . . . . . . . . . . 396
. . . . 7 On the Existence of Transversal Homoclinic Trajectories . . 402
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
. . . . Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 415
A
,
,

.

:
, , , ,

, .
.
A blind man tramps at random touching the road with a stick.

He places his foot carefully and mumbles to himself.
The whole world is displayed in his dead eyes.
There are a house, a lawn, a fence, a cow
and scraps of the blue sky everything he cannot see.
Vl. Khodasevich
A Blind Man
Preface Preface Preface Preface
The recent years have been marked out by an evergrowing interest in the
research of qualitative behaviour of solutions to nonlinear evolutionary
partial differential equations. Such equations mostly arise as mathematical
models of processes that take place in real (physical, chemical, biological,
etc.) systems whose states can be characterized by an infinite number of
parameters in general. Dissipative systems form an important class of sys-
tems observed in reality. Their main feature is the presence of mechanisms
of energy reallocation and dissipation. Interaction of these two mecha-
nisms can lead to appearance of complicated limit regimes and structures
in the system. Intense interest to the infinite-dimensional dissipative sys-
tems was significantly stimulated by attempts to find adequate mathemati-
cal models for the explanation of turbulence in liquids based on the notion
of strange (irregular) attractor. By now significant progress in the study of
dynamics of infinite-dimensional dissipative systems have been made.
Moreover, the latest mathematical studies offer a more or less common line
(strategy), which when followed can help to answer a number of principal
questions about the properties of limit regimes arising in the system under
consideration. Although the methods, ideas and concepts from finite-di-
mensional dynamical systems constitute the main source of this strategy,
finite-dimensional approaches require serious revaluation and adaptation.
The book is devoted to a systematic introduction to the scope of main
ideas, methods and problems of the mathematical theory of infinite-dimen-
sional dissipative dynamical systems. Main attention is paid to the systems
that are generated by nonlinear partial differential equations arising in the
modern mechanics of continua. The main goal of the book is to help the
reader to master the basic strategies of the theory and to qualify him/her
for an independent scientific research in the given branch. We also hope
that experts in nonlinear dynamics will find the form many fundamental
facts are presented in convenient and practical.
The core of the book is composed of the courses given by the author at
the Department of Mechanics and Mathematics at Kharkov University dur-
ing several years. The book consists of 6 chapters. Each chapter corre-
sponds to a term course (34-36 hours) approximately. Its body can be
inferred from the table of contents. Every chapter includes a separate list
of references. The references do not claim to be full. The lists consist of the
publications referred to in this book and offer additional works recommen-
8 Pr ef ace
ded for further reading. There are a lot of exercises in the book. They play
a double role. On the one hand, proofs of some statements are presented as
(or contain) cycles of exercises. On the other hand, some exercises contain
an additional information on the object under consideration. We recom-
mend that the exercises should be read at least. Formulae and statements
have double indexing in each chapter (the first digit is a section number).
When formulae and statements from another chapter are referred to,
the number of the corresponding chapter is placed first.
It is sufficient to know the basic concepts and facts from functional
analysis and ordinary differential equations to read the book. It is quite un-
derstandable for under-graduate students in Mathematics and Physics.
I.D. Chueshov
C h a p t e r 1
Basic Concepts of the Theory Basic Concepts of the Theory Basic Concepts of the Theory Basic Concepts of the Theory
of Infinite-Dimensional of Infinite-Dimensional of Infinite-Dimensional of Infinite-Dimensional Dynamical Systems Dynamical Systems Dynamical Systems Dynamical Systems
C o n t e n t s
. . . . 1 Notion of Dynamical System . . . . . . . . . . . . . . . . . . . . . . . . . . 11
. . . . 2 Trajectories and Invariant Sets . . . . . . . . . . . . . . . . . . . . . . . . 17
. . . . 3 Definition of Attractor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
. . . . 4 Dissipativity and Asymptotic Compactness . . . . . . . . . . . . . . 24
. . . . 5 Theorems on Existence of Global Attractor . . . . . . . . . . . . . . 28
. . . . 6 On the Structure of Global Attractor . . . . . . . . . . . . . . . . . . . 34
. . . . 7 Stability Properties of Attractor and Reduction Principle . . . 45
. . . . 8 Finite Dimensionality of Invariant Sets . . . . . . . . . . . . . . . . . 52
. . . . 9 Existence and Properties of Attractors of a Class of
Infinite-Dimensional Dissipative Systems . . . . . . . . . . . . . . . 61
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 73
The mathematical theory of dynamical systems is based on the qualitative theo-
ry of ordinary differential equations the foundations of which were laid by Henri
Poincar (18541912). An essential role in its development was also played by the
works of A. M. Lyapunov (18571918) and A. A. Andronov (19011952). At present
the theory of dynamical systems is an intensively developing branch of mathematics
which is closely connected to the theory of differential equations.
In this chapter we present some ideas and approaches of the theory of dynami-
cal systems which are of general-purpose use and applicable to the systems genera-
ted by nonlinear partial differential equations.
1 Notion of Dynamical System 1 Notion of Dynamical System 1 Notion of Dynamical System 1 Notion of Dynamical System
In this book dynamical system dynamical system dynamical system dynamical system is taken to mean the pair of objects con-
sisting of a complete metric space and a family of continuous mappings of the
space into itself with the properties
, , (1.1)
where coincides with either a set of nonnegative real numbers or a set
. If , we also assume that is a continuous
function with respect to for any . Therewith is called a phase space phase space phase space phase space, or
a state space, the family is called an evolutionary operator evolutionary operator evolutionary operator evolutionary operator (or semigroup),
parameter plays the role of time. If , then dynamical system is
called discrete discrete discrete discrete (or a system with discrete time). If , then is fre-
quently called to be dynamical system with continuous continuous continuous continuous time. If a notion of dimen-
sion can be defined for the phase space (e. g., if is a lineal), the value is
called a dimension dimension dimension dimension of dynamical system.
Originally a dynamical system was understood as an isolated mechanical system
the motion of which is described by the Newtonian differential equations and which
is characterized by a finite set of generalized coordinates and velocities. Now people
associate any time-dependent process with the notion of dynamical system. These
processes can be of quite different origins. Dynamical systems naturally arise in
physics, chemistry, biology, economics and sociology. The notion of dynamical sys-
tem is the key and uniting element in synergetics. Its usage enables us to cover
a rather wide spectrum of problems arising in particular sciences and to work out
universal approaches to the description of qualitative picture of real phenomena
in the universe.
X S
t
, )
X S
t
X
S
t . -
S
t
S
.
, t, . = T
+
- S
0
I =
T
-
R
-
Z
-
0 1 2 , , , = T
-
R
-
= y t ) S
t
y =
t y X - X
S
t
t T
-
- T
-
Z
-
=
T
-
R
-
= X S
t
, )
X X X dim
12 Bas i c Concept s of t he Theor y of I nf i ni t e- Di mens i onal Dynami ca l Sys t ems
1
C
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a
p
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Let us look at the following examples of dynamical systems.
E x a m p l e 1.1
Let be a continuously differentiable function on the real axis posessing the
property , where is a constant. Consider the Cauchy
problem for an ordinary differential equation
, , . (1.2)
For any problem (1.2) is uniquely solvable and determines a dynamical
system in . The evolutionary operator is given by the formula ,
where is a solution to problem (1.2). Semigroup property (1.1) holds
by virtue of the theorem of uniqueness of solutions to problem (1.2). Equations
of the type (1.2) are often used in the modeling of some ecological processes.
For example, if we take , , then we get a logistic equ-
ation that describes a growth of a population with competition (the value
is the population level; we should take for the phase space).
E x a m p l e 1.2
Let and be continuously differentiable functions such that
,
with some constant . Let us consider the Cauchy problem
(1.3)
For any , problem (1.3) is uniquely solvable. It generates
a two-dimensional dynamical system , provided the evolutionary ope-
rator is defined by the formula
,
where is the solution to problem (1.3). It should be noted that equations
of the type (1.3) are known as Linard equations in literature. The van der Pol
equation:
and the Duffing equation:
which often occur in applications, belong to this class of equations.
f x )
xf x ) C 1 x
2
- ) - > C
x
t ) f x t ) ) - = t 0 > x 0 ) x
0
=
x R -
R S
t
S
t
x
0
x t ) =
x t )
f x ) o x x 1 - ) = o 0 >
x t )
R
-
f x ) g x )
F x ) f , ) , d
0
x
}
c - > = g x ) c - >
c
x
g x ) x
f x ) - - 0 , t 0 , > =
x 0 ) x
0
, x
0 ) x
1
. = =
|
'
|
y
0
x
0
x
1
, ) = R
2
-
R
2
S
t
, )
S
t
x
0
x
1
, ) x t ) ; x
t ) ) =
x t )
g x ) s x
2
1 - ) , s 0 , f x ) > x = =
g x ) s , s 0 , f x ) > x
3
a x - b - = =
Not i on of Dyna mi cal Sys t em 13
E x a m p l e 1.3
Let us now consider an autonomous system of ordinary differential equations
. (1.4)
Let the Cauchy problem for the system of equations (1.4) be uniquely solvable
over an arbitrary time interval for any initial condition. Assume that a solution
continuously depends on the initial data. Then equations (1.4) generate an di-
mensional dynamical system with the evolutionary operator acting
in accordance with the formula
,
where is the solution to the system of equations (1.4) such that
, . Generally, let be a linear space and be
a continuous mapping of into itself. Then the Cauchy problem
(1.5)
generates a dynamical system in a natural way provided this problem is
well-posed, i.e. theorems on existence, uniqueness and continuous dependence
of solutions on the initial conditions are valid for (1.5).
E x a m p l e 1.4
Let us consider an ordinary retarded differential equation
, , (1.6)
where is a continuous function on . Obviously an initial condition
for (1.6) should be given in the form
. (1.7)
Assume that lies in the space of continuous functions on the
segment In this case the solution to problem (1.6) and (1.7) can be
constructed by step-by-step integration. For example, if the solu-
tion is given by
,
and if , then the solution is expressed by the similar formula in terms
of the values of the function for and so on. It is clear that the so-
lution is uniquely determined by the initial function . If we now define an
operator in the space by the formula
,
where is the solution to problem (1.6) and (1.7), then we obtain an infi-
nite-dimensional dynamical system .
x
k
t ) f
k
x
1
x
2
x
N
, , , ) , k 1 2 N , , , = =
N-
R
N
S
t
, ) S
t
S
t
y
0
x
1
t ) x
N
t ) , , ) , y
0
x
10
x
20
x
N0
, , , ) = =
x
i
t )
x
i
0 ) x
i 0
= i 1 2 N , , , = X F
X
x
t ) F x t ) ) , t 0 , x 0 ) > x
0
X - = =
X S
t
, )
x
t ) ox t ) - f x t 1 - ) ) = t 0 >
f R
1
, o 0 >
x t )
t 1 0 , - j -
t ) =
t ) C 1 - 0 , j
1 - 0 , j .
0 t 1 , s s
x t )
x t ) e
ot -
0 ) e
o t . - ) -
f . 1 - ) ) . d
0
t
}
- =
t 1 2 , j -
x t ) t 0 1 , j -
t )
S
t
X C 1 - 0 , j =
S
t
) . ) x t . - ) , . 1 0 , - j - =
x t )
C 1 - 0 , j S
t
, )
1
C
h
a
p
t
e
r
Now we give several examples of discrete dynamical systems. First of all it should be
noted that any system with continuous time generates a discrete system if
we take instead of Furthermore, the evolutionary operator of
a discrete dynamical system is a degree of the mapping i. e. .
Thus, a dynamical system with discrete time is determined by a continuous mapping
of the phase space into itself. Moreover, a discrete dynamical system is very often
defined as a pair consisting of the metric space and the continuous map-
ping
E x a m p l e 1.5
Let us consider a one-step difference scheme for problem (1.5):
, , .
There arises a discrete dynamical system , where is the continuous
mapping of into itself defined by the formula .
E x a m p l e 1.6
Let us consider a nonautonomous ordinary differential equation
, , , (1.9)
where is a continuously differentiable function of its variables and is pe-
riodic with respect to i. e. for some . It is as-
sumed that the Cauchy problem for (1.9) is uniquely solvable on any time
interval. We define a monodromy monodromy monodromy monodromy operator (a period mapping) by the formula
where is the solution to (1.9) satisfying the initial condition
. It is obvious that this operator possesses the property
(1.10)
for any solution to equation (1.9) and any . The arising dynamical
system plays an important role in the study of the long-time proper-
ties of solutions to problem (1.9).
E x a m p l e 1.7 (Bernoulli shift)
Let be a set of sequences consisting of zeroes and
ones. Let us make this set into a metric space by defining the distance by the
formula
.
Let be the shift operator on , i. e. the mapping transforming the sequence
into the element , where . As a result, a dynamical
system comes into being. It is used for describing complicated (qua-
sirandom) behaviour in some quite realistic systems.
X S
t
, )
t Z
-
- t R
-
. - S
t
S
1
, S
t
S
1
t
, t Z
+
- =
X
X S , ) , X
S.
x
n 1 -
x
n
-
.
------------------------- F x
n
) = n 0 1 2 , , , = . 0 >
X S
n
, ) S
X Sx x . F x ) - =
x
t ) f x t , ) = t 0 > x R
1
-
f x t , )
t , f x t , ) f x t T - , ) = T 0 >
Sx
0
x T ) , = x t )
x 0 ) x
0
=
S
k
x t ) x t kT - ) =
x t ) k Z
-
-
R
1
S
k
, )
X L
2
= x x
i
i Z - , =
d x y , ) 2
n -
: x
i
y
i
i n , = inf =
S X
x x
i
= y y
i
= y
i
x
i 1 -
=
X S
n
, )
Not i on of Dyna mi cal Sys t em 15
In the example below we describe one of the approaches that enables us to connect
dynamical systems to nonautonomous (and nonperiodic) ordinary differential equa-
tions.
E x a m p l e 1.8
Let be a continuous bounded function on . Let us define the hull
of the function as the closure of a set

with respect to the norm
.
Let be a continuous function. It is assumed that the Cauchy problem
(1.11)
is uniquely solvable over the interval for any . Let us define
the evolutionary operator on the space by the formula
,
where is the solution to problem (1.11) and . As a result,
a dynamical system comes into being. A similar construction is of-
ten used when is a compact set in the space of continuous bounded func-
tions (for example, if is a quasiperiodic or almost periodic function).
As the following example shows, this approach also enables us to use naturally
the notion of the dynamical system for the description of the evolution of ob-
jects subjected to random influences.
E x a m p l e 1.9
Assume that and are continuous mappings from a metric space into it-
self. Let be a state space of a system that evolves as follows: if is the state of
the system at time , then its state at time is either or with
probability , where the choice of or does not depend on time and the
previous states. The state of the system can be defined after a number of steps
in time if we flip a coin and write down the sequence of events from the right to
the left using and . For example, let us assume that after 8 flips we get the
following set of outcomes:
.
Here corresponds to the head falling, whereas corresponds to the tail fall-
ing. Therewith the state of the system at time will be written in the form:
h x t , ) R
2
L
h
h x t , )
h
.
x t , ) h x t . - , ) , . R -
| |
' |
| |
h
C
h x t , ) : x R t R - , -
| |
' |
| |
sup =
g x )
x
t ) g x ) h
x t , ) , x 0 ) - x
0
= =
0 +) , h
L
h
-
S
.
X R
1
L
h
- =
S
.
x
0
h
, ) x . ) h
.
, ) =
x t ) h
.
h
x t . - , ) =
R L
h
S
t
, - )
L
h
C
h x t , )
f
0
f
1
Y
Y y
k k 1 - f
0
y ) f
1
y )
1 2 / f
0
f
1
0 1
10 110010
1 0
t 8 =
1
C
h
a
p
t
e
r
.
This construction can be formalized as follows. Let be a set of two-sided se-
quences consisting of zeroes and ones (as in Example 1.7), i.e. a collection
of elements of the type
,
where is equal to either or . Let us consider the space con-
sisting of pairs , where , . Let us define the mapping
: by the formula:
,
where is the left-shift operator in (see Example 1.7). It is easy to see that
the th degree of the mapping actcts according to the formula
and it generates a discrete dynamical system . This system is often
called a universal random (discrete) dynamical system.
Examples of dynamical systems generated by partial differential equations will be gi-
ven in the chapters to follow.
Assume that operators have a continuous inverse for any .
Show that the family of operators defined by the equa-
lity for and for form a group, i.e. (1.1)
holds for all .
Prove the unique solvability of problems (1.2) and (1.3) in-
volved in Examples 1.1 and 1.2.
Ground formula (1.10) in Example 1.6.
Show that the mapping in Example 1.8 possesses semi-
group property (1.1).
Show that the value involved in Example 1.7 is a met-
ric. Prove its equivalence to the metric
.
W f
1
f
0
f
1
f
1
f
0
f
0
f
1
f
0
) y ) =
L
2
m m
n -
m
1 -
m
0
m
1
m
n
) =
m
i
1 0 X L
2
Y - =
x m y , ) = m L
2
- y Y -
F X X
F x ) F m y , ) Sm f
m
0
y ) , ) =
S L
2
n- F
F
n
m y , ) S
n
m f
m
n 1 -

f
m
1
f
m
0
) y ) , ) =
L
2
Y - F
n
, )
Exer c i s e 1.1 S
t
t
S
t
: t R -
S
t
S
t
= t 0 > S
t
S
t
1 -
= t 0
t . , R -
Exer c i s e 1.2
Exer c i s e 1.3
Exer c i s e 1.4 S
t
Exer c i s e 1.5 d x y , )
d
*
x y , ) 2
i -
x
i
y
i
-
i - =
_
=
Tr aj ec t or i es and I nvar i ant Set s 17
2 Trajectories and Invariant Sets 2 Trajectories and Invariant Sets 2 Trajectories and Invariant Sets 2 Trajectories and Invariant Sets
Let be a dynamical system with continuous or discrete time. Its trajectory trajectory trajectory trajectory
(or orbit orbit orbit orbit) is defined as a set of the type
,
where is a continuous function with values in such that
for all and . Positive (negative) semitrajectory semitrajectory semitrajectory semitrajectory is defined as a set
, ( , respectively), where a continuous on
( , respectively) function possesses the property for any
, ( , respectively). It is clear that any positive
semitrajectory has the form , i.e. it is uniquely determined by
its initial state . To emphasize this circumstance, we often write .
In general, it is impossible to continue this semitrajectory to a full trajectory
without imposing any additional conditions on the dynamical system.
Assume that an evolutionary operator is invertible for some
. Then it is invertible for all and for any there
exists a negative semitrajectory ending at the point .
A trajectory is called a periodic trajectory periodic trajectory periodic trajectory periodic trajectory (or a cycle cycle cycle cycle) if
there exists , such that . Therewith the minimal
number possessing the property mentioned above is called a period period period period of a tra-
jectory. Here is either or depending on whether the system is a continuous
or a discrete one. An element is called a fixed point fixed point fixed point fixed point of a dynamical system
if for all (synonyms: equilibrium point equilibrium point equilibrium point equilibrium point, stationary stationary stationary stationary
point point point point).
Find all the fixed points of the dynamical system ge-
nerated by equation (1.2) with . Does there exist
a periodic trajectory of this system?
Find all the fixed points and periodic trajectories of a dynami-
cal system in generated by the equations
Consider the cases and . Hint: use polar coordinates.
Prove the existence of stationary points and periodic trajecto-
ries of any period for the discrete dynamical system described
X S
t
, )
u t ) : t T - =
u t ) X S
.
u t ) u t . - ) =
. T
-
- t T -
+
u t ) : t 0 > =
u t ) : t 0 s = T
-
T
u t ) S
.
u t ) u t . - ) =
. 0 > t 0 > . 0 t 0 . t 0 s - , s , >
-
S
t
v : t 0 > =
v
+
+
v ) =
-
v )
Exer c i s e 2.1 S
t
t 0 > t 0 > v X -
v ) = v
u t ) : t T =
T T
-
- T 0 > u t T - ) u t ) =
T 0 >
T R Z
u
0
X -
X S
t
, ) S
t
u
0
u
0
= t 0 >
Exer c i s e 2.2 R S
t
, )
f x ) x x 1 - ) =
Exer c i s e 2.3
R
2
x
oy - x x
2
y
2
- )
2
4 x
2
y
2
- ) - 1 - j , - =
y
ox y x
2
y
2
- )
2
4 x
2
y
2
- ) - 1 - j . - =
|
|
'
|
|
o 0 = o 0 =
Exer c i s e 2.4
1
C
h
a
p
t
e
r
in Example 1.7. Show that the set of all periodic trajectories is dense
in the phase space of this system. Make sure that there exists a tra-
jectory that passes at a whatever small distance from any point of the
phase space.
The notion of invariant set plays an important role in the theory of dynamical sys-
tems. A subset of the phase space is said to be:
a) positively invariant positively invariant positively invariant positively invariant, if for all ;
b) negatively invariant negatively invariant negatively invariant negatively invariant, if for all ;
c) invariant invariant invariant invariant, if it is both positively and negatively invariant, i.e. if
for all .
The simplest examples of invariant sets are trajectories and semitrajectories.
Show that is positively invariant, is negatively invariant
and is invariant.
Let us define the sets
and
for any subset of the phase space . Prove that is a positively
invariant set, and if the operator is invertible for some
then is a negatively invariant set.
Other important example of invariant set is connected with the notions of -limit
and -limit sets that play an essential role in the study of the long-time behaviour
of dynamical systems.
Let . Then the -limit set limit set limit set limit set for is defined by
,
where . Hereinafter is the closure of a set in the
space . The set
,
where , is called the -limit set limit set limit set limit set for .
Y X
S
t
Y Y _ t 0 >
S
t
Y Y _ t 0 >
S
t
Y Y = t 0 >
Exer c i s e 2.5
-
Exer c i s e 2.6
+
A ) S
t
A )
t 0 >
[
v S
t
u: u A - =
t 0 >
[
=
A ) S
t
1 -
t 0 >
[
A ) v : S
t
v A -
t 0 >
[
=
A X
+
A )
S
t
t 0 , >
A )
m
o
A X c m A
m A ) S
t
t s >
[
A )
X
s 0 >
(
=
S
t
A ) v S
t
u: u A - = = Y j
X
Y
X
o A ) S
t
1 -
A )
t s >
[
X
s 0 >
(
=
S
t
1 -
A ) v: S
t
v A - = o A
Tr aj ec t or i es and I nvar i ant Set s 19
Lemma 2.1
For an element to belong to an -limit set , it is necessary and
sufficient that there exist a sequence of elements and a se-
quence of numbers , the latter tending to infinity such that
,
where is the distance between the elements and in the
space .
Proof.
Let the sequences mentioned above exist. Then it is obvious that for any
there exists such that
.
This implies that
for all . Hence, the element belongs to the intersection of these sets,
i.e. .
On the contrary, if , then for all
.
Hence, for any there exists an element such that
.
Therewith it is obvious that , , . This proves the
lemma.
It should be noted that this lemma gives us a description of an -limit set but does
not guarantee its nonemptiness.
Show that is a positively invariant set. If for any
there exists a continuous inverse to , then is invariant, i.e.
.
Let be an invertible mapping for every . Prove the
counterpart of Lemma 2.1 for an -limit set:
.
Establish the invariance of .
y m m A )
y
n
A c
t
n
d S
t
n
y
n
y , )
n
lim 0 =
d x y , ) x y
X
. 0 > n
0
0 >
S
t
n
y
n
S
t
t . >
[
A ) , n n
0
> -
y S
t
n
y
n
n
lim = S
t
t . >
[
A )
X
-
. 0 > y
y m A ) -
y m A ) - n 0 1 2 , , , =
y S
t
t n >
[
A )
X
-
n z
n
z
n
S
t n >
[
t
A ) , - d y z
n
, )
1
n
--- s
z
n
S
t
n
y
n
= y
n
A - t
n
n >
m
Exer c i s e 2.7 m A ) t 0 >
S
t
m A )
S
t
m A ) m A ) =
Exer c i s e 2.8 S
t
t 0 >
o
y o A ) y
n
A t
n
t
n
+; d S
t
n
1 -
y
n
y , )
n
lim , - , - - 0 =
| |
' |
| |
~ -
o A )
1
C
h
a
p
t
e
r
Let be a periodic trajectory of a dy-
namical system. Show that for any .
Let us consider the dynamical system constructed in
Example 1.1. Let and be the roots of the function
, . Then the segment is
an invariant set. Let be a primitive of the function
( ). Then the set is positively invariant
for any .
Assume that for a continuous dynamical system there
exists a continuous scalar function on such that the value
is differentiable with respect to for any and
, .
Then the set is positively invariant for any
.
3 Definition of A 3 Definition of A 3 Definition of A 3 Definition of At tt ttractor tractor tractor tractor
Attractor is a central object in the study of the limit regimes of dynamical systems.
Several definitions of this notion are available. Some of them are given below. From
the point of view of infinite-dimensional systems the most convenient concept is that
of the global attractor.
A bounded closed set is called a global attractor global attractor global attractor global attractor for a dynamical sys-
tem , if
1) is an invariant set, i.e. for any ;
2) the set uniformly attracts all trajectories starting in bounded sets,
i.e. for any bounded set from
.
We remind that the distance between an element and a set is defined by the
equality:
,
where is the distance between the elements and in .
The notion of a weak global attractor is useful for the study of dynamical sys-
tems generated by partial differential equations.
Exer c i s e 2.9 u t ) : - t =
m u ) o u ) = = u -
t
, )
a b f x ) :
f a ) f b ) 0 = = a b I x: a x b s s =
F x ) f x )
F' x ) f x ) = x: F x ) c s
c
Exer c i s e 2.11 X S
t
, )
V y ) X
V S
t
y ) t y X -
d
t d
----- V S
t
y ) ) oV S
t
y ) s - o 0 , 0 , y X - > > )
y: V y ) R s R >
o / >
A
1
X c
X S
t
, )
A
1
S
t
A
1
A
1
= t 0 >
A
1
B X
S
t
y A
1
, ) dist : y B -
| |
' |
| |
sup
t
lim 0 =
z A
z A , ) dist d z y , ) : y A - inf =
d z y , ) z y X
Def i ni t i on of At t r a ct or 21
Let be a complete linear metric space. A bounded weakly closed set is
called a global weak attractor global weak attractor global weak attractor global weak attractor if it is invariant and for any
weak vicinity of the set and for every bounded set there exists
such that for .
We remind that an open set in weak topology of the space can be described
as finite intersection and subsequent arbitrary union of sets of the form
,
where is a real number and is a continuous linear functional on .
It is clear that the concepts of global and global weak attractors coincide in the
finite-dimensional case. In general, a global attractor is also a global weak attrac-
tor, provided the set is weakly closed.
Let be a global or global weak attractor of a dynamical sys-
tem . Then it is uniquely determined and contains any boun-
ded negatively invariant set. The attractor also contains the
limit set of any bounded .
Assume that a dynamical system with continuous
time possesses a global attractor . Let us consider a discrete sys-
tem , where with some . Prove that is a glo-
bal attractor for the system . Give an example which shows
that the converse assertion does not hold in general.
If the global attractor exists, then it contains a global minimal attractor global minimal attractor global minimal attractor global minimal attractor
which is defined as a minimal closed positively invariant set possessing the property
for every .
By definition minimality means that has no proper subset possessing the proper-
ties mentioned above. It should be noted that in contrast with the definition of the
global attractor the uniform convergence of trajectories to is not expected here.
Show that , provided is a compact set.
Prove that for any . Therewith, if is
a compact, then .
By definition the attractor contains limit regimes of each individual trajectory.
It will be shown below that in general. Thus, a set of real limit regimes
(states) originating in a dynamical system can appear to be narrower than the global
attractor. Moreover, in some cases some of the states that are unessential from the
point of view of the frequency of their appearance can also be removed from ,
for example, such states like absolutely unstable stationary points. The next two
definitions take into account the fact mentioned above. Unfortunately, they require
X A
2
S
t
A
2
A
2
= t 0 > , )
A
2
B X c
t
0
t
0
B , ) = S
t
B c t t
0
>
X
U
l c ,
x X: l x ) c - =
c l X
A
A
Exer c i s e 3.1 A
X S
t
, )
A
m- m B ) B X c
t
, )
A
1
X T
n
, ) T S
t
0
= t
0
0 > A
1
X T
n
, )
A
1
A
3
S
t
y A
3
, ) dist
t
lim 0 = y X -
A
3
A
3
Exer c i s e 3.3 S
t
A
3
A
3
= A
3
Exer c i s e 3.4 m x ) A
3
- x X - A
3
A
3
m x ) : x X -
[
=
A
3
A
3
A
1
=
A
3
1
C
h
a
p
t
e
r
additional assumptions on the properties of the phase space. Therefore, these defini-
tions are mostly used in the case of finite-dimensional dynamical systems.
Let a Borel measure such that be given on the phase space of
a dynamical system . A bounded set in is called a Milnor attractor Milnor attractor Milnor attractor Milnor attractor
(with respect to the measure ) for if is a minimal closed invariant set
possessing the property
for almost all elements with respect to the measure . The Milnor attractor
is frequently called a probabilistic global minimal attractor.
At last let us introduce the notion of a statistically essential global minimal at-
tractor suggested by Ilyashenko. Let be an open set in X and let be its
characteristic function: , ; , . Let us define the
average time which is spent by the semitrajectory emanating from
in the set by the formula
.
A set is said to be unessential with respect to the measure if
.
The complement to the maximal unessential open set is called an Ilyashenko Ilyashenko Ilyashenko Ilyashenko
a aa at tt ttractor tractor tractor tractor (with respect to the measure ).
It should be noted that the attractors and are used in cases when the na-
tural Borel measure is given on the phase space (for example, if is a closed mea-
surable set in and is the Lebesgue measure).
The relations between the notions introduced above can be illustrated by the
following example.
E x a m p l e 3.1
Let us consider a quasi-Hamiltonian system of equations in :
(3.1)
where and is a positive number. It is easy
to ascertain that the phase portrait of the dynamical system generated by equa-
tions (3.1) has the form represented on Fig. 1.
X ) X
X S
t
, ) A
4
X
X S
t
, ) A
4
S
t
y A
4
, ) dist
t
lim 0 =
y X -
U X
U
x )
X
U
x ) 1 = x U - X
U
x ) 0 = x U z
. x U , )
+
x ) x
U
. x U , )
T
lim
1
T
--- X
U
S
t
x ) t d
0
T
}
=
U
M U ) x: . x U , ) 0 > 0 =
A
5
A
4
A
5
X
R
N
R
2
q
p
H
H
q
H
, - =
p
H
q
------- - H
p
H
, - =
|
|
|
'
|
|
|
H p q , ) 1 2 / ) p
2
q
4
q
2
- - =
Def i ni t i on of At t r a ct or 23
A separatrix (eight cur-
ve) separates the do-
mains of the phase plane
with the different quali-
tative behaviour of the
trajectories. It is given by
the equation .
The points inside
the separatrix are charac-
terized by the equation
. Therewith
it appears that
,
,
.
Finally, the simple calculations show that , i.e. the Ilyashenko at-
tractor consists of a single point. Thus,
,
all inclusions being strict.
Display graphically the attractors of the system generated
by equations (3.1) on the phase plane.
Consider the dynamical system from Example 1.1 with
. Prove that ,
, and .
Prove that and in general.
Show that all positive semitrajectories of a dynamical system
which possesses a global minimal attractor are bounded sets.
In particular, the result of the last exercise shows that the global attractor can exist
only under additional conditions concerning the behaviour of trajectories of the sys-
tem at infinity. The main condition to be met is the dissipativity discussed in the next
section.
Fig. 1. Phase portrait of system (3.1)
H p q , ) 0 =
p q , )
H p q , ) 0
A
1
A
2
p q , ) : H p q , ) 0 s = =
A
3
p q , ) : H p q , ) 0 =
| |
' |
| |
p q , ) :
p
H p q , )
q
H p q , ) 0 = =
| |
' |
| |
[ =
A
4
p q , ) : H p q , ) 0 = =
A
5
0 0 , =
A
1
A
2
A
3
A
4
A
5
=
Exer c i s e 3.5 A
j
Exer c i s e 3.6
f x ) x x
2
1 - ) = A
1
x: 1 x 1 s s - =
A
3
x 0 x , 1 = = = A
4
A
5
x 1 = = =
Exer c i s e 3.7 A
4
A
3
c A
5
A
3
c
Exer c i s e 3.8
1
C
h
a
p
t
e
r
4 Dissipativity and Asymptotic 4 Dissipativity and Asymptotic 4 Dissipativity and Asymptotic 4 Dissipativity and Asymptotic
Compactness Compactness Compactness Compactness
From the physical point of view dissipative systems are primarily connected with ir-
reversible processes. They represent a rather wide and important class of the dy-
namical systems that are intensively studied by modern natural sciences. These
systems (unlike the conservative systems) are characterized by the existence of the
accented direction of time as well as by the energy reallocation and dissipation.
In particular, this means that limit regimes that are stationary in a certain sense can
arise in the system when . Mathematically these features of the qualitative
behaviour of the trajectories are connected with the existence of a bounded absor-
bing set in the phase space of the system.
A set is said to be absorbing absorbing absorbing absorbing for a dynamical system if for
any bounded set in there exists such that for every
. A dynamical system is said to be dissipative dissipative dissipative dissipative if it possesses a boun-
ded absorbing set. In cases when the phase space of a dissipative system
is a Banach space a ball of the form can be taken as an absor-
bing set. Therewith the value is said to be a radius of dissipativity radius of dissipativity radius of dissipativity radius of dissipativity.
As a rule, dissipativity of a dynamical system can be derived from the existence
of a Lyapunov type function on the phase space. For example, we have the following
assertion.
Theorem 4.1.
Let the phase s Let the phase s Let the phase s Let the phase sp pp pace of a continuous dynamical system be a Ba- ace of a continuous dynamical system be a Ba- ace of a continuous dynamical system be a Ba- ace of a continuous dynamical system be a Ba-
nach space. Assume that: nach space. Assume that: nach space. Assume that: nach space. Assume that:
(a) there exists a continuous function on possessing the pro- there exists a continuous function on possessing the pro- there exists a continuous function on possessing the pro- there exists a continuous function on possessing the pro-
perties perties perties perties
, ,, , (4.1)
where are continuous functions on and where are continuous functions on and where are continuous functions on and where are continuous functions on and
when ; when ; when ; when ;
(b) there exist a derivative for and positive numbers there exist a derivative for and positive numbers there exist a derivative for and positive numbers there exist a derivative for and positive numbers
and such that and such that and such that and such that
for for for for . .. . (4.2)
Then the dynamical system is dissipative. Then the dynamical system is dissipative. Then the dynamical system is dissipative. Then the dynamical system is dissipative.
Proof.
Let us choose such that for . Let
and be such that for . Let us show that
t +
B
0
X c X S
t
, )
B X t
0
t
0
B ) = S
t
B ) B
0
c
t t
0
> X S
t
, )
X X S
t
, )
x X: x
X
R s -
R
X S
t
, )
U x ) X
1
x ) U x )
2
x ) s s
j
r ) R
-

1
r ) +
r
d
t d
---- U S
t
y ) t 0 >
o
d
t d
---- U S
t
y ) o - s S
t
y >
X S
t
, )
R
0
>
1
r ) 0 > r R
0
>
l
2
r ) : r 1 R
0
- s sup =
R
1
R
0
1 - >
1
r ) l > r R
1
>
Di s s i pat i v i t y a nd As ympt ot i c Compact nes s 25
for all and . (4.3)
Assume the contrary, i.e. assume that for some such that there
exists a time possessing the property . Then the continuity of
implies that there exists such that . Thus, equation
(4.2) implies that
,
provided . It follows that for all . Hence, for
all . This contradicts the assumption. Let us assume now that is an arbitrary
bounded set in that does not lie inside the ball with the radius . Then equation
(4.2) implies that
, , (4.4)
provided . Here
.
Let . If for a time the semitrajectory enters the ball with
the radius , then by (4.3) we have for all . If that does not take
place, from equation (4.4) it follows that
for ,
i.e. for . Thus,
, .
This and (4.3) imply that the ball with the radius is an absorbing set for the dy-
namical system . Thus, Theorem 4.1 is proved.
Show that hypothesis (4.2) of Theorem 4.1 can be replaced
by the requirement
,
where and are positive constants.
Show that the dynamical system generated in by the diffe-
rential equation (see Example 1.1) is dissipative, pro-
vided the function possesses the property: ,
where and are constants (Hint: ). Find an up-
per estimate for the minimal radius of dissipativity.
Consider a discrete dynamical system , where is
a continuous function on . Show that the system is dissi-
pative, provided there exist and such that
for .
S
t
y R
1
s t 0 > y R
0
s
y X - y R
0
s
t 0 > S
t
y R
1
> S
t
y
0 t
0
t S
t
0
y R
0
1 - s
U S
t
y ) U S
t
0
y ) , t t
0
> s
S
t
y > U S
t
y ) l s t t
0
> S
t
y R
1
s
t t
0
> B
X R
0
U S
t
y ) U y ) ot l
B
ot - s - s y B -
S
t
y >
l
B
U x ) : x B - sup =
y B - t
*
l
B
l - ) o / S
t
y
S
t
y R
1
s t t
*
>
1
S
t
y ) U S
t
y ) s l s t
l
B
l -
o
------------ >
S
t
y R
1
s t o
1 -
l
B
l - ) >
S
t
B x: x R
1
s c t
l
B
l -
o
------------ >
R
1
X S
t
, )
Exer c i s e 4.1
d
t d
---- U S
t
y ) U S
t
y ) - C s
C
Exer c i s e 4.2 R
x
f x ) - 0 =
f x ) xf x ) x
2
C - >
0 > C U x ) x
2
=
Exer c i s e 4.3 R f
n
, ) f
R R f , )
0 > 0 o 1
f x ) o x x >
1
C
h
a
p
t
e
r
Consider a dynamical system generated (see Exam-
ple 1.2) by the Duffing equation
,
where and are real numbers and . Using the properties
of the function
show that the dynamical system is dissipative for
small enough. Find an upper estimate for the minimal radius of dissi-
pativity.
Prove the dissipativity of the dynamical system generated
by (1.4) (see Example 1.3), provided
, .
Show that the dynamical system of Example 1.4 is dissipative
if is a bounded function.
Consider a cylinder with coordinates , ,
and the mapping of this cylinder which is defined
by the formula , where
,
.
Here and are positive parameters. Prove that the discrete dyna-
mical system is dissipative, provided . We note
that if , then the mapping is known as the Chirikov map-
ping. It appears in some problems of physics of elementary parti-
cles.
Using Theorem 4.1 prove that the dynamical system
generated by equations (3.1) (see Example 3.1) is dissipative.
(Hint: ).
In the proof of the existence of global attractors of infinite-dimensional dissipative
dynamical systems a great role is played by the property of asymptotic compactness.
For the sake of simplicity let us assume that is a closed subset of a Banach space.
The dynamical system is said to be asymptotically compact asymptotically compact asymptotically compact asymptotically compact if for any
its evolutionary operator can be expressed by the form
, (4.5)
where the mappings and possess the properties:
Exer c i s e 4.4 R
2
S
t
, )
x
s x
x
3
ax - - - b =
a b s 0 >
U x x
, )
1
2
--- x
2
1
4
--- x
4
a
2
--- x
2
x xx
s
2
--- x
2
-
' !
`
- - - =
R
2
S
t
, ) x 0 >
Exer c i s e 4.5
x
k
f
k
x
1
x
2
x
N
, , , )
k 1 =
N
_
x
k
2
C -
k 1 =
N
_
- s 0 >
Exer c i s e 4.6
f z )
Exer c i s e 4.7 x , ) x R -
0 1 , ) - T
T x , ) x' ' , ) =
x' ox k 2 sin - =
' x' 1 mod ) - =
o k
T
n
, ) 0 o 1
o 1 = T
Exer c i s e 4.8 R
2
S
t
, )
U x ) H p q , ) j
2
=
X
X S
t
, )
t 0 > S
t
S
t
S
t
1 )
S
t
2 )
- =
S
t
1 )
S
t
2 )
a) for any bounded set in
, ;
b) for any bounded set in there exists such that the set
(4.6)
is compact in , where is the closure of the set .
A dynamical system is said to be compact compact compact compact if it is asymptotically compact and
one can take in representation (4.5). It becomes clear that any finite-di-
mensional dissipative system is compact.
Show that condition (4.6) is fulfilled if there exists a compact
set in such that for any bounded set the inclusion ,
holds. In particular, a dissipative system is compact if it
possesses a compact absorbing set.
Lemma 4.1.
The dynamical system is asymptotically compact if there exists
a compact set such that
(4.7)
for any set bounded in .
Proof.
The distance to a compact set is reached on some element. Hence, for any
and there exists an element such that
.
Therefore, if we take , it is easy to see that in this case de-
composition (4.5) satisfies all the requirements of the definition of asymptotic
compactness.
Remark 4.1.
In most applications Lemma 4.1 plays a major role in the proof of the
property of asymptotic compactness. Moreover, in cases when the phase
space of the dynamical system does not possess the structure
of a linear space it is convenient to define the notion of the asymptotic
compactness using equation (4.7). Namely, the system is said
to be asymptotically compact if there exists a compact possessing
property (4.7) for any bounded set in . For one more approach
to the definition of this concept see Exercise 5.1 below.
B X
r
B
t ) S
t
1 )
y
X
y B -
sup 0 = t +
B X t
0
t
0
2 )
B ) j S
t
2 )
t t
0
>
[
B =
X j
S
t
1 )
0
Exer c i s e 4.9
K H B S
t
2 )
B K c
t t
0
B ) >
X S
t
, )
K
S
t
u K , ) dist : u B - sup
t
lim 0 =
B X
t 0 > u X - v S
t
2 )
u K -
S
t
u K , ) dist S
t
u S
t
2 )
u - =
S
t
1 )
u S
t
u S
t
2 )
u - =
X X S
t
, )
X S
t
, )
K
B X
1
C
h
a
p
t
e
r
Consider the infinite-dimensional dynamical system genera-
ted by the retarded equation
,
where and is bounded (see Example 1.4). Show that
this system is compact.
Consider the system of Lorentz equations arising as a three-
mode Galerkin approximation in the problem of convection in a thin
layer of liquid:
Here , , and are positive numbers. Prove the dissipativity of
the dynamical system generated by these equations in .
Hint: Consider the function
on the trajectories of the system.
5 Theorems on Existence 5 Theorems on Existence 5 Theorems on Existence 5 Theorems on Existence
of Global A of Global A of Global A of Global At tt ttractor tractor tractor tractor
For the sake of simplicity it is assumed in this section that the phase space is
a Banach space, although the main results are valid for a wider class of spaces
(see, e. g., Exercise 5.8). The following assertion is the main result.
Theorem 5.1.
Assume that a dynamical system is dissipative and asymptoti- Assume that a dynamical system is dissipative and asymptoti- Assume that a dynamical system is dissipative and asymptoti- Assume that a dynamical system is dissipative and asymptoti-
cally compact. Let be a bounded absorbing set of the system cally compact. Let be a bounded absorbing set of the system cally compact. Let be a bounded absorbing set of the system cally compact. Let be a bounded absorbing set of the system . .. . Then Then Then Then
the set is a nonempty compact set and is a global attractor of the the set is a nonempty compact set and is a global attractor of the the set is a nonempty compact set and is a global attractor of the the set is a nonempty compact set and is a global attractor of the
dynamical system The attractor is a connected set in dynamical system The attractor is a connected set in dynamical system The attractor is a connected set in dynamical system The attractor is a connected set in
In particular, this theorem is applicable to the dynamical systems from Exercises
4.24.11. It should also be noted that Theorem 5.1 along with Lemma 4.1 gives the
following criterion: a dissipative dynamical system possesses a compact global at-
tractor if and only if it is asymptotically compact.
The proof of the theorem is based on the following lemma.
Exer c i s e 4.10
x
t ) ox t ) - f x t 1 - ) ) =
o 0 > f z )
Exer c i s e 4.11
x
ox - oy, - =
y
r x y - xz , - =
z
b z - xy. - =
|
|
'
|
|
o r b
R
3
V x y z , , )
1
2
--- x
2
y
2
z r - o - )
2
- - ) =
X
X S
t
, )
B X S
t
, )
A m B ) =
X S
t
, ) . .. . A X.
Theor ems on Exi s t ence of Gl obal At t r a ct or 29
Lemma 5.1.
Let a dynamical system be asymptotically compact. Then for
any bounded set of the -limit set is a nonempty compact
invariant set.
Proof.
Let . Then for any sequence tending to infinity the set
is relatively compact, i.e. there exist a sequence and an ele-
ment such that tends to as . Hence, the asymptotic
compactness gives us that
as .
Thus, . Due to Lemma 2.1 this indicates that is non-
empty.
Let us prove the invariance of -limit set. Let . Then according
to Lemma 2.1 there exist sequences , and such that
. However, the mapping is continuous. Therefore,
, .
Lemma 2.1 implies that . Thus,
, .
Let us prove the reverse inclusion. Let . Then there exist sequences
and such that . Let us consider the se-
quence , . The asymptotic compactness implies that there
exist a subsequence and an element such that
.
As stated above, this gives us that
.
Therefore, . Moreover,
.
Hence, . Thus, the invariance of the set is proved.
Let us prove the compactness of the set . Assume that is a se-
quence in . Then Lemma 2.1 implies that for any we can find and
such that . As said above, the property of asymp-
totic compactness enables us to find an element and a sequence such
that
.
X S
t
, )
B X m m B )
y
n
B - t
n
S
t
n
2 )
y
n
,
n 1 2 , , = n
k
y X - S
t
n
k
2 )
y
n
k
y k
y S
t
n
k
y
n
k
- S
t
n
k
1 )
y
n
k
y S
t
n
k
2 )
y
n
k
- - s 0 k
y S
t
n
k
y
n
k
k
lim = m B )
m y m B ) -
t
n
, t
n
z
n
B c
S
t
n
z
n
y S
t
S
t t
n
-
z
n
S
t
S
t
n
z
n
S
t
y = n
S
t
y m B ) -
S
t
m B ) m B ) c t 0 >
y m B ) -
v
n
B c t
n
: t
n
S
t
n
v
n
y
y
n
S
t
n
t -
v
n
= t
n
t >
t
n
k
z X -
z S
t
n
k
t -
2 )
y
n
k
k
lim =
z S
t
n
k
t -
y
n
k
k
lim =
z m B ) -
S
t
z S
t
k
lim
S
t
n
k
t -
v
n
k
S
t
n
k
v
n
k
k
lim y = = =
y S
t
m B ) - m B )
m B ) z
n

m B ) n t
n
n >
y
n
B - z
n
S
t
n
y
n
- 1 n / s
z n
k

S
t
n
k
y
n
k
z - 0 , k
1
C
h
a
p
t
e
r
This implies that and . This means that is a closed and
compact set in . Lemma 5.1 is proved completely.
Now we establish Theorem 5.1. Let be a bounded absorbing set of the dynamical
system. Let us prove that is a global attractor. It is sufficient to verify that
uniformly attracts the absorbing set . Assume the contrary. Then the value
does not tend to zero as . This means that
there exist and a sequence such that
.
Therefore, there exists an element such that
. (5.1)
As before, a convergent subsequence can be extracted from the sequence
. Therewith Lemma 2.1 implies
which contradicts estimate (5.1). Thus, is a global attractor. Its compactness
follows from the easily verifiable relation
.
Let us prove the connectedness of the attractor by reductio ad absurdum. Assume
that the attractor is not a connected set. Then there exists a pair of open sets
and such that
, , , .
Let be a convex hull of the set , i.e.
.
It is clear that is a bounded connected set and . The continuity of the
mapping implies that the set is also connected. Therewith .
Therefore, , . Hence, for any the pair , cannot
cover . It follows that there exists a sequence of points
such that . The asymptotic compactness of the dynamical system
enables us to extract a subsequence such that tends in to an
element as . It is clear that and . These equations
contradict one another since . Therefore, Theorem
5.1 is proved completely.
z m B ) - z
n
k
z m B )
H
B
m B )
m B ) B
S
t
y m B ) , ) : dist y B - sup t
0 > t
n
: t
n

S
t
n
y m B ) , ) : dist y B -
| |
' |
| |
sup 2 >
y
n
B -
S
t
n
y
n
m B ) , ) dist > n , 1 2 , , =
S
t
n
k
y
n
k

S
t
n
y
n

z S
t
n
k
y
n
k
k
lim m B ) -
m B )
A m B ) S
t
2 )
B
t . >
(
. 0 >
(
=
A U
1
U
2
U
i
A ( Z = i 1 2 , = A U
1
U
2
[ c U
1
U
2
( Z =
A
c
conv A ) = A
A
c
/
i
v
i
: v
i
i 1 =
N
_
A, /
i
0 , /
i
i 1 =
N
_
> - 1 N , 1 2 , , = =
| |
' |
| |
=
A
c
A
c
A
S
t
S
t
A
c
A S
t
A = S
t
A
c
c
U
i
S
t
A
c
( Z = i 1 2 , = t 0 > U
1
U
2
S
t
A
c
x
n
S
n
y
n
S
n
A
c
- =
x
n
U
1
U
2
[ z
n
k
x
n
k
S
n
k
y
n
k
= X
y k y U
1
U
2
[ z y m A
c
) -
m A
c
) m B ) c A U
1
U
2
[ c =
It should be noted that the connectedness of the global attractor can also be proved
without using the linear structure of the phase space (do it yourself).
Show that the assumption of asymptotic compactness in Theo-
rem 5.1 can be replaced by the Ladyzhenskaya assumption: the se-
quence contains a convergent subsequence for any
bounded sequence and for any increasing sequence
such that . Moreover, the Ladyzhenskaya as-
sumption is equivalent to the condition of asymptotic compactness.
Assume that a dynamical system possesses a compact
global attractor . Let be a minimal closed set with the property
for every .
Then and , i.e. coincides with the
global minimal attractor (cf. Exercise 3.4).
Assume that equation (4.7) holds. Prove that the global at-
tractor possesses the property .
Assume that a dissipative dynamical system possesses a glo-
bal attractor . Show that for any bounded absorbing set
of the system.
The fact that the global attractor has the form , where is an absorb-
ing set of the system, enables us to state that the set not only tends to the at-
tractor , but is also uniformly distributed over it as . Namely, the following
assertion holds.
Theorem 5.2.
Assume that a dissipative dynamical system possesses a com- Assume that a dissipative dynamical system possesses a com- Assume that a dissipative dynamical system possesses a com- Assume that a dissipative dynamical system possesses a com-
pact global attractor pact global attractor pact global attractor pact global attractor . .. . Let Let Let Let be a bounded absorbing set for be a bounded absorbing set for be a bounded absorbing set for be a bounded absorbing set for . .. . Then Then Then Then
. .. . (5.2)
Proof.
Assume that equation (5.2) does not hold. Then there exist sequences
and such that
for some . (5.3)
The compactness of enables us to suppose that converges to an element
. Therewith (see Exercise 5.4)
,
Exer c i s e 5.1
S
t
n
u
n

u
n
X c
t
n
T
+
c t
n
+
t
, )
A A
*
S
t
y A
*
, ) dist
t
lim 0 = y X -
A
*
A c A
*
m x ) : x X -
[
= A
*
Exer c i s e 5.3
A A m K ) K c =
Exer c i s e 5.4
A A m B ) =
B
A A m B ) = B
S
t
B
A t
X S
t
, )
A B X S
t
, )
a S
t
B , ) : dist a A - sup
t
lim 0 =
a
n
c
A c t
n
: t
n

a
n
S
t
n
B , ) > dist 0 >
A a
n

a A -
a S
.
m
y
m
m
lim y
m
B c , =
1
C
h
a
p
t
e
r
where is a sequence such that . Let us choose a subsequence
such that for every . Here is chosen such that
for all . Let . Then it is clear that and
.
Equation (5.3) implies that
.
This contradicts the previous equation. Theorem 5.2 is proved.
For a description of convergence of the trajectories to the global attractor it is con-
venient to use the Hausdorff metric Hausdorff metric Hausdorff metric Hausdorff metric that is defined on subsets of the phase space
by the formula
, (5.4)
where and
. (5.5)
Theorems 5.1 and 5.2 give us the following assertion.
Corollary 5.1.
Let be an asymptotically compact dissipative system. Then its
global attractor possesses the property for any
bounded absorbing set of the system .
In particular, this corollary means that for any there exists such that
for every the set gets into the -vicinity of the global attractor ;
and vice versa, the attractor lies in the -vicinity of the set . Here is
a bounded absorbing set.
The following theorem shows that in some cases we can get rid of the require-
ment of asymptotic compactness if we use the notion of the global weak attractor.
Theorem 5.3.
Let the phase space of a dynamical system be a separable Let the phase space of a dynamical system be a separable Let the phase space of a dynamical system be a separable Let the phase space of a dynamical system be a separable
Hilbert space. Assume that the system is dissipative and its evolu- Hilbert space. Assume that the system is dissipative and its evolu- Hilbert space. Assume that the system is dissipative and its evolu- Hilbert space. Assume that the system is dissipative and its evolu-
tionary operator tionary operator tionary operator tionary operator is weakly closed, i.e. for all is weakly closed, i.e. for all is weakly closed, i.e. for all is weakly closed, i.e. for all the weak convergence the weak convergence the weak convergence the weak convergence
and imply that and imply that and imply that and imply that . .. . Then the dynamical system Then the dynamical system Then the dynamical system Then the dynamical system
possesses a global weak attractor possesses a global weak attractor possesses a global weak attractor possesses a global weak attractor. .. .
The proof of this theorem basically repeats the reasonings used in the proof of Theo-
rem 5.1. The weak compactness of bounded sets in a separable Hilbert space plays
the main role instead of the asymptotic compactness.
.
m
.
m
m
n

.
m
n
t
n
t
B
- > n 1 2 , , = t
B
S
t
B c
B c t t
B
> z
n
S
.
m
n
t
n
-
y
m
n
= z
n
B c
a S
.
m
n
y
m
n
n
lim S
t
n
z
n
n
lim = =
a
n
S
t
n
z
n
, ) dist a
n
S
t
n
B , ) dist > >
C D , ) h C D , ) h D C , ) , max =
C D , X -
h C D , ) c D , ) : dist c C - sup =
X S
t
, )
A S
t
B A , )
t
lim 0 =
B X S
t
, )
s 0 > t
s
0 >
t t
s
> S
t
B s A
A s S
t
B B
H H S
t
, )
H S
t
, )
S
t
t 0 >
y
n
y S
t
y
n
z z S
t
y =
H S
t
, )
Lemma 5.2.
Assume that the hypotheses of Theorem 5.3 hold. For we define
the weak -limit set by the formula
, (5.6)
where is the weak closure of the set . Then for any bounded set
the set is a nonempty weakly closed bounded invariant
set.
Proof.
The dissipativity implies that each of the sets is
bounded and therefore weakly compact. Then the Cantor theorem on the col-
lection of nested compact sets gives us that is a non-
empty weakly closed bounded set. Let us prove its invariance. Let .
Then there exists a sequence such that weakly. The
dissipativity property implies that the set is bounded when is large
enough. Therefore, there exist a subsequence and an element such
that and weakly. The weak closedness of implies that
. Since for , we have that for all .
Hence, . Therefore, . The proof of the reverse
inclusion is left to the reader as an exercise.
For the proof of Theorem 5.3 it is sufficient to show that the set
, (5.7)
where is a bounded absorbing set of the system , is a global weak attractor
for the system. To do that it is sufficient to verify that the set is uniformly attract-
ed to in the weak topology of the space . Assume the contrary. Then
there exist a weak vicinity of the set and sequences and
such that . However, the set is weakly compact. There-
fore, there exist an element and a sequence such that
.
However, for . Thus, for all and
, which is impossible. Theorem 5.3 is proved.
Assume that the hypotheses of Theorem 5.3 hold. Show that
the global weak attractor is a connected set in the weak topology
of the phase space .
Show that the global weak minimal attractor
is a strictly invariant set.
B H c
m m
w
B )
m
w
B ) S
t
B )
t s >
[
w
s 0 >
(
=
Y j
w
Y
B H c m
w
B )
w
s
B ) S
t
B )
t s >
[
j
w
=
m
w
B )
w
s
B )
s 0 > (
=
y m
w
B ) -
y
n
S
t
B )
t n > [
- y
n
y
S
t
y
n
t
y
n
k
z
y
n
k
y S
t
y
n
k
z S
t
z S
t
y = S
t
y
n
k

w
s
B ) - n
k
s > z
w
s
B ) - s
z m
w
B ) - S
t
m
w
B ) m
w
B ) c
A
w
m
w
B ) =
B H S
t
, )
B
A
w
m
w
B ) = H
A
w
y
n
B c t
n
: t
n

S
t
n
y
n
z S
t
n
y
n

z z n
k

z w S
t
n
k
y
n
k
k
lim - =
S
t
n
k
y
n
k

w
s
B ) - t
n
k
s > z
w
s
B ) - s 0 > z -
m
w
B ) -
Exer c i s e 5.5
A
w
H
Exer c i s e 5.6 A
w
*
m
w
x ) :
[
=
x H -
1
C
h
a
p
t
e
r
Prove the existence and describe the structure of global and
global minimal attractors for the dynamical system generated by
the equations
for every real .
Assume that is a metric space and is an asymptoti-
cally compact (in the sense of the definition given in Remark 4.1)
dynamical system. Assume also that the attracting compact is
contained in some bounded connected set. Prove the validity of the
assertions of Theorem 5.1 in this case.
In conclusion to this section, we give one more assertion on the existence of the global
attractor in the form of exercises. This assertion uses the notion of the asymptotic
smoothness (see [3] and [9]). The dynamical system is said to be asympto- asympto- asympto- asympto-
tically smooth tically smooth tically smooth tically smooth if for any bounded positively invariant set
there exists a compact such that as , where the
value is defined by formula (5.5).
Prove that every asymptotically compact system is asymptoti-
cally smooth.
Let be an asymptotically smooth dynamical system.
Assume that for any bounded set the set
is bounded. Show that the system posses-
ses a global attractor of the form
.
In addition to the assumptions of Exercise 5.10 assume that
is pointwise dissipative, i.e. there exists a bounded set
such that as for every point
. Prove that the global attractor is compact.
6 On the Structure of Global Attractor 6 On the Structure of Global Attractor 6 On the Structure of Global Attractor 6 On the Structure of Global Attractor
The study of the structure of global attractor of a dynamical system is an important
problem from the point of view of applications. There are no universal approaches to
this problem. Even in finite-dimensional cases the attractor can be of complicated
structure. However, some sets that undoubtedly belong to the attractor can be poin-
Exer c i s e 5.7
x
x y - x x
2
y
2
- ) , - =
y
x y y x
2
y
2
- ) - - = |
'
|
Exer c i s e 5.8 X X S
t
, )
K
X S
t
, )
S
t
B B c , t 0 > )
B X c K h S
t
B K , ) 0 t
h
. .
, )
Exer c i s e 5.9
t
, )
B X c
+
B ( ) =
S
t
B )
t 0 > [
= X S
t
, )
A
A w B ) : B X c , B is bounded
[
=
Exer c i s e 5.11
X S
t
, )
B
0
X c dist
X
S
t
y B
0
, ) 0 t
y X - A
On t he St r uct ur e of Gl obal At t r a ct or 35
ted out. It should be first noted that every stationary point of the semigroup be-
longs to the attractor of the system. We also have the following assertion.
Lemma 6.1.
Assume that an element lies in the global attractor of a dynamical
system . Then the point belongs to some trajectory that lies
in wholly.
Proof.
Since and , then there exists a sequence such
that , , . Therewith for discrete time the re-
quired trajectory is , where for and
for . For continuous time let us consider the value
Then it is clear that for all and for ,
. Therewith . Thus, the required trajectory is also built in the
continuous case.
Show that an element belongs to a global attractor if and
only if there exists a bounded trajectory
such that .
Unstable sets also belong to the global attractor. Let be a subset of the phase
space of the dynamical system . Then the unstable set emanating unstable set emanating unstable set emanating unstable set emanating
from from from from is defined as the set of points for every of which there exists
a trajectory such that
.
Prove that is invariant, i.e. for all
.
Lemma 6.2.
Let be a set of stationary points of the dynamical system
possessing a global attractor . Then .
Proof.
It is obvious that the set lies in the attractor
of the system and thus it is bounded. Let . Then there exists a tra-
jectory such that and
.
S
t
z A
X S
t
, ) z
A
S
t
A A = z A - z
n
A c
z
0
z = S
1
z
n
z
n 1 -
= n 1 2 , , =
u
n
: n Z - = u
n
S
n
z = n 0 > u
n
=
z
n -
= n 0 s
u t )
S
t
z t 0 , > ,
S
t n -
z
n
n t n - 1 n , - s s - , 1 2 , , =
|
'
|
=
u t ) A - t R - S
.
u t ) u t . - ) = . 0 >
t R - u 0 ) z =
Exer c i s e 6.1 z
u t ) : - t =
u 0 ) z =
Y
X X S
t
, )
Y M
+
Y ) z X -
u t ) : t T - =
u 0 ) z u t ) Y , ) dist
t -
lim , 0 = =
Exer c i s e 6.2 M
+
Y ) S
t
M
+
Y ) M
+
Y ) =
t 0 >
X S
t
, )
A M
+
) A c
z : S
t
z z = t 0 > , =
z M
+
) -
z
u t ) t T - , = u 0 ) z =
u . ) , ) dist 0 . - ,
1
C
h
a
p
t
e
r
Therefore, the set is bounded when is large
enough. Hence, the set tends to the attractor of the system as .
However, for . Therefore,
.
This implies that . The lemma is proved.
Assume that the set of stationary points is finite. Show
that
,
where are the stationary points of (the set is called
an unstable manifold emanating from the stationary point ).
Thus, the global attractor includes the unstable set . It turns out that un-
der certain conditions the attractor includes nothing else. We give the following defi-
nition. Let be a positively invariant set of a semigroup , . The
continuous functional defined on is called the Lyapunov function Lyapunov function Lyapunov function Lyapunov function of the
dynamical system on if the following conditions hold:
a) for any the function is a nonincreasing function with re-
spect to ;
b) if for some and the equation holds, then
for all , i.e. is a stationary point of the semigroup .
Theorem 6.1.
Let a dynamical system possess a compact attractor Let a dynamical system possess a compact attractor Let a dynamical system possess a compact attractor Let a dynamical system possess a compact attractor . .. . Assume Assume Assume Assume
also that the Lyapunov function exists on also that the Lyapunov function exists on also that the Lyapunov function exists on also that the Lyapunov function exists on . .. . Then , where Then , where Then , where Then , where
is the set of stationary points of the dynamical system. is the set of stationary points of the dynamical system. is the set of stationary points of the dynamical system. is the set of stationary points of the dynamical system.
Proof.
Let . Let us consider a trajectory passing through (its existence fol-
lows from Lemma 6.1). Let
and .
Since , the closure is a compact set in . This implies that the -limit
set

of the trajectory is nonempty. It is easy to verify that the set is invariant:
. Let us show that the Lyapunov function is constant on .
Indeed, if , then there exists a sequence tending to such that
B
s
u . ) : . s - s = s 0 >
S
t
B
s
t +
z S
t
B
s
- t s >
z A , ) dist S
t
y A , ) : dist y B
s
- 0 sup t + , s
z A -
Exer c i s e 6.3
M
+
) M
+
z
k
)
k 1 =
l
[
=
z
k
S
t
M
+
z
k
)
z
k
A M
+
)
Y S
t
: S
t
Y Y c t 0 >
1 y ) Y
X S
t
, ) Y
y Y - 1 S
t
y )
t 0 >
t
0
0 > y X - 1 y ) 1 S
t
0
y ) =
y S
t
y = t 0 > y S
t
X S
t
, ) A
1 y ) A A M
+
) =
y A - y
u t ) : t T - =
.
u t ) : t . s =
A c
.
j X o
o )
.
j
. 0
(
=
o )
S
t
o ) o ) = 1 y ) o )
u o ) - t
n
-
.
Consequently,
.
By virtue of monotonicity of the function along the trajectory we have
.
Therefore, the function is constant on . Hence, the invariance of the set
gives us that , for all . This means that
lies in the set of stationary points. Therewith (verify it yourself)
.
Hence, . Theorem 6.1 is proved.
Assume that the hypotheses of Theorem 6.1 hold. Then for
any element its -limit set consists of stationary points
of the system.
Thus, the global attractor coincides with the set of all full trajectories connecting the
stationary points.
Assume that the system possesses a compact global
attractor and there exists a Lyapunov function on . Assume that
the Lyapunov function is bounded below. Show that any semitrajec-
tory of the system tends to the set of stationary points of the sys-
tem as , i.e. the global minimal attractor coincides with the
set .
In particular, this exercise confirms the fact realized by many investigators that the
global attractor is a too wide object for description of actually observed limit regimes
of a dynamical system.
Assume that is a dynamical system generated by the
logistic equation (see Example 1.1): .
Show that is a Lyapunov function for this sys-
tem.
Show that the total energy

is a Lyapunov function for the dynamical system generated (see
Example 1.2) by the Duffing equation
, .
u t
n
)
t
n
-
lim u =
1 u ) 1 u t
n
) )
n
lim =
1 u )
1 u ) 1 u . ) ) : . 0 sup =
1 u ) o )
o ) 1 S
t
u ) 1 u ) = t 0 > u o ) - o )
u t ) o ) , ) dist
t -
lim 0 =
y M
+
) -
Exer c i s e 6.4
y A - m m y )
t
, )
X
t +
t
, )
x
ox x 1 - ) - 0 o 0 > , =
V x ) x
3
3 / x
2
2 / - =
Exer c i s e 6.7
E x x
, )
1
2
--- x
2
1
4
--- x
4
a
2
--- x
2
b x - - - =
x
s x
x
3
ax - - - b = s 0 >
1
C
h
a
p
t
e
r
If in the definition of a Lyapunov functional we omit the second requirement, then
a minor modification of the proof of Theorem 6.1 enables us to get the following as-
sertion.
Theorem 6.2.
Assume that a dynamical system possesses a compact global at- Assume that a dynamical system possesses a compact global at- Assume that a dynamical system possesses a compact global at- Assume that a dynamical system possesses a compact global at-
tractor tractor tractor tractor and there exists a continuous function on and there exists a continuous function on and there exists a continuous function on and there exists a continuous function on such that such that such that such that
does not increase with respect to for any does not increase with respect to for any does not increase with respect to for any does not increase with respect to for any . .. . Let Let Let Let be a set of be a set of be a set of be a set of
elements such that for all elements such that for all elements such that for all elements such that for all . .. . Here Here Here Here is is is is
a trajectory of the system passing through a trajectory of the system passing through a trajectory of the system passing through a trajectory of the system passing through ( ). .. . Then Then Then Then
and contains the global minimal attractor and contains the global minimal attractor and contains the global minimal attractor and contains the global minimal attractor . .. .
Proof.
In fact, the property was established in the proof of Theorem 6.1.
As to the property , it follows from the constancy of the function on
the -limit set of any element .
Apply Theorem 6.2 to justify the results of Example 3.1 (see
also Exercise 4.8).
If the set of stationary points of a dynamical system is finite, then Theo-
rem 6.1 can be extended a little. This extension is described below in Exercises 6.9
6.12. In these exercises it is assumed that the dynamical system is continu-
ous and possesses the following properties:
(a) there exists a compact global attractor ;
(b) there exists a Lyapunov function on ;
(c) the set of stationary points is finite, therewith
for and the indexing of possesses the property
. (6.1)
We denote
, , .
Show that for all .
Assume that . Then
. (6.2)
Assume that the function is defined on the whole . Then
(6.2) holds for any bounded set ,
where is a positive number.
X S
t
, )
A J y ) X
J S
t
y ) t y X -
u A - J u t ) ) J u ) = t - u t )
u u 0 ) u = M
+
) A =
A
*
m x )
x X - [
=
M
+
) A =
A
*
c J u )
m m x ) x X -
Exer c i s e 6.8
X S
t
, )
X S
t
, )
A
1 x ) A
z
1
z
N
, = 1 z
i
) =
1 z
j
) = i j = z
j
1 z
1
) 1 z
2
) 1 z
N
)
A
j
M
+
z
k
)
k 1 =
j
[
= j 1 2 N , , , = A
0
Z =
Exer c i s e 6.9 S
t
A
j
A
j
= j 1 2 N , , =
Exer c i s e 6.10 B A
j
\
z
j
c
S
t
y A
j 1 -
, ) : dist y B - sup
t
lim 0 =
Exer c i s e 6.11 1 X
B x: 1 x ) 1 z
j
) - c
Assume that is the closure of the set and
is its boundary. Show that
and
, .
It can also be shown (see the book by A. V. Babin and M. I. Vishik [1]) that under
some additional conditions on the evolutionary operator the unstable manifolds
are surfaces of the class , therewith the facts given in Exercises 6.96.12
remain true if strict inequalities are substituted by nonstrict ones in (6.1). It should
be noted that a global attractor possessing the properties mentioned above is fre-
quently called regular regular regular regular.
Let us give without proof one more result on the attractor of a system with a fi-
nite number of stationary points and a Lyapunov function. This result is important
for applications.
At first let us remind several definitions. Let be an operator acting in a Ba-
nach space . The operator is called Frecht differentiable at a point Frecht differentiable at a point Frecht differentiable at a point Frecht differentiable at a point
provided that there exists a linear bounded operator such
that
for all from some vicinity of the point x, where as . Therewith,
the operator is said to belong to the class , on a set if it is
differentiable at every point differentiable at every point differentiable at every point differentiable at every point and
for all from some vicinity of the point . A stationary point of the mapping
is called hyperbolic hyperbolic hyperbolic hyperbolic if in some vicinity of the point , the spectrum
of the linear operator does not cross the unit circle and the spec-
tral subspace of the operator corresponding to the set is finite-dimen-
sional.
Theorem 6.3.
Let Let Let Let be a Banach space and let a continuous dynamical system be a Banach space and let a continuous dynamical system be a Banach space and let a continuous dynamical system be a Banach space and let a continuous dynamical system
possess the properties: possess the properties: possess the properties: possess the properties:
1) there exists a global attractor ; there exists a global attractor ; there exists a global attractor ; there exists a global attractor ;
2) there exists a vicinity of the attractor such that there exists a vicinity of the attractor such that there exists a vicinity of the attractor such that there exists a vicinity of the attractor such that
for all , provided and belong to for all ; for all , provided and belong to for all ; for all , provided and belong to for all ; for all , provided and belong to for all ;
3) there exists a Lyapunov function continuous on ; there exists a Lyapunov function continuous on ; there exists a Lyapunov function continuous on ; there exists a Lyapunov function continuous on ;
4) the set of stationary points is finite and all the the set of stationary points is finite and all the the set of stationary points is finite and all the the set of stationary points is finite and all the
points are hyperbolic; points are hyperbolic; points are hyperbolic; points are hyperbolic;
Exer c i s e 6.12 M
+
z
j
) j M
+
z
j
)
M
+
z
j
) M
+
z
j
) j
\
M
+
z
j
) = M
+
z
j
c
A
j 1 -
c
S
t
M
+
z
j
) j M
+
z
j
) j = S
t
M
+
z
j
) M
+
z
j
) =
S
t
M
+
z
j
) C
1
S
X S
x X - S' x ) : X X
S y ) S x ) - S' x ) y x - ) - x y - ) x y - s
y , ) 0 , 0
S C
1 o -
0 o 1 , Y
x Y -
S' x ) S' y ) -
L X X , )
C x y -
o
s
y x Y - z
S S C
1 o -
- z
S' z ) /: / 1 =
/: / 1 >
X
X S
t
, )
A
O A
S
t
x S
t
y - Ce
o t . - )
S
.
x S
.
y - s
t . 0 > > S
t
x S
t
y O t 0 >
X
z
1
z
N
, , =
1
C
h
a
p
t
e
r
5) the mapping is continuous. the mapping is continuous. the mapping is continuous. the mapping is continuous.
Then for any compact set in the estimate Then for any compact set in the estimate Then for any compact set in the estimate Then for any compact set in the estimate
(6.3)
holds for all , where does not depend on holds for all , where does not depend on holds for all , where does not depend on holds for all , where does not depend on . .. .
The proof of this theorem as well as other interesting results on the asymptotic be-
haviour of a dynamical system possessing a Lyapunov function can be found in the
book by A. V. Babin and M. I. Vishik [1].
To conclude this section, we consider a finite-dimensional example that shows
how the Lyapunov function method can be used to prove the existence of periodic
trajectories in the attractor.
E x a m p l e 6.1 (on the theme by E. Hopf)
Studying Galerkin approximations in a model suggested by E. Hopf for the de-
scription of possible mechanisms of turbulence appearence, we obtain the fol-
lowing system of ordinary differential equations
Here is a positive parameter, and are real parameters. It is clear that the
Cauchy problem for (6.4)(6.6) is solvable, at least locally for any initial condi-
tion. Let us show that the dynamical system generated by equations (6.4)(6.6)
is dissipative. It will also be sufficient for the proof of global solvability. Let us
introduce a new unknown function . Then equations (6.4)
(6.6) can be rewritten in the form
These equations imply that

on any interval of existence of solutions. Hence,
.
t u , ) S
t
u
B X
S
t
y A , ) : dist y B -
| |
' |
| |
sup C
B
e
t -
s
t 0 > 0 > B
(6.4)
(6.5)
(6.6)
u
u v
2
w
2
- - - 0 , =
v
xv v u - |w - - 0 , =
w
xw wu - |v - - 0 . =
|
|
'
|
|
x |
u
*
u 2 / x - - =
u
*
u
*
v
2
w
2
- - -

2
--- x -
' !
`
, =
v
1
2
--- v vu
*
- |w - - 0 , =
w
1
2
--- w wu
*
- |v - - 0 . =
|
|
|
|
'
|
|
|
|
1
2
---
d
t d
---- u
*
2
v
2
w
2
- - ) u
*
2

2
--- - - v
2
w
2
- )

2
--- x -
' !
`
u
*
=
d
t d
---- u
*
2
v
2
w
2
- - )
' !
`
u
*
2
v
2
w
2
- - ) -

2
--- x -
' !
`
2
s
Thus,
Firstly, this equation enables us to prove the global solvability of problem (6.4)
(6.6) for any initial condition and, secondly, it means that the set
is absorbing for the dynamical system generated by the Cauchy prob-
lem for equations (6.4)(6.6). Thus, Theorem 5.1 guarantees the existence of
a global attractor . It is a connected compact set in .
Verify that is a positively invariant set for .
In order to describe the structure of the global attractor we introduce the polar
coordinates
,
on the plane of the variables . As a result, equations (6.4)(6.6) are trans-
formed into the system
therewith, . System (6.7) and (6.8) has a stationary point
for all and . If , then one more stationary point
occurs in system (6.7) and (6.8). It corresponds to a periodic trajectory
of the original problem (6.4)(6.6).
Show that the point is a stable node of system (6.7)
and (6.8) when and it is a saddle when .
Show that the stationary point is stable
( ) being a node if and a focus if .
If , then (6.7) and (6.8) imply that
.
Therefore,
.
u
*
t )
2
v t )
2
w t )
2

u
*
0 )
2
v 0 )
2
w 0 )
2
- -
' !
`
e
t -

2
--- x -
' !
`
2
1 e
- t
- ) - .
s
s
- -
B
0
u v w , , ) : u

2
--- x - -
' !
`
2
v
2
w
2
- - 1

2
--- x -
' !
`
2
- s
| |
' |
| |
=
R
3
S
t
, )
A R
3
Exer c i s e 6.13 B
0
R
3
S
t
, )
A
v t ) r t ) t ) cos = w t ) r t ) t ) sin =
v w ,
(6.7)
(6.8)
u
u r
2
- - 0 , =
r
xr ur - - 0 , = |
'
|
t ) |t -
0
- = u 0, =
r 0 = 0 > x R - x 0 u x, =
r x - =
Exer c i s e 6.14 0 0 , )
x 0 > x 0
Exer c i s e 6.15 u x r , x - = =
x 0 8 / - x 0 x

8
--- -
x 0 >
1
2
---
d
t d
---- u
2
r
2
- ( ) x , ) u
2
r
2
- ) min - 0 s
u t )
2
r t )
2
- u 0 )
2
r 0 )
2
e
2 min x , ) t -
- s
1
C
h
a
p
t
e
r
Hence, for the global attractor of the system consists of the single
stationary exponentially attracting point
.
Prove that for the global attractor of problem (6.4)
(6.6) consists of the single stationary point .
Show that it is not exponentially attracting.
Now we consider the case . Let us again refer to problem (6.7) and (6.8). It is
clear that the line is a stable manifold of the stationary point .
Moreover, it is obvious that if , then the value remains positive for all
. Therefore, the function
(6.9)
is defined on all the trajectories, the initial point of which does not lie on the line
. Simple calculations show that
(6.10)
and
; (6.11)
therewith, . Equation (6.10) implies that
the function does not increase along the trajectories. Therefore, any semi-
trajectory emanating from the point of
the system generated by equations (6.7) and (6.8) possesses the
property for . Therewith, equation (6.9) implies
that this semitrajectory can not approach the line at a distance less then
. Hence, this semitrajectory tends to
. Moreover, for any the set
is uniformly attracted to , i.e. for any there exists such that
.
Indeed, if it is not true, then there exist , a sequence , and
such that . The monotonicity of and property (6.11) imply that
for all . Let be a limit point of the sequence . Then after passing
to the limit we find out that
x 0 > A R
3
S
t
, )
u 0 v , 0 w , 0 = = =
Exer c i s e 6.16 x 0 =
u 0 , = v 0 , w 0 = =
x 0
r 0 = u 0 r , 0 = =
r t
0
) 0 > r t )
t t
0
>
V u r , )
1
2
--- u x - )
2
1
2
--- r
2
x r ln - - =
r 0 =
d
t d
---- V u t ) r t ) , ) ) u t ) x - )
2
- 0 =
V u r , ) V x x - , )
1
2
--- u x -
2
r x - -
2
-
' !
`
- >
V x x - , ) 1 2 / ) x e x ) / ) ln =
V u r , )
u t ) r t ) , ) t R
-
- , u
0
r
0
, r
0
0 = ,
R R
-
- S
t
, )
V u t ) r t ) , ) V u
0
r
0
, ) s t 0 >
r 0 =
1 x ) / j V u
0
r
0
, ) exp y u x, = =
r x - = , R -
B
,
y u r , ) = : V u r , ) , s =
y s 0 > t
0
t
0
, s , ) =
S
t
B
,
y: y y - s s c
s
0
0 > t
n
+ z
n
B
,
-
S
t
n
z
n
y - s
0
> V y )
V S
t
z
n
) V S
t
n
z
n
) V x x - , )
1
2
--- s
0
2
- > >
0 t t
n
s s z z
n

with . Thus, the last inequality is impossible since
. Hence
. (6.12)
The qualitative behaviour of solutions to problem (6.7) and (6.8) on the semiplane
is shown on Fig. 2.
In particular, the observations above mean that the global minimal attractor
of the dynamical system generated by equations (6.4)(6.6) consists
of the saddle point and the stable limit cycle
(6.13)
for . Therewith, equation (6.12) implies that the cycle uniformly attracts
all bounded sets in possessing the property
, (6.14)
i.e. which lie at a positive distance from the line .
Using the structure of equations (6.7) and (6.8) near the sta-
tionary point , prove that a bounded set pos-
sessing property (6.14) is uniformly and exponentially attracted to
the cycle , i.e.
for , where is a positive constant.
V S
t
z ) V x x - , )
1
2
--- s
0
2
- > t 0 > ,
z r 0 = z S
t
z y u x = , =
r x - =
S
t
y y , ) : dist y B
,
- sup
t
lim 0 =
Fig. 2. Qualitative behaviour of solutions to problem (6.7), (6.8):
a) , b) 8 / - x 0 x 8 / -
A
min
R
3
S
t
, )
u 0 v , 0 w , 0 = = =
C
x
u x v
2
w
2
- , x - = = =
x 0 C
x
B R
3
d v
2
w
2
- : u v w , , ) B - inf 0 >
v 0 w , 0 = =
Exer c i s e 6.17
u x r x - = , = B
C
x
S
t
y C
x
, ) dist y B - , sup Ce
t t
B
- ) -
s
t t
B
>
1
C
h
a
p
t
e
r
Now let lie in the global attractor of the system .
Assume that and . Then (see Lemma 6.1) there exists
a trajectory lying in such that .
The analysis given above shows that as . Let us show that
when . Indeed, the function is monotonely nonde-
creasing as . If we argue by contradiction and use the fact that is
bounded we can easily find out that
and therefore
as . (6.16)
Equation (6.7) gives us that
. (6.17)
Since is bounded for all , we can get the equation
by tending in (6.17). Therefore, by virtue of (6.16) we find that
as . Thus, as . Hence, for the global attractor
y
0
u
0
v
0
w
0
, , ) = A R
3
S
t
, )
r
0
0 = r
0
2
v
0
2
w
0
2
- = x - =
y t ) u t ) v t ) w t ) , , ) = t R - , = A y 0 ) y
0
=
y t ) C
x
t +
y t ) 0 t - V u t ) r t ) , )
t - y t )
Fig. 3. Attractor of the system (6.4)(6.6);
a) , b) 8 / - x 0 x 8 / -
V u t ) r t ) , )
t -
lim =
r t ) v t )
2
w t )
2
-
' !
`
1 2 /
= 0 t -
u t ) e
t . - ) -
u s ) e
t . - ) -
r . ) j
2
. d
s
t
}
- =
u s ) s R -
u t ) e
t . - ) -
r . ) j
2
. d
-
t
}
- =
s u t ) 0
t y t ) 0 t x 0 A
St abi l i t y Pr oper t i es of At t r act or and Reduct i on Pr i nci pl e 45
of the system coincides with the union of the unstable manifold
emanating from the point and the limit cycle (6.13). The at-
tractor is shown on Fig. 3.
7 Stability Properties of Attractor 7 Stability Properties of Attractor 7 Stability Properties of Attractor 7 Stability Properties of Attractor
and Reduction Principle and Reduction Principle and Reduction Principle and Reduction Principle
A positively invariant set in the phase space of a dynamical system is said
to be stable (in Lyapunov s sense) stable (in Lyapunov s sense) stable (in Lyapunov s sense) stable (in Lyapunov s sense) in if its every vicinity contains some
vicinity such that for all . Therewith, is said to be asymp- asymp- asymp- asymp-
totically stable totically stable totically stable totically stable if it is stable and as for every . A set
is called uniformly asymptotically stable uniformly asymptotically stable uniformly asymptotically stable uniformly asymptotically stable if it is stable and
(7.1)
The following simple assertion takes place.
Theorem 7.1.
Let Let Let Let be the compact global attractor of a continuous dynamical sys- be the compact global attractor of a continuous dynamical sys- be the compact global attractor of a continuous dynamical sys- be the compact global attractor of a continuous dynamical sys-
tem tem tem tem . .. . Assume that there exists its bounded vicinity such that the Assume that there exists its bounded vicinity such that the Assume that there exists its bounded vicinity such that the Assume that there exists its bounded vicinity such that the
mapping is continuous on mapping is continuous on mapping is continuous on mapping is continuous on . .. . Then Then Then Then is a stable set. is a stable set. is a stable set. is a stable set.
Proof.
Assume that is a vicinity of . Then there exists such that
for . Let us show that there exists a vicinity of the attractor such that
for all . Assume the contrary. Then there exist sequences
and such that , and . The set being
compact, we can choose a subsequence such that as
. Therefore, the continuity property of the function
gives us that . This contradicts the equation . Thus,
there exists such that for . We can choose such that
for all . Therefore, the attractor is stable. Theorem 7.1
is proved.
It is clear that the stability of the global attractor implies its uniform asymptotic
stability.
Assume that is a positively invariant set of a system
. Prove that if there exists an element such that its
-limit set possesses the property , then
is not stable.
R
3
S
t
, ) M
+
0 )
u 0 v , 0 w , 0 = = =
M X S
t
, )
X
' S
t
' ) c t 0 > M
S
t
y M t y ' -
M
S
t
y M , ) dist : y ' - sup
t
lim 0 . =
A
X S
t
, ) U
t u , ) S
t
u R
+
U - A
A T 0 > S
t
U c
t T > ' A
S
t
' c t 0 T , j - u
n

t
n
u
n
A , ) dist 0 t
n
0 T , j - S
t
n
u
n
z A
n
k
u
n
k
u A - t
n
k

t 0 T , j - t u , ) S
t
u
S
t
n
k
u
n
k
S
t
u A - S
t
n
u
n
z
' S
t
' c t 0 T , j - T
S
t
' U ( ) c t 0 > A
Exer c i s e 7.1 M
X S
t
, ) y M z
o o y ) o y ) M ( Z = M
1
C
h
a
p
t
e
r
In particular, the result of this exercise shows that the global minimal attractor can
appear to be an unstable set.
Let us return to Example 3.1 (see also Exercises 4.8 and 6.8).
Show that:
(a) the global attractor and the Milnor attractor are
stable;
(b) the global minimal attractor and the Ilyashenko at-
tractor are unstable.
Now let us consider the question concerning the stability of the attractor with re-
spect to perturbations of a dynamical system. Assume that we have a family of dy-
namical systems with the same phase space and with an evolutionary
operator depending on a parameter which varies in a complete metric space
. The following assertion was proved by L. V. Kapitansky and I. N. Kostin [6].
Theorem 7.2.
Assume that a dynamical system possesses a compact global at- Assume that a dynamical system possesses a compact global at- Assume that a dynamical system possesses a compact global at- Assume that a dynamical system possesses a compact global at-
tractor for every . Assume that the following conditions hold: tractor for every . Assume that the following conditions hold: tractor for every . Assume that the following conditions hold: tractor for every . Assume that the following conditions hold:
(a) there exists a compact such that for all ; there exists a compact such that for all ; there exists a compact such that for all ; there exists a compact such that for all ;
(b) if if if if , ,, , and and and and , ,, , then for some then for some then for some then for some
. .. .
Then the family of a Then the family of a Then the family of a Then the family of att tt tt ttractors is upper semicontinuous at the point , ractors is upper semicontinuous at the point , ractors is upper semicontinuous at the point , ractors is upper semicontinuous at the point ,
i.e. i.e. i.e. i.e.
(7.2)
as as as as . .. .
Proof.
Assume that equation (7.2) does not hold. Then there exist a sequence
and a sequence such that for some . But
the sequence lies in the compact . Therefore, without loss of generality we can
assume that for some and . Let us show that this re-
sult leads to contradiction. Let be a trajectory of the dy-
namical system passing through the element ( ). Using the
standard diagonal process it is easy to find that there exist a subsequence
and a sequence of elements such that
for all ,
where . Here is a fixed number. Sequential application of condition
(b) gives us that
Exer c i s e 7.2
A
1
A
4
A
3
A
5
X S
t
/
, ) X
S
t
/
/
A
X S
t
/
, )
A
/
/ A -
K X c A
/
K c / A -
/
k
/
0
x
k
A
/
k
- x
k
x
0
S
t
0
/
k
x
k
S
t
0
x
0
t
0
0 >
A
/
/
0
h A
/
k
A
/
0
, ) y A
/
0
, ) : dist y A
/
k
- sup 0
/
k
/
0
/
k

/
0
x
k
A
/
k
- x
k
A
/
0
, ) dist > 0 >
x
k
K
x
k
x
0
K - x
0
K - x
0
A
/
0
z
k
u
k
t ) : t =
X S
t
/
k
, ) x
k
u
k
0 ) x
k
=
k n )
u
m
K c
u
k n )
mt
0
- )
n
lim u
m
= m 0 1 2 , , , =
u
0
x
0
= t
0
0 >
for all and . It follows that the function
gives a full trajectory passing through the point . It is obvious that the trajectory
is bounded. Therefore (see Exercise 6.1), it wholly belongs to , but that con-
tradicts the equation . Theorem 7.2 is proved.
Following L. V. Kapitansky and I. N. Kostin [6], for
define the upper limit of the attractors along by
the equality
,
where denotes the closure operation. Prove that if the hypothe-
ses of Theorem 7.2 hold, then is a nonempty compact in-
variant set lying in the attractor .
Theorem 7.2 embraces only the upper semicontinuity of the family of attractors
. In order to prove their continuity (in the Hausdorff metric defined by equation
(5.4)), additional conditions should be imposed on the family of dynamical systems
. For example, the following assertion proved by A. V. Babin and M. I. Vishik
concerning the power estimate of the deviation of the attractors and in the
Hausdorff metric holds.
Theorem 7.3.
Assume that a dynamical system possesses a global attractor Assume that a dynamical system possesses a global attractor Assume that a dynamical system possesses a global attractor Assume that a dynamical system possesses a global attractor
for every for every for every for every . .. . Let the following conditions hold: Let the following conditions hold: Let the following conditions hold: Let the following conditions hold:
(a) there exists a bounded set such that for all there exists a bounded set such that for all there exists a bounded set such that for all there exists a bounded set such that for all
and and and and
, ,, , (7.3)
with constants and independent of and with with constants and independent of and with with constants and independent of and with with constants and independent of and with
; ;; ;
(b) for any and the estimate for any and the estimate for any and the estimate for any and the estimate
(7.4)
u
m l -
u
k n )
n
lim m l - ) t
0
- ) S
l t
0
/
k n )
u
k n )
n
lim mt
0
- ) S
l t
0
/
0
u
m
= = =
m 1 2 , , = l 1 2 m , , , =
u t )
S
t
/
0
u
0
t 0 , > ,
S
t t
0
m -
/
0
u
m
t
0
m - t s t
0
m 1 - ) m , - , 1 2 , , =
|
|
'
|
|
=
x
0
A
/
0
x
0
A
/
0
z
Exer c i s e 7.3 / /
0
A /
0
; A ) A
/
A
A /
0
A , ) A
/
: / A 0 / /
0
, ) dist , -
[
0 >
(
=
.
j
A /
0
A , )
A
/
0
A
/

X S
t
/
, )
A
/
A
/
0
X S
t
/
, )
A
/
/ A -
B
0
X c A
/
B
0
c / A -
h S
t
/
B
0
A
/
, ) C
0
e
t -
, / s A -
C
0
0 > 0 > /
h B A , ) b A , ) : dist b B - sup =
/
1
/
2
, A - u
1
u
2
, B
0
-
S
t
/
1
u
1
S
t
/
2
u
2
, ) dist C
1
e
ot
u
1
u
2
, ) dist /
1
/
2
, ) dist - ) s
1
C
h
a
p
t
e
r
holds, with constants and independent of holds, with constants and independent of holds, with constants and independent of holds, with constants and independent of . .. .
Then there exists such that Then there exists such that Then there exists such that Then there exists such that
. .. . (7.5)
Here Here Here Here is the Hausdorff metric defined by the formula is the Hausdorff metric defined by the formula is the Hausdorff metric defined by the formula is the Hausdorff metric defined by the formula
. .. .
Proof.
By virtue of the symmetry of (7.5) it is sufficient to find out that
. (7.6)
Equation (7.3) implies that for any
for all (7.7)
when . Here is an -vicinity of the set
. It follows from equation (7.4) that
(7.8)
Since , we have . Therefore, with , equa-
tion (7.7) gives us that
. (7.9)
For any the estimate
holds. Hence, we can find that
for all and . Consequently, equation (7.9) implies that
for . It means that
Thus, equation (7.8) gives us that for any
C
1
o /
C
2
0 >
A
/
1
A
/
2
, ) C
2
/
1
/
2
, ) dist j
q
q , ,, , s

o -
--------------- =
. .
, )
B A , ) h B A , ) h A B , ) ; ;; ; max =
h A
/
1
A
/
2
, ) C
2
/
1
/
2
, ) dist j
q
s
s 0 >
S
t
/
B
0

s
A
/
) c / A -
t t
*
s C
0
, )
1 -
1 s / ln C
0
ln - ) >
s
A
/
) s
A
/
h S
t
/
1
B
0
S
t
/
2
B
0
, ) S
t
/
1
x S
t
/
2
y , ) dist
y B
0
-
inf
x B
0
-
sup
S
t
/
1
x S
t
/
2
x , ) dist
x B
0
-
sup C
1
e
ot
/
1
/
2
, ) . dist
s
s s
=
A
/
B
0
c A
/
S
t
/
A
/
S
t
/
B
0
c = t t
*
s C
0
, ) >
A
/
S
t
/
B
0

s
A
/
) c c
x z , X -
x A
/
, ) dist x z , ) dist z A
/
, ) dist - s
x A
/
, ) dist x z , ) dist s - s
x X - z
s
A
/
) -
x A
/
, ) dist x S
t
/
B
0
, ) dist s - s x , X -
t t
*
s C
0
, ) >
h A
/
1
A
/
2
, ) x A
/
2
, ) dist
x A
/
1 -
sup
x S
t
/
2
B
0
, ) dist
x A
/
1 -
sup s h S
t
/
1
B
0
S
t
/
2
B
0
, ) s - s - .
s
s
=
s 0 >
for . By taking , and
in this formula we find estimate (7.6). Theorem 7.3 is proved.
It should be noted that condition (7.3) in Theorem 7.3 is quite strong. It can be veri-
fied only for a definite class of systems possessing the Lyapunov function (see Theo-
rem 6.3).
In the theory of dynamical systems an important role is also played by the no-
tion of the Poisson stability. A trajectory of a dynamical
system is said to be Poisson stable Poisson stable Poisson stable Poisson stable if it belongs to its -limit set .
It is clear that stationary points and periodic trajectories of the system are Poisson
stable.
Show that any Poisson stable trajectory is contained in the
global minimal attractor if the latter exists.
A trajectory is Poisson stable if and only if any point
of this trajectory is recurrent, i.e. for any vicinity there exists
such that .
The following exercise testifies to the fact that not only periodic (and stationary) tra-
jectories can be Poisson stable.
Let be a Banach space of continuous functions boun-
ded on the real axis. Let us consider a dynamical system
with the evolutionary operator defined by the formula
.
Show that the element is recurrent for
any real and (in particular, when is an irrational
number). Therewith the trajectory
is Poisson stable.
In conclusion to this section we consider a theorem that is traditionally associated
with the stability theory. Sometimes this theorem enables us to significantly decrease
the dimension of the phase space, this fact being very important for the study of infi-
nite-dimensional systems.
Theorem 7.4. (reduction principle).
Assume that in a dissipative dynamical system there exists Assume that in a dissipative dynamical system there exists Assume that in a dissipative dynamical system there exists Assume that in a dissipative dynamical system there exists
a positively invariant locally compact set a positively invariant locally compact set a positively invariant locally compact set a positively invariant locally compact set possessing the property of possessing the property of possessing the property of possessing the property of
uniform attraction, i.e. for any bounded set the equation uniform attraction, i.e. for any bounded set the equation uniform attraction, i.e. for any bounded set the equation uniform attraction, i.e. for any bounded set the equation
h A
/
1
A
/
2
, ) C
1
e
ot
/
1
/
2
, ) dist s - s
t t
*
s C
0
, ) > s /
1
/
2
, ) dist j
q
= q

o -
---------------
= t t
*
s C
0
, ) =

1 -
1 s / ln C
0
ln - )
u t ) : - t =
X S
t
, ) m m )
Exer c i s e 7.4
Exer c i s e 7.5 x
x +
t 0 > S
t
x -
Exer c i s e 7.6 C
b
R )
C
b
R ) S
t
, )
S
t
f ) x ) f x t - ) = , f x ) C
b
R ) -
f
0
x ) m
1
sin x m
2
sin x - =
m
1
m
2
m
1
m
2
/
f
0
x t - ) : t - =
X S
t
, )
M
B X c
1
C
h
a
p
t
e
r
(7.10)
holds. Let holds. Let holds. Let holds. Let be a global attractor of the dynamical system . Then be a global attractor of the dynamical system . Then be a global attractor of the dynamical system . Then be a global attractor of the dynamical system . Then
is also a global attractor of is also a global attractor of is also a global attractor of is also a global attractor of . .. .
Proof.
It is sufficient to verify that
(7.11)
for any bounded set . Assume that there exists a set such that (7.11) does
not hold. Then there exist sequences and such that
(7.12)
for some . Let be a bounded absorbing set of . We choose a moment
such that
. (7.13)
This choice is possible because is a global attractor of . Equation (7.10)
implies that
.
The dissipativity property of gives us that when is large
enough. Therefore, local compactness of the set guarantees the existence of an
element and a subsequence such that
.
This implies that . Therefore, equation (7.12) gives us that
. By virtue of the fact that this contradicts equation
(7.13). Theorem 7.4 is proved.
E x a m p l e 7.1
We consider a system of ordinary differential equations
(7.14)
It is obvious that for any initial condition problem (7.14) is uniquely
solvable over some interval . If we multiply the first equation by
and the second equation by and if we sum the results obtained, then we get
that
S
t
y M , ) dist
y B -
sup
t
lim 0 =
A M S
t
, ) A
X S
t
, )
S
t
y A , ) dist
y B -
sup
t
lim 0 =
B X c B
y
n
B c t
n
: t
n

S
t
n
y
n
A , ) dist >
0 > B
0
X S
t
, )
t
0
S
t
0
y A , ) : dist y M B
0
( -
| |
' |
| |
sup

2
--- s
A M S
t
, )
S
t
n
t
0
-
y
n
M , ) dist 0 t
n
,
X S
t
, ) S
t
n
t
0
-
y
n
B
0
- n
M
z M B
0
( - n
k

z S
t
n
k
t
0
-
y
n
k
k
lim =
S
t
n
k
y
n
k
S
t
0
z
S
t
0
z A , ) dist > z M B
0
( -
y
y
3
y - - yz
2
= y
t 0 =
, y
0
= ,
z
z 1 y
2
- ) - 0 z
t 0 =
, z
0
. = =
|
|
'
|
|
y
0
z
0
, )
0 t
*
y
0
z
0
, ) , )
y z
, .
This implies that the function possesses the property
, .
Therefore,
, .
This implies that any solution to problem (7.14) can be extended to the whole
semiaxis and the dynamical system generated by equation (7.14)
is dissipative. Obviously, the set is positively invariant.
Therewith the second equation in (7.14) implies that
, .
Hence, . Thus, the set exponentially attracts all the bound-
ed sets in . Consequently, Theorem 7.4 gives us that the global attractor of
the dynamical system is also the attractor of the system . But
on the set system of equations (7.14) is reduced to the differential equation
. (7.15)
Thus, the global attractors of the dynamical systems generated by equations
(7.14) and (7.15) coincide. Therewith the study of dynamics on the plane is re-
duced to the investigation of the properties of the one-dimensional dynamical
system.
Show that the global attractor of the dynamical system
generated by equations (7.14) has the form
.
Figure the qualitative behaviour of the trajectories on the plane.
Consider the system of ordinary differential equations
(7.16)
Show that these equations generate a dissipative dynamical system
in . Verify that the set , is invariant
and exponentially attracting. Using Theorem 7.4, prove that the glo-
bal attractor of problem (7.16) has the form
.
Hint: Consider the variable instead of the variable .
1
2
---
d
t d
---- y
2
z
2
- ) y
4
y
2
z
2
- - - 0 = t 0 t
*
y
0
z
0
, ) , ) -
V y z , ) y
2
z
2
- =
d
t d
---- V y t ) z t ) , ) 2 V y t ) z t ) , ) - 2 s t 0 t
*
y
0
z
0
, ) ) , -
V y t ) z t ) , ) V y
0
z
0
, ) e
2 t -
1 - s t 0 t
*
y
0
z
0
, ) ) , -
R
+
R
2
S
t
, )
M y 0 , ) : y R - =
1
2
---
d
t d
----- z
2
z
2
- 0 s t 0 >
z t )
2
z
0
2
e
2 t -
s M
R
2
M S
t
, ) R
2
S
t
, )
M
y
y
3
y - - 0 = y
t 0 =
, y
0
=
Exer c i s e 7.7 A
R
2
S
t
, )
A y z , ) : 1 y 1 z , s s - 0 = =
Exer c i s e 7.8
y
y
5
y
3
1 2 z - ) y 1 z
2
- ) - - - 0 =
z
z 1 4 y
4
- ) 2 y
2
z
2
y
4
y
2
3 2 / - - - ) - - 0 . =
|
|
'
|
|
R
2
M y z , ) : z y
2
= = y R -
A
A y z , ) : z y
2
= 1 y 1 s s - , =
w z y
2
- = z
1
C
h
a
p
t
e
r
8 Finite Dimensionality 8 Finite Dimensionality 8 Finite Dimensionality 8 Finite Dimensionality
of Invariant Sets of Invariant Sets of Invariant Sets of Invariant Sets
Finite dimensionality is an important property of the global attractor which can be
established in many situations interesting for applications. There are several ap-
proaches to the proof of this property. The simplest of them seems to be the one
based on Ladyzhenskayas theorem on the finite dimensionality of the invariant set.
However, it should be kept in mind that the estimates of dimension based on La-
dyzhenskayas theorem usually turn out to be too overstated. Stronger estimates can
be obtained on the basis of the approaches developed in the books by A. V. Babin
and M. I. Vishik, and by R. Temam (see the references at the end of the chapter).
Let be a compact set in a metric space . Then its fractal dimension fractal dimension fractal dimension fractal dimension
is defined by
,
where is the minimal number of closed balls of the radius which cover
the set .
Let us illustrate this definition with the following examples.
E x a m p l e 8.1
Let be a segment of the length . It is evident that
.
Therefore,
.
Hence, , i.e. the fractal dimension coincides with the value of the
standard geometric dimension.
E x a m p l e 8.2
Let be the Cantor set obtained from the segment by the sequentual
removal of the centre thirds. First we remove all the points between and
. Then the centre thirds and of the two remaining
segments and are deleted. After that the centre parts
, , and of the four
remaining segments , , and , respec-
tively, are deleted. If we continue this process to infinity, we obtain the Cantor
set . Let us calculate its fractal dimension. First of all it should be noted that
M X
M dim
f
n M s , ) ln
1 s / ) ln
---------------------------
s 0
lim =
n M s , ) s
M
M l
l
2s
------ 1 - n M s , )
l
2s
------- 1 - s s
1
s
--- ln
l 2 s -
2
-------------- ln - n M s , ) ln
1
s
--- ln
l 2 s -
2
--------------- ln - s s
M dim
f
1 =
M 0 1 , j
1 3 /
2 3 / 1 9 / 2 9 / , ) 7 9 / 8 9 / , )
0 1 3 / , j 2 3 / 1 , j
1 27 / 2 27 / , ) 7 27 / 8 27 / , ) 19 27 / 20 27 / , ) 25 27 / 26 27 / , )
0 1 9 / , j 2 9 / 1 3 / , j 2 3 / 7 9 / , j 8 9 / 1 , j
M
Fi ni t e Di mens i onal i t y of I nvar i ant Set s 53
,
,
and so on. Each set can be considered as a union of segments of the
length . In particular, the cardinality of the covering of the set with the
segment of the length equals to . Therefore,
.
Thus, the fractal dimension of the Cantor set is not an integer (if a set possesses
this property, it is called fractal).
It should be noted that the fractal dimension is often referred to as the metric order
of a compact. This notion was first introduced by L. S. Pontryagin and L. G. Shnirel-
man in 1932. It can be shown that any compact set with the finite fractal dimension
is homeomorphic to a subset of the space when is large enough.
To obtain the estimates of the fractal dimension the following simple assertion
is useful.
Lemma 8.1.
The following equality holds:
,
where is the cardinality of the minimal covering of the com-
pact with closed sets diameter of which does not exceed (the dia-
meter of a set is defined by the value ).
Proof.
It is evident that . Since any set of the diameter lies
in a ball of the radius , we have that . These two inequa-
lities provide us with the assertion of the lemma.
All the sets are expected to be compact in Exercises 8.18.4 given below.
Prove that if , then .
Verify that .
Assume that is a direct product of two sets. Then
.
M J
k
k 0 =
(
=
J
0
0 1 , j = , J
1
0 1 3 / , j 2 3 / 1 , j [ =
J
2
0 1 9 / , j 2 9 / 1 3 / , j 2 3 / 7 9 / , j 8 9 / 1 , j [ [ [ =
J
k
2
k
3
k -
M
3
k -
2
k
M dim
f

2
k
ln
2 3
k
) ln
----------------------
k
lim
2 ln
3 ln
-------- = =
R
d
d 0 >
M dim
f

N M s , ) ln
1 s / ) ln
---------------------------
s 0
lim =
N M s , )
M 2 s
X d X ) x y - : x y , X - sup =
N M s , ) n M s , ) s d
d n M 2 s , ) N M s , ) s
Exer c i s e 8.1 M
1
M
2
_ M
1
dim
f
M
2
dim
f
s
Exer c i s e 8.2 M
1
M
2
[ ) dim
f
M
1
dim
f
M
2
dim
f
, max s
Exer c i s e 8.3 M
1
M
2
-
M
1
M
2
- ) dim
f
M
1
dim
f
M
2
dim
f
- s
1
C
h
a
p
t
e
r
Let be a Lipschitzian mapping of one metric space into
another. Then .
The notion of the dimension by Hausdorff is frequently used in the theory of dynami-
cal systems along with the fractal dimension. This notion can be defined as follows.
Let be a compact set in . For positive and we introduce the value
,
where the infimum is taken over all the coverings of the set with the balls of the
radius . It is evident that is a monotone function with respect
to . Therefore, there exists
.
The Hausdorff dimension Hausdorff dimension Hausdorff dimension Hausdorff dimension of the set is defined by the value
.
Show that the Hausdorff dimension does not exceed the frac-
tal one.
Show that the fractal dimension coincides with the Hausdorff
one in Example 8.1, the same is true for Example 8.2.
Assume that , where monotonically
tends to zero. Prove that (Hint:
when ).
Let . Show that .
Hint: when
.
Let . Prove that .
Find the fractal and Hausdorff dimensions of the global mini-
mal attractor of the dynamical system in generated by the diffe-
rential equation
.
The facts presented in Exercises 8.78.9 show that the notions of the fractal and
Hausdorff dimensions do not coincide. The result of Exercise 8.5 enables us to re-
strict ourselves to the estimates of the fractal dimension when proving the finite di-
mensionality of a set.
Exer c i s e 8.4 g
g M ) dim
f
M dim
f
s
M X d s
M d s , , )
r
j
)
d
_
inf =
M
r
j
s s M d s , , )
s
M d , ) M d s , , )
s 0
lim M d s , , )
s 0 >
sup = =
M
M dim
H
d: M d , ) 0 = inf =
Exer c i s e 8.5
Exer c i s e 8.6
Exer c i s e 8.7 M a
n

n 1 =
R c = a
n
M dim
H
0 = M d s , , ) s
a
n 1 -
d
n2
dn -
- s a
n 1 -
s a
n
s s
Exer c i s e 8.8 M 1 n /
n 1 =
R c = M dim
f
1 2 / =
'
n n M s , ) n 1
1
n 1 - ) s
-------------------- - -
1
n 1 - ) n 2 - )
---------------------------------- s s
1
n n 1 - )
---------------------
!
`
Exer c i s e 8.9 M
1
n ln
---------
| |
' |
| |
n 2 =
R c = M dim
f
1 =
Exer c i s e 8.10
R
y
y
1
y
------ sin - 0 =
The main assertion of this section is the following variant of Ladyzhenskayas
theorem. It will be used below in the proof of the finite dimensionality of global at-
tractors of a number of infinite-dimensional systems generated by partial differential
equations.
Theorem 8.1.
Assume that Assume that Assume that Assume that is a compact set in a Hilbert space is a compact set in a Hilbert space is a compact set in a Hilbert space is a compact set in a Hilbert space . .. . Let Let Let Let be be be be a contin- a contin- a contin- a contin-
uous mapping in such that uous mapping in such that uous mapping in such that uous mapping in such that . .. . Assume that there exists a finite- Assume that there exists a finite- Assume that there exists a finite- Assume that there exists a finite-
dimensional projector in the space dimensional projector in the space dimensional projector in the space dimensional projector in the space such that such that such that such that
, ,, , , ,, , (8.1)
, ,, , , ,, , (8.2)
where where where where . .. . We also assume that We also assume that We also assume that We also assume that . .. . Then the compact Then the compact Then the compact Then the compact possesses possesses possesses possesses
a finite fractal dimension and a finite fractal dimension and a finite fractal dimension and a finite fractal dimension and
. .. . (8.3)
We remind that a projector in a space is defined as a bounded operator with the
property . A projector is said to be finite-dimensional if the image is
a finite-dimensional subspace. The dimension of a projector is defined as a num-
ber .
The following lemmata are used in the proof of Theorem 8.1.
Lemma 8.2.
Let be a ball of the radius in . Then
. (8.4)
Proof.
Estimate (8.4) is self-evident when . Assume that . Let
be a maximal set in with the property , .
By virtue of its maximality for every there exists such that
. Hence, . It is clear that
, , .
Here is a ball of the radius centred at . Therefore,
.
This implies the assertion of the lemma.
Show that
, .
M H V
H V M ) M
P H
P Vv
1
Vv
2
- ) l v
1
v
2
- s v
1
v
2
, M -
1 P - ) Vv
1
Vv
2
- ) v
1
v
2
- s v
1
v
2
, M -
1 l 1 - > M
M dim
f
P dim
9 l
1 -
----------- ln
2
1 -
------------ ln
1 -
s
H P
P
2
P = P PH
P
P dim PH dim
B
R
R R
d
N B
R
s , ) n B
R
s , ) 1
2 R
s
------- -
' !
`
d
s s
s R > s R
,
1
,
l
, , B
R
,
i
,
j
- s > i j =
x B
R
- ,
i
x ,
i
- s s n B
R
s , ) l s
B
s 2 /
,
i
) B
R s - 2 /
c B
s 2 /
,
i
) B
s 2 /
,
j
) ) ( Z = i j =
B
r
, ) r ,
l B
s 2 /
) Vol B
s 2 /
,
i
) ) Vol
i 1 =
l
_
B
R s 2 / -
) Vol s =
Exer c i s e 8.11
n B
R
s , )
R
s
---
' !
`
d
> B
R
dim
f
d =
1
C
h
a
p
t
e
r
Lemma 8.3.
Let be a closed subset in such that equations (8.1) and (8.2) hold
for all its elements. Then for any and the following esti-
mate holds:
, (8.5)
where is the dimension of the projector .
Proof.
Let be a minimal covering of the set with its closed subsets the di-
ameter of which does not exceed . Equation (8.1) implies that in there
exist balls with radius such that . By virtue of Lemma 8.1
there exists a covering of the set with the balls of the diameter
, where . Therefore, the collection
is a covering of the set . Here the sum of two sets and is defined by the
equality
.
It is evident that
.
Equation (8.2) implies that . Therefore,
. Hence, estimate (8.5) is valid. Lemma 8.3 is proved.
Let us return to the proof of Theorem 8.1. Since , Lemma 8.3 gives us
that
.
It follows that
.
We choose and such that
,
where . Then
.
Consequently,
.
. H
q 0 > s 0 >
N V . s q - ) , ) 1
4 l
q
----- -
' !
`
n
N . s , ) s
n P dim = P
.
i
.
2 s PH
B
i
2 l s PV.
i
B
i
c
B
i j

j 1 =
N
i
PV.
i
2 q s N
i
1 4 l q / ) - )
n
s
G
i j
B
i j
1 P - ) V .
i
: i - 1 2 N . s , ) j , , , , 1 2 N
i
, , , = = =
| |
' |
| |
V . A B
A B - a b : a A - b B - , - =
G
i j
diam B
i j
diam 1 P - ) V.
i
diam - s
1 P - ) V.
i
diam 2 s s G
i j
diam s
2 q - ) s s
M VM c
N M s q - ) , ) N M s , ) 1
4 l
q
----- -
' !
`
n
s
N M q - )
m
, ) N M 1 , ) 1
4 l
q
----- -
' !
`
nm
m , s 1 2 , , =
q m m s ) =
q - 1 , q - )
m
s s
0 s 1
N M s , ) N M q - )
m
, ) N M 1 , ) 1
4 l
q
----- -
' !
`
nm s )
s s
M dim
f

N M s , ) ln
1 s / ) ln
--------------------------- -
s 0
lim n 1
4 l
q
----- -
' !
`
ln
m s )
1 s / ) ln
-------------------
s 0
lim s =
Obviously, the choice of can be made to fulfil the condition
.
Thus,
.
By taking we obtain estimate (8.3). Theorem 8.1 is proved.
Assume that the hypotheses of Theorem 8.1 hold and
. Prove that .
Of course, in the proof of Theorem 8.1 a principal role is played by equations (8.1)
and (8.2). Roughly speaking, they mean that the mapping squeezes sets along the
space while it does not stretch them too much along . Negative invari-
ance of gives us that for all . Therefore, the set should
be initially squeezed. This property is expressed by the assertion of its finite dimen-
sionality. As to positively invariant sets, their finite dimensionality is not guaranteed
by conditions (8.1) and (8.2). However, as the next theorem states, they are attract-
ed to finite-dimensional compacts at an exponential velocity.
Theorem 8.2.
Let be a continuous mapping defined on a compact set Let be a continuous mapping defined on a compact set Let be a continuous mapping defined on a compact set Let be a continuous mapping defined on a compact set in a Hi in a Hi in a Hi in a Hil- l- l- l-
bert space such that bert space such that bert space such that bert space such that . .. . Assume that there exists a finite-dimensi- Assume that there exists a finite-dimensi- Assume that there exists a finite-dimensi- Assume that there exists a finite-dimensi-
onal projector such that equations onal projector such that equations onal projector such that equations onal projector such that equations (8.1) and and and and (8.2) hold with hold with hold with hold with
and and and and . .. . Then for any there exists a positively invariant Then for any there exists a positively invariant Then for any there exists a positively invariant Then for any there exists a positively invariant
closed set such that closed set such that closed set such that closed set such that
(8.6)
and and and and
, ,, , (8.7)
where where where where is an arbitrary number from the interval is an arbitrary number from the interval is an arbitrary number from the interval is an arbitrary number from the interval . .. .
Proof.
The pair is a discrete dynamical system. Since is compact, Theo-
rem 5.1 gives us that there exists a global attractor with the pro-
perties and
. (8.8)
m s )
m s )
s ln
q - ) ln
----------------------- 1 - s
M dim
f
n 1
4 l
q
----- -
' !
`
1
q -
------------- ln
1 -
ln s
q 1 2 / 1 - ) =
Exer c i s e 8.12
l 1 - dim
f
M 0 =
V
1 P - ) H PH
M M V
k
M c k 1 2 , , = M
V M
H VM M c
P 0 1 2 /
l - 1 > u 1 , ) -
A
u
M c
V
k
y A
u
, ) : dist y M - sup u
k
k , ,, , s 1 2 , , =
A
u
dim
f
P dim
1
4 l
u -
------------- -
' !
`
ln
1
u
--- ln
----------------------------------
1
4 l
q
----- -
' !
`
ln
1
2 q - )
--------------------- ln
--------------------------- ,
| |
| |
' |
| |
| |
max s
q 0 1 2 / - , )
M V
k
, ) M
M
0
V
k
M
k 0 >
(
=
VM
0
M
0
=
h V
k
M M
0
, ) V
k
y M
0
, ) : dist y M - sup 0
1
C
h
a
p
t
e
r
We construct a set as an extension of . Let be a maximal set in pos-
sessing the property for , . The existence of such
a set follows from the compactness of . It is obvious that
.
Lemma 8.3 with , and gives us that
with . Hereinafter . Therefore,
, . (8.9)
Let us prove that the set
(8.10)
possesses the properties required. It is evident that . Since
, by virtue of (8.8) all the limit points of the set
lie in . Thus, is a closed subset in . The evident inequality
(8.11)
implies (8.6). Here and below . Let us prove
(8.7). It is clear that
. (8.12)
Let be a minimal covering of the set with the closed sets the diameter
of which is not greater than . By virtue of Lemma 8.3 there exists a covering
of the set with closed subsets of the diameter . The cardinality of this
covering can be estimated as follows
. (8.13)
Using the covering we can construct a covering of the same cardinality of the
set with the balls of the radius centered at the
points We increase the radius of every ball up to the
value . The parameter will be chosen below. Thus, we consider
the covering
of the set . It is evident that every point belongs to this covering to-
gether with the ball . If , the inequalities
A
u
M
0
E
j
V
j
M
a b , ) dist u
j
> a b E
j
- , a b =
V
j
M
L
j
Card E
j
N E
j
1
3
--- u
j
,
' !
`
N V
j
M
1
3
--- u
j
,
' !
`
s =
. M q , u - = = s 1 3 / ) u
j 1 -
=
N V
j
M
1
3
--- u
j
,
' !
`
1
4 l
u -
------------ -
' !
`
n
N V
j 1 -
M
1
3
--- u
j 1 -
,
' !
`
s
u > n P dim =
L
j
CardE
j
1
4 l
u -
------------ -
' !
`
nj
N M
1
3
--- ,
' !
`
s u >
A
u
M
0
V
k
E
j
: j 1 2 , , , k 0 1 2 , , , = = [ [ =
VA
u
A
u
c V
k
E
j
c
V
k j -
M c
V
k
E
j
: j 1 2 , , , k 0 1 2 , , , = =
[
M
0
A
u
M
h V
k
M A
u
, ) h V
k
M E
k
, ) u
k
s s
h X Y , ) x Y , ) : dist x X - sup =
A
u
VA
u
E
j
: j 1 2 , , = [ [ =
F
i
A
u
2 s G
i

VA
u
2 s q - )
N s q , , ) N VA
u
s q - ) , ) 1 4
l
q
--- -
' !
`
n
N A
u
s , ) s
G
i
,
VA
u
B x
i
2 s q - ) , ) 2 s q - )
x
i
i , 1 2 N s q , , ) . , , , =
2 s q - - ) 0 >
B x
i
2 s q - - ) , ) i , 1 2 N s q , , ) , , , =
VA
u
x VA
u
-
B x 2 s , ) j 2 >
hold. By virtue of equation (8.11) with the help of (8.1) and (8.2) we have that
.
Therefore, , provided , i.e. if
.
Here is an integer part of the number . Consequently,
.
Therefore, equation (8.12) gives us that
,
where . Using (8.9) and (8.13) we find that
for . Here and further . Since
,
it is easy to find that
for ,
where the constant does not depend on (its value is unessential further).
Therefore,
.
If we take , then after iterations we get
h E
j
VA
u
, ) h V
j
M VA
u
, ) h V
j
M VE
j 1 -
, ) s s
h V
j
M VE
j 1 -
, ) l - ) h V
j 1 -
M E
j 1 -
, ) l - ) u
j 1 -
s s
h E
j
VA
u
, ) 2 s s 2 s l - ) u
j 1 -
s
j j
0
2
l -
2 s
----------- ln
1
u
--- ln
----------------- - >
z j z
VA
u
E
j
j j
0
>
[
| |
' |
| |
B x
i
2 s q - - ) , )
i 1 =
N s q , , )
[
c [
N A
u
s , , ) N s q , , ) CardE
j
j 0 =
j
0
1 -
_
- s
, 2 q - - ) =
N A
u
s , , ) N A
u
s , ) N M
1
3
--- ,
' !
`
1
4 l
u -
------------- -
' !
`
nj
j 1 =
j
0
1 -
_
- s
u > 1
4 l
q
----- -
' !
`
n
=
j
0
1
s
--- ln
1
u
--- ln
--------- C l u , , , ) - s
1
4 l
u -
------------- -
' !
`
nj
j 0 =
j
0
1 -
_
|
1
s
---
' !
`
o
s o
n
1 u / ) ln
-------------------- 1
4 l
u -
------------- -
' !
`
ln =
| 0 > s
N A
u
s , , ) N A
u
s , , ) |s
o -
- s
s ,
m 1 -
=
N A
u
,
m
, ) N A
u
,
m 1 -
, ) |,
m 1 - ) o -
m
N A
u
1 , ) |
m 1 -
,
o
)
i -
.
i 0 =
m 1 -
_
-
s
s
- s
1
C
h
a
p
t
e
r
Let us fix , and and choose such
that and . Then summarizing the geometric progres-
sion we obtain
(8.14)
Let be small enough and
,
where, as mentioned above, is an integer part of the number . Since ,
equation (8.14) gives us that
,
where and are positive numbers which do not depend on . Therefore,
Simple calculations give us that
.
This easily implies estimate (8.7). Thus, Theorem 8.2 is proved.
Show that for formula (8.7) for the dimension
of the set can be rewritten in the form
. (8.15)
If the hypotheses of Theorem 8.2 hold, then the discrete dynamical system
possesses a finite-dimensional global attractor . This attractor uniformly attracts
all the trajectories of the system. Unfortunately, the speed of its convergence to the
attractor cannot be estimated in general. This speed can appear to be small. However,
Theorem 8.2 implies that the global attractor is contained in a finite-dimensional po-
0 1 2 / , ) - u 1 , ) - q 0 1 2 / - , ) - 0 >
, 2 q - - ) 1 = ,
o
1 =
N A
u
,
m
, )
m
N A
u
1 , ) |
,
om -
m
-
,
o -
-
----------------------------- - -
m
N A
u
1 , )
|
,
o -
-
---------------------- -
' !
`
|
,
o -
-
---------------------- ,
om -
. -
s s
s
s 0 >
m s ) 1
1 s / ) ln
1 , / ) ln
------------------- - =
z j z s ,
m s )
s
N A
u
s , ) N A
u
,
m
, ) a
1
1
4 l
q
----- -
' !
`
nm s )
a
2
1
,
o
------
' !
`
m s )
- s s
a
1
a
2
s
A
u
dim
f
N ln A
u
s , )
1
s
--- ln
-----------------------------
s 0
lim
m s )
1
s
--- ln
-------------
s 0
lim
1
m
-----
m
lim a
1
1
4 e
q
------ - )
nm
a
2
1
,
o
------
' !
`
m
-
| |
' |
| |
.
s
s
=
A
u
dim
f
1
1
,
--- ln
--------- 1
4 e
q
------ -
' !
`
n
,
o -
,
' !
`
max
| |
' |
| |
ln s
Exer c i s e 8.13 u 1 2 /
A
u
A
u
= P dim
1
4 l
u -
------------ -
' !
`
ln
1
2u
------- ln
--------------------------------- dim
f
M V
k
, )
M
0
Exi s t ence a nd Pr oper t i es of At t r act or s 61
sitively invariant set possessing the property of uniform exponential attraction. From
the applied point of view the most interesting corollary of this fact is that the dyna-
mics of a system becomes finite-dimensional finite-dimensional finite-dimensional finite-dimensional exponentially fast independent of
the speed of convergence of the trajectories to the global attractor. Moreover, the re-
duction principle (see Theorem 7.4) is applicable in this case. Thus, finite-dimen-
sional invariant exponentially attracting sets can be used to describe the qualitative
behaviour of infinite-dimensional systems. These sets are frequently referred to as
inertial sets inertial sets inertial sets inertial sets, or fractal exponential attractors fractal exponential attractors fractal exponential attractors fractal exponential attractors. In some cases they turn out
to be surfaces in the phase space. In contrast with the global attractor, the inertial
set of a dynamical system can not be uniquely determined. The construction in the
proof of Theorem 8.2 shows it.
9 Existence and Properties of Attractors 9 Existence and Properties of Attractors 9 Existence and Properties of Attractors 9 Existence and Properties of Attractors
of a Class of Infinite-Dimensional of a Class of Infinite-Dimensional of a Class of Infinite-Dimensional of a Class of Infinite-Dimensional
Dissipative Systems Dissipative Systems Dissipative Systems Dissipative Systems
The considerations given in the previous sections are mainly of general character.
They are related to a dissipative dynamical system of the generic structure. There-
with, we inevitably make additional assumptions on the behaviour of trajectories of
these systems (e.g., the asymptotic compactness, the existence of a Lyapunov func-
tion, the squeezing property along a subspace, etc.). Thereby it is natural to ask
what properties of the original objects of a particular dynamical system guarantee
the fulfilment of the assumptions mentioned above. In this section we discuss this
question in terms of the dynamical system generated by a differential equation of
the form
(9.1)
in a separable Hilbert space , where is a linear operator and is a nonlinear
mapping which is coordinated with in some sense. Our main goal is to demon-
strate the generic line of arguments as well as to describe those properties of the
operators and which provide the applicability of general theorems proved in
the previous sections. The main attention is paid to the questions of existence and fi-
nite dimensionality of a global attractor. Nowadays the presented line of arguments
(or a modification of it) is one of the main components of a great number of works
on global attractors.
It is assumed below that the following conditions are fulfilled.
d
t d
---- y Ay - B y ) y
t 0 =
, y
0
= =
0 A B
A
A B
1
C
h
a
p
t
e
r
(A) There exists a strongly continuous semigroup of continuous map-
pings in such that is a solution to problem (9.1) in the
sense that the following identity holds:
, (9.2)
where (see condition (B) below). The semigroup is
dissipative, i.e. there exists such that for any from the collec-
tion of all bounded subsets of the space the estimate
holds when and . We also assume that the set
is bounded for any .
(B) The linear closed operator generates a semigroup
which admits the estimate ( and are some
constants). There exists a sequence of finite-dimensional projectors
which strongly converges to the identity operator such that
1) commutes with , i.e. for any ;
2) there exists such that for ,
where ;
3) as .
(C) For any the nonlinear operator possesses the properties:
1) if ;
2) for , and for some the fol-
lowing equations hold:
(the existence of the operator follows from (B2)).
It should be noted that although conditions (A)(C) seem a little too lengthy, they are
valid for a class of problems of the theory of nonlinear oscillations as well as for
a number of systems generated by parabolic partial differential equations.
The following assertion should be mainly interpreted as a principal result which
testifies to the fact that the asymptotic behaviour of the system is determined by
a finite set of parameters.
Theorem 9.1.
If conditions If conditions If conditions If conditions (A)(C) are fulfilled, then the semigroup possesses a are fulfilled, then the semigroup possesses a are fulfilled, then the semigroup possesses a are fulfilled, then the semigroup possesses a
compact global attractor compact global attractor compact global attractor compact global attractor . .. . The attractor has a finite fractal dimension The attractor has a finite fractal dimension The attractor has a finite fractal dimension The attractor has a finite fractal dimension
which can be estimated as follows: which can be estimated as follows: which can be estimated as follows: which can be estimated as follows:
, ,, , (9.3)
S
t
0 y t ) S
t
y
0
=
S
t
y
0
T
t
y
0
G t y
0
, ) T
t
y
0
T
t . -
B S
.
y
0
) . d
0
t
}
- - =
T
t
At - ) exp = S
t
R 0 > B
* 0 ) 0 S
t
y
R y B - t t
0
B ) >
+
B ) S
t
B
t 0 > [
= B * 0 ) -
A T
t
At - ) exp =
T
t
L
1
mt ) exp s L
1
m
P
n

A P
n
P
n
A AP
n
c n
n
0
T
t
1 P
n
- ) L
2
s t - ) exp s n n
0
>
s , L
2
0 >
r
n
A
1 -
1 P
n
- ) 0 = n
R' 0 > B u )
B u
1
) B u
2
) - C
1
R' ) u
1
u
2
- s u
i
R', s i 1 2 , =
n n
0
, u
i
R' i , s > 1 2 , = o 0 >
A
o
1 P
n
- ) B u
1
) C
2
R' ) , s
A
o
1 P
n
- ) B u
1
) B u
2
) - ) C
3
R' ) u
1
u
2
- s
A
o
1 P
n
- )
S
t
)
) dim
f
a
1
1 P
n
L
1
L
2
ln - ) 1 D R ) s
1 -
- ) P
n
dim =
where and is determined from the condition where and is determined from the condition where and is determined from the condition where and is determined from the condition
. .. . (9.4)
Here Here Here Here and are some absolute constants and are some absolute constants and are some absolute constants and are some absolute constants. .. .
When proving the theorem, we mainly rely on decomposition (9.2) and the lemmata
below.
Lemma 9.1.
Let be a set of elements which for some have the form
, where , with the constant de-
termined by the condition for . Here the value
is the same as in (9.2) with the element being such that
for all . Then the set is precompact in for
.
Proof.
Properties (B2) and (C2) imply that
when for . Therefore, the set
, (9.5)
where for all , is bounded in the space
with the norm . The symbol denotes the restriction of an operator on
a subspace. However, property (B3) implies that
.
Therefore, the operator is compact. Hence,
is compactly embedded into . It means that the set (9.5) is precom-
pact in . This implies the precompactness of .
Lemma 9.2.
There exists a compact set in the space such that
(9.6)
for any bounded set and .
Proof.
Let , where is a bounded set in . Then for
. By virtue of (9.2) we have that
D R ) m L
1
C
1
R ) - = n n
0
>
r
n
o
a
2
D R ) L
1
L
2
C
3
R ) j
1 -
a
3
D R ) 1 L
2
ln - ) s
1 -
- exp s
a
1
a
2
, , a
3
K
n
t 0 > v u
0
- =
1 P
n
- ) G t u , ) - u
0
P
n
0 - u
0
c
0
R s c
0
P
n
c
0
s n 1 2 , , =
G t u , ) u 0 -
S
t
u R s t 0 > K
n
0
n n
0
>
A
o
1 P
n
- ) G t , u ) L
2
e
s t . - ) -
A
o
1 P
n
- ) B S
.
u ) .
C
2
R ) L
2
s
----------------------- s d
0
t
}
s
S
.
u R s . 0 >
v : v 1 P
n
- ) G t , u ) , t 0 > =
S
t
u R s t 0 > D A
o
1 P
n
- ) 0 )
A
o
.

P
m
A
1 -
1 P
n
- ) A
1 -
1 P
n
- ) -
m
lim 0 =
A
1 -
1 P
n
- )0 D A
o
1 P
n
- ) 0 )
1 P
n
- ) 0
1 P
n
- ) 0 K
n
K 0
h S
t
B, K ) S
t
y, K ) : dist y B - L
2
Re
s t t
0
- ) -
s sup
B 0 c t t
0
t
0
B ) >
u B - B 0 S
t
u R s t t
0
= >
= t
0
B )
1
C
h
a
p
t
e
r
,
where
.
It is evident that for . Therefore,
.
This implies (9.6) with , where is the closure in of the set
described in Lemma 9.1.
Show that lies in the set
(9.7)
where and are some constants.
In particular, Lemma 9.2 means that the system is asymptotically compact.
Therefore, we can use Theorem 5.1 (see also Exercise 5.3) to guarantee the exis-
tence of the global attractor lying in .
Let us use Theorem 8.1 to prove the finite dimensionality of the attractor. Veri-
fication of the hypotheses of the theorem is based on the following assertion.
Lemma 9.3.
Let . Then
(9.8)
and
(9.9)
for and .
Proof.
Decomposition (9.2) and condition (C1) imply that
.
With the help of Gronwalls lemma we obtain (9.8).
To prove (9.9) it should be kept in mind that decomposition (9.2) and equa-
tions (B2) and (C2) imply that for
S
t
u 1 P
n
- ) T
t t
0
-
S
t
0
u W
n
t , t
0
, u ) - =
W
n
t , t
0
, u ) P
n
S
t
u 1 P
n
- ) G t t
0
, S
t
0
u - ) - =
W
n
t , t
0
, u ) K
n
- t t
0
>
S
t
u, K
n
) dist 1 P
n
- ) T
t t
0
-
S
t
0
u L
2
Re
s t t
0
- ) -
s s
K K
n
j = K
n
j 0
K
n
Exer c i s e 9.1 K K
n
j =
K
n o ,
v
1
v
2
: v
1
P
n
0, v
2
1 P
n
- ) 0 - - - =
v
1
C
1
, A
o
v
2
C
2
, s s
,
C
1
C
2
0, S
t
)
) K K
n
j =
S
t
u
i
R, t 0 , i > s 1 2 , =
S
t
u
1
S
t
u
2
- L
1
D R ) t ) u
1
u
2
- exp s
1 P
n
- ) S
t
u
1
S
t
u
2
- ) L
2
e
s t -
1 C
0
r
n
o

L
1
C
3
R )
D R )
--------------------- e
ot
-
' !
`
u
1
u
2
- s
n n
0
> o s D R ) - =
S
t
u
1
S
t
u
2
- L
1
u
1
u
2
- C
1
R ) e
w. -
S
.
u
1
S
.
u
2
- . d
0
t
}
-
' !

`
e
wt
s
n n
0
>
(9.10)
Here the inequality is used . If we put (9.8) in the right-
hand side of formula (9.10), we obtain estimate (9.9).
The following simple argument completes the proof of Theorem 9.1. Let us fix
an arbitrary number and choose and such that
and .
Then the hypotheses of Theorem 8.1 with , , and
hold for the attractor . Hence, it is finite-dimensional with
estimate (9.3) holding for its fractal dimension. Theorem 9.1 is proved.
Prove that the global attractor of problem (9.1) is stable
(Hint: verify that the hypotheses of Theorem 7.1 hold).
Properties (A)(C) also enable us to prove that the system generated by equation
(9.1) possesses an inertial set. A compact set in the phase space is said to
be an inertial set inertial set inertial set inertial set (or a fractal exponential attractor) if it is positively invariant
, its fractal dimension is finite and it possesses
the property
(9.11)
for any bounded set and for , where and are positive
numbers. (The importance of this notion for the theory of infinite-dimensional dy-
namical systems has been discussed at the end of Section 8).
Lemma 9.4.
Assume that properties (A)(C) hold. Then the dynamical system
generated by equation (9.1) possesses the following properties:
1) there exist a compact positively invariant set and constants
such that
(9.12)
for any bounded set in and for ;
1 P
n
- ) S
t
u
1
S
t
u
2
- ) L
2
e
s t -
u
1
u
2
-
C
0
r
n
o
C
3
R ) e
s .
S
.
u
1
S
.
u
2
- . d
0
t
}
!
`
.
-
-
'
s
A
o -
1 P
n
- ) C
0
r
n
o
s
0 1 t
0
n
L
2
e
s - t
0

2
--- = C
0
r
n
o
L
1
C
3
R )
D R )
--------------- e
ot
0
1 s
M ), V S
t
0
= = P P
n
= l =
L P
n
D R ) t
0
) exp = )
Exer c i s e 9.2 )
A
exp
0
S
t
A
exp
A
exp
c ) A
exp
dim
f
)
h S
t
B A
exp
, ) S
t
y, A
exp
) : dist y B - C
B
e
t t
0
- ) -
s sup
B 0 c t t
0
t
0
B ) > > C
B

0, S
t
)
K
C, 0 >
S
t
y K , ) : dist y B - Ce
t t
B
- ) -
s sup
B 0 t t
B
0 > >
1
C
h
a
p
t
e
r
2) there exist a vicinity of the compact and numbers and
such that
, (9.13)
provided that for all the semitrajectories lie in the clo-
sure of the set ;
3) there exist a sequence of finite-dimensional projectors in the
space , constants , and a sequence of positive
numbers tending to zero as such that
(9.14)
for any .
Proof.
Let be a compact set from Lemma 9.2. Let
.
It is clear that and equation (9.12) holds for with
and . Let us prove that is a compact set. Let be a sequence of
elements of . Then for some and .
If there exists an infinitely increasing subsequence , then equation (9.6)
gives us that
.
Therefore, the sequence possesses a limit point in . If is
a bounded sequence, then by virtue of the compactness of there exist a num-
ber , an element and a sequence such that and
. Therewith
The first term in the right-hand side of this inequality evidently tends to zero.
As for the second term, our argument is the same as in the proof of formula
(9.8). We use the boundedness of the set (see property (A)) and proper-
ties (B) and (C2) to obtain the estimate
, . (9.15)
It follows that
.
K
1
^
o
1
0 >
S
t
y
1
S
t
y
2
-
1
^ e
o
1
t
y
1
y
2
- s
t 0 > S
t
y
i
j
P
n

0
2
, ^ o
2
, | 0 >
n
n
1 P
n
- ) S
t
y
1
S
t
y
2
- )
2
^ e
|t -
1
n
e
o
2
t
- ) y
1
y
2
- s
y
1
, y
2
K -
K
K
*
-
K ) S
t
K
t 0 >
[
=
S
t
K
*
K
*
c K K
*
= C L
2
R =
s = K
*
z
n

K
*
-
K ) = z
n
S
t
n
y
n
= t
n
0 > y
n
K -
t
n
k

S
t
n
k
y
n
k
K ,
' !
`
dist
k
lim 0 =
z
n
K K
*
c t
n

K
t
0
0 > y K - n
k
y
n
k
y
t
n
k
t
S
t
n
k
y
n
k
S
t
0
y - S
t
n
y S
t
0
y - S
t
n
k
y
n
k
S
t
n
k
y - . - s
+
K )
S
t
y
1
S
t
y
2
- C e
C
K
t
y
1
y
2
- s y
1
, y
2
K -
S
t
n
k
y
n
k
S
t
n
k
y -
k
lim 0 =
Therefore,
.
The closedness of the set can be established with the help of similar argu-
ments. Thus, property (9.12) is proved for . Now we suppose that
, where is chosen such that for all . It is obvious
that is a compact positively invariant set. As it is proved above, it is easy to
find the estimate of form (9.15) for all and from an arbitrary bounded set
. Here an important role is played by the boundedness of the set (see
property (A)). Therefore, for any there exists a constant
such that
.
Hence, for we have that
for . This implies estimate (9.12) with the constant depending on
and . However, if we change the moment in equation (9.12), we can pre-
sume that, for example, . Therewith . Thus, the first assertion of the
lemma is proved.
Since the set lies in the ball of dissipativity , estimates
(9.13) and (9.14) follow from Lemma 9.3. Moreover,
,
. (9.16)
Thus, Lemma 9.4 is proved.
Lemma 9.4 along with the theorem given below enables us to verify the existence of
an inertial set for the dynamical system generated by equation (9.1).
Theorem 9.2.
Let the phase space of a dynamical system be a Hilbert Let the phase space of a dynamical system be a Hilbert Let the phase space of a dynamical system be a Hilbert Let the phase space of a dynamical system be a Hilbert
space. Assume that in there exists a compact positively invariant set space. Assume that in there exists a compact positively invariant set space. Assume that in there exists a compact positively invariant set space. Assume that in there exists a compact positively invariant set
possessing properties possessing properties possessing properties possessing properties (9.12) (9.14). Then for any there exists an . Then for any there exists an . Then for any there exists an . Then for any there exists an
inertial set of the dynamical system such that inertial set of the dynamical system such that inertial set of the dynamical system such that inertial set of the dynamical system such that
(9.17)
for any bounded set and for any bounded set and for any bounded set and for any bounded set and . .. . Here, as above, Here, as above, Here, as above, Here, as above,
. Moreover, . Moreover, . Moreover, . Moreover,
, ,, , (9.18)
S
t
n
k
y
n
k
S
t
0
y K
*
-
+
K ) =
K
*
K K
*
=
K S
t
0
K
*
= t
0
y R y K -
K
y
1
y
2
B
-
B )
B * 0 ) - C
0
=
C B, K
*
, t
0
) = 0 >
S
t
0
y
1
S
t
0
y
2
- C
0
y
1
y
2
- , y
1
, y
2
B K
*
[ - s
y B -
S
t
y, K ) dist S
t
0
S
t t
0
-
y, S
t
0
K
*
) C
0
S
t t
0
-
y, K
*
) dist s dist =
t t
0
> C K
B t
B
C 1 = s =
K z 0: z R s -
^
1
L
1
, o
1
D R ) , ^
2
L
2
, o
2
s D R ) - = = = =
| s ,
n
C
0
r
n
o
C
3
R ) D R )
1 -
= = =
0 0, S
t
)
0 K
x 2 ln >
A
exp
x
0, S
t
)
h S
t
B, A
exp
x
) C B, x ) - 1
o -
1
x o
1
- -
-------------------------- -
' !
`
t t
B
- )
| |
' |
| |
exp s
B t t
B
> h X Y , ) x Y , ) : dist sup =
x X -
A
exp
x
C
0
1 P
n
ln - ) P
n
dim s dim
f
1
C
h
a
p
t
e
r
where the number is determined from the condition where the number is determined from the condition where the number is determined from the condition where the number is determined from the condition
(9.19)
and constant does not depend on and and constant does not depend on and and constant does not depend on and and constant does not depend on and . .. .
The proof of the theorem is based on the following preliminary assertions.
Lemma 9.5.
Let be a dynamical system, its phase space being a compact in
a Hilbert space . Assume that for all equations (9.13)
and (9.14) are valid. Then for any there exists an inertial set
of the system such that
. (9.20)
Moreover, estimate (9.18) holds for the value .
Proof.
We use Theorem 8.2 with , , and , where and
are chosen to fulfil
and .
In this case conditions (8.1) and (8.2) are valid for with and
Therefore, there exists a bounded closed positively invariant
set with such that (see (8.6) and (8.15))
(9.21)
and
(9.22)
Assume that and consider the set
.
Here . It is easy to see that
.
Therefore, equations (9.20) and (9.18) follow from (9.21) and (9.20) after some
simple calculations.
Lemma 9.6.
Assume that in the phase space of a dynamical system
there exist compact sets and such that (a) ; (b) properties
n
n
4 ^
2
)
o
2
|
-------
exp x
o
2
|
------ -
| |
' |
| |
s
C
0
x n
K, S
t
)
0 y
1
y
2
, ) K -
x 2 ln >
A
exp
x
K, S
t
)
h S
t
K, A
exp
x
) S
t
y A
exp
x
, ) : dist y K - C
x
e
x t -
s sup =
A
exp
x
dim
f
M K = V S
t
0
=
1
2
--- e
x -
= t
0
n

2
e
|t
0
-
^

2
---
1
4
--- e
x -
= =
n
e
o
2
t
0
1 s
V S
t
0
=
1
2
--- e
x -
=
l P
n

1
e
o
1
t
0
. ^ =
A
u
u 1 2 /
V
m
y, A
u
) : dist y K - u
m
, m s sup 1 2 , , =
A
u
1
4 l
u -
------------ -
' !
` 1
2u
------ ln
1 -
ln P
n
dim s dim
f
u 2 e
x -
= =
A
exp
x
S
t
A
u
: 0 0 t
0
s s
[
=
x
1
u
--- 2 ln > ln =
A
exp
x
1 A
exp
x
dim
f
- s dim
f
0 0, S
t
)
K K
0
K
0
K c
(9.12) and (9.13) are valid for ; and (c) the set possesses the pro-
perty
, (9.23)
where . Then for any bounded set
and the following inequality holds
. (9.24)
Proof.
By virtue of (9.12) every bounded set reaches the vicinity in finite
time and stays in it. Therefore, it is sufficient to prove the lemma for a set
such that for , where denotes the closure of .
Let and . Evidently,
for any and . With the help of (9.13) we have that
.
Therefore, for any and we have that
If we take an infimum over and a supremum over , we find that
for all . Hence, equations (9.12) and (9.23) give us that

for . If we choose , we obtain (9.24). Lemma 9.6
is proved.
If we now use Lemma 9.6 with and estimate (9.20), we get equation
(9.17). This completes the proof of Theorem 9.2.
Thus, by virtue of Lemma 9.4 and Theorem 9.2 the dynamical system gene-
rated by equation (9.1) possesses an inertial set for which equations (9.17)
(9.19) hold with relations (9.16).
It should be noted that a slightly different approach to the construction of iner-
tial sets is developed in the book by A. Eden, C. Foias, B. Nicolaenko, and R. Temam
(see the list of references). This book contains further developments and applica-
tions of the theory of inertial sets.
K K
0
h S
t
K, K
0
) Ce

0
t -
s
h X Y , ) x Y , ) : dist x X - sup = B 0 c
t t
B
>
h S
t
B, K
0
) C
B

0

0
o
1
- -
---------------------------- t -
| |
' |
| |
exp s
B
B * 0 ) - S
t
B j c t 0 > j
k
0
K
0
- y B -
S
t
y k
0
- S
t
S
1 - ) t
y S
t
k - S
t
k k
0
- - s
0 1 s s k K -
S
t
y k
0
-
1
e
o
1
t
S
1 - ) t
y k - S
t
k k
0
- - ^ s
0 1 k K -
S
t
y, K
0
) dist
1
e
o
1
t
S
1 - ) t
y k - S
t
k , K
0
) dist - ^

1
e
o
1
t
S
1 - ) t
y k - h S
t
K, K
0
) . - ^
s s
s
k K - y B -
h S
t
B, K
0
)
1
e
o
1
t
h S
1 - ) t
B, K ) ^ h S
t
K, K
0
) - s
0 1
h S
t
B, K
0
) C
B BB B
e
o
1
1 - ) - ) t
C
K
e

0
t -
- s
t t
B
>
0
o
1
- - )
1 -
=
K
0
A
exp
x
=
0, S
t
)
A
exp
x
1
C
h
a
p
t
e
r
To conclude this section, we outline the results on the behaviour of the projec-
tion onto the finite-dimensional subspace of the trajectories of the system
generated by equation (9.1).
Assume that an element belongs to the global attractor of a dynamical
system . Lemma 6.1 implies that there exists a trajectory
lying in wholly such that . Therewith the following assertion is valid.
Lemma 9.7.
Assume that properties (A)(C) are fulfilled and let . Then the
following equation holds:
, , (9.25)
where is a trajectory passing through , the number can be
found from (B2) and the integral in (9.25) converges in the norm of the
space .
Proof.
Since , equation (9.2) gives us that
. (9.26)
A trajectory in the attractor possesses the property , .
Therefore, property (B2) implies that
and .
These estimates enable us to pass to the limit in (9.26) as . Thereupon
we obtain (9.25).
The following assertion is valid under the hypotheses of Theorem 9.1.
Theorem 9.3.
There exists such that for all the following assertions There exists such that for all the following assertions There exists such that for all the following assertions There exists such that for all the following assertions
are valid: are valid: are valid: are valid:
1) for any two trajectories and lying in the attractor of the for any two trajectories and lying in the attractor of the for any two trajectories and lying in the attractor of the for any two trajectories and lying in the attractor of the
system generated by equation system generated by equation system generated by equation system generated by equation (9.1) the equality the equality the equality the equality
for all implies that ; for all implies that ; for all implies that ; for all implies that ;
2) for any two solutions and of the system for any two solutions and of the system for any two solutions and of the system for any two solutions and of the system (9.1) the equa- the equa- the equa- the equa-
tion tion tion tion
(9.27)
implies that as implies that as implies that as implies that as . .. .
P
n
0
0, S
t
)
y
0
)
0 S
t
, ) y t ) , t R - =
) y 0 ) y
0
=
y
0
) -
1 P
n
- ) y
0
1 P
n
- ) T
. -
-
0
}
= B y . ) ) . d n n
0
>
y . ) y
0
n
0
0
y
0
S
t
y t - ) =
1 P
n
- ) y
0
1 P
n
- ) T
t
y t - ) 1 P
n
- ) T
. -
t -
0
}
B y . ) ) . d -
' !

`
=
y t ) R s t , - ) -
1 P
n
- ) T
t
y t - ) L
2
Re
s t -
s 1 P
n
- ) T
. -
B y . ) ) L
2
C
R
e
s . -
s
t -
N
0
n
0
> N N
0
>
y
1
t ) y
2
t )
P
N
y
1
t ) P
N
y
2
t ) =
t R - y
1
t ) y
2
t )
u
1
t ) u
2
t )
P
N
u
1
t ) u
2
t ) - )
t -
lim 0 =
u
1
t ) u
2
t ) - 0 t
We can also obtain an upper estimate of the number from the inequali- We can also obtain an upper estimate of the number from the inequali- We can also obtain an upper estimate of the number from the inequali- We can also obtain an upper estimate of the number from the inequali-
ty ty ty ty . .. .
Proof.
Equation (9.25) implies that for any trajectory lying in the attractor
of system (9.1) the equation
,
holds. Therefore, if , then properties (B2), (B3), and (C2) give us
that
It follows that the estimate
holds for , where . If we tend , we obtain the
first assertion, provided .
Now let us prove the second assertion of the theorem. Let
.
Then
.
Therefore, equation (9.10) for the function gives us that
.
This and Gronwalls lemma imply that
Therefore, if , then equation (9.27) gives us that . Thus,
the second assertion of Theorem 9.3 is proved.
N
0
r
N
0
o
a
0
s L
2
C
3
R ) )
1 -
s
y
i
t )
1 P
N
- ) y
i
t ) 1 P
N
- ) T
t . -
B y
i
. ) ) . , i d
-
t
}
1 2 , = =
P
N
y
1
t ) P
N
y
2
t ) =
y
1
t ) y
2
t ) - C
0
r
N
o
L
2
C
3
R ) e
s t . - ) -
y
1
. ) y
2
. ) - . . d
-
t
}
s
y
1
t ) y
2
t ) - A
N
s t - A
N
t t
0
- ) - e
s .
y
1
. ) y
2
. ) - . d
-
t
0
}
exp s
t t
0
> A
N
C
0
r
N
o
L
2
C
3
R ) = t
0
-
A
N
s
o
N
t ) P
N
u
1
t ) u
2
t ) - ) =
u
1
t ) u
2
t ) - o
N
t ) s 1 P
N
- ) u
1
t ) u
2
t ) - ) -
y t ) u
1
u
2
- = s t ) exp
y t ) o
N
t ) e
s t
L
2
u
1
0 ) u
2
0 ) - - s A
N
y . ) . d
0
t
}
-
u
1
t ) u
2
t ) - o
N
t ) L
2
s A
N
- ) t - ) u
1
0 ) u
2
0 ) -
A
N
o
N
. ) s A
N
- ) t . - ) - ) . . d exp
0
t
}
-
-
exp - s
A
N
s u
1
t ) u
2
t ) - 0
1
C
h
a
p
t
e
r
Theorem 9.3 can be presented in another form. Let be a basis
in the space . Let us define linear functionals on
. Theorem 9.3 implies that the asymptotic behaviour of trajectories of
the system is uniquely determined by its values on the functionals .
Therefore, it is natural that the family of functionals is said to be the determin-
ing collection. At present some general approaches have been worked out which
enable us to define whether a particular set of functionals is determining. Chapter 5
is devoted to the exposition of these approaches. It should be noted that for the first
time Theorem 9.3 was proved for the two-dimensional Navier-Stokes system by
C. Foias and D. Prodi (the second assertion) and by O. A. Ladyzhenskaya (the first
assertion).
Concluding the chapter, we would like to note that the list of references given
below does not claim to be full. It contains only references to some monographs and
reviews devoted to the developments of the questions touched on here and compris-
ing intensive bibliography.
e
k
: k 1 d
N
, , =
P
N
0 l
j
u ) u, e
j
) = 0, j =
1 d
N
, , =
0, S
t
) l
j
l
j

References References References References
1. BABIN A. V., VISHIK M. I. Attractors of evolution equations. Amsterdam:
North-Holland, 1992.
2. TEMAM R. Infinite-dimensional dynamical systems in Mechanics and
Physics. New York: Springer, 1988.
3. HALE J. K. Asymptotic behavior of dissipative systems. Providence: Amer.
Math. Soc., 1988.
4. EDEN A., FOIAS C., NICOLAENKO B., TEMAM R. Exponential attractors for dissipa-
tive evolution equations. New York: Willey, 1994.
5. LADYZHENSKAYA O. A. On the determination of minimal global attractors for the
Navier-Stokes equations and other partial differential equations // Russian
Math. Surveys. 1987. Vol. 42. #6. P. 2773.
6. KAPITANSKY L. V., KOSTIN I. N. Attractors of nonlinear evolution equations
and their approximations // Leningrad Math. J. 1991. Vol. 2. P. 97117.
7. CHUESHOV I. D. Global attractors for nonlinear problems of mathematical
physics // Russian Math. Surveys. 1993. Vol. 48. #3. P. 133161.
8. PLISS V. A. Integral sets of periodic systems of differential equations.
Moskow: Nauka, 1977 (in Russian).
9. HALE J. K. Theory of functional differential equations. Berlin; Heidelberg;
New York: Springer, 1977.
C h a p t e r 2
Long-Time Behaviour of Solutions Long-Time Behaviour of Solutions Long-Time Behaviour of Solutions Long-Time Behaviour of Solutions
to a Class of Semilinear Parabolic Equations to a Class of Semilinear Parabolic Equations to a Class of Semilinear Parabolic Equations to a Class of Semilinear Parabolic Equations
C o n t e n t s
. . . . 1 Positive Operators with Discrete Spectrum . . . . . . . . . . . . . . 77
. . . . 2 Semilinear Parabolic Equations in Hilbert Space . . . . . . . . . . 85
. . . . 3 Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 93
. . . . 4 Existence Conditions and Properties of Global Attractor . . 101
. . . . 5 Systems with Lyapunov Function . . . . . . . . . . . . . . . . . . . . . 108
. . . . 6 Explicitly Solvable Model of Nonlinear Diffusion . . . . . . . . . 118
. . . . 7 Simplified Model of Appearance of Turbulence in Fluid . . . 130
. . . . 8 On Retarded Semilinear Parabolic Equations. . . . . . . . . . . . 138
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145
In this chapter we study well-posedness and the asymptotic behaviour of solu-
tions to a class of abstract nonlinear parabolic equations. A typical representative of
this class is the nonlinear heat equation
considered in a bounded domain of with appropriate boundary conditions on
the border . However, the class also contains a number of nonlinear partial dif-
ferential equations arising in Mechanics and Physics that are interesting from the
applied point of view. The main feature of this class of equations lies in the fact that
the corresponding dynamical systems possess a compact absorbing set.
The first three sections of this chapter are devoted to the questions of existence
and uniqueness of solutions and a brief description of examples. They are indepen-
dent of the results of Chapter 1. In the other sections containing the discussion of
asymptotic properties of solutions we use general results on the existence and pro-
perties of global attractors proved in Chapter 1. In Sections 6 and 7 we present two
quite simple infinite-dimensional systems for which the asymptotic behaviour of the
trajectories can be explicitly described. In Section 8 we consider a class of systems
generated by infinite-dimensional retarded equations.
The list of references at the end of the chapter consists only of the books re-
commended for further reading.
1 Positive Operators 1 Positive Operators 1 Positive Operators 1 Positive Operators
with Discrete Spectrum with Discrete Spectrum with Discrete Spectrum with Discrete Spectrum
This section contains some auxiliary facts that play an important role in the subse-
quent considerations related to the study of the asymptotic properties of solutions
to abstract semilinear parabolic equations.
Assume that is a separable Hilbert space with the inner product and
the norm . Let be a selfadjoint positive linear operator with the domain .
An operator is said to have a discrete spectrum discrete spectrum discrete spectrum discrete spectrum if in the space there exists
an orthonormal basis of the eigenvectors:
, , , (1.1)
such that
, . (1.2)
The following exercise contains a simple example of an operator with discrete spec-
trum.
u
t
x

2
u
x
i
2
f x u , ) -
i 1 =
d
_
=
O R
d
O
H
. .
, )
.
A D A )
A H
e
k

e
k
e
j
, )
k j
= Ae
k
/
k
e
k
= k j , 1 2 , , =
0 /
1
/
2
s s /
k
k
lim =
78 Long- Ti me Behavi our of Sol ut i ons t o a Cl as s of Semi l i near Par abol i c Equat i ons
2
C
h
a
p
t
e
r
Let and let be an operator defined by the
equation with the domain which consists of conti-
nuously differentiable functions such that (a) ,
(b) is absolutely continuous and (c) . Show
that is a positive operator with discrete spectrum. Find its eigen-
vectors and eigenvalues.
The above-mentioned structure of the operator enables us to define an operator
for a wide class of functions defined on the positive semiaxis. It can be
done by supposing that
,
, . (1.3)
In particular, one can define operators with . For these ope-
rators are bounded. However, in this case it is also convenient to introduce the line-
als if we regard as a completion of the space with respect to the
norm .
Show that the space with can be identi-
fied with the space of formal series such that
.
Show that for any the operator can be defined on
every space as a bounded mapping from into
such that
, . (1.4)
Show that for all the space is a sepa-
rable Hilbert space with the inner product
and the norm .
The operator with the domain is a positive operator
with discrete spectrum in each space .
Prove the continuity of the embedding of the space into
for , i.e. verify that and .
Prove that is dense in for any .
Exer c i s e 1.1 H L
2
0 1 , ) = A
Au u - = D A )
u x ) u 0 ) u 1 ) 0 = =
u' x ) u L
2
0 1 , ) -
A
A
f A ) f / )
D f A ) ) h c
k
e
k
H: c
k
2
f /
k
) j
2

k 1 =
_
-
k 1 =
_
=
| |
' |
| |
=
f A ) h c
k
f /
k
) e
k
k 1 =
_
= h D f A ) ) -
A
o
o R - o | 0 - =
D A
o
) D A
| -
) H
A
| -
.
Exer c i s e 1.2 .
| -
D A
| -
) = | 0 >
c
k
e
k
_
c
k
2
/
k
2 | -
k 1 =
_

Exer c i s e 1.3 | R - A
|
D A
o
) D A
o
)
D A
o | -
)
A
|
D A
o
) D A
o | -
) = A
|
1
|
2
-
A
|
1
A
|
2
=
Exer c i s e 1.4 o R - .
o
D A
o
)
u v , )
o
A
o
u A
o
v , ) =
u
o
A
o
u =
Exer c i s e 1.5 A .
1 o -
.
o
Exer c i s e 1.6 .
o
.
|
o | > .
o
.
|
c u
|
C u
o
s
Exer c i s e 1.7 .
o
.
|
o | >
Pos i t i ve Oper at or s wi t h Di s cr et e Spect r um 79
Let for . Show that the linear functional
can be continuously extended from the space to
and for any and .
Show that any continuous linear functional on has the
form: , where . Thus, is the space
of continuous linear functionals on .
The collection of Hilbert spaces with the properties mentioned in Exercises 1.71.9
is frequently called a scale scale scale scale of Hilbert spaces. The following assertion on the com-
pactness of embedding is valid for the scale of spaces .
Theorem 1.1.
Let Let Let Let . .. . The The The Then nn n the space is compactly embedded into the space is compactly embedded into the space is compactly embedded into the space is compactly embedded into , ,, , i.e. i.e. i.e. i.e.
every sequence bounded in is compact in every sequence bounded in is compact in every sequence bounded in is compact in every sequence bounded in is compact in . .. .
Proof.
It is well known that every bounded set in a separable Hilbert space is weakly
compact, i.e. it contains a weakly convergent sequence. Therefore, it is sufficient to
prove that any sequence weakly tending to zero in converges to zero with re-
spect to the norm of the space . We remind that a sequence in weakly
converges to an element if for all
.
Let the sequence be weakly convergent to zero in and let
, . (1.5)
Then for any we have
. (1.6)
Here we applied the fact that for
.
Equations (1.5) and (1.6) imply that
.
We fix and choose such that
. (1.7)
Exer c i s e 1.8 f .
o
- o 0 > F g )
f g , ) H .
o -
f g , ) f
o
g
o -
s f .
o
- g .
o -
-
Exer c i s e 1.9 F .
o
F f ) f g , ) = g .
o -
- .
o -
.
o
.
o

o
1
o
2
> .
o
1
.
o
2
.
o
1
.
o
2
.
o
1
.
o
2
f
n
.
o
f .
o
- g .
o
-
f
n
g , )
o
n
lim f g , )
o
=
f
n
.
o
1
f
n
o
1
C s n 1 2 , , =
N
f
n
o
2
2
/
k
2 o
2
f
n
e
k
, )
2 1
N
2 o
1
o
2
- )
/
k
2 o
1
f
n
e
k
, )
2
k N =
_
-
k 1 =
N 1 -
_
s
k N >
/
k
2 o
2
1
/
N
2 o
1
o
2
- )
/
k
2 o
1
s
f
n
o
2
2
/
k
2 o
2
f
n
e
k
, )
2
C/
N
2 o
1
o
2
- ) -
-
k 1 =
N 1 -
_
s
s 0 > N
f
n
o
2
2
/
k
2 o
2
f
n
e
k
, )
2
s -
k 1 =
N 1 -
_
s
2
C
h
a
p
t
e
r
Let us fix the number . The weak convergence of to zero gives us
, .
Therefore, it follows from (1.7) that
.
By virtue of the arbitrariness of we have
.
Thus, Theorem 1.1 is proved.
Show that the resolvent , , is
a compact operator in each space .
We point out several properties of the scale of spaces that are important for
further considerations.
Show that in each space the equation
, ,
defines an orthoprojector onto the finite-dimensional subspace ge-
nerated by the set of elements . Moreover,
for each we have
.
Using the Hlder inequality
, , ,
prove the interpolation inequality
, , .
Relying on the result of the previous exercise verify that
for any the following interpolation estimate holds:
,
where , , and .
Prove the inequality
,
where and is a positive number.
N f
n
f
n
e
k
, )
n
lim 0 = k 1 2 N 1 - , , , =
f
n
o
2
s s
n
lim
s
f
n
o
2 n
lim 0 =
Exer c i s e 1.10 R
/
A ) A / - )
1 -
= / /
k
=
.
o
.
o

Exer c i s e 1.11 .
o
P
l
u u e
k
, ) e
k
k 1 =
l
_
= u .
o
- - o
e
k
k 1 2 l , , , = ,
o
P
l
u u -
o
l
lim 0 =
Exer c i s e 1.12
a
k
b
k
a
k
p
k
_
' !

`
1 p
b
k
q
k
_
' !

`
1 q
s
k
_
1
p
1
q
- 1 = a
k
b
k
0 > ,
A
u
u Au
u
u
1 u -
s 0 u 1 s s u D A ) -
Exer c i s e 1.13
o
1
o
2
R - ,
u
o u )
u
o
1
u
u
o
2
1 u -
s
o u ) uo
1
1 u - ) o
2
- = 0 u 1 s s u .
max o
1
o
2
, )
-
u
o u )
2
s u
o
1
2
C
u
s
u
1 u -
-
u
o
2
2
- s
0 u 1 s
Equations (1.3) enable us to define an exponential operator , , in
the scale . Some of its properties are given in exercises 1.141.17.
For any and the linear operator
maps into and possesses the property
.
The following semigroup property holds:
, .
For any and the following equation is valid:
. (1.8)
For any the exponential operator defines a dissi-
pative compact dynamical system . What can you say
about its global attractor?
Let us introduce the following notations. Let be the space of strongly
continuous functions on the segment with the values in , i.e. they are con-
tinuous with respect to the norm . In particular, Exercise 1.16 means
that if . By we denote the subspace of
that consists of the functions which possess strong (in ) deri-
vatives lying in . The space is defined similarly
for any natural . We remind that the strong derivative (in ) of a function at
a point is defined as an element such that
.
Let for some . Show that
for all , , and . Moreover,
, .
Let be the space of functions on the segment with the values
in for which the integral
exists. Let be the space of essentially bounded functions on
with the values in and the norm
t A - ) exp t 0 >
.
o

Exer c i s e 1.14 o R - t 0 > t A - ) exp
.
o
.
o
o 0 >
(
e
t A -
u
o
s
e
t /
1
-
u
o
s
Exer c i s e 1.15
t
1
A - ) t
2
A - ) exp exp t
1
t
2
- ) A - ) exp = t
1
t
2
0 > ,
Exer c i s e 1.16 u .
o
- o R -
e
t A -
u e
. A -
u -
o
t .
lim 0 =
Exer c i s e 1.17 o R - e
t A -
.
o
e
t A -
, )
C a b .
o
, , )
a b , j .
o
.
o
A
o
.
=
e
t A -
u C R
-
.
o
, ) - u .
o
- C
1
a b .
o
, , )
C a b .
o
, , ) f t ) .
o
f ' t ) C a b .
o
, , ) C
k
a b .
o
, , )
k .
o
f t )
t t
0
= v .
o
-
1
h
f t
0
h - ) f t
0
) - ) v -
o
h 0
lim 0 =
Exer c i s e 1.18 u
0
.
o
- o
e
t A -
u
0
C
k
- .
o
, , ) -
0 > o R - k 1 2 , , =
d
k
t
k
d
e
t A -
u
0
A - )
k
e
t A -
u
0
= k 1 2 , , =
L
2
a b .
o
, , ) a b , j
.
o
u
L
2
a b .
o
, , )
2
u t )
o
2
t d
a
b
}
=
L
a b .
o
, , ) a b , j
.
o
2
C
h
a
p
t
e
r
.
We consider the Cauchy problem
, ; , (1.9)
where and . The weak solution weak solution weak solution weak solution (in ) to this
problem on the segment is defined as a function
(1.10)
such that and equalities (1.9) hold. Here the derivative
is considered in the generalized sense, i.e. it is defined by the equality
, ,
where is the space of infinitely differentiable scalar functions on
vanishing near the points and .
Show that every weak solution to problem (1.9) possesses the
property
. (1.11)
(Hint: first prove the analogue of formula (1.11) for ,
then use Exercise 1.11).
Prove the theorem on the existence and uniqueness of weak
solutions to problem (1.9). Show that a weak solution to this
problem can be represented in the form
. (1.12)
Let and let a function possess the property
for some . Then formula (1.12) gives us a solution to pro-
blem (1.9) belonging to the class
.
Such a solution is said to be strong in .
u
L
a b D A
o
) , , )
ess A
o
u t )
t a b , j -
sup =
y d
t d
Ay - f t ) = t a b , ) - y a ) y
0
=
y .
o
- f t ) L
2
a b F
o 1 2 / -
, , ) - .
o
a b , j
y t ) C a b .
o
, , ) L
2
a b .
o 1 2 / -
, , ) ( -
y d t d / L
2
a b F
o 1 2 / -
, , ) -
y' t ) y d t d /
t ) y' t ) t d
a
b
}
' t ) y t ) t d
a
b
}
- = C
0
a b , ) -
C
0
a b , ) a b , )
a b
Exer c i s e 1.19
y t )
o
2
y . )
o
1
2
-
2
. d
a
t
}
- y
0
o
f . )
o
1
2
-
2
. d
a
t
}
- s
y
n
t ) P
n
y t ) =
Exer c i s e 1.20
y t )
y t ) e
t a - ) A -
y
0
e
t . - ) A -
f . ) . d
a
t
}
- =
Exer c i s e 1.21 y
0
.
o
- f t )
f t
1
) f t
2
) -
o
C t
1
t
2
-
u
s
0 u 1 s
C a b , j .
o
, ) C
1
j a bj .
o
, , ) C j a bj .
o 1 -
, , ) ( (
.
o
The following properties of the exponential operator play an important part
in the further considerations.
Lemma 1.1.
Let be the orthoprojector onto the closure of the span of elements
in and let , . Then
1) for all , and the following inequality holds:
; (1.13)
2) for all , and the following estimate is valid:
, (1.14)
in the case we supose that in (1.14).
Proof.
Estimate (1.13) follows from the equation
.
In the proof of (1.14) we similarly have that
.
This gives us the inequality
.
Since is attained when , we have that
Therefore,
.
This implies estimate (1.14). Lemma 1.1 is proved.
In particular, we note that it follows from (1.14) that
, . (1.15)
e
t A -
Q
N
e
k
k N 1 - > , H P
N
I Q
N
- = N 0 1 2 , , , =
h H - | 0 > t R -
A
|
P
N
e
t A -
h /
N
|
e
/
N
t
h s
h D A
|
) - t 0 > o | >
A
o
Q
N
e
t A -
h
o | -
t
' !
`
o | -
/
N 1 -
o | -
- e
t /
N 1 -
-
A
|
h s
o | - 0 = 0
0
0 =
A
|
P
N
e
t A -
h
2
/
k
2 |
e
2 t /
k
-
h e
k
, )
2
k 1 =
N
_
=
A
o
Q
N
e
t A -
h
2
/
o | -
e
t / -
)
2
/
k
2 |
h e
k
, )
2
k N 1 - =
_
/ /
N 1 -
>
max s
A
o
Q
N
e
t A -
h
1
t
o | -

o | -
e
-
) A
|
h
t /
N 1 -
>
max s
e
-
0 > , max =
e
-
)
/
N 1 -
t >
max
/
N 1 -
t )
e
/
N 1 -
t -
if /
N 1 -
t ; > ,
e
-
if /
N 1 -
t . ,
|
|
'
|
|
=
e
-
)
/
N 1 -
t )
- ) e
/
N 1 -
t -
s
/
N 1 -
t >
max
A
o
e
t A -
h
o | -
t
' !
`
o | -
/
1
o | -
- e
t /
1
-
A
|
h s o | >
2
C
h
a
p
t
e
r
Using estimate (1.15) and the equation
, , ,
prove that
; , (1.16)
provided , where a constant does not depend
on and (cf. Exercise 1.16).
Show that
, , . (1.17)
Lemma 1.2.
Let for . Then there exists a unique solu-
tion to the nonhomogeneous equation
, , (1.18)
that is bounded in on the whole axis. This solution can be
represented in the form
. (1.19)
We understand the solution to equation (1.18) on the whole axis as a function
such that for any the function is a weak solution
(in ) to problem (1.9) on the segment with .
Proof.
If there exist two bounded solutions to problem (1.18), then their diffe-
rence is a solution to the homogeneous equation. Therefore,
for and for any . Hence,
.
If we tend here, then we obtain that . Thus, the bounded so-
lution to problem (1.18) is unique. Let us prove that the function defined
by formula (1.19) is the required solution. Equation (1.15) implies that
for and . Therefore, integral (1.19) exists and it can be uniform-
ly estimated with respect to as follows:
Exer c i s e 1.22
e
t A -
u e
s A -
u - Ae
. A -
u . d
s
t
}
- = t s > u .
|
-
e
t A -
u e
s A -
u -
u
C
u o ,
t s -
o u -
u
o
s t s , 0 >
u o 1 u - s C
u o ,
t s
Exer c i s e 1.23
A
o
e
t A -
o
t
' !
`
o
e
o -
s t 0 > o 0 >
f t ) L
R .
o -
, ) - 0 1 s
v t ) C R .
o
, ) -
v d
t d
Av - f t ) = t R -
.
o
v t ) e
t . - ) - A
f . ) . d
-
t
}
=
v t ) -
C R .
o
, ) - a b v t )
.
o 1 2 / -
a b , j y
0
v a ) =
w t ) w t ) =
t t
0
- ) A - w t
0
) exp = t t
0
> t
0
A
o
w t ) e
t t
0
- ) /
1
-
A
o
w t
0
) Ce
t t
0
- ) /
1
-
s s
t
0
- w t ) 0 =
v t )
A
o
e
t . - ) A -

t . -
' !
`
/
1
- e
t . - ) /
1
-
ess A
o -
f . )
. R -
sup s
t . > 0 1
t
Semi l i near Par abol i c Equat i ons i n Hi l ber t Space 85
,
where for and
for .
The continuity of the function in follows from the following equation
that can be easily verified:
.
This also implies (see Exercise 1.18) that is a solution to equation (1.18).
Lemma 1.2 is proved.
2 Semilinear Parabolic 2 Semilinear Parabolic 2 Semilinear Parabolic 2 Semilinear Parabolic Equations Equations Equations Equations
in Hilbert Space in Hilbert Space in Hilbert Space in Hilbert Space
In this section we prove theorems on the existence and uniqueness of solutions to
an evolutionary differential equation in a separable Hilbert space of the form
, , (2.1)
where is a positive operator with discrete spectrum and is a nonlinear
continuous mapping from into , , possessing the property
(2.2)
for all and from the domain of the operator and such that
. Here is a nondecreasing function of the parameter that does
not depend on and is a norm in the space .
A function is said to be a mild solution mild solution mild solution mild solution (in ) to problem (2.1) on the
half-interval if it lies in for every and for all
satisfies the integral equation
. (2.3)
The fixed point method enables us to prove the following assertion on the local
existence of mild solutions.
A
o
v t )
1 k -
/
1
1 -
ess A
o -
f . )
. R -
sup s
k 0 = 0 =
k
s
-
e
s -
s d
0
}
= 0 1
v t ) .
o
v t ) e
t t
0
- ) A -
v t
0
) e
t . - ) A -
g . ) . d
t
0
t
}
- =
v t )
H
u d
t d
Au - B u t , ) = u
t s =
u
0
=
A B
. .
, )
D A
u
) R - H 0 u 1 s
B u
1
t , ) B u
2
t , ) - M ) A
u
u
1
u
2
- ) s
u
1
u
2
.
u
D A
u
) = A
u
A
u
u
j
s M )
t
.
H
u t ) .
u
s s T) - , C s s T' .
u
, - , ) T' T
t s s T) - , -
u t ) e
t s - ) A -
u
0
e
t . - ) A -
B u . ) . , ) . d
s
t
}
- =
2
C
h
a
p
t
e
r
Theorem 2.1.
Let Let Let Let . .. . Then there exists depending on and such that Then there exists depending on and such that Then there exists depending on and such that Then there exists depending on and such that
problem problem problem problem (2.1) possesses a unique mild solution on the half-interval possesses a unique mild solution on the half-interval possesses a unique mild solution on the half-interval possesses a unique mild solution on the half-interval
. .. . Moreover, either or the solution cannot be continued Moreover, either or the solution cannot be continued Moreover, either or the solution cannot be continued Moreover, either or the solution cannot be continued
in up to the moment in up to the moment in up to the moment in up to the moment . .. .
Proof.
On the space we define the mapping
.
Let us prove that for any . Assume that
and . It is evident that
. (2.4)
By virtue of (1.8) we have that if then
.
Therefore, it is sufficient to estimate the second term in (2.4). Equation (1.15) im-
plies that
(2.5)
(if , then the coefficient in the braces should be taken to be equal to 1). Thus,
maps into itself. Let . In
we consider a ball of the form
.
Let us show that for small enough the operator maps into itself and is con-
tractive. Since for , equation (2.2) gives
u
0
.
u
- T
*
u u
0
u
s s T
*
) - , T
*
=
.
u
t s T
*
- =
C
s u ,
C s s T .
u
, - , )
G u j t ) e
t s - ) A -
u
0
e
t . - ) A -
B u . ) . , ) . d
s
t
}
- =
G u j t ) C s s T .
u
, - , ) - T 0 > t
1
t
2
, -
s s T - , j - t
1
t
2
G u j t
2
) e
t
2
t
1
- ) A -
G u j t
1
) e
t
2
. - ) A -
B u . ) . , ) . d
t
1
t
2
}
- =
t
2
t
1
,
G u j t
1
) e
t
2
t
1
- ) A -
G u j t
1
) -
u
0
e
t
2
. - ) A -
B u . ) . , ) . d
t
1
t
2
}
u
s
u
t
2
. -
' !
`
u
/
1
u
- . d
t
1
t
2
}
B u . ) . , )
. s s T - , j -
max
t
2
t
1
-
1 u - u
u
1 u -
/
1
u
t
2
t
1
-
u
-
| |
' |
| |
B u . ) . , )
. s s T - , j -
max
s
s
s
u 0 =
G C
s u ,
C s s T .
u
, - , ) = v
0
t ) e
t s - ) A -
u
0
= C
s u ,
U u t ) C
s u ,
: u v
0
-
C
s u ,
u t ) v
0
t ) -
u
1 s
s s T - , j
max -
| |
' |
| |
=
T G U
u
C
s u ,
1 u
0
u
- s u U -
for all , where is a fixed number. Therefore, with the help of (2.5) we find
that
.
Similarly we have
for . Consequently, if we choose such that
and ,
we obtain that is a contractive mapping of into itself. Therefore, possesses
a unique fixed point in . Thus, we have constructed a solution on the seg-
ment . Taking as an initial moment, we can construct a solution
on the segment with the initial condition .
If we continue our reasoning, then we can construct a solution on some maximal half-
interval . Moreover, it is possible that . Theorem 2.1 is proved.
Let and let be such that is
the maximal half-interval of the existence of the mild solution
to problem (2.1). Then we have either and
or .
Using equations (1.16) and (2.5), prove that for any mild solu-
tion to problem (2.1) on the estimate
, , (2.6)
is valid, provided , , and .
Let and let be a mild solution to problem (2.1)
on the half-interval . Then
for any , , and . Moreover, equations (2.1)
are valid if they are understood as the equalities in and , re-
spectively.
It is frequently convenient to use the Galerkin method in the study of properties of
mild solutions to the problem of the type (2.1). Let be the orthoprojector in
B u . ) . , )
. s s T - , j -
max B 0 . , )
1 u
0
u
- ) M 1 u
0
u
- ) C T
0
u
0
u
, )
-
-
. s s T - , j -
max s
T T
0
s T
0
G u j v
0
-
C
s u ,
T
1 u -
C
1
T
0
u u
0
u
, , ) s
G u j G v j -
C
s u ,
T
1 u -
C
2
T
0
u , ) M 1 u
u
- ) u v -
C
s u ,
s
u v , U - T
1
T
1
1 u -
C
1
T
0
u u
0
u
, , ) 1 s T
1
1 u -
C
2
T
0
u , ) M 1 u
0
u
- ) 1
G U G
U C
s u ,
c
s s T
1
- , j s T
1
-
s T
1
- s T
1
T
2
- - , j u
0
u s T
1
- ) =
s s T
*
) - , T
*
=
Exer c i s e 2.1 u
0
.
u
- T
*
T
*
u u
0
, ) = s s T
*
) - ,
u t )
T
*
u t )
u
t s T
*
-
lim =
, = T
*
=
Exer c i s e 2.2
u t ) s s T
*
) - ,
u t ) u . ) -
o
C u o T , , ) t . -
u o -
s t . , s s T - , j -
u
0
.
u
- 0 o u s s T T
*
s
Exer c i s e 2.3 u
0
.
u
- u t )
s s T
*
) - ,
u t ) C s s T - .
u
, , ) C s s T - , - .
1 o -
, )
C
1
s s T - , - .
o -
, )
( (
(
-
o 0 > 0 T T T
*
.
o -
.
u
P
m
H
2
C
h
a
p
t
e
r
onto the span of elements . Galerkin approximate solution Galerkin approximate solution Galerkin approximate solution Galerkin approximate solution
of the order of the order of the order of the order with respect to the basis is defined as a continuously diffe-
rentiable function
(2.7)
with the values in the finite-dimensional space that satisfies the equations
, , . (2.8)
It is clear that (2.8) can be rewritten as a system of ordinary differential equa-
tions for the functions .
Show that problem (2.8) is equivalent to the problem of find-
ing a continuous function with the values in that satis-
fies the integral equation
. (2.9)
Using the method of the proof of Theorem 2.1, prove the local
solvability of problem (2.9) on a segment , where the pa-
rameter can be chosen to be independent of . Moreover,
the following uniform estimate is valid:
, , (2.10)
where is a constant.
The following assertion on the convergence of approximate functions to exact ones
holds.
Theorem 2.2.
Let Let Let Let . .. . Assume that there exists a sequence of approximate solu- Assume that there exists a sequence of approximate solu- Assume that there exists a sequence of approximate solu- Assume that there exists a sequence of approximate solu-
tions on a segment for which estimate tions on a segment for which estimate tions on a segment for which estimate tions on a segment for which estimate (2.10) is valid. Then is valid. Then is valid. Then is valid. Then
there exists a mild solution to problem there exists a mild solution to problem there exists a mild solution to problem there exists a mild solution to problem (2.1) on the segment on the segment on the segment on the segment
and and and and
, ,, , (2.11)
where where where where is a is a is a is a positive constant independent of positive constant independent of positive constant independent of positive constant independent of . .. .
e
1
e
2
e
m
, , ,
m e
k

u
m
t ) g
k
t ) e
k
k 1 =
m
_
=
P
m
H
d
t d
u
m
t ) Au
m
t ) - P
m
B u
m
t ) t , ) = t s > u
m
t s =
P
m
u
0
=
g
k
t )
Exer c i s e 2.4
u
m
t ) P
m
H
u
m
t ) e
t s - ) A -
P
m
u
0
e
t . - ) A -
P
m
B u
m
. ) . , ) . d
s
t
}
- =
Exer c i s e 2.5
s s T - , j
T 0 > m
u
m
t )
u
s s T - , j
max R m 1 2 3 , , , =
R 0 >
u
0
.
u
-
u
m
t ) s s T - , j
u t ) s s T - , j
u t ) u
m
t ) -
u
C 1 P
m
- ) u
0
u
1
/
m 1 -
1 u -
-
' !
`
s
s s T - , j
max
C C u R T , , ) = s
Proof.
Let . We use (2.9), (1.14) and (1.17) to find that for we have
Therefore, equations (2.2) and (2.10) give us that
(2.12)
where
.
It is evident that . By changing the variable in the integral
, we obtain
.
Thus, equation (2.12) implies
Hence, if we use Lemma 2.1 which is given below, we can find that
(2.13)
n m > u 0 >
u
n
t ) u
m
t ) -
u
P
n
P
m
- ) u
0
u

u
t . -
' !
`
u
/
m 1 -
u
- e
/
m 1 -
t . - ) -
B u
n
. ) . , ) . d
s
t
}

e
u -
u
t . -
' !
`
u
B u
n
. ) . , ) B - u
m
. ) . , ) . . d
s
t
}
-
- -
-
s
u
n
t ) u
m
t ) -
u
P
n
P
m
- ) u
0
u
s
B 0 . , )
s s T - , j
max M R ) R -
' !
`
J
m
t s , )
M R ) u
u
e
u -
t . - )
u -
u
n
. ) u
m
. ) -
u
. , d
s
t
}
-
- -
-
J
m
t s , )
u
t . -
' !
`
u
/
m 1 -
u
- e
/
m 1 -
t . - ) -
. d
s
t
}
=
J
m
t s , ) J
m
t - , ) s
, /
m 1 -
t . - ) =
J
m
t - , ) /
m 1 -
1 - u -
1 u
u
,
u -
e
, -
, d
0
}
-
' !

`
/
m 1 -
1 - u -
1 k - ) =
u
n
t ) u
m
t ) -
u
P
n
P
m
- ) u
0
u
a
1
u R , )
/
m 1 -
1 u -

a
2
u R , ) t . - )
u -
u
n
. ) u
m
. ) -
u
. . d
s
t
}
- -
-
s
u
n
t ) u
m
t ) -
u
C P
n
P
m
- ) u
0
u
1
/
m 1 -
1 u -
-
' !
`
s
2
C
h
a
p
t
e
r
for all , where is a constant depending on , , and . It is also
evident that estimate (2.13) remains true for . It means that the sequence of
approximate solutions is a Cauchy sequence in the space .
Therefore, there exists an element such that equation
(2.11) holds. Estimates (2.10) and (2.11) enable us to pass to the limit in (2.9) and
to obtain equation (2.3) for . Theorem 2.2 is proved.
Show that if the hypotheses of Theorem 2.2 hold, then the es-
timate
is valid with . Here and are constants independent
of , , and .
The following assertion provides a simple sufficient condition of the global solvability
of problem (2.1).
Theorem 2.3.
Assume that the constant in Assume that the constant in Assume that the constant in Assume that the constant in (2.2) does not depend on does not depend on does not depend on does not depend on , ,, , i.e. the i.e. the i.e. the i.e. the
mapping satisfies the global Lipschitz condition mapping satisfies the global Lipschitz condition mapping satisfies the global Lipschitz condition mapping satisfies the global Lipschitz condition
(2.14)
for all with some constant for all with some constant for all with some constant for all with some constant . .. . Then problem Then problem Then problem Then problem (2.1) has a unique has a unique has a unique has a unique
mild solution on the half-interval mild solution on the half-interval mild solution on the half-interval mild solution on the half-interval , ,, , provided provided provided provided . .. . Moreover, Moreover, Moreover, Moreover,
for any two solutions and the estimate for any two solutions and the estimate for any two solutions and the estimate for any two solutions and the estimate
, ,, , , ,, , (2.15)
holds, where and holds, where and holds, where and holds, where and are constants that depend on are constants that depend on are constants that depend on are constants that depend on , ,, , , ,, , and only and only and only and only. .. .
The proof of this theorem is based on the following lemma (see the book by Henry [3],
Chapter 7).
Lemma 2.1.
Assume that is a continuous nonnegative function on the interval
such that
, , (2.16)
where and . Then there exists a constant
such that
. (2.17)
t s s T - , j - C 0 > u R T
u 0 =
u
m
t ) C s s T .
u
, - , )
u t ) C s s T .
u
, - , ) -
u t )
Exer c i s e 2.6
u t ) u
m
t ) -
o
s s T - , j
max
a
1
/
m 1 -
u o -
1 P
m
- ) u
0
u
a
2
/
m 1 -
1 o -
- s
0 o u s s a
1
a
2
u R T
M )
B u t , )
B u
1
t , ) B u
2
t , ) - M u
1
u
2
-
u
s
u
j
.
u
- M 0 >
s -) , u
0
.
u
-
u
1
u
2
u
1
t ) u
2
t ) -
u
a
1
e
a
2
t s - )
u
1
s ) u
2
s ) -
u
s t s >
a
1
a
2
u /
1
M
t )
0 T , )
t ) c
0
t

0
-
c
1
t . - )

1
-
. ) . d
0
t
}
- s t 0 T , ) -
c
0
c
1
, 0 > 0
0

1
1 , s K =
K
1
c
1
T , , ) =
t )
c
0
1
0
-
t

0
-
K
1
c
1
T , , ) s
Proof of Theorem 2.3.
Let be a solution to problem (2.1) on the maximal half-interval of its exis-
tence . Assume that . Condition (2.14) gives us that
for all and . Therefore, from (2.3) and (1.15) we find that
.
Hence, for we have that
.
Therefore, Lemma 2.1 implies that the value is bounded on which
is impossible (see Exercise 2.1). Thus, the solution exists for any half-interval
. For the proof of estimate (2.15) we note that, as above, inequalities (2.3)
and (1.15) for the function give us that
.
If we apply Lemma 2.1, we find that
for .
Therefore, the estimate
holds for , where is natural and . Thus, Theorem 2.3
is proved.
Using estimate (1.14), prove that if the hypotheses of Theo-
rem 2.3 hold, then the inequality
(2.18)
is valid for any two solutions and . Here
and is the orthoprojector onto the span of , the num-
ber is the same as in (2.15) and depends on , , and .
Let us consider one more case in which we can guarantee the global solvability
of problem (2.1). Assume that condition (2.2) holds for and
u t )
s s T - , ) T
B u t , ) B 0 t , ) M u
u
- M
0
T ) M u
u
- s s
u .
u
- t 0 T , j -
u t )
u
u
0
u
u
t . -
' !
`
u
/
1
u
- M
0
T ) M u . )
u
- ) . d
s
t
}
- s
t s s T - , j -
u t )
u
C
0
u
0
u
T u , , ) C
1
T u , ) t . - )
u -
u . )
u
. d
s
t
}
- s
u t )
u
s s T - , )
s s T - , )
w t ) u
1
t ) u
2
t ) - =
w t )
u
w s )
u
u
t . -
' !
`
u
/
1
u
- M w . )
u
. d
s
t
}
- s
w t )
u
C u /
1
M , , ) w s ) s s t s 1 - s s
w t )
u
C
n 1 -
w s )
u
C t s - ) C ln exp w s )
u
s s
t s n o - - = n 0 o 1 s s
Exer c i s e 2.7
Q
N
u
1
t ) u
2
t ) - )
u
e
/
N 1 -
t s - ) -
a
3
/
N 1 -
1 u -
e
a
2
t s - )
-
| |
' |
| |
u
1
s ) u
2
s ) -
u
s
s
u
1
t ) u
2
t ) Q
N
I P
N
- =
P
N
e
1
e
N
,
a
2
a
3
/
1
u M
u 1 2 / =
2
C
h
a
p
t
e
r
, (2.19)
where satisfies the global Lipschitz condition (2.14) with and
is a potential operator on the space . This means that there exists
a Frecht differentiable functional on such that , i.e.
.
Theorem 2.4.
Let Let Let Let (2.2) be valid with be valid with be valid with be valid with and let decomposition and let decomposition and let decomposition and let decomposition (2.19) take place. take place. take place. take place.
Assume that the functional is bounded below on Assume that the functional is bounded below on Assume that the functional is bounded below on Assume that the functional is bounded below on . .. . Then prob- Then prob- Then prob- Then prob-
lem lem lem lem (2.1) has a unique mild solution on an has a unique mild solution on an has a unique mild solution on an has a unique mild solution on an
arbitrary segment arbitrary segment arbitrary segment arbitrary segment . .. .
Proof.
Let be an approximate solution to problem (2.1) on a segment ,
where does not depend on (see Exercise 2.5):
, . (2.20)
Multiplying (2.20) by scalarwise in the space , we find that

Since is bounded below, we obtain that
with constants and independent of , where
.
Therefore, Gronwalls lemma gives us that
for all in the segment of the existence of approximate solutions. Firstly,
this estimate enables us to prove the global existence of approximate solutions
(cf. Exercise 2.1). Secondly, by virtue of the continuity of the functional on
Theorem 2.2 enables us to pass to the limit on an arbitrary seg-
ment and prove the global solvability of limit problem (2.1). Theorem 2.4
is proved.
B u ) B
0
u ) - B
1
u t , ) - =
B
1
u t , ) u 1 2 / =
B
0
u ) V .
1 2 /
=
F u ) V B
0
u ) F' u ) =
1
v
1 2 /
F u v - ) F u ) - B
0
u ) v , ) -
v
1 2 /
0
lim 0 =
u 1 2 / =
F u ) V .
1 2 /
=
u t ) C s s T - , j D A
1 2
) ) , -
s s T - , j
u
m
t ) s s T - , j
T m
d
t d
u
m
t ) Au
m
t ) - P
m
B u
m
t ) t , ) = u
m
s ) P
m
u
0
=
u
m
t )
d
t d
u
m
t ) = H
u
m
2 d
t d
1
2
A
1 2
u
m
2
F u
m
) -
| |
' |
| |
- B
1
u
m
t , ) u
m
, )
1
2
u
m
2
B
1
0 t , )
2
M
2
A
1 2
u
m
2
. - -
s
s
=
F u )
d
t d
W u
m
t ) ) aW u
m
t ) ) b B
1
0 t , )
2
- - s
a b m
W u )
1
2
A
1 2
u
2
F u ) - =
W u
m
t ) ) W u
m
s ) )
b
a
-
' !
`
e
a t s - )
2 e
a t . - )
B
1
0 . , )
2
. d
s
t
}
- s
t s s T - , j
W
V .
1 2 /
= m
s s T - , j
Exampl es 93
Let be a mild solution to problem (2.1) such that
for . Use Lemma 2.1 to prove that
, (2.21)
for all , where is a positive constant.
Let and be solutions to problem (2.1) with the ini-
tial conditions and such that
for lying in a segment . Then
,
, .
Thus, if and the hypotheses of Theorem 2.3 or 2.4 hold, then equa-
tion (2.1) generates a dynamical system with the evolutionary operator
which is defined by the equality , where is the solution to problem
(2.1). The semigroup property of follows from the assertion on the uniqueness
of solution.
Show that Theorem 2.4 holds even if we replace the assump-
tion of semiboundedness of by the condition
for some and .
3 Examples 3 Examples 3 Examples 3 Examples
Here we consider several examples of an application of theorems of Section 2. Our
presentation is brief here and is organized in several cycles of exercises. More de-
tailed considerations as well as other examples can be found in the books by Henry,
Babin and Vishik, and Temam from the list of references to Chapter 2 (see also Sec-
tions 6 and 7 of this chapter).
We first remind some definitions and notations. Let be a domain in
. The Sobolev space of the order is defined
by the formula
,
where , , ,
, .
The space is a separable Hilbert space with the inner product
Exer c i s e 2.8 u t )
u t )
u
C
T
s s t s T - s s
u t )
o
C
T
t
u o -
u
0
u
s t s s T - , j -
u o 1 s C
T
C
T
o u , ) =
Exer c i s e 2.9 u t ) v t )
u
0
v
0
, .
u
- u t )
u
v t )
u
- C
T
s
t s s T - , j
u t ) v t ) -
o
C
T
u o , ) t
u o -
u
0
v
0
-
u
s
t s s T - , j - u o 1 s
B u t , ) B u )
.
u
S
t
, ) S
t
S
t
u
0
u t ) = u t )
S
t
Exer c i s e 2.10
F u ) F u ) >
o A
1 2
u
2
- | - > o 1 2 / | 0 >
O R
d
d 1 > ) H
m
O ) m m 0 1 2 , , , = )
H
m
O ) f L
2
O ) : D
j
f L
2
O ) j m s - - =
j j
1
j
2
j
d
, , , ) = j
k
0 1 2 , , , = j j
1
j
d
- - =
D
j
f
x
1
j
1
x
2
j
2
x
d
j
d
f x ) = x x
1
x
d
, , ) =
H
m
O )
2
C
h
a
p
t
e
r
.
Below we also use the space which is constructed as the closure in
of the set of infinitely differentiable functions with compact support. For
more detailed information we refer the reader to the handbooks on the theory of So-
bolev spaces.
E x a m p l e 3.1 (nonlinear heat equation)
(3.1)
Here is a bounded domain in , is the Laplace operator, and is a posi-
tive constant. Assume that is a continuous function of its vari-
ables which satisfies the Lipschitz condition
(3.2)
with an absolute constant . It is clear that the operator defined by
the formula
,
can be estimated as follows:
. (3.3)
Here and below is the norm in the space . It is well-known that
the operator with the Dirichlet boundary condition on is a positive
operator with discrete spectrum. Its domain is . More-
over, . We also note that
, .
Therefore, equation (3.3) for gives us the estimate
,
where is the first eigenvalue of the operator with the Dirichlet boundary
condition on . Therefore, we can apply Theorem 2.3 with to prob-
lem (3.1). This theorem guarantees the existence and uniqueness of a mild solu-
tion to problem (3.1) in the space .
u v , )
m
D
j
u x ) D
j
v x ) x d
O
}
j m s
_
=
H
0
m
O ) H
m
O )
C
0
O )
t
u xû f t x u Vu , , , ) , x O t 0 , > , - - =
u
O
0 u
t 0 =
, u
0
. = =
|
|
'
|
|
O R
d
^ x
f t x u p , , , )
f t x u p , , , ) f t x u q , , , ) - K u
1
u
2
-
2
p
j
q
j
-
2
j 1 =
d
_
-
' !

`
1 2
s
K B u t , )
B u t , ) x ) f t x u x ) Vu x ) , , , ) =
B u
1
t , ) B u
2
t , ) - K u
1
u
2
-
2
x
j
u
1
u
2
- )
2
j
_
-
' !
`
1 2
s
.
H L
2
O ) =
A ^ - = O
D A ) H
2
O ) H
0
1
O ) ( =
D A
1 2
) H
0
1
O ) =
A
1 2
u
2
Au u , )
u
x
j
' !
`
2
x d
O
}
j 1 =
d
_
= = u D A
1 2
) - H
0
1
O ) =
B u t , )
B u
1
t , ) B u
2
t , ) - K
1
/
1
1 -
' !
`
1 2
A
1 2
u s
/
1
^ -
O u 1 2 / =
C R
-
H
0
1
O ) , )
Exampl es 95
Assume that is a continuous func-
tion of its arguments satisfying the global Lipschitz condition with
respect to the variable . Prove the global theorem on the existence
of mild solutions to problem (3.1) in the space .
E x a m p l e 3.2
Let us consider problem (3.1) in the case of one spatial variable:
(3.4)
Assume that is a continuously differentiable function with respect to
the variable and , where is a function bounded on
every compact set of the real axis. We also assume that the function
is continuous and possesses property (3.2). For any element
the following estimates hold:
and ,
where . Therefore, it is easy to find that the inequality
(3.5)
is valid for
,
provided Here is the norm in the space
and . Equation (3.5) and Theo-
rem 2.1 guarantee the local solvability of problem (3.4) in the space .
Moreover, if the function
is bounded below, then we can use Theorem 2.4 to obtain the assertion on the
existence of mild solutions to problem (3.4) on an arbitrary segment .
It should be noted that the reasoning in Example 3.2 is also valid for several spatial
variables. However, in order to ensure the fulfilment of the estimate of the form (3.5)
one should impose additional conditions on the growth of the function .
For example, we can require that the equation
be fulfilled, where if and is an arbitrary number if .
In this case the inequality of the form (3.5) follows from the Hlder inequality and
Exer c i s e 3.1 f t x u p , , , ) f t x u , , )
u
H L
2
O ) =
t
u x
x
2
u g x u , ) - f t x u
x
u , , , ) , t 0 x 0 1 , ) - , > - =
u
x 0 =
u
x 1 =
0 u
t 0 =
, u
0
. = = =
|
|
'
|
|
g x u , )
u g
u
' x u , ) h u ) s h u )
f t x u p , , , )
u D A
1 2
) - =
H
0
1
0 1 , ) =
u x )
0 1 , j
max u'
L
2
0 1 , )
s u
L
2
0 1 , )
u'
L
2
0 1 , )
s
u
x
u =
B u
1
t , ) B u
2
t , ) - M ) A
1 2
u
1
u
2
- ) s
B u t , ) g x u x ) , ) f t x u x ) u' x ) , , , ) - - =
A
1 2
u
j
u
j
' . s
.
H =
L
2
0 1 , ) = M ) h , ) : , sup K 2 - =
H
0
1
O )
. x y , ) g x , , ) , d
0
y
}
=
0 T , j
h u )
h u ) C
1
C
2
u
p
- s
p 2 d 2 - ) / s d 2 > p d 2 =
2
C
h
a
p
t
e
r
the continuity of the embedding of the space into , where
if and is an arbitrary number if , .
The results shown in Examples 3.1 and 3.2 also hold for the systems of parabo-
lic equations. For example, a system of reaction-diffusion equations
(3.6)
can be considered in a smooth bounded domain . Here
and is a continuous function from into such
that
, (3.7)
where is a constant, , and is an outer normal to .
Prove the global theorem on the existence and uniqueness of
mild solutions to problem (3.6) in
.
E x a m p l e 3.3 (nonlocal Burgers equation).
(3.8)
Here is a continuous function with the values in ,
,
and is a positive parameter. Exercises 3.33.6 below answer the question
on the solvability of problem (3.8).
Prove the local existence of mild solutions to problem (3.8)
in the space . Hint:
, ,
.
Consider the Galerkin approximate solutions to problem (3.8)
.
Write out the system of ordinary differential equations to determine
. Prove that this system is locally solvable.
H
1
O ) L
q
O ) q =
2 d d 2 - ) / = d dim O 2 > = q d 2 = q 1 >
t
u xû f t u Vu , , ) , - =
u
n
O
0 , u
t 0 =
u
0
x ) , = =
|
|
'
|
|
O R
d
c u u
1
u
2
, , , =
u
m
) f t u , , , ) R
-
R
m 1 - ) d
- R
m
f t u , , , ) f t v , , ) - M u v - , - - ) s
M u v , R
m
- , , R
md
- n O
Exer c i s e 3.2
.
1 2 /
H
1
O ) j
m
H
1
O ) - - =
H
1
O ) -
u
t
xu
xx
m u , ) u
x
- - f t ) , 0 x l , t 0 > =
u
x 0 =
u
x l =
0 , u
t 0 =
u
0
. = = =
|
'
|
f t ) L
2
0 l , )
m L
2
0 l , ) - m u , ) m x ) u x t , ) x d
0
l
}
=
x
Exer c i s e 3.3
.
1 2 /
H
0
1
0 l , ) =
A x
xx
2
- = D A ) H
2
0 l , ) H
0
1
0 l , ) ( =
B u ) m u , ) u
x
- f t ) - =
Exer c i s e 3.4
u
m
t ) u
m
t x , )
2
l
g
k
t )
k
l
x sin
k 1 =
m
_
=
g
k
t )
Exampl es 97
Prove that the equations
(3.9)
and
(3.10)
are valid for any interval of the existence of the approximate solution
. Here is the norm in .
Use equations (3.9) and (3.10) to prove the global existence
of the Galerkin approximate solutions to problem (3.8) and to obtain
the uniform estimate of the form
, (3.11)
for any .
Thus, Theorem 2.2 guarantees the global existence and uniqueness of weak solu-
tions to problem (3.8) in .
E x a m p l e 3.4 (Cahn-Hilliard equation).
(3.12)
where , and are constants. The result of the cycle of Exercises
3.73.10 is a theorem on the existence and uniqueness of solutions to problem
(3.12).
Prove that the estimate
is valid for any two functions and smooth on . Use
this estimate to ascertain that problem (3.12) is locally uniquely
solvable in the space
(Hint: , ).
Exer c i s e 3.5
1
2
d
t d
u
m
t )
2
x
x
u
m
t )
2
- f t ) u
m
t ) , ) =
d
t d

x
u
m
t )
2
x
xx
2
u
m
t )
2
-
2
x
m u , )
2
x
u
m
t )
2
f t )
2
-
' !
`
s
s
u
m
t )
.
L
2
0 l , )
Exer c i s e 3.6
x
u
m
t ) C
x
u
0
T , ) s t 0 T , j -
T 0 >
.
1 2 /
H
0
1
0 l , ) =
u
t
x
x
4
u
x
2
u
3
au
2
b u - - ) - - 0 , x 0 l , ) - , t 0 , > =
x
u
x 0 =

x
3
u
x 0 =
0 ,
x
u
x l =

x
3
u
x l =
0 , = = = =
u
t 0 =
u
0
x ) , =
|
|
|
'
|
|
|
x 0 > a, b R -
Exer c i s e 3.7
x
2
u v )
2
C u
2
x
2
u
2
- ) v
2
x
2
v
2
- ) s
u x ) v x ) 0 l , j
V u H
2
0 l , ) : u
x
x 0 =
u
x
x l =
0 = = -
| |
' |
| |
=
x
x
4
1 A - V D A
1 2
) =
2
C
h
a
p
t
e
r
Let us consider the Galerkin approximate solution to problem (3.12):
.
Prove that the equality
(3.13)
holds for any interval of the existence of approximate solutions
. Here and
. (3.14)
In particular, equation (3.13) implies that approximate solutions exist for any seg-
ment . For they can be estimated as follows:
, , (3.15)
where the number does not depend on .
Using (3.15) show that the inequality
,
holds for any interval and for any approximate solution
to problem (3.12). (Hint: first prove that
).
Using Theorem 2.2 and the result of the previous exercise,
prove the global theorem on the existence and uniqueness of weak
solutions to the Cahn-Hilliard equation (3.12) in the space (see
Exercise 3.7).
E x a m p l e 3.5 (abstract form of two-dimensional system
of Navier-Stokes equations)
In a separable Hilbert space we consider the evolutionary equation
, , (3.16)
u
m
t )
u
m
t ) u
m
t x , )
1
l
g
0
t )
2
l
g
k
t )
k
l
x cos
k 1 =
m
_
- =
Exer c i s e 3.8
d
t d
W u
m
t ) )
x
x
x
2
u
m
t x , ) p u
m
t x , ) ) - j
' !
`
2
x d
0
l
}
- 0 =
u
m
t ) p u ) u
3
au
2
b - - =
W u )
x
2
u
x
2 1
4
u
4
a
3
u
3
b
2
u
2
- - -
' !
`
x d
0
l
}
=
0 T , j u
0
V -
x
u
m
t ) u
m
t x , )
x 0 l , j -
max - C
T
s t 0 T , j -
C
T
m
Exer c i s e 3.9
d
t d

x
2
u
m
t )
2
x
4
u
m
t )
2
- C
T
1
x
2
u
m
t )
2
- ) s t 0 T , j -
0 T , )
u
m
t ) u'
L
4
0 l , )
2
s
C u x ) u'
L
2
0 l , )
0 l , j
max s
Exer c i s e 3.10
V
H
u d
t d
xAu b u u , ) - - f t ) = u
t 0 =
u
0
=
Exampl es 99
where is a positive operator with discrete spectrum, is a positive parame-
ter and is a bilinear mapping from into
for all (3.17)
and such that for all the estimates
, (3.18)
and
, , (3.19)
hold. We also assume that is a continuous function with the values in .
Prove that Theorem 2.1 on the local solvability with
is applicable to problem (3.16), where is a number
from the interval .
Let be the basis of eigenvectors of the operator , let be
the corresponding eigenvalues and let be the orthoprojector onto the span
of . We consider the Galerkin approximations of problem (3.16):
(3.20)
Show that the estimates
(3.21)
and
(3.22)
are valid for an arbitrary interval of the existence of solutions to prob-
lem (3.20). Here . Using these estimates, prove
the global solvability of problem (3.20).
Show that the estimate
(3.23)
holds for a solution to problem (3.20).
A x
b u v , ) D A
1 2
) D A
1 2
) - .
1 2 / -
=
D A
1 2 -
) =
b u v , ) v , ) 0 = u v D A
1 2
) - ,
u v D A ) - ,
b u v , ) C
A
1 2 / -
u A
1 2 / -
v s 0
1
2

A
|
b u v , ) C
| ,
A
1 2 / ) -
u A
1 2 / | -
v s 0 |
1
2
s s 0
1
2
s
f t ) H
Exer c i s e 3.11 u =
1 2 / | - = |
0 1 2 / , )
e
k
A 0 /
1
/
2
s s
P
m
e
1
e
m
, ,
d
t d
u
m
t ) xAu
m
t ) P
m
b u
m
t ) u
m
t ) , ) - - P
m
f t ) , =
u
m
0 ) P
m
u
0
. =
|
|
'
|
|
Exer c i s e 3.12
u
m
t )
2
x A
1 2
u
m
. )
2
. d
0
t
}
- u
0
2 1
/
1
x
f . )
2
. d
0
t
}
- s
u
m
t )
2
u
m
0 )
2
e
/
1
x t -
1
/
1
F
x
' !
`
2
1 e
/
1
xt -
- ) - s
F A
1 2 -
f t )
t 0 >
sup =
Exer c i s e 3.13
d
t d
A
1 2
u
m
t )
2
x Au
m
t )
2
-
2
x
b u
m
t ) u
m
t ) , )
2
f t )
2
- )
s
s
2
C
h
a
p
t
e
r
Using the interpolation inequality (see Exercise 1.13) and estimate (3.18), it is easy
to find that
.
Therefore, equation (3.23) implies that
, (3.24)
where . Hence, Gronwalls inequality gives
us that
.
It follows from equation (3.21) that the value is uniformly bounded with
respect to on an arbitrary segment . Consequently, the uniform estimates
, , (3.25)
are valid for any and .
Using equations (3.23) and (3.25), prove that if
then
,
for any .
Let and let . Prove that
Use the results of Exercises 3.14 and 3.15 and inequality
(3.19) to prove the global existence of mild solutions to problem
(3.16) in the space , provided that
and is a continuous function with the values in . Here
is an arbitrary number from the interval .
b u u , )
2
C u A
1 2
u
2
Au
C
x

' !
`
2
u
2
A
1 2
u
4 x
2
4
Au
2
- s s
d
t d
A
1 2
u
m
t )
2
o
m
t ) A
1 2
u
m
t )
2 2
x
f t )
2
- s
o
m
t ) 2 C
2
x
3
/ ) u
m
t )
2
A
1 2
u
m
t )
2
=
A
1 2
u
m
t )
2
A
1 2
u
0
2
o
m
. ) . d
0
t
}
| |
| |
' |
| |
| |
exp
2
x
f . )
2
o
m
, ) , d
0
t
}
| |
| |
' |
| |
| |
exp . d
0
t
}
- s
o
m
. ) . d
0
t
}
m 0 T , j
A
1 2
u
m
t ) C
T
s t 0 T , j - u
0
D A
1 2
) -
T 0 > m 1 2 , , =
Exer c i s e 3.14 u
0
-
D A
1 2
) , -
d
t d
A
1 2
u
m
t )
2 x
2
Au
m
t )
2
- C
T
s t 0 T , j -
T 0 >
Exer c i s e 3.15 0 |
1
2
A
|
f t )
2
0 T , j
sup C
T
s
d
t d
A
1 2 / | -
u
m
t )
2
x A
1 | -
u
m
t )
2
-
C
1
A
|
b u
m
t ) u
m
t ) , )
2
C
T
. -
s
s
Exer c i s e 3.16
D A
1 2 / | -
) u
0
D A
1 2 / | -
) -
f t ) D A
|
)
| 0 1 2 / , )
Exi s t ence Condi t i ons and Pr oper t i es of Gl obal At t r a ct or 101
4 Existence Conditions and Properties 4 Existence Conditions and Properties 4 Existence Conditions and Properties 4 Existence Conditions and Properties
of Global Attractor of Global Attractor of Global Attractor of Global Attractor
In this section we study the asymptotic properties of the dynamical system genera-
ted by the autonomous equation
, , (4.1)
where, as before, is a positive operator with discrete spectrum and is
a nonlinear mapping from into such that
(4.2)
for all possessing the property , .
We assume that problem (4.1) has a unique mild (in ) solution on for any
. The theorems that guarantee the fulfilment of this requirement and also
some examples are given in Sections 2 and 3 of this chapter. It should be also noted
that in this section we use some results of Chapter 1 for the proof of main assertions.
Further triple numeration is used in the references to the assertions and formulae
of Chapter 1 (first digit is the chapter number).
Let be a dynamical system with the evolutionary operator defined
by the formula , where is a mild solution to problem (4.1).
As shown in Chapter 1, for the system to possess a compact global attrac-
tor, it should be dissipative. It turns out that the condition of dissipativity is not only
necessary, but also sufficient in the class of systems considered.
Lemma 4.1.
Let be dissipative and let be its absorbing
ball. Then the set is absorbing for all ,
where
. (4.3)
Proof.
Using equation (2.3) and estimate (1.17), we have
,
where . Let be a bounded set in . Then for all
and . Therefore, the estimate
,
holds for . Hence, for all . This implies the
assertion of the lemma.
u d
t d
Au - B u ) = u
t 0 =
u
0
=
A B u )
.
u
H
B u
1
) B u
2
) - M ) A
u
u
1
u
2
- ) s
u
1
u
2
.
u
- , D A
u
) = A
u
u
j
s 0 u 1 s
.
u
R
-
u
0
.
u
-
.
u
S
t
, ) S
t
S
t
u
0
u t ) = u t )
.
u
S
t
, )
.
u
S
t
, ) B
0
u: A
u
u R
0
s =
B
o
u: A
o
u R
o
s = o u 1 , ) -
R
o
o u - )
o u -
R
0
o
o
1 o -
B u ) : u .
u
A
u
u R
0
s , - sup - =
A
o
u t 1 - ) o u - )
o u -
A
u
u t )
o
t 1 . - -
' !
`
o
B u t ) ) t d
t
t 1 -
}
- s
u t ) S
t
u
0
= B .
u
S
t
y
u
R
0
s
t t
B
> y B -
B u t ) ) B u ) : u B
0
- sup s t t
B
>
u t ) S
t
y = A
o
u t 1 - ) R
o
s t t
B
>
2
C
h
a
p
t
e
r
Theorem 4.1.
Assume that the dynamical system generated by problem Assume that the dynamical system generated by problem Assume that the dynamical system generated by problem Assume that the dynamical system generated by problem (4.1)
is is is is dissipative. Then it is compact and possesses a connected compact global dissipative. Then it is compact and possesses a connected compact global dissipative. Then it is compact and possesses a connected compact global dissipative. Then it is compact and possesses a connected compact global
attractor attractor attractor attractor . .. . This attractor is a bounded set in for and has This attractor is a bounded set in for and has This attractor is a bounded set in for and has This attractor is a bounded set in for and has
a finite fractal dimension a finite fractal dimension a finite fractal dimension a finite fractal dimension. .. .
Proof.
By virtue of Theorem 1.1 the space is compactly embedded into for
. Therefore, Lemma 4.1 implies that the dynamical system is com-
pact. Hence, Theorem 1.5.1 gives us that possesses a connected compact
global attractor . Evidently, for all , where is defined
by equality (4.3). Thus, we should only establish the finite dimensionality of the at-
tractor. Let us apply the method used in the proof of Theorem 1.9.1 and based on
Theorem 1.8.1. Let and be semitrajectories of the dynamical system
such that for all , . Then equations (2.3) and
(1.17) give us that
.
Using Lemma 2.1, we find that for all such that the following
estimate holds:
for ,
where the constant depends on and . Therefore,
for
for the considered and . Consequently,
,
where is an integer part of the number . Thus, the estimate of the form
(4.4)
is valid, where the constants and depend on and . Similarly, Lemma 1.1
gives
(4.5)
for all such that , where and is the ortho-
projector onto the first eigenvectors of the operator . If we substitute equation
(4.4) in the right-hand side of inequality (4.5), then we obtain that
.
u
S
t
, )
) .
o
u o 1 s
.
o
.
u
o u > .
u
S
t
, )
.
u
S
t
, )
) A
o
u R
o
s u ) - R
o
S
t
u
1
S
t
u
2
.
u
S
t
, ) S
t
u
j
u
R s t 0 > j 1 2 , =
S
t
u
1
S
t
u
2
-
u
u
1
u
2
-
u
M R ) u
u
t . - )
u -
S
t
u
1
S
t
u
2
-
u
t d
0
t
}
- s
u
j
.
u
- S
t
u
j
u
R s
S
t
u
1
S
t
u
2
-
u
C u
1
u
2
-
u
s 0 t 1 s s
C u R
S
t
u
1
S
t
u
2
-
u
C S
.
u
1
S
.
u
2
-
u
s 0 . t . 1 - s s s
u
1
u
2
S
t
u
1
S
t
u
2
-
u
C S
t j
u
1
S
t j
u
2
-
u
C
t j 1 -
u
1
u
2
-
u
s s
t j t
S
t
u
1
S
t
u
2
-
u
Ce
at
u
1
u
2
-
u
s
C a u R
Q
N
S
t
u
1
S
t
u
2
- )
u
e
/
N 1 -
t -
u
1
u
2
-
u

M R )
u
t . -
' !
`
u
/
N 1 -
u
- e
/
N 1 -
t . - ) -
S
.
u
1
S
.
u
2
-
u
. d
0
t
}
-
-
s
u
1
u
2
, .
u
- S
t
u
j
u
R s Q
N
I P
N
- = P
N
N A
,
where
.
After the change of variable it is easy to find that
. Therefore,
(4.6)
for all such that . Hence, there exist and such
that
, ,
for all such that . However, the attractor lies in the ab-
sorbing ball . Therefore, this estimate and inequality (4.4) mean that the hypo-
theses of Theorem 1.8.1 hold for the mapping . Hence, the attractor has
a finite fractal dimension. It can be estimated with the help of the parameters in in-
equalities (4.4) and (4.6). Thus, Theorem 4.1 is proved.
Equations (4.4) and (4.6) which are valid for any enable us to prove the exis-
tence of a fractal exponential attractor of the dynamical system in the same
way as in Section 9 of Chapter 1.
Theorem 4.2.
Assume that the dynamical system generated by problem Assume that the dynamical system generated by problem Assume that the dynamical system generated by problem Assume that the dynamical system generated by problem (4.1)
is dissipative. Then it possesses a fractal exponential attractor ( is dissipative. Then it possesses a fractal exponential attractor ( is dissipative. Then it possesses a fractal exponential attractor ( is dissipative. Then it possesses a fractal exponential attractor (inertial inertial inertial inertial
set). set). set). set).
Proof.
It is sufficient to verify that the hypotheses of Theorem 1.9.2 (see (1.9.12)
(1.9.14)) hold for . Let us show that
,
can be taken for the compact in (1.9.12)(1.9.14). Here is a number from the
interval and is defined by formula (4.3). We choose the parameter
such that for . Since is a bounded invariant set,
equation (4.4) is valid for any with some constants and . It is also
easy to verify that is a compact. Indeed, let . Then , there-
with we can assume that , and either or
. In the first case with the help of (4.4) we have
Q
N
S
t
u
1
S
t
u
2
- )
u
e
/
N 1 -
t -
CM R ) e
at
J
N
t ) - ) u
1
u
2
-
u
s
J
N
t )
u
t . -
' !
`
u
/
N 1 -
u
- e
/
N 1 -
t . - ) -
. d
0
t
}
=
, /
N 1 -
t . - ) = J
N
t ) s
C
0
/
N 1 -
1 - u -
s
Q
N
S
t
u
1
S
t
u
2
- )
u
e
/
N 1 -
t -
C R u , )
/
N 1 -
1 u -
e
at
-
' !

`
u
1
u
2
-
u
s
u
1
u
2
, .
u
- S
t
u
j
u
R s t
0
0 > N
Q
N
S
t
0
u
1
S
t
0
u
2
- )
u
u
1
u
2
-
u
s 0 1
u
1
u
2
, .
u
- S
t
u
j
u
R s )
B
0
V S
t
0
= )
R 0 >
.
u
S
t
, )
.
u
S
t
, )
.
u
S
t
, )
K S
t
B
o
t t
0
>
[
= B
o
u: A
o
u R
o
s =
K o
u 1 , ) R
o
t
0
t
0
B
o
) = S
t
K B
o
c t t
0
> K
u
1
u
2
, K - C a
K k
n
K c k
n
S =
t
n
y
n
k
n
w y
n
y B
o
- t
n
t
*

t
n

2
C
h
a
p
t
e
r
.
Therefore, . In the second case
.
Here is the omega-limit set for the semitrajectories emanating from .
Thus, is a compact invariant absorbing set. In particular this means that condition
(1.9.12) is fulfilled, therewith we can take any number for . Conditions (1.9.13)
and (1.9.14) follow from equations (4.4) and (4.6). Consequently, it is sufficient
to apply Theorem 1.9.2 to conclude the proof of Theorem 4.2.
Thus, the dissipativity of the dynamical system generated by problem (4.1)
guarantees the existence of a finite-dimensional global attractor and an inertial set.
Under some additional conditions concerning the requirement of dissipativity
can be slightly weakened. We give the following definition. Let . The dynami-
cal system is said to be -dissipative dissipative dissipative dissipative if there exists such that
for any set bounded in there exists such that
for all and .
Lemma 4.2.
Assume that satisfies the global Lipschitz condition
. (4.7)
Let the dynamical system generated by mild solutions to prob-
lem (4.1) be -dissipative for some . Then is
a compact dynamical system, i.e. it possesses an absorbing set which is
compact in .
Proof.
By virtue of Lemma 4.1 it is sufficient to verify that the system is
dissipative (i.e. -dissipative). If we use expression (2.3) and equation (1.17),
then we obtain
for positive and . Here . Since we
have the estimate

S
t
n
y
n
S
t
*
y -
u
Ce
at
n
y
n
y -
u
S
t
n
y S
t
*
y -
u
- s
k
n
S =
t
n
y
n
S
t
*
y K -
w S
t
n
y
n
n
lim m B
o
) S
t
0
B
o
) K c c - =
m B
o
) B
o
K
0 >
.
u
S
t
, )
B u )
o u s
.
u
S
t
, ) .
o
R
o
*
0 >
B .
o
t
0
t
0
B ) =
A
o
S
t
y S
t
y
o
R
o
*
s y B .
u
( - t t
0
>
B u )
B u
1
) B u
2
) - M A
u
u
1
u
2
- ) s
.
u
S
t
, )
.
o
o u 1 u , - j - .
u
S
t
, )
.
u
.
u
S
t
, )
.
u
A
u
u t s - )
u o -
s
' !
`
u o -
A
o
u t )
u
t s . - -
' !
`
u
B u . ) ) . d
t
t s -
}
- s
t s u t ) S
t
u
0
= B u ) B 0 ) M A
u
u , - s
A
u
u t s - )
1
s
' !
`
u o -
u o - )
u o -
A
o
u t ) B 0 )
u
u
1 u -
-
| |
' |
| |
- s
for . Hence, we can apply Lemma 2.1 to obtain
, .
Therefore, if for and , then the latter in-
equality gives us that
for ,
i.e. is a dissipative system. Lemma 4.2 is proved.
Show that the assertion of Lemma 4.2 holds if instead of (4.7)
we suppose that , where possesses
property (4.7) and is such that
.
The following assertion contains a sufficient condition of dissipativity of the dynami-
cal system generated by problem (4.1).
Theorem 4.3.
Assume that condition Assume that condition Assume that condition Assume that condition (4.2) is fulfilled with and is fulfilled with and is fulfilled with and is fulfilled with and
is a potential operator from into (the prime stands for is a potential operator from into (the prime stands for is a potential operator from into (the prime stands for is a potential operator from into (the prime stands for
the Frecht derivative) the Frecht derivative) the Frecht derivative) the Frecht derivative). .. . Let Let Let Let
, ,, , (4.8)
for all for all for all for all , ,, , where where where where , ,, , , ,, , , ,, , and and and and are real parameters, therewith are real parameters, therewith are real parameters, therewith are real parameters, therewith
and and and and . .. . Then the dynamical system is dissipative in Then the dynamical system is dissipative in Then the dynamical system is dissipative in Then the dynamical system is dissipative in . .. .
Proof.
In view of Theorem 2.4 conditions (4.8) guarantee the existence of the evolu-
tionary operator . Let us verify the dissipativity. As in the proof of Theorem 2.4 we
consider the Galerkin approximations . It is evident that
and
.
If we add these equations and use (4.8), then we obtain that
.
M
u
s . -
' !
`
u
A
u
u t . - ) . d
0
s
}
-
0 s 1 s s
A
u
u t s - ) C u o M , , ) 1 A
o
u t ) - ) s
o u -
s 0 s 1 s s
S
t
u
0
o
R
o
*
s t t
0
B ) > u
0
B .
u
( -
S
t
u
0
u
C u o M , , ) 1 R
o
*
- ) s t 1 t
0
B ) - >
.
u
S
t
, )
Exer c i s e 4.1
B u ) B
1
u ) B
2
u ) - = B
1
u )
B
2
u )
B
2
u ) : A
o
u R
o
*
s sup
u 1 2 / = B u ) =
F' u ) - = .
1 2 /
H
F u ) o - > F' u ) u , ) |F u ) - A
1 2
u
2
- - >
u .
1 2 /
- o |
| 0 > 1 .
1 2 /
S
t
u
m
t )
1
2
d
t d
u
m
t )
2
A
1 2
u
m
t )
2
F' u
m
) u
m
, ) - - 0 =
d
t d
1
2
A
1 2
u
m
t )
2
F u
m
t ) ) -
' !
`
u
m
t )
2
- 0 =
d
t d
1
2
u
m
2 1
2
A
1 2
u
m
2
F u
m
) - -
| |
' |
| |
1 - ) A
1 2
u
m
2
|F u
m
) s - -
2
C
h
a
p
t
e
r
Let
.
Therefore, it is clear that
with some positive constants and that do not depend on . This (cf. Exer-
cise 1.4.1) easily implies the dissipativity of the system , moreover,
. (4.9)
Theorem 4.3 is proved.
Show that the assertion of Theorem 4.3 holds if (4.2) is ful-
filled with and
,
where possesses properties (4.8) and satisfies the esti-
mate for small enough.
Let us look at the examples of Section 3 again. We assume that the function
(4.10)
in Example 3.1 possesses property (3.2) and
(4.11)
for all , where is the first eigenvalue of the operator with the
Dirichlet boundary condition on . Here and are positive constants.
Using the Galerkin approximations of problem (3.1) and Lem-
ma 4.2, prove that the dynamical system generated by equation (3.1)
is dissipative in under conditions (3.2), (4.10), and (4.11).
Therefore, if conditions (3.2), (4.10) and (4.11) are fulfilled, then the dynamical sys-
tem generated by a mild (in ) solution to problem (3.1) posses-
ses both a finite-dimensional global attractor and an inertial set.
Prove that equation (4.11) holds if
,
where are real constants and the function possesses
the property
V u )
1
2
u
2 1
2
A
1 2
u
2
F u ) o - - - =
d
t d
V u
m
t ) ) mV u
m
t ) ) - C s
m C m
.
1 2 /
S
t
, )
1
2
A
1 2
S
t
u
2
V u
0
) e
mt -
C
m
1 e
mt -
- ) - s
Exer c i s e 4.2
u 1 2 / =
B u ) F' u ) - B
0
u ) - =
F u ) B
0
u )
B
0
u ) C
s
s A
1 2
u - s s 0 >
f t x u p , , , ) f x u p , , )
f x u x ) u x ) V , , ) u x ) x d
O
}
/
1
- ) u
2
x ) x d
O
}
C - s
u H
0
1
O ) - /
1
^ -
O C
Exer c i s e 4.3
H
0
1
O )
H
0
1
O ) S
t
, ) H
0
1
O )
Exer c i s e 4.4
f x u Vu , , ) f
0
x u , ) a
j
u
x
j
j 1 =
d
_
- =
a
j
f
0
x u , )
,
for any .
Consider the dynamical system generated by problem (3.4).
In addition to the hypotheses of Example 3.2 we assume that
and the function possesses the pro-
perties
,
for some positive , , and . Then the dynamical system genera-
ted by (3.4) is dissipative in .
Find the analogue of the result of Exercise 4.5 for the system
of reaction-diffusion equations (3.6).
Using equations (3.9) and (3.10) prove that the dynamical
system generated by the nonlocal Burgers equation (3.8) with
is dissipative in .
Let us consider a dynamical system generated by the Cahn-Hilliard equation
(3.12). We remind that
.
Let the function be defined by equality (3.14). Show
that for any positive and the set
(4.12)
is a closed invariant subset in for the dynamical system
generated by problem (3.12).
Prove that the dynamical system generated by
the Cahn-Hilliard equation on the set defined by (4.12) is dis-
sipative (Hint: cf. Exercise 3.9).
In conclusion of this section let us establish the dissipativity of the dynamical system
generated by the abstract form of the two-dimensional Navier-
Stokes system (see Example 3.5) under the assumption that .
We consider the dynamical system generated by the Galerkin approxi-
mations (see (3.20)) of problem (3.16).
f x u , ) u /
1
- ) u
2
C - s u R -
x O -
Exer c i s e 4.5
f t x u
x
u , , , ) 0 g x u , )
g x , , ) , d
0
y
}
o - > yg x y , ) | g x , , ) , d
0
y
}
- - >
o |
H
0
1
0 1 , )
Exer c i s e 4.6
Exer c i s e 4.7
f t )
f L
2
0 l , ) - H
0
1
O )
V S
t
, )
V u H
2
0 l , ) : u
x
x 0 =
u
x
x l =
0 = = -
| |
' |
| |
=
Exer c i s e 4.8 W u )
R o
X
o R ,
u V: W u ) R, u x ) x d
0
l
}
o s s -
| |
| |
' |
| |
| |
=
V V S
t
, )
Exer c i s e 4.9 X
o R ,
S
t
, )
X
o R ,
D A
1 2 / | -
) S
t
, )
f t ) f D A
|
) -
P
m
H S
t
m
, )
2
C
h
a
p
t
e
r
Using (3.24) prove that
(4.13)
for all , where and are constants independent of .
With the help of (3.21), (3.22) and (4.13) verify the property
of dissipativity of the system in the space
. Deduce its dissipativity (Hint: see Exercise 3.143.16).
Thus, the dynamical system generated by the two-dimensional Navier-Stokes equa-
tions possesses both a finite-dimensional compact global attractor and an inertial set.
5 Systems with 5 Systems with 5 Systems with 5 Systems with Lyapunov Function Lyapunov Function Lyapunov Function Lyapunov Function
In this section we consider problem (4.1) on the assumption that condition (4.2)
holds with and is a potential operator, i.e. there exists a functional
on such that its Frecht derivative possesses the pro-
perty
, . (5.1)
Below we also assume that the conditions
, (5.2)
are fulfilled for all , where , , and . On the one
hand, these conditions ensure the existence and uniqueness of mild (in )
solutions to problem (4.1) (see Theorem 2.4). On the other hand, they guarantee
the existence of a finite-dimensional global attractor for the dynamical system
generated by problem (4.1) (see Theorem 4.3). Conditions (5.1) and
(5.2) enable us to obtain additional information on the structure of attractor.
Theorem 5.1.
Assume that conditions Assume that conditions Assume that conditions Assume that conditions (5.1), ,, , (5.2), ,, , and and and and (4.2) hold with hold with hold with hold with . .. . Then Then Then Then
the global attractor of the dynamical system the global attractor of the dynamical system the global attractor of the dynamical system the global attractor of the dynamical system generated by generated by generated by generated by
Exer c i s e 4.10
t A
1 2
S
t
m
u
0
2
c
0
A
1 2
S
.
m
u
0
2
. d
0
1
}
-
' !

`
c
1
S
.
m
u
0
2
A
1 2
S
.
m
u
0
' !
`
2
. d
0
1
}
| |
| |
' |
| |
| |
exp -
- s
0 t 1 s c
0
c
1
m
Exer c i s e 4.11
D A
1 2 / | -
) S
t
, )
D A
1 2 /
)
u 1 2 / = B u )
F u ) .
1 2 /
D A
1 2
) = F' u )
B u ) F' u ) - = u D A
1 2
) -
F u ) o - > F' u ) u , ) |F u ) - A
1 2
u
2
- - >
u D A
1 2
) - o R - , | 0 > 1
D A
1 2
)
)
.
1 2 /
S
t
, )
u 1 2 / =
) .
1 2 /
S
t
, )
Sys t ems wi t h Lyapunov Funct i on 109
problem problem problem problem (4.1) is a bounded set in and it coincides with the un- is a bounded set in and it coincides with the un- is a bounded set in and it coincides with the un- is a bounded set in and it coincides with the un-
stable manifold emanating from the set of fixed points of the system, i.e. stable manifold emanating from the set of fixed points of the system, i.e. stable manifold emanating from the set of fixed points of the system, i.e. stable manifold emanating from the set of fixed points of the system, i.e.
, ,, , (5.3)
where (for the definition of see Secti- where (for the definition of see Secti- where (for the definition of see Secti- where (for the definition of see Secti-
on on on on 6 of Chapter of Chapter of Chapter of Chapter 1). ). ). ).
The proof of the theorem is based on the following lemmata.
Lemma 5.1.
Assume that a semitrajectory possesses the property
for all , where . Then
(5.4)
for all .
Proof.
For the sake of definiteness we assume that . Equation (2.3) im-
plies that
.
Since
,
equation (1.17) gives us that
This implies estimate (5.4).
Lemma 5.2.
There exists such that the set is absorbing
for the dynamical system .
Proof.
By virtue of Theorem 4.3 the system is dissipative. Therefore, it
follows from Lemma 4.1 that is an absorbing set,where
.
1
D A ) =
) M
-
) =
z D A ) : Az B z ) = - = M
-
)
u t ) S
t
u
0
=
A
o
u t ) R
o
s t 0 > 1 2 / o 1
A
1 2
u t ) u s ) - ) C R
o
) t s -
o 1 2 / -
s
t s , 0 >
t s 0 > >
u t ) u s ) - e
t s - ) A -
I - ) u s ) e
t . - ) A -
B u . ) ) . d
s
t
}
- =
e
t s - ) A -
I - Ae
t . - ) A -
. d
s
t
}
- =
A
1 2
u t ) u s ) - ) c
0
t . - )
o 3 2 / -
. A
o
u s )
c
1
t . - )
1 2 -
. B u . ) ) .
. 0 >
max d
s
t
}
-
-
d
s
t
}
s
R
1
0 > B
1
u: Au R
1
s =
.
1 2 /
S
t
, )
.
1 2 /
S
t
, )
B
o
u: A
o
u R
o
s =
2
C
h
a
p
t
e
r
is defined by (4.3), . Thus, to prove the lemma it is sufficient to
consider semitrajectories possessing the property , .
Let us present the solution in the form
Using Lemma 5.1 we find that
.
This implies that
, ,
provided that for . Therefore, the assertion of Lemma 5.2
follows from Lemma 4.1.
The boundedness of the attractor in follows from Lemma 5.2. Let us
prove (5.3). We consider the Galerkin approximation of solutions to problem
(4.1):
, .
Here is the orthoprojector onto the span of . Let
, . (5.5)
It is clear that
.
This implies that
for and for any , where is the orthoprojector onto the span of
. With the help of Theorem 2.2 and due to the continuity of the func-
R
o
1 2 / o 1
u t ) A
o
u t ) R
o
s t 0 >
u t )
u t ) e
t s - ) A -
u s ) e
t . - ) A -
B u . ) ) B u t ) ) - . d
s
t
}

A
1 -
1 e
t s - ) A -
- ) B u t ) ) .
- -
-
=
Au t ) C
0
t s - )
1 2 -
R
1 2 /
C
1
R
o
) t . - )
3
2
- o -
. d
s
t
}
C
2
R
1 2 /
) - - s
Au t 1 - ) C R
o
) s t 0 >
A
o
u t ) R
o
s t 0 >
) D A )
u
m
t )
u
m
t ) d
t d
Au
m
t ) - P
m
B u
m
t ) ) = u
m
0 ) P
m
u
0
=
P
m
e
1
e
2
e
m
, , ,
V u )
1
2
Au u , ) F u ) - = u .
1 2 /
- D A
1 2
) =
d
t d
V u
m
t ) ) Au
m
t ) F' u
m
t ) ) u
m
t ) , - ) P
m
Au
m
t ) B u
m
t ) ) - j
2
- = =
V u
m
t ) ) V u
m
s ) ) - P
m
Au
m
. ) B u
m
. ) ) - j
2
. d
s
t
}
- s =
P
N
Au
m
. ) B u
m
. ) ) - )
2
. d
s
t
}
- s
t s > N m s P
N
e
1
e
N
, ,
tional we can pass to the limit in the latter equation. As a result,
we obtain the estimate
, , (5.6)
for any solution to problem (4.1) and for any . If the semitrajectory
lies in the attractor , then we can pass to the limit in (5.6)
and obtain the equation
(5.7)
for any and . Equation (5.7) implies that the functional
defined by equality (5.5) is the Lyapunov function of the dynamical system
on the attractor . Therefore, Theorem 1.6.1 implies equation (5.3).
Using (5.6) show that any solution to problem (4.1) with
possesses the property
, .
Prove the validity of inequality (5.7) for any solution to prob-
lem (4.1).
Using the results of Exercises 5.1 and 1.6.5 show that if the
hypotheses of Theorem 5.1 hold, then a global minimal attractor
of the system has the form
.
Prove that the assertions of Theorems 4.3 and 5.1 hold if we
consider the equation
, (5.8)
instead of problem (4.1). Here is an arbitrary element from and
possesses properties (5.1), (5.2) and (4.2) with
(Hint: ).
Let be an evolutionary operator of problem (5.8). Show
that for any there exist numbers and such
that
,
provided , (Hint: ).
V u ) m
V u t ) ) P
N
Au . ) B u . ) ) - )
2
. d
s
t
}
- V u s ) ) s t s >
u t ) N 1 >
u t ) S
t
u
0
= ) N
V u t ) ) Au . ) B u . ) ) -
2
. d
s
t
}
- V u s ) ) s
t s 0 > > u t ) ) - V u )
.
1 2 /
S
t
, ) )
u
0
.
1 2 /
-
Au . )
2
. d
0
t
}
t 0 >
u t )
Exer c i s e 5.2
)
min
.
1 2 /
S
t
, )
)
min
w D A ) : Aw B w ) - 0 = - =
Exer c i s e 5.3
u d
t d
Au - B u ) h - = u
t 0 =
u
0
=
h H
B u ) u 1 2 / =
V
h
u ) V u ) h u , ) - =
Exer c i s e 5.4 S
t
R 0 > a
R
0 > b
R
0 >
A
1 2
S
t
u
1
S
t
u
2
- ) b
R
e
a
R
t
A
1 2
u
1
u
2
- ) s
A
1 2
u
j
R s j 1 2 , = V
h
S
t
u
j
) V
h
u
j
) C
R
s s
2
C
h
a
p
t
e
r
Theorem 5.1 and the reasonings of Section 6 of Chapter 1 reduce the question on the
structure of global attractor to the problem of studying the properties of stationary
points of the dynamical system under consideration. Under some additional condi-
tions on the operator it can be proved in general that the number of fixed
points is finite and all of them are hyperbolic. This enables us to use the results of
Section 6 of Chapter 1 to specify the attractor structure. For some reasons (they will
be clear later) it is convenient to deal with the fixed points of the dynamical system
generated by problem (5.8).
Thus we consider the equation
, , (5.9)
where as before is a positive operator with discrete spectrum, is a nonline-
ar mapping possessing properties (5.1), (5.2) and (4.2) with , and is an
element of .
Lemma 5.3.
For any problem (5.9) is solvable. If is a bounded set in ,
then the set of solutions to equation (5.9) is bounded in
for . If is compact in , then is compact in .
Proof.
Let us consider a continuous functional
(5.10)
on . Since for all , the functional
(5.11)
In particular, this means that is bounded below. Let us consider the func-
tional on the subspace ( is the orthoprojector onto the span
of elements , as before). By virtue of (5.11) there exists a mini-
mum point of this functional in which obviously satisfies the equa-
tion
. (5.12)
Equation (5.11) also implies that
B u )
L u ) Au B u ) - h = u D A ) -
A B u )
u 1 2 / = h
H
h H - M H
L
1 -
M ) D A )
h M - M H L
1 -
M ) D A )
W u )
1
2
Au u , ) F u ) h u , ) - - =
.
1 2 /
D A
1 2
) = F u ) o - > u .
1 2 /
- W u )
W u )
1
2
A
1 2
u
2
o - A
1 2 -
h A
1 2
u -
1
4
A
1 2
u
2
o - A
1 2 -
h
2
. -
> >
>
W u )
W u ) P
m
.
1 2 /
P
m
e
1
e
2
e
m
, , ,
u
m
P
m
.
1 2 /
Au
m
P
m
B u
m
) - P
m
h =
1
4
A
1 2
u
m
2
W u
m
) o A
1 2 -
h
2
- -
W u ) : u P
m
H - inf o A
1 2 -
h
2
. - -
s s
s
Hence,
with a constant independent of . Thus, equations (5.12) and (4.2) give us
that
.
Therefore, if , then . This estimate enables us to extract
a weakly convergent (in ) subsequence and to pass to the limit as
in (5.12) with the help of Theorem 1.1. Thus, the solvability of equation
(5.9) is proved. It is obvious that every limit (in ) point of the sequence
if . (5.13)
This means that the complete preimage of any bounded set in is
bounded in . Now we prove that the mapping is proper proper proper proper, i.e. the pre-
image is compact for a compact . Let be a sequence from
. Then the sequence lies in the compact and therefore there
exist an element and a subsequence such that
as . By virtue of (5.13) we can also assume that is a weakly con-
vergent sequence in . If we use the equation
, ,
Theorem 1.1, and property (4.2) with , then we can easily prove that
the sequence strongly converges in to a solution to the equation
. Lemma 5.3 is proved.
Lemma 5.4.
In addition to (5.1), (5.2), and (4.2) with we assume that the
mapping is Frecht differentiable, i.e. for any there
exists a linear bounded operator from into such that
(5.14)
for every , such that . Then the operator
is a Fredholm operator for any .
We remind that a densely defined closed linear operator in is said to be Fred- Fred- Fred- Fred-
holm holm holm holm (of index zero) if
(a) its image is closed; and
(b) .
Proof of Lemma 5.4.
It is clear that the operator has the structure
A
1 2
u
m
F 0 ) o A
1 2 -
h
2
- - C 1 A
1 2 -
h
2
- ) s s
C m
Au
m
B u
m
) h - B 0 ) h M A
1 2
u
m
) A
1 2
u
m
- - s s
h R s Au
m
C R ) s
D A ) u
m
k

k
D A ) u
u
m

Au C
R
s h R s
L
1 -
M ) M H
D A ) L
L
1 -
M ) M u
n

L
1 -
M ) L u
n
) M
h M - n
k
L u
n
k
) h - 0
k Au
n
k

D A )
Au
n
k
B u
n
k
) - h - 0 k
u 1 2 / =
u
n
k
D A ) u
L u ) h =
u 1 2 / =
B
.
) u .
1 2 /
-
B' u ) .
1 2 /
H
B u v - ) B u ) - B' u ) v - o A
1 2
v ) =
v .
1 2 /
- A
1 2
v 1 s A B' u ) -
u .
1 2 /
- D A
1 2
) =
G H
Ker G dim Ker G
*
dim =
G A B' u ) -
2
C
h
a
p
t
e
r
,
where is a bounded operator in . By virtue of Theorem
1.1 the operator is compact. This implies the closedness of the
image of . Moreover, it is obvious that
and
.
Therefore, the Fredholm alternative for the compact operator gives us that
.
Let us introduce the notion of a regular value regular value regular value regular value of the operator seen as an ele-
ment possessing the property that for every the
operator is invertible on . Lemmata 5.3 and 5.4 enable us to use
the Sard-Smale theorem (for the statement and the proof see, e.g., the book by
A. V. Babin and M. I. Vishik [1]) and state that the set of regular values of the
mapping is an open everywhere dense set in . The following
assertion is valid for regular values of the operator .
Lemma 5.5.
Let be a regular value of the operator . Then the set of solutions to
equation (5.9) is finite.
Proof.
By virtue of Lemma 5.3 the set is compact. Since
, the operator is invertible on for . It is also
evident that has a domain . Therefore, by virtue of the uniform
boundedness principle is a bounded operator for . Hence,
it follows from (5.14) that
for any and in . This implies that for every there exists a vicinity
that does not contain other points of the set . Therefore, the compact set
has no condensation points. Hence, consists of a finite number of elements.
In order to prove the hyperbolicity (for the definition see Section 6 of Chapter 1) of
fixed points we should first consider linearization of problem (5.8) at these points.
Assume that the hypotheses of Lemma 5.4 hold and is a stationary solu-
tion. We consider the problem
G A C A
1 2
- A
1 2
I A
1 2 -
C - ) A
1 2
= =
C H C B' u ) A
1 2 -
= )
K A
1 2 -
C =
G
Ker G dim Ker I K - ) dim =
Ker G
*

dim Ker I K
*
- ) dim =
Ker G
*

dim Ker G

dim =
L
h H - u L
1 -
h v : L v ) h = -
L
'
u ) A B' u ) - = H
4
L u ) Au B u ) - = H
L
h L
v : L v ) h = =
h 4 - L
'
u ) A B' u ) - = H u -
L
'
u ) D A )
AL
'
u )
1 -
u -
A v w - ) AL
'
v )
1 -
L
'
v ) v w - ) s
AL
'
v )
1 -
B v ) B w ) - B' v ) v w - ) - o A
1 2
v w - ) )
=
= =
v w v -

v
0
D A ) -
, . (5.15)
Its solution can be regarded as a continuous function in which satis-
fies the equation
.
If then we can apply Theorem 2.3 on the existence and uniqueness
of solution. Let stand for the evolutionary operator of problem (5.15).
Prove that is a compact operator in every space ,
.
Prove that for any and the set of points of the
spectrum of the operator that are lying outside the disk
is finite and the corresponding eigensubspace is finite-di-
mensional.
Assume that is a symmetric operator in . Prove that
the spectrum of the operator is real.
The next assertion contains the conditions wherein the evolutionary operator be-
longs to the class , on the set of stationary points.
Theorem 5.2.
Assume that conditions Assume that conditions Assume that conditions Assume that conditions (5.1), ,, , (5.2), ,, , and and and and (4.2) are fulfilled with . are fulfilled with . are fulfilled with . are fulfilled with .
Let possess a Let possess a Let possess a Let possess a Frecht derivative in Frecht derivative in Frecht derivative in Frecht derivative in such that for any such that for any such that for any such that for any
, ,, , , ,, , (5.16)
provided that provided that provided that provided that , ,, , where the constant depends on where the constant depends on where the constant depends on where the constant depends on
and only. Then the evolutionary operator of problem and only. Then the evolutionary operator of problem and only. Then the evolutionary operator of problem and only. Then the evolutionary operator of problem (5.8) has a has a has a has a
Frecht derivative Frecht derivative Frecht derivative Frecht derivative at every stationary point at every stationary point at every stationary point at every stationary point . .. . Moreover, Moreover, Moreover, Moreover,
, where , where , where , where is the evolutionary operator of linear problem is the evolutionary operator of linear problem is the evolutionary operator of linear problem is the evolutionary operator of linear problem (5.15). .. .
Proof.
It is evident that
.
Therefore, using (1.17) and (5.16) we have
u d
t d
A B' v
0
) - ) u - 0 = u
t 0 =
u
0
=
.
1 2 /
D A
1 2
) =
u t ) e
t A -
u
0
e
t . - ) A -
B' v
0
) u . ) . d
0
t
}
- =
u
0
D A
1 2
) , -
T
t
Exer c i s e 5.5 T
t
.
o
0 o 1 , s t 0 >
Exer c i s e 5.6 0 > t 0 >
T
t
/:
/ s
Exer c i s e 5.7 B' v
0
) H
T
t
S
t
C
1 o -
o 0 , >
u 1 2 / =
B u ) .
1 2 /
R 0 >
B u v - ) B u ) B' u ) v - - C A
1 2
v
1 o -
s o 0 >
A
1 2
v R s C C u R , ) = u
R S
t
v
0
S
t
v
0
) j
'
u , ) =
T
t
u = T
t
S
t
v
0
u - j v
0
- T
t
u - e
t . - ) A -
B S
.
v
0
u - j ) B v
0
) - B' v
0
) T
.
u -
| |
' |
| |
. d
0
t
}
=
2
C
h
a
p
t
e
r
where . Using the result of Exercise 5.4 we obtain that
if .
Thus,
.
Consequently, Lemma 2.1 gives us the estimate
, .
This implies the assertion of Theorem 5.2.
Assume that the constant in (5.16) depends on only,
provided that and . Prove that
for any .
The reasoning above leads to the following result on the properties of the set of fixed
points of problem (5.8).
Theorem 5.3.
Assume that conditions Assume that conditions Assume that conditions Assume that conditions (5.1), ,, , (5.2) and and and and (4.2) are fulfilled with are fulfilled with are fulfilled with are fulfilled with
and the operator possesses a and the operator possesses a and the operator possesses a and the operator possesses a Frecht derivative Frecht derivative Frecht derivative Frecht derivative in such that in such that in such that in such that
equation equation equation equation (5.16) holds with the constant depending only on for holds with the constant depending only on for holds with the constant depending only on for holds with the constant depending only on for
and and and and . .. . Then there exists an open dense (in ) set Then there exists an open dense (in ) set Then there exists an open dense (in ) set Then there exists an open dense (in ) set
such that for the set of fixed points of the system gen- such that for the set of fixed points of the system gen- such that for the set of fixed points of the system gen- such that for the set of fixed points of the system gen-
erated by problem erated by problem erated by problem erated by problem (5.8) is finite. If in addition we assume that is finite. If in addition we assume that is finite. If in addition we assume that is finite. If in addition we assume that is a is a is a is a
symmetric operator for , then fixed points are symmetric operator for , then fixed points are symmetric operator for , then fixed points are symmetric operator for , then fixed points are hyperbolic hyperbolic hyperbolic hyperbolic. .. .
In particular, this theorem means that if then the global attractor of the dy-
namical system generated by equation (5.8) possesses the properties given in Exer-
cises 1.6.91.6.12. Moreover, it is possible to apply Theorem 1.6.3 as well as the other
results related to finiteness and hyperbolicity of the set of fixed points (see, e.g., the
book by A. V. Babin and M. I. Vishik [1]).
A
1 2
y t ) 2 e t . - j )
1 2 / -
C A
1 2
S
.
v
0
u - j v
0
- )
1 o -
-
0
t
}
s
B' v
0
) A
1 2
y . )
|
|
|
. , d -
y t ) S
t
v
0
u - j v
0
- T
t
u - =
A
1 2
S
t
v
0
u - j v
0
- ) b
R
e
a
R
t
A
1 2
u s A
1 2
u R s
A
1 2
y t ) C
0
t e
1 o - ) a
R
t
A
1 2
u
1 o -
C
1
t . - )
1 2 / -
A
1 2
y . ) . d
0
t
}
- s
A
1 2
S
t
v
0
u - j v
0
- T
t
u - ) C
T
A
1 2
u
1 o -
s t 0 T , j -
Exer c i s e 5.8 C R
A
1 2
u R s A
1 2
v R s S
t
C
1 o -
-
0 o 1
u 1 2 / =
B u ) .
1 2 /
C C R ) = R
A
1 2
u R s A
1 2
v R s H
4 h 4 - .
1 2 /
S
t
, )
B' z )
z D A ) -
h 4, -
E x a m p l e 5.1
Let us consider a dynamical system generated by the nonlinear heat equation
(5.17)
in . Assume that is twice continuously differentiable with re-
spect to its variables and the conditions
,
are fulfilled with some positive constants , and .
Prove that the dynamical system generated by equation
(5.17) possesses a global attractor , where is
the set of stationary solutions to problem (5.17).
Prove that there exists a dense open set in such
that for every the set of fixed points of the dynamical
system generated by problem (5.17) is finite and all the points are
hyperbolic.
It should be noted that if a property of a dynamical system holds for the parameters
from an open and dense set in the corresponding space, then it is frequently said that
this property is a generic property generic property generic property generic property.
However, it should be kept in mind that the generic property is not the one that
holds almost always. For example one can build an open and dense set in ,
the Lebesgue measure of which is arbitrarily small . To do that we should
take
,
where is a sequence of all the rational numbers of the segment . There-
fore, it should be remembered that generic properties are quite frequently encoun-
tered and stay stable during small perturbations of the properties of a system.
u
t
x
2
u
x
2
- g x u x ) , ) - h x ) 0 x 1 t 0 , > , , =
u
x 0 =
u
x 1 =
0 u
t 0 =
, u
0
x ) , = = =
|
|
'
|
|
H
0
1
0 1 , ) g x u , )
g x , , ) , d
0
y
}
o - > yg x y , ) | g x , , ) , d
0
y
}
- - >
a b ,
Exer c i s e 5.9
) M
-
) =
Exer c i s e 5.10 4 L
2
0 1 , )
h x ) 4 -
4 0 1 , j
s s )
4 x 0 1 , ) : x r
k
- s 2
k - 2 -
-
| |
' |
| |
k 1 =
[
=
r
k
0 1 , j
2
C
h
a
p
t
e
r
6 Explicitly Solvable Model 6 Explicitly Solvable Model 6 Explicitly Solvable Model 6 Explicitly Solvable Model
of Nonlinear Diffusion of Nonlinear Diffusion of Nonlinear Diffusion of Nonlinear Diffusion
In this section we study the asymptotic properties of solutions to the following non-
linear diffusion equation
(6.1)
where , , and are parameters. The main feature of this problem is
that the asymptotic behaviour of its solutions can be completely described with the
help of elementary functions. We do not know whether problem (6.1) is related to
any real physical process.
Show that Theorem 2.4 which guarantees the global existence
and uniqueness of mild solutions is applicable to problem (6.1) in the
Sobolev space .
Write out the system of ordinary differential equations for the
functions that determine the Galerkin approximations
(6.2)
of the order of a solution to problem (6.1).
Using the properties of the functions defined by equa-
tion (6.2) prove that the mild solution possesses the proper-
ties
(6.3)
and
. (6.4)
Here and below is a norm in .
Using equations (6.3) and (6.4) prove that the dynamical sys-
tem generated by problem (6.1) in is dissipative.
u
t
xu
xx
u x t , )
2
x I - d
0
1
}
' !

`
u u
x
- - - 0 , 0 x 1 , t 0 , > =
u
x 0 =
u
x 1 =
0 , u
t 0 =
u
0
x ) , = = =
|
|
|
'
|
|
|
x 0 > 0 > I
Exer c i s e 6.1
H
0
1
0 1 , )
Exer c i s e 6.2
g
k
t )
u
m
t ) 2 g
k
t ) kx sin
k 1 =
m
_
=
m
Exer c i s e 6.3 u
m
t )
u t x , )
1
2
u t )
2
x
x
u . )
2
u . )
4
I u . )
2
- - ) . d
0
t
}
-
1
2
u
0
2
=
u t )
2
u
0
2
e
2 x
2
t - I
2
4 x
2
1 e
2 x
2
t -
- ) - s
.
L
2
0 1 , )
Exer c i s e 6.4
H
0
1
0 1 , )
Expl i ci t l y Sol vabl e Model of Nonl i near Di f f us i on 119
Therefore, by virtue of Theorem 4.1 the dynamical system generated
by equation (6.1) possesses a finite-dimensional global attractor.
Let be a mild solution to problem (6.1) with
the initial condition . Then the function can be conside-
red as a mild solution to the linear problem
(6.5)
where is a scalar continuous function defined by the formula
.
We consider the function
. (6.6)
Then it is easy to check that is a mild solution to the heat equation
(6.7)
The following assertion shows that the asymptotic properties of equation (6.7)
completely determine the dynamics of the system generated by problem (6.1).
Lemma 6.1.
Every mild (in ) solution to problem (6.1) can be re-
written in the form
, (6.8)
where has the form
(6.9)
and is the solution to problem (6.7).
H
0
1
0 1 , ) S
t
, )
u t ) u x t , ) C R
-
H
0
1
0 1 , ) , ) - =
u
0
x ) H
0
1
0 1 , ) - u x t , )
u
t
xu
xx
b t ) u u
x
- - - 0 , 0 x 1 t 0 , > , =
u
x 0 =
u
x 1 =
0 u
t 0 =
, u
0
x ) , = = =
|
'
|
b t )
b t ) u x t , )
2
x d
0
1
}
I - =
v x t , ) u x t , ) b . ) .

2
4 x
t

2 x
x - - d
0
t
}
| |
| |
' |
| |
| |
exp =
v x t , )
v
t
xv
xx
, x 0 1 , ) , t 0 , > - =
v
x 0 =
v
x 1 =
0 v
t 0 =
, u
0
x )

2 x
- x
| |
' |
| |
. exp = = =
|
|
|
'
|
|
|
H
0
1
0 1 , ) u x t , )
u x t , )
w x t , )
1 2 w . )
2
. d
0
t
}
-
| |
| |
' |
| |
| |
1 2
=
w x t , )
w x t , ) v x t , ) I

2
4 x
-
' !
`
t

2 x
x -
| |
' |
| |
exp =
v x t , )
2
C
h
a
p
t
e
r
Proof.
Let have the form (6.9). Then we obtain from (6.6) that
. (6.10)
Therefore,
.
Hence,
.
This and equation (6.10) imply (6.8). Lemma 6.1 is proved.
Now let us find the fixed points of problem (6.1). They satisfy the equation
.
Therefore, , where is the solution to the problem
.
However, this problem has a nontrivial solution if and only if
and ,
where is a natural number. Since , we obtain the equation
which can be used to find the constant . After the integration we have
.
The constant can be found only when the parameter possesses the property
. Thus, we have the following assertion.
w x t , )
w x t , ) u x t , ) u . )
2
. d
0
t
}
| |
| |
' |
| |
| |
exp =
w x t , )
2
u x t , )
2
2 u . )
2
. d
0
t
}
| |
| |
' |
| |
| |
exp
1
2
d
t d
2 u . )
2
. d
0
t
}
| |
| |
' |
| |
| |
exp = =
2 u . )
2
. d
0
t
}
| |
| |
' |
| |
| |
exp 1 2 w . )
2
. d
0
t
}
- =
x - u
xx
u
2
I - ) u u
x
- - 0 , u
x 0 =
u
x 1 =
0 = = =
u x ) w x )

2 x
x
| |
' |
| |
exp = w x )
x - w
xx
u
2
I -

2
4 x
-
' !
`
w - 0 , w
x 0 =
w
x 1 =
0 = = =
w x )
w x ) C nx sin = u
2
I -

2
4 x
x n )
2
- - 0 =
n u w

2 x
x
| |
' |
| |
exp =
C
2
e
x
x
nx sin
2
x d
0
1
}
x n )
2
I -

2
4 x
- - 0 =
C
C
2
x
e
x
1 - )
2 n
2
x
2
2
4 n
2
x
2
2
-
I

2
4 x
- x n )
2
- =
C n
I
2
4 x ) / - x n )
2
- 0 >
Lemma 6.2.
Let . If , then problem (6.1) has a unique
fixed point . If for some , then
the fixed points of problem (6.1) are
, , , (6.11)
where
, (6.12)
.
Show that every subspace
(6.13)
is positively invariant for the dynamical system gene-
rated by problem (6.1).
Theorem 6.1.
Let . Then for any mild solution to problem Let . Then for any mild solution to problem Let . Then for any mild solution to problem Let . Then for any mild solution to problem (6.1)
the estimate the estimate the estimate the estimate
, ,, , , ,, , (6.14)
is valid. If and , then the subspace defined by is valid. If and , then the subspace defined by is valid. If and , then the subspace defined by is valid. If and , then the subspace defined by
formula formula formula formula (6.13) is exponentially attracting: is exponentially attracting: is exponentially attracting: is exponentially attracting:
. .. . (6.15)
Here Here Here Here is the evolutionary operator in corresponding to is the evolutionary operator in corresponding to is the evolutionary operator in corresponding to is the evolutionary operator in corresponding to (6.1). .. .
Proof.
Let be of the form (6.9). Then
, (6.16)
where and
.
I x , , ) I

2
4 x
- = x
2
s
u
0
x ) 0 n )
2

2
n 1 - )
2
s n 1 >
u
0
x ) 0 u
k
x )
k
e
2x
x
kx sin = k 1 2 n , , , =
k

k
I x , , )
1
4 x
2
k
2
k
I x , , )
' !
`
exp 1 -
' !
`
=
k
I x , , ) 4 Ix
2
- 4 nx )
2
- j
2
4 nx )
2
- j =
Exer c i s e 6.5
H
N
Lin e
2 x
x
kx: k 1 2 N , , , = sin
| |
' |
| |
=
H
0
1
0 1 , ) S
t
, )
I

2
4 x
x
2
- u t )
x
u t ) C x , ) e
x
2
- ) t -
x
u
0
s t 0 >
x
2
> x
2
N
2
> H
N 1 -
dist
H
0
1
0 1 , )
S
t
u
0
H
N 1 -
, ) C x , ) e
x
2
N
2
- ) t -
x
u
0
s
S
t
H
0
1
0 1 , )
w x t , )
w
t ) e
2x
- x
w t ) e
x k )
2
- ) t -
C
k ,
e
k
x )
k 1 =
_
=
e
k
x ) 2 kx sin =
C
k ,
e
2x
- x
u
0
x ) e
k
x ) x d
0
1
}
=
2
C
h
a
p
t
e
r
Assume that . Then it is obvious that
(6.17)
However, equation (6.8) implies that
.
Therefore, estimate (6.14) follows from (6.17) and from the obvious equality
. When and the function in (6.9)
can be rewritten in the form
, (6.18)
where

and can be estimated (cf. (6.17)) as follows:
. (6.19)
Thus, it is clear that
.
Consequently, estimate (6.15) is valid. Theorem 6.1 is proved.
In particular, Theorem 6.1 means that if then the global at-
tractor of problem (6.1) consists of a single zero element, whereas if , the
attractor lies in an exponentially attracting invariant subspace , where
and is a sign of the integer part of a number.
The following assertion shows that the global minimal attractor of problem
(6.1) consists of fixed points of the system. It also provides a description of the cor-
responding basins of attraction.
Theorem 6.2.
Let Let Let Let . .. . Assume that the number is not integer. Assume that the number is not integer. Assume that the number is not integer. Assume that the number is not integer.
Suppose that Suppose that Suppose that Suppose that is the greatest integer such that is the greatest integer such that is the greatest integer such that is the greatest integer such that . .. . Let Let Let Let
x
2
x
w
t )
2
k )
2
C
k ,
2
2 x k )
2
- ) t -
2 x
2
- ) t -
x
e
2x
- x
u
0
' !

`
2
. exp
s
s
exp
k 1 =
_
=
x
e
2x
- x
u t )
' !

`
x
w
t ) s
u 1 /
x
u s x
2
> N 1 / ) x / > w t )
w t ) h
N
t ) e
2x
x
w
N ,
t ) - =
h
N
t ) 2 e
2x
x
e
x k )
2
- ) t -
C
k ,
kx sin H
N 1 -
-
k 1 =
N 1 -
_
=
w
N ,
t )
x
w
N ,
t )
2
2 x N )
2
- ) t -
x
e
2x
- x
u
0
' !

`
2
exp s
S
t
u
0
H
N 1 -
, )
H
0
1
0 1 , )
dist C x , )
x
w
N ,
t ) s
I
2
4 x ) / - x
2
,
x
2
>
H
N
0
N
0
=
1 / ) x / j =
.
j
I

2
4x
- x
2
>
1 -
x /
N
0
x N
0
)
2

and let and let and let and let be a mild solution to problem be a mild solution to problem be a mild solution to problem be a mild solution to problem (6.1). .. .
(a) If for all , then If for all , then If for all , then If for all , then
, ,, , . .. . (6.20)
(b) If for some between and , then there exist positive If for some between and , then there exist positive If for some between and , then there exist positive If for some between and , then there exist positive
numbers and such that numbers and such that numbers and such that numbers and such that
, ,, , , ,, , (6.21)
where is defined by formula where is defined by formula where is defined by formula where is defined by formula (6.11), , and is , , and is , , and is , , and is
the smallest index between and such that the smallest index between and such that the smallest index between and such that the smallest index between and such that . .. .
Proof.
In order to prove assertion (a) it is sufficient to note that the value is
identically equal to zero in decomposition (6.18) when . Therefore,
(6.20) follows from (6.19).
Now we prove assertion (b). In this case equation (6.18) can be rewritten in the
form
, (6.22)
where
,
,
and if . Moreover, the estimate
(6.23)
is valid for . It is also evident that
. (6.24)
Since
using (6.23) and (6.24) we obtain
.
C
j
u
0
) 2 e
2x
- x
u
0
x ) j x sin x d
0
1
}
=
u t )
C
j
u
0
) 0 = j 1 2 N
0
, , , =
x
u t ) C x , ) x
2
N
0
1 - )
2
- ) t -
x
u
0
exp s t 0 >
C
j
u
0
) 0 = j 1 N
0
C C x u
0
, , , ) = | | x , ) =
x
u t ) u
ok
- ) Ce
|t -
s t 0 >
u
k
x ) o sign C
k
u
0
) = k
1 N
0
C
k
u
0
) 0 =
h
N
t )
N N
0
1 - =
w t ) g
k
t ) h -
k
t ) w
N
0
1 - ,
t ) - =
g
k
t ) 2 e
2x
x
e
x k )
2
- j t -
C
k
u
0
) kx sin =
h
k
t ) 2 e
2x
x
e
x j )
2
- j t -
C
j ,
j x sin
j k 1 - =
N
0
_
=
h
k
t ) 0 k N
0
=
x
w
N
0
1 - ,
t ) C x , ) e
x
2
N
0
1 - )
2
- ) t -
x
u
0
s
w
N
0
1 - ,
t )
x
h
k
t ) C x , ) e
x -
2
k 1 - )
2
) t
x
u
0
s
w t )
2
g
k
t )
2
- w t ) g
k
t ) - ) w t ) g
k
t ) -
2 g
k
t ) h
k
t ) w
N
0
1 - ,
t ) - - ) h
k
t ) w
N
0
1 - ,
t ) - ) ,
s s
s
w t )
2
g
k
t )
2
- C 2 x
2
k
2
k 1 - )
2
- ) - j t
x
u
0
2
exp s
2
C
h
a
p
t
e
r
Integration gives
where is defined by formula (6.12). Hence,
, (6.25)
where
, .
Let
.
We consider the case when . Equations (6.23)(6.25) imply that
Therefore,
2 g
k
. )
2
. d
0
t
}
4 C
k
u
0
) j
2
e
x
x
kx sin
2
x e
2 x k )
2
- ) .
. d
0
t
}
d
0
1
}

2
C
k
u
0
)
' !
`
2
e
2 x k )
2
- ) t
1 - ) ,
= =
=
k
1 2 w . )
2
. d
0
t
}
- 1 2
C
k
u
0
)
' !
`
2
e
2 x k )
2
- ) t
a
k
t ) - - =
a
k
t ) C 1 2 x
2
k
2
k 1 - )
2
-
2
-
' !
`
t
| |
' |
| |
exp -
x
u
0
2
s k N
0
1 - s
v
k
t )
g
k
t )
1 2 w . )
2
. d
0
t
}
-
' !

`
1 2
=
1 k N
0
1 - s s
x
u t ) v
k
t ) - )
x
w
N
0
1 - ,
t )

x
h
k
t )
1 2 w . )
2
. d
0
t
}
-
' !

`
1 2
-
C x , )
x
u
0
e
x
2
N
0
1 - )
2
- ) t -
x -
2
k 1 - )
2
) t exp
1 2
C
k
u
0
)
' !
`
2
e
2 x k )
2
- ) t
a
k
t ) - -
' !
`
1 2
-
-
|
|
'
|
|
|
.
s s
s
x
u t ) v
k
t ) - )
C x u
0
, , ) e
x
2
N
0
1 - )
2
- ) t -
e
x
2
k 1 - )
2
k
2
- ) t -
G t )
1 2 -
-
| |
' |
| |
,
s
s
where
.
It follows from (6.25) that for all and . Moreover, the
above-mentioned estimate for enables us to state that
.
This implies that there exists a constant such that
for all . Consequently,
, (6.26)
where . Now we consider
the value . Evidently,
,
where
.
Simple calculations give us that
with the constant . This and equation (6.26) imply (6.21), provi-
ded . We offer the reader to analyse the case when on his/her
own. Theorem 6.2 is proved.
Theorem 6.2 enables us to obtain a complete description of the basins of attraction of
each fixed point of the dynamical system generated by problem (6.1).
Corollary 6.1.
Let . Assume that the number is not in-
teger. Let be the greatest integer possessing the property .
We denote
and define the sets
,
G t ) 1 a
k
t ) - ) e
2 x
2
k
2
- ) t -
2
C
k
u
0
)
' !
`
2
- =
G t ) 0 > t 0 > G 0 ) 1 =
a
k
t )
G t )
t
lim 2
C
k
u
0
)
' !
`
2
0 > =
G
min
G
min
k x u
0
, , , ) 0 > =
G t ) G
min
> t 0 >
x
u t ) v
k
t ) - ) C x u
0
, , , ) e
ot -
s
o o k x , , ) x
2
N
0
1 - )
2
- x
2
2 k 1 - ) , min = =
v
k
t )
v
k
t )
k
t u
0
, ) u
ok
x ) =
k
t u
0
, )
2 C
k
u
0
) x -
2
k
2
) t exp
k
1 2
C
k
u
0
)
' !
`
2
2 x -
2
k
2
) t exp a
k
t ) - -
' !
`
1 2
=
k
t u
0
, ) 1 - C x u
0
, , , ) e
|t -
s
| x
2
2 k 1 - ) =
k N
0
1 - s k N
0
=
H
0
1
0 1 , ) S
t
, )
I
2
4 x ) / - x
2
>
1 -
x /
N
0
x N
0
)
2

C
j
u ) 2 e
2 x
x -
u x ) j x sin x d
0
1
}
=
,
k
u H
0
1
0 1 , ) - : C
j
u ) 0 = , j 1 k 1 - , , = , C
k
u ) 0 > =
,
k -
u H
0
1
0 1 , ) - : C
j
u ) 0 = , j 1 k 1 - , , = , C
k
u ) 0 =
2
C
h
a
p
t
e
r
for . We also assume that
.
Then for any we have that
,
where are the fixed points of problem (6.1) which are defined by
equalities (6.11).
The next assertion gives us a complete description of the global attractor of problem
(6.1).
Theorem 6.3.
Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem 6.2 hold and is the same as hold and is the same as hold and is the same as hold and is the same as
in Theorem in Theorem in Theorem in Theorem 6.2. .. . Then the global attractor of the dynamical system Then the global attractor of the dynamical system Then the global attractor of the dynamical system Then the global attractor of the dynamical system
generated by equation generated by equation generated by equation generated by equation (6.1) is the closure of the set is the closure of the set is the closure of the set is the closure of the set
, ,, , (6.27)
where , , and where , , and where , , and where , , and
, ,, , . .. .
Every complete trajectory which lies in the attractor and Every complete trajectory which lies in the attractor and Every complete trajectory which lies in the attractor and Every complete trajectory which lies in the attractor and
does not coincide with any of the fixed points does not coincide with any of the fixed points does not coincide with any of the fixed points does not coincide with any of the fixed points , ,, , , has , has , has , has
the form the form the form the form
, ,, , (6.28)
where where where where are real numbers, , are real numbers, , are real numbers, , are real numbers, , . .. .
Show that for all the function
, (6.29)
is nonnegative and it is monotonely nondecreasing with respect to
(Hint: and as ).
k 1 2 N
0
, , , =
,
0
u H
0
1
0 1 , ) - : C
j
u ) 0 = , j 1 2 N
0
, , , = =
l 0 1 2 N
0
, , , , =
S
t
v u
l
-
H
0
1
0 1 , )
t
lim 0 = v ,
l
- ~
u
l

N
0
)
H
0
1
0 1 , ) S
t
, )
$ v x )
2 ,
k
e
2x
x
k x sin
k 1 =
N
0
_
1 2 ,
k
,
j
o
k j
x
k
x
j
-
k j , 1 =
N
0
_
-
' !
`
1 2
: ,
j
R - =
| |
| |
| |
' |
| |
| |
| |
=
x
k
x k )
2
- = k 1 2 N
0
, , , =
o
k j
2 e
x
x
kx sin j x sin x d
0
1
}
= k j , 1 2 N
0
, , , =
u t ) : t R -
u
k
k 0 1 N
0
, , , =
u t )
2 ,
k
e
x
k
t
e
2x
x
k x sin
k 1 =
N
0
_
1 2 ,
k
,
j
o
k j
x
k
x
j
-
e
x
k
x
j
- ) t
k j , 1 =
N
0
_
-
' !
`
1 2
=
,
k
k 1 2 N
0
, , , = t R -
Exer c i s e 6.6 , R
N
0
-
a t , , ) 2 ,
k
,
j
o
k j
x
k
x
j
-
e
x
k
x
j
- ) t
k j , 1 =
N
0
_
= t 0 >
t
a
t
' t , , ) 0 > a t , , ) 0 t -
Let belong to the set given by formula (6.27). Then by virtue of Lemma 6.1
we have
, (6.30)
where
and the value is defined according to (6.29). Simple calculations show that
.
Therefore, it is easy to see that for , where has the form (6.28).
It follows that and that a complete trajectory lying in has the form
(6.28). In particular, this means that . To prove that it is sufficient to
verify using Theorem 6.1 and the reduction principle (see Theorem 1.7.4) that for
any element there exists a semitrajectory such that
uniformly with respect to from any bounded set in . To do this, it should be
kept in mind that for
(6.31)
has the form (6.30) with
.
Therefore, it is easy to find that
,
where is given by formula (6.29). Hence, if we choose
,
we find that
h $
S
t
h
w x t , )
1 2 w . )
2
. d
0
t
}
-
' !

`
1 2
=
w t )
2
1 a 0 , , ) -
e
2x
x
,
k
e
x
k
t
k x sin
k 1 =
N
0
_
=
a t , , )
2 w . )
2
. d
0
t
}
a t , , ) a 0 , , ) -
1 a 0 , , ) -
=
S
t
h u t ) = t 0 > u t )
S
t
$ $ = u t ) $
$ ) c $ ) =
h H
N
0
- v t ) $ c
x
S
t
h v t ) - )
t
lim 0 =
h H
N
0
h 2 ,
k
e
2x
x
kx sin
k 1 =
N
0
_
H
N
0
- =
S
t
h
w t ) 2 e
2x
x
,
k
e
x
k
t
k x sin
k 1 =
N
0
_
=
S
t
h
w t )
1 a t , , ) a 0 , , ) - - )
1 2
=
a t , , )
v t )
w t )
1 a t , , ) - )
1 2
$ - =
2
C
h
a
p
t
e
r
, (6.32)
where
.
Using the obvious inequality
, ,
we obtain that
,
provided that has the form (6.31). It is evident that
.
Therefore,
.
Consequently, the dissipativity property of in and equations (6.32) give
us that
,
for all , where is an arbitrary bounded set. Thus, and there-
fore Theorem 6.3 is proved.
Show that the set coincides with the unstable manifold
emanating from zero, provided that the hypotheses of Theo-
rem 6.3 hold.
Show that the set from Theorem 6.3 can be de-
scribed as follows:
S
t
h v t ) - y t h , ) S
t
h =
y t h , ) 1 1
a 0 , , )
1 a t , , ) -
-
' !
`
1 2
- =
1 1 x - )
1 2
- x s 0 x 1 s s
y t h , )
a 0 , , )
1 a t , , ) -
s
h
a t , , ) a 0 , , ) c
0
e
2 x
N
0
.
. d
0
t
}
,
k
2
k 1 =
N
0
_
- >
y t h , ) C e
2 x
N
0
.
. d
0
t
}
' !

`
1 -
s
S
t
H
0
1
0 1 , )
x
S
t
h v t ) - ) C e
2 x
N
0
.
. d
0
t
}
' !

`
1 -
s t t
B
>
h B H
N
0
c - B $ ) =
Exer c i s e 6.7 $
M
-
0 )
Exer c i s e 6.8 $ M
-
0 ) =
$ v 2
k
e
2x
x
kx :
2
k
j
o
k j
x
k
x
j
-
1 , R
N
0
-
k j , 1 =
N
0
_
' !

`
sin
k 1 =
N
0
_
=
|
|
|
|
'
|
|
|
|
|
.
=
Therewith, the global attractor has the form
.
Prove that the boundary
of the set is a strictly invariant set.
Show that any trajectory lying in has the form
, where
, .
Using the result of Exercise 6.10 find the unstable manifold
emanating from the fixed point , .
Find out for which pairs of fixed points ,
, there exists a heteroclinic trajectory connec-
ting them, i.e. a complete trajectory such that
, .
Display graphically the global attractor on the plane gene-
rated by the vectors and
for .
)
) v 2
k
e
2x
x
kx : 2
k
j
o
k j
x
k
x
j
-
1 s
k j , 1 =
N
0
_
sin
k 1 =
N
0
_
=
| |
| |
' |
| |
| |
=
Exer c i s e 6.9
$ v 2
k
e
2x
x
k x :
2
k
j
o
k j
x
k
x
j
-
1 , R
N
0
- =
k j , 1 =
N
0
_
' !

`
sin
k 1 =
N
0
_
=
|
|
|
|
'
|
|
|
|
|
=
$
Exer c i s e 6.10 $ u t ),
t R -
u t )
k
e
x
k
t
e
2x
x
k x sin
k 1 =
N
0
_

k
j
o
k j
x
k
x
j
-
e
x
k
x
j
- ) t
k j , 1 =
N
0
_
' !

`
1 2
= R
N
0
-
Exer c i s e 6.11
M
-
u
k
) u
k
k 1 2 N
0
, , , =
Exer c i s e 6.12 u
k
u
j
, k j , =
1 2 N
0
, , , =
u
k j
t ) : t R -
u
k
u
k j
t )
t -
lim = u
j
u
k j
t )
t -
lim =
Exer c i s e 6.13 )
e
1
e
2 x ) / j x
x sin = e
2
e
2 x ) / j x
- =
2 x sin - N
0
2 =
2
C
h
a
p
t
e
r
Study the structure of the global attractor of the dynamical
system generated by the equation
in , where are positive parameters.
7 Simplified Model of Appearance 7 Simplified Model of Appearance 7 Simplified Model of Appearance 7 Simplified Model of Appearance
of of of of Turbulence in Fluid Turbulence in Fluid Turbulence in Fluid Turbulence in Fluid
In 1948 German mathematician E. Hopf suggested (see the references in [3]) to con-
sider the following system of equations in order to illustrate one of the possible sce-
narios of the turbulence appearance in fluids:

where the unknown functions , , and are even and -periodic with respect
to and
.
Here and are even -periodic functions and is a positive constant.
We also set the initial conditions
. (7.4)
As in the previous section the asymptotic behaviour of solutions to problem
(7.1)(7.4) can be explicitly described.
Let us introduce the necessary functional spaces. Let
.
Exer c i s e 6.14
u
t
xu
xx
- u x t , )
2
v x t , )
2
- ) x d
0
1
}
I -
' !

`
u ov - - = 0, 0 x 1 , t 0 , >
v
t
xv
xx
- u x t , )
2
v x t , )
2
- ) x d
0
1
}
I -
' !

`
v ou - - = 0, 0 x 1 , t 0 , >
u
x 0 =
=u
x 1 =
=v
x 0 =
=v
x 1 =
=0
|
|
|
|
|
|
'
|
|
|
|
|
|
H
0
1
0 1 , ) H
0
1
0 1 , ) - x I o , , ,
u
t
u
xx
v
*
v w
*
w - u
*
1 , - - =
v
t
v
xx
v
*
u v
*
a w
*
b , - - - =
w
t
w
xx
w
*
u v
*
b - w
*
a , - - =
|
|
'
|
|
(7.1)
(7.2)
(7.3)
u v w 2
x
f
*
g ) x )
1
2
f x y - ) g y ) y d
0
2
}
=
a x ) b x ) 2
u
t 0 =
u
0
x ) v
t 0 =
v
0
x ) w
t 0 =
w
0
x ) = , = , =
H f L
loc
2
R ) : f x ) f x - ) f x 2 - ) = = - =
Si mpl i f i ed Model of Appear ance of Tur bul ence i n Fl ui d 131
Evidently is a separable Hilbert space with the inner product and the norm de-
fined by the formulae:
,
There is a natural orthonormal basis
in this space. The coefficients of decomposition of the function with
respect to this basis have the form
, .
Let . Then and
. (7.5)
The Fourier coefficients of the functions , and obey
the equations
, . (7.6)
Let be the orthoprojector onto the span of elements
in . Show that
. (7.7)
Let us consider the Hilbert space with the norm
as the phase space of problem (7.1)(7.4). We define
an operator by the formula
,
on the domain
,
where is the second order Sobolev space.
Prove that is a positive operator with discrete spectrum. Its
eigenvalues have the form:
, ,
H
f g , ) f x ) g x ) x d
0
2
}
= f
2
f f , ) =
1
2
x cos
1
2 x cos , , ,
| |
' |
| |
C
n
f ) f H -
C
0
f )
1
2
f x ) x d
0
2
}
= C
n
f )
1
f x ) nx x d cos
0
2
}
=
Exer c i s e 7.1 f g , H - f
*
g H -
f
*
g
1
2
f g s
C
n
f
*
g f , g
C
0
f
*
g )
1
2
C
0
f ) C
0
g ) = C
n
f
*
g )
1
2
C
n
f ) C
n
g ) =
Exer c i s e 7.2 p
m
kx cos k 0 1 m , , , = , H
p
m
f
*
g ) p
m
f )
*
g f
*
p
m
g ) = =
H H
3
H H H - - = u v w , , )
H
=
u
2
v
2
w
2
- - )
1 2
=
A
A u v w , , ) u u
xx
v v
xx
- w w
xx
- , , - ) = u v w , , ) D A ) -
D A ) H
loc
2
R ) j
3
H ( =
H
loc
2
R )
Exer c i s e 7.3 A
/
n

n 0 =
/
3 k
/
3k 1 -
/
3k 2 -
1 k
2
- = = = k 0 1 2 , , , =
2
C
h
a
p
t
e
r
while the corresponding eigenelements are defined by the formulae
(7.8)
where
Let
Equation (7.5) implies that , provided , , , , and are the
elements of the space , . Therefore, the formula
gives a continuous mapping of the space into itself.
Prove that
,
where , .
Thus, if , then problem (7.1)(7.4) can be rewritten in the form
, ,
where and satisfy the hypotheses of Theorem 2.1. Therefore, the Cauchy prob-
lem (7.1)(7.4) has a unique mild solution in the space
on a segment , provided that . In order to prove the global exis-
tence theorem we consider the Galerkin approximations of problem (7.1)(7.4).
The Galerkin approximate solution of the order with respect to basis
(7.8) can be presented in the form
, (7.9)
where , , and are scalar functions. By virtue of equations (7.7)
it is easy to check that the functions , , and satisfy equa-
tions (7.1)(7.3) and the initial conditions
, , . (7.10)
e
0
1
2
1 0 0 , , ) , e
1
1
2
0 1 0 , , ) , e
2
1
2
0 0 1 , , ) , = = =
e
3 k
1
kx 0 0 , , cos ) , e
3 k 1 -
1
0 k x cos 0 , , ) , = =
e
3 k 2 -
1
0 0 k x cos , , ) , =
|
|
|
|
|
|
|
|
|
k 1 2 , , =
b
1
u v w , , ) v
*
v w
*
w - u
*
1 , - - =
b
2
u v w , , ) v
*
u v
*
a w
*
b , - - =
b
3
u v w , , ) w
*
u v
*
b - w
*
a. - =
b
j
u v w , , ) H - a b u v w
H j 1 2 3 , , =
B u v w , , ) b
1
u v w , , ) u b
2
u v w , , ) v - b
3
u v w , , ) w - , , - ) =
H
Exer c i s e 7.4
B y
1
) B y
2
) -
H
C 1 a b y
1 H
y
2 H
- - - -
' !
`
y
1
y
2
-
H
s
y
j
u
j
v
j
, w
j
, ) H - = j 1 2 , =
a b , H -
y d
t d
Ay - B y ) = y
t 0 =
y
0
=
A B
y t ) u t ) v t ) w t ) , , ) =
H 0 T , j a b , H -
y
m
t ) 3 m
y
m
t ) u
m )
t ) v
m )
, t ) w
m )
, t )
' !
`
u
k
t ) v
k
, t ) w
k
, t )
' !
`
kx cos
k 0 =
m 1 -
_
= =
u
k
t ) v
k
t ) w
k
t )
u
m )
t ) v
m )
t ) w
m )
t )
u
m )
0 ) p
m
u
0
= v
m )
0 ) p
m
v
0
= w
m )
0 ) p
m
w
0
=
Thus, approximate solutions exist, locally at least. However, if we use (7.1)(7.3) we
can easily find that
Therefore, inequality (7.5) leads to the relation
.
This implies the global existence of approximate solutions (see Exercise 2.1).
Therefore, Theorem 2.2 guarantees the existence of a mild solution to problem
(7.1)(7.4) in the space on the time interval of any length . Moreover, the
mild solution possesses the property
,
for any segment . Approximate solution has the structure (7.9).
Show that the scalar functions involved
in (7.9) are solutions to the system of equations:
Here , for , , the numbers
and are the Fourier coefficients of the func-
tions and .
Thus, equations (7.1)(7.3) generate a dynamical system with the evolu-
tionary operator defined by the formula
,
where is a mild solution (in ) to the Cauchy problem (7.1)
(7.4), . An interesting property of this system is given in the fol-
lowing exercise.
Let be the span of elements , where
and are defined by equations (7.8). Then the
subspace of the phase space is positively invariant with re-
spect to .
1
2
d
t d
u
m )
t )
2
v
m )
t )
2
w
m )
t )
2
- -
| |
' |
| |

u
x
m ) 2
v
x
m ) 2
w
x
m ) 2
- -
| |
' |
| |
=
-
-
u
m )
*
1 u
m )
, ) v
m )
*
a v
m )
, ) w
m )
*
a w
m )
, ) . - - - =
d
t d
y
m
t )
H
2
C 1 a - ) y
m
t )
H
2
s
y
m
t )
H H
3
= T
y t ) u t ) v t ) w t ) , , ) =
y t ) y
m
t ) -
0 T , j
max 0 m
0 T , j y
m
t )
Exer c i s e 7.5 u
k
t ) v
k
, t ) w ,
k
t )
u
k
k
2
u
k
- v
k
2
- w
k
2
- u
0
k 0
, - =
v
k
k
2
v
k
- v
k
u
k
v
k
a
k
w
k
b
k
, - - =
w
k
k
2
w
k
- w
k
u
k
v
k
- b
k
w
k
a
k
. - =
|
|
|
'
|
|
|
(7.11)
(7.12)
(7.13)
k 1 2 , , =
k0
0 = k 0 =
00
1 = a
k
=
C
k
a ) = b
k
C
k
b ) =
a x ) b x )
H S
t
, )
S
t
S
t
y
0
u t ) v t ) w t ) , , ) =
u t ) v t ) w t ) , , ) H
y
0
u
0
v
0
w
0
, , ) =
Exer c i s e 7.6
k
e
3 k
e
3 k 1 -
e
3 k 2 -
, ,
k 0 1 2 , , , = e
n

k
H
S
t
S
t
k

k
c )
2
C
h
a
p
t
e
r
Therefore, the phase space of the dynamical system falls into the ortho-
gonal sum
of invariant subspaces. Evidently, the dynamics of the system in the sub-
space is completely determined by the system of three ordinary differential
equations (7.11)(7.13).
Lemma 7.1.
Assume that and
. (7.14)
Then the dynamical system is dissipative.
Proof.
Let us fix and then consider the initial conditions
from the subspace
,
where are defined by equations (7.8). It is clear that is positively in-
variant and the trajectory
of the system is a function satisfying (7.1)(7.4) in the classical sense. Let
be the orthoprojector in onto the span of elements
. We introduce a new variable instead of the function
. Here . Equations (7.1)(7.3) can be rewritten in the
form

where . The properties of the convolution operation (see Exer-
cises 7.1 and 7.2) enable us to show that
H H S
t
, )
H
k
k 0 =
_
=
H S
t
, )
k
a b , H -
C
0
1
2
a x ) x d
0
2
}
0 =
H S
t
, )
N y
0
u
0
v
0
w
0
, , ) =
H
N

k
Lin e
3 k
e
3 k 1 -
e
3 k 2 -
, ,
k 0 =
N
_
=
k 0 =
N
_
=
e
n
H
N
y t ) u t ) v , t ) w , t ) ) u
k
t ) v
k
, t ) w
k
, t ) ) kx cos
k 0 =
N
_
= =
p
m
H kx: n cos 0 1 , , , =
m u
t ) u t ) o
m
- =
u t ) o
m
p
m
p
0
- ) a =
u
t
u
xx
- v
*
v w
*
w - u
o
m
- - )
*
1 o
xx
m
, - - - =
v
t
v
xx
- v
*
u
v
*
q
m
a ) w
*
b v
*
p
0
a ) , - - - =
w
t
w
xx
- w
*
u
v
*
b - w
*
q
m
a ) w
*
p
0
a ) , - - =
|
|
|
'
|
|
|
(7.15)
(7.16)
(7.17)
q
m
1 p
m
- =
(7.18)
It is clear that
, ,
where is the zeroth Fourier coefficient of the function . Moreo-
ver, the estimate
, ,
holds. We choose such that . Then equation (7.18)
implies that
If we use the inequality
,
then we find that
,
where . Consequently, the estimate
(7.19)
is valid for , provided and
where . By passing to the limit we can extend inequality
(7.19) over all the elements . Thus, the system possesses an ab-
sorbing set
, (7.20)
where is such that and
.
Show that the ball defined by equality (7.20) is positively
invariant.
1
2
d
t d
u
2
v
2
w
2
- - ) u
x
2
v
x
2
w
x
2
- - ) -
u
o
m
- - )
*
1 u
, ) o
x
m
u
x
, ) v
*
q
m
a ) v , )
w
*
q
m
a ) w , ) v
*
p
0
a ) v , ) w
*
p
0
a ) w , ) .
- - -
- - -
=
=
u
o
m
- - )
*
1 u
, ) C
0
u
) j
2
- = v
*
p
0
a ) v , )
1
2
C
0
a ) C
0
v ) j
2
=
C
0
f ) f x ) H -
q
m
v v
x
s m 1 >
m 1 > 1 2 / ) q
m
a 2 / s
d
t d
u
2
v
2
w
2
- -
' !
`
u
x
2
v
x
2
w
x
2
- -
' !
`

2 C
0
u
)
2 2
C
0
a ) C
0
v )
2
C
0
w )
2
-
' !
`
o
x
m 2
. s
- -
- -
f
2
C
0
f )
2
f
x
2
- s
d
t d
u
2
v
2
w
2
- - ) x u
2
v
2
w
2
- - ) o
x
m 2
s -
x 2 2 / C
0
a ) , , ) min =
y
t )
H
2
y
0 )
H
2
e
x t -

x
1 e
xt -
- ) o
x
m 2
- s
y
t ) u
t ) v t ) w t ) , , ) = q
m
a 2 / s y
0
y
0
- =
o
m
0 0 , , ) - y
0
H
N
-
y
0
H - H S
t
, )
*
m
u v w , , ) : u p
m
p
0
- ) a -
2
v
2
w
2
- - R
m
2
s =
m a p -
m
a 2 / s
R
m
2
p
m
p
0
- ) a j
x
2
2
2
C
0
a ) , ,
' !
`
min
' !
`
1 -
1 - =
Exer c i s e 7.7 *
m
2
C
h
a
p
t
e
r
Consider the restriction of the dynamical system to
the subspace
.
Show that is dissipative not depending on the validity of
condition (7.14).
Lemma 7.2.
Assume that the hypotheses of Lemma 7.1 hold and let be the ortho-
projector onto the span of elements in ,
. Then the estimate
(7.21)
holds for all such that . Here
and is the mild solution to problem
(7.1)(7.4) with the initial condition .
Proof.
As in the proof of Lemma 7.1 we assume that for
some . If we apply the projector to equalities (7.15)(7.17), then we get
the equations
where , and . Therefore, we obtain
(7.22)
as in the proof of the previous lemma. It is easy to check that
for every . Therefore, inequality (7.22) implies that
.
Hence, equation (7.21) is valid. Lemma 7.2 is proved.
Exer c i s e 7.8 H S
t
, )
H
h x ) u x ) v x ) w x ) , , ) H h x ) x 0 = d
0
2
}
, - =
| |
| |
' |
| |
| |
n
n 1 >
_
= =
H
S
t
, )
p
m
kx: k 0 1 m , , , = cos H
q
m
1 p
m
- =
y
m
t )
H
2
y
0 H
2
2 m 1 - )
2
q
m
a
2
-
' !
`
t -
| |
' |
| |
exp s
m q
m
a 2 m 1 - )
2
y
m
t ) q
m
u t ) , =
q
m
v t ) q
m
w t ) , ) u t ) v , t ) w , t ) )
y
0
u
0
v
0
w
0
, , ) =
y
0
u
0
v
0
w
0
, , ) H
N
- =
N q
m
u
t
m
u
xx
m
- v
m
*
v
m
- w
m
*
w
m
, - =
v
t
m
v
xx
m
- v
m
*
u
m
w
m
*
b v
m
*
q
m
a , - - =
w
t
m
w
xx
m
- w
m
*
u
m
v
m
-
*
b w
m
*
q
m
a , - =
|
|
|
'
|
|
|
u
m
q
m
u = v
m
q
m
v = w
m
q
m
w =
1
2
d
t d
u
m
2
v
m
2
w
m
2
- -
' !
`
u
x
m 2
v
x
m 2
w
x
m 2
- -
' !
`
1
2
q
m
a v
m
2
w
m
2
-
' !
`
s
s
-
q
m
h )
x
2
>
m 1 - )
2
h
2
> h p
N
H -
1
2
d
t d
y
m
t )
H
2
m 1 - )
2 1
2
q
m
a -
' !
`
y
m
t )
H
2
- 0 s
Lemmata 7.1 and 7.2 enable us to prove the following assertion on the existence
of the global attractor.
Theorem 7.1.
Let and let condition Let and let condition Let and let condition Let and let condition (7.14) hold. Then the dynamical system hold. Then the dynamical system hold. Then the dynamical system hold. Then the dynamical system
generated by the mild solutions to problem generated by the mild solutions to problem generated by the mild solutions to problem generated by the mild solutions to problem (7.1)(7.4) possesses a possesses a possesses a possesses a
global attractor . This attractor is a compact connected set. It lies in the global attractor . This attractor is a compact connected set. It lies in the global attractor . This attractor is a compact connected set. It lies in the global attractor . This attractor is a compact connected set. It lies in the
finite-dimensional subspace finite-dimensional subspace finite-dimensional subspace finite-dimensional subspace
, ,, ,
where the vectors are defined by equalities where the vectors are defined by equalities where the vectors are defined by equalities where the vectors are defined by equalities (7.8) and the and the and the and the parameter parameter parameter parameter
is defined as the smallest number possessing the property is defined as the smallest number possessing the property is defined as the smallest number possessing the property is defined as the smallest number possessing the property
. .. . Here is the orthoprojector onto the subspace generated Here is the orthoprojector onto the subspace generated Here is the orthoprojector onto the subspace generated Here is the orthoprojector onto the subspace generated
by the elements in by the elements in by the elements in by the elements in . .. .
To prove the theorem it is sufficient to note that the dynamical system is compact
(see Lemma 4.1). Therefore, we can use Theorem 1.5.1. In particular, it should be
noted that belonging of the attractor to the subspace means that
, where is an arbitrary number possessing the property
. Below we describe the structure of the attractor and evalu-
ate its dimension exactly.
According to Lemma 7.2 the subspace is a uniformly exponentially attracting
and positively invariant set. Therefore, by virtue of Theorem 1.7.4 it is sufficient
to study the structure of the global attractor of the finite-dimensional dynamical sys-
tem . To do that it is sufficient to study the qualitative behaviour of the tra-
jectory in each invariant subspace , (see Exercise 7.6). This
behaviour is completely described by equations (7.11)(7.13) which get trans-
formed into system (1.6.4)(1.6.6) studied before if we take ,
, and . Therefore, the results contained in Section 6 of Chapter 1
lead us to the following conclusion.
Theorem 7.2.
Let the hypotheses of Theorem Let the hypotheses of Theorem Let the hypotheses of Theorem Let the hypotheses of Theorem 7.1 hold. Then the global minimal attrac- hold. Then the global minimal attrac- hold. Then the global minimal attrac- hold. Then the global minimal attrac-
tor of the dynamical system generated by mild solutions to tor of the dynamical system generated by mild solutions to tor of the dynamical system generated by mild solutions to tor of the dynamical system generated by mild solutions to
problem problem problem problem (7.1)(7.4) has the form , where has the form , where has the form , where has the form , where
. .. .
Here Here Here Here , ,, , , ,, , the values are the the values are the the values are the the values are the
a b , H -
H S
t
, )
)
H
N
Lin e
3 k
e
3 k 1 -
e
3 k 1 -
, ,
k 0 =
N
_
=
e
n
N
q
N
a
2 N 1 - )
2
q
N
nx: n cos N 1 - > H
)
0
N
)
dim
f
3 N 1 - ) s N
q
N
a 2 N 1 - )
2
H
N
H
N
S
t
, )
k
0 k N s s
k
2
k 0
- =
x k
2
a
k
- = | b
k
=
)
min
)
H S
t
, )
)
min
)
0 L
[ =
L
u
k
; r
k
; r
k
sin cos )
k x cos
| |
' |
| |
0 2 s
[
k J
a ) -
[
=
u
k
k
2
a
k
- = r
k
k a
k

2
k
2
- )
1 2 /
= a
k
C
k
a ) =
2
C
h
a
p
t
e
r
Fourier coefficients of the function Fourier coefficients of the function Fourier coefficients of the function Fourier coefficients of the function , ,, , and the number ranges over and the number ranges over and the number ranges over and the number ranges over
the set of indices such that the set of indices such that the set of indices such that the set of indices such that . .. . Topologically is a torus Topologically is a torus Topologically is a torus Topologically is a torus
(i.e. a cross product of circumferences) of the dimension (i.e. a cross product of circumferences) of the dimension (i.e. a cross product of circumferences) of the dimension (i.e. a cross product of circumferences) of the dimension . .. . The The The The
global attractor of the system can be obtained from by at- global attractor of the system can be obtained from by at- global attractor of the system can be obtained from by at- global attractor of the system can be obtained from by at-
taching the unstable manifold emanating from the zero element of taching the unstable manifold emanating from the zero element of taching the unstable manifold emanating from the zero element of taching the unstable manifold emanating from the zero element of
the space the space the space the space . .. . Moreover, Moreover, Moreover, Moreover, . .. .
It should be noted that appearance of a limit invariant torus of high dimension pos-
sesssing the structure described in Theorem 7.2 is usually assosiated with the Land-
au-Hopf picture of turbulence appearance in fluids. Assume that the parameter
gradually decreases. Then for some fixed choice of the function the following
picture is sequentially observed. If is large enough, then there exists only one at-
tracting fixed point in the system. While decreases and passes some critical value
, this fixed point loses its stability and an attracting limit cycle arises in the sys-
tem. A subsequent decrease of leads to the appearance of a two-dimensional
torus. It exists for some interval of values of : Then tori
of higher dimensions arise sequentially. Therefore, the character of asymptotic be-
haviour of typical trajectories becomes more complicated as decreases. According
to the Landau-Hopf scenario, movement along an infinite-dimensional torus corres-
ponds to the turbulence.
8 On 8 On 8 On 8 On Retarded Semilinear Retarded Semilinear Retarded Semilinear Retarded Semilinear
Parabolic Equations Parabolic Equations Parabolic Equations Parabolic Equations
In this section we show how the above-mentioned ideas can be used in the study of
the asymptotic properties of dynamical systems generated by the retarded perturba-
tions of problem (2.1). It should be noted that systems corresponding to ordinary re-
tarded differential equations are quite well-studied (see, e. g., the book by J. Hale [4]).
However, there are only occasional journal publications on the retarded partial dif-
ferential equations. The exposition in this section is quite brief. We give the reader
an opportunity to restore the missing details independently.
As before, let be a positive operator with discrete spectrum in a separable
Hilbert space and let be the space of strongly continuous functions
on the segment with the values in , . Further we also use
the notation , where is a fixed number (with the meaning
of the delay time). It is clear that is a Banach space with the norm
.
a x ) k
J
a ) 0 k
2
a
k
L
Card J
a )
)
H S
t
, ) )
min
)
M
-
0 )
H )
dim 2 Card J
a ) =
a x )

3

2
<
1
) .
A
H C a b .
u
, , )
a b , j .
u
D A
u
) = u 0 >
C
u
C r 0 .
u
, , - ) = r 0 >
C
u
v
C
u
A
u
v o ) : o r 0 , - j -
| |
' |
| |
max
On Ret ar ded Semi l i near Par abol i c Equat i ons 139

Let be a (nonlinear) mapping of the space into possessing the property
, , (8.1)
for any such that , where is an arbitrary number and
is a nondecreasing function. In the space we consider a differential equation
, , (8.2)
where denotes the element from determined with the help of the function
by the equality
, .
We equip equation (8.2) with the initial condition
, , (8.3)
where is an element from .
The simplest example of problem (8.2) and (8.3) is the Cauchy problem for the
nonlinear retarded diffusion equation:
(8.4)
Here is a positive parameter, and are the given scalar functions.
As in the non-retarded case (see Section 2), we give the following definition.
A function is called a mild (in mild (in mild (in mild (in ) solution ) solution ) solution ) solution
to problem (8.2) and (8.3) on the half-interval if (8.3) holds and
satisfies the integral equation
. (8.5)
The following analogue of Theorem 2.1 on the local solvability of problem (8.2)
and (8.3) holds.
Theorem 8.1.
Assume that Assume that Assume that Assume that (8.1) holds. Then for any initial condition there holds. Then for any initial condition there holds. Then for any initial condition there holds. Then for any initial condition there
exists such that problem exists such that problem exists such that problem exists such that problem (8.2) and and and and (8.3) has a unique mild solution has a unique mild solution has a unique mild solution has a unique mild solution
on the half-interval on the half-interval on the half-interval on the half-interval . .. .
Proof.
As in Section 2, we use the fixed point method. For the sake of simplicity we
consider the case (for arbitrary the reasoning is similar). In the space
we consider a ball
B C
u
H
B v
1
) B v
2
) - M R ) v
1
v
2
-
C
u
s 0 u 1 s
v
1
v
2
, C
u
- v
j
C
u
R s R 0 > M R )
H
u d
t d
Au - B u
t
) = t t
0
>
u
t
C
u
u t )
u
t
o ) u t o - ) = o r - 0 , j -
u
t
0
o ) u t
0
o - ) v o ) = = o r - 0 , j -
v C
u
u
t
u ^ - f
1
u t x , ) ) f
2
u t r - x , ) ) , x O, t t
0
, > - - =
u
O
0 , u o )
o t
0
r t
0
, - j -
v o ) . = =
|
|
'
|
|
r f
1
u ) f
2
u )
u t ) C t
0
r - t
0
T .
u
, - , ) - .
u
t
0
t
0
T - , ) u t )
u t ) e
t t
0
- ) A -
v 0 ) e
t t
0
- ) A -
B u
.
) . d
t
0
t
}
- =
v C
u
-
T 0 >
t
0
t
0
T - , )
t
0
0 = t
0
R -
C
u
0 T , ) C 0 T .
u
, , )
2
C
h
a
p
t
e
r
,
where and is the initial condition for problem
(8.2) and (8.3). We also use the notation
.
We consider the mapping from into itself defined by the formula
.
Here we assume that for . Using the estimate (see Exer-
cise 1.23)
, , (8.6)
(for we suppose ) we have that
. (8.7)
If , then
.
This easily implies that
, ,
where, as above, is defined by the formula
, .
Hence, estimate (8.1) for gives us that
.
Since for , the last estimate can be rewritten in
the form
for . Therefore, (8.7) implies that
,
if , . Similarly, we have that
*
w C
u
0 T , ) : w v
-
C
u
0 T , )
- s =
v
t ) At - v 0 ) exp = v o ) C
u
-
w
C
u
0 T , )
A
u
w t ) : t 0 T , j - max
K C
u
0 T , )
Kw j t ) v
t ) e
t . - ) A -
B w
.
) . d
0
t
}
- =
w o ) v o ) = o r - 0 , ) -
A
u
e
s A -
u
e s
' !
`
u
s s 0 >
u 0 = u
u
1 =
A
u
Kw
1
t ) Kw
2
t ) - )
u
e t . - )
' !
`
u
B w
1 . ,
) B w
2 . ,
) - . d
0
t
}
s
w *
-
A
u
w t )
0 T , j
max A
u
v 0 ) - s
w
.
C
u
v
C
u
- s . 0 T , j -
w
.
C
u
-
w
.
o ) w . o - ) = o r - 0 , j -
w
j
*
-
B w
1 . ,
) B w
2 . ,
) - M v
C
u
- ) w
1 . ,
w
2 . ,
-
C
u
s
w
1
o ) w
2
o ) = o r - 0 , ) -
B w
1 . ,
) B w
2 . ,
) - M v
C
u
- ) w
1
w
2
-
C
u
0 T , )
s
. 0 T , j -
Kw
1
Kw
2
-
C
u
0 T , )
1
1 u -
u
e
' !
`
u
T
1 u -
M v
C
u
- ) w
1
w
2
-
C
u
0 T , )
s
w
j
*
- j 1 2 , =
Kw v
-
C
u
0 T , )
1
1 u -
u
e
' !
`
u
T
1 u -
B 0 ) M v
C
u
- ) v
C
u
- ) -
| |
' |
| |
s
for . These two inequalities enable us to choose
such that is a contractive mapping of into itself. Consequently, there exists
a unique fixed point of the mapping . The structure of the ope-
rator implies that . Therefore, the function
lies in and is a mild solution to problem (8.2), (8.3) on the segment
. Thus, Theorem 8.1 is proved.
In many aspects the theory of retarded equations of the type (8.2) is similar to the
corresponding reasonings related to the problem without delay (see (2.1)). The exer-
cises below partially confirm that.
Prove the assertions similar to the ones in Exercises 2.12.5
and in Theorem 2.2.
Assume that the constant in (8.1) does not depend
on . Prove that problem (8.2) and (8.3) has a unique mild solution
on , provided . Moreover, for any pair of solu-
tions and the estimate
(8.8)
is valid, where is the initial condition for (see (8.3)).
For the sake of simplicity from now on we restrict ourselves to the case when the
mapping has the form
, , (8.9)
where is a continuous mapping from into , continu-
ously maps into and possesses the property . We also assume
that is a potential operator, i.e. there exists a continuously Frecht differenti-
able function on such that . We require that
, (8.10)
for all , where , , , and are real parameters, and are positive
(cf. Section 2). As to the retarded term , we consider the uniform estimate
(8.11)
to be valid. Here is an absolute constant and .
w *
- T T u v
C
u
, , ) 0 > =
K *
w t ) C
u
0 T , ) - K
K w -0 ) Kw j -0 ) v 0 ) = =
u t )
w t ) , t 0 T , j , -
v t ) , t r 0 , - j , -
|
'
|
=
C r - T .
u
, , )
0 T , j
Exer c i s e 8.1
Exer c i s e 8.2 M R )
R
t
0
, ) v o ) C
u
-
u
1
t ) u
2
t )
u
1
t ) u
2
t ) -
u
a
1
e
a
2
t t
0
- )
v
1
v
2
-
C
u
s
v
j
o ) u
j
t )
B
B v ) B
0
v 0 ) ) B
1
v ) - = v v o ) C
1 2 /
- =
B
0
.
) .
1 2 /
D A
1 2
) H B
1
.
)
C
1 2 /
H B
1
0 ) 0 =
B
0
.
)
F u ) .
1 2 /
B
0
u ) F' u ) - =
F u ) o - > F' u ) u , ) |F u ) - u
2
- >
u .
1 2 /
- o | |
B
1
v )
B
1
v
1
) B
2
v
2
) - M A
1 2
v
1
o ) v
2
o ) - ) o d
r -
0
}
s
M v
j
o ) C C
1 2 /
-
2
C
h
a
p
t
e
r
Assume that conditions (8.9)(8.11) hold. Then problem (8.2)
and (8.3) has a unique mild solution (in ) on any segment
for every initial condition from .
Therefore, we can define an evolutionary operator acting in the space
by the formula
, , (8.12)
where is a mild solution to problem (8.2) and (8.3).
Prove that the operator given by formula (8.12) satisfies
the semigroup property: , , and the
pair is a dynamical system.
Theorem 8.2.
Let conditions Let conditions Let conditions Let conditions (8.9)(8.11) and and and and (8.1) with with with with hold. Assume that hold. Assume that hold. Assume that hold. Assume that
the parameters in the parameters in the parameters in the parameters in (8.10) and and and and (8.11) satisfy the equation satisfy the equation satisfy the equation satisfy the equation
. .. .
Then the dynamical system generated by equality Then the dynamical system generated by equality Then the dynamical system generated by equality Then the dynamical system generated by equality (8.12) is a dissi- is a dissi- is a dissi- is a dissi-
pative compact system. pative compact system. pative compact system. pative compact system.
Proof.
We reason in the same way as in the proof of Theorem 4.3. Using the Galerkin
approximations it is easy to find that a solution to problem (8.2) and (8.3) satisfies
the equalities
and
.
If we add these two equations and use (8.10), then we get that
(8.13)
where
. (8.14)
Using (8.11) it is easy to find that there exists a constant such that
Exer c i s e 8.3
.
1 2 /
t
0
t
0
T - , j v C C
1 2 /
=
S
t
C C
1 2 /
S
t
v ) o ) u
t
o ) u t o - ) = o r - 0 , j -
u t )
Exer c i s e 8.4 S
t
S
t
S
.
S
t . -
= S
0
I = t . , 0 >
C
1 2 /
S
t
, )
u 1 2 / =
r
2
2
2 - ) M
2
r 2 | , , ) min
| |
' |
| |
exp 2 | , , ) min s
C S
t
, )
1
2
d
t d
u t )
2
A
1 2
u t )
2
F' u t ) ) u t ) , ) - - B
1
u
t
) u t ) , ) =
1
2
d
t d
A
1 2
u t )
2
2 F u t ) ) - ) u
t )
2
- B
1
u
t
) u
t ) , ) =
d
t d
V u t ) ) A
1 2
u t )
2
u t )
2
u
t )
2
|F u t ) ) - - - -
B
1
u
t
) u t ) u
t ) - ) , -
s
s
V u )
1
2
u
2 1
2
A
1 2
u
2
F u ) o - - - =
D
0
0 >
,
where
, .
Consequently, the inequality
is valid for . Therefore, we have
for the function
.
If we integrate this inequality from to , then we obtain
.
Therefore, Gronwalls lemma gives us that
,
provided that
.
Here and are positive numbers, . This implies
the dissipativity of the dynamical system . In order to prove its compactness
we note that the reasoning similar to the one in the proof of Lemma 4.1 enables us
to prove the existence of the absorbing set which is a bounded subset of the
space for . Using the equality (cf. (8.5))
for large enough, we can show that the equation
holds for the solution in the absorbing set . Here the constant depends
on and the parameters of the problem only, . This circumstance enables
d
t d
V u t ) ) m
1
V u t ) ) - D
0
1
2
m
2
A
1 2
u . )
2
. d
t r -
t
}
- s
m
1
2 | , , ) min = m
2
r
2
1
2
-
' !
`
M
2
=
y
t ) m
1
y t ) - D
0
m
2
y . ) . d
t r -
t
}
- s
y t ) V u t ) ) =
t ) D
0
e
m
1
t
m
2
e
m
1
r
. ) . d
t r -
t
}
- s
t ) e
m
1
t
y t ) e
m
1
t
V u t ) ) = =
0 t
t ) 0 )
D
0
m
1
e
m
1
t
1 - ) m
2
e
m
1
r
r . ) . d
r -
t
}
- - s
V u t ) ) V u 0 ) ) C
0
v
C
1 2 /
2
- ) e
m -
3
t
C
1
- s
m
2
e
m
1
r
r m
1
C
1
C
2
m
3
m
1
m
2
e
m
1
r
r - 0 > =
C S
t
, )
*
u
C
u
C r - 0 D A
u
) , , ) = 1 2 / u 1
u t ) e
t s - ) A -
u s ) e
t . - ) A -
B u
.
) . d
s
t
}
- =
t s >
A
1 2
u t ) u s ) - ) C t s -
|
s
u t ) *
u
C
*
u
| 0 >
2
C
h
a
p
t
e
r
us to prove the existence of a compact absorbing set for the dynamical system
. Theorem 8.2 is proved.
Theorem 8.2 and the results of Chapter 1 enable us to prove the following assertion
on the attractor of problem (8.2) and (8.3).
Theorem 8.3.
Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem 8.2 hold. Then the dynamical hold. Then the dynamical hold. Then the dynamical hold. Then the dynamical
system possesses a compact connected global attractor which is system possesses a compact connected global attractor which is system possesses a compact connected global attractor which is system possesses a compact connected global attractor which is
a bounded set in the space for each . a bounded set in the space for each . a bounded set in the space for each . a bounded set in the space for each .
It should be noted that the finite dimensionality of this attractor can be proved
in some cases.
C S
t
, )
C S
t
, ) )
C
u
C r - 0 .
u
, , ) = u 1
3. HENRY D. Geometric theory of semilinear parabolic equations. Lect. Notes
in Math. 840. Berlin: Springer, 1981.
4. HALE J. K. Theory of functional differential equations. Berlin; Heidelberg;
New York: Springer, 1977.
C h a p t e r 3
C o n t e n t s
. . . . 1 Basic Equation and Concept of Inertial Manifold . . . . . . . . . 149
. . . . 2 Integral Equation for Determination of Inertial Manifold . . 155
. . . . 3 Existence and Properties of Inertial Manifolds . . . . . . . . . . 161
. . . . 4 Continuous Dependence of Inertial Manifold
on Problem Parameters . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 171
. . . . 5 Examples and Discussion . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
. . . . 6 Approximate Inertial Manifolds
for Semilinear Parabolic Equations . . . . . . . . . . . . . . . . . . . 182
. . . . 7 Inertial Manifold for Second Order in Time Equations . . . . 189
. . . . 8 Approximate Inertial Manifolds for Second Order
. . . . 9 Idea of Nonlinear Galerkin Method . . . . . . . . . . . . . . . . . . . . 209
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
If an infinite-dimensional dynamical system possesses a global attractor of finite
dimension (see the definitions in Chapter 1), then there is, at least theoretically,
a possibility to reduce the study of its asymptotic regimes to the investigation of pro-
perties of a finite-dimensional system. However, as the structure of attractor cannot
be described in details for the most interesting cases, the constructive investigation
of this finite-dimensional system cannot be carried out. In this respect some ideas
related to the method of integral manifolds and to the reduction principle are very
useful. They have led to appearance and intensive use of the concept of inertial ma-
nifold of an infinite-dimensional dynamical system (see [1][8] and the references
therein). This manifold is a finite-dimensional invariant surface, it contains a global
attractor and attracts trajectories exponentially fast. Moreover, there is a possibility
to reduce the study of limit regimes of the original infinite-dimensional system
to solving of a similar problem for a class of ordinary differential equations.
In this chapter we present one of the approaches to the construction of inertial
manifolds (IM) for an evolutionary equation of the type:
, . (0.1)
Here is a function of the real variable with the values in a separable Hilbert
space . We pay the main attention to the case when is a positive linear operator
with discrete spectrum and is a nonlinear mapping of subordinated to
in some sense. The approach used here for the construction of inertial manifolds is
based on a variant of the Lyapunov-Perron method presented in the paper [2]. Other
approaches can be found in [1], [3][7], [9], and [10]. However, it should be noted
that all the methods for the construction of IM known at present time require a quite
strong condition on the spectrum of the operator : the difference
of two neighbouring eigenvalues of the operator should grow sufficiently fast
as .
1 Basic Equation and Concept 1 Basic Equation and Concept 1 Basic Equation and Concept 1 Basic Equation and Concept
of Inertial Manifold of Inertial Manifold of Inertial Manifold of Inertial Manifold
In a separable Hilbert space we consider a Cauchy problem of the type
, , , , (1.1)
where is a positive operator with discrete spectrum (for the definition see Section
1 of Chapter 2) and is a nonlinear continuous mapping from
u d
t d
Au - B u t , ) = u
t 0 =
u
0
=
u t ) t
H A
B u t , ) H A
A /
N 1 -
/
N
-
A
N
H
u d
t d
Au - B u t , ) = t s > u
t s =
u
0
= s R -
A
B
. .
, ) D A
u
) R -
150 I ner t i a l Mani f ol ds
3
C
h
a
p
t
e
r
into , possessing the properties
(1.2)
and
(1.3)
for all , , and from the domain of the operator . Here is
a positive constant independent of and is the norm in the space . Further it
is assumed that is the orthonormal basis in consisting of the eigenfunctions
of the operator :
, , .
Theorem 2.3 of Chapter 2 implies that for any initial condition prob-
lem (1.1) has a unique mild (in ) solution on every half-interval ,
i.e. there exists a unique function which satisfies the inte-
gral equation
(1.4)
for all . This solution possesses the property (see (2.6) in Chapter 2)
,
for and . Moreover, for any pair of mild solutions and to
problem (1.1) the following inequalities hold (see (2.2.15)):
, (1.5)
and (cf. (2.2.18))
, (1.6)
where , and are positive numbers depending on , ,
and only. Hereinafter , where is the orthoprojector onto the first
eigenvectors of the operator . Moreover, we use the notation
for and for . (1.7)
Further we will also use the following so-called dichotomy estimates proved
in Lemma 1.1 of Chapter 2:
, ;
, ; (1.8)
H 0 u 1 , s
B u t , ) M 1 A
u
u - ) s
B u
1
t , ) B u
2
t , ) - M A
u
u
1
u
2
- ) s
u u
1
u
2
.
u
D A
u
) = A
u
M
t
.
H
e
k
H
A
Ae
k
/
k
e
k
= 0 /
1
/
2
s s /
k
k
lim =
u
0
.
u
-
.
u
u t ) s s T - , )
u t ) C s s T .
u
, - , ) -
u t ) e
t s - ) A -
u
0
e
t . - ) A -
B u . ) . , ) . d
s
t
}
- =
t s s T - , ) -
A
|
u t o - ) u t ) - ) Co
u | -
s 0 | u s s
0 o 1 t s > u
1
t ) u
2
t )
A
u
u t ) a
1
e
a
2
t s - )
A
u
u s ) s t s >
Q
N
A
u
u t ) e
/
N 1 -
t s - ) -
M 1 k - ) a
1
/
N 1 -
1 - u -
e
a
2
t s - )
-
| |
' |
| |
A
u
u s ) s
u t ) u
1
t ) u
2
t ) - = a
1
a
2
u /
1
M Q
N
I P
N
- = P
N
N A
k u
u
,
u -
e
, -
, d
0
}
= u 0 > k 0 = u 0 =
A
u
e
t A -
P
N
/
N
u
e
/
N
t
s t R -
e
t A -
Q
N
e
/
N 1 -
t -
s t 0 >
Bas i c Equa t i on a nd Concept of I ner t i a l Mani f ol d 151
, , .
The inertial manifold inertial manifold inertial manifold inertial manifold (IM) of problem (1.1) is a collection of surfaces
in of the form
,
where is a mapping from into satisfying the Lipschitz
condition
(1.9)
with the constant independent of and . We also require the fulfillment of the
invariance condition (if , then the solution to problem (1.1) posses-
ses the property , ) and the condition of the uniform exponential
attraction of bounded sets: there exists such that for any bounded set
there exist numbers and such that
for all . Here is a mild solution to problem (1.1).
From the point of view of applications the existence of an inertial manifold (IM)
means that a regular separation of fast (in the subspace ) and slow (in the
subspace ) motions is possible. Moreover, the subspace of slow motions turns
out to be finite-dimensional. It should be noted in advance that such separation is
not unique. However, if the global attractor exists, then every IM contains it.
When constructing IM we usually use the methods developed in the theory
of integral manifolds for central and central-unstable cases (see [11], [12]).
If the inertial manifold exists, then it continuously depends on , i.e.
for any and . Indeed, let be the solution to problem (1.1) with
, . Then for and hence
.
Therefore,
Consequently, Lipschitz condition (1.9) leads to the estimate
.
Since , this estimate gives us the required continuity pro-
perty of .
A
u
e
t A -
Q
N
u t / )
u
/
N 1 -
u
- j e
/
N 1 -
t -
s t 0 > u 0 >
M
t
t R - , H
M
t
p 1 p t , ) : p P
N
H 1 p t , ) 1 P
N
- ) .
u
- , - - =
1 p t , ) P
N
H R - 1 P
N
- ) .
u
A
u
1 p
1
t , ) 1 p
2
t , ) - ) C A
u
p
1
p
2
- ) s
C p
j
t
u
0
M
s
- u t )
u t ) M
t
- t s >
0 > B H c
C
B
t
B
s >
u t u
0
, ) M
t
, )
.
u
: u
0
dist B -
| |
' |
| |
sup C
B
e
t t
B
- ) -
s
t t
B
> u t u
0
, )
I P
N
- ) H
P
N
H
t
A
u
1 p s , ) 1 p t , ) - )
t s
lim 0 =
p P
N
H - s R - u t )
u
0
p 1 p s , ) - = p P
N
H - u t ) M
t
- t s >
u t ) P
N
u t ) 1 P
N
u t ) t , ) - =
1 p t , ) 1 p s , ) - 1 p t , ) 1 P
N
u t ) t , ) - j
u t ) u
0
- j p P
N
u t ) - j .
-
- -
=
A
u
1 p s , ) 1 p t , ) - ) C A
u
u t ) u
0
- ) s
u t ) C s - D A
u
) , , ) -
1 p t , )
3
C
h
a
p
t
e
r
holds for when , , .
The notion of the inertial manifold is closely related to the notion of the inertial inertial inertial inertial
form form form form. If we rewrite the solution in the form , where
, , and , then equation (1.1) can be re-
written as a system of two equations
By virtue of the invariance property of IM the condition implies that
, i.e. the equality implies that .
Therefore, if we know the function that gives IM, then the solution
lying in can be found in two stages: at first we solve the problem
, , (1.10)
and then we take . Thus, the qualitative behaviour of solu-
tions lying in IM is completely determined by the properties of differential
equation (1.10) in the finite-dimensional space . Equation (1.10) is said to be
the inertial form (IF) of problem (1.1). In the autonomous case ( )
one can use the attraction property for IM and the reduction principle (see Theorem
7.4 of Chapter 1) in order to state that the finite-dimensional IF completely deter-
mines the asymptotic behaviour of the dynamical system generated by problem (1.1).
Let give the inertial manifold for problem (1.1).
Show that IF (1.10) is uniquely solvable on the whole real axis, i.e.
there exists a unique function such that
equation (1.10) holds.
Let be a solution to IF (1.10) defined for all . Prove
that is a mild solution to problem (1.1) de-
fined on the whole time axis and such that .
Use the results of Exercises 1.2 and 1.3 to show that if IM
exists, then it is strictly invariant, i.e. for any and
there exists such that is a solution to prob-
lem (1.1).
Exer c i s e 1.1
A
|
1 p t -o , ) 1 p t , ) - ) C
|
p N , ) o
u | -
s
1 p t , ) 0 o 1 s s 0 | u s s t R -
u t ) u t ) p t ) q t ) - =
p t ) P
N
u t ) = q t ) Q
N
u t ) = Q
N
I P
N
- =
d
t d
p t ) Ap t ) - P
N
B p t ) q t ) - ) , =
d
t d
q t ) Aq t ) - Q
N
B p t ) q t ) - ) , =
p
t s =
p
0
P
N
u
0
, q
t s =
q
0
Q
N
u
0
. = =
|
|
|
|
'
|
|
|
|
p
0
q
0
, ) M
s
-
p t ) q t ) , ) M
t
- q
0
1 p
0
s , ) = q t ) 1 p t ) t , ) =
1 p t , ) u t )
M
t
d
t d
p t ) Ap t ) - P
N
B p t ) 1 p t ) t , ) - ) = p
t s =
p
0
=
u t ) p t ) 1 p t ) t , ) - =
u t )
P
N
H
B u t , ) B u )
Exer c i s e 1.2 1 p t , )
p t ) C - P
N
H , , ) -
Exer c i s e 1.3 p t ) t R -
u t ) p t ) 1 p t ) t , ) - =
u
t s =
p
0
1 p
0
t , ) - =
Exer c i s e 1.4
M
t
u M
t
-
s t u
0
M
t
- u u t ) =
Bas i c Equa t i on a nd Concept of I ner t i a l Mani f ol d 153
In the sections to follow the construction of IM is based on a version of the Lyapunov-
Perron method presented in the paper by Chow-Lu [2]. This method is based on the
following simple fact.
Lemma 1.1.
Let be a continuous function on with the values in such that
, .
Then for the mild solution (on the whole axis) to equation
(1.11)
to be bounded in the subspace it is necessary and sufficient that
(1.12)
for , where is an element from and is an arbitrary real
number.
We note that the solution to problem (1.11) on the whole axis is a function
satisfying the equation
for any .
Proof.
It is easy to prove (do it yourself) that equation (1.12) gives a mild solution
to (1.11) with the required property of boundedness. Vice versa, let be
a solution to equation (1.11) such that is bounded. Then the func-
tion is a bounded solution to equation
.
Consequently, Lemma 2.1.2 implies that
.
Therefore, in order to prove (1.12) it is sufficient to use the constant variation
formula for a solution to the finite-dimensional equation
, .
f t ) R H
Q
N
f t ) C s t R -
u t )
d
t d
u Au - f t ) =
Q
N
.
u
u t ) e
t s - ) A -
p e
t . - ) A -
P
N
f . ) . d
s
t
}
e
t . - ) A -
Q
N
f . ) . d
-
t
}
- - =
t R - p P
N
H s
u t ) -
C R H , ) -
u t ) e
t s - ) A -
u s e
t . - ) A -
f . ) . d
s
t
}
- =
s R -
u t )
Q
N
u t )
u
q t ) Q
N
u t ) =
d
t d
q t ) Aq t ) - Q
N
f t ) =
q t ) e
t . - ) A -
Q
N
f . ) . d
-
t
}
=
p d
t d
Ap - P
N
f t ) = p t ) P
N
u t ) =
3
C
h
a
p
t
e
r
Lemma 1.1 enables us to obtain an equation to determine the function .
Indeed, let us assume that is bounded and there exists with the func-
tion possessing the property for all and .
Then the solution to problem (1.1) lying in has the form
.
It is bounded in the subspace and therefore it satisfies the equation of the
form
(1.13)
Moreover,
. (1.14)
Actually it is this fact that forms the core of the Lyapunov-Perron method. It is
proved below that under some conditions (i) integral equation (1.13) is uniquely
solvable for any and (ii) the function defined by equality (1.14)
gives IM.
In the construction of IM with the help of the Lyapunov-Perron method an im-
portant role is also played by the results given in the following exercises.
Assume that , where is any
number from the interval and . Let be a mild
solution (on the whole axis) to equation (1.11). Show that pos-
sesses the property

if and only if equation (1.12) holds for .
Hint: consider the new unknown function
instead of .
Assume that is a continuous function on the semiaxis
with the values in such that for some from the interval
the equation
holds. Prove that for a mild solution to equation (1.11) on the
semiaxis to possess the property
1 p t , )
B u t , ) M
t
1 p t , ) A
u
1 p t , ) C s p P
N
H - t R -
M
t
u t ) p t ) 1 p t ) t , ) - =
Q
N
H
u t ) e
t s - ) A -
p
e
t . - ) A -
P
N
B u . ) . , ) . d
s
t
}
e
t . - ) A -
Q
N
B u . ) . , ) . , t R - ) . d
-
t
}
-
- -
=
1 p s , ) Q
N
u s ) e
s . - ) A -
Q
N
B u . ) . , ) . d
-
s
}
= =
p P
N
H - 1 p s , )
Exer c i s e 1.5 e
s t - ) -
f t ) : t s sup
/
N
/
N 1 -
, ) s R - u t )
u t )
e
s t - ) -
A
u
u t )
t s
sup
t s
w t ) e
t s - )
u t ) =
u t )
Exer c i s e 1.6 f t )
s - , ) H
/
N
/
N 1 -
, )
e
s t - ) -
f t ) : t s - , ) - sup
u t )
s - , )
I nt egr al Equat i on f or Det er mi nat i on of I ner t i a l Mani f ol d 155
it is necessary and sufficient that
(1.15)
where and is an element of . Hint: see the hint to
Exercise 1.5.
2 Integral Equation for Determination 2 Integral Equation for Determination 2 Integral Equation for Determination 2 Integral Equation for Determination
of Inertial Manifold of Inertial Manifold of Inertial Manifold of Inertial Manifold
In this section we study the solvability and the properties of solutions to a class of in-
tegral equations which contains equation (1.13) as a limit case. Broader treatment of
the equation of the type (1.13) is useful in connection with some problems of the ap-
proximation theory for IM.
For and we define the space as the set
of continuous functions on the segment with the values in
and such that
.
Here is a positive number. In this space we consider the integral equation
, , (2.1)
where
Hereinafter the index of the projectors and is omitted, i.e. is the ortho-
projector onto and . It should be noted that the most sig-
nificant case for the construction of IM is when .
e
s t - ) -
A
u
u t ) : t s - , ) - sup
u t ) e
t s - ) A -
q e
t . - ) A -
Q
N
f . ) . d
s
t
}
e
t . - ) A -
P
N
f . ) . , d
t
-
}
-
- - =
t s > q Q
N
D A
u
)
s R - 0 L s C
s
C
u ,
s L - s , )
v t ) s L - s , j D A
u
)
v
s
e
s t - ) -
A
u
u t )
t s L - s , j -
sup
v t ) B
p
s L ,
v j t ) = s L - t s s s
B
p
s L ,
v j t ) e
t s - ) A -
p e
t . - ) A -
PB v . ) . , ) . d
t
s
}
-
e
t . - ) A -
QB v . ) . , ) . . d
s L -
t
}
-
-
=
N P
N
Q
N
P
Lin e
1
e
N
, , Q 1 P - =
L =
3
C
h
a
p
t
e
r
Lemma 2.1.
Let at least one of two conditions be fulfilled:
and (2.2)
or and
, , (2.3)
where is defined by equation (1.7). Then for any fixed there
exists a unique function satisfying equation (2.1) for all
, where is an arbitrary number from the segment
in the case of (2.2) and in the case of (2.3).
Moreover,
(2.4)
and
, (2.5)
where
. (2.6)
Proof.
Let us apply the fixed point method to equation (2.1). Using (1.8) it is easy
to check (similar estimates are given in Chapter 2) that
where
(2.7)
0 L M
u
u
1 u -
L
1 u -
L/
N 1 -
u
-
' !
`
q 1 s
0 L s
/
N 1 -
/
N
-
2 M
q
1 k - ) /
N 1 -
u
/
N
u
- ) > 0 q 1
k s R -
v
s
t p , ) C
s
-
t s L - s , j - /
N
,
/
N 1 -
j /
N
2 M q / ) /
N
u
- =
v
.
p
1
, ) v
.
p
1
, ) -
s
1 q - )
1 -
A
u
p
1
p
2
- ) s
v
s
s
1 q - )
1 -
D
1
A
u
p - s
D
1
M 1 k - ) /
N 1 -
1 - u -
M/
N
1 - u -
- =
A
u
B
p
1
s L ,
v
1
) t ) B
p
2
s L ,
v
2
) t ) - )
e
/
N
s t - )
A
u
p
1
p
2
- ) /
N
u
e
/
N
. t - )
M v
1
. ) v
2
. ) -
u
. d
t
s
}
- -
s
s

u
t . -
' !
`
u
/
N 1 -
u
- e
/ -
N 1 -
t . - )
M v
1
. ) v
2
. ) -
u
. d
s L -
t
}
e
/
N
s t - )
A
u
p
1
p
2
- ) q
1
s t , ) q
2
s t , ) - ) e
s t - )
v
1
v
2
-
s
, -
s
s
-
q
1
s t , ) M
u
t . -
' !
`
u
/
N 1 -
u
- e
/
N 1 -
- ) - t . - )
. d
s L -
t
}
=
and
. (2.8)
Therefore, if the estimate
, (2.9)
holds, then
. (2.10)
Let us estimate the values and . Assume that (2.2) is fulfilled.
Then it is evident that
and
for . Therefore,
.
Consequently, equation (2.2) implies (2.9). Now let the spectral condition (2.3)
be fulfilled. Then
for all . We change the variable in integration
and find that
,
where the constant is defined by (1.7). It is also evident that
provided that . Equation (2.3) implies that lies in
the interval . If we choose the parameter in such way, then we get
q
2
s t , ) M /
N
u
e
/
N
- ) . t - )
. d
t
s
}
=
q
1
s t , ) q
2
s t , ) - q s s L - t s s s
B
p
1
s L ,
v
1
j B
p
2
s L ,
v
2
j -
s
A
u
p
1
p
2
- ) q v
1
v
2
-
s
- s
q
1
s t , ) q
2
s t , )
q
1
s t , ) Mu
u
t . - )
u -
. d
s L -
t
}
M/
N 1 -
u
t s - L - ) - s
M
u
u
1 u -
t s - L - )
1 u -
M/
N 1 -
u
t s - L - ) -
=
=
q
2
s t , ) M/
N
u
s t - ) M/
N 1 -
u
s t - ) s s
/
N
/
N 1 -
s s
q
1
s t , ) q
2
s t , ) - M
u
u
1 u -
t s - L - )
1 u -
/
N 1 -
u
L -
' !
`
s
q
1
s t , )
Mu
u
t . - )
u
e
/
N 1 -
- ) t . - ) -
. d
-
t
}
M/
N 1 -
u
/
N 1 -
-
- s
/
N 1 -
, /
N 1 -
- ) t . - ) =
q
1
s t , )
Mk
/
N 1 -
- )
1 u -
M/
N 1 -
u
/
N 1 -
-
- s
k
q
2
s t , )
M/
N
u
/
N
-
s
/
N
> /
N
2 M q / ) /
N
u
- =
/
N
/
N 1 -
, )
3
C
h
a
p
t
e
r
.
Hence, equation (2.3) implies (2.9). Therefore, estimate (2.10) is valid, provi-
ded that the hypotheses of the lemma hold. Moreover, similar reasoning enables
us to show that
, (2.11)
where is defined by formula (2.6). In particular, estimates (2.10) and (2.11)
mean that when , , and are fixed, the operator maps into itself
and is contractive. Therefore, there exists a unique fixed point . Evi-
dently it possesses properties (2.4) and (2.5). Lemma 2.1 is proved.
Lemma 2.1 enables us to define a collection of manifolds by the formula
,
where
. (2.12)
Here is the solution to integral equation (2.1). Some properties of
the manifolds and the function are given in the following assertion.
Theorem 2.1.
Assume that at lea Assume that at lea Assume that at lea Assume that at leas ss st one of two conditions t one of two conditions t one of two conditions t one of two conditions (2.2) and and and and (2.3) is satisfied. is satisfied. is satisfied. is satisfied.
Then the mapping from into possesses the properties Then the mapping from into possesses the properties Then the mapping from into possesses the properties Then the mapping from into possesses the properties
a) (2.13)
for any , hereinafter is defined by formula for any , hereinafter is defined by formula for any , hereinafter is defined by formula for any , hereinafter is defined by formula (2.6) and and and and
; ;; ; (2.14)
b) the manifold is a Lipschitzian surface and the manifold is a Lipschitzian surface and the manifold is a Lipschitzian surface and the manifold is a Lipschitzian surface and
(2.15)
for all and ; for all and ; for all and ; for all and ;
c) if if if if is the solution to problem is the solution to problem is the solution to problem is the solution to problem (1.1) with the with the with the with the
initial data initial data initial data initial data , ,, , , ,, , then then then then
for for for for . .. . In case of the inequality In case of the inequality In case of the inequality In case of the inequality
(2.16)
q
1
s t , ) q
2
s t , ) -
M 1 k - ) /
N 1 -
u
/
N 1 -
/
N
-
2 M
q
/
N
u
-
q
2
- s
B
p
s L ,
v j
s
D
1
A
u
p q v
s
- - s
D
1
s L p B
p
s L ,
C
s
v
s
t p , )
M
s
L

M
s
L
p 1
L
p s , ) : p PH - - =
1
L
p s , ) e
s . - ) A -
QB v . ) . , ) . d
s L -
s
}
Qv s p , ) =
v t ) v t p , ) =
M
s
L
1
L
p s ,
1
L
.
s , ) PH QH
A
u
1
L
p s , ) D
2
q 1 q - )
1 -
D
1
A
u
p - - s
p PH - D
1
D
2
M 1 k - ) /
N 1 -
1 - u -
=
M
s
L
A
u
1
L
p
1
s , ) 1
L
p
2
s , ) -
q
1 q -
A
u
p
1
p
2
- ) s
p
1
p
2
, PH - s R -
u t ) u t s p 1
s
L
p ) - , , )
u
0
p 1
L
p s , ) - = p PH - Qu t ) 1
L
Pu t ) t , ) =
L = L
A
u
Qu t ) 1
L
Pu t ) t , ) - )
D
2
1 q - )
1 -
e
L -
q 1 q - )
2 -
e
t s - ) -
D
1
A
u
p - -
s
s
holds for all , where is an arbitrary number from the holds for all , where is an arbitrary number from the holds for all , where is an arbitrary number from the holds for all , where is an arbitrary number from the
segment if segment if segment if segment if (2.2) is fulfilled and when is fulfilled and when is fulfilled and when is fulfilled and when
(2.3) is fulfilled; is fulfilled; is fulfilled; is fulfilled;
d) if does not depend on if does not depend on if does not depend on if does not depend on , ,, , then , i.e. then , i.e. then , i.e. then , i.e.
is independent of is independent of is independent of is independent of . .. .
Proof.
Equations (2.12) and (1.8) imply that
By virtue of (2.9) we have that . Therefore, when we change the vari-
able in integration with the help of equation (2.5) we obtain (2.13).
Similarly, using (2.4) and (1.8) one can prove property (2.15).
Let us prove assertion (c). We fix and assume that is a
function on the segment such that for and
for . Here is the solution to integral equation (2.1). Using
equations (1.4) and (2.1) we obtain that
(2.17)
for . Evidently, equation (2.17) also remains true for . Equa-
.
Therefore, the substitution in (2.17) gives us that
(2.18)
for all , where and
. (2.19)
s t s L - s s
/
N
/
N 1 -
, j /
N
2 M q / ) /
N
u
- =
B u t , ) B u ) t 1
L
p s , ) 1
L
p )
1
L
p t , ) t
A
u
1
L
p s , ) M
u
s . -
' !
`
u
/
N 1 -
u
- e
/
N 1 -
s . - ) -
1 A
u
v . ) - ) . d
s L -
s
}
M
u
s . -
' !
`
u
/
N 1 -
u
- e
/
N 1 -
s . - ) -
. d
s L -
s
}
q
1
s s , ) v
s
. -
s s
s
q
1
s s , ) q
, /
N 1 -
s . - ) =
t
0
s s L - , j - w t )
s s L - , j w t ) u t ) = t s t
0
, j - w t ) =
v
s
t ) = t s L - s , j - v
s
t )
w t ) e
t s - ) A -
p 1
L
p s , ) - ) e
t . - ) A -
B w . ) . , ) . d
s
t
}
-
e
t s - ) A -
p e
t . - ) A -
PB w . ) . , ) . d
s
t
}
e
t . - ) A -
QB w . ) . , ) . d
s L -
t
}
- -
= =
=
s t t
0
s s t s L - s , j -
p e
s t
0
- ) A -
p t
0
) e
s . - ) A -
PB w . ) . , ) . d
t
0
s
}
- =
w t ) B
p t
0
)
t
0
L ,
w j t ) b
L
t
0
s t , , ) - =
t t
0
L - t
0
, j - p t ) Pu t ) =
b
L
t
0
s t , , ) e
t . - ) A -
QB v
s
. ) . , ) . d
s L -
t
0
L -
}
=
3
C
h
a
p
t
e
r
In particular, if equation (2.18) turns into equation (2.1) with and
. Therefore, equation (2.12) implies the invariance property
. Let us estimate the value (2.19). If we reason in the same way as
in the proof of Lemma 2.1, then we obtain that
,
where is defined by formula (2.7) and
. (2.20)
Therefore, simple calculations give us that
, (2.21)
where is defined by formula (2.14). Let be the solution to integral equa-
tion (2.1) for and . Then using (2.12), (2.18), and (2.1) we find
that
. (2.22)
However, for all we have that
.
Therefore, the contractibility property of the operator gives us that
.
Hence, it follows from (2.21) and (2.22) that
This and equation (2.5) imply (2.16). Therefore, assertion (c) is proved.
In order to prove assertion (d) it should be kept in mind that if
, then the structure of the operator enables us to state that
for , where . Therefore, if
is a solution to integral equation (2.1), then the function

L = s t
0
=
p p t
0
) = Qu t
0
) =
1
Pu t
0
) t
0
, ) =
A
u
b
L
t
0
s t , , ) e
t t
0
- L - ) /
N 1 -
-
q
1
*
s t
0
L - , ) q
1
s t
0
L - , ) e
s t
0
- L - )
v
s
s
-
| |
' |
| |
s
q
1
s t , )
q
1
*
s t , ) M
u
t . -
' !
`
u
/
N 1 -
u
-
' !
`
e
/
N 1 -
t . - ) -
. d
s L -
t
}
=
A
u
b
L
t
0
s t , , ) e
t t
0
- L - ) /
N 1 -
-
D
2
e
s t
0
- L - )
q v
s
s
-
| |
' |
| |
s
D
2
v
t
0
t )
s t
0
= p Pu t
0
) =
Qu t
0
) 1
L
Pu t
0
) t
0
, ) - Q w t
0
) v
t
0
t
0
) - ) =
t t
0
L - t
0
, j -
w t ) v
t
0
t ) - B
p t
0
)
t
0
L ,
w j t ) B
p t
0
)
t
0
L ,
v
t
0
j t ) - b
L
t
0
s t , , ) - =
B
p
t
0
L ,
1 q - ) w v
t
0
-
t
0
e
t
0
t - ) -
A
u
b
L
t
0
s t , , )
| |
' |
| |
t t
0
L t
0
, - j -
sup s
A
u
Qu t
0
) ) 1
L
Pu t
0
) t
0
, ) - A
u
w t
0
) v
t
0
t
0
) - )
w v
t
0
-
t
0
1 q - )
1 -
e
L -
D
2
q e
t
0
s - ) -
v
s
s
-
| |
' |
| |
.
s s
s s
* u t , )
* u ) B
p
s L ,
B
p
s L ,
v j t h - ) B
p
s h L , -
v
h
j t ) =
s h L t s h - s s - - v
h
t ) v t h - ) = v t ) C
u ,
s L s , - ) -
v
h
t ) v t h - ) C
u ,
s h L - - s h - , ) -
Exi s t ence and Pr oper t i es of I ner t i al Mani f ol ds 161
is its solution when is written instead of . Consequently, equation (2.12)
gives us that
.
Show that if , then inequalities (2.13) and
(2.16) can be replaced by the relations
, (2.23)
, (2.24)
where is defined by formula (2.14).
3 Existence and Properties 3 Existence and Properties 3 Existence and Properties 3 Existence and Properties
of Inertial Manifolds of Inertial Manifolds of Inertial Manifolds of Inertial Manifolds
In particular, assertion (c) of Theorem 2.1 shows that if the spectral gap condition
, , (3.1)
is fulfilled, then the collection of surfaces
, , (3.2)
is invariant, i.e.
, . (3.3)
Here is defined by formula (2.12) for and is
the evolutionary operator corresponding to problem (1.1). It is defined by the for-
mula , where is a mild solution to problem (1.1).
In this section we show that collection (3.2) possesses the property of exponen-
tial uniform attraction. Hence, is an inertial manifold for problem (1.1). More-
over, Theorem 3.1 below states that is an exponentially asymptotically exponentially asymptotically exponentially asymptotically exponentially asymptotically
complete complete complete complete IM, i.e. for any solution there exists a solution
lying in the manifold such that
, , .
In this case the solution is said to be an induced trajectory induced trajectory induced trajectory induced trajectory for on the
manifold . In particular, the existence of induced trajectories means that the so-
lution to original infinite-dimensional problem (1.1) can be naturally associated with
the solution to the system of ordinary differential equations (1.10).
s h - s
1
L
p s h - , ) Qv
h
s h - ) Qv s ) 1
L
p s , ) = = =
Exer c i s e 2.1 B u t , ) M s
A
u
1
L
p s , ) D
2
s
A
u
Qu t ) 1
L
Pu t ) t , ) ) - ) D
2
1 q - )
1 -
e
L -
s
D
2
/
N 1 -
/
N
2 M
q
1 k - ) /
N 1 -
u
/
N
u
- ) > - 0 q 1
M
s
p 1 p s , ) : p PH - - = s R -
U t s , ) M
s
M
t
c - s t s
1 p s , ) 1
p s , ) = L = U t s , )
U t s , ) u
0
u t ) = u t )
M
t

M
t

u t ) U t s , ) u
0
= u
t ) =
U t s , ) u
0
= u
t ) M
t
t s > , - )
A
u
u t ) u
t ) - ) Ce
t s - ) -
s 0 > t s >
u
t ) u t )
M
t
3
C
h
a
p
t
e
r
Theorem 3.1.
Assume that spectral gap condition Assume that spectral gap condition Assume that spectral gap condition Assume that spectral gap condition (3.1) is valid for some is valid for some is valid for some is valid for some . .. .
Then the manifold given by formula Then the manifold given by formula Then the manifold given by formula Then the manifold given by formula (3.2) is inertial for prob- is inertial for prob- is inertial for prob- is inertial for prob-
lem lem lem lem (1.1). .. . Moreover, for any solution there exists an in- Moreover, for any solution there exists an in- Moreover, for any solution there exists an in- Moreover, for any solution there exists an in-
duced trajectory such that for and duced trajectory such that for and duced trajectory such that for and duced trajectory such that for and
, ,, , (3.4)
where and where and where and where and . .. .
Proof.
Obviously it is sufficient just to prove the existence of an induced trajectory
possessing property (3.4). Let be a mild solution to problem (1.1),
. We construct the induced trajectory for
in the form , where lies in the space
of continuous functions on the semiaxis such that
, (3.5)
where . We introduce the notation
(3.6)
and consider the integral equation (cf. (1.15))
(3.7)
in the space . Here the value is chosen from the condition
,
i.e. such that
.
Therefore, by virtue of (3.7) we have
. (3.8)
Thus, in order to prove inequality (3.4) it is sufficient to prove the solvability of inte-
gral equation (3.7) in the space and to obtain the estimate of the solution. The
preparatory steps for doing this are hidden in the following exercises.
q 2 2 -
M
s
s R - ,
u t ) U t s , ) u
0
=
u
*
t ) U t s , ) u
0
*
= u
*
t ) M
t
- t s >
A
u
u t ) u
*
t ) - )
2 1 q - )
2 q - )
2
2 -
e
t s - ) -
A
u
Qu
0
1 P
0
u s , ) - ) s
/
N
2 M
q
/
N
u
- = t s >
u
*
t ) M
t
- u t )
u t ) U t s , ) u
0
= u
*
t ) U t s , ) u
0
*
= u t )
u
*
t ) u t ) w t ) - = w t ) C
s
-
C
s ,
s - , ,
D A
u
) ) s - , )
w
s - ,
e
t s - )
A
u
w t )
t s >
sup
/
N
2 M q / ) /
N
u
- =
F w t , ) B u t ) w - t , ) B u t ) ) - =
w t ) B
s
-
w j t ) e
t s - ) A -
q w ) e
t . - ) A -
QF w . ) . , ) .
e
t . - ) A -
PF w . ) . , ) . , t s - , ) , - d
t
-
}
-
- d
s
t
}
- =
C
s
-
q w ) QD A
u
) -
u
*
s ) u s ) w s ) - M
s
- =
Qu
0
Qw s ) - 1 Pu
0
Pw s ) - s , ) =
q w ) Qu
0
- 1 Pu
0
e
s . - ) A -
PF w . ) . , ) . d
s
-
}
- s ,
' !

`
- =
C
s
-
Assume that has the form (3.6). Show that for any

and for the following inequalities hold:
, (3.9)
. (3.10)
Using (1.8) prove that the equations
, (3.11)
(3.12)
hold for and . Here is defined by formula
(1.7).
Lemma 3.1.
Assume that spectral gap condition (3.1) holds with . Then
is a continuous contractive mapping of the space into itself.
The unique fixed point of this mapping satisfies the estimate
. (3.13)
Proof.
If we use (3.7), then we find that
for . Therefore, (3.9), (3.11), and (3.12) give us that
Exer c i s e 3.1 F w t , )
w t ) w t ) C
s
-
- , C
s ,
s - D A
u
) , , ) =
t s >
F w t ) t , ) e
t s - ) -
M w
s - ,
s
F w t ) t , ) F w t ) t , ) - e
t s - ) -
M w w -
s - ,
s
Exer c i s e 3.2
A
u
e
t . - ) A -
P e
. s - ) -
. d
t
-
}
' !

`
/
N
u
/
N
-
e
t s - ) -
s
A
u
e
t . - ) A -
Q e
. s - ) -
. d
s
t
}
' !

`
k /
N 1 -
- )
u
/ -
N 1 -
u
/
N 1 -
-
e
t s - ) -
s
s
/
N
/
N 1 -
t s > k
q 2 2 -
B
s
-
C
s
-
w
w
s - ,
2 1 q - )
2 q - )
2
2 -
A
u
Qu
0
1 Pu
0
s , ) - ) s
A
u
B
s
-
w j t ) e
t s - ) /
N 1 -
-
A
u
q w )
A
u
e
t . - ) A -
Q F w . ) . , ) . A
u
e
t . - ) A -
P F w . ) . , ) . d
t
-
}
- d
s
t
}
-
-
s
t s >
A
u
B
s
-
w j t ) e
t s - ) /
N 1 -
-
A
u
q w )
/
N
u
/
N
-
1 k - ) /
N 1 -
u
/
N 1 -
-
-
| |
' |
| |
Me
t s - ) -
w
s - ,
.
-
-
s
3
C
h
a
p
t
e
r
Since , spectral gap condition (3.1) implies that
. (3.14)
Similarly with the help of (3.10)(3.12) we have that
(3.15)
for any . From equations (3.8), (3.9), and (2.15) we obtain that
.
Therefore, (3.11) implies that
.
Similarly we have that
. (3.17)
It follows from (3.14)(3.17) that
, (3.18)
.
Therefore, if , then the operator is continuous and contractive in
. Estimate (3.13) of its fixed point follows from (3.18). Lemma 3.1 is proved.
In order to complete the proof of Theorem 3.1 we must prove that the function
is a mild solution to problem (1.1) lying in (here is a solution
to integral equation (3.7) ). We can do that by using the result of Exercise 1.2, the in-
variance of the collection , and the fact that equality (3.8) is equivalent to the
equation . Theorem 3.1 is completely proved.
Show that if the hypotheses of Theorem 3.1 hold, then the in-
duced trajectory is uniquely defined in the following sense: if
there exists a trajectory such that for and
with , then for .
/
N
2 M q / ) /
N
u
- =
A
u
B
s
-
w j t ) e
t s - ) /
N 1 -
-
A
u
q w ) q e
t s - ) -
w
s - ,
- s
A
u
B
s
-
w j t ) B
s
-
w j t ) - )
e
t s - ) /
N 1 -
-
A
u
q w ) q w ) - ) q e
t s - ) -
w w -
s - ,
-
s
s
w w , C
s
-
-
A
u
q w ) Qu
0
1 Pu
0
s , ) - - )
q M
1 q -
A
u
e
s . - ) A -
P e
. s - ) -
. d
s
-
}
w
s - ,
s
A
u
q w ) A
u
Qu
0
1 Pu
0
s , ) - )
q
2
2 1 q - )
w
s - ,
- s
A
u
q w ) q w ) - )
q
2
2 1 q - )
w w -
s - ,
s
B
s
-
w j
s - ,
A
u
Qu
0
1 Pu
0
s , ) - )
q
2
2 q -
1 q -
w
s - ,
- s
B
s
-
w j B
s
-
w j -
s - ,
q
2
2 q -
1 q -
w w -
s - ,
s
q 2 2 - B
s
-
C
s
-
u
*
t ) u t ) w t ) - =
M
t
t , s > w t )
M
t

u
*
s ) M
s
-
Exer c i s e 3.3
u
*
t )
u
**
t ) u
**
t ) M
t
- t s >
A
u
u t ) u
**
t ) - ) Ce
t s - ) -
s
/
N
2 M
q
/
N
u
- > u
**
t ) u
*
t ) t s >
The construction presented in the proof of Theorem 3.1 shows that in order to build
the induced trajectory for a solution with the exponential order of decrease
given, it is necessary to have the information on the behaviour of the solution
for all all all all values . In this connection the following simple fact on the exponential
closeness of the solution to its projection onto the mani-
fold appears to be useful sometimes.
Show that if the hypotheses of Theorem 3.1 hold, then the es-
timate
is valid for any solution to problem (1.1). Here
and (Hint: add the value
to the expression under the norm sign in the left-hand
side. Here is the induced trajectory for ).
It is evident that the inertial manifold consists of the solutions to problem
(1.1) which are defined for all real (see Exercises 1.3 and 1.4). These solutions can
be characterized as follows.
Theorem 3.2.
Assume that spectral gap condition Assume that spectral gap condition Assume that spectral gap condition Assume that spectral gap condition (3.1) holds with and holds with and holds with and holds with and
is the inertial manifold for problem is the inertial manifold for problem is the inertial manifold for problem is the inertial manifold for problem (1.1) constructed in Theorem constructed in Theorem constructed in Theorem constructed in Theorem 3.1. .. .
Then for a solution to problem Then for a solution to problem Then for a solution to problem Then for a solution to problem (1.1) defined for all to lie in the defined for all to lie in the defined for all to lie in the defined for all to lie in the
inertial manifold , it is necessary and sufficient that inertial manifold , it is necessary and sufficient that inertial manifold , it is necessary and sufficient that inertial manifold , it is necessary and sufficient that
(3.19)
for each , where for each , where for each , where for each , where . .. .
Proof.
If , then . Therefore, equation (2.13)
implies that
. (3.20)
The function satisfies the equation
for all real and . Therefore, we have that
u t )
u t )
t s >
u t ) Pu t ) 1 Pu t ) t , ) -
Exer c i s e 3.4
A
u
Qu t ) 1 Pu t ) t , ) - )
2
2 q - )
2
2 -
e
t s - ) -
A
u
Pu
0
1 Pu
0
t , ) - )
s
s
u t ) /
N
- =
2 M q / ) /
N
u
- t s > 1 Pu
*
t ) t , ) -
Qu
*
t ) - ) 0 =
u
*
t ) u t )
M
t
u t )
t
q 2 2 -
M
t

u t ) t R -
u t ) M
t
- )
u
s
e
s t - ) -
A
u
u t ) : - t s s sup
s R - /
N
2 M
q
/
N
u
- =
u t ) M
t
- u t ) Pu t ) 1 Pu t ) t , ) - =
A
u
u t ) D
2
q D
1
1 q -
1
1 q -
A
u
Pu t ) - - s
p t ) Pu t ) =
p t ) e
t s - ) A -
p s ) e
t . - ) A -
PB u . ) . , ) . d
s
t
}
- =
t s
3
C
h
a
p
t
e
r
for . With the help of (3.20) we find that
for , where
.
Hence, the inequality
holds for the function and . If we introduce the func-
tion , then the last inequlity can be rewritten in the form
, ,
or
, .
After the integration over the segment and a simple transformation it is easy
to obtain the estimate
. (3.21)
Obviously for we have that
.
Therefore, equations (3.21) and (3.20) imply (3.19).
Vice versa, we assume that equation (3.19) holds for the solution . Then
, . (3.22)
It is evident that is a bounded (on ) solution to the
equation
,
A
u
p t ) e
s t - ) /
N
A
u
p s ) M/
N
u
e
. t - ) /
N
1 A
u
u . ) - ) . d
t
s
}
- s
t s s
A
u
p t ) C s N q , , ) e
s t - ) /
N
M/
N
u
1 q -
e
. t - ) /
N
A
u
p . ) . d
t
s
}
- s
t s s
C s N q , , ) A
u
p s ) M 1 D
2
q D
1
1 q -
- -
' !
`
1
/
N
1 u -
- =
t C s N q , , )
M/
N
u
1 q -
. . d
t
s
}
- s
t A
u
p t ) e
t s - ) /
N
= t s s
y t . . d
t
s
}
=
y t
M/
N
u
1 q -
y t ) - C s N q , , ) - > t s s
d
t d
y t )
M/
N
u
1 q -
t
| |
' |
| |
exp C s N q , , )
M /
N
u
1 q -
t
| |
' |
| |
exp - > t s s
t s , j
A
u
p t ) C s N q , , )
/
N
M/
N
u
1 q -
-
' !
`
s t - )
| |
' |
| |
exp s
q 2 2 -
/
N
M/
N
u
1 q -
- /
N
2 M
q
/
N
u
- =
u t )
B u t ) ) e
s t - )
M 1 u
s
- ) s t s s
q t ) e
s t - ) -
Qu t ) = - s , j
q d
t d
A - ) q - F t ) =
where . By virtue of (3.22) the function is
bounded in . It is also clear that is a positive operator with discrete
spectrum in . Therefore, Lemma 1.1 is applicable. It gives
.
Using the equation for it is now easy to find that
, ,
where and is the integral operator similar to the one in (2.1).
Hence, we have that accoring to definition (2.12) of the
function . Thus, Theorem 3.2 is proved.
The following assertion shows that IM can be approximated by the mani-
folds , , with the exponential accuracy (see (2.12)).
Theorem 3.3.
Assume that spectral gap condition Assume that spectral gap condition Assume that spectral gap condition Assume that spectral gap condition (3.1) is fulfilled with is fulfilled with is fulfilled with is fulfilled with . .. . We also We also We also We also
assume that the function is defined by equality assume that the function is defined by equality assume that the function is defined by equality assume that the function is defined by equality (2.12) for for for for
. Then the estimate . Then the estimate . Then the estimate . Then the estimate
(3.23)
is valid with , , ; the constants and is valid with , , ; the constants and is valid with , , ; the constants and is valid with , , ; the constants and
are defined by equations are defined by equations are defined by equations are defined by equations (2.6) and and and and (2.14); ;; ;
, ,, , . .. .
Proof.
Let . Definition (2.12) implies that
, (3.24)
where is a solution to integral equation (2.1) with , . The ope-
rator acting in (see (2.1)) can be represented in the form
, ,
where
F t ) s t - ) - exp QB u t ) ) = F t )
QH A
A - =
QH
Qu t ) e
t . - ) A -
QB u . ) ) . d
-
t
}
=
Pu t )
u t ) B
p
s ,
u j t ) = t s s
p Pu s ) = B
p
s ,
u j
Qu s ) 1 Pu s ) s , ) =
1 p s , ) 1
p s , ) =
M
s
M
s
M
s
L
L
q 1
1
L
p s , )
0 L s
A
u
1
L
1
p s , ) 1
L
2
p s , ) - )
D
2
1 q - )
1 -
e

N
L
min
- 1 q -
2 1 q - )
2
D
1
A
u
p - e
o
N
L
min
-
, -
s
s
L
min
L
1
L
2
, ) min = 0 L
1
L
2
s D
1
D
2
N
/
N
2 M
q
/
N
u
- = o
N
2 M 1 q - )
q 1 q - )
/
N
u
=
0 L
1
L
2

1
L
1
p s , ) 1
L
2
p s , ) - Q v
1
s ) v
2
s ) - ) =
v
j
t ) L L
j
= j 1 2 , =
B
p
s L
2
,
C
u ,
s L
2
- s , )
B
p
s L
2
,
v j t ) B
p
s L
1
,
v j t ) b v t s , , ) - = t s L
1
- s , j -
b v t , s , ) e
t . - ) A -
QB v . ) . , ) . d
s L
2
-
s L
1
-
}
=
3
C
h
a
p
t
e
r
and is an arbitrary element in . Therefore, if is a solution
to problem (2.1) with , then
(3.25)
for all . Let us estimate the value . As before it is easy to
verify that
for all , where
,
,
and the norm is defined using the constants and
by the formula
.
Evidently, spectral gap condition (3.1) implies the same equation with the parameter
instead of . Therefore, simple calculations based on (1.8) give us that
and ,
where is defined by formula (2.14). Using Lemma 2.1 under condition (2.3) with
instead of we obtain that
,
where is given by formula (2.6). Therefore, finaly we have that

for all . Consequently,
v t ) C
u ,
s L
2
- s , ) v
j
t )
L L
j
=
v
1
t ) v
2
t ) - B
p
s L
1
,
v
1
j B
p
s L
1
,
v
2
j b v
2
t , s , ) - - =
s L
1
- t s s s b v
2
t , s , )
A
u
b v
2
t , s , ) e
t s - L
1
- ) /
N 1 -
-
r
1
s L
1
- ) r
2
s L
1
- ) v
2
s
*
,
- s
t s L
1
- s , j -
r
1
t ) M A
u
e
t . - ) A -
Q . d
-
t
}
=
r
2
t ) M A
u
e
t . - ) A -
Q e
*
s . - )
. d
-
t
}
=
v
2
s
*
,
q
*
1 q -
2
=
*
/
N
2M
q
*
/
N
u
- =
v
2
s
*
,
e

*
s t - ) -
A
u
v
2
t ) : t s L
2
- s , j -
| |
' |
| |
sup =
q
*
q
r
1
t ) D
2
s r
2
e

*
s t - ) - q
*
2
s
D
2
q
*
q
v
2
s
*
,
1 q
*
- )
1 -
D
1
A
u
p - s
D
1
A
u
b v
2
t , s , ) e
t s - L
1
- ) /
N 1 -
-
D
2
q
*
2 1 q
*
- )
e
*
L
1
D
1
A
u
p - ) -
| |
' |
| |
s
t s L
1
- s , j -
e
t s - )
A
u
b v
2
t , s , ) : t s L
1
- s , j -
| |
' |
| |
sup
e
L
1
-
D
2
q
*
2 1 q
*
- )
e
*
L
1
D
1
A
u
p - ) -
| |
' |
| |
.
s
s
Therefore, since is a contractive operator in , equation (3.25)
gives us that
Here we also use the equality . Hence, estimate (3.23) follows from
Show that in the case when equation (3.23)
can be replaced by the inequality
.
Assume that the hypotheses of Theorem 3.1 hold. Then the
estimate
holds for and for any solution to problem (1.1) possess-
ing the dissipativity property: for and for
some and . Here and the constant
does not depend on .
Therefore, if the hypotheses of Theorem 3.1 hold, then a bounded solution to prob-
lem (1.1) gets into the exponentially small (with respect to and ) vicinity of
the manifold at an exponential velocity.
According to (2.12) in order to build an approximation of the inertial
manifold we should solve integral equation (2.1) for large enough. This
equation has the same structure both for and for . Therefore, it is im-
possible to use the surfaces directly for the effective approximation of .
However, by virtue of contractiveness of the operator in the space
, its fixed point which determines can be found with the
help of iterations. This fact enables us to construct the collection of appro-
ximations for as follows. Let be an element of . We take
, ,
and define the surfaces by the formula
,
where ,
B
p
s L
1
,
C
u ,
s L
1
- s , )
1 q - ) v
1
v
2
-
C
u ,
s L
1
- s , )

e
L
1
-
D
2
1
2
1 q -
1 q -
e

*
- ) L
1
-
D
1
A
u
p -
' !
`
. -
s
s
q
*
1
2
1 q - ) =
A
u
1
L
1
p s , ) 1
L
2
p s , ) - ) D
2
1 q - )
1 -
e

N
L
min
-
s
Exer c i s e 3.6
A
u
Qu t ) 1
L
Pu t ) t , ) - )
C
1 A
u
u
0
-
' !
`
e

N
t s - ) -
C
R
e
o/
N
u
L -
-
s
s
t t
*
> u t )
A
u
u t ) R s t t
*
s > >
R t
*

N
/
N
2 M
q
/
N
u
- = o 0 >
N
/
N
u
L
M
s
L
: - s
M
s
L

M
s
L
L L =
M
s
L
M
s

B
p
s ,
C
s
=
C
u ,
- s , ) = v
s
t ) M
s
M
n s ,

M
s
v
0
v
0 s ,
t p , ) = C
s
v
n
v
n s ,
t p , ) B
p
s ,
v
n 1 -
j t ) = n 1 2 , , =
M
n s ,

M
n s ,
p 1
n
p s , ) : p PH - - =
1
n
p s , ) Qv
n s ,
p s , ) = n 1 2 , , =
3
C
h
a
p
t
e
r
Let and let . Show that
and .
Assume that spectral gap condition (3.1) is fulfilled. Show
that
,
where is defined by formula (2.6) and is the function
that determines the inertial manifold.
Prove the assertion for similar to the one in Exer-
cise 3.5.
Theorems represented above can also be used in the case when the original system is
dissipative and estimates (1.2) and (1.3) are not assumed to be uniform with respect
to . The dissipativity property enables us to restrict ourselves to the con-
sideration of the trajectories lying in a vicinity of the absorbing set when we study
the asymptotic behaviour of solutions to problem (0.1). In this case it is convenient
to modify the original problem. Assume that the mapping is continuous with
respect to its arguments and possesses the properties
, (3.26)
for any and for all , , and lying in the ball .
Let be an infinitely differentiable function on such that
, ; , ;
, , .
We define the mapping by assuming that
, . (3.27)
Show that the mapping possesses the properties
,
, (3.28)
where and is a constant from (3.26).
Let us now assume that satisfies condition (3.26) and the problem
, , (3.29)
has a unique mild solution on any segment and possesses the following
dissipativity property: there exists such that for any the relation
Exer c i s e 3.7 v
0
p B u t , ) B u )
1
0
p s , ) 0 1
1
p s , ) A
1 -
QB p ) =
Exer c i s e 3.8
A
u
1
n
p s , ) 1 p s , ) - ) q
n
v
0
s
1 q - )
1 -
D
1
A
u
p - -
' !
`
s
D
1
1 p s , )
Exer c i s e 3.9 1
n
p s , )
u D A
u
) -
B u t , )
B u t , ) C
s B u
1
t , ) B u
2
t , ) - C
A
u
u
1
u
2
- ) s
0 > u u
1
u
2
B
v : A
u
v s =
_ s ) R
-
0 , ) =
_ s ) 1 = 0 s 1 s s _ s ) 0 = s 2 >
0 _ s ) 1 s s _' s ) 2 s s R
-
-
B
R
u t , )
B
R
u t , ) _ R
1 -
A
u
u ) B u t , ) = u D A
u
) -
Exer c i s e 3.10 B
R
u t , )
A
u
B
R
u t , ) M s
B
R
u
1
t , ) B
R
u
2
t , ) - M A
u
u
1
u
2
- ) s
M C
2 R
1 2 R / - ) = C
B u t , )
u d
t d
Au - B u t , ) = u
t 0 =
u
0
=
s s T - , j
R
0
0 > R 0 >
Cont i nuous Dependence of I ner t i al Mani f ol d on Pr obl em Par amet er s 171
for all (3.30)
holds, provided that . Here is the solution to problem (3.29).
Show that the asymptotic behaviour of solutions to problem
(3.29) completely coincides with the asymptotic behaviour of solu-
tions to the problem
, , (3.31)
where is defined by formula (3.27) and is the constant
from equation (3.30).
Assume that for a solution to problem (3.29) the invariance
property of the absorbing ball is fulfilled: if , then
for all . Let be the invariant manifold
of problem (3.31). Then the set is in-
variant for problem (3.29): if , then ,
.
Thus, if the appropriate spectral gap condition for problem (3.29) is fulfilled, then
there exists a finite-dimensional surface which is a locally invariant exponentially at-
tracting set.
In conclusion of this section we note that the version of the Lyapunov-Perron me-
thod represented here can also be used for the construction (see [13]) of inertial
manifolds for retarded semilinear parabolic equations similar to the ones considered
in Section 8 of Chapter 2. In this case both the smallness of retardation and the fulfil-
ment of the spectral gap condition of the form (3.1) are required.
4 Continuous Dependence of Inertial 4 Continuous Dependence of Inertial 4 Continuous Dependence of Inertial 4 Continuous Dependence of Inertial
Manifold on Problem Parameters Manifold on Problem Parameters Manifold on Problem Parameters Manifold on Problem Parameters
Let us consider the Cauchy problem
, , (4.1)
in the space together with problem (1.1). Assume that is a nonlinear
mapping from into possessing properties (1.2) and (1.3) with the
same constant as in problem (1.1). If spectral gap condition (3.1) is fulfilled, then
problem (4.1) (as well as (1.1)) possesses an invariant manifold
A
u
u t s u
0
, , ) R
0
s t s - t
0
R ) >
A
u
u
0
R s u t s u
0
, , )
Exer c i s e 3.11
u d
t d
Au - B
2 R
0
u t , ) = u
t s =
u
0
=
B
2 R
0
R
0
Exer c i s e 3.12
A
u
u
0
R
0
s
A
u
u t s u
0
, , ) R s t s s M
t
M
t
R
0
M
t
u: A
u
u R
0
s ( =
u
0
M
s
R
0
- u t s u
0
, , ) M
s
R
0
-
t s >
u d
t d
Au - B
*
u t , ) = u
t s =
u
0
= s R -
H B
*
u t , )
D A
u
) R - H
M
3
C
h
a
p
t
e
r
, . (4.2)
The aim of this section is to obtain an estimate for the distance between the
manifolds and . The main result is the following assertion.
Theorem 4.1.
Assume that conditions Assume that conditions Assume that conditions Assume that conditions (1.2), ,, , (1.3), ,, , and and and and (3.1) are fulfilled both for are fulfilled both for are fulfilled both for are fulfilled both for
problems problems problems problems (1.1) and and and and (4.1). .. . We also assume that We also assume that We also assume that We also assume that
(4.3)
for all and for all and for all and for all and , ,, , where and are positive numbers. Then where and are positive numbers. Then where and are positive numbers. Then where and are positive numbers. Then
the equation the equation the equation the equation
is valid for the functions and which give the invariant is valid for the functions and which give the invariant is valid for the functions and which give the invariant is valid for the functions and which give the invariant
manifolds for problems manifolds for problems manifolds for problems manifolds for problems (1.1) and and and and (4.1) respectively. Here the numbers respectively. Here the numbers respectively. Here the numbers respectively. Here the numbers
and do not depend on and and do not depend on and and do not depend on and and do not depend on and . .. .
Proof.
Equation (2.12) with implies that
,
where and are solutions to the integral equations of the type (2.1) cor-
responding to problems (1.1) and (4.1) respectively. Equations (1.3) and (4.3) give
us that
(4.4)
for , where
(4.5)
and as before. Hence, after simple calculations as in Section 2 we
find that
. (4.6)
Let us estimate the value . Since and are fixed points of the correspon-
ding operator , we have that
M
s
*
p 1
*
p s , ) : p PH - - = s R -
M
s
M
s
*
B v t , ) B
*
v t , ) -
1

2
A
u
v - s
v D A
u
) - t R -
1

2
A
u
1 p s , ) 1
*
p s , ) - )
s R -
sup C
1
q u , )
1

2
-
/
N
1 u -
C
2
q u M , , )
2
A
u
p - s
1 p s , ) 1
*
p s , )
C
1
q u , ) C
2
q u M , , ) N
j
L =
A
u
1 p s , ) 1
*
p s , ) - ) A
u
e
s . - ) A -
Q B v . ) . , ) B
*
v
*
. ) . , ) - . d
-
s
}
s
v . ) v
*
. )
B v . ) . , ) B
*
v
*
. ) . , ) - M A
u
v . ) v
*
. ) - )
1

2
A
u
v . ) -
' !
`
-
e
s . - )
M v v
*
-
s

2
v
s
- )
1
-
s s
s
. s s
w
s
ess e
- s t - )
A
O
w t )
| |
' |
| |
t s s
sup =
/
N
2 M
q
/
N
u
- =
A
u
1 p s , ) 1
*
p s , ) - )
q
2
v v
*
-
s
2
M
v
s
-
' !
`
1
1 k -
/
N 1 -
1 u -
- s
v v
*
-
s
v v
*
B
p
s ,
Therefore, by using spectral gap condition (3.1) and estimate (4.4) as above it is
easy to find that
.
Consequently,
.
.
Hence, estimate (2.5) gives us the inequality
.
This implies the assertion of Theorem 4.1.
Let us now consider the Galerkin approximations of problem (1.1). We re-
mind (see Chapter 2) that the Galerkin approximation of the order is defined as a
function with the values in , this function being a solution to the problem
, . (4.7)
Here is the orthoprojector onto the span of elements in .
Assume that spectral gap condition (3.1) holds and .
Show that problem (4.7) possesses an invariant manifold of the form
in , where the function is de-
fined by equation similar to (2.12).
A
u
v t ) v
*
t ) - ) A
u
e
t . - ) A -
P B v . ) . , ) B
*
v
*
. ) . , ) - . d
t
s
}
A
u
e
t . - ) A -
Q B v . ) . , ) B
*
v
*
. ) . , ) - . . d
-
s
}
-
-
s
v v
*
-
s
q v v
*
-
s
q
2
M
v
s

1
1
/
N
1 u -
1 k -
/
N 1 -
1 u -
-
' !

`
- - s
v v
*
-
s
q
1 q -
2
M
v
s

1
1 q -
2 k -
/
N
1 u -
- s
A
u
1 p s , ) 1
*
p s , ) - )
q
1 q -
2
2 M
v
s

1
2 q -
2 2 q -
2 k -
/
N
1 u -
- s
A
u
1 p s , ) 1
*
p s , ) - )

1

2
-
1 q - )
2
2 k -
/
N
1 u -

q
2 1 q - )
2
2
M
A
u
p - s
u
m
t )
m
u
m
t ) P
m
H
u
m
d
t d
Au
m
- P
m
B u
m
0
) = u
m
t s =
u
0 m
=
P
m
e
1
e
m
, , H
Exer c i s e 4.1 m N 1 - >
M
s
m )
p 1
m )
p s , ) : p PH - - =
P
m
H 1
m )
p s , ) : PH P
m
P - ) H
3
C
h
a
p
t
e
r
The following assertion holds.
Theorem 4.2.
Assume that spectral gap condition Assume that spectral gap condition Assume that spectral gap condition Assume that spectral gap condition (3.1) holds. Let and holds. Let and holds. Let and holds. Let and
be the functions defined by the formulae of the type be the functions defined by the formulae of the type be the functions defined by the formulae of the type be the functions defined by the formulae of the type (2.12) and and and and
let these functions give invariant manifolds for problems let these functions give invariant manifolds for problems let these functions give invariant manifolds for problems let these functions give invariant manifolds for problems (1.1) and and and and (4.7) for for for for
respectively. Then the estimate respectively. Then the estimate respectively. Then the estimate respectively. Then the estimate
(4.8)
is valid, where the constant is defined by formula is valid, where the constant is defined by formula is valid, where the constant is defined by formula is valid, where the constant is defined by formula (2.6). .. .
Proof.
It is evident that
, (4.9)
where and are solutions to the integral equations
, ,
and
, .
Here is defined as in (2.1). Since
,
we have
.
The contractiveness property of the operator leads to the equation
.
In particular, this implies that
.
Hence, with the help of (4.9) we find that
(4.10)
1 p s , )
1
m )
p s , )
m N 1 - >
A
u
1 p s , ) 1
m )
p s , ) - )
C q M u , , )
/
m 1 -
1 u -
1
D
1
A
u
p -
1
/
N 1 -
/
m 1 -
-
-
| |
| |
' |
| |
| |
s
D
1
1 p s , ) 1
m )
p s , ) - ) Q v s p , ) v
m )
s p , ) - j =
v t p , ) v
m )
t p , )
v t ) B
p
s ,
v j t ) = - t s s
v
m )
t ) P
m
B
p
s ,
v
m )
j t ) = - t s s
B
p
s ,
v t ) v
m )
t ) - I P
m
- ) v t ) P
m
B
p
s ,
v j t ) B
p
s ,
v
m )
j t ) - j - =
A
u
v t ) v
m )
t ) - ) A
u
1 P
m
- ) v t ) A
u
B
p
s ,
v j t ) B
p
s ,
v
m )
j t ) - j - =
B
p
s ,
A
u
v t ) v
m )
t ) - ) A
u
1 P
m
- ) v t ) q v v
m )
-
s
e
s t - )
- =
v v
m )
-
s
e
s t - ) -
t s
sup A
u
v t ) v
m )
t ) - ) 1 q - )
1 -
1 P
m
- ) v
s
s
A
u
1 p s , ) 1
m )
p s , ) - ) A
u
v s ) v
m )
s ) - ) v v
m )
-
s
1 q - )
1 -
1 P
m
- ) v
s
.
s s s
s
Let us estimate the value . It is clear that
.
Therefore, Lemma 2.1.1 (see also (1.8)) gives us that
where
as above. Simple calculations analogous to the ones in Lemma 2.1 imply that
,
where the constant has the form (1.7). Consequently, using (2.5) we obtain
This and (4.10) imply estimate (4.8). Theorem 4.2 is proved.
In addition assume that the hypotheses of Theorem 4.2 hold
and . Show that in this case estimate (4.8) has the form
.
1 P
m
- ) v
s
1 P
m
- ) v t ) e
t . - ) A -
1 P
m
- ) B v . ) ) . d
-
t
}
=
A
u
1 P
m
- ) v t ) M
u
t . -
' !
`
u
/
m 1 -
u
- e
t . - ) /
m 1 -
-
.
M
u
t . -
' !
`
u
/
m 1 -
u
- e
/
m 1 -
t . - ) -
e
t . - )
. v
s
d
-
t
}
e
s t - )
,
-
-
d
-
t
}
s
/
N
2 M
q
/
N
u
/
N 1 -
/
m 1 -
-
A
u
1 P
m
- ) v t )
M 1 k - )
/
m 1 -
1 u -
M 1 k - ) /
m 1 -
u
/
m 1 -
-
e
s t - )
v
s
- s
k
1 P
m
- ) v
s
M 1 k - )
/
m 1 -
1 u -
1 1
/
N 1 -
/
m 1 -
-
' !
`
1 -
v
s
-
' !
`

M 1 k - )
/
m 1 -
1 u -
1 1
/
N 1 -
/
m 1 -
-
' !
`
1 -
1 q - )
1 -
D
1
A
u
p - ) -
' !
`
.
s s
s
Exer c i s e 4.2
B u t , ) M s
A
u
1 p s , ) 1
m )
p s , ) - ) C q M u , , ) /
m 1 -
1 - u -
s
3
C
h
a
p
t
e
r
5 Examples and Discussion 5 Examples and Discussion 5 Examples and Discussion 5 Examples and Discussion
E x a m p l e 5.1
Let us consider the nonlinear heat equation
Assume that is a positive parameter and is a continuous function
of its variables which possesses the properties
, .
Problem (5.1)(5.3) generates a dynamical system in (see Section 3
of Chapter 2). Therewith
, ,
where is the Sobolev space of the order . The mapping given
by the formula satisfies conditions (1.2) and (1.3) with
. In this case spectral gap condition (2.3) has the form
.
Thus, problem (5.1)(5.3) possesses an inertial manifold of the dimension ,
provided that
(5.4)
for some .
Find the conditions under which the inertial manifold of prob-
lem (5.1)(5.3) is one-dimensional. What is the structure of the cor-
responding inertial form?
Consider problem (5.1) and (5.3) with the Neumann bounda-
ry conditions:
(5.5)
Show that problem (5.1), (5.3), and (5.5) has an inertial manifold
of the dimension , provided condition (5.4) holds for some
u
t
x
2
u
x
2
f x u t , , ) , 0 x l , t 0 , > - =
u
x 0 =
u
x l =
0 , = =
u
t 0 =
u
0
x ) . =
|
|
|
'
|
|
|
5.1 )
5.2 )
5.3 )
x f x u t , , )
f x u
1
t , , ) f x u
2
t , , ) - M u
1
u
2
- s f x 0 t , , )
M
l
s
L
2
0 l , )
A x
d
2
x
2
d
- = D A ) H
0
1
0 L , ) H
2
0 l , ) ( =
H
s
0 l , ) s B
.
t , )
u x ) f x u x ) t , , )
u 0 =
x
2
l
2
N 1 - )
2
N
2
- )
4 M
q
>
N
N
1
2
-
2 M
xq
l
2
2
- >
q 2 2 -
Exer c i s e 5.1
Exer c i s e 5.2
u
x
x 0 =
u
x
x l =
0 = =
N 1 -
Exampl es and Di s cus s i on 177
. (Hint: with condition (5.5),
, where is small enough).
Find the conditions on the parameters of problem (5.1), (5.3),
and (5.5) under which there exists a one-dimensional inertial mani-
fold. Show that if , then the corresponding iner-
tial form is of the type
, .
E x a m p l e 5.2
Consider the problem
(5.6)
Here and is a continuous function of its variables such that
(5.7)
for all , and
,
where are nonnegative numbers. As in Example 5.1 we assume that
, , .
It is evident that
.
Here is the norm in . By using the obvious inequality
, ,
we find that
.
Hence, conditions (1.2) and (1.3) are fulfilled with
, .
N 0 > A x d
2
x
2
d / ) - s - = B u t , ) =
s u - f x u t , , ) - = s 0 >
Exer c i s e 5.3
f x u t , , ) f u t , )
p
t ) f p t ) t , ) = p
t 0 =
p
0
=
u
t
x
2
u
x
2
f x u
u
x
t , , ,
' !
`
, 0 x l , t 0 , > - =
u
x 0 =
u
x l =
0 , u
t 0 =
u
0
x ) . = = =
|
|
'
|
|
x 0 > f x u , t , , , )
f x u
1
, t , , , ) f x u
2
, t , , , ) - L
1
u
1
u
2
- L
2
,
1
,
2
- - s
x 0 l , ) - t 0 >
f x 0 0 t , , , ) j
2
x d
0
l
}
L
3
2
s
L
j
A x
d
2
x
2
d
- = D A ) H
0
1
0 l , ) H
2
0 l , ) ( = B u t , ) f x u
u
x
t , , ,
' !
`
=
B u
1
t , ) B u
2
t , ) - L
1
u
1
u
2
- L
2
u
1
u
2
x
- - s
.
L
2
0 l , )
u
x
2

l
' !
`
2
u
2
> u H
0
1
0 l , ) -
B u
1
t , ) B u
2
t , ) -
1
x
L
1
l
L
2
-
' !
`
A
1 2
u
1
u
2
- ) s
u
1
2
= M L
3
1
x
L
1
L
2
-
' !
`
,
| |
' |
| |
max =
3
C
h
a
p
t
e
r
Therewith spectral gap condition (2.3) acquires the form
,
where
.
Thus, the equation
or
must be valid for some . We can ensure the fulfilment of this con-
dition only in the case when
, ,
i.e. if
. (5.9)
Thus, in order to apply the above-presented theorems to the construction of the
inertial manifold for problem (5.6) one should pose some additional conditions
(see (5.7) and (5.9)) on the nonlinear term or require that the
diffusion coefficient be large enough.
Assume that in (5.6), where
the function possesses properties (5.7) and (5.8) with arbitrary
. Show that problem (5.6) has an inertial manifold for any
, where
.
Characterize the dependence of the dimension of inertial manifold
on .
Study the question on the existence of an inertial manifold for
problem (5.6) in which the Dirichlet boundary condition is replaced
by the Neumann boundary condition (5.5).
x

l
2 N 1 - )
2 M
q
2 N 1 k N 1 - ) - - ) >
k
1
2
,
1 2 -
e
, -
, d
0
x
}

2
= =
1

2
N 1 -
2 N 1 -
-
q x
2 l M
s
2

2
1
2 N 1 -
- -
q x
l M
s
0 q 2 2 -
2

2
-
q
0
x
l M
q
0
2 2 - =
M L
3
1
x
L
1
L
2
-
' !
`
,
| |
' |
| |
max 2
x
l
2 1 -
2 2 -

f x u u x / t , , , )
x
Exer c i s e 5.4 f x u , t , , , ) s f x u , t , , , ) =
f
L
j
0 >
0 s s
0

s
0
2
x
l
2 1 -
2 2 -
L
3
1
x
L
1
L
2
-
' !
`
,
| |
' |
| |
max
1 -
=
s
Exer c i s e 5.5
It should be noted that
, , ,
where are the eigenvalues of the linear part of the equation of the type
, , ,
in a multidimensional bounded domain . Therefore, we can not expect that Theo-
rem 3.1 is directly applicable in this case. In this connection we point out the paper
[3] in which the existence of IM for the nonlinear heat equation is proved in a boun-
ded domain that satisfies the so-called principle of spatial ave-
raging (the class of these domains contains two- and three-dimensional cubes).
It is evident that the most severe constraint that essentially restricts an applica-
tion of Theorem 3.1 is spectral gap condition (3.1). In some cases it is possible to
weaken or modify it a little. In this connection we mention papers [6] and [7]
in which spectral gap condition (3.1) is given with the parameters and
for . Besides it is not necessary to assume that the spectrum of the opera-
tor is discrete. It is sufficient just to require that the selfadjoint operator pos-
sess a gap in the positive part of the spectrum such that for its edges the spectral
condition holds. We can also assume the operator to be sectorial rather than self-
adjoint (for example, see [6]).
Unfortunately, we cannot get rid of the spectral conditions in the construction
of the inertial manifold. One of the approaches to overcome this difficulty runs as
follows: let us consider the regularization of problem (0.1) of the form
, . (5.10)
Here and the number is chosen such that the operator
possesses spectral gap condition (3.1). Therewith IM for problem (5.10) should be
naturally called an approximate IM for system (0.1). Other approaches to the con-
struction of the approximate IM are presented below.
It should also be noted that in spite of the arising difficulties the number of equations
of mathematical physics for which it is possible to prove the existence of IM is large
enough. Among these equations we can name the Cahn-Hillard equations in the do-
main , , the Ginzburg-Landau equations ( ,
), the Kuramoto-Sivashinsky equation, some equations of the theory of oscilla-
tions ( ), a number of reaction-diffusion equations, the Swift-Hohenberg equa-
tion, and a non-local version of the Burgers equation. The corresponding references
and an extended list of equations can be found in survey [8].
In conclusion of this section we give one more interesting application of the
theorem on the existence of an inertial manifold.
/
n
C
d
n
2 d
1 o 1 ) - ) = n d O dim =
/
n
u
t
x u f x u u V t , , , ) - ^ = x O - t 0 >
O
O R
d
c d 3 s )
q 2 = k 0 =
0 u 1 s
A A
A
u d
t d
Au s A
m
u - - B u t , ) = u
t 0 =
u
0
=
s 0 > m 0 > A
A s A
m
- =
O 0 L , )
d
= d O dim 2 s = O 0 L , )
d
=
d 2 s
d 1 =
3
C
h
a
p
t
e
r
E x a m p l e 5.3
Let us consider the system of reaction-diffusion equations
, , (5.11)
in a bounded domain . Here and the function
satisfies the global Lipschitz condition:
, (5.12)
where , , and . We also assume that .
Problem (5.11) can be rewritten in the form (0.1) in the space
if we suppose
, .
It is clear that the operator is positive in its natural domain and it has a dis-
crete spectrum. Equation (5.12) implies that the relation
is valid for . Thus,
,
where
.
Therefore, problem (5.11) generates an evolutionary semigroup (see Chap-
ter 2) in the space . An important property of is the following: the
subspace which consists of constant vectors is invariant with respect to this
semigroup. The dimension of this subspace is equal to . The action of the
semigroup in this subspace is generated by a system of ordinary differential
equations
, . (5.13)
Assume that equation (5.12) holds for . Show that
equation (5.13) is uniquely solvable on the whole time axis for any
initial condition and the equation
(5.14)
holds for any .
u
t
x u f u u V , ) - ^ =
u
n
O
0 =
O R
d
c u u
1
u
m
, , ) = f u , , )
f u , , ) f v , ) - L u v -
2
, -
2
-
1 2
s
u v , R
m
- , , R
md
- L 0 > f 0 0 , ) L s
H L
2
O ) j
m
=
Au x u u - ^ - = B u ) u f u u V , ) - =
A
B u ) B v ) - L u v -
2
u v - ) V
2
-
| |
' |
| |
1 2
u v -
1 L 1
1
x
,
| |
' |
| |
max -
' !

`
u v -
2
x u v - ) V
2
-
| |
' |
| |
1 2
s
s
- s
B u
B u ) B v ) - M A
1 2
u v - ) s
M 1 L 1
1
x
,
| |
' |
| |
max - =
S
t
D A
1 2
) S
t
L
m
u d
t d
f u 0 , ) = u t ) L -
Exer c i s e 5.6 , 0 = =
e
L s t - ) -
u s )
| |
' |
| |
t s s
sup
s R -
The subspace consists of the eigenvectors of the operator corresponding to the
eigenvalue . The next eigenvalue has the form , where is
the first nonzero eigenvalue of the Laplace operator with the Neumann boundary
condition on . Therefore, spectral gap equation (3.1) can be rewritten in the
form
(5.15)
for and , where . It is clear that there exists
such that equation (5.15) holds for all . Therefore, we can apply Theorem 3.1
to find that if is large enough, then there exists IM of the type
.
The invariance of the subspace and estimate (5.14) enable us to use Theorem 3.2
and to state that . This easily implies that , i.e. . Thus,
Theorem 3.1 gives us that for any solution to problem (5.11) there exists a so-
lution to the system of ordinary differential equations (5.13) such that
, ,
where the constant does not depend on and is the Sobolev norm
of the first order.
Consider the problem
, ; , (5.16)
where the function has the form
.
Here
, ,
and are continuous functions such that
Show that if
,
L A
/
1
1 = /
2
x
1
1 - =
1
O
x
1
2
q
1 L 1
1
x
,
| |
' |
| |
max -
' !

`
1

2
-
' !
`
x
1
1 - 1 -
' !
`
>
N m = u 1 2 / = 0 q 2 2 - x
0
0 >
x x
0
>
x
M p 1 p ) : - p L - 1 , : L H L
| |
' |
| |
=
L
L M c 1 p ) 0 M L =
u t )
u
t )
u t ) u
t ) -
1
Ce
t -
s t 0 >
0 > u t )
.
1
Exer c i s e 5.7
u
t
x
2
u
x
2
f x u , ) - = 0 x u
x 0 =
u
x =
0 = =
f x u , )
f x u , ) g
1
u
1
u
2
, ) x g
2
u
1
u
2
, ) 2 x sin - sin =
u
j
2
u x ) j x sin x d
0
}
= j 1 2 , =
g
j
u
1
u
2
, )
g
j
u
1
u
2
, ) g
j
v
1
v
2
, ) -
L
j
u
1
v
1
-
2
u
2
v
2
-
2
-
' !
`
1 2
; g
j
0 0 , ) 0 . =
s
s
x
2
5 2 1 - )
L
1
2
L
2
2
- ) >
3
C
h
a
p
t
e
r
then the dynamical system generated by problem (5.16) has the
two-dimensional (flat) inertial manifold
and the corresponding inertial form is:
, .
Study the question on the existence of an inertial manifold
for the Hopf model of turbulence appearance (see Section 7 of Chap-
ter 2).
6 6 6 6 Approximate Inertial Manifolds Approximate Inertial Manifolds Approximate Inertial Manifolds Approximate Inertial Manifolds
for for for for Semilinear Parabolic Equations Semilinear Parabolic Equations Semilinear Parabolic Equations Semilinear Parabolic Equations
Even in the cases when the existence of IM can be proved, the question concerning
the effective use of the inertial form
(6.1)
is not simple. The fact is that it is not practically possible to find a more or less ex-
plicit solution to the integral equation for even in the finite-dimensional
case. In this connection we face the problem of approximate or asymptotic construc-
tion of an invariant (inertial) manifold. Various aspects of this problem related to fi-
nite-dimensional systems are presented in the book by Ya. Baris and O. Lykova [14].
For infinite-dimensional systems the problem of construction of an approxi-
mate IM can be interpreted as a problem of reduction, i.e. as a problem of construc-
tive description of finite-dimensional projectors and functions :
such that an equation of form (6.1) inherits (of course, this needs
to be specified) all the peculiarities of the long-time behaviour of the original system
(0.1). It is clear that the manifolds arising in this case have to be close in some sense
to the real IM (in fact, the dynamics on IM reproduces all the essential features of
the qualitative behaviour of the original system). Under such a formulation a prob-
lem of construction of IM acquires secondary importance, so one can directly con-
struct a sequence of approximate IMs. Usually (see the references in survey [8]) the
problem of the construction of an approximate IM can be formulated as follows: find
a surface of the form
, (6.2)
which attracts all the trajectories of the system in its small vicinity. The character of
closeness is determined by the parameter related to the decomposition
M p
1
x sin p
2
2 x: p
1
p
2
, R - sin - =
p
1
xp
1
- g
1
p
1
p
2
, ) = p
2
4 xp
2
- g
2
p
1
p
2
, ) =
Exer c i s e 5.8
t
p Ap - PB p 1 p t , ) - t , ) =
1 p t , )
P 1
.
t , ) PH
1 P - ) H
M
t
p 1 p t , ) : p PH - - =
/
N 1 -
1 -
Appr oxi mat e I ner t i al Mani f ol ds f or Semi l i near Par abol i c Equat i ons 183
(6.3)
We obtain the trivial approximate IM if we put in (6.2).
In this case is a finite-dimensional subspace in whereas inertial form (6.1)
turns into the standard Galerkin approximation of problem (0.1) corresponding to
this subspace. One can find the simplest non-trivial approximation using for-
mula (6.2) and assuming that
. (6.4)
The consideration of system (0.1) on leads to the second equation of equa-
tions (6.3) being replaced by the equality . The results of the
computer simulation (see the references in survey [8]) show that the use of just the
first approximation to IM has a number of advantages in comparison with the tradi-
tional Galerkin method (some peculiarities of the qualitative behaviour of the system
can be observed for a smaller number of modes).
There exist several methods of the construction of an approximate IM. We present
the approach based on Lemma 2.1 which enables us to construct an approximate IM
of the exponential order, i.e. the surfaces in the phase space such that their expo-
nentially small (with respect to the parameter ) vicinities uniformly attract all
the trajectories of the system. For the first time this approach was used in paper [15]
for a class of stochastic equations in the Hilbert space. Here we give its deterministic
version.
Let us consider the integral equation (see(2.1))
,
and assume that , where the parameter possesses the property
. (6.5)
In this case equations (2.2) hold. Hence, Lemma 2.1 enables us to construct a collec-
tion of manifolds for with the help of the formula
, (6.6)
where
. (6.7)
Here is a solution to integral equation (2.1) and .
p d
t d
Ap - PB p q - t , ) , =
q d
t d
Aq - 1 P - ) B p q - t , ) . =
|
|
'
|
|
M
t
0 )
1 p t , ) 1
0
p t , ) 0 =
M
t
0 )
0
M
t
1 )
1 p t , ) 1
1
p t , ) A
1 -
1 P - ) B p t , ) =
M
t
1 )
Aq 1 P - ) B p t , ) =
H
/
N 1 -
v t ) B
p
s L ,
v j t ) = s L - t s s s
L /
N 1 -
u -
=
q M
u
u
1 u -
/
1
1 u - ) -
1 u -
-
' !
`
1
M
s
L
L /
N 1 -
u -
=
M
s
L
p 1
L
p s , ) : p PH - - =
1
L
p s , ) e
s . - ) A -
QB v . ) . , ) . d
s L -
s
}
Qv s p , ) =
v t ) v t p , ) = L /
N 1 -
u -
=
3
C
h
a
p
t
e
r
Show that both the function and the surface
do not depend on in the autonomous case .
The following assertion is valid.
Theorem 6.1.
There exist positive numbers and There exist positive numbers and There exist positive numbers and There exist positive numbers and
such that if such that if such that if such that if
, ,, , , ,, , , ,, , (6.8)
then the mappings defined by equation then the mappings defined by equation then the mappings defined by equation then the mappings defined by equation (6.7) possess possess possess possess
the property the property the property the property
(6.9)
for all for all for all for all . .. . Here is an absolute constant and is a mild Here is an absolute constant and is a mild Here is an absolute constant and is a mild Here is an absolute constant and is a mild
solution to problem solution to problem solution to problem solution to problem (1.1) such that such that such that such that
for for for for . .. . (6.10)
If , then estimate If , then estimate If , then estimate If , then estimate (6.9) can be rewritten as follows: can be rewritten as follows: can be rewritten as follows: can be rewritten as follows:
(6.11)
where is defined by equality where is defined by equality where is defined by equality where is defined by equality (2.14). .. .
Proof.
Let
, ,
where is a mild solution to problem (1.1) with the initial condition
at the moment . Therewith . It is evident that
(6.12)
Let us estimate each term in this decomposition. Equation (1.6) implies that
, (6.13)
Exer c i s e 6.1 1
L
p s , M
s
L
s B u t , B t )
1

1
M u /
1
, , ) = A A M u /
1
, , ) =
/
N 1 -
1 u -
A
1 -
> L /
N 1 -
u -
= 0
1
s
1
L
.
s , ) : PH QH
A
u
Qu t ) 1
L
Pu t ) t , ) - )
C
R
1 )
o
0
/
N 1 -
u
t t
*
- ) -
| |
' |
| |
exp C
R
2 )

2
/
N 1 -
1 u -
-
| |
' |
| |
exp -
s
s
t t
*
L 2 / - > o
0
0 > u t )
A
u
u t ) R s t t
*
- , ) -
B u t , ) M s
A
u
Qu t ) 1
L
Pu t ) t , ) - )
C
R
o
0
/
N 1 -
u
t t
*
- ) -
| |
' |
| |
exp D
2
/
N 1 -
1 u -
- , ,, , exp -
s
s
D
2
u
t ) U t s Pu s ) 1
L
Pu s ) s , ) - , , ) = t
*
s t s s
U t s v , , )
v D A
u
) - s u t ) U t 0 u
0
, , ) =
Qu t ) 1
L
Pu t ) t , ) - Q u t ) u
t ) - )
Qu
t ) 1
L
Pu
t ) t , ) - 1
L
Pu
t ) t , ) 1
L
Pu t ) t , ) - .
-
- -
=
A
u
Q u t ) u
t ) - ) o
N
t s - ) A
u
Qu s ) 1
L
Pu s ) s , ) - ) s
where
.
Using (2.16) we find that
(6.14)
where
,
moreover, the second term in can be omitted if (see Exer-
cise 2.1). At last equations (2.15) and (1.5) imply that
(6.15)
Thus, equations (6.12)(6.15) give us the inequality
(6.16)
for , where
and
It follows from (6.16) that under the condition the equation
(6.17)
holds with
.
It is clear that if
,
and
, . (6.18)
Let be such that equation (6.18) holds for and for
the parameter of the form (6.5) with . Then equation (6.8) with
implies that . Let . Then
o
N
. ) e
/
N 1 -
. -
M 1 k - ) a
1
/
N 1 -
1 - u -
e
a
2
.
- =
A
u
Qu
s ) 1
L
Pu
s ) s , ) - ) |
N
L t s - , ) s
|
N
L . , ) D
2
1 q - )
1 -
e
L -
q 1 q - )
2 -
R D
1
- ) e
. -
- =
|
N
L . , ) B u t , ) M s
A
u
1
L
Pu
t ) t , ) ) 1
L
Pu t ) t , ) -
a
1
q
1 q -
e
a
2
t s - )
A
u
Qu s ) 1
L
Pu s ) s , ) - ) .
s
s
d t ) o
N
t s - ) d s ) |
N
L t s - , ) - s
t s t
*
> >
d t ) A
u
Qu t ) 1
L
Pu t ) t , ) - ) =
o
N
. ) o
N
. ) a
1
q
1 q -
e
a
2
.
-
e
/
N 1 -
. -
a
1
M 1 k - ) /
N 1 -
1 - u -
q 1 q - )
1 -
- e
a
2
.
. -
= =
=
s L 2 / - t s L - s s
d t ) o
N L ,
d s ) |
N
L L 2 / , ) - s
o
N L ,
e
/
N 1 -
L
2
-
a
1
M 1 k - ) /
N 1 -
1 - u -
q
1 q -
- e
a
2
L
- =
o
N L ,
1 2 / s
/
N 1 -
L 4 2 ln > /
N 1 -
1 - u -
16 a
1
M 1 k - ) >
a
2
L 2 ln q 1 16 a
1
- )
1 -
s
1

1
M u /
1
, , ) = L /
N 1 -
u -
=
q 0
1
s
A 4 1 4a
1
M 1 k - )
1
- ) = o
N L ,
1 2 / s t
n
t
*
1 2 / ) nL - =
3
C
h
a
p
t
e
r
,
After iterations we find that
, (6.19)
Equation (6.17) also gives us that
, .
for all . This implies (6.9) and (6.11) if we take in the equa-
tion for . Thus, Theorem 6.1 is proved.
In particular, it should be noted that relations (6.9) and (6.11) also mean that a solu-
tion to problem (0.1) possessing the property (6.10) reaches the layer of the thick-
ness adjacent to the surface given by equation (6.6)
for large enough. Moreover, it is clear that if problem (0.1) is autonomous
and if it possesses a global attractor, then the attractor lies in this
layer. In the autonomous case does not depend on (see Exercise 6.1). These
observations give us some information about the position of the attractor in the
phase space. Sometimes they enable us to establish the so-called localization theo-
rems for the global attractor.
Let . Use equations (1.4) and (1.8) to show
that
,
where .
In particular, the result of this exercise means that assumption (6.10) holds for any
and for large enough under the condition . In the general
case equation (6.10) is a variant of the dissipativity property.
Let be a function from .
Assume that
,
and
,
Show that the assertions of Theorem 6.1 remain true for the function
if we add the term
d t
n 1 -
)
1
2
d t
n
) |
N
L L 2 / , ) - s n 0 1 2 , , , =
d t
n
) 2
n -
d t
0
) 2 |
N
L
L
2
,
' !
`
- s n 0 1 2 , , , =
d t )
1
2
d t
n
) |
N
L
L
2
,
' !
`
- s t
n
L
2
- t t
n
L - s s
d t ) 2
2
L
t t
*
- ) 2 ln -
| |
' |
| |
exp d t
*
) 2 |
N
L
L
2
,
' !
`
- s
t t
*
L 2 / - > /
N 1 -
=
|
N
L L 2 / , )
s
N
c
1
c
2
- /
N 1 -
1 u -
exp = M
t
L

t
B u t , B u )
M
L
t
A
u
u t ) e
/
1
t s - ) -
A
u
u
0
R
0
- s
R
0
M 1 k - ) /
1
1 u - -
=
R R
0
> t
*
B u t , ) M s
Exer c i s e 6.3 v
0
v
0 s ,
L
t s , ) = C
u ,
s L - s , )
v
n
L
v
n s ,
L
t s , ) B
p
s L ,
v
n 1 -
j t ) = n 1 2 , , =
1
n
L
p s , ) Qv
n s ,
L
s p , ) = n 0 1 2 , , , =
1
n
L
p s , )

to the right-hand sides of equations (6.9) and (6.11). Here is de-
fined by equality (6.5) and is the norm of the function in the
space .
Therefore, the function generates a collection of approximate inertial
manifolds of the exponential (with respect to ) order for large enough.
E x a m p l e 6.1
Let us consider the nonlinear heat equation in a bounded domain :
(6.20)
Assume that the function possesses the properties
, .
We use Theorem 6.1 and the asymptotic formula
, ,
for the eigenvalues of the operator in to obtain that in the Sobolev
space for any there exists a finite-dimensional Lipschitzian surface
of the dimension such that
for and for any mild (in ) solution to problem (6.20). Here
is large enough, and are positive constants.
Consider the abstract form of the two-dimensional system of
the Navier-Stokes equations
, (6.21)
(see Example 3.5 and Exercises 4.10 and 4.11 of Chapter 2). Assume
that for . Use the dissipativity property for
(6.21) and the formula
for the eigenvalues of the operator to show that there exists a col-
lection of functions from into
possessing the properties
q
n
v
0
s
c
0
D
1
R - ) - )
q
v
0
s
v
0
C
u ,
s L - s , )
1
n
L
p s , )
/
N 1 -
n
O R
d
c
u
t
u f u Vu , ) , x O, t s , > - - ^ =
u
O
0 , u
t s =
u
0
x ) . = =
|
|
'
|
|
f w , , )
f u
1
,
1
, ) f u
2
,
2
, ) - C
1
u
1
u
2
- ,
1
,
2
- - ) s f u , , ) C
2
s
/
N
c
0
N
2 d
~ N
^ - O R
d
c
H
0
1
O ) N
M
N
N
dist
H
0
1
O )
u t ) M
N
, ) C
1
o
1
N
1 d
t t
*
- ) - exp C
2
o
2
N
1 d
- exp - s
t t
*
> H
0
1
O ) u t ) t
*
C
j
o
j
Exer c i s e 6.4
u d
t d
xAu b u u , ) - - f t ) = u
t 0 =
u
0
=
A
1 2
f t ) C t 0 >
c
0
k
/
k
/
1
c
1
k s s
A
1 p t , ) : t 1 > PD A ) 1 P - ) D A )
3
C
h
a
p
t
e
r
a) ;

for any ;
b) for any solution to problem (6.21) there
exists such that
Here is the orthoprojector onto the first eigenelements of the
operator .
Use Theorem 6.1 to construct approximate inertial manifolds
for (a) the nonlocal Burgers equation, (b) the Cahn-Hilliard equa-
tion, and (c) the system of reaction-diffusion equations (see Sec-
tions 3 and 4 of Chapter 2).
In conclusion of the section we note (see [8], [9]) that in the autonomous case the ap-
proximate IM can also be built using the equation
. (6.22)
Here , , is the Frecht derivative and is its
value at the point on the element . At least formally, equation (6.22) can be ob-
tained if we substitute the pair into equation (6.3). The second of
equations (6.3) implicitly contains a small parameter . Therefore, using (6.22)
we can suggest an iteration process of calculation of the sequence giving the
approximate IM:
, , (6.23)
where the integers are such that
, , .
One should also choose the zeroth approximation and concretely define the form of
the values (for example, we can take and ,
). When constructing a sequence of approximate IMs one has to solve only a linear
stationary problem on each step. From the point of view of concrete calculations this
gives certain advantages in comparison with the construction used in Theorem 6.1.
However, these manifolds have the power order of approximation only (for detailed
discussion of this construction and for proofs see [9]).
Prove that the mapping has the form (6.4) under the
condition . Write down the equation for when
, .
A1 p t , ) c
1
N
1 2 -
s
A 1 p
1
t , ) 1 p
2
t , ) - ) c
2
A p
1
p
2
- ) s
p p ,
1
p
2
, PD A ) -
u t ) D A ) -
t
*
1 >
AQ u t ) 1 Pu t ) t , ) - )
c
3
o
0
N
1 2
t t
*
- ) - exp c
4
o
1
N
1 2
- . exp -
s
s
P N
A
Exer c i s e 6.5
1' p ) Ap - PB p 1 p ) - ) - , ( ) A1 p ) - QB p 1 p ) - ) =
p PH - Q I P - = 1' p ) 1' p ) w , ( )
p w
p t ) 1 p t ) ) ,
/
N 1 -
1 -
1
m

A1
k
p ) QB p 1
x
1
k )
p ) - )
1
x
2
k )
'
p ) Ap PB p 1
x
3
k )
p ) - ) - , ( )
-
-
=
k 1 >
x
i
k )
0 x
i
k ) k 1 - s s x
i
k )
k
lim = i 1 2 3 , , =
x
i
k ) 1
0
v ) 0 x
i
k ) k 1 - = i 1 2 , , =
3
Exer c i s e 6.6 1
1
v )
1
0
v ) 0 1
2
v )
x
1
2 ) 1 = x
2
2 ) x
3
2 ) 0 = =
I ner t i al Mani f ol d f or Second Or der i n Ti me Equat i ons 189
7 Inertial Manifold for Second Order 7 Inertial Manifold for Second Order 7 Inertial Manifold for Second Order 7 Inertial Manifold for Second Order
in Time Equations in Time Equations in Time Equations in Time Equations
The approach to the construction of IM given in Sections 24 is essentially based on
the fact that the system has form (0.1) with a selfadjoint positive operator . How-
ever, there exists a wide class of problems which cannot be reduced to this form.
From the point of view of applications the important representatives of this class are
second order in time systems arising in the theory of nonlinear oscillations:
(7.1)
In this section we study the existence of IM for problem (7.1). We assume that
is a selfadjoint positive operator with discrete spectrum ( and are the cor-
responding eigenvalues and eigenelements) and the mapping possesses the
properties of the type (1.2) and (1.3) for , i.e. is a continuous
mapping from into such that
,
, (7.2)
where and .
The simplest example of a system of the form (7.1) is the following nonlinear
wave equation with dissipation:
(7.3)
Let . It is clear that is a separable Hilbert space with the
inner product
, (7.4)
where and are elements of . In the space prob-
lem (7.1) can be rewritten as a system of the first order:
, ; . (7.5)
A
d
2
u
t
2
d
2s
u d
t d
Au - - B u t , ) , t s , s 0 , > > =
u
t s =
u
0
,
u d
t d
t s =
u
1
. = =
|
|
|
'
|
|
|
A
k
e
k
B u t , )
0 u 1 2 / s s B u t , )
D A
u
) R - H
B 0 t , ) M
0
s
B u
1
t , ) B u
2
t , ) - M
1
A
u
u
1
u
2
- ) s
0 u 1 2 / s s u
1
u
2
, D )
u
) .
u
-
2
u
t
2
2 s
u
t

2
u
x
2
f x t u
u
x
, , ,
' !
`
- - - 0 , 0 x L, t s , > =
u
x 0 =
u
x L =
0 , = =
u
t s =
u
0
x ) ,
u
t
t s =
u
1
x ) . = =
|
|
|
|
'
|
|
|
|
0 D A
1 2
) H - = 0
U V , ) Au
0
v
0
, ) u
1
v
1
, ) - =
U u
0
u
1
, ) = V v
0
v
1
, ) = 0 0
d
t d
U t ) AU t ) - B U t ) t , ) = t s > U
t s =
U
0
=
3
C
h
a
p
t
e
r
Here
, .
The linear operator and the mapping are defined by the equations:
, , (7.6)
, .
Prove that the eigenvalues and eigenvectors of the operator
have the form:
, , , (7.7)
where and are the eigenvalues and eigenvectors of .
Display graphically the spectrum of the operator on the
complex plane.
These exercises show that although problem (7.1) can be represented in the form
(7.5) which is formally identical to (0.1) we cannot use Theorem 3.1 here. Neverthe-
less, after a small modification the reasoning of Sections 24 enables us to prove the
existence of IM for problem (7.1). Such a modification based on an idea from [16] is
given below.
First of all we prove the solvability of problem (7.1). Let us first consider the li-
near problem
(7.8)
These equations can also be rewritten in the form (cf. (7.5))
, , (7.9)
where and . We define a mild solution mild solution mild solution mild solution to
problem (7.8) (or (7.9)) on the segment as a function from the class
which satisfies equations (7.8). Here as before (see Chapter 2). One
can prove the existence and uniqueness of mild solutions to (7.8) using the Galerkin
method, for example. The approximate Galerkin solution approximate Galerkin solution approximate Galerkin solution approximate Galerkin solution of the order is
defined as a function
U t ) u t )
u t )
t
,
' !
`
= U
0
u
0
u
1
, ) 0 - =
A B U t , )
AU u
1
Au
0
2 s u
1
- , - ) = D A ) D A ) D A
1 2
) - =
B U t , ) 0 B u
0
t , ) , ) = U u
0
u
1
, ) =
Exer c i s e 7.1
A
/
n
s s
2
n
- = f
n
e
n
/
n
e
n
- , ) = n 1 2 , , =
n
e
n
A
Exer c i s e 7.2 A
d
2
u
t
2
d
2s
u d
t d
Au - - h t ) t s , > , =
u
t s =
u
0
u d
t d
t s =
, u
1
. = =
|
|
|
'
|
|
|
d
t d
U t ) AU t ) - H t ) = U
t s =
U
0
=
U t ) u t ) u
t ) , ) = H t ) 0 h t ) , ) =
s s T - , j u t )
L
s T ,
C s s T .
1 2 /
, - , ) C
1
s s T H , - , ) C
2
s s T .
1 - 2 /
, - , ) ( (
.
u
D A
u
) =
m
satisfying the equations
(7.10)
for . Moreover, we assume that and is
absolutely continuous. Hereinafter we use the notation . Evidently
equations (7.10) can be rewritten in the form
(7.11)
where is the orthoprojector onto in .
In the exercises given below it is assumed that
, , . (7.12)
Show that problem (7.10) is uniquely solvable on any segment
and .
Show that the energy equality
(7.13)
holds for any solution to problem (7.10).
Using (7.11) and (7.13) prove the a priori estimate
for the approximate Galerkin solution to problem (7.8).
Using the linearity of problem (7.11) show that for every two
approximate solutions and the estimate
u
m
t ) g
k
t ) e
k
k 1 =
m
_
=
u
m
t ) e
j
, ) 2s u
m
t ) e
j
, ) Au
m
t ) e
j
, ) - - h t ) e
j
, ) , t s , > =
u
m
s ) e
j
, ) u
0
e
j
, ) , u
m
s ) e
j
, ) u
1
e
j
, ) = =
|
|
'
|
|
j 1 2 m , , , = g
j
t ) C
1
s s T - , ) - g
j
t )
v
t ) v d t d / =
u
m
t ) 2 s u
m
t ) Au
m
t ) - - p
m
h t ) , =
u
m
t s =
p
m
u
0
= , u
m
t s =
p
m
u
1
, =
|
|
'
|
|
p
m
Lin e
1
e
m
, H
h t ) L
R H , ) - u
0
D A
1 2
) - u
1
H -
Exer c i s e 7.3
s s T - , j u
m
t ) L
s T ,
-
Exer c i s e 7.4
1
2
u
m
t )
2
A
1 2
u
m
t )
2
-
' !
`
2 s u
m
. )
2
. d
s
t
}
-
1
2
p
m
u
1
2
A
1 2
p
m
u
0
2
-
' !
`
h . ) u
m
. ) , ) . d
s
t
}
-
=
=
Exer c i s e 7.5
A
1 2 -
u
m
t )
2
u
m
t )
2
A
1 2
u
m
t ) - - C T u
0
u
1
, , ) s
u
m
t
Exer c i s e 7.6
u
m
t ) u
m'
t )
A
1 - 2 /
u
m
t ) u
m'
t ) - )
2
u
m
t ) u
m'
t ) - A
1 2
u
m
t ) u
m'
t ) - )
2
s
-
- -
3
C
h
a
p
t
e
r
holds for all , where is an arbitrary number.
Using the results of Exercises 7.5 and 7.6 show that we can
pass to the limit in equations (7.11) and prove the existence
and uniqueness of mild solutions to problem (7.8) on every segment
under the condition (7.12).
For a mild solution to problem (7.8) prove the energy
equation:
(7.14)
In particular, the exercises above show that for problem (7.8) generates a
linear evolutionary semigroup in the space by the formula
, (7.15)
where is a mild solution to problem (7.8) for . Equation (7.14) implies
that the semigroup is contractive for .
Assume that conditions (7.12) are fulfilled. Show that the
mild solution to problem (7.8) can be presented in the form
, (7.16)
where the semigroup is defined by equation (7.15).
Let us now consider nonlinear problem (7.1) and define its mild solution mild solution mild solution mild solution as
a function satisfying the integral equation
(7.17)
on . Here and .
C
T
p
m
p
m'
- ) u
1
2
A
1 2
p
m
p
m'
- ) u
0
2
ess p
m
p
m'
- ) h . )
2
. s s T - , j -
sup
-
- -
s
t s s T - , j - T 0 >
Exer c i s e 7.7
n
s s T - , j
1
2
u
t )
2
A
1 2
u t )
2
-
' !
`
2 s u
. )
2
. d
s
t
}
-
1
2
u
1
2
A
1 2
u
0
2
-
' !
`
h . ) u
. ) , ) . . d
s
t
}
-
=
=
h t ) 0
e
t A -
0 D A
1 2
) H - =
e
t A -
u
0
u
1
, ) u t ) u
t ) , ) =
u t ) h t ) 0
e
t A -
s 0 >
Exer c i s e 7.9
u
t ) u t ) , ) e
t s - ) A -
u
0
u
1
, ) e
t s - ) A -
0 h . ) , ) . d
s
t
}
- =
e
t A -
U t ) u t ) u
t ) , ) C s s T 0 , - , ) -
U t ) e
t s - ) A -
U
0
e
t s - ) A -
B U . ) . , ) . d
s
t
}
- =
s s T - , j B U t ) t , ) 0 B u t ) t , ) , ) = U
0
u
0
u
1
, ) =
Show that the estimates
,
hold in the space . Here is a positive constant.
Follow the reasoning used in the proof of Theorems 2.1 and
2.3 of Chapter 2 to prove the existence and uniqueness of a mild so-
lution to problem (7.1) on any segment .
Thus, in the space there exists a continuous evolutionary family of operators
, ,
and
,
where is a mild solution to problem (7.1) with the initial condition
.
Let condition hold for some integer . We consider the decomposi-
tion of the space into the orthogonal sum
,
where
and is defined as the closure of the set
.
Show that the subspaces and are invariant with re-
spect to the operator . Find the spectrum of the restrictions of the
operator to each of these spaces.
Let us introduce the following inner products in the spaces and (the pur-
pose of this introduction will become apparent further):

Here and are elements from the corresponding sub-
space . Using (7.18) we define a new inner product and a norm in by the
equalities:
, ,
where and are decompositions of the elements and
into the orthogonal terms , .
Exer c i s e 7.10
B U t , )
0
M 1 U
0
-
)
s
B U
1
t , ) B U
2
t , ) -
0
M U
1
U
2
-
0
s
0 D A
1 2
) H - = M
Exer c i s e 7.11
s s T - , j
0
S t s , )
S t t , ) I = S t . , )

S . s , ) S t s , ) =
S t s , ) U
0
u t ) u
t ) , ) =
u t ) U
0
=
u
0
u
1
, ) =
s
2
N 1 -
> N
0
0 0
1
0
2
=
0
1
Lin e
k
0 , ) 0 e
k
, ) : k 1 2 N , , = , =
0
2
Lin e
k
0 , ) 0 e
k
, ) : k N 1 - > ,
Exer c i s e 7.12 0
1
0
2
A
A
0
1
0
2
U V , ( )
1
s
2
u
0
v
0
, ) Au
0
v
0
, ) s u
0
u
1
- s v
0
v
1
- , ) , - - =
(7.18)
U V , ( )
2
Au
0
v
0
, ) s
2
2
N 1 -
- ) u
0
v
0
, ) s u
0
u
1
- s v
0
v
1
- , ) . - - =
U u
0
u
1
, ) = V v
0
v
1
, ) =
0
i
0
U V , ( ) U
1
V
1
, ( )
1
U
2
V
2
, ( )
2
- = U U U , ( )
1 2
=
U U
1
U
2
- = V V
1
V
2
- = U V
V
i
U
i
, 0
i
- i 1 2 , =
3
C
h
a
p
t
e
r
Lemma 7.1.
The estimates
, ; (7.19)
, (7.20)
hold for . Here
. (7.21)
Proof.
Let . It is evident that in this case
for any . Therefore,
,
i.e. equation (7.19) holds. Let . Then using the inequality
, , (7.22)
for we find that
.
If we take and use (7.22), then we obtain estimate (7.20). The
lemma is proved.
In particular, this lemma implies the estimate
(7.23)
for any , where and has the form (7.21).
Prove the equivalence of the norm and the norm generated
by the inner product (7.4).
Show that we can take for in (7.20)
and (7.23).
Prove that the eigenvectors of the operator (see
(7.7)) possess the following orthogonal properties:
, ,
, . (7.24)
U
1
1
N
u
s
2
N
- A
u
u
0
> U u
0
u
1
, ) 0
1
- =
U
2
1
N 1 -
u
o
N s ,
A
u
u
0
> U u
0
u
1
, ) 0
2
- =
0 u 1 2 / s s
o
N s ,

N 1 -
1
s
2
N 1 -
-
N 1 -
,
' !

`
min =
U u
0
u
1
, ) 0
1
- = A
|
u
0

N
|
u
0
s
| 0 >
U
1
2
s
2
u
0
2
A
1 2
u
0
2
-
N
2 u -
s
2
N
- ) A
u
u
0
2
> >
U 0
2
-
A
|
u
0

N 1 -
|
u
0
> | 0 > u
0
Lin e
k
: k N 1 - > -
0 o 1 s
U
2
2
o
2
A
1 2
u
0
2
s
2
1 o
2
- )
N 1 -
- ) u
0
2
- >
o o
N s ,

N 1 -
1 2 -
=
A
u
u
0

N 1 -
u
o
N s ,
1 -
U s
U u
0
u
1
, ) 0 - = 0 u 1 2 / s s o
N s ,
Exer c i s e 7.13
.
Exer c i s e 7.14 o
N s ,
s
2
N 1 -
- = u 0 =
Exer c i s e 7.15 f
k
A
f
n
-
f
k
-
, ( ) f
n
f
k
, ( ) f
n
-
f
k

, ( ) 0 = = = k n =
f
k
-
f
k
, ( ) 0 = 1 k N s s
Note that the last of these equations is one of the reasons of introducing a new inner
product.
Let be the orthoprojector onto the subspace in , .
Lemma 7.2.
The equality
, , (7.25)
is valid. Here is the operator norm which is induced by the corres-
ponding vector norm.
Proof.
Let . We consider the function . Since is inva-
riant with respect to , the equation
holds, where is a solution to problem (7.8) for . After simple cal-
culations we obtain that
.
It is evident that
.
Therefore,
.
Consequently,
, . (7.26)
If we now notice that
,
then equation (7.26) implies (7.25). Thus, Lemma 7.2 is proved.
Let us consider the subspaces
.
Equation (7.24) gives us that the subspaces are orthogonal to each other and there-
fore . Using (7.24) it is easy to prove (do it yourself) that
P
0
i
0
i
0 i 1 2 , =
e
At -
P
0
2
e
/
N 1 -
-
t -
= t 0 >
.
U 0
2
- y t ) e
At -
U
2
= 0
2
e
At -
y t ) Au t ) u t ) , ) s
2
2
N 1 -
- ) u t ) u t ) , ) u
s u -
2
- - =
u t ) h t ) 0
y d
t d
2s y - 4 s
2
N 1 -
- ) u
s u - u , ) =
2 s
2
N 1 -
- u
s u - u , ) s
2
N 1 -
- ) u
2
u
s u -
2
- y t ) s s
y d
t d
2 s y - 2 s
2
N 1 -
- y s
y t ) e
/
N 1 -
-
t -
y 0 ) s t 0 >
At - exp f
N 1 -
-
e
/
N 1 -
-
t -
f
N 1 -
-
=
0
1
Lin f
k
: k N s =
0
1
0
1
-
0
1
=
3
C
h
a
p
t
e
r
, , (7.27)
, . (7.28)
We use the following pair of orthogonal (with respect to the inner product
) projectors in the space
,
to construct the inertial manifold of problem (7.1) (or (7.5)). Lemma 7.2 and equa-
tions (7.27) and (7.28) imply the dichotomy equations
, ; , . (7.29)
We remind that and .
The assertion below plays an important role in the estimates to follow.
Lemma 7.3.
Let , where and pos-
sesses properties (7.2). Then
, ,
, , (7.30)
where
. (7.31)
The proof of this lemma follows from the structure of the mapping and from
estimates (7.2) and (7.23).
Show that one can take for in
(7.30) (Hint: see Exercise 7.14).
Let us now consider the integral equation (cf. (2.1) for )
(7.32)
e
At
P
0
1
-
e
/
N
-
t
s t R -
e
A - t
P
0
1
-
e
/ -
N
-
t
s t 0 >
. .
, ( ) 0
P P
0
1
-
= Q I P - P
0
1
-
P
0
2
- = =
e
At
P e
/
N
-
t
s t R - e
A - t
Q e
/ -
N 1 -
-
t
s t 0 >
/
N
-
s s
2
k
- - = s
2
N 1 -
>
B U t , ) 0 B u
0
t , ) , ) = U u
0
u
1
, ) 0 - = B u
0
)
B U t , ) M
0
K
N
U - s U 0 -
B U
1
t , ) B U
2
t , ) - K
N
U
1
U
2
- s U
1
U
2
, 0 -
K
N
M
1

N 1 -
u 1 2 / -
1

N 1 -
s
2
N 1 -
-
,
' !

`
max =
B U t , )
Exer c i s e 7.16 K
N
M
1
s
2
N 1 -
- )
1 2 -
= u 0 =
L =
V t ) B
p
s
V j t )
e
t s - ) A -
p e
t . - ) A -
PB V . ) . , ) . d
t
s
}
e
t . - ) A -
QB V . ) . , ) . d
-
t
}
- -
=
in the space of continuous vector-functions on with the values
in such that the norm
, ,
is finite. Here and .
Show that the right-hand side of equation (7.32) is a continu-
ous function of the variable with the values in .
Lemma 7.4.
The operator maps the space into itself and possesses the pro-
perties
(7.33)
and
. (7.34)
Proof.
Let us prove (7.34). Evidently, equations (7.29) and (7.30) imply that
Since
,
it is evident that
with
.
Simple calculations show that . Consequently, equa-
tion (7.34) holds. Equation (7.33) can be proved similarly. Lemma 7.4 is proved.
C
s
U t ) - sj ,
0
I UI e
s t - ) -
U t )
t s
sup
1
2
/
N 1 -
-
/
N
-
- ) =
p P0 - t - s , ) -
Exer c i s e 7.17
t 0
B
p
s
C
s
I B
p
s
V j I p M
0
1
/
N
-
1
/
N 1 -
-
-
' !

` 4 K
N
/
N 1 -
-
/
N
-
-
I VI - - s
I B
p
s
V
1
j B
p
s
V
2
j I -
4 K
N
/
N 1 -
-
/
N
-
-
I V
1
V
2
I - s
B
p
s
V
1
t ) j B
p
s
V
2
t ) j - K
N
e
/
N
-
. t - )
V
1
. ) V
2
. ) - . d
t
s
}

K
N
e
/ -
N 1 -
-
t . - )
V
1
. ) V
2
. ) - . . d
-
t
}
-
-
s
V
1
. ) V
2
. ) - e
s . - )
I V
1
V
2
- I s
B
p
s
V
1
j t ) B
p
s
V
2
j t ) - q e
s t - )
I V
1
V
2
- I s
q K
N
e
/
N
-
- ) . t - )
. d
t
s
}
e
/
N 1 -
-
- ) - t . - )
. d
-
t
}
-
| |
| |
' |
| |
| |
=
q 4 K
N
/
N 1 -
-
/
N
-
- )
1 -
s
3
C
h
a
p
t
e
r
Thus, if for some the condition
(7.35)
holds, then equation (7.32) is uniquely solvable in and its solution can be esti-
mated as follows:
. (7.36)
Therefore, we can define a collection of manifolds in the space by the for-
mula
, (7.37)
where
. (7.38)
Here is a solution to integral equation (7.32). The main result of this section is
the following assertion.
Theorem 7.1.
Assume that Assume that Assume that Assume that
and and and and (7.39)
for some , where and is defined by formula for some , where and is defined by formula for some , where and is defined by formula for some , where and is defined by formula
(7.31). .. . Then the function given by equality Then the function given by equality Then the function given by equality Then the function given by equality (7.38) satisfies the Lip- satisfies the Lip- satisfies the Lip- satisfies the Lip-
schitz condition schitz condition schitz condition schitz condition
(7.40)
and the manifold is invariant with respect to the evolutionary opera- and the manifold is invariant with respect to the evolutionary opera- and the manifold is invariant with respect to the evolutionary opera- and the manifold is invariant with respect to the evolutionary opera-
tor generated by the formula tor generated by the formula tor generated by the formula tor generated by the formula
, ,, , , ,, ,
in in in in , ,, , where is a solution to problem where is a solution to problem where is a solution to problem where is a solution to problem (7.1) with the initial condition with the initial condition with the initial condition with the initial condition
. .. . Moreover, if Moreover, if Moreover, if Moreover, if , ,, , then there exist initial conditions then there exist initial conditions then there exist initial conditions then there exist initial conditions
such that such that such that such that
for , where for , where for , where for , where . .. .
The proof of the theorem is based on Lemma 7.4 and estimates (7.29) and (7.30).
It almost entirely repeats the corresponding reasonings in Sections 2 and 3. We give
the reader an oppotunity to recover the details of the reasonings as an exercise.
q 1
/
N 1 -
-
/
N
-
-
4K
N
q
>
C
s
V
IVI 1 q - )
1 -
p M
0
1
/
N
-
1
/
N 1 -
-
-
' !
`
-
' !
`
s
M
s
0
M
s
p 1 p s , ) : p P0 - - =
1 p s , ) e
t . - ) A -
QB V . ) . , ) . d
-
s
}
=
V . )
s
2
N 1 -
> /
N 1 -
-
/
N
-
-
4K
N
q
>
0 q 1 /
k
-
s s
2
k
- - = K
N
1 p s , )
1 p
1
s , ) 1 p
2
s , ) -
q
2 1 q - )
p
1
p
2
- s
M
s
S t . , )
S t . , ) U
0
u t ) u
t ) , ) = t s >
0 u t )
U
0
u
0
u
1
, ) = 0 q 2 2 -
U
0
*
u
0
*
u
1
*
, ) M
s
- =
S t s , ) U
0
S t s , ) U
0
*
- C
q
e
t s - ) -
QU
0
1 PU
0
s , ) - s
t s >
1
2
/
N
-
/
N 1 -
-
- ) =
Let us analyse condition (7.39). Equation (7.31) implies that (7.39) holds if
, . (7.41)
However, if we assume that
, (7.42)
then for condition (7.41) to be fulfilled it is sufficient to require that
. (7.43)
Thus, if for some conditions (7.42) and (7.43) hold, then the assertions of Theo-
rem 7.1 are valid for system (7.1). This enables us to formulate the assertion on the
existence of IM as follows.
Theorem 7.2.
Assume that the eigenvalues of the operator possess the properties Assume that the eigenvalues of the operator possess the properties Assume that the eigenvalues of the operator possess the properties Assume that the eigenvalues of the operator possess the properties
and and and and , ,, , , ,, , , ,, , (7.44)
for some sequence which tends to infinity and satisfies the estimate for some sequence which tends to infinity and satisfies the estimate for some sequence which tends to infinity and satisfies the estimate for some sequence which tends to infinity and satisfies the estimate
, ,, , . .. .
Then there exists such that the assertions of Theorem Then there exists such that the assertions of Theorem Then there exists such that the assertions of Theorem Then there exists such that the assertions of Theorem 7.1 hold for all hold for all hold for all hold for all
. .. .
Proof.
Equation (7.44) implies that there exists such that the intervals
, ,
cover some semiaxis . Indeed, otherwise there would appear a subse-
quence such that
But that is impossible due to (7.44). Consequently, for any there exists
such that equations (7.42), (7.43) as well as (7.39) hold.
Consider problem (7.3) with the function
.
Use Theorem 7.1 to find a domain in the plane of the parameters
for which one can guarantee the existence of an inertial ma-
nifold.
s
2
2
N 1 -
>

N 1 -

N
-
2 s
2
N
-
4
q
M
1

N 1 -
u 1 2 / -
>
N 1 -

N
-
8 2
q
M
1

N 1 -
u
>
2
N 1 -
s
2
2
N 1 -

N
- s s
N
N
A
N 1 -
N
inf 0 >
N k ) 1 -
c
0
k
1 o 1 ) - ) = 0 > k
N k )
N k ) 1 -

N k )
-
8 2
q
M
1
N k ) 1 -
u
> 0 q 2 2 -
s
0
0 >
s s
0
>
k
0
2
N k ) 1 -
2
N k ) 1 -

N k )
- , j k k
0
>
s
0
- , )
N k
j
)
N k
j
)
2
N k
j
1 - ) 1 -

N k
j
) 1 -
- )
s s
0
>
N N
s
=
Exer c i s e 7.18 f x t u
u
x
, , , ) =
f x t u , , ) =
f x t u
1
, , ) f x t u
2
, , ) - L u
1
u
2
- s
s L , )
3
C
h
a
p
t
e
r
8 Approximate 8 Approximate 8 Approximate 8 Approximate Inertial Manifolds Inertial Manifolds Inertial Manifolds Inertial Manifolds
for Second Order in Time Equations for Second Order in Time Equations for Second Order in Time Equations for Second Order in Time Equations
As seen from the results of Section 7, in order to guarantee the existence of IM for
a problem of the type
(8.1)
we have to require that the parameter be large enough and the spectral
gap condition (see (7.41)) be valid for the operator . Therefore, as in the case with
parabolic equations there arises a problem of construction of an approximate inertial
manifold without any assumptions on the behaviour of the spectrum of the operator
and the parameter which characterizes the resistance force.
Unfortunately, the approach presented in Section 6 is not applicable to the
equation of the type (8.1) without any additional assumptions on . First of all, it is
connected with the fact that the regularizing effect which takes place in the case of
parabolic equations does not hold for second order equations of the type (8.1) (in
the parabolic case the solution at the moment is smoother than its initial con-
dition).
In this section (see also [17]) we suggest an iteration scheme that enables us to
construct an approximate IM as a solution to a class of linear problems. For the sake
of simplicity, we restrict ourselves to the case of autonomous equations
. The suggested scheme is based on the equation in functional derivatives
such that the function giving the original true IM should satisfy it. This approach was
developed for the parabolic equation in [9] (see also [8]). Unfortunately, this ap-
proach has two defects. First, approximate IMs have the power order (not the expo-
nential one as in Section 6) and, second, we cannot prove the convergence of
approximate IMs to the exact one when the latter exists.
Thus, in a separable Hilbert space we consider a differential equation of the type
(8.1) where is a positive number, is a positive selfadjoint operator with discrete
spectrum and is a nonlinear mapping from the domain of the operator
into such that for some integer the function lies in as a
mapping from into and for every the following estimates hold:
, (8.2)
d
2
u
t
2
d

u d
t d
Au - - B u ) , =
u
t 0 =
u
0
,
u d
t d
t 0 =
u
1
, = =
2 s 0 > =
A
A 0 >
t 0 >
B u t ,
B u )
H
A
B
.
) D A
1 2
)
A
1 2
H m 2 > B u ) C
m
D A
1 2
) H 0 >
B
k )
u ) w
1
w
k
, , , ( ) C
A
1 2
w
j
j 1 =
k
|
s
Appr oxi ma t e I ner t i al Mani f ol ds f or Second Or der i n Ti me Equat i ons 201
, (8.3)
where , is a norm in the space , , ,
and . Here is the Frecht derivative of the order of
and is its value on the elements .
Let be a class of solutions to problem (8.1) possessing the following
properties of regularity:
I) for and for all
and
, ,
where is the space of strongly continuous functions on
with the values in , hereinafter ;
II) for any the estimate
(8.4)
holds for and for , where depends on and only.
In fact, the classes are studied in [18]. This paper contains necessary and
sufficient conditions which guarantee that a solution belongs to a class .
It should be noted that in [18] the nonlinear wave equation of the type
(8.5)
serves as the main example. Here , and the conditions set on
the function from are such that we can take or
, where for and for .
In this example the classes are nonempty for all . Other examples will be
given in Chapter 4.
We fix an integer and assume to be the projector in onto the sub-
space generated by the first eigenvectors of the operator . Let . If we
apply the projectors and to equation (8.1), then we obtain the following sys-
tem of two equations for and :
(8.6)
The reasoning below is formal. Its goal is to obtain an iteration scheme for the deter-
mination of an approximate IM. We assume that system (8.6) has an invariant mani-
fold of the form
(8.7)
B
k )
u ) B
k )
u
*
) - w
1
w
k
, , , ( ) C
A
1 2
u u
*
- ) A
1 2
w
j
j 1 =
k
|
s
k 0 1 m , , , =
.
H A
1 2
u s A
1 2
u
*
s
w
j
D A
1 2
) - B
k )
u ) k B u )
B
k )
u ) w
1
w
k
, , , ( ) w
1
w
k
, ,
L
m R ,
k 0 1 m 1 - , , , = T 0 >
u
k )
t ) C 0 T D A ) , , ) -
u
m )
t ) C 0 T D A
1 2
) , , ) - u
m 1 - )
t ) C 0 T H , , ) -
C 0 T V , , ) 0 T , j
V u
k )
t )
t
k
u t ) =
u L
m R ,
-
u
k 1 - )
t )
2
A
1 2
u
k )
t )
2
Au
k 1 - )
t )
2
- - R
2
s
k 1 m , , = t t
*
> t
*
u
0
u
1
L
m R ,
L
m R ,
t
2
u
t
u u ^ - g u ) - - f x ) , x O, t 0 , > - =
u
O
0 , u
t 0 =
u
0
x ) ,
t
u
t 0 =
u
1
x ) , = = =
0 > f x ) C
O ) -
g s ) C
R ) g u ) u sin = g u ) =
u
2 p 1 -
= p 0 1 2 , , , = d dim O 2 s = p 0 1 , = d 3 =
L
m R ,
m
N P P
N
= H
N A Q I P - =
P Q
p t ) PU t ) = q t ) Qu t ) =
t
2
p
t
p Ap - - PB p q - ) , =
t
2
q
t
q Aq - - QB p q - ) . =
M p h p p
, ) - p
l p p
, ) - , ) : p p
, PH - =
3
C
h
a
p
t
e
r
in the phase space . Here and are smooth mappings from
into . If we substitute and
in the second equality of (8.6), then we obtain the following equation:
The compatibility condition
gives us that
.
Hereinafter and are the Frecht derivatives of the function with
respect to and ; and are values of the corresponding deri-
vatives on an element .
Using these formal equations, we can suggest the following iteration process to
determine the class of functions giving the sequence of approximate IMs
with the help of (8.7):
(8.8)
where and the integers should be choosen such that
. Here is defined by the formula
, (8.9)
where . We also assume that
. (8.10)
Find the form of and for and for
.
The following assertion contains information on the smoothness properties of the
functions and which will be necessary further.
Theorem 8.1.
Assume that the class of functions is defined according to Assume that the class of functions is defined according to Assume that the class of functions is defined according to Assume that the class of functions is defined according to
(8.8)(8.10). .. . Then for each Then for each Then for each Then for each the functions the functions the functions the functions and and and and belong to the class belong to the class belong to the class belong to the class
as mappings from as mappings from as mappings from as mappings from into into into into and for all integers such and for all integers such and for all integers such and for all integers such
that the estimates that the estimates that the estimates that the estimates
D A
1 2
) H - h l PH P - H
QD A ) q t ) h p t )
t
p t ) , ) =
t
q t ) l p t )
t
p t ) , ) =
o
p
l p
, ( ) o
p
l p
Ap - PB p h p p
, ) - ) - - , ( )
l p p
, ) Ah p p
, ) - QB p h p p
, ) - ) . =
- -
-
l p t )
t
p t ) , )
t
h p t )
t
p t ) , ) =
l p p
, ) o
p
h p
, ( ) o
p
h p
Ap - PB p h p p
, ) - ) - - , ( ) - =
o
p
f o
p
f f p p
, )
p p
o
p
f w , ( ) o
p
f w , ( )
w
h
k
l
k
,
Ah
k
p p
, ) QB p h
k 1 -
p p
, ) - ) l
x k )
p p
, ) o
p
l
k 1 -
p
, ( )
o
p
l
k 1 -
p
Ap - PB p h
k 1 -
p p
, ) - ) - - , ( ) , -
- - - =
k 1 2 3 , , , = x k ) k 1 - s
x k ) k s s l
k
p p
, )
l
k
p p
, ) o
p
h
k 1 -
p
, ( ) o
p
h
k 1 -
p
Ap - PB p h
k 1 -
p p
, ) - ) - - , ( ) - =
k 1 2 3 , , , =
h
0
p p
, ) l
0
p p
, ) 0
Exer c i s e 8.1 h
1
p p
, ) l
1
p p
, ) x 1 ) 0 =
x 1 ) 1 =
h
n
l
n
h
n
l
n
,
n h
n
l
n
C
m
PH PH - QH o | 0 > ,
o | m s -
(8.11)
(8.12)
are valid for all and from such that and are valid for all and from such that and are valid for all and from such that and are valid for all and from such that and . .. .
Hereinafter is the mixed Frecht derivative of the function of the Hereinafter is the mixed Frecht derivative of the function of the Hereinafter is the mixed Frecht derivative of the function of the Hereinafter is the mixed Frecht derivative of the function of the
order with respect to and of the order with respect to ; the values order with respect to and of the order with respect to ; the values order with respect to and of the order with respect to ; the values order with respect to and of the order with respect to ; the values
and are from and are from and are from and are from . .. . Moreover, if or Moreover, if or Moreover, if or Moreover, if or , ,, , then the correspon- then the correspon- then the correspon- then the correspon-
ding products in ding products in ding products in ding products in (8.11) and and and and (8.12) should be omitted. should be omitted. should be omitted. should be omitted.
Proof.
We use induction with respect to . It follows from (8.10) and (8.2) that esti-
mates (8.11) and (8.12) are valid for . Assume that (8.11) and (8.12) hold
for all . Then the following lemma holds.
Lemma 8.1.
Let and let
.
Then for and for all integers such that
the estimate
(8.13)
holds, where , , , and , .
Proof.
It is evident that is the sum of terms of the type
, .
Here is one of the values of the form:
,
.
A D
o | ,
h
n
p p
, ) w
1
w
o
w
1
w
|
, , , , , , ( )
C
o | R , ,
Aw
i
i 1 =
o
|
A
1 2
w
i
,
i 1 =
|
|
s
s
A
1 2
D
o | ,
l
n
p p
, ) w
1
w
o
w
1
w
|
, , , , , , ( )
C
o | R , ,
Aw
i
i 1 =
o
|
A
1 2
w
i
i 1 =
|
|
s
s
p p
PH Ap R s A
1 2
p
R s
D
o | ,
f f
o p | p
w
j
w
j
PH o 0 = | 0 =
n
n 0 1 , =
n k 1 - s
F
x
p p
, ) B p h
x
p p
, ) - ) =
F
x
o | ,
w ) D
o | ,
F
x
p p
, ) w
1
w
o
w
1
w
|
, , , , , , ( ) =
x k 1 - s o | 0 > , o | m s -
F
x
o | ,
w ) C Aw
i
i 1 =
o
|
A
1 2
w
i
i 1 =
|
|
s
w
j
w
j
p p
PH - Ap R s A
1 2
p
R s
F
x
o | ,
w )
B
x
s
y ) B
s )
p h
x
p p
, ) - ) y
1
y
s
, , , ( ) = s 0 >
y
o
y
*
w
o
o
p
h
x
w
o
, ( ) - =
y
**
D
o . ,
h
x
w
1
w
o
w
1
w
|
, , , , , , ( ) =
3
C
h
a
p
t
e
r
.
Therefore, the induction hypothesis gives us (8.13).
Let us prove (8.12). The induction hypothesis implies that it is sufficient to estimate
the derivatives of the second term in the right-hand side of (8.9). It has the form
, (8.14)
where
.
The Frecht derivatives of value (8.14)
are sums of the terms of the type
,
where
.
Here , and the sets of indices possess the following proper-
ties:
,
;
,
.
The induction hypothesis implies that
.
Using the induction hypothesis again as well as Lemma 8.1 and the inequality
,
we obtain an estimate of the following form (if or , then the correspon-
ding product should be considered to be equal to 1):
.
B
x
s
y ) C
R
A
1 2
y
j
j 1 =
s
|
s
o
p
h
k 1 -
D
k
p p
, ) , ( )
D
k
p p
, ) p
Ap - PB p h
k 1 -
p p
, ) - ) - - =
D
o | ,
o
p
h
k 1 -
D
k
p p
, ) , ( ) w
1
w
o
w
1
w
|
, , , , , , ( )
G o . , ) D
o . 1 - ,
h
k 1 -
p p
, ) w
j
1
w
j
o
w
i
1
w
i
.
y
o . ,
, , , , , , , ( )
y
o . ,
D
o o - | . - ,
D
k
p p
, ) w
m
1
w
m
o o -
w
1
w
| . -
, , , , , , ( ) =
0 o o s s 0 . | s s
j
1
j
o
, , m
1
m
o o -
, , ( Z =
j
1
j
o
, , m
1
m
o o -
, , [ 1 2 o , , , =
i
1
i
.
, ,
1

| . -
, , ( Z =
i
1
i
.
, ,
1

| . -
, , [ 1 2 | , , , =
AG o . , ) C Aw
j
u
u 1 =
o
|
A
1 2
w
i
u
A
1 2
y
o . ,
u 1 =
.
|
s
A
1 2
Ph /
N
1 2
Ph s
o o = . | =
A
1 2
y
o . ,
C 1 /
N
1 2
- ) Aw
m
u
u 1 =
o o -
|
A
1 2
w
u
u 1 =
| . -
|
s
Hereinafter is the -th eigenvalue of the operator . Thus, it is possible to state
that
. (8.15)
Using the inequality
, , (8.16)
and equation (8.15) it is easy to find that estimates (8.12) are valid for . If we
use (8.8), (8.12) and follow a similar line of reasoning, we can easily obtain (8.11).
Theorem 8.1 and equation (8.4) imply the following lemma.
Lemma 8.2.
Assume that is a solution to problem (8.1) lying in , .
Let and let
, . (8.17)
Then the estimates
with and
are valid for large enough.
Proof.
It should be noted that is the sum of terms of the form
,
where , , , are nonnegative integers such that
, .
Similar equation also holds for . Further one should use Theorem 8.1 and
the estimates
, , ,
which follow from (8.4).
Let us define the induced trajectories of the system by the formula
,
where and
, . (8.18)
/
k
k A
AG o . , ) C 1 /
N
1 2
- ) Aw
i
i
|
A
1 2
w
i
i
|
s
Qh /
N 1 -
s -
A
s
Qh s s 0 >
n k =
u t ) L
m R ,
m 1 >
p t ) Pu t ) =
q
s
t ) h
s
p t )
t
p t ) , ) = q
s
t ) l
s
p t )
t
p t ) , ) =
A
1 2
q
s
j )
t )
2
Aq
s
j )
t )
2
- C
R m ,
s
0 j m 1 - s s
q
s
m )
t )
2
A
1 2
q
s
m )
t )
2
- C
R m ,
s
t
q
s
j )
t )
D
o | ,
h
s
p
t
p , ) p
i
1
)
t ) p
i
o
)
t ) p
.
1
1 - )
t ) p
.
|
1 - )
t ) , , , , , , ( )
o | i
1
i
o
, , .
1
.
|
, ,
1 o | - j s s i
1
i
o
.
1
.
|
- - - - - j =
q
s
i )
t )
p
k 1 - )
t )
2
A
1 2
p
k )
t )
2
Ap
n 1 - )
t )
2
- - R
2
s t t
*
> 1 k m s s
U
s
t ) u
s
t ) u
s
t ) , ) =
s 0 1 2 , , , =
u
s
t ) p t ) q
s
t ) - = u
s
t )
t
p t ) q
s
t ) - =
3
C
h
a
p
t
e
r
Here , is a solution to problem (8.1); and are defined
with the help of (8.17). Assume that lies in . Then Lemma 8.2 implies
that the induced trajectories can be estimated as follows:
, ;
for large enough. Using (8.3), (8.4), and the last estimates, it is easy to prove the
following assertion (do it yourself).
Lemma 8.3.
Let
.
Then
for and for large enough.
The main result of this section is the following assertion.
Theorem 8.2.
Let be a solution to problem Let be a solution to problem Let be a solution to problem Let be a solution to problem (8.1) lying in with lying in with lying in with lying in with . .. .
Assume that and are defined by Assume that and are defined by Assume that and are defined by Assume that and are defined by (8.8)(8.10). .. . Then the es- Then the es- Then the es- Then the es-
timates timates timates timates
, ,, , (8.19)
, ,, , (8.20)
are valid for and for large enough. Here , are valid for and for large enough. Here , are valid for and for large enough. Here , are valid for and for large enough. Here ,
and are defined by and are defined by and are defined by and are defined by (8.18), ,, , and is the -th eigenva- and is the -th eigenva- and is the -th eigenva- and is the -th eigenva-
lue of the operator lue of the operator lue of the operator lue of the operator . .. .
Proof.
Let us consider the difference between the solution and the trajectory in-
duced by this solution:
, , ,
where and are defined by formula (8.18). Since , equation
(8.4) implies that
, , (8.21)
p t ) Pu t ) = u t ) q
s
t ) q
s
t )
u t ) L
m R ,
A
1 2
u
s
j )
t ) Au
s
j )
t ) - C
R s ,
s 0 j m 1 - s s
u
s
m )
t )
2
A
1 2
u
s
m )
t )
2
- C
R s ,
s
t
E
s
t ) B p t ) q t ) - ) B p t ) q
s
t ) - ) - =
E
s
j )
t ) C
R j ,
A
1 2
q
i )
t ) q
s
i )
t ) - )
i 0 =
j
_
s
j 0 1 m , , , = t
u t ) L
m R ,
m 2 >
h
n
p p
, ) l
n
p p
, )
A
t
j
u t ) u
n
t ) - ) C
n R ,
/
N 1 -
n 2 -
s
A
1 2
t
j
t
u t ) u
n
t ) - ) C
n R ,
/
N 1 -
n 2 -
s
n m 1 - s t 0 j m n - 1 - s s
u
n
t ) u
n
t ) /
N 1 -
N 1 - )
A
u t )
_
s
t ) u t ) u
s
t ) - = _
s
t )
t
u t ) u
s
t ) - = s 0 >
u
s
t ) u
s
t ) _
0
t ) q t ) =
A
1 2
_
0
j 1 - )
t ) A_
0
j )
t ) - C s j 0 1 2 m 1 - , , , , =
for large enough. Equations (8.8)(8.10) also give us that
.
We use Lemma 8.3 and equation (8.21) to find that
, ,
for large enough. Therefore, equation (8.19) holds for and for large
enough. From equations (8.6), (8.8), and (8.9) it is easy to find that
and
. (8.22)
Lemma 8.4.
The estimates
(8.23)
and
(8.24)
are valid for large enough and for each , where .
Proof.
Let or . It is clear that the value is the
algebraic sum of terms of the form:
Therefore, Theorem 8.1 and Lemma 8.3 imply (8.23) and (8.24). Lemma 8.4
is proved.
We use Lemmata 8.3 and 8.4 as well as inequality (8.16) to obtain that
(8.25)
where and the numbers and do not depend on .
t
A_
1
t ) _
0
t ) _'
0
t ) QE
0
t ) - - - =
A_
1
j )
t ) C/
N 1 -
1 2 -
s j 0 1 m 2 - , , , =
t n 0 1 , = t
A_
k

t
_
k 1 -
-
t
_
x k ) 1 -
o
p
h
x k ) 1 -
PE
x k ) 1 -
, ( ) - -
o
p
l
k 1 -
PE
k 1 -
, ( ) QE
k 1 -
- -
- =
_
k

t
_
k 1 -
o
p
h
k 1 -
PE
k 1 -
, ( ) - =
A
t
j
o
p
h
x
PE
x
, ( ) C/
N
1 2
A
1 2
_
x
s )
t )
s 0 =
j
_
s
A
1 2
t
j
o
p
l
x
PE
x
, ( ) C/
N
1 2
A
1 2
_
x
s )
t )
s 0 =
j
_
s
t x 0 > j 0 1 m 1 - , , , =
f
x
h
x
= f
x
l
x
=
t
j
o
p
f
x
PE
x
, ( )
D
o | 1 - ,
f
x
p
1
p
o
p
o
1
p
o
|
t
s
PE
x
, , , , , , , ( ) .
A_
k
j )
t ) c
k j ,
/
N 1 -
1 -
A_
k 1 -
s )
t )
s 0 =
j 2 -
_
A_
x k ) 1 -
s )
t )
s 0 =
j 1 -
_
-
| |
' |
| |

d
k j
/
N 1 -
1 2 -
A_
k 1 -
s )
t ) ,
s 0 =
j
_
-
-
s
j 0 1 m 2 - , , , = c
k j ,
d
k j ,
N
3
C
h
a
p
t
e
r
If we now assume that (8.19) holds for , then equation (8.25) implies
(8.19) for and for . Using (8.22) and (8.23) we obtain equation
Corollary 8.1
Let the manifold have the form (8.7) with and
. We also assume that , where
is the solution to problem (0.1) from the class . Then
, .
Thus, the thickness of the layer that attracts the trajectories in the phase space has
the power order with respect to unlike the semilinear parabolic equations
of Section 6.
E x a m p l e 8.1
Let us consider the nonlinear wave equation (8.5). Let . We as-
sume the following (cf. [18]) about the function :
;
;
for any there exists such that
. (8.26)
Under these assumptions the solution lies in for large
enough if and only if the initial data satisfy some compatibility conditions [18].
Moreover, the global attractor of system (8.5) exists and any trajectory lying
in possesses properties (8.4) for all and , [18]. It is easy
to see that Theorem 8.2 is applicable here (the form of , and is evi-
dent in this case). In particular, Theorem 8.2 gives us that for a trajectory
of problem (8.5) which lies in the global attractor the
estimate
holds for all , all , and all . Here and
are defined with the help of (8.18). Therewith
n k 1 - s
n k = k m 1 - s
M
n
h p p
, ) h
n
p p
, ) =
l p p
, ) l
n
p p
, ) = U t ) u t ) u
t ) , ) = u t )
L
m R ,
U t ) M
n
, )
D A D A
1 2 /
-
dist C
n
/
N 1 -
n 2 / -
s n 0 1 2 , , m 1 - =
/
N 1 -
d O dim 2 s =
g s )
s
1 -
s
lim g o ) o d
0
s
}
0 >
C
1
0 >
s
1 -
s
lim sg s ) C
1
g o ) o d
0
s
}
-
' !

`
0 >
m | m ) 0 >
g
m )
s ) C
2
1 s
| m )
- ) s
u t ) L
m R ,
R 0 >
)
) t R - k 1 2 , , =
A B
.
) H
U t ) u t )
t
u t
) , ) = )
A
t
j
u t ) u
n
t ) - )
2
A
1 2
t
j
t
u t ) u
n
t ) - )
2
-
| |
' |
| |
1 2
C
n R j , ,
/
N 1 -
n 2 -
s
n 1 2 , , = j 1 2 , , = t R - u
n
t )
u
n
t )
I dea of Nonl i near Gal er ki n Met hod 209
, , (8.27)
where is a manifold of the type (8.7) with and .
Here is the distance between and in the space
. Equation (8.27) gives us some information on the location of
the global attractor in the phase space.
Other examples of usage of the construction given here can be found in papers [17]
and [19] (see also Section 9 of Chapter 4).
9 Idea of Nonlinear Galerkin Method 9 Idea of Nonlinear Galerkin Method 9 Idea of Nonlinear Galerkin Method 9 Idea of Nonlinear Galerkin Method
Approximate inertial manifolds have proved to be applicable to the computational
study of the asymptotic behaviour of infinite-dimensional dissipative dynamical sys-
tems (for example, see the discussion and the references in [8]). Their usage leads
to the appearance of the so-called nonlinear Galerkin method [20] based on the re-
placement of the original problem by its approximate inertial form. In this section we
discuss the main features of this method using the following example of a second or-
der in time equation of type (8.1):
, , . (9.1)
If all conditions on and given in the previous section are fulfilled, then
Theorem 8.2 is valid. It guarantees the existence of a family of mappings
from into possessing the properties:
1) there exist constants and , , such
that
, e, (9.2)
, (9.3)
(9.4)
for all and from such that
, , ;
2) for any solution to problem (9.1) which lies in for the es-
timate
U M
n
, ) : dist U ) - sup c
n
/
N 1 -
n 2 -
s n 1 2 , , =
M
n
h h
n
p p
, ) = l l
n
p p
, ) =
U M
n
, ) dist U M
n
D A ) D A
1 2
) -
d
2
u
t
2
d

u d
t d
Au - - B u ) = u
t 0 =
u
0
=
u d
t d
t 0 =
u
1
=
A B
.
)
h
k
l
k
,
PH PH - QH
M
j
M
j
n , ) L
j
L
j
n , ) j 1 2 , =
Ah
n
p
0
p
0
, ) M
1
s A
1 2
l
n
p
0
p
0
, ) M
2
s
A h
n
p
1
p
1
, ) h
n
p
2
p
2
, ) - ) L
1
A p
1
p
2
- ) A
1 2
p
1
p
2
- ) -
' !
`
s
A
1 2
l
n
p
1
p
1
, ) l
n
p
2
p
2
, ) - ) L
1
A p
1
p
2
- ) A
1 2
p
1
p
2
- ) -
' !
`
s
p
j
p
j
PH
Ap
j
2
A
1 2
p
j
2
-
2
s j 0 1 , = 0 >
u t ) L
m R ,
m 2 >
3
C
h
a
p
t
e
r
(9.5)
is valid (see Theorem 8.2) for all and large enough. Here
(9.6)
is the -th eigenvalue of , and is the constant from (8.4).
The family is defined with the help of a quite simple procedure (see (8.8)
and (8.9)) which can be reduced to the process of solving of stationary equations of
the type in the subspace . Moreover,
, , . (9.7)
In particular, estimates (9.5) and (9.6) mean (see Corollary 8.1) that trajectories
of system (9.1) are attracted by a small (for large enough)
vicinity of the manifold
. (9.8)
The sequence of mappings generates a family of approximate inertial
forms of problem (9.1):
. (9.9)
A finite-dimensional dynamical system in which approximates (in some sense)
the original system corresponds to each form. For equation (9.9) transforms
into the standard Galerkin approximation of problem (9.1) (due to (9.7)). If ,
then we obtain a class of numerical methods which can be naturally called the non-
linear Galerkin methods. However, we cannot use equation (9.9) in the computa-
tional study directly. The point is that, first, in the calculation of we have
to solve a linear equation in the infinite-dimensional space and, second, we can
lose the dissipativity property. Therefore, we need additional regularization. It can
be done as follows. Assume that stands for one of the functions
or . We define the value
, (9.10)
where is an infinitely differentiable function on such that a) ;
b) for ; c) for ; is the radius of dissipativity
(see (8.4) for ) of system (9.1); is the orthoprojector in onto the sub-
space generated by the first eigenvectors of the operator , . We consider
the following -dimensional evolutionary equation in the subspace :
A u t ) u
n
t ) - )
2
A
1 2
t
u t ) u
n
t ) - )
2
-
| |
' |
| |
1 2
C
n R ,
/
N 1 -
n 2 -
s
n m 1 - s t
u
n
t ) p t ) h
n
p t )
t
p t ) , ) , - =
u
n
t )
t
p t ) l
n
p t )
t
p t ) , ) , - =
/
N 1 -
N 1 - ) A R
h
k
l
k
,
Av g = QH
h
0
p p
, ) l
0
p p
, ) 0 h
1
p p
, ) A
1 -
QB p ) = l
1
p p
, ) 0
U t ) u t )
t
u t ) , ) = N
M
n
p h
n
p p
, ) p
l
n
p p
, ) - , - ) : p p
, PH - =
h
n
p p
, )
t
2
p
t
p Ap - - PB p h
n
p
t
p , ) - ) =
PH
n 0 =
n 0 >
h
n
p p
, )
QH
f
n
p p
, ) h
n
p p
, )
l
n
p p
, )
f
n
*
p p
, ) f
N M n , ,
p p
, ) _ R
1 -
Ap
2
A
1 2
p
2
-
' !
`
1 2
' !
`
P
M
f
n
p p
, ) =
_ s ) R
-
0 _ s ) 1 s s
_ s ) 1 = 0 s 1 s s _ s ) 0 = s 2 > R
k 0 = P
M
H
M A M N >
N P
N
H
(9.11)
Prove that problem (9.11) has a unique solution for and
the corresponding dynamical system is dissipative in .
We call problem (9.11) a nonlinear Galerkin -approximation of problem
(9.1). The following assertion is valid.
Theorem 9.1.
Assume that the mappings and satisfy equations Assume that the mappings and satisfy equations Assume that the mappings and satisfy equations Assume that the mappings and satisfy equations
(9.2)(9.5) for and for some for and for some for and for some for and for some . .. . Moreover, we assume that Moreover, we assume that Moreover, we assume that Moreover, we assume that
(9.5) is valid for all is valid for all is valid for all is valid for all . .. . Let and be defined by Let and be defined by Let and be defined by Let and be defined by (9.10) with the help with the help with the help with the help
of and and let of and and let of and and let of and and let
, ,, ,
, ,, ,
where is a solution to problem where is a solution to problem where is a solution to problem where is a solution to problem (9.11). .. . Then the estimate Then the estimate Then the estimate Then the estimate
(9.12)
holds, where is a solution to problem holds, where is a solution to problem holds, where is a solution to problem holds, where is a solution to problem (9.1) which lies in for which lies in for which lies in for which lies in for
and possesses property and possesses property and possesses property and possesses property (8.4) for and for all . Here for and for all . Here for and for all . Here for and for all . Here
, , and are positive constants independent of and , , , and are positive constants independent of and , , , and are positive constants independent of and , , , and are positive constants independent of and ,
is the -th eigenvalue of the operator is the -th eigenvalue of the operator is the -th eigenvalue of the operator is the -th eigenvalue of the operator . .. .
Proof.
Let . We consider the values
and
The equalities
t
2
p
*

t
p
*
Ap
*
- - P
N
B p
*
h
n
*
p
*

t
p
*
, ) - ) , =
p
*
t 0 =
P
N
u
0
,
t
p
*
t 0 =
P
N
u
1
. = =
Exer c i s e 9.1 t 0 >
P
N
H P
N
H -
n N M , , )
h
n
p p
, ) l
n
p p
, )
n m 1 - s m 2 >
t 0 > h
n
*
l
n
*
h
n
l
n
u
n
*
t ) p
*
t ) h
n
*
p
*
t )
t
p
*
t ) , ) - =
u
n
*
t )
t
p
*
t ) l
n
*
p
*
t )
t
p
*
t ) , ) - =
p
*
t )
A
1 2
u t ) u
n
*
t ) - )
2
t
u t ) u
n
*
t ) -
2
-
| |
' |
| |
1 2

o
1
/
N 1 -
n 1 - ) 2 / -
o
2
/
M 1 -
1 2 / -
- ) |t ) exp
s
s
u t ) L
m R ,
m 2 > k 1 = t 0 > n s
m 1 - s o
1
o
2
| M N
/
k
k A
p t ) P
N
u t ) =
u t ) u
n
*
t ) - p t ) p
*
t ) - Q
N
u t ) h
n
p t )
t
p t ) , ) - j
h
n
p t )
t
p t ) , ) h
n
*
p
*
t )
t
p
*
t ) , ) - j
- -
-
=
t
u t ) u
n
*
t ) -
t
p t ) p
*
t ) - ) Q
N

t
u t ) l
n
p t )
t
p t ) , ) - j
l
n
p t )
t
p t ) , ) l
n
*
p
*
t )
t
p
*
t ) , ) - j .
- -
-
=
P
M
h
n
p t )
t
p t ) , ) h
n
*
p t )
t
p t ) , ) =
3
C
h
a
p
t
e
r
and
are valid for the class of solutions under consideration. Therefore, we use (9.5) to
find that
(9.13)
and
(9.14)
Therefore, we must compare the solution to problem (9.11) with the value
which satisfies the equation
(9.15)
with the same initial conditions as the function . Let . Then
it follows from (9.11) and (9.15) that
(9.16)
where
.
Due to the dissipativity of problems (9.11) and (9.15) we use (9.13) to obtain
for the class of solutions under consideration. Therefore, equation (9.16) implies
that
.
Hence, Gronwalls lemma gives us that
.
This and equations (9.13) and (9.14) imply estimate (9.12). Theorem 9.1 is proved.
If we take and in Theorem 9.1, then estimate (9.12) changes into the
accuracy estimate of the standard Galerkin method of the order . Therefore, if the
P
M
l
n
p t )
t
p t ) , ) l
n
*
p t )
t
p t ) , ) =
A
1 2
u t ) u
n
*
t ) - )
C
1
A
1 2
p t ) p
*
t ) - )
t
p t )
t
p
*
t ) - -
' !
`
C
2
/
M 1 -
1 2
C
n R ,
/
N 1 -
n 1 - ) 2 /
- -
s
s
t
u t )
t
u
n
*
t ) -
C
3
A
1 2
p t ) p
*
t ) - )
t
p t )
t
p
*
t ) - -
' !
`
C
4
/
M 1 -
1 2
C
n R ,
/
n 1 -
n 1 - ) 2 /
. - -
s
s
p
*
t )
p t ) P
N
u t ) =
t
2
p
t
p Ap - - Q
N
B p Q
N
u - ) =
p
*
t ) r t ) p t ) p
*
t ) - =
t
2
r t )
t
r t ) Ar t ) - - F t p
*
u , , ) , =
r 0 ) 0
t
r 0 ) , 0 , = =
F t p
*
u , , ) Q
N
B u t ) ) B u
n
*
t ) ) - j =
F t p
*
u , , ) C
R
A
1 2
r t )
2
r
t )
2
-
' !
`
1 2
C
n R ,
/
N 1 -
n 1 - ) 2 / -
C/
M 1 -
1 2 -
- - s
1
2
d
t d
r
t )
2
A
1 2
r t )
2
-
' !
`
C
R
r
t )
2
A
1 2
r t )
2
-
' !
`
C
n R ,
/
N 1 -
n 1 - ) -
C/
M 1 -
1 -
- - s
r
t )
2
A
1 2
r t )
2
- C
n R ,
/
N 1 -
n 1 - ) -
C/
M 1 -
1 -
- ) e
C
R
t
s
n 0 = N M =
N
parameters , , and are compatible such that , then the error of
the corresponding nonlinear Galerkin method has the same order of smallness as in
the standard Galerkin method which uses basis functions. However, if we use the
nonlinear method, we have to solve a number of linear algebraic systems of the order
and the Cauchy problem for system (9.11) which consists of equations.
In particular, in order to determine the value we must solve the equation
for and choose the numbers and such that . Moreover,
if , , as , then the values and must be com-
patible such that .
We note that Theorem 9.1 as well as the corresponding variant of the nonlinear
Galerkin method can be used in the study of the asymptotic properties of solutions
to the nonlinear wave equation (8.5) under some conditions on the nonlinear term
. Other applications of Theorem 9.1 can also be pointed out.
N M n /
M 1 -
/
N 1 -
n 1 -
s
M
M N - N
h
1
p p
, )
Ah
1
p p
, ) P
M
P
N
- ) QB p ) =
n 1 = N M /
M 1 -
/
N 1 -
2
s
/
k
c
0
k
o
1 o 1 ) - ) ~ o 0 > k N M
M c
o
N
2
s
g u )
3
C
h
a
p
t
e
r
1. FOIAS C., SELL G. R., TEMAM R. Inertial manifolds for nonlinear evolutionary
equations // J. Diff. Eq. 1988. Vol. 73. P. 309353.
2. CHOW S.-N., LU K. Invariant manifolds for flows in Banach spaces // J. Diff. Eq.
1988. Vol. 74. P. 285317.
3. MALLET-PARET J., SELL G. R. Inertial manifolds for reaction-diffusion equations
in higher space dimensions. // J. Amer. Math. Soc. 1988. Vol. 1. P. 805866.
4. CONSTANTIN P., FOIAS C., NICOLAENKO B., TEMAM R. Integral manifolds and
inertial manifolds for dissipative partial differential equations. New York:
Springer, 1989.
6. MIKLAVI M. A sharp condition for existence of an inertial manifold //
J. of Dyn. and Diff. Eqs. 1991. Vol. 3. P. 437456.
7. ROMANOV A. V. Exact estimates of dimention of inertial manifold for non-
linear parabolic equations // Izvestiya RAN. 1993. Vol. 57. #4. P. 3654
(in Russian).
8. CHUESHOV I. D. Global attractors for non-linear problems of mathematical
physics // Russian Math. Surveys. 1993. Vol. 48. #3. P. 133161.
9. CHUESHOV I. D. Introduction to the theory of inertial manifolds. Kharkov:
Kharkov Univ. Press., 1992 (in Russian).
10. CHEPYZHOV V. V., GORITSKY A. YU. Global integral manifolds with exponential tra-
cking for nonautonomous equations // Russian J. Math. Phys. 1997. Vol. 5. #l.
11. MITROPOLSKIJ YU. A., LYKOVA O. B. Integral manifolds in non-linear mechanics.
Moskow: Nauka, 1973 (in Russian).
12. HENRY D. Geometric theory of semilinear parabolic equations. Lect. Notes in
Math. 840. Berlin: Springer, 1981.
13. BOUTET DE MONVEL L., CHUESHOV I. D., REZOUNENKO A. V. Inertial manifolds for
retarded semilinear parabolic equations // Nonlinear Analysis. 1998. Vol. 34.
P. 907925.
14. BARIS YA. S., LYKOVA O. B. Approximate integral manifolds. Kiev: Naukova
dumka, 1993 (in Russian).
15. CHUESHOV I. D. Approximate inertial manifolds of exponential order for semi-
linear parabolic equations subjected to additive white noise // J. of Dyn. and
Diff. Eqs. 1995. Vol. 7. #4. P. 549566.
16. MORA X. Finite-dimensional attracting invariant manifolds for damped semi-
linear wave equations // Res. Notes in Math. 1987. Vol. 155. P. 172183.
17. CHUESHOV I. D. On a construction of approximate inertial manifolds for
second order in time evolution equations // Nonlinear Analysis, TMA. 1996.
Vol. 26. #5. P. 10071021.
18. GHIDAGLIA J.-M., TEMAM R. Regularity of the solutions of second order evolution
equations and their attractors // Ann. della Scuola Norm. Sup. Pisa. 1987.
Vol. 14. P. 485511.
19. CHUESHOV I. D. Regularity of solutions and approximate inertial manifolds for
von Karman evolution equations // Math. Meth. in Appl. Sci. 1994. Vol. 17.
P. 667680.
20. MARION M., TEMAM R. Nonlinear Galerkin methods // SIAM J. Num. Anal.
1989. Vol. 26. P. 11391157.
C h a p t e r 4
The Problem on Nonlinear Oscillations The Problem on Nonlinear Oscillations The Problem on Nonlinear Oscillations The Problem on Nonlinear Oscillations
of a Plate in a Supersonic Gas Flow of a Plate in a Supersonic Gas Flow of a Plate in a Supersonic Gas Flow of a Plate in a Supersonic Gas Flow
C o n t e n t s
. . . . 1 Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 218
. . . . 2 Auxiliary Linear Problem . . . . . . . . . . . . . . . . . . . . . . . . . . . 222
. . . . 3 Theorem on the Existence and Uniqueness of Solutions . . 232
. . . . 4 Smoothness of Solutions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 240
. . . . 5 Dissipativity and Asymptotic Compactness . . . . . . . . . . . . . 246
. . . . 6 Global Attractor and Inertial Sets . . . . . . . . . . . . . . . . . . . . . 254
. . . . 7 Conditions of Regularity of Attractor . . . . . . . . . . . . . . . . . 261
. . . . 8 On Singular Limit in the Problem
of Oscillations of a Plate. . . . . . . . . . . . . . . . . . . . . . . . . . . . . 268
. . . . 9 On Inertial and Approximate Inertial Manifolds . . . . . . . . . 276
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 281
In this chapter we use the ideas and the results of Chapters 1 and 3 to study in
details the asymptotic behaviour of a class of problems arising in the nonlinear theo-
ry of oscillations of distributed parameter systems. The main object is the following
second order in time equation in a separable Hilbert space :
, (0.1)
, (0.2)
where is a positive operator with discrete spectrum in , is a real function
(its properties are described below), is a linear operator in , is a given
bounded function with the values in , and is a nonnegative parameter. The
problem of type (0.1) and (0.2) arises in the study of nonlinear oscillations of a plate
in the supersonic flow of gas. For example, in Bergers approach (see [1, 2]), the dy-
namics of a plate can be described by the following quasilinear partial differential
equation:
, (0.3)

with boundary and initial conditions of the form
. (0.4)
Here is the Laplace operator in the domain ; , , and are con-
stants; and , , and are given functions. Equations (0.3)(0.4)
describe nonlinear oscillations of a plate occupying the domain on a plane which
is located in a supersonic gas flow moving along the -axis. The aerodynamic pres-
sure on the plate is taken into account according to Ilyushins piston theory (see,
e. g., [3]) and is described by the term . The parameter is determined by
the velocity of the flow. The function measures the plate deflection at the
point and the moment . The boundary conditions imply that the edges of the
plate are hinged. The function describes the transverse load on the plate.
The parameter is proportional to the value of compressive force acting in the
plane of the plate. The value takes into account the environment resistance.
Our choice of problem (0.1) and (0.2) as the base example is conditioned by the
following circumstances. First, using this model we can avoid significant technical
difficulties to demonstrate the main steps of reasoning required to construct a solu-
tion and to prove the existence of a global attractor for a nonlinear evolutionary se-
cond order in time partial differential equation. Second, a study of the limit regimes
of system (0.3)(0.4) is of practical interest. The point is that the most important
(from the point of view of applications) type of instability which can be found in the
system under consideration is the flutter, i.e. autooscillations of a plate subjected to
H
d
2
t
2
d
u
d
t d
u A
2
u M A
1 2 /
u
2
' !
`
Au Lu - - - - p t ) =
u
t 0 =
u
0
= ,
u d
t d
t 0 =
u
1
=
A H M s )
L H p t )
H
t
2
u
t
u ^
2
u I u V
2
x d
O
}
-
' !

`
û
x
1
u - - - - p x t , ) =
x x
1
x
2
, ) - O R
2
c c , t 0 >
u
O
u ^
O
0 = = , u
t 0 =
u
0
x ) = ,
t
u
t 0 =
u
1
x ) =
^ O 0 > 0 > I
p x t , ) u
0
x ) u
1
x )
O
x
1
x
1
u
u x t , )
x t
p x t , )
I
218 The Pr obl em on Nonl i near Os ci l l at i ons of a Pl at e i n a Super s oni c Gas Fl ow

4
C
h
a
p
t
e
r
aerodynamical loads. The modern look on the flutter instability of a plate is the fol-
lowing: there arises the Andronov-Hopf bifurcation leading to the appearance of
a stable limit cycle in the system. However, there are experimental and numerical
data that enable us to conjecture that an increase in flow velocity may result in the
complication of the dynamics and appearance of chaotic fluctuations [4]. Therefore,
the study of the existence and properties of the attractor of the given problem
enables us to better understand the mechanism of appearance of a nonlinear flutter.
1 Spaces 1 Spaces 1 Spaces 1 Spaces
As above (see Chapter 2), we use the scale of spaces generated by a positive ope-
rator with discrete spectrum acting in a separable Hilbert space . We remind
(see Section 2.1) that the space is defined by the equation
,
where is the orthonormal basis of the eigenelements of the operator in ,
are the corresponding eigenvalues and is a real parameter
(for we have and for the space should be treated as a class
of formal series). The norm in is given by the equality
for .
Further we use the notation for the set of measurable functions
on the segment with the values in the space such that the norm
is finite. The notation has a similar meaning for .
We remind that a function with the values in a separable Hilbert space
is said to be Bochner measurable Bochner measurable Bochner measurable Bochner measurable on a segment if it is a limit of a se-
quence of functions
for almost all , where are elements of and are the cha-
racteristic functions of the pairwise disjoint Lebesgue measurable sets . One
.
s
A H
.
s
.
s
D A
s
) v: c
k
e
k
:
k 1 =
_
c
k
2
/
k
2 s
k 1 =
_

| |
' |
| |
=
e
k
A H
/
1
/
2
s s s
s 0 = .
s
H = s 0 .
s
.
s
v
s
2
c
k
/
k
2 s
k 1 =
_
= v c
k
e
k
k 1 =
_
=
L
2
0 T , .
s
, )
0 T , j .
s
v
L
2
0 T , .
s
, )
v t )
s
2
t d
0
T
}
' !

`
1 2 /
=
L
p
0 T , X , ) 1 p s s
u t H
0 T , j
u
N
t ) u
N k ,
_
N k ,
t )
k 1 =
N
_
=
t 0 T , j - u
N k ,
H _
N k ,
t )
A
N k ,
Spaces 219
can prove (see, e.g., the book by K. Yosida [5]) that for separable Hilbert spaces un-
der consideration a function is measurable if and only if the scalar function
is measurable for every . Furthermore, a function is said
to be Bochner integrable Bochner integrable Bochner integrable Bochner integrable over if
, ,
where is a sequence of simple functions defined above. The integral of the
function over a measurable set is defined by the equation
,
where is the characteristic function of the set and the integral of a simple
function in the right-hand side of the equality is defined in an obvious way.
For the function with the values in Hilbert spaces most facts of the ordinary Le-
besgue integration theory remain true.
Let be a function on with the values in a sepa-
rable Hilbert space . If there exists a sequence of measurable func-
tions such that almost everywhere, then
is also measurable.
Show that a measurable function with the values in
is integrable if and only if . Therewith
for any measurable set .
Let a function be integrable over and let be
a measurable set from . Show that
for any .
Show that the space can be described as a set
of series
,
u t )
u t ) h , )
H
h H - u t )
0 T , j
u t ) u
N
t ) -
H
2
t d
0
T
}
0 N
u
N
t )
u t S 0 T , j c
u t ) t d
S
}
_
S
: ) u
N
: ) J d
0
T
}
N
lim =
_
S
: ) S
Exer c i s e 1.1 u t ) 0 T , j
H
u
n
t ) u
n
t ) u t ) u t )
Exer c i s e 1.2 u t ) H
u t ) L
1
0 T , -
u t ) J d
B
}
u t ) J d
B
}
s
B 0 T , j c
Exer c i s e 1.3 u t ) 0 T , j B
0 T , j
u : ) h , )
H
J d
B
}
u : ) J d
B
}
h ,
' !

`
H
=
h H -
Exer c i s e 1.4 L
2
0 T , .
s
, )
h t c
k
t ) e
k
k 1 =
_
=
4
C
h
a
p
t
e
r
where are scalar functions that are square-integrable over
and such that
. (1.1)
Below we also use the space of strongly continuous functions on
with the values in and the norm
.
Let be a function with the values in integrable over
. Show that the function
lies in . Moreover, is an absolutely continuous
function with the values in , i.e. for any there exists
such that for any collection of disjoint segments
the condition implies that
.
Show that for any absolutely continuous function on
with the values in there exists a function with the
values in such that it is integrable over and
, .
(Hint: use the one-dimensional variant of this assertion).
The space
(1.2)
with the norm
plays an important role below. Hereinafter the derivative stands for
a function integrable over and such that
c
k
t )
0 T , j
/
k
2 s
c
k
t ) j
2
t d
0
T
}
k 1 =
_

C 0 T , .
s
, ) 0 T , j
.
s
v
C 0 T , .
s
, )
v t )
s
t 0 T , j -
max =
Exer c i s e 1.5 u t ) .
s
0 T , j
v t ) u : ) J d
0
t
}
=
C 0 T , .
s
, ) v t )
.
s
s 0 > 0 >
o
k
|
k
, j 0 T , j c
|
k
o
k
- )
k
_

v |
k
) v o
k
) -
s
k
_
s
Exer c i s e 1.6 v t )
0 T , j .
s
u t )
.
s
0 T , j
v t ) v 0 ) u : ) J d
0
t
}
- = t 0 T , j -
W
T
v t ) : v t ) L
2
0 T , .
1
, ) v
t ) L
2
0 T , H , ) - , -
| |
' |
| |
=
v
W
T
v
L
2
0 T , .
1
, )
2
v
L
2
0 T , H , )
2
-
' !
`
1 2 /
=
v
t ) v d t d / =
0 T , j
Spaces 221
almost everywhere for some (see Exercises 1.5 and 1.6). Evidently, the space
is continuously embedded into , i.e. every function from
lies in and
,
where is a constant. This fact is strengthened in the series of exercises given be-
low.
Let be the projector onto the span of the set
and let . Show that is absolutely
continuous and possesses the property
.
The equations
(1.3a)
and
(1.3b)
are valid for any and .
Use (1.3) to prove that
(1.4a)
and
. (1.4b)
Use (1.4) to prove that is continuously embedded into
and
.
v t ) h v
: ) J d
0
t
}
- =
h H -
W
T
C 0 T , H , ) u t ) W
T
C 0 T , H , )
u t )
t 0 T , j -
max C u
W
T
s
C
Exer c i s e 1.7 p
m
e
k
: k =
1 m , , = v t ) W
T
- p
m
v t )
d
t d
p
m
v t ) p
m
v
t ) L
2
0 T , p
m
.
1
, ) - =
Exer c i s e 1.8
p
m
v t )
1 2 /
2
p
m
v s )
1 2 /
2
2 p
m
v : ) p
m
v
: ) , )
1 2 /
J d
s
t
}
- =
t s - ) p
m
v t )
1 2 /
2
p
m
v : )
1 2 /
2
2 : s - ) p
m
v : ) p
m
v
: ) , )
1 2 /
-
' !
`
: d
s
t
}
=
=
0 s t T s s s v t ) W
T
-
Exer c i s e 1.9
p
m
v t )
1 2 /
t 0 T , j -
sup C
T
v
W
T
s
p
m
p
k
- ) v t )
1 2 /
t 0 T , j -
sup C
T
p
m
p
k
- ) v
W
T
s
Exer c i s e 1.10 W
T
C 0 T , .
1 2 /
, )
v t )
1 2 /
t 0 T , j -
max C
T
v
W
T
s
4
C
h
a
p
t
e
r
The following three exercises result in a particular case of Dubinskiis theorem
(see Exercise 1.13).
Let be an orthonormal basis in con-
sisting of the trigonometric functions
, , ,
. Show that if and only if
(1.5)
and
.
Show that the space can be described as a set of series of
the form (1.5) such that
.
Use the method of the proof of Theorem 2.1.1 to show that
is compactly embedded into the space for any
.
Show that is compactly embedded into .
Hint: use Exercise 1.10 and the reasoning which is usually applied
to prove the Arzel theorem on the compactness of a collection
of scalar continuous functions.
2 Auxiliary Linear Problem 2 Auxiliary Linear Problem 2 Auxiliary Linear Problem 2 Auxiliary Linear Problem
In this section we study the properties of a solution to the following linear problem:

Exer c i s e 1.11 h
k
t )
k 0 =
L
2
0 T , R , )
h
0
t )
1
T
= h
2 k 1 -
t )
2
T
2k
T
x sin = h
2 k
t )
2
T
2 k
T
x cos =
k 1 2 , , = f t ) L
2
0 T , .
s
, ) -
f t ) c
k j
h
k
t ) e
j
j 1 =
_
k 0 =
_
=
/
j
2 s
c
k j
2
j 1 =
_
k 0 =
_

Exer c i s e 1.12 W
T
k
2
/
j
2
-
' !
`
c
k j
2
k j , 1 =
_

Exer c i s e 1.13
W
T
L
2
0 T , .
s
, )
s 1
Exer c i s e 1.14 W
T
C 0 T , H , )
(2.1)
(2.2)
d
2
u
t
2
d

u d
t d
A
2
u b t ) Au - - - h t ) , =
u
t 0 =
u
0
=
u d
t d
t 0 =
u
1
. = ,
|
|
|
'
|
|
|
Auxi l i ar y Li near Pr obl em 223
Here is a positive operator with discrete spectrum. The vectors , ,
as well as the scalar function are given (for the corresponding hypotheses see
the assertion of Theorem 2.1).
The main results of this section are the proof of the theorem on the existence
and uniqueness of weak solutions to problem (2.1) and (2.2) and the construction
of the evolutionary operator for the system when . In fact, the approach we
use here is well-known (see, e.g., [6] and [7]).
A weak solution weak solution weak solution weak solution to problem (2.1) and (2.2) on a segment is a func-
tion such that and the equation
(2.3)
holds for any function such that . As above, stands for the
derivative of with respect to .
Prove that if a weak solution exists, then it satisfies
the equation
(2.4)
for every (Hint: take in (2.3), where
is a scalar function from ).
Theorem 2.1
Let Let Let Let , , and . We al , , and . We al , , and . We al , , and . We als ss so assume that o assume that o assume that o assume that is a bounded is a bounded is a bounded is a bounded
continuous function on continuous function on continuous function on continuous function on and and and and , where , where , where , where is a posi- is a posi- is a posi- is a posi-
tive number. Then problem tive number. Then problem tive number. Then problem tive number. Then problem (2.1) and and and and (2.2) has a unique weak solution has a unique weak solution has a unique weak solution has a unique weak solution
on the segment on the segment on the segment on the segment . .. . This solution possesses the properties This solution possesses the properties This solution possesses the properties This solution possesses the properties
, ,, , (2.5)
and satisfies the energy equation and satisfies the energy equation and satisfies the energy equation and satisfies the energy equation
(2.6)
A h t ) u
0
u
1
b t )
h t ) 0
0 T , j
u t ) W
T
- u 0 ) u
0
=
u
t ) u t ) - v
t ) , ) t d
0
T
}
- Au t ) b t ) u t ) - Av t ) , ) t = d
0
T
}
-
u
1
u
0
- v 0 ) , ) h t ) v t ) , ) t d
0
T
}
- =
v t ) W
T
- v T ) 0 = u
u t
u
t ) u t ) - w , ) u
1
u
0
- w , )
Au : ) b : ) u : ) - Aw , ) : d
0
t
}
h : ) w , ) : d
0
t
}
- -
- =
w .
1
- v t )
: ) : d
t
T
}
w =
t ) C 0 T , j
u
0
.
1
- u
1
.
0
- 0 > b t )
0 T , j h t ) L
0 T , .
0
, ) - T
u t ) 0 T , j
u t ) C 0 T , .
1
, ) - u
t ) C 0 T , .
0
, ) -
1
2
u
t )
2
Au t )
2
-
' !
`
u
: )
2
: d
0
t
}
b : ) Au : ) u
: ) , ) : d
0
t
}
- -
1
2
u
1
2
Au
0
2
-
' !
`
= h : ) u
: ) , ) : . d
0
t
}
-
=
4
C
h
a
p
t
e
r
Proof.
We use the compactness method to prove this theorem. At first we construct ap-
proximate solutions to problem (2.1) and (2.2). The approximate Galerkin solution
(to this problem) of the order with respect to the basis is considered to be
the function
(2.7)
satisfying the equations
, (2.8)
, , . (2.9)
Here and is absolutely continuous. Due to the orthogonality
of the basis equations (2.8) and (2.9) can be rewritten as a system of ordinary
differential equations:
e,
, , .
Lemma 2.1
Assume that , , is continuous, and is a measu-
rable bounded function. Then the Cauchy problem
(2.10)
is uniquely solvable on any segment . Its solution possesses the
property
, (2.11)
where . Moreover, if , and for all
the conditions
, , (2.12)
hold, then the following estimate is valid:
. (2.13)
m e
k

u
m
t ) g
k
t ) e
k
k 1 =
m
_
=
u
m
u
m
A
2
u
m
b t ) Au
m
h t ) - - - - e
j
, ) 0 =
u
m
0 ) e
j
, ) u
0
e
j
, ) = u
m
0 ) e
j
, ) u
1
e
j
, ) = j 1 2 m , , , =
g
k
t ) C
1
0 T , ) - g
k
t )
e
k

g
k
g
k
/
k
2
g
k
b t ) /
k
g
k
- - - h
k
t ) h t ) e
k
, ) =
g
k
0 ) u
0
e
k
, ) = g
k
0 ) u
1
e
k
, ) = k 1 2 m , , , =
0 > a 0 > b t ) c t )
g
a a b t ) - ) g - - c t ) = , t 0 T , j , -
g 0 ) g
0
= , g
0 ) g
1
=
|
|
'
|
|
0 T , j
g
t )
2
a
2
g t )
2
- g
1
2
a
2
g
0
2 1
2
c : )
2
: d
0
t
}
- -
' !

`
e
b
0
t
s t 0 T , j - ,
b
0
b t )
t
max = b t ) C
1
0 T , ) - c t ) 0
t 0 T , j -
1
2
- a

2
a
- b t )
1
2
a s s b
t )
a
4
b t ) -
' !
`
- 0 >
g
t )
2
a
2
g t )
2
- 3 g
1
2
a
2
g
0
2
- )

2
t -
' !
`
exp s
Proof.
Problem (2.10) is solvable at least locally, i.e. there exists such that a so-
lution exists on the half-interval . Let us prove estimate (2.11) for the in-
terval of existence of solution. To do that, we multiply equation (2.10) by .
As a result, we obtain that
.
We integrate this equality and use the equations
, ,
to obtain that
.
This and Gronwalls lemma give us (2.11).
In particular, estimate (2.11) enables us to prove that the solution can
be extended on a segment of arbitrary length. Indeed, let us assume the
contrary. Then there exists a point such that the solution can not be extended
through it. Therewith equation (2.11) implies that
, .
Therefore, (2.10) gives us that the derivative is bounded on .
Hence, the values
,
are continuous up to the point . If we now apply the local theorem on exis-
tence to system (2.10) with the initial conditions at the point that are equal to
and , then we obtain that the solution can be extended through .
This contradiction implies that the solution exists on an arbitrary segment
.
Let us prove estimate (2.13). To do that, we consider the function
. (2.14)
Using the inequality
,
it is easy to find that the equation
(2.15)
t
0 t , )
g
t )
1
2
d
t d
g
2
a
2
g
2
- ) g
2
- ab t ) g g
c t ) g
- =
a b t ) g g
1
2
b t )
t
max g
2
a
2
g
2
-
' !
`
s c g
g
2
1
4
c
2
- s
g
t )
2
a
2
g t ) - g
1
2
a
2
g
0
2 1
2
c
2
: ) : d
0
t
}
b
0
g
: )
2
a
2
g : )
2
- ) : d
0
t
}
- - - s
g t )
0 T , j
t
g
t )
2
a
2
g t )
2
- C T g
0
g
1
, , ) s 0 t t T
g
t ) 0 t , )
g
t ) g
0
g
: ) : d
0
t
}
- = g t ) g
0
g
: ) : d
0
t
}
- =
t
t
g t ) g
t ) t
g t )
0 T , j
V t )
1
2
g
2
a a b t ) - ) g
2
-
' !
`

2
g g

2
g
2
-
' !
`
- =
1
2
g
2
-

2
g
2
- g g
1
2
g
2

2
g
2
- s s
1
4
g
2
a
2
g
2
-
' !
`
V t )
3
4
g
2
a
2
g
2
-
' !
`
s s
4
C
h
a
p
t
e
r
holds under the condition
, .
Further we use (2.10) with to obtain that
.
Consequently, with the help of (2.15) we get
under conditions (2.12). This implies that
.
We use (2.15) to obtain estimate (2.13). Thus, Lemma 2.1 is proved.
Assume that in Lemma 2.1. Show that problem (2.10)
is uniquely solvable on any segment and the estimate
is valid for and for any , where .
Lemma 2.1 implies the existence of a sequence of approximate solutions
to problem (2.1) and (2.2) on any segment .
Show that every approximate solution is a solution to
problem (2.1) and (2.2) with , , and
, where
,
,
and is the orthoprojector onto the span of elements
in .
Let us prove that the sequence of approximate solutions is convergent.
1
2
a b t ) - 0 > a
1
2
a b t ) -
2
- 0 >
c t ) 0
V d
t d

2
g
2
-
1
2
ab
a a b - ) - ) g
2
- =
V d
t d

2
V - 0 s
V t ) V 0 )

2
- t
' !
`
exp s
Exer c i s e 2.2 0 s
0 T , j
g
t ) a
2
g t )
2
- g
1
2
a
2
g
0
2
-
' !
`
e
b
0
2 - - ) t
1
c : )
2
e
b
0
2 - - ) t : - )
: d
0
t
}
-
-
s
g t ) 0 > b
0
b t )
t
max =
u
m
t )
0 T , j
Exer c i s e 2.3 u
m
u
0
u
0 m
= u
1
u
1 m
= h x t , ) =
h
m
x t , ) =
u
i m
p
m
u
i
u
i
e
k
, ) e
k
k 1 =
m
_
= =
h
m
p
m
h h t ) e
k
, ) e
k
k 1 =
m
_
= =
(2.16)
p
m
e
k
: k 1, =
2 m , , .
0
H =
u
m

At first we note that
for every . Therefore, by virtue of Lemma 2.1 we have that
for . Moreover, in the case , the result of Exercise 2.2 gives that
.
These equations imply that the sequences and are the Cauchy
sequences in the space on any segment . Consequently, there
exists a function such that
, ,
. (2.17)
Equations (2.8) and (2.9) further imply that
for all functions from such that . Here , and , ,
are defined by (2.16). We use equation (2.17) to pass to the limit in this equation and
to prove that the function satisfies equality (2.3). Moreover, it follows from
(2.17) that . Therefore, the function is a weak solution to problem
(2.1) and (2.2).
In order to prove the uniqueness of weak solutions we consider the function
(2.18)
for . Here is a weak solution to problem (2.1) and (2.2) for ,
, and . Evidently . Therefore,
^
m l ,
t ) u
m
u
m l -
-
2
A u
m
u
m l -
- )
2
- g
k
t )
2
/
k
2
g
k
t )
2
- )
k m 1 - =
m l -
_
= =
t 0 T , j -
^
m l ,
t ) e
b
0
t
u
1
e
k
, )
2
/
k
2
u
0
e
k
, )
2 1
2
h t ) e
k
, )
2
t d
0
T
}
- -
k m 1 - =
m l -
_
s
0 > 0 =
^
m l ,
t ) e
b
0
1 - ) t
u
1
e
k
, )
2
/
k
2
u
0
e
k
, )
2
h t ) e
k
, )
2
t d
0
T
}
- -
k m 1 - =
m l -
_
s
u
m
t ) Au
m
t )
C 0 T , H , 0 T , j
u t )
u
t ) C 0 T , H , ) - u t ) C 0 T , .
1
, ) -
u
m
t ) u
t ) -
2
u
m
t ) u t ) -
1
-
' !
`
0 T , j
max
m
lim 0 =
u
m
t ) u
m
t ) - v
t ) ,
' !
`
t d
0
T
}
- Au
m
t ) b t ) u
m
t ) - Av t ) ,
' !
`
t d
0
T
}
-
u
1 m
u
0 m
- v 0 ) , ) = h
m
t ) v t ) , ) t d
0
T
}
-
=
v t ) W
T
v T ) 0 = u
i m
h
m
t ) i 0 1 , =
u t )
u 0 ) u
0
= u t )
v
s
t )
u : ) : , d t s ,
t
s
}
-
0 , s t T, s s
|
|
|
'
|
|
|
=
s 0 T , j - u t ) h 0 =
u
0
0 = u
1
0 = v
s
t ) W
T
-
4
C
h
a
p
t
e
r
.
Due to the structure of the function we obtain that
, (2.19)
where
.
It is evident that for . Therefore,
If we substitute this estimate into equation (2.19), then it is easy to find that
,
where and is a positive constant depending on the length of the seg-
ment . This and Gronwalls lemma imply that .
Let us prove the energy equation. If we multiply equation (2.8) by and
summarize the result with respect to , then we find that
.
After integration with respect to we use (2.17) to pass to the limit and obtain (2.6).
Theorem 2.1 is completely proved.
(2.20)
is valid for a weak solution to problem (2.1) and (2.2). Here
and .
u
t ) u t ) - v
s
t ) , ) t d
0
T
}
- Au t ) b t ) u t ) - Av
s
t ) , ) t d
0
T
}
- 0 =
v
s
t )
1
2
u s )
2
Av
s
0 )
2
-
' !
`
u t )
2
t d
0
s
}
- J
s
u v , ) =
J
s
u v , ) b t ) u t ) Av
s
t ) , ) t d
0
s
}
=
Av
s
t ) Av
s
0 ) Av
t
0 ) - = t s s
J
s
u v , ) b
0
Av
s
0 ) u t ) t d
0
s
}
u t ) Av
t
0 ) t d
0
s
}
-
' !

`
1
4
Av
s
0 )
2
s b
0
2
u t )
2
t d
0
s
}
b
0
2
u t )
2
Av
t
0 )
2
-
' !
`
t . d
0
s
}
- -
s s
s
u s )
2
Av
s
0 )
2
- C
T
u t )
2
Av
t
0 )
2
-
' !
`
t d
0
s
}
s
s 0 T , j - C
T
0 T , j u t ) 0
g
j
t )
j
1
2
d
t d
u
m
2
Au
m
2
-
' !
`
u
m
2
b t ) Au
m
u
m
, ) - - h u
m
, ) =
t
Exer c i s e 2.4
u
t )
2
Au t )
2
- u
1
2
Au
0
2 1
2
h : )
2
: d
0
t
}
- -
' !

`
e
b
0
t
s
u t )
b
0
b t ) : t 0 > max = 0 >
Let be a weak solution to problem (2.1) and (2.2). Prove
that and
.
Here we treat the equality as an equality of elements in .
(Hint: use the results of Exercises 2.1 and 2.1.3).
Let be a weak solution to problem (2.1) and (2.2) con-
structed in Theorem 2.1. Then the function is absolutely conti-
nuous as a vector-function with the values in while the derivati-
ve belongs to the space . Moreover, the function
satisfies equation (2.1) if we treat it as an equality of elements
in for almost all .
In particular, the result of Exercise 2.6 shows that a weak solution satisfies equation
(2.1) in a stronger sense then (2.4).
We also note that the assertions of Theorem 2.1 and Exercises 2.42.6 with the
corresponding changes remain true if the initial condition is given at any other mo-
ment which is not equal to zero.
Now we consider the case and construct the evolutionary operator of prob-
lem (2.1) and (2.2). To do that, let us consider the family of spaces
, .
Every space is a set of pairs such that and .
We define the inner product in by the formula
.
Prove that is compactly embedded into for .
In the space we define the evolutionary operator of problem (2.1) and
(2.2) for by the equation
, (2.21)
where is a solution to (2.1) and (2.2) at the moment with initial conditions
that are equal to at the moment .
The following assertion plays an important role in the study of asymptotic be-
haviour of solutions to problem (0.1) and (0.2).
A
2
u t ) C 0 T , .
1 -
, ) -
u
t ) u t ) - u
1
u
0
A
2
u : ) b : ) Au : ) h : ) - - ) : d
0
t
}
- - =
.
1 -
u
t )
.
1 -
u
t ) L
0 T , .
1 -
, )
u t )
.
1 -
t 0 T , j -
t
0
h t ) 0
0
o
.
1 o -
.
o
- = o 0 >
0
o
y u; v ) = u .
1 o -
- v .
o
-
0
o
y
1
y
2
, )
0
o
u
1
u
2
, )
1 o -
v
1
v
2
, )
o
- =
Exer c i s e 2.7 0
o
1
0
o
o
1
o >
0
0
U t t
0
, )
h t ) 0
U t t
0
, ) y u t ) u
t ) , ) =
u t ) t
y u
0
u
1
, ) = t
0
4
C
h
a
p
t
e
r
Theorem 2.2
Assume that the function Assume that the function Assume that the function Assume that the function is continuously differentiable in is continuously differentiable in is continuously differentiable in is continuously differentiable in (2.1)
and such that and such that and such that and such that
, .
Then the evolutionary operator Then the evolutionary operator Then the evolutionary operator Then the evolutionary operator of problem of problem of problem of problem (2.1) and and and and (2.2) for for for for
is a linear bounded operator in each space is a linear bounded operator in each space is a linear bounded operator in each space is a linear bounded operator in each space for for for for and it and it and it and it
possesses the properties: possesses the properties: possesses the properties: possesses the properties:
a) , ,, , , ,, , ; ;; ;
b) for all the estimate for all the estimate for all the estimate for all the estimate
(2.22)
is valid; is valid; is valid; is valid;
c) there exists a number there exists a number there exists a number there exists a number depending on depending on depending on depending on , , , , , , , , and such that the and such that the and such that the and such that the
equation equation equation equation
, ,, , , ,, , (2.23)
holds holds holds holds for all for all for all for all , ,, , where where where where is the orthoprojector onto the subspace is the orthoprojector onto the subspace is the orthoprojector onto the subspace is the orthoprojector onto the subspace
in the space in the space in the space in the space . .. .
Proof.
Semigroup property a) follows from the uniqueness of a weak solution.
The boundedness property of the operator follows from (2.22). Let us prove
relations (2.22) and (2.23). It is sufficient to consider the case . According
to the definition of the evolutionary operator we have that
, ,
where is the weak solution to problem (2.1) and (2.2) for . Due to
(2.17) it can be represented as a convergent series of the form
.
Moreover, Lemma 2.1 implies that
. (2.24)
Since
,
equation (2.24) implies (2.22).
b t )
b
0
b t )
t
sup = b
1
b
t )
t
sup =
U t : , )
h t ) 0 0
o
o 0 >
U t : , ) U : s , ) U t s , ) = t : s > > U t t , ) I =
o 0 >
U t : , ) y
0
o
y
0
o
1
2
b
0
t : - )
' !
`
exp s
N
0
b
0
b
1
I P
N
- ) U t : , ) y
0
o
3 I P
N
- ) y
0
o
e
4
t : - ) -
s t : >
N N
0
> P
N
L
N
Lin e
k
0 , ) 0 e
k
, ) , : k 1 2 N , , , = =
0
0
U t : , )
: 0 =
U t 0 , ) y u t ) u
t ) , ) = y u
0
; u
1
) =
u t ) h t ) 0
u t ) g
k
t ) e
k
k 1 =
_
=
g
k
t )
2
/
k
2
g
k
t )
2
- g
k
0 )
2
/
k
2
g
k
0 )
2
- ) e
b
0
t
s
U t 0 , ) y
0
o
2
g
k
t )
2
/
k
2
g
k
t )
2
-
' !
`
/
k
2 o
k 1 =
_
=
Further we use equation (2.13) to obtain that
, (2.25)
provided the conditions (cf. (2.12))
, ,
are fulfilled. Evidently, these conditions hold if
,
where and . Since
,
equation (2.25) gives us (2.23) for all , where is the smallest natural
number such that
. (2.26)
Show that a weak solution to problem (2.1) and (2.2)
can be represented in the form
, (2.27)
where and is defined by (2.21).
Use the result of Exercise 2.2 to show that Theorem 2.1 and
Theorem 2.2 (a, b) with another constant in (2.22) also remain true
for . Use this fact to prove that if the hypotheses of Theorems
2.1 and 2.2 hold on the whole time axis, then problem (2.1) and (2.2)
is solvable in the class of functions
with .
Show that the evolutionary operator has a bounded
inverse operator in every space for . How is the operator
for related to the solution to equation (2.1) for
? Define the operator using the formula
for and prove assertion (a) of Theorem 2.2 for
all .
g
k
t )
2
/
k
2
g
k
t )
2
- 3 g
k
0 )
2
/
k
2
g
k
0 )
2
-
' !
`
e
2
t -
s
1
2
/
k
-

2
/
k
- b t )
1
2
/
k
s s b
t )
/
k
4
b t ) -
' !
`
- 0 >
/
k
4 b
1
4 b
0
2
b
0
- - >
b
0
b t )
t
max = b
1
b t )
t
max =
I P
N
- ) U t 0 , ) y
0
o
2
g
k
t )
2
k
4
g
k
t )
2
-
' !
`
k
2 o
k N 1 - =
_
=
N N
0
1 - > N
0
/
N
0
4 b
1
4 b
0
2
b
0
- - >
u t ) u
t ) , ) U t 0 , ) y U t : , ) 0 h : ) , ) : d
0
t
}
- =
y u
0
u
1
, ) = U t : , )
Exer c i s e 2.9
0
9 C R .
1
, ) C
1
R .
0
, ) ( =
0 >
Exer c i s e 2.10 U t : , )
0
o
o 0 >
U t : , ) j
1 -
t : >
h t ) 0 U t : , ) U t : , ) =
U : t , ) j
1 -
= t :
t : , R -
4
C
h
a
p
t
e
r
3 Theorem on Existence 3 Theorem on Existence 3 Theorem on Existence 3 Theorem on Existence
and Uniqueness of Solutions and Uniqueness of Solutions and Uniqueness of Solutions and Uniqueness of Solutions
In this section we use the compactness method (see, e.g., [8]) to prove the theorem
on the existence and uniqueness of weak solutions to problem (0.1) and (0.2) under
the assumption that
, , ; (3.1)
, , (3.2)
where , , is the first eigenvalue of the operator , and the
operator is defined on and satisfies the estimate
, . (3.3)
Similarly to the linear problem (see Section 2), the function is said
to be a weak solution weak solution weak solution weak solution to problem (0.1) and (0.2) on the segment
if and the equation
(3.4)
holds for any function such that . Here the space is defined
by equation (1.2).
Prove the analogue of formula (2.4) for weak solutions to
problem (0.1) and (0.2).
The following assertion holds.
Theorem 3.1
Assume that conditions Assume that conditions Assume that conditions Assume that conditions (3.1)(3.3) hold. Then on every segment hold. Then on every segment hold. Then on every segment hold. Then on every segment
problem problem problem problem (0.1) and and and and (0.2) has a weak solution has a weak solution has a weak solution has a weak solution . .. . This solution is unique. This solution is unique. This solution is unique. This solution is unique.
It possesses the properties It possesses the properties It possesses the properties It possesses the properties
, ,, , (3.5)
u
0
.
1
- u
1
.
0
- p t ) L
0 T , .
0
, ) -
M z ) C
1
R
-
) - z ) M , ) , d
0
z
}
az - b - >
0 a /
1
s b R - /
1
A
L D A )
Lu C Au s u D A ) -
u t ) W
T
-
0 T , j
u 0 ) u
0
=
u
t ) u t ) - v
t ) , ) t d
0
T
}
- Au t ) M A
1 2 /
u t )
2
' !
`
u t ) - Av t ) ,
' !
`
t - d
0
T
}
Lu t ) v t ) , ) t d
0
T
}
-
- u
1
u
0
- v 0 ) , ) p t ) v t ) , ) t d
0
T
}
- =
v t ) W
T
- v T ) 0 = W
T
Exer c i s e 3.1
0 T , j
u t )
u t ) C 0 T , .
1
, ) - u
t ) C 0 T , .
0
, ) -
Theor em on Exi s t ence and Uni quenes s of Sol ut i ons 233
and satisfies the energy equality and satisfies the energy equality and satisfies the energy equality and satisfies the energy equality
, ,, , (3.6)
where where where where
. .. . (3.7)
We use the scheme from Section 2 to prove the theorem.
The Galerkin approximate solution of the order to problem (0.1) and (0.2)
with respect to the basis is defined as a function of the form
which satisfies the equations
(3.8)
for with and the initial conditions
, , . (3.9)
Simple calculations show that the problem of determining of approximate solutions
can be reduced to solving the following system of ordinary differential equations:
, (3.10)
, , . (3.11)
The nonlinear terms of this system are continuously differentiable with respect to
. Therefore, it is solvable at least locally. The global solvability follows from the
a priori estimate of a solution as in the linear problem. Let us prove this estimate.
We consider an approximate solution to problem (0.1) and (0.2) on the
solvability interval . It satisfies equations (3.8) and (3.9) on the interval
. We multiply equation (3.8) by and summarize these equations with re-
spect to from 1 to . Since
,
we obtain
(3.12)
E u t ) u
t ) , ) E u
0
u
1
, ) - u
: )
2
Lu t ) - p t ) - u
: ) , ) -
' !
`
: d
0
t
}
- =
E u v , )
1
2
v
2
Au
2
A
1 2 /
u
2
' !
`
- -
' !
`
=
m
e
k
u
m
t ) g
k
t ) e
k
k 1 =
m
_
=
u
m
t ) u
m
t ) - e
j
, ) +
Au
m
t ) M A
1 2 /
u
2
' !
`
u
m
t ) - Ae
j
,
' !
`
Lu
m
t ) p t ) - e
j
, ) - - 0 =
j 1 2 m , , , = t 0 T , j -
u
m
0 ) e
j
, ) u
0
e
j
, ) = u
m
0 ) e
j
, ) u
1
e
j
, ) = j 1 2 m , , , =
g
k
g
k
/
k
2
g
k
/
k
M /
j
g
j
t )
2
j 1 =
m
_
' !

`
g
k
Le
j
e
k
, ) g
j
j 1 =
m
_
- - - - p
k
t ) =
g
k
0 ) g
0 k
u
0
e
k
, ) = = g
k
0 ) g
1 k
u
1
e
k
, ) = = k 1 2 m , , , =
g
j
u
m
t )
0 t , )
0 t , ) g
j
t )
j m
d
t d

A
1 2 /
u
2
' !
`
2 M A
1 2 /
u
2
' !
`
Au t ) u
t ) , ) =
d
t d
E u
m
t ) u
m
t ) , ) - u
m
t )
2
Lu
m
t ) p t ) - u
m
t ) , ) - =
4
C
h
a
p
t
e
r
as a result, where is defined by (3.7). Equation (3.3) implies that
.
Condition (3.2) gives us the estimate
(3.13)
with the constants independent of . Therefore, due to Gronwalls lemma equation
(3.12) implies that
, (3.14)
with the constants , , and depending on the problem parameters only.
Use equation (3.14) to prove the global solvability of Cauchy
problem (3.10) and (3.11).
It is evident that
and .
Therefore,
,
where . Consequently, equation (3.14) gives
us that
(3.15)
for any , where does not depend on . Thus, the set of approximate solu-
tions is bounded in for any . Hence, there exist an element
and a sequence such that weakly in . Let us
show that the weak limit point possesses the property
(3.16)
for almost all . Indeed, the weak convergence of the sequence to
the function in means that and weakly (in ) con-
verge to and respectively. Consequently, this convergence will also take
place in for any and from the segment . Therefore, by
virtue of the known property of the weak convergence we get
.
E u u
, )
Lu
m
u
m
, ) C Au
m
u
m
C Au
m
2
u
m
2
-
' !
`
s s
1
2
Au
m
2
u
m
2
-
' !
`
C
1
C
2
E u
m
u
m
, ) - s
m
u
m
t )
2
Au
m
t )
2
- C
0
C
1
E u
m
0 ) u
m
0 ) , ) -
' !
`
e
C
2
t
s
C
0
C
1
C
2
Exer c i s e 3.2
u
m
0 ) u
1
s A
1 2 /
u
m
0 )
1
/
1
Au
m
0 )
1
/
1
u
0
1
s s
E u
m
0 ) u
m
0 ) , )
1
2
u
1
2
u
0
1
2
C
M
u
0
1
) - -
' !
`
s
C
M
) z ) : 0 z
2
/
1
/ s s max =
u
m
t )
2
Au
m
t )
2
-
' !
`
t 0 T , j -
sup C
T
s
T 0 > C
T
m
u
m
t ) W
T
T 0 >
u t ) W
T
- m
k
u
m
k
t ) u t ) W
T
u t )
u
t )
2
Au t )
2
- C
T
s
t 0 T , j - u
m
k

u W
T
u
m
k
Au
m
k
L
2
0 T , H , )
u
Au
L
2
a b , H , ) a b 0 T , j
u
t )
2
Au t )
2
-
' !
`
t d
a
b
}
u
m
k
t )
2
Au
m
k
t )
2
-
' !
`
t d
a
b
}
k
lim s
With the help of (3.15) we find that
.
Therefore, due to the arbitrariness of and we obtain estimate (3.16).
Lemma 3.1
For any function
,
where
.
Proof.
Since
where , due to (3.15) and (3.16) we have
,
where the constant is the maximum of the function on the sufficient-
ly large segment , determined by the constant from inequalities
(3.15) and (3.16). Hence,
The compactness of the embedding of into (see Exer-
cise 1.13) implies that as . It is evident that
u
t )
2
Au t )
2
-
' !
`
t d
a
b
}
C
T
b a - ) s
a b
v t ) L
2
0 T , H , ) -
J
T
u
m
k
v , )
k
lim J
T
u v , ) =
J
T
u v , ) M A
1 2 /
u t )
2
' !
`
u t ) v t ) , ) t d
0
T
}
=
M A
1 2 /
u
m
k
2
' !
`
M A
1 2 /
u
2
' !
`
-
M
, A
1 2 /
u
m
k
1 , - ) A
1 2 /
u -
' !
`
, d
0
1
}
A
1 2 /
u
m
k
u - ) ,
s
s
M
z ) 2 z M z
2
) C R
-
) - =
M A
1 2 /
u
m
k
2
' !
`
M A
1 2 /
u
2
' !
`
- C
T
1 )
A
1 2 /
u
m
k
t ) u t ) - ) s
C
T
1 )
M
z )
0 a
T
, j C
T
k
M A
1 2 /
u
m
t )
2
' !
`
M A
1 2 /
u t )
2
' !
`
- u
m
k
t ) v t ) , ) t d
0
T
}
C
T
v
L
2
0 T , H , )
A
1 2 /
u
m
k
t ) u t ) - )
2
t d
0
T
}
' !

`
1 2 /
.
s
s
W
T
L
2
0 T , .
1 2 /
, )
k
0 k
4
C
h
a
p
t
e
r
.
Because of the weak convergence of to this gives us the assertion of the
lemma.
Prove that the functional
is continuous on for any .
Let us prove that the limit function is a weak solution to problem (0.1) and
(0.2).
Let be the orthoprojector onto the span of elements
in the space . We also assume that
and
.
It is clear that an arbitrary element of the space has the form
,
where is an absolutely continuous real function on such that
, .
If we multiply equation (3.8) by , summarize the result with respect to from
1 to , and integrate it with respect to from to , then it is easy to find that
for . The weak convergence of the sequence to in as well as Lem-
ma 3.1 and Exercise 3.3 enables us to pass to the limit in this equality and to show
J
T
u
m
k
v , ) J
T
u v , ) -
k
u
m
k
t ) u t ) - v t ) , ) M A
1 2 /
u t )
2
' !
`
t d
0
T
}
- s
u
m
k
u
Exer c i s e 3.3
u j Lu t ) v t ) , ) t d
0
T
}
=
W
T
v L
2
0 T , H , ) -
u t )
p
l
e
k
k 1 2 l , , , = ,
H
W
T
v W
T
: v T ) 0 = - =
W
T
l
p
l
W
T
p
l
v: v W
T
- =
W
T
l
v
l
x t , )
k
t ) e
k
k 1 =
l
_
=
k
t ) 0 T , j
k
T ) 0 =
k
t ) L
2
0 T , ) -
j
t ) j
l t 0 T
u
m
u
m
- v
l
, ) t d
0
T
}
- Au
m
M A
1 2 /
u
m
2
' !
`
u
m
- Av
l
,
' !
`
t d
0
T
}
Lu
m
v
l
, ) t d
0
T
}
- -
u
1
u
0
- v
l
0 ) , ) p v
l
, ) t d
0
T
}
- =
=
m l > u
m
k
u W
T
that the function satisfies equation (3.4) for any function , where
. Further we use (cf. Exercise 2.1.11) the formula
for any function in order to turn from the elements of to the func-
tions from the space .
Prove that .
Thus, every weak limit point of the sequence of Galerkin approximations
in the space is a weak solution to problem (0.1) and (0.2).
If we compare equations (3.4) and (2.3), then we find that every weak solution
is simultaneously a weak solution to problem (2.1) and (2.2) with and
. (3.17)
It is evident that . Therefore, due to Theorem 2.1 equations
(3.5) are valid for the function .
To prove energy equality (3.6) it is sufficient (due to (2.6)) to verify that for
of form (3.17) the equality
(3.18)
holds. Here is a vector-function possessing property (3.5). We can do that by
first proving (3.18) for the function of the form and then passing to the limit.
Let be a weak solution to problem (0.1) and (0.2). Use
equation (3.6) to prove that
, , (3.19)
where are constants depending on the parameters
of problem (0.1) and (0.2).
Let us prove the uniqueness of a weak solution to problem (0.1) and (0.2). We as-
sume that and are weak solutions to problem (0.1) and (0.2) with the
initial conditions and , respectively. Then the function
u t ) v W
T
l
-
l 1 2 , , =
p
l
v
t ) v
t ) -
2
p
l
Av t ) Av t ) -
2
-
' !
`
t d
0
T
}
l
lim 0 =
v t ) W
T
- v W
T
l
v W
T
t 0 =
u
0
=
u t ) u
m

W
T
u t ) b t ) 0 =
h t ) M A
1 2 /
u t )
2
' !
`
Au t ) - Lu t ) p t ) - - =
h t ) L
0 T , .
0
, ) -
u t )
h t )
h : ) u
: ) , ) : d
0
t
}
Lu : ) - p : ) - u
: ) , ) : d
0
t
}
1
2
A
1 2 /
u : )
2
' !
`
: 0 =
: t =
-
=
=
u t )
p
l
u
u
t )
2
Au t )
2
- C
0
C
1
E u
0
u
1
, ) - ) e
C
2
t
s t 0 >
C
0
C
1
C
2
, , 0 >
u
1
t ) u
2
t )
u
01
u
11
, u
02
u
12
,
u t ) u
1
t ) u
2
t ) - =
4
C
h
a
p
t
e
r
is a weak solution to problem (2.1) and (2.2) with the initial conditions
, , the function , and the right-hand
side
.
We use equation (3.19) to verify that
, ,
where is a positive monotonely increasing function of the parameter .
where depends on and the problem parameters and is a function of the
variables , . We can assume that is the same for all initial
data such that , . Using Gronwalls lemma we obtain that
, (3.20)
where and is a constant depending only on , the problem pa-
rameters and the value such that . In particular, this esti-
mate implies the uniqueness of weak solutions to problem (0.1) and (0.2). The proof
of Theorem 3.1 is complete.
Show that a weak solution satisfies equation (0.1) if we
consider this equation as an equality of elements in for almost all .
Moreover, (Hint: see Exercise 2.5).
Assume that the hypotheses of Theorem 3.1 hold. Let be
a weak solution to problem (0.1) and (0.2) on the segment
and let be the corresponding Galerkin approximation of the
order . Show that
as .
u
0
u
01
- =
u
02
- u
1
u
11
u
12
- = b t ) M A
1 2 /
u
1
t )
2
) =
h t ) M A
1 2 /
u
2
t )
2
' !
`
M A
1 2 /
u
1
t )
2
' !
`
- Au
2
t ) L u
2
t ) u
1
t ) - ) - =
h t ) G
T
E u
01
u
11
, ) E u
02
u
12
, ) - ) A u
1
t ) u
2
t ) - ) s t 0 T , j -
G
T
, ) ,
u
1
t ) u
2
t ) -
2
u
1
t ) u
2
t ) -
1
2
-
C
T
u
11
u
1 2
-
2
u
01
u
02
-
1
2
u
1
: ) u
2
: ) -
1
2
: d
0
t
}
- -
' !

`
,
s
s
C
T
0 > T
E u
0 j
u
1 j
, ) j 1 2 , = C
T
E u
0 j
u
1 j
, ) R s j 1 2 , =
u
1
t ) u
2
t ) -
2
u
1
t ) u
2
t ) -
1
2
- C
1
u
11
u
12
-
2
u
01
u
02
-
1
2
-
' !
`
e
aC
2
s
t 0 T , j - C 0 > T
R 0 > u
0 j
1
2
u
1 j
2
- R s
.
1 -
t
u
t ) C 0 T , .
1 -
, ) -
0 T , j
u
m
t )
m
u
m
t ) u t ) weakly in L
2
0 T , .
1
, ) ,
u
m
t ) u
t ) weakly in L
2
0 T , .
0
, ) ,
u
m
t ) u t ) strongly in L
2
0 T , .
s
, ) , s 1 ,
m
In conclusion of the section we note that in case of stationary load we
can construct an evolutionary operator of problem (0.1) and (0.2) in the space
supposing that
for , where is a weak solution to problem (0.1) and (0.2) with the
initial conditions . Due to the uniqueness of weak solutions we have
, , .
By virtue of (3.20) the nonlinear mapping is a continuous mapping of . Equa-
tion (3.5) implies that the vector-function is strongly continuous with respect
to for any . Moreover, for any and there exists a constant
such that
(3.21)
for all and for all .
Use equation (3.21) to show that is a continu-
ous mapping from into .
Prove the theorem on the existence and uniqueness of solu-
tions to problem (0.1) and (0.2) for . Use this fact to show that
the collection of operators is defined for negative and forms
a group (Hint: cf. Exercises 2.9 and 2.10).
Prove that the mapping is a homeomorphism in for eve-
ry .
Let be a periodic function:
, . Define the family of operators by the for-
mula
, ,
in the space . Here is a solution to problem (0.1)
and (0.2) with the initial conditions . Prove that the
pair is a discrete dynamical system. Moreover,
and is a homeomorphism in .
p t ) p H -
S
t
0 0
0
.
1
.
0
- =
S
t
y u t ) u
t ) , ) =
y u
0
u
1
, ) = u t )
y u
0
u
1
, ) =
S
t
S
:
S
t : -
= S
0
I = t : , 0 >
S
t
0
S
t
y
t y 0 - R 0 > T 0 >
C R T , ) 0 >
S
t
y
1
S
t
y
2
-
0
C R T , ) y
1
y
2
-
0
s
t 0 T , j - y
j
y 0 - : y
0
R s -
Exer c i s e 3.8 t y , ) S
t
y
R
-
0 - 0
Exer c i s e 3.9
0 s
S
t
t
Exer c i s e 3.10 S
t
0
t 0 >
Exer c i s e 3.11 p t ) L
R
-
H , ) - p t ) =
p t t
0
- ) = t
0
0 > S
m
S
m
y u mt
0
) u
mt
0
) , ) = m 0 1 2 , , , =
0 .
1
.
0
- = u t )
y u
0
u
1
, ) =
0 S
m
, ) S
m
S
1
m
=
S
1
0
4
C
h
a
p
t
e
r
4 Smoothness of Solutions 4 Smoothness of Solutions 4 Smoothness of Solutions 4 Smoothness of Solutions
In the study of smoothness properties of solutions constructed in Section 3 we use
some ideas presented in paper [9]. The main result of this section is the following as-
sertion.
Theorem 4.1
Let the hypotheses of Theorem Let the hypotheses of Theorem Let the hypotheses of Theorem Let the hypotheses of Theorem 3.1 hold. We assume that hold. We assume that hold. We assume that hold. We assume that
and the load and the load and the load and the load lies in lies in lies in lies in for some for some for some for some . .. . Then Then Then Then
for a weak solution for a weak solution for a weak solution for a weak solution to problem to problem to problem to problem (0.1) and and and and (0.2) to possess the properties to possess the properties to possess the properties to possess the properties
(4.1)
it is necessary and sufficient that the following compatibility conditions it is necessary and sufficient that the following compatibility conditions it is necessary and sufficient that the following compatibility conditions it is necessary and sufficient that the following compatibility conditions
are fulfilled: are fulfilled: are fulfilled: are fulfilled:
, ,, , ; ;; ; . .. . (4.2)
Here Here Here Here is a strong derivative of the function is a strong derivative of the function is a strong derivative of the function is a strong derivative of the function with respect to with respect to with respect to with respect to
of the order of the order of the order of the order and the values and the values and the values and the values are recurrently defined by the initial are recurrently defined by the initial are recurrently defined by the initial are recurrently defined by the initial
conditions conditions conditions conditions and and and and with the help of equation with the help of equation with the help of equation with the help of equation (0.1): :: :
, ,, , , ,, ,
(4.3)
where where where where . .. .
Proof.
It is evident that if a solution possesses properties (4.1) then compatibility
conditions (4.2) are fulfilled. Let us prove that conditions (4.2) are sufficient for
equations (4.1) to be satisfied. We start with the case . The compatibility condi-
tions have the form: , . As in the proof of Theorem 3.1 we consider
the Galerkin approximation
of the order for a solution to problem (0.1) and (0.2). It satisfies the equations
M z ) -
C
l 1 -
R
-
) - p t ) C
l
0 T , .
0
, ) l 1 >
u t )
u
k )
t ) C 0 T , .
2
, ) - , ,, , k 0 1 2 l 1 , ,, , - , , , , =
u
l )
t ) C 0 T , .
1
, ) , ,, , u
l 1 - )
t ) C 0 T , .
0
, ) , ,, , - -
u
k )
0 ) .
2
- k 0 1 2 l 1 - , , , , = u
l )
0 ) .
1
-
u
j )
t ) u t ) t
j u
k )
0 )
u
0
u
1
u
0 )
0 ) u
0
= u
1 )
0 ) u
1
=
u
k )
0 ) u
k 1 - )
0 ) A
2
u
k 2 - )
0 ) Lu
k 2 - )
0 )
-
d
k 2 -
t
k 2 -
d
M A
1 2 /
u t )
2
' !
`
Au t ) p t ) -
' !
`
t 0 =
- - -
|
|
'
|
|
|
,
- =
k 2 3 , , =
u t )
l 1 =
u
0
.
2
- u
1
.
1
-
u
m
t ) g
k
t ) e
k
k 1 =
m
_
=
m
Smoot hnes s of Sol ut i ons 241
(4.4)
, ,
where is the orthoprojector onto the span of elements . The structure
of equation (3.10) implies that . We differentiate equation
(4.4) with respect to to obtain that satisfies the equation
(4.5)
and the initial conditions
,
. (4.6)
It is clear that
,
where is defined by (4.3). Therefore,
.
The compatibility conditions give us that and hence . Thus,
the initial condition possesses the property
, . (4.7)
We multiply (4.5) by scalarwise in to find that
, (4.8)
where
(4.9)
Using a priori estimates (3.14) for we obtain
, .
u
m
t ) u
m
t ) A
2
u
m
t )
M A
1 2 /
u
m
t )
2
' !
`
Au
m
t ) p
m
Lu
m
t )
- - -
- - p
m
p t ) , =
u
m
0 ) p
m
u
0
= u
m
0 ) p
m
u
1
=
p
m
e
1
, e
m
u
m
t ) C
2
0 T , .
2
, ) -
t v
m
t ) u
m
t ) =
v
m
v
m
A
2
v
m
M A
1 2 /
u
m
2
' !
`
Av
m
p
m
Lv
m
- - - -
2 - M' A
1 2 /
u
m
2
' !
`
Au
m
u
m
, ) Au
m
p
m
p
t ) - =
=
v
m
0 ) p
m
u
1
=
v
m
0 ) p
m
- u
1
A
2
u
0
M A
1 2 /
p
m
u
0
2
' !
`
Au
0
Lp
m
u
0
p 0 ) - - - -
| |
' |
| |
=
v
m
0 ) p
m
u
2 )
0 ) M A
1 2 /
u
0
2
' !
`
M A
1 2 /
p
m
u
0
2
' !
`
- Ap
m
u
0
L u
0
p -
m
u
0
) - - =
u
2 )
0 )
v
m
0 ) p
m
u
2 )
0 ) - C u
0
1
) u
0
p
m
u -
0 1
s
u
0
.
2
- u
2 )
0 ) .
0
-
v
m
0 )
v
m
0 ) u
2 )
0 ) - 0 m
v
m
t ) H
1
2
d
t d
v
m
t )
2
Av
m
t )
2
-
' !
`
v
m
t )
2
- F
m
t ) v
m
t ) , ) =
F
m
t ) M A
1 2 /
u
m
2
' !
`
Av
m
- p
m
Lv
m
-
2 - M' A
1 2 /
u
m
2
' !
`
Au
m
u
m
, ) Au
m
p
m
p
t ) . -
- =
u
m
t )
F
m
t ) C
T
1 Av
m
t ) -
' !
`
s t 0 T , j -
4
C
h
a
p
t
e
r
Thus, equation (4.8) implies that
, .
Equation (4.7) and the property give us that the estimate
holds uniformly with respect to . Therefore, we reason as in Section 3 and use
Gronwalls lemma to find that
, . (4.10)
Consequently,
, . (4.11)
.
Therefore, (3.14) and (4.11) imply that
, . (4.12)
Thus, the sequence of approximate solutions to problem (0.1) and (0.2)
possesses the properties (cf. Exercise 3.7):
(4.13)
where is a weak solution to problem (0.1) and (0.2). Moreover (see Exer-
cise 1.13),
(4.14)
for every . If we use these equations and arguments similar to the ones given in
Section 3, then it is easy to pass to the limit and to prove that the function
is a weak solution to the problem
(4.15)
d
t d
m
t )
2
Av
m
t )
2
-
' !
`
C
T
1 v
m
t )
2
Av
m
t )
2
- -
' !
`
s t 0 T , j -
u
1
.
1
-
v
m
0 )
2
Av
m
0 )
2
- C
m
Av
m
t )
2
v
m
t )
2
- C
T
s t 0 T , j -
Au
m
t )
2
u
m
t )
2
- C
T
s t 0 T , j -
A
2
u
m
t ) u
m
t ) u
m
t ) M A
1 2 /
u
m
t )
2
) Au
m
t ) Lu
m
t ) p t ) - - - - s
A
2
u
m
t ) C
T
s t 0 T , j -
u
m
t )
u
m
t ) u t ) weakly in L
2
0 T , D A
2
) , ) ;
u
m
t ) u
t ) weakly in L
2
0 T , D A ) , ) ;
u
m
t ) u
t ) weakly in L
2
0 T , H , ) ;
|
|
|
|
|
|
|
u t )
u
m
t ) u
t ) -
s
2
u
m
t ) u t ) -
1 s -
2
- t d
0
T
}
m
lim 0 =
s 1
w t ) u
t ) =
w
A
2
w M A
1 2 /
u t )
2
' !
`
Aw Lw - - - - =
2 - M' A
1 2 /
u t )
2
' !
`
Au u
, ) Au p
t ) , - =
w 0 ) u
1
= , w
0 ) u
2 )
0 ) , =
|
|
|
|
'
|
|
|
|
where is defined by (4.3). Therefore, Theorem 2.1 gives us that
.
This implies equation (4.1) for .
Further arguments are based on the following assertion.
Lemma 4.1
Let be a weak solution to the linear problem
(4.16)
where is a scalar continuously differentiable function,
and , . Then
(4.17)
and the function is a weak solution to the problem obtained
by the formal differentiation of (4.16) with respect to and equiped
with the initial conditions and
.
Proof.
Let be the Galerkin approximation of the order of a solution to
problem (4.16) (see (2.7)). It is clear that is thrice differentiable with re-
spect to and satisfies the equation
, ,
and the initial conditions
, .
Therefore, as above, it is easy to prove the validity of equations (4.10)(4.14)
for the case under consideration and complete the proof of Lemma 4.1.
Assume that the hypotheses of Lemma 4.1 hold with
and for some . Let the com-
patibility conditions (4.2) be fulfilled with ,
, and
u
2 )
0 )
u
t ) w t ) C 0 T , D A ) , ) C
1
0 T , H , ) ( - =
l 1 =
u t )
u
t ) u
t ) A
2
u t ) b t ) Au - - - h t ) , =
u 0 ) u
0
, =
|
|
'
|
|
b t ) h t ) -
C
1
0 T , .
0
, ) - u
0
.
2
- u
1
.
1
-
u t ) C 0 T , .
2
, ) C
1
0 T , .
1
, ) C
2
0 T , .
0
, ) ( ( -
v t ) u
t ) =
t
v 0 ) u
1
= v
0 ) u
0 ) u
1
A
2
u
0
- - - =
b 0 ) Au
0
h 0 ) - - )
u
m
t ) m
u
m
t )
t v
m
t ) u
m
t ) =
v
m
v
m
A
2
v
m
b t ) Av
m
- - - b
t ) Au
m
- p
m
h t ) - = t 0 >
v
m
0 ) p
m
u
1
= v
m
0 ) p
m
- u
1
A
2
u
0
b 0 ) Au
0
h 0 ) - - - ) =
Exer c i s e 4.1 b t ) -
C
l
0 T , ) - h t ) C
l
0 T , .
0
, ) - l 1 >
u
0 )
0 ) u
0
= u
1 )
0 ) =
u
1
=
u
k )
0 )
u
k 1 - )
0 ) A
2
u
k 2 - )
0 )
C
k 2 -
j
b
j )
0 ) Au
k 2 - j - )
0 )
j 0 =
k 2 -
_
- -
- -
|
'
|
- =
-Lu
k 2 - )
0 ) h
k 2 - )
0 ) -
|
|
|
4
C
h
a
p
t
e
r
for . Show that the weak solution to problem
(4.16) possesses properties (4.1) and the function is
a weak solution to the equation obtained by the formal differentia-
tion of (4.16) times with respect to . Here .
In order to complete the proof of Theorem 4.1 we use induction with respect to
. Assume that the hypotheses of the theorem as well as equations (4.2) for
hold. Assume that the assertion of the theorem is valid for .
Since equations (4.1) hold for the solution with , we have
,
where , . Therefore, we differentiate equation
(0.1) times with respect to to obtain that is a weak solution
to problem (4.16) with
and .
Consequently, Lemma 4.1 gives us that is a weak solution to the problem
which is obtained by the formal differentiation of equation (0.1) times with re-
spect to :
However, the hypotheses of Lemma 4.1 hold for this problem. Therefore (see (4.17)),
,
i.e. equations (4.1) hold for . Theorem 4.1 is proved.
Show that if the hypotheses of Theorem 4.1 hold, then the
function is a weak solution to the problem which is
obtained by the formal differentiation of equation (0.1) times with
respect to , .
Assume that the hypotheses of Theorem 4.1 hold and
in equation (0.1). Show that if the conditions
, , (4.18)
are fulfilled, then a solution to problem (0.1) and (0.2) possess-
es the properties
, .
k 2 3 l , , , = u t )
v
k
t ) u
k )
t ) =
k t k 0 1 l , , , =
l
l n 1 - = l n 1 > =
u t ) l n =
d
k
t
k
d
M A
1 2 /
u t )
2
' !
`
Au t )
| |
' |
| |
M A
1 2 /
u t )
2
' !
`
Au
k )
t ) G
k
t ) - =
G
k
t ) C
1
0 T , .
0
, ) - k 1 n , , =
n 1 - t v t ) u
n 1 - )
t ) =
b t ) M A
1 2 /
u t )
2
' !
`
= h t ) G
n 1 -
t ) - p
n 1 - )
t ) - =
w t ) v
t ) =
n
t
w
A
2
w M A
1 2 /
u t )
2
' !
`
Aw - - - p
n )
t ) G
n
t ) , - =
w 0 ) u
n )
0 ) , w
0 ) u
n 1 - )
0 ) . = =
|
|
'
|
|
u
n )
t ) w t ) C 0 T , .
2
, ) C
1
0 T , .
1
, ) C
2
0 T , .
0
, ) ( ( - =
l n 1 - =
Exer c i s e 4.2
v t ) u
k )
t ) =
k
t k 1 2 l , , , =
Exer c i s e 4.3 L 0
p t ) C
k
0 T , j .
l k -
, ) - k 0 1 l , , , =
u t )
u t ) C
k
0 T , j .
l 1 k - -
, ) - k 0 1 l 1 - , , , =
Assume that the hypotheses of Theorem 4.1 hold. We define
the sets
equation (4.2) holds with (4.19)
in the space . Prove that
and .
Show that every set given by equality (4.19) is invariant:
, .
Here is a weak solution to problem (0.1) and (0.2).
Assume that in equation (0.1) and the load pos-
sesses property (4.18). Show that for the set of
form (4.19) contains the subspace .
Assume that the hypotheses of Theorem 3.1 hold and the ope-
rator (in equation (0.1)) possesses the property
for some . (4.20)
Let and let . Show that the estimate
, , (4.21)
is valid for the approximate Galerkin solution to problem
(0.1) and (0.2). Here the constant does not depend on
(Hint: multiply equation (3.8) by and summarize the re-
sult with respect to ; then use relation (3.14) to estimate the non-
linear term).
Show that if the hypotheses of Exercise 4.7 hold, then prob-
lem (0.1) and (0.2) possesses a weak solution such that
,
where is the number from Exercise 4.7.
Exer c i s e 4.4
8
k
u
0
u
1
, ) 0: -
|
'
|
= l k =
|
|
|
0 .
1
.
0
- =
8
1
.
2
.
1
- = 8
1
8
2
8
l

Exer c i s e 4.5 8
k
u
0
u
1
, ) 8
k
- u t ) u
t ) , ) 8
k
- k 1 l , , =
u t )
Exer c i s e 4.6 L 0 p t )
k 1 2 l , , , = 8
k
.
k 1 -
.
k
-
Exer c i s e 4.7
L
Lu
s
C u
1 s -
s 0 s 1
u
0
.
1 s -
- u
1
.
s
-
u
m
t )
s
2
u
m
t )
1 s -
2
- C
T
s t 0 T , j -
u
m
t )
C
T
m
/
j
2 s
g
j
t )
j
Exer c i s e 4.8
u t )
u t ) C 0 T , .
1 s -
, ) C
1
0 T , .
s
, ) C
2
0 T .
1 - s -
, , ) ( ( -
s 0 1 , ) -
4
C
h
a
p
t
e
r
5 Dissipativity and Asymptotic 5 Dissipativity and Asymptotic 5 Dissipativity and Asymptotic 5 Dissipativity and Asymptotic
Compactness Compactness Compactness Compactness
In this section we prove the dissipativity and asymptotic compactness of the dynam-
ical system generated by weak solutions to problem (0.1) and (0.2) for
in the case of a stationary load . The phase space is
. The evolutionary operator is defined by the formula
, (5.1)
where is a weak solution to problem (0.1) and (0.2) with the initial condition
.
Theorem 5.1
Assume that in addition to Assume that in addition to Assume that in addition to Assume that in addition to (3.2) the following conditions are fulfilled the following conditions are fulfilled the following conditions are fulfilled the following conditions are fulfilled: :: :
a) there exist numbers there exist numbers there exist numbers there exist numbers such that such that such that such that
, ,, , (5.2)
with a constant with a constant with a constant with a constant ; ;; ;
b) there exist there exist there exist there exist and and and and such that such that such that such that
, ,, , . .. . (5.3)
Then the dynamical system Then the dynamical system Then the dynamical system Then the dynamical system generated by problem generated by problem generated by problem generated by problem (0.1) and and and and (0.2)
for for for for and for and for and for and for is dissipative is dissipative is dissipative is dissipative. .. .
To prove the theorem it is sufficient to verify (see Theorem 1.4.1 and Exercise 1.4.1)
that there exists a functional on which is bounded on the bounded sets of
the space , differentiable along the trajectories of system (0.1) and (0.2), and
such that
, (5.4)
, (5.5)
where and are constants. To construct the functional
we use the method which is widely-applied for finite-dimensional systems (we used
it in the proof of estimate (2.13)).
Let
,
where . Here is the energy of system (0.1)
and (0.2) defined by the formula (3.7),
0 S
t
, )
0 > p t ) p H - .
0
= 0 =
.
1
.
0
- =
S
t
y u t ) u
t ) , ) =
u t )
y u
0
u
1
, ) =
a
j
0 >
z M z ) a
1
M , ) , d
0
z
}
- a
2
z
1 o -
a
3
- > z 0 >
o 0 >
0 u 1 s C 0 >
Lu C A
u
u s u D A
u
) -
0 S
t
, )
0 > p t ) p H -
V y ) 0
0
V y ) o y
0
2
,
1
- >
d
t d
V S
t
y ) |V S
t
y ) - ,
2
s
o | , 0 > ,
1
,
2
, 0 > V y )
V y ) E y ) x1 y ) - =
y u
0
u
1
, ) = 0 - E y ) E u
0
u
1
, ) =
,
and the parameter will be chosen below. It is evident that
.
For this implies estimate (5.4) and the inequality
(5.6)
with the constants independent of . This inequality guarantees the
boundedness of on the bounded sets of the space .
Energy equality (3.6) implies that the function , where , is
continuously differentiable and
.
Therefore, due to (5.3) we have that
.
We use interpolation inequalities (see Exercises 2.1.12 and 2.1.13) to obtain that
, .
Thus, the estimate
(5.7)
holds for any .
Lemma 5.1
Let be a weak solution to problem (0.1) and (0.2) and let
. Then the function is continuously differenti-
able and
. (5.8)
We note that since (see Exercise 3.6), equation (5.8) is correct-
ly defined.
Proof.
It is sufficient to verify that
. (5.9)
1 y ) u
0
u
1
, )

2
u
0
2
- =
x 0 >
1
2
u
1
2
- 1 y )
1
2
u
1
2
u
0
2
- s s
0 x
V y ) b
1
E y ) b
2
- s
b
1
b
2
, 0 > x
V y ) 0
E y t ) ) y t ) S
t
y =
d
t d
E y t ) ) u
t )
2
- L - u t ) p - u
t ) , ) - =
d
t d
E y t ) )

2
u
2
- C
1
A
u
u
2
C
2
- - s
A
u
u
2
Au
2
C
A
1 2 /
u
2
- s 0 >
d
t d
E y t ) )

2
u
2 s
2
Au
2
- - C
s
A
1 2 /
u
2
C
2
- - s
s 0 >
u t ) y t ) =
u t ) u
t ) , ) = 1 y t ) )
d
t d
1 y t ) ) u
t )
2
u
t ) u
t ) - u t ) , ) - =
u
t ) C R
-
.
1 -
, ) -
u t ) u
t ) , ) u
0
u
1
, ) u
: ) u : ) , ) u
: )
2
-
| |
' |
| |
: d
0
t
}
- =
4
C
h
a
p
t
e
r
Let be the orthoprojector onto the span of elements in
. Then it is evident that the vector-function is twice continu-
ously differentiable with respect to . Therefore,
.
The properties of the projector (see Exercise 2.1.11) enable us to pass to
the limit and to obtain (5.9). Lemma 5.1 is proved.
Since is a solution to equation (0.1), relation (5.8) implies that
.
Therefore, equation (5.2) and the evident inequality
give us that
.
Hence, (5.6) and (5.7) enable us to obtain the estimate
where and
.
Therefore, for any estimate (5.5) holds, provided and are chosen
appropriately. Thus, Theorem 5.1 is proved.
Prove that if the hypotheses of Theorem 5.1 hold, then the as-
sertion on the dissipativity of solutions to problem (0.1) and (0.2)
remains true in the case of a nonstationary load .
Theorem 5.2
Let the hypotheses of Theorem Let the hypotheses of Theorem Let the hypotheses of Theorem Let the hypotheses of Theorem 5.1 hold and assume that for some hold and assume that for some hold and assume that for some hold and assume that for some
, ,, , , ,, , . .. . (5.10)
Then there exists a positively invariant bounded set Then there exists a positively invariant bounded set Then there exists a positively invariant bounded set Then there exists a positively invariant bounded set in the space in the space in the space in the space
which is closed in which is closed in which is closed in which is closed in and such that and such that and such that and such that
p
l
e
k
k 1 2 l , , , = ,
.
0
u
l
t ) p
l
u t ) =
t
u
l
t ) u
l
t ) , ) u
l
0 ) u
l
0 ) , ) u
l
: ) u
l
: ) , ) u
l
: )
2
-
| |
' |
| |
: d
0
t
}
- =
p
l
l
u t )
d
t d
1 y t ) ) u
2
Au
2
M A
1 2 /
u
2
' !
`
A
1 2 /
u
2
Lu p - u , ) - -
| |
' |
| |
- =
Lu p - u , )
1
2
Au
2
C
1
u
2
p
2
- - s
d
t d
1 y t ) ) u
2 1
2
Au
2
- a
1
A
1 2 /
u
2
' !
`
- a
2
A
1 2 /
u
2 2 o -
C
1
u
2
C
2
- - - s
d
t d
V y t ) ) V y t ) ) -
1
2
b
1
- 2 x - ) u
2
- s -
1
2
x b
1
- s - ) Au
2
xa
1
b
1
2
-
' !
`
A
1 2 /
u
2
' !
`
R u x s , , , ) , - - -
0 >
R u x s , , , ) xa
2
A
1 2 /
u
2 2 o -
- C
s
A
1 2 /
u
2
xC
1
u
2
C
- - - =
0 x 2 / s
Exer c i s e 5.1
p t ) L
R
-
H , ) -
o 0 >
p .
o
- LD A ) D A
o
) c A
o
Lu C Au s
K
o
0
o
=
.
1 o -
.
o
- = 0
(5.11)
for any bounded set for any bounded set for any bounded set for any bounded set in the space in the space in the space in the space , , , , . .. .
Due to the compactness of the embedding of in for , this theorem and
Lemma 1.4.1 imply that the dynamical system is asymptotically compact.
Proof.
Since the system is dissipative, there exists such that for all
and
, (5.12)
where is a weak solution to problem (0.1) and (0.2) with the initial conditions
. We consider as a solution to linear problem (2.1) and (2.2)
with and . It is easy to verify that is a
continuously differentiable function and
, .
Moreover, equation (2.27) implies that
, (5.13)
where
.
Here is the evolutionary operator of the homogeneous problem (2.1) and
(2.2) with and . By virtue of Theorem 2.2 there
exists such that
, (5.14)
where , , and is the orthoprojector onto
, .
This implies that
.
Therefore, we use (5.10) to obtain that
. (5.15)
S
t
y K
o
, )
0
dist : y B -
| |
' |
| |
sup Ce
4
t t
B
- ) -
s
B 0 t t
B
>
0
o
0 o 0 >
0 S
t
, )
0 S
t
, ) R 0 >
y B - t t
0
> t
0
B ) =
u
t )
2
Au t )
2
- R
2
s
u t )
y u
0
u
1
, ) = B - u t )
b t ) M A
1 2 /
u t )
2
) = h t ) Lu t ) - p - = b t )
b t ) b
t ) - C
R
s t t
0
>
S
t
y U t t
0
, ) y t
0
) G t t
0
, y , ) - =
G t t
0
, y , ) U t : , ) 0 Lu : ) p - , ) : d
t
0
t
}
- =
U t : , )
h t ) 0 = b t ) M A
1 2 /
u t )
2
) =
N
0
0 >
1 P
N
- ) U t : , ) h
0
o
3 h
0
o
4
t : - ) -
| |
' |
| |
exp s
N N
0
> t : t
0
> > P
N
0
N
Lin e
k
0 , ) 0 e
k
, ) , = k 1 2 N , , , =
1 P
N
0
- ) G t t
0
, y , )
0
o
3

4
t : - ) -
| |
' |
| |
exp Lu : ) p -
o
: d
t
0
t
}
s
1 P
N
0
- ) G t t
0
, y , )
0
o
C R ) s
4
C
h
a
p
t
e
r
It is also easy to find that
, .
Consequently, there exists a number depending on the radius of dissipativity
and the parameters of the problem such that the value
(5.16)
lies in the ball
for . Therefore, with the help of (5.12) and (2.23) we have that
. (5.17)
Let . Evidently equation (5.11) is valid. Moreover,
is positively invariant. The continuity of with recpect to the both variables
in the space (see Exercise 3.8) and attraction property (5.17) imply that
is a closed set in . Let us prove that is bounded in . First we note that
is bounded in . Indeed, by virtue of the dissipativity we have that
for all and . Since is continuous with respect to the vari-
ables , its maximum is attained on the compact . Thus, there exists
such that for all . Let us return to equality (5.16) for
and . It is evident that the norm of the right-hand side in the space
is bounded by the constant . However, equation (5.14) implies that
, , .
Therefore, equation (5.16) leads to the uniform estimate
, , .
Thus, the set is bounded in . Theorem 5.2 is proved.
Show that for any a bounded set of is attracted
by at an exponential rate with respect to the metric of the space
. Thus, we can replace by in (5.11).
Prove that if the hypotheses of Theorem 5.2 hold, then the as-
sertion on the asymptotic compactness of solutions to problem (0.1)
and (0.2) remains true in the case of nonstationary load
(see also Exercise 5.1).
Prove that the hypotheses of Theorem 5.1 and 5.2 hold for
problem (0.3) and (0.4) for any , provided that
and lies in the Sobolev space .
P
N
0
S
t
y
0
o
N
0
o
S
t
y
0
RN
0
o
s s t t
0
>
R
o
R
S
t
y 1 P
N
0
- ) U t t
0
, ) S
t
0
y
0
- P
N
0
S
t
y 1 P
N
0
- ) G t t
0
, y , ) - =
B
o
y: y
0
o
R
o
s =
t t
0
>
dist
0
S
t
y B
o
, ) 1 P
N
0
- ) U t t
0
, ) S
t
0
y R 3 e
4
t t
0
- ) -
s s
K
o

-
B
o
) S
t
B
o
)
t 0 > [
= K
o
S
t
y
t y , ) 0
K
o
0 K
o
0
o
K
o
0 S
t
y R s
y B
o
- t t
o
t B
o
) > S
t
y
t y , ) 0 t
o
, j B
o
-
R 0 > y R s y K
o
- t
0
0 =
y
0
B
o
- 0
o
C C o R , ) =
1 P
N
0
- ) U t 0 , ) y
0
0
o
3 R
o
s t 0 > y
0
B
o
-
S
t
y
0
o
R
o
s t 0 > y B
o
-
K
o
0
o
Exer c i s e 5.2 0 s o s s 0
s
K
o
0
s 0
dist
0
s
dist
Exer c i s e 5.3
p t ) -
L
R
-
.
o
, ) -
Exer c i s e 5.4
0 o 1 4 / 0 >
p x t , ) p x ) H
0
1
O )
Let us consider the dissipativity properties of smooth solutions (see Section 4) to
problem (0.1) and (0.2).
Theorem 5.3
Let the hypotheses of Theorem Let the hypotheses of Theorem Let the hypotheses of Theorem Let the hypotheses of Theorem 5.1 hold. Assume that hold. Assume that hold. Assume that hold. Assume that
and the initial conditions and the initial conditions and the initial conditions and the initial conditions are such that equations are such that equations are such that equations are such that equations (4.1) (and (and (and (and
hence hence hence hence (4.2)) are valid for the solution ) are valid for the solution ) are valid for the solution ) are valid for the solution . .. . Then there exists Then there exists Then there exists Then there exists
such that for any initial data such that for any initial data such that for any initial data such that for any initial data possessing the property possessing the property possessing the property possessing the property
, ,, , , ,, , (5.18)
the solution the solution the solution the solution admits the estimate admits the estimate admits the estimate admits the estimate
(5.19)
for all for all for all for all as soon as as soon as as soon as as soon as . .. .
We use induction to prove the theorem. The proof is based on the following asser-
tion.
Lemma 5.2
Assume that the hypotheses of Theorem 5.3 hold for . Then the dy-
namical system generated by problem (0.1) and (0.2) in the
space is dissipative.
Proof.
Let be a semitrajectory of the dynamical system
and let . If the hypotheses of the lem-
ma hold, then the function is a weak solution to problem (4.15) ob-
tained by formal differentiation of (0.1) with respect to (as we have shown in
Section 4). By virtue of Theorem 2.1 the energy equality of the form (2.6) holds
for the function . We rewrite it in the differential form:
, (5.20)
where
(5.21)
and
The dissipativity property of given by Theorem 5.1 leads to the esti-
mates
M z ) C
l 1 -
R
-
) -
y
0
u
0
u
1
, ) =
u t ) u
t ) , ) S
t
y
0
=
R
l
0 > y
0
u
0
u
1
, ) =
u
k 1 - )
0 )
2
Au
k )
0 )
2
A
2
u
k 1 - )
0 )
2
- -
2
k 1 2 l , , , =
u t ) u
t ) , ) S
t
y
0
=
u
k 1 - )
t )
2
Au
k )
t )
2
A
2
u
k 1 - )
t )
2
- - R
l
2
k 1 2 l , , , = t t
0
) >
l 1 =
0
1
S
t
, )
0
1
.
2
.
1
- =
u t ) u
t ) , ) S
t
y
0
=
0
1
S
t
, ) y
0
u
0
u
1
, ) = 0
1
.
2
.
1
- = -
w t ) u
t ) =
t
w t )
d
t d
F t w t ) w
t ) , , ) w
t )
2
- J u t ) w t ) , ) =
F t w w
, , )
1
2
w
2
Aw
2
M A
1 2 /
u t )
2
' !
`
A
1 2 /
w
2
- -
' !
`
=
J u t ) w t ) , ) Lw t ) w
t ) , ) - = -
- M' A
1 2 /
u t )
2
' !
`
Au t ) u
t ) , ) A
1 2 /
w t )
2
2 Au t ) w
t ) , ) - .
0 S
t
, )
4
C
h
a
p
t
e
r
,
for all with the property
and for all large enough. Hereinafter is the radius of dissipativity
of the system . These estimates imply that for we have
(5.22)
and
, (5.23)
where the constants depend on . Here . Similarly, we use Lem-
ma 5.1 to find that
for . Consequently, the function
possesses the properties
, ,
and
for and for small enough. This implies that
(5.24)
for , provided that
. (5.25)
If we use (5.4)(5.6), then it is easy to find that
, ,
under condition (5.25). Using the energy equality for the weak solutions to
problem (4.15) we conclude that
M A
1 2 /
u t )
2
' !
`
A
1 2 /
w
2
C
R
Aw t ) s
J u t ) w t ) , ) Lw w
C
R
Aw t ) w
t ) - ) - s
u
0
u
1
, )
Au
0
2
u
1
2
-
2
s
t t
0
) > R
0 S
t
, ) t t
0
) >
1
4
2
Aw
2
-
' !
`
o
1
- F t w w
, , ) o
2
w t )
2
w
t )
2
-
' !
`
o
3
- s s
d
t d
F t w w
, , )

2
w
2
- | A
u
w
2
o
4
Aw o
5
- - s
o
j
0 > R u 1
d
t d
w t ) w
t ) , )

2
w t )
2
-
| |
' |
| |
w
t )
2 1
2
Aw t )
2
C
R
- - s
t t
0
) >
V t ) F t w w
, , ) x w w
, )

2
w
2
-
| |
' |
| |
- =
V d
t d
mV - C
R
s m 0 >
1
4
w
2
Aw
2
-
' !
`
a
1
- V a
2
w
2
w
2
-
' !
`
a
3
- s s
t t
0
) > x 0 >
w
t )
2
Aw t )
2
- C
1
w
t
0
)
2
Aw t
0
)
2
-
' !
`
e
mt -
C
2
- s
t t
0
> t
0
) =
Au
0
2
u
1
2
-
2
s
Au t )
2
u
t )
2
- C
R ,
s t 0 >
.
Therefore, standard reasoning in which Gronwalls lemma is used leads to
,
provided that equation (5.25) is valid. Here and are some positive con-
stants depending on and . This and equation (5.24) imply that
, (5.26)
where depends on only. Since
,
provided that
,
equation (5.26) gives us the estimate
, .
This easily implies the dissipativity of the dynamical system . Thus,
Prove that the dynamical system generated by
problem (0.1) and (0.2) with the initial data
is asymptotically compact provided that equations (5.10)
hold.
In order to complete the proof of Theorem 5.3, we should note first that Lemma 5.2
coincides with the assertion of the theorem for and second we should use the
fact that the derivatives are weak solutions to the problem obtained by dif-
ferentiation of the original equation. The main steps of the reasoning are given in the
following exercises.
Assume that the hypotheses of Theorem 5.3 hold for
and its assertion is valid for . Show that is
a weak solution to the problem of the form
where
for all .
d
t d
Aw t )
2
w
t )
2
-
' !
`
C
1
R , ) Aw w
C
2
R , ) - s
Aw t )
2
w
t )
2
- Aw 0 )
2
w
0 )
2
a - -
' !
`
e
b t
s
a b
R
w
t )
2
Aw t )
2
- C
1
R , ) 1 w
0 )
2
- ) Aw 0 )
2
-
' !
`
e
mt -
C
2
- s
C
2
R
w
0 )
2
Aw 0 )
2
- C
s u
1
2
Au
0
2
-

/
1
' !
`
2
s
Au
1
2
A
2
u
0
2
-
2
s
u
t )
2
Au
t )
2
- b
R
2
s t t
0
) >
0
1
S
t
, )
Exer c i s e 5.5 0
1
S
t
, )
y
0
u
0
u
1
, ) = 0
1
= -
.
2
.
1
- =
l 1 =
u
k )
t )
Exer c i s e 5.6 l n 1 - =
l n = w t ) u
n 1 - )
t ) =
w
t ) w
t ) A
2
w t ) M A
1 2 /
u
2
Aw Lw - - - - G
n 1 -
t ) , =
w 0 ) u
n 1 - )
0 ) = w
0 ) u
n 2 - )
0 ) , = ,
|
|
'
|
|
G
n 1 -
t ) C R
n
) s t t
0
) >
4
C
h
a
p
t
e
r
Use the result of Exercise 5.6 and the method given in the
proof of Lemma 5.2 to prove that can be estima-
ted as follows:
(5.27)
where , the numbers depend on and , , and
the constant depends on only.
Use the induction assumption and equation (5.27) to prove
the assertion of Theorem 5.3 for .
6 Global Attractor and 6 Global Attractor and 6 Global Attractor and 6 Global Attractor and Inertial Sets Inertial Sets Inertial Sets Inertial Sets
The above given properties of the evolutionary operator generated by problem
(0.1) and (0.2) in the case of stationary load enable us to apply the gene-
ral assertions proved in Chapter 1 (see also [10]).
Theorem 6.1
Assume that conditions Assume that conditions Assume that conditions Assume that conditions (3.2), , , , (5.2), , , , (5.3), and , and , and , and (5.10) are fulfilled. Then are fulfilled. Then are fulfilled. Then are fulfilled. Then
the dynamical system the dynamical system the dynamical system the dynamical system generated by problem generated by problem generated by problem generated by problem (0.1) and and and and (0.2) pos- pos- pos- pos-
sesses a global attractor sesses a global attractor sesses a global attractor sesses a global attractor of a finite fractal dimension. This attractor is of a finite fractal dimension. This attractor is of a finite fractal dimension. This attractor is of a finite fractal dimension. This attractor is
a connected compact set in and is bounded in the space a connected compact set in and is bounded in the space a connected compact set in and is bounded in the space a connected compact set in and is bounded in the space , ,, ,
where where where where is defined by condition is defined by condition is defined by condition is defined by condition (5.10). .. .
Proof.
By virtue of Theorems 5.1, 5.2, and 1.5.1 we should prove only the finite dimen-
sionality of the attractor. The corresponding reasoning is based on Theorem 1.8.1
and the following assertions.
Lemma 6.1.
Assume that conditions (3.2), (5.2), and (5.3) are fulfilled. Let .
Then for any pair of semitrajectories , posses-
sing the property for all the estimate
, , (6.1)
holds with the constant depending on .
Exer c i s e 5.7
w t ) u
n 1 - )
t ) =
w
t )
2
Aw t )
2
-
C
1
w
0 )
2
Aw 0 )
2
C
2
- -
' !
`
e
mt -
C
3
, -
s
s
m 0 > C
j
R
n
j 1 2 , =
C
3
R
n
Exer c i s e 5.8
l n 1 - =
S
t
p t ) p
0 S
t
, )
)
0 0
o
.
1 o -
.
o
- =
o 0 >
p H -
S
t
y
j
: t 0 > j 1 2 , , =
S
t
y
j
R s t 0 >
S
t
y
1
S
t
y
2
-
0
a
0
t ) exp y
1
y
2
-
0
s t 0 >
a
0
R
Gl obal At t r act or a nd I ner t i al Set s 255
Proof.
If and are solutions to problem (0.1) and (0.2) with the initial
conditions and , then the function
satisfies the equation
, (6.2)
where
.
It is evident that the estimate
holds, provided that . Therefore, (2.20)
implies that
.
Gronwalls lemma gives us equation (6.1).
Lemma 6.2
Assume that the hypotheses of Theorem 6.1 hold. Let be the compact
positively invariant set constructed in Theorem 5.2. Then for any
the inequality
(6.3)
is valid, where , , the orthoprojector and the
number are defined as in (5.14), and are positive constants
which depend on the parameters of the problem.
Proof.
It is evident that
,
where is the orthoprojector onto the closure of the span of elements
in . Moreover, the function
is a solution to the equation
,
where
.
u
1
t ) u
2
t )
y
1
u
01
u
11
, ) = y
2
u
02
u
12
, ) = v t ) =
u
1
t ) u
2
t ) - =
v
A
2
v - - . u
1
u
2
t , , ) =
. u
1
u
2
t , , ) M A
1 2 /
u
2
t )
2
' !
`
Au
2
t ) M A
1 2 /
u
1
t )
2
' !
`
Au
1
t ) - Lv t ) - =
. u
1
u
2
t , , ) C
R
A u
1
t ) u
2
t ) - ) s
y
i
t )
0
2
u
i
t )
2
u
i
t )
1
2
- R
2
s =
S
t
y
1
S
t
y
2
-
0
2
y
1
y
2
-
0
2
a
1
S
t
y
1
S
t
y
2
-
0
2
: d
0
t
}
- s
K
o
y
1
y
2
, K
o
-
Q
N
S
t
y
1
S
t
y
2
- )
0
a
2
e
4
t -
1
L
o
/
N 1 -
o
e
a
3
t
-
' !

`
y
1
y
2
-
0
s
Q
N
1 P
N
- = N N
0
> P
N
N
0
L
o
a
i
Q
N
S
t
y
i
q
N
u
i
t ) q
N
u
i
t ) , ) =
q
N
e
k
:
k N 1 - N 2 - , , = .
0
H = w
N
t ) q
N
u
1
t ) u
2
t ) - ) =
w
N
w
N
A
2
w
N
M A
1 2 /
u
1
2
' !
`
Aw
N
- - - 1
N
u
1
u
2
t , , ) =
1
N
u
1
u
2
t , , ) M A
1 2 /
u
1
2
' !
`
M A
1 2 /
u
2
2
' !
`
- q
N
Au
2
- q
N
L u
1
u
2
- ) - =
4
C
h
a
p
t
e
r
Let us estimate the value . Since for (see the proof
of Theorem 5.2), we have
.
Using equation (5.10) we similarly obtain that
.
Therefore,
.
Consequently,
. (6.4)
Using equation (2.27) we obtain that
,
where is the evolutionary operator of homogeneous problem (2.1) with
and . Therefore, (2.23) and (6.4) imply that
(6.5)
We substitute (6.1) in this equation to obtain (6.3). Lemma 6.2 is proved.
Let us choose and such that
, , .
Then Lemmata 6.1 and 6.2 enable us to state that
and
,
where and the elements and lie in the global attractor . Hence,
we can use Theorem 1.8.1 with , , and . Therefore, the fractal
dimension of the attractor is finite. Thus, Theorem 6.1 is proved.
1
N
y
0
o
R
o
s y K
o
-
q
N
Au
2
q
N
u
2
1
= /
N 1 -
o -
q
N
u
2
1 o -
/
N 1 -
o -
R
o
s s
q
N
Lv /
N 1 -
o -
A
o
Lv C/
N 1 -
o -
Av s s
q
N
L u
1
t ) u
2
t ) - ) C/
N 1 -
o -
S
t
y
1
S
t
y
2
-
0
s
1
N
u
1
u
2
t , , )
C R
o
)
/
N 1 -
o
S
t
y
1
S
t
y
2
-
0
s
Q
N
S
t
y
1
S
t
y
2
- ) U t 0 , ) Q
N
y
1
y
2
- ) U t : , ) 0 1
N
: ) , ) : d
0
t
}
- =
U t : , )
b t ) M A
1 2 /
u
1
t )
2
) = h t ) 0 =
Q
N
S
t
y
1
S
t
y
2
- )
0
3 e
4
t -
y
1
y
2
-
0
-
C R
o
)
/
N 1 -
o
e
4
:
S
:
y
1
S
:
y
2
- : d
0
t
}
| |
| |
' |
| |
| |
.
s
s
t
0
N N
0
>
a
2
4
t
0
-
| |
' |
| |
exp

2
= L
o
/
N 1 -
o -
a
3
t
0
exp 1 s 1
S
t
0
y
1
S
t
0
y
2
-
0
l y
1
y
2
-
0
s
Q
N
S
t
0
y
1
S
t
0
y
2
- )
0
y
1
y
2
-
0
s
l e
a
0
t
0
= y
1
y
2
)
M ) = V S
t
0
= P P
N
=
)
Theorem 5.2 and Lemmata 6.1 and 6.2 enable us to use Theorem 1.9.2 to obtain an
assertion on the existence of the inertial set (fractal exponential attractor) for the
dynamical system generated by problem (0.1) and (0.2).
Theorem 6.2
Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem 6.1 hold. Then there exists hold. Then there exists hold. Then there exists hold. Then there exists
a compact positively invariant set a compact positively invariant set a compact positively invariant set a compact positively invariant set of the finite fractal dimen- of the finite fractal dimen- of the finite fractal dimen- of the finite fractal dimen-
sion such that sion such that sion such that sion such that
for any bounded set for any bounded set for any bounded set for any bounded set in in in in and and and and . .. . Here Here Here Here and and and and are positive num- are positive num- are positive num- are positive num-
bers. The inertial set bers. The inertial set bers. The inertial set bers. The inertial set is bounded in the space is bounded in the space is bounded in the space is bounded in the space . .. .
To prove the theorem we should only note that relations (5.11), (6.1), and (6.3)
coincide with conditions (9.12)(9.14) of Theorem 1.9.2.
Using (1.8.3) and (1.9.18) we can obtain estimates (involving the parameters of the
problem) for the dimensions of the attractor and the inertial set by an accurate ob-
serving of the constants in the proof of Theorems 5.1 and 5.2 and Lemmata 6.1 and
6.2. However, as far as problem (0.3) and (0.4) is concerned, it is rather difficult
to evaluate these estimates for the values of parameters that are very interesting
from the point of view of applications. Moreover, these estimates appear to be quite
overstated. Therefore, the assertions on the finite dimensionality of an attractor and
inertial set should be considered as qualitative results in this case. In particular, this
assertions mean that the nonlinear flutter of a plate is an essentially finite-dimen-
sional phenomenon. The study of oscillations caused by the flutter can be reduced to
the study of the structure of the global attractor of the system and the properties
of inertial sets.
Prove that the global attractor of the dynamical system gene-
rated by problem (0.1) and (0.2) is a uniformly asymptotically stable
set (Hint: see Theorem 1.7.1).
We note that theorems analogous to Theorems 6.1 and 6.2 also hold for a class of re-
tarded perturbations of problem (0.1) and (0.2). For example, instead of (0.1) and
(0.2) we can consider (cf. [1113]) the following problem
,
.
0 S
t
, )
)
exp
0 c
S
t
y )
exp
, )
0
dist : y B -
| |
' |
| |
sup Ce
x t t
B
- ) -
s
B 0 t t
B
> C x
)
exp
0
o
Exer c i s e 6.1
u
A
2
u M A
1 2
u
2
' !
`
Au Lu q u
t
) - - - - - p =
u
t 0 =
u
0
= , u
t 0 =
u
1
= , u
t r - 0 , ) -
t ) =
4
C
h
a
p
t
e
r
Here , , and are the same as in Theorems 6.1 and 6.2, the symbol denotes
the function on which is given by the equality for
, the parameter is a delay value, and is a linear mapping from
into possessing the property
for small enough and for all , where is a positive number. Such
a formulation of the problem corresponds to the case when we use the model of the
linearized potential gas flow (see [1114]) to take into account the aerodynamic
pressure in problem (0.3) and (0.4).
The following assertion gives the time smoothness of trajectories lying in the attrac-
tor of problem (0.1) and (0.2).
Theorem 6.3
Assume that conditions Assume that conditions Assume that conditions Assume that conditions (3.2) and and and and (5.2) are fulfilled and the linear ope- are fulfilled and the linear ope- are fulfilled and the linear ope- are fulfilled and the linear ope-
rator rator rator rator possesses the property possesses the property possesses the property possesses the property
, ,, , (6.6)
for all for all for all for all . .. . Let Let Let Let . .. . Then the assertions of Theorem Then the assertions of Theorem Then the assertions of Theorem Then the assertions of Theorem 6.1
are valid for any are valid for any are valid for any are valid for any . .. . Moreover, if Moreover, if Moreover, if Moreover, if for some for some for some for some
, then the trajectories , then the trajectories , then the trajectories , then the trajectories lying in the global attractor lying in the global attractor lying in the global attractor lying in the global attractor
of the system of the system of the system of the system generated by problem generated by problem generated by problem generated by problem (0.1) and and and and (0.2) for for for for pos- pos- pos- pos-
sess the property sess the property sess the property sess the property
(6.7)
for all for all for all for all , ,, , , ,, , where where where where is a constant depending on is a constant depending on is a constant depending on is a constant depending on
the problem parameters only the problem parameters only the problem parameters only the problem parameters only. .. .
Proof.
It is evident that conditions (5.3) and (5.10) follow from (6.6). Therefore, we
can apply Theorem 6.1 which guarantees the existence of a global attractor . Let
us assume that , . Let be a trajectory in
, . We consider a function , where is the ortho-
projector onto the span of the basis vectors in for large enough.
It is clear that and satisfies the equation
. (6.8)
Equation (6.6) for implies that is a continuously differentiable
function. It is also evident that . Therefore, we differenti-
ate equation (6.8) with respect to to obtain the equation
A M L u
t
r - 0 , j u
t
o ) u t o - ) = o -
r - 0 , j - r q
.
)
L
2
r - 0 .
1 o -
, , ) H
A
o
q v )
2
c
0
A
1 o -
v o )
2
o d
r -
0
}
s
c
0
o 0 o
0
, j - o
0
L
A
o
Lu C A
o 1 2 / -
u s u D A ) -
o 1 2 / - 1 2 / , ) - p .
1 2 /
-
o 0 1 2 / , ) - M z ) C
l 1 -
R
-
) -
l 1 > y u t ) u
t ) , ) = )
0 S
t
, ) 0 >
u
k 1 - )
t )
2
Au
k )
t )
2
A
2
u
k 1 - )
t )
2
- - R
l
2
s
- t k 1 2 l , , , = R
l
)
M z ) C
l 1 -
R
-
) - l 1 > y t ) u t ) u
t ) , ) =
) - t u
m
t ) p
m
u t ) = p
m
e
1
e
m
, , .
0
m
u
m
t ) C
2
R .
2
, ) -
u
m
u
m
A
2
u
m
M A
1 2 /
u t )
2
' !
`
Au
m
p
m
Lu - - - - p
m
p =
o 1 2 / - = p
m
Lu
M A
1 2 /
u t )
2
) C
1
R ) -
t
for the function . Here
.
Since any trajectory lying in the attractor possesses the property
, , (6.9)
it is clear that
, . (6.10)
Relation (6.9) also implies that the function
(6.11)
, .
Therefore, as in the proof of Theorem 2.2, we find that there exists such that
(6.12)
for all real , where , is the orthoprojector onto
,
, and is the evolutionary operator of the problem
with of the form (6.10). Moreover, can be presented
in the form
. (6.13)
Then for we have
w
m
w
m
A
2
w
m
M A
1 2 /
u t )
2
' !
`
Aw
m
- - - p
m
Lu
t ) - F
m
t ) - =
w
m
t ) u
m
t ) p
m
u
t ) = =
F
m
t ) 2 - M' A
1 2 /
u t )
2
' !
`
Au t ) u
t ) , ) Au
m
t ) =
y u t ) u
t ) , ) =
u
t )
2
Au t )
2
- R
0
2
s - t
F
m
t ) C
R
0
s - t
b t ) M A
1 2 /
u t )
2
' !
`
=
b t ) b
t ) - C
R
0
s - t
N
0
1 P
N
- ) U t : , ) y
0
S
C 1 P
N
- ) y
0
S
e
4
- t : - )
s
s 0
s
.
1 s -
.
s
- = P
N
L
N
Lin e
k
0 , ) 0 e
k
, ) , : k 1 2 N , , , = =
N N
0
> U t : , )
u
A
2
u b t ) Au - - - 0 , =
u
t 0 =
u
0
= , u
t 0 =
u
1
, =
|
'
|
b t ) z
m
t ) w
m
t ) w
m
t ) , ) =
z
m
t ) U t t
0
, ) z
m
t
0
) U t : , ) 0 p
m
Lu
: ) - F
m
: ) - , ) : d
t
0
t
}
- =
m N N
0
> >
1 P
N
- ) z
m
t )
0
1 2 / -
Ce
4
- t t
0
- )
z
m
t
0
)
0
1 2 / -
C e
4
- t : - )
p
m
Lu
: ) F
m
: ) -
1 2 / -
: . d
t
0
t
}
-
-
s
4
C
h
a
p
t
e
r
Therefore, we use (6.9), (6.10), and (6.6) for to obtain that
.
We tend in this inequality to find that
,
where does not depend on . It further follows from (6.9) and equation (0.1)
that
,
where the constant can depend on . Hence,
.
We tend to find that any trajectory lying in the attrac-
tor possesses the property
, .
By virtue of (6.6) we have
, .
Therefore, we reason as above to find that equation (6.13) implies
.
Similarly we get
for all . Consequently, using equation (0.1) we obtain estimate (6.7) for
. In order to prove (6.7) for the other values of we should use induction with
respect to and similar arguments. We offer the reader to make an independent de-
tailed study as an exercise.
In addition to the hypotheses of Theorem 6.3 we assume that
and . Prove that the global attractor of
the system lies in .
o 1 2 / - =
1 P
N
- ) z
m
t )
0
1 2 / -
C
R
01
m
e
4
- t t
0
- )
C
R
0
e
4
- t : - )
: d
t
0
t
}
- s
t
0
-
1 P
N
- ) z
m
t )
0
1 2 / -
t R -
sup C s
C 0 > m
P
N
z
m
t )
0
1 2 / - t R -
sup C s
C N
p
m
A
1 2 /
u
t )
2
A
1 - 2 /
p
m
u
t )
2
-
' !
`
t R -
sup C s
m y t ) u t ) u
t ) , ) =
u
t )
1 2 /
A
1 2 /
u
t ) C
R
0
s = - t
Lu
t ) C
R
0
s - t
1 P
N
- ) z
m
t )
0
C
R
0
m
e
4
- t t
0
- )
C
R
0
- s
u
t )
2
Au
t )
2
- R
1
2
s
t - -
k 1 = k
k
Exer c i s e 6.2
L 0 .
l
- D A
l
) )
0 S
t
, ) .
l 1 -
.
l
-
Condi t i ons of Regul ar i t y of At t r ac t or 261
7 Conditions of Regularity of Attractor 7 Conditions of Regularity of Attractor 7 Conditions of Regularity of Attractor 7 Conditions of Regularity of Attractor
Unfortunately, the structure of the global attractor of problem (0.1) and (0.2) can be
described only under additional conditions that guarantee the existence of the Lya-
punov function (see Section 1.6). These conditions require that and assume
the stationarity of the transverse load . For the Berger system (0.3) and (0.4)
these hypotheses correspond to and , i.e. to the case of plate
oscillations in a motionless stationary medium.
Thus, let us assume that the operator is identically equal to zero and
in (0.1). Assume that the hypotheses of Theorem 3.1 hold. Then energy
equality (3.6) implies that
, (7.1)
where , the function is a weak solution to problem
(0.1) and (0.2) with the initial conditions , and is the energy
of the system defined by formula (3.7).
Let us prove that the functional with
is a Lyapunov function (for definition see Section 1.6) of the dynamical system
. Indeed, it is evident that the functional is continuous on . By vir-
tue of (7.1) it is monotonely increasing. If for some , then
.
Therefore, for , i.e. is a stationary solution to prob-
lem (0.1) and (0.2). Hence, is a fixed point of the semigroup .
Therefore, Theorems 1.6.1 and 6.1 give us the following assertion.
Theorem 7.1
Assume that Assume that Assume that Assume that , ,, , , ,, , and and and and for some for some for some for some . .. . We also assume We also assume We also assume We also assume
that the function that the function that the function that the function satisfies conditions satisfies conditions satisfies conditions satisfies conditions (3.2) and and and and (5.2). .. . Then the global Then the global Then the global Then the global
attractor attractor attractor attractor of the dynamical system of the dynamical system of the dynamical system of the dynamical system generated by problem generated by problem generated by problem generated by problem (0.1)
and and and and (0.2) has the form has the form has the form has the form
, ,, , (7.2)
where where where where is the set of fixed points of the semigroup is the set of fixed points of the semigroup is the set of fixed points of the semigroup is the set of fixed points of the semigroup , i.e. , i.e. , i.e. , i.e.
, ,, , (7.3)
and is the unstable set emanating from and is the unstable set emanating from and is the unstable set emanating from and is the unstable set emanating from (for definition see Sec-
tion 1.6).
L 0
p t )
0 = p x t , ) p x )
L
p t ) p
E y t
2
) ) E y t
1
) ) - - u
: )
2
: d
t
1
t
2
}
p u
: ) , )
2
: d
t
1
t
2
}
- =
y t ) S
t
y u t ) u
t ) , ) = = u t )
y u
0
u
1
, ) = E y )
J y ) E y ) p u
0
, ) - = y u
0
u
1
, ) =
0 S
t
, ) J y ) 0
E y t
0
) ) E y ) = t
0
0 >
u
: )
2
: d
0
t
0
}
0 =
u
: ) 0 = : 0 t
0
, j - u t ) u =
y u 0 , ) = S
t
0 > L 0 p .
o
- o 0 >
M z )
) 0 S
t
, )
) M MM M
-
) =
S
t
u 0 , ) : u .
1
- A
2
u , M A
1 2 /
u
2
' !
`
Au = p -
| |
' |
| |
=
M MM M
+
)
4
C
h
a
p
t
e
r
Let . Prove that if the hypotheses of Theorem 7.1 hold,
then any fixed point of problem (0.1) and (0.2) either equals to ze-
ro, , or has the form , where the constant
is the solution to the equation .
Assume that and . Then problem (0.1)
and (0.2) has a unique fixed point for .
If , then the number of fixed points is equal to
and all of them have the form , ,
where
, , .
Show that if the hypotheses of Exercise 7.2 hold, then the
energy of each fixed point has the form
, , ,
for .
if the set
(7.4)
is not empty, then it is a closed positively invariant set of the dyna-
mical system generated by weak solutions to problem (0.1)
and (0.2).
Assume that the hypotheses of Theorem 7.1 hold and the set
defined by equality (7.4) is not empty. Show that the dynamical
system possesses a compact global attractor ,
where is the set of fixed points of satisfying the condition
.
global minimal attractor (for definition see Section 1.3)
of problem (0.1) and (0.2) coincides with the set of the fixed
points (see (7.3)).
Further we prove that if the hypotheses of Theorem 7.1 hold, then the attractor
of problem (0.1) and (0.2) is regular in generic case. As in Section 2.5, the corre-
sponding arguments are based on the results obtained by A. V. Babin and M. I. Vishik
(see also Section 1.6). These results prove that in generic case the number of fixed
points is finite and all of them are hyperbolic.
Exer c i s e 7.1 p 0
z
z 0 0 , ) = z c e
k
0 , ) =
c M c
2
/
k
) /
k
- 0 =
Exer c i s e 7.2 p 0 M z ) I - z - =
z
0
0 0 , ) = I /
1
s
/
n
I /
n 1 -
s 2n 1 -
z
k
w
k
0 , ) = k 0 1 n , , , =
w
0
0 = w
k
I /
k
-
/
k
e
k
= k 1 2 n , , , =
Exer c i s e 7.3
E z
k
) z
k
E z
0
) 0 = E z
k
)
1
4
- I /
k
- )
2
= k 1 2 n , , , =
/
n
I /
n 1 -
s
Exer c i s e 7.4
,
c
y u
0
u
1
, ) = 0 - : J y ) E y ) p u
0
, ) - c s
| |
' |
| |
=
0 S
t
, )
Exer c i s e 7.5
,
c
,
c
S
t
, ) )
c
M MM M
-
c
) =
c
S
t
J z ) c s
Exer c i s e 7.6
)
min
)
Lemma 7.1.
Assume that conditions (3.2) and (5.2) are fulfilled. Then the problem
, , (7.5)
possesses a solution for any , where . If is a bounded set
in , then its preimage is bounded in . If
is a compact in , then is a compact in , i.e. the
mapping is proper.
Proof.
We follow the line of arguments given in the proof of Lemma 2.5.3. Let us
consider the continuous functional
(7.6)
on , where is a primitive of the function .
(7.7)
Thus, the functional is bounded below. Let us consider it on the subspace
, where is the orthoprojector onto as before. Since
as , there exists a minimum point on the subspace
. This minimum point evidently satisfies the equation
. (7.8)
with the constants being independent of . Therefore, it follows from (7.8)
that , provided . This estimate enables us to pass to the
limit in (7.8) and to prove that if , then equation (7.5) is solvable for any
. Equation (7.5) implies that
for ,
i.e. is bounded in if is bounded. In order to prove that the
mapping is proper we should reason as in the proof of Lemma 2.5.3. We give
the reader an opportunity to follow these reasonings individually, as an exercise.
u j A
2
u M A
1 2 /
u
2
' !
`
Au - p = u D A
2 o -
) -
p .
o
- o 0 > *
.
o

1 -
* ) .
2 o -
D A
2 o -
) = *
.
o

1 -
* ) D A
2 o -
)
W u )
1
2
Au Au , ) A
1 2 /
u
2
' !
`
-
| |
' |
| |
p u , ) - =
.
1
D A ) = z ) M , ) , d
0
z
}
= M z )
W u )
1
2
Au
2
a A
1 2 /
u
2
- b -
' !
`
A
1 -
p Au - > >
1
4
1
a
/
1
-
' !
`
Au
2 b
2
- 1
a
/
1
-
' !
`
1 -
A
1 -
p
2
. - >
W u )
p
m
.
1
p
m
Lin e
1
e
m
, ,
W u ) - Au u
m
p
m
.
1
A
2
u
m
M A
1 2 /
u
m
2
' !
`
Au
m
- p
m
p =
Au
m
2
c
1
c
2
W u ) : u p
m
.
1
-
| |
' |
| |
inf c
3
A
1 -
p
2
- - s
m
A
2
u
m
C
R
s p R s
o 0 =
p .
o
-
A
2 o -
u
m
C
R
s p
o
R s
1 -
* ) D A
2 o -
) *

4
C
h
a
p
t
e
r
Lemma 7.2
Let . Then the operator defined by the formula
(7.9)
with the domain is selfadjoint and
.
Proof.
It is clear that is a symmetric operator on . Moreover, it is
easy to verify that
, , (7.10)
i.e. is a relatively compact perturbation of the operator . Therefore,
is selfadjoint. It is further evident that
.
However, due to (7.10) the operator is compact. Therefore,
. Lemma 7.2 is proved.
Prove that for any the operator is bounded
below and has a discrete spectrum, i.e. there exists an orthonormal
basis in such that
, , .
Assume that , where is a constant and is an
element of the basis of eigenfunctions of the operator . Show
that for all , where
.
Here for and for .
As in Section 2.5, Lemmata 7.1 and 7.2 enable us to use the Sard-Smale theorem
(see, e.g., the book by A. V. Babin and M. I. Vishik [10]) and to state that the set
for all
of regular values of the operator is an open everywhere dense set in for
.
Show that the set of solutions to equation (7.5) is finite for
(Hint: see the proof of Lemma 2.5.5).
u .
1
- ' u j
' u j w A
2
w 2 M' A
1 2 /
u
2
' !
`
Au w , ) Au M A
1 2 /
u
2
' !
`
Aw - - =
D ' u j ) D A
2
) = Ker ' u j dim

' u j D A
2
)
' u j w A
2
w - C u ) Aw s w D A
2
) -
' W j A
2
' u j
Ker ' u j Ker I A
2 -
' u j A
2
-
' !
`
- =
A
2 -
' u j A
2
- )
Ker ' u j dim
Exer c i s e 7.7 u .
1
- ' u j
f
k
0
' u j f
k

k
f
k
= k 1 2 , , =
1

2
s s
n
n
lim =
Exer c i s e 7.8 u c
0
e
k
0
= c
0
e
k
0
e
k
A
' u j e
k

k
e
k
= k 1 2 , , =
k
/
k
2
1 2
k k
0
c
0
2
M' c
0
2
/
k
0
) - M c
0
2
/
k
0
) /
k
- =
k k
0
1 = k k
0
=
k k
0
0 = k k
0
=
4
o
h .
o
- : ' u j j
1 -
-
|
'
|
= u
1 -
h j -
|
|
|
.
o
o 0 >
Exer c i s e 7.9
p 4
o
-
Let us consider the linearization of problem (0.1) and (0.2) on a solution
to problem (7.5):
(7.11)
Here is given by formula (7.9).
Prove that problem (7.11) has a unique weak solution on any
segment if , , and the function
possesses property (3.2).
Thus, problem (7.11) defines a strongly continuous linear evolutionary semigroup
in the space by the formula
, (7.12)
where is a weak solution to problem (7.11).
Let be the orthonormal basis of eigenelements of the
operator and let be the corresponding eigenvalues. Then
each subspace
is invariant with respect to . The eigenvalues of the restriction
of the operator onto the subspace have the form
.
Lemma 7.3
Let . Assume that possesses property (3.2). Then
the evolutionary operator of problem (0.1) and (0.2) is Frecht dif-
ferentiable at each fixed point . Moreover, ,
where is defined by equality (7.12).
Proof.
Let
,
where , , and is a solution to equation (7.5).
It is clear that , where is a weak so-
lution to problem
(7.13)
u D A
2
) -
w
' u j w - - 0 , =
w
t 0 =
w
0
= w
t 0 =
w
1
. = ,
' u j
Exer c i s e 7.10
0 T , j w
0
.
1
- w
1
.
0
- M z ) -
C
2
R
-
) -
T
t
u j 0 .
1
.
0
- =
T
t
u j w
0
w
1
, ) w t ) w
t ) , ) =
w t )
Exer c i s e 7.11 f
k

' u j
k
0
k
Lin f
k
0 , ) 0 f
k
, ) , = 0 c
T
t
u j
T
t
u j 0
k

2
4

k
-
' !
`
t -
| |
' |
| |
exp
L 0 M z ) C
2
R
-
) -
S
t
y u 0 , ) = S
t
' u j T
t
u j =
T
t
u j
z t ) S
t
y h - j y - T
t
u j h - =
h h
0
h
1
, ) = 0 - y u 0 , ) = u
z t ) v t ) v
t ) , ) = v t ) u t ) u - w t ) -
v
v A
2
v - - F u t ) u w t ) , , ) , =
v
t 0 =
0 , v
t 0 =
0 . = =
|
'
|
4
C
h
a
p
t
e
r
Here
where is a weak solution to problem (0.1) and (0.2) with the initial condi-
tions and is a solution to problem (7.11) with
and . It is evident that
, (7.14)
where
.
It is also evident that the value can be estimated in the following way
for and for , where the constants and depend on ,
, and . This implies that
. (7.15)
Let us rewrite the value in the form
Consequently, the estimate
(7.16)
holds for and for . Therefore, equations (7.14)(7.16) give
us that
on any segment . Here and . We use conti-
nuity property (3.20) of a solution to problem (0.1) and (0.2) with respect to
the initial conditions to obtain that
F u t ) u w t ) , , ) M A
1 2 /
u
2
' !
`
Au M A
1 2 /
u t )
2
' !
`
Au t ) - - =
-M A
1 2 /
u
2
' !
`
Aw t ) 2 M' A
1 2 /
u
' !
`
Au w t ) , ) Au , -
u t )
y
0
y h - = u h
0
- h
1
, ) w t )
w
0
h
0
= w
1
h
1
=
F u t ) u w t ) , , ) M A
1 2 /
u
2
' !
`
Av F
1
t ) M' A
1 2 /
u
2
' !
`
F
2
t ) - - - =
F
1
t ) M A
1 2 /
u t )
2
' !
`
M A
1 2 /
u
2
' !
`
- -
|
'
|
- =
M' A
1 2 /
u
2
' !
`
A
1 2 /
u t
2
A
1 2 /
u
2
-
' !
`
|
|
|
Au t ) , -
F
2
t ) A
1 2 /
u t )
2
A
1 2 /
u
2
-
' !
`
Au t ) 2 Au w t ) , ) Au - =
F
1
t )
F
1
t ) c
1
M'' z ) : z 0 c
2
, j -
| |
' |
| |
max A
1 2 /
u t )
2
A
1 2 /
u
2
-
2
s
t 0 T , j - h
0
R s c
1
c
2
T
R u
F
1
t ) C T R u , , ) A u t ) u - )
2
s
F
2
t )
F
2
t ) u t ) u - A u t ) u - ) , ) A u t ) u - )
A
1 2 /
u t ) u - )
2
Au 2 u Av t ) , ) Au .
-
- -
=
F
2
t ) C
1
T R u , , ) A u t ) u - )
2
C
2
u ) Av t ) - s
t 0 T , j - h
0
R s
F u t ) u w t ) , , ) C
1
Av t ) C
2
A u t ) u - )
2
- s
0 T , j C
1
C
1
u ) = C
2
C
2
T R u , , ) =
, , .
Therefore,

for and for . Hence, the energy equality for the solutions
to problem (7.13) gives us that
.
Therefore, Gronwalls lemma implies that
, .
This equation can be rewritten in the form
.
Use the arguments given in the proof of Lemma 7.3 to verify
that under condition (3.2) for the evolutionary
operator of problem (0.1) and (0.2) in belongs to the class
and
for any and .
Use the results of Exercises 7.7 and 7.11 to prove that for
a regular value of the mapping the spectrum of the opera-
tor does not intersect the unit circumference while the eigen-
subspace which corresponds to the spectrum outside the unit
disk does not depend on and is finite-dimensional.
The results presented above enable us to prove the following assertion (see Chap-
ter V of the book by A. V. Babin and M. I. Vishik [10]).
Theorem 7.2
Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem 7.1 hold. Then there exists an hold. Then there exists an hold. Then there exists an hold. Then there exists an
open dense set open dense set open dense set open dense set in in in in such that the dynamical system such that the dynamical system such that the dynamical system such that the dynamical system possesses possesses possesses possesses
a regular global attractor for every a regular global attractor for every a regular global attractor for every a regular global attractor for every , i. e. , i. e. , i. e. , i. e.
, ,, ,
where is the unstable manifold of the evolutionary operator ema- where is the unstable manifold of the evolutionary operator ema- where is the unstable manifold of the evolutionary operator ema- where is the unstable manifold of the evolutionary operator ema-
nating from the fixed point . Moreover, each set is a finite-dimen- nating from the fixed point . Moreover, each set is a finite-dimen- nating from the fixed point . Moreover, each set is a finite-dimen- nating from the fixed point . Moreover, each set is a finite-dimen-
sional surface of the class sional surface of the class sional surface of the class sional surface of the class . .. .
A u t ) u - ) C
T R ,
h
0
s t 0 T , j - h
0
R s
F u t ) u w t ) , , ) C
1
Av t ) C
2
h
0
2
- s
t 0 T , j - h
0
R s
d
t d
Av t )
2
v
t )
2
-
' !
`
a Av t )
2
v
t )
2
-
' !
`
C h
4
- s
Av t )
2
v
t )
2
- C h
4
s t 0 T , j -
S
t
y h - j y - T
t
u j h -
0
C h
2
s
Exer c i s e 7.12
M z ) C
2
R
-
) -
S
t
0 C
1
S
t
' y
1
j S
t
' y
2
j -
0 0 , )
C y
1
y
2
-
0
s
t 0 > y
j
0 -
Exer c i s e 7.13
p u j
T
t
u j
E
-
t
4
o
.
o
0 S
t
, )
) p 4
o
-
) M MM M
+
z
j
)
j 1 =
N
[
=
M MM M
+
z
j
) S
t
z
j
M MM M
+
z
j
)
C
1
4
C
h
a
p
t
e
r
In the case of a zero transverse load Theorem 7.2 is not applicable in gene-
ral. However, this case can be studied by using the structure of the problem. For exam-
ple, we can guarantee finiteness of the set of fixed points if we assume (see Exer-
cise 7.1) that the equation , first, is solvable with respect to
only for a finite number of the eigenvalues and, second, possesses not more than
a finite number of solutions for every . The solutions to equation (7.5) are either
, or , where and satisfy . The eigen-
values of the operator have the form
if
and
if .
Therefore, the result of Exercise 7.11 implies that the fixed points are hyperbolic
if all the numbers are nonzero, i.e. if
, ; , ;
for all and such that . In particular, if ,
then for any real there exists a finite number of fixed points (see Exercise 7.2)
and all of them are hyperbolic, provided that for all and the eigenvalues
satisfying the condition are simple. Moreover, we can prove that for
the unstable manifold , , emanating
from the fixed point (see Exercise 7.2) possesses the property
, .
8 On Singular Limit in the Problem 8 On Singular Limit in the Problem 8 On Singular Limit in the Problem 8 On Singular Limit in the Problem
of Oscillations of a Plate of Oscillations of a Plate of Oscillations of a Plate of Oscillations of a Plate
In this section we consider problem (0.1) and (0.2) in the following form:
, (8.1)
. (8.2)
Equation (8.1) differs from equation (0.1) in that the parameter is intro-
duced. It stands for the mass density of the plate material. The introduction of a new
time transforms equation (8.1) into (0.1) with the medium resistance pa-
rameter instead of . Therefore, all the above results mentioned above
remain true for problem (8.1) and (8.2) as well.
p 0 )
M c
2
/
k
) /
k
- 0 = c
/
k
k
u 0 u c
0
e
k
0
= c
0
k
0
M c
0
2
/
k
0
) /
k
0
- 0 =
' u j
k
/
k
2
M 0 ) /
k
- = u 0
k
/
k
/
k
/
k
0
2
k k
0
/
k
0
c
0
2
M' c
0
2
/
k
0
) - - = u c
0
e
k
0
=
k
M 0 ) /
k
- = k 1 2 , , = /
k
/
k
0
= k k
0
= M c
0
2
/
k
0
) 0 =
c
0
k
0
M c
0
2
/
k
0
) /
k
0
- 0 = M z ) I z - - =
I
I /
k
= k
/
j
/
j
I
/
n
I /
n 1 -
M MM M
+
z
k
) k 0 1 n , , , =
z
k
M MM M
-
z
0
) dim n = M MM M
-
z
k
) dim k 1 - =
u
A
2
u M A
1 2 /
u
2
' !
`
Au Lu - - - - p = t 0 > ,
u
t 0 =
u
0
= u
t 0 =
u
1
= ,
0 >
t ' t / =
' / =
On Si ngul ar Li mi t i n t he Pr obl em of Os ci l l at i ons of a Pl at e 269
The main question discussed in this section is the asymptotic behaviour of the
solution to problem (8.1) and (8.2) for the case when the inertial forces are small
with respect to the medium resistance forces . Formally, this assumption
leads to a quasistatic statement of problem (8.1) and (8.2):
, (8.3)
. (8.4)
Here we prove that the global attractor of problem (8.1) and (8.2) is close to the glo-
bal attractor of the dynamical system generated by equations (8.3) and (8.4)
in some sense.
Without loss of generality we further assume that . We also note that
problem (8.3) and (8.4) belongs to the class of equations considered in Chapter 2.
Assume that conditions (3.2) and (3.3) are fulfilled and
. Show that problem (8.3) and (8.4) has a unique mild
(in ) solution on any segment , i.e. there exists
a unique function such that
(Hint: see Theorem 2.2.4 and Exercise 2.2.10).
Let us consider the Galerkin approximations of problem (8.3) and (8.4):
, (8.5)
, (8.6)
where is the orthoprojector onto the first eigenvectors of the operator and
.
Assume that conditions (3.2) and (3.3) are fulfilled and
. Then problem (8.5) and (8.6) is solvable on any seg-
ment and
, . (8.7)
Theorem 8.1
Let Let Let Let and assume that conditions and assume that conditions and assume that conditions and assume that conditions (3.2), ,, , (5.2), ,, , and and and and (5.3) are ful- are ful- are ful- are ful-
filled. Then the dynamical system filled. Then the dynamical system filled. Then the dynamical system filled. Then the dynamical system generated by weak solutions to generated by weak solutions to generated by weak solutions to generated by weak solutions to
problem problem problem problem (8.3) and and and and (8.4) possesses a compact connected global attractor possesses a compact connected global attractor possesses a compact connected global attractor possesses a compact connected global attractor . .. .
This attractor is a bounded set in This attractor is a bounded set in This attractor is a bounded set in This attractor is a bounded set in for for for for and has a finite frac- and has a finite frac- and has a finite frac- and has a finite frac-
tal dimension tal dimension tal dimension tal dimension. .. .

u
A
2
u M A
1 2 /
u
2
' !
`
Au Lu - - - p = t 0 > ,
u
t 0 =
u
0
=
1 =
Exer c i s e 8.1
p .
0
- H =
.
1
D A ) = 0 T , j
u t ) C 0 T , .
1
, ) -
u t ) e
A
2
t -
u
0
-
e
A
2
t : - ) -
M A
1 2 /
u : )
2
' !
`
Au : ) Lu : ) p - -
| |
' |
| |
: . d
0
t
}
-
=
u
m
t ) A
2
u
m
t ) M A
1 2 /
u
m
t )
2
' !
`
Au
m
p
m
Lu
m
t ) - - - p
m
p =
u
m
0 ) p
m
u
0
=
p
m
m A
u
m
t ) Lin e
1
e
m
, , -
Exer c i s e 8.2
p .
0
- H =
0 T , j
A u t ) u
m
t ) - )
0 T , j
max 0 m
p H -
.
1
S
t
, )
)
.
1 | -
0 | 1 s
4
C
h
a
p
t
e
r
Proof.
First we prove that the system is dissipative. To do that we consider
the Galerkin approximations (8.5) and (8.6). We multiply (8.5) by scalarwise
and find that
Using equation (5.2) we obtain that
We use equation (5.3) and reason in the same way as in the proof of Theorem 5.1 to
find that
(8.8)
with some positive constants , . Multiplying equation (8.5) by
we obtain that
,
where
.
It follows that
. (8.9)
If we summarize (8.8) and (8.9), then it is easy to find that
.
This implies that
.
We use (8.7) to pass to the limit as and to obtain that
.
This implies the dissipativity of the dynamical system generated by prob-
lem (8.3) and (8.4). In order to complete the proof of the theorem we use Theorem
2.4.1.
.
1
S
t
, )
u
m
t )
1
2
d
t d
u
m
t )
2
Au
m
t )
2
M A
1 2 /
u
m
t )
2
' !
`
A
1 2 /
u
m
t )
2
+
Lu
m
t ) u
m
t ) , )
- -
- p u
m
t ) , ) . =
1
2
d
t d
u
m
t )
2
Au
m
t )
2
a
1
A
1 2 /
u
m
t )
2
' !
`
- - s
a
3
s a
2
A
1 2 /
u
m
t )
2 2 o -
Lu
m
t ) u
m
t ) , ) - - p u
m
t ) , ) . -
1
2
d
t d
u
m
2
b
0
Au
m
2
A
1 2 /
u
m
2
' !
`
-
' !
`
b
1
A
1 2 /
u
m
2 2 o -
- - b
2
s
b
j
j 0 1 2 , , = u
m
t )
1
2
d
t d
H u
m
t ) ) u
m
t )
2
Lu
m
t ) u
m
t ) , ) - - p u
m
t ) , ) =
H u ) Au
2
A
1 2 /
u
2
' !
`
- =
d
t d
H u
m
t ) ) u
m
t )
2
- 2 p
2
C A
u
u
m
t )
2
- s
d
t d
u
m
2
H u
m
) -
| |
' |
| |
b
0
u
m
2
H u
m
) -
| |
' |
| |
- C s
u
m
t )
2
H u
m
t ) ) - p
m
u
0
2
H p
m
u
0
) -
| |
' |
| |
e
b
0
t -
C - s
m
u t )
2
H u t ) ) - u
0
2
H u
0
) -
| |
' |
| |
e
b
0
t -
C - s
.
1
S
t
, )
We note that the dissipativity also implies that the dynamical system pos-
sesses a fractal exponential attractor (see Theorem 2.4.2).
Assume that the hypotheses of Theorem 8.1 hold and .
Show that for generic the attractor of the dynamical system
generated by equations (8.3) and (8.4) is regular (see the
definition in the statement of Theorem 7.2). Hint: see Section 2.5.
We assume that and conditions (3.2), (5.2), (5.3), and (5.10) are
fulfilled. Let us consider the dynamical system generated by problem
(8.1) and (8.2) in the space . Lemma 5.2 and Exer-
cise 5.5 imply that possesses a compact global attractor for any
.
The main result of this section is the following assertion on the closeness of
attractors of problem (8.1) and (8.2) and problem (8.3) and (8.4) for small .
Theorem 8.2
Assume that Assume that Assume that Assume that and conditions and conditions and conditions and conditions (3.2), ,, , (5.2), ,, , (5.3), ,, , and and and and
(5.10) concerning concerning concerning concerning , ,, , , ,, , and are fulfilled and are fulfilled and are fulfilled and are fulfilled. .. . Then the equation Then the equation Then the equation Then the equation
(8.10)
is valid, where is valid, where is valid, where is valid, where is a global attractor of the dynamical system is a global attractor of the dynamical system is a global attractor of the dynamical system is a global attractor of the dynamical system
generated by problem generated by problem generated by problem generated by problem (8.1) and and and and (8.2), ,, ,
. .. .
Here Here Here Here is a global attractor of problem is a global attractor of problem is a global attractor of problem is a global attractor of problem (8.3) and and and and (8.4) in in in in and and and and
is the distance between the element is the distance between the element is the distance between the element is the distance between the element and the set and the set and the set and the set in the in the in the in the
space space space space . We remind that . We remind that . We remind that . We remind that in equations in equations in equations in equations (8.1) and and and and (8.3). .. .
The proof of the theorem is based on the following lemmata.
Lemma 8.1
The dynamical system is uniformly dissipative in with
respect to for some , i.e. there exists and
such that for any set which is bounded in we have
(8.11)
for all , .
.
1
S
t
, )
Exer c i s e 8.3 L 0
p H -
.
1
S
t
, )
M z ) C
2
R
-
) -
0
1
S
t
, )
0
1
.
2
.
1
- D A
2
) D A ) - =
0
1
S
t
, ) )
0 >
0 >
M z ) C
2
R
-
) -
M z ) L p
y )
*
, )
0
dist : y )
- sup
0
lim 0 =
)
0
1
S
t
, )
)
*
z
0
z
1
, ) : z
0
) - , z
1
A
2
z
0
- M A
1 2 /
z
0
2
' !
`
Az
0
- Lz
0
p - - =
| |
' |
| |
=
) .
1
y A , )
0
dist y A
0 .
1
.
0
- = 1 =
0
1
S
t
, ) 0
0
0
, j -
0
0 >
0
0 >
R 0 > B 0
1
c 0
S
t
B y u
0
u
1
, ) = : u
1
2
Au
0
2
- R
2
s
| |
' |
| |
c
t t B , ) > 0
0
, j -
4
C
h
a
p
t
e
r
Proof.
We use the arguments from the proof of Theorem 5.1 slightly modifying
them. Let
, ,
where
and
.
As in the proof of Theorem 5.1 it is easy to find that the inequalities
(8.12)
and
(8.13)
are valid for . Here is an arbitrary number,
the constants and do not depend on . Moreover, it is also evident that
(8.14)
for and for any . Here and do not depend on
and . Equations (8.12)(8.14) lead us to the inequality
where the constant does not depend on . If we choose small
enough, then we can take and independent of and
such that
, (8.15)
where does not depend on . Moreover, we can assume
(due to the choice of ) that
, (8.16)
where and do not depend on . Using equations (8.14)(8.16)
we obtain the assertion of Lemma 8.1.
V y ) E y ) x 1 y ) - = y u
0
u
1
, ) =
E y )
1
2
u
1
2
Au
0
2
A
1 2 /
u
0
2
' !
`
- -
' !
`
=
1 y ) u
0
u
1
, )
1
2
u
0
2
- =
d
t d
E y t ) )
1
2
u
2
-
s
2
Au
2
C
s
A
1 2 /
u
2
C
1
- - - s
d
t d
1 y t ) ) u
2 1
2
Au
2
- a
1
A
1 2 /
u
2
' !
`
-
a
2
A
1 2 /
u
2 2 o -
C
2
u
2
C
3
- - -
- s
y t ) u t ) u
t ) , ) S
t
y
0
= = s 0 >
a
j
c
j

V y )
1
2
|
0
u
1
2
Au
0
2
A
1 2 /
u
0
2
' !
`
- -
' !
`
|
1
- s
0
0
, j -
0
|
0
|
1
-
0
0
, j - x 1 s
d
t d
V y t ) ) V y t ) ) -
1
2
1 |
0
x - ) - ) u
2
- - s
1
2
x |
0
- s - ) Au
2
- xa
1
|
0
2
-
' !
`
A
1 2 /
u
2
' !
`
, , - -
, 0
0
, j -
0
0 > x 0 > 0
0
, j -
d
t d
V y t ) ) V y t ) ) - ,
1
s
,
1
0 > 0
0
, j -
0
V y t ) ) |
3
u
t )
2
Au t )
2
-
' !
`
C - >
|
3
C 0
0
, j -
Lemma 8.2
Let be a solution to problem (8.1) and (8.2) such that
for all . Then the estimate
is valid for , where is a positive constant such that .
Proof.
It is evident that the estimate
holds, provided . Therefore, equaiton (8.1) easily implies the esti-
mate
for the solution . We multiply this inequality by . Then by virtue
of the fact that we have
for . We integrate this equation from to to obtain the assertion
of the lemma.
Lemma 8.3
Let be a solution to problem (8.1) and (8.2) with the initial condi-
tions and such that for . Then
the estimate
(8.17)
is valid for the function . Here , is small
enough, , and the numbers and do not depend on
.
Proof.
Let us consider the function
for . It is clear that
u t ) Au t ) R s
t 0 >
1
2
u
: )
2
e
| - t : - )
: d
0
t
}
u
0 )
2
Au 0 )
2
-
' !
`
e
| - t
C R | , ) - s
t 0 > | | 1 2 / s
M A
1 2 /
u t )
2
' !
`
Au t ) Lu t ) p - - C
R
s
Au t ) R s
1
2
d
t d
u
t )
2
Au t )
2
-
' !
`
1
2
u
t )
2
- C
R
s
u t ) 2 |t ) exp
Au t ) R s
d
t d
e
|t
u
t )
2
Au t )
2
-
' !
` 1
2
u
t )
2
e
|t
- C
R | ,
e
|t
s
| 1 2 / s 0 t
u t )
u
0
u
1
, ) 0
1
.
2
.
1
- = - Au t ) R s t 0 >
w
t )
2
Aw t )
2
- C
1
1 w
0 )
2
- Aw 0 )
2
-
' !
`
e
|
0
- t
C
2
- s
w t ) u
t ) = 0
0
, j -
0
|
0
0 > C
1
C
2
0
0
, j -
W t )
1
2
w
t )
2
Aw t )
2
-
' !
`
x w
w , )
1
2
w
2
-
' !
`
- =
x 0 >
4
C
h
a
p
t
e
r
(8.18)
Since the function is a weak solution to the equation obtained by the dif-
ferentiation of (8.1) with respect to (cf. (4.15)):
,
where
,
then we have that
It follows that
.
We take and choose small enough to obtain with the help
of (8.18) that
, , ,
where the constants and do not depend on . Consequently,
.
Therefore, estimate (8.17) follows from equation (8.18) and Lemma 8.2. Thus,
Lemma 8.3 and equations (8.11) imply the existence of a constant such that for
any bounded set in there exists such that
, , (8.19)
where is a solution to problem (8.1) and (8.2) with the initial conditions from
. However, due to (8.1) equations (8.11) and (8.19) imply that for
. Thus, there exists such that
1
2
1 x - ) w
2 1
2
Aw
2
- W t )
1
2
1 x - ) w
2 1
2
x/
1
2 -
-
' !
`
Aw
2
. -
s s
s
w t )
t
w
t ) w
t ) A
2
w t ) M A
1 2 /
u t )
2
' !
`
Aw t ) Lw t ) - - - - F t ) =
F t ) 2 - M' A
1 2 /
u t )
2
' !
`
Au t ) w t ) , ) Au t ) =
d
t d
W t ) 1 x - ) w
2
- M A
1 2 /
u t )
2
) Aw w
, ) - Lw w
, ) F w
, ) -
x A
2
w
2
M A
1 2 /
u t )
2
) A
1 2 /
w
2
Lw w , ) F w , ) - - -
| |
' |
| |
. -
- - =
d
t d
W t )
1
2
x -
' !
`
w
2
-
1
2
x C
R
1 )
- ) Aw
2
- xC
R
2 )
w
2
- s
x C
R
1 )
2 - =
0
d
t d
W t ) |
0
W t ) - C w t )
2
s t 0 > 0
0
, j -
|
0
0 > C
W t ) W 0 ) e
|
0
- t
C u
: )
2
e
|
0
- t : - )
: d
0
t
}
- s
R
1
B 0
1
t
0
t
0
B , ) =
u
t )
2
Au
t )
2
- R
1
2
s 0
0
, ) -
u t )
B A
2
u t ) C s
t t
0
B , ) > R
2
0 >
, , (8.20)
where is a solution to system (8.1) and (8.2) with the initial conditions from the
bounded set in , does not depend on , and is small
enough. Equation (8.20) and the invariance property of the attractor imply the
estimate
(8.21)
for any trajectory lying in for all .
Let us prove (8.10). It is evident that there exists an element
from such that
.
Let be a trajectory of system (8.1) and (8.2) lying in the at-
tractor and such that . Equation (8.21) implies that there exist
a subsequence and an element
such that for any segment the sequence converges to in the
weak topology of the space as . Equation (8.21) gives us
that the subsequence is uniformly continuous and uniformly bounded
in . Therefore (cf. Exercise 1.14),
(8.22)
for any . However, it follows from (8.21) that as . There-
fore, we pass to the limit in equation (8.1) and obtain that the function
is a bounded (on the whole axis) solution to problem (8.3) and (8.4). Hence, it lies in
the attractor of the system . With the help of (8.21) and (8.22) it is easy
to find that
, ,
where
.
u
t )
2
Au
t )
2
A
2
u t )
2
- - R
2
2
s t t
0
B , ) >
u t )
B 0
1
R
2
0
0
, ) -
0
)
t )
2
Au
t )
2
A
2
u
t )
2
- - R
2
2
s
S
t
y
0
u
t ) u
t ) , ) = )
t - -
y
u
0
u
1
, ) =
)
d y
) y
)
*
, )
0
dist y )
*
, )
0
dist : y )
- sup =
y
t ) u
t ) u
t ) , ) =
)
0 ) y
=
y
n
t ) y t ) u t ) u
t ) , ) = L
- , 0
1
, ) -
a b , j y
n
t ) y t )
*
- L
a b , 0
1
, )
n
0
Au
n
t )
H
A u
n
t ) u t ) - )
t a b , j
max
n
0
lim 0 =
a b u
t ) 0 0
0 u t )
) .
1
S
t
, )
d y
n
) y
n
y
0
-
0
s 0
n
0
y
0
u 0 ) Au 0 ) - M A
1 2 /
u 0 )
2
' !
`
Au
0
- Lu
0
- p - ,
' !
`
= )
*
-
4
C
h
a
p
t
e
r
9 On Inertial and 9 On Inertial and 9 On Inertial and 9 On Inertial and Approximate Approximate Approximate Approximate
The considerations of this section are based on the results presented in Sections 3.7,
3.8, and 3.9. For the sake of simplicity we further assume that .
Theorem 9.1
Assume that conditions Assume that conditions Assume that conditions Assume that conditions (3.2), , , , (5.2), and , and , and , and (5.3) are fulfilled. We also as- are fulfilled. We also as- are fulfilled. We also as- are fulfilled. We also as-
sume that eigenvalues of the operator sume that eigenvalues of the operator sume that eigenvalues of the operator sume that eigenvalues of the operator possess the properties possess the properties possess the properties possess the properties
and and and and , ,, , , ,, , , ,, , (9.1)
for some sequence for some sequence for some sequence for some sequence . .. . Then there exist numbers Then there exist numbers Then there exist numbers Then there exist numbers and and and and
such that the conditions such that the conditions such that the conditions such that the conditions
and and and and (9.2)
imply that the dynamical system imply that the dynamical system imply that the dynamical system imply that the dynamical system generated by problem generated by problem generated by problem generated by problem (0.1) and and and and
(0.2) possesses a possesses a possesses a possesses a local inertial manifold, i.e. there exists a finite-dimen- local inertial manifold, i.e. there exists a finite-dimen- local inertial manifold, i.e. there exists a finite-dimen- local inertial manifold, i.e. there exists a finite-dimen-
sional manifold sional manifold sional manifold sional manifold in in in in of the form of the form of the form of the form
, ,, , (9.3)
where where where where is a Lipschitzian mapping from is a Lipschitzian mapping from is a Lipschitzian mapping from is a Lipschitzian mapping from into into into into and and and and is a is a is a is a
finite-dimensional projector in finite-dimensional projector in finite-dimensional projector in finite-dimensional projector in . .. . This manifold possesses the properties: This manifold possesses the properties: This manifold possesses the properties: This manifold possesses the properties:
1) for any bounded set for any bounded set for any bounded set for any bounded set in in in in and for and for and for and for
; ;; ; (9.4)
2) there exists there exists there exists there exists such that the conditions such that the conditions such that the conditions such that the conditions and and and and for for for for
imply that imply that imply that imply that for for for for ; ;; ;
3) if the global attractor of the system if the global attractor of the system if the global attractor of the system if the global attractor of the system exists, then the set exists, then the set exists, then the set exists, then the set
contains it contains it contains it contains it (see Theorem 6.1). .. .
Proof.
Conditions (3.2), (5.2), and (5.3) imply (see Theorem 5.1) that the dynamical
system is dissipative, i.e. there exists such that
, , (9.5)
for any bounded set . This enables us to use the dynamical system
generated by an equation of the type
(9.6)
to describe the asymptotic behaviour of solutions to problem (0.1) and (0.2). Here
p t ) g H -
A
/
N
/
N 1 -
N
inf 0 > /
N k ) 1 -
c
0
k
1 o 1 ) - ) = 0 > k
N k )
0
0 > k
0
0 >

0
> /
N k ) 1 -
2
/
N k )
2
- k
0
/
N k ) 1 -
>
0 S
t
, )
0 .
1
.
0
- =
y w 1 w ) - = : w P0 - , 1 w ) 1 P - ) 0 - =
1
.
) P0 1 P - ) 0 P
0
B 0 t t
0
B ) >
S
t
y , ) dist : y * - sup C | t t
0
B BB B ) - ) - exp s
R 0 > y - S
t
y
0
R s
t 0 t
0
, j - S
t
y - t 0 t
0
, j -
0 S
t
, )
0 S
t
, ) R 0 >
S
t
y
0
R s y B - t t
0
B ) >
B 0 - 0 S
t
, )
u
A
2
u - - B
R
u ) , =
u
t 0 =
u
0
, u
t 0 =
u
1
, = =
|
'
|
B
R
u ) _ 2R )
1 -
Au
' !
`
g M A
1 2 /
u
2
' !
`
Au - Lu -
| |
' |
| |
=
On I ner t i al and Appr oxi mat e I ner t i al Mani f ol ds 277
and is an infinitely differentiable function on possessing the properties
; ;
, ; , .
It is easy to find that there exists a constant such that
and
.
Therefore, we can apply Theorem 3.7.2 to the dynamical system generated
by equation (9.6). This theorem guarantees the existence of an inertial manifold of
the system if the hypotheses of Theorem 9.1 hold. However, inside the dissi-
pativity ball problem (9.6) coincides with problem (0.1) and (0.2).
This easily implies the assertion of Theorem 9.1.
Show that the hypotheses of Theorem 9.1 hold for the prob-
lem on oscillations of an infinite panel in a supersonic flow of gas:
Here and are real parameters and .
It is evident that the most essential assumption of Theorem 9.1 that restricts its ap-
plication is condition (9.2). In this connection the following assertion concerning the
case when problem (0.1) and (0.2) possesses a regular attractor is of some interest.
Theorem 9.2
Assume that in equation Assume that in equation Assume that in equation Assume that in equation (0.1) we have we have we have we have and and and and
for some for some for some for some . .. . We also assume that conditions We also assume that conditions We also assume that conditions We also assume that conditions (3.2) and and and and
(5.2) are fulfilled. Then there exists are fulfilled. Then there exists are fulfilled. Then there exists are fulfilled. Then there exists such that for all such that for all such that for all such that for all the the the the
subspace subspace subspace subspace
(9.7)
is an invariant and exponentially attracting set of the dynamical system is an invariant and exponentially attracting set of the dynamical system is an invariant and exponentially attracting set of the dynamical system is an invariant and exponentially attracting set of the dynamical system
generated by problem generated by problem generated by problem generated by problem (0.1) and and and and (0.2): :: :
, ,, , (9.8)
for for for for and for any bounded set in . Here is the orthoprojector and for any bounded set in . Here is the orthoprojector and for any bounded set in . Here is the orthoprojector and for any bounded set in . Here is the orthoprojector
onto onto onto onto . .. .
_ s ) R
-
0 _ s ) 1 s s _' s ) 2 s
_ s ) 1 = 0 s 1 s s _ s ) 0 = s 2 >
C
R
B
R
u ) C
R
s
B
R
u
1
) B
R
u
2
) - C
R
A u
1
u
2
- ) s
0 S
t
, )
0 S
t
, )
y: y
0
R s
Exer c i s e 9.1
t
2
u
t
u
x
4
u I
x
u x t , )
2
x d
0
}
-
' !

`
x
2
u
x
u - - - - g x ) = , x 0 , ) - t 0 , > ,
u
x 0 = x = ,

x
2
u
x 0 = x = ,
0 = = , u
t 0 =
u
0
x = ,
t
u
t 0 =
u
1
x . =
|
|
|
'
|
|
|
I g x ) L
2
0 , ) -
L 0 p t ) g -
Lin e
1
e
N
0
, , - N
0
N
1
N
0
> N N
1
>
0
N
Lin e
k
0 , ) 0 e
k
, ) , : k 1 2 N , , , = =
0 S
t
, )
S
t
y 0
N
, ) dist C
B
1 P
N
- ) y
0
e
4
t t
0
B ) - ) -
s y B -
t t
0
B ) > B 0 P
N
0
N
4
C
h
a
p
t
e
r
Proof.
Since for , where is the orthoprojector onto the span of
, the uniqueness theorem implies the invariance of . Let us prove
attraction property (9.8). It is sufficient to consider a trajectory lying in
the ball of dissipativity . Evidently the function
satisfies the equation
(9.9)
It is also clear that the conditions
and
hold in the ball of dissipativity. This fact enables us to use Theorem 2.2 with
. In particular, equation (2.23) guarantees the existence of a num-
ber which depends on , , and and such that
, ,
for all , where is the orthoprojector onto and .
This implies estimate (9.8). Theorem 9.2 is proved.
for any semitrajectory there exists an induced trajectory in
, i.e. there exists such that
for and for some .
Write down an inertial form of problem (0.1) and (0.2) in the
subspace , provided the hypotheses of Theorem 9.2 hold. Prove
that the inertial form coincides with the Galerkin approximation of
the order of problem (0.1) and (0.2).
global attractor of problem (0.1) and (0.2) coincides with the global
attractor of its Galerkin approximation of a sufficiently large order.
Let us now turn to the question on the construction of approximate inertial mani-
folds for problem (0.1) and (0.2). In this case we can use the results of Section 3.8
and the theorems on the regularity proved in Sections 4 and 5.
p
N
g g = N N
0
> p
N
e
1
e
N
0
, , 0
N
u t ) u
t ) , )
y: y
0
R s v t ) 1 p
N
- ) u t ) =
v
A
2
v M A
1 2 /
u t )
2
' !
`
Av - - - 0 , =
v
t 0 =
1 p
N
- ) u
0
, v
t 0 =
1 p
N
- ) u
1
. = =
|
|
'
|
|
M A
1 2 /
u t )
2
' !
`
b
0
R ) s
d
t d
M A
1 2 /
u t )
2
' !
`
b
1
R ) s
b t ) =
M A
1 2 /
u t )
2
) =
N
1
N
0
> b
0
R ) b
1
R )
y t )
0
1 P
N
- ) y t )
0
= 3 1 P
N
- ) y 0 ) e
4
t -
s t 0 >
N N
1
> P
N
0
N
y t ) v t ) v
t ) , ) =
Exer c i s e 9.2
S
t
y
0
N
y 0
N
-
S
t
y S
t
y -
0
C
R
e
4
t t
0
- ) -
s
t t
0
> t
0
t
0
y
0
) =
Exer c i s e 9.3
0
N
N
Exer c i s e 9.4
On I ner t i al and Appr oxi mat e I ner t i al Mani f ol ds 279
Assume that , and
,
where and . Show that the mapping
has the Frecht derivatives up to the order inclusive. Moreo-
ver, the estimates
(9.10)
and
(9.11)
are valid, where , , , and
. Here is the value of the
Frecht derivative on the elements .
We consider equations (9.10) and (9.11) as well as Theorem 5.3 which guarantees
nonemptiness of the classes corresponding to the problem considered when
is large enough. They enable us to apply the results of Section 3.8.
Let be the orthoprojector onto the span of elements in and
let . We define the sequences and of map-
pings from into by the formulae
, (9.12)
(9.13)
(9.14)
Here , and are the Frecht de-
rivatives with respect to the corresponding variables, , , where
is a stationary transverse load in (0.1), , the numbers
are chosen to fulfil the inequality .
Evaluate the functions and .
Exer c i s e 9.5 M z ) C
m 1 -
R
-
) - m 1 >
B u ) p M A
1 2 /
u
2
' !
`
Au - Lu - =
p H - u , A ) - .
1
= B
.
)
B
k )
l
B
k )
u j w
1
w
k
, , , ( ) C
R
Aw
j
j 1 =
k
|
s
B
k )
u j B
k )
u
*
j - w
1
w
k
, , , ( )
C
R
A u u
*
- ) Aw
j
j 1 =
k
|
s
s
k 0 1 m , , , = Au R s Au
*
R s
w
j
, A ) - B
k )
u j w
1
w
k
, , , ( )
w
1
w
k
, ,
L
m R ,
R 0 >
P e
1
e
N
, , H
Q 1 P - = h
n
p p
, )
n 0 =
l
n
p p
, )
n 0 =
PH PH - QH
h
0
p p
, ) l
0
p p
, ) 0 = =
A
2
h
k
p p
, ) a
0
M
k 1 -
p p
, ) Ah
k 1 -
- QL p h
k 1 -
- ) - l
x k )
- - =
p
l
k 1 -
p
, ( )
p
l
k 1 -
p
A
2
p b
0
- M
k 1 -
p p
, ) Ap PL p h
k 1 -
- ) - - - , ( ) , - -
l
k
p p
, )
p
h
k 1 -
p
, ( ) - =
h
k 1 -
p
A
2
p b
0
- M
k 1 -
p p
, ) Ap PL p h
k 1 -
- ) - - - , ( ) . -
M
k
p p
, ) M A
1 2 /
p
2
A
1 2 /
h
k
p p
, )
2
-
' !
`
=
p

p
a
0
Qg = b
0
Pg =
g p t ) k 1 2 m , , , =
x k k 1 - x k ) k s s
Exer c i s e 9.6 h
1
p p
, ) l
1
p p
, )
4
C
h
a
p
t
e
r
Theorem 3.8.2 implies the following assertion.
Theorem 9.3
Assume that Assume that Assume that Assume that , , , , , , , , , and conditions , and conditions , and conditions , and conditions
(3.2), , , , (5.2), ,, , and and and and (5.3) are fulfilled. Then for all the collection are fulfilled. Then for all the collection are fulfilled. Then for all the collection are fulfilled. Then for all the collection of of of of
mappings mappings mappings mappings given by equalities given by equalities given by equalities given by equalities (9.12) (9.14) possesses the properties possesses the properties possesses the properties possesses the properties
1) there exist constants there exist constants there exist constants there exist constants and and and and , , , , such that such that such that such that
, ,, , , ,, ,
, ,, ,
, ,, ,
for all for all for all for all and and and and from from from from and such that and such that and such that and such that
, ,, , , ; ;; ;
2) for any solution for any solution for any solution for any solution to problem to problem to problem to problem (0.1) and and and and (0.2) which satisfies com- which satisfies com- which satisfies com- which satisfies com-
patibility conditions patibility conditions patibility conditions patibility conditions (4.3) with with with with the estimate the estimate the estimate the estimate
is valid for is valid for is valid for is valid for and for and for and for and for large enough. Here large enough. Here large enough. Here large enough. Here
, ,, ,
, ,, ,
is the is the is the is the -th eigenvalue of the operator -th eigenvalue of the operator -th eigenvalue of the operator -th eigenvalue of the operator and the constant and the constant and the constant and the constant de- de- de- de-
pends on the radius of dissipativity. pends on the radius of dissipativity. pends on the radius of dissipativity. pends on the radius of dissipativity.
In particular, Theorem 9.3 means that the manifold
attracts sufficiently smooth trajectories of the dynamical system generated
by problem (0.1) and (0.2) into a small vicinity (of the order ) of .
Assume that the hypotheses of Theorem 6.3 hold (this theo-
rem guarantees the existence of the global attractor consisting of
smooth trajectories of problem (0.1) and (0.2)). Prove that
for all (the number is defined by the condition
).
Prove the analogue of Theorem 3.9.1 on properties of the non-
linear Galerkin method for problem (0.1) and (0.2).
p t ) g H - M z ) C
m 1 -
R
-
) - m 2 >
k 1 m , , =
h
n
l
n
, )
M
j
M
j
n , ) = L
j
n , ) j 1 2 , =
A
2
h
n
p
0
p
0
, ) M
1
s Al
n
p
0
p
0
, ) M
2
s
A
2
h
n
p
1
p
1
, ) h
n
p
2
p
2
, ) - ) L
1
A
2
p
1
p
2
- ) A p
1
p
2
- ) - ) s
A l
n
p
1
p
1
, ) l
n
p
2
p
2
, ) - ) L
2
A
2
p
1
p
2
- ) A p
1
p
2
- ) - ) s
p
j
p
j
PH
A
2
p
j
2
Ap
j
2
- s j 0 1 2 , , = 0 >
u t )
l m =
A
2
u t ) u
n
t ) - )
2
A u t ) u
n
t ) - )
2
-
| |
' |
| |
1 2 /
C
n
/
N 1 -
n -
s
n m 1 - s t
u
n
t ) p t ) h
n
p t ) p
t ) , ) - =
u
n
t ) p
t ) l
n
p t ) p
t ) , ) - =
/
N
N A C
n
n
p h
n
p p
, ) - p
l
n
p p
, ) - , ) : p p
, PH - =
0 S
t
, )
C
n
/
N 1 -
n -
n
Exer c i s e 9.7
)
y
n
, ) dist : y ) - sup C
n
/
N 1 -
n -
s
n m 1 - s m
M z ) C
m 1 -
R
-
) -
Exer c i s e 9.8
1. BERGER M. A new approach to the large deflection of plate // J. Appl. Mech.
1955. Vol. 22. P. 465472.
2. ZH. N. DMITRIEVA. On the theory of nonlinear oscillations of thin rectangular
plate // J. of Soviet Mathematics. 1978. Vol. 22. P. 4851.
3. BOLOTIN V. V. Nonconservative problems of elastic stability. Oxford: Pergamon
Press, 1963.
4. DOWELL E. H. Flutter of a buckled plate as an example of chaotic motion of de-
terministic autonomous system// J. Sound Vibr. 1982. Vol. 85. P. 333344.
5. YOSIDA K. Functional analysis. Berlin: Springer, 1965.
6. LADYZHENSKAYA O. A. Boundary-value problems of mathematical physics.
Moscow: Nauka, 1973 (in Russian).
7. MIKHAJLOV V. P. Differential equations in partial derivatives. Moscow:
Nauka, 1983 (in Russian).
8. LIONS J.-L. Quelques methodes de resolution des problemes aus limites
non linearies. Paris: Dunod, 1969.
9. GHIDAGLIA J.-M., TEMAM R. Regularity of the solutions of second order evolution
equations and their attractors // Ann. della Scuola Norm. Sup. Pisa. 1987.
Vol. 14. P. 485511.
11. CHUESHOV I. D. On a certain system of equations with delay, occurring
in aeroelasticity // J. of Soviet Mathematics. 1992. Vol. 58. P. 385390.
12. CHUESHOV I. D., REZOUNENKO A. V. Global attractors for a class of retarded qua-
silinear partial differential equations // Math. Phys., Anal. Geometry. 1995.
Vol. 2. #3/4. P. 363383.
13. BOUTET DE MONVEL L., CHUESHOV I. D., REZOUNENKO A. V. Long-time behavior of
strong solutions of retarded nonlinear P.D.E.s // Commun. Partial Dif. Eqs.
1997. Vol. 22. P. 14531474.
14. BOUTET DE MONVEL L., CHUESHOV I. D. Non-linear oscillations of a plate in
a flow of gas // C. R. Acad. Sci. Paris. 1996. Ser. I. Vol. 322. P. 10011006.
C h a p t e r 5
Theory of Functionals Theory of Functionals Theory of Functionals Theory of Functionals
that Uniquely Determine Long-Time Dynamics that Uniquely Determine Long-Time Dynamics that Uniquely Determine Long-Time Dynamics that Uniquely Determine Long-Time Dynamics
C o n t e n t s
. . . . 1 Concept of a Set of Determining Functionals . . . . . . . . . . . 285
. . . . 2 Completeness Defect . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 296
. . . . 3 Estimates of Completeness Defect in Sobolev Spaces . . . . 306
. . . . 4 Determining Functionals for Abstract Semilinear
Parabolic Equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317
. . . . 5 Determining Functionals for Reaction-Diffusion Systems . 328
. . . . 6 Determining Functionals in the Problem
of Nerve Impulse Transmission . . . . . . . . . . . . . . . . . . . . . . 339
. . . . 7 Determining Functionals for Second Order
. . . . 8 On Boundary Determining Functionals . . . . . . . . . . . . . . . . 358
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
The results presented in previous chapters show that in many cases the asymp-
totic behaviour of infinite-dimensional dissipative systems can be described by a fi-
nite-dimensional global attractor. However, a detailed study of the structure of
attractor has been carried out only for a very limited number of problems. In this re-
gard it is of importance to search for minimal (or close to minimal) sets of natural
parameters of the problem that uniquely determine the long-time behaviour of a sys-
tem. This problem was first discussed by Foias and Prodi [1] and by Ladyzhenskaya
[2] for the 2D Navier-Stokes equations. They have proved that the long-time beha-
viour of solutions is completely determined by the dynamics of the first Fourier
modes if is sufficiently large. Later on, similar results have been obtained for
other parameters and equations. The concepts of determining nodes and deter-
mining local volume averages have been introduced. A general approach to the prob-
lem on the existence of a finite number of determining parameters has been
discussed (see survey [3]).
In this chapter we develop a general theory of determining functionals. This
theory enables us, first, to cover all the results mentioned above from a unified point
of view and, second, to suggest rather simple conditions under which a set of func-
tionals on the phase space uniquely determines the asymptotic behaviour of the sys-
tem by its values on the trajectories. The approach presented here relies on the
concept of completeness defect of a set of functionals and involves some ideas and
results from the approximation theory of infinite-dimensional spaces.
1 Concept of a Set of Determining 1 Concept of a Set of Determining 1 Concept of a Set of Determining 1 Concept of a Set of Determining
Functionals Functionals Functionals Functionals
Let us consider a nonautonomous differential equation in a real reflexive Banach
space of the type
. (1.1)
Let be a class of solutions to (1.1) defined on the semiaxis such
that for any there exists a point of time such that
, (1.2)
where is a reflexive Banach space which is continuously embedded into . Here-
inafter is the space of strongly continuous functions on with the
values in and has a similar meaning. The symbols and
stand for the norms in the spaces and , .
N
N
H
u d
t d
F u t , ) t 0 u
t 0 =
, > , u
0
= =
. R
+
t : t 0 >
u t ) . - t
0
0 >
u t ) C t
0
+ H , , ) - L
loc
2
t
0
+ V , , ) (
V H
C a b X , , ) a b , j
X L
loc
2
a b X , , )
.
H
.
V
H V
.
H
.
V
s
286 Theor y of Funct i onal s t hat Uni quel y Det er mi ne Long- Ti me Dynami c s
C
h
a
p
t
e
r
5
The following definition is based on the property established in [1] for the Fou-
rier modes of solutions to the 2D Navier-Stokes system with periodic boundary con-
ditions.
Let be a set of continuous linear functionals on .
Then is said to be a set of asymptotically set of asymptotically set of asymptotically set of asymptotically -determining func- -determining func- -determining func- -determining func-
tionals tionals tionals tionals (or elements) for problem (1.1) if for any two solutions the con-
dition
for (1.3)
implies that
. (1.4)
Thus, if is a set of asymptotically determining functionals for problem (1.1), the
asymptotic behaviour of a solution is completely determined by the behaviour
of a finite number of scalar values . Further, if no ambi-
guity results, we will sometimes omit the spaces , , and in the description of
determining functionals.
Show that condition (1.3) is equivalent to
,
where is a seminorm in defined by the equation
.
Let and be stationary (time-independent) solutions to
problem (1.1) lying in the class . Let be a
set of asymptotically determining functionals. Show that condition
for all implies that .
The following theorem forms the basis for all assertions known to date on the exis-
tence of finite sets of asymptotically determining functionals.
Theorem 1.1.
Let be a family of continuous linear functionals Let be a family of continuous linear functionals Let be a family of continuous linear functionals Let be a family of continuous linear functionals
on . S on . S on . S on . Su uu uppose that there exists a continuous function on ppose that there exists a continuous function on ppose that there exists a continuous function on ppose that there exists a continuous function on
with the values in which possesses the following properties: with the values in which possesses the following properties: with the values in which possesses the following properties: with the values in which possesses the following properties:
a) there exist positive numbers and such that there exist positive numbers and such that there exist positive numbers and such that there exist positive numbers and such that
for all for all for all for all ; ;; ; (1.5)
J l
j
: j 1 N , , = = V
J V H . , , )
u v . - ,
l
j
u : ) ) l
j
v : ) ) -
2
: d
t
t 1 -
}
t
lim 0 = j 1 N , , =
u t ) v t ) -
H
t
lim 0 =
J
u t )
l
j
u t ) ) : j 1 2 N , , , =
V H .
Exer c i s e 1.1
.
J
u : ) v : ) - ) j
t
t 1 -
}
t
lim
2
: d 0 =
.
J
u ) H
.
J
u ) l u )
l J -
max =
Exer c i s e 1.2 u
1
u
2
. J l
j
: j 1 N , , = =
l
j
u
1
) l
j
u
2
) = j 1 2 N , , , = u
1
u
2
=
J l
j
: j 1 N , , = =
V u t , ) H R
+
-
R
+
o o
u t , ) o u
o
> u H t R
+
- , -
Concept of a Set of Det er mi ni ng Funct i ona l s 287
b) for any two solutions to problem for any two solutions to problem for any two solutions to problem for any two solutions to problem (1.1) there exist there exist there exist there exist (i)
a point of time , a point of time , a point of time , a point of time , (ii) a function that is locally integrable a function that is locally integrable a function that is locally integrable a function that is locally integrable
over the half-interval and such that over the half-interval and such that over the half-interval and such that over the half-interval and such that
(1.6)
and and and and
(1.7)
for some , and for some , and for some , and for some , and (iii) a positive constant such that for all a positive constant such that for all a positive constant such that for all a positive constant such that for all
we have we have we have we have
(1.8)
Then is a set of asymptotically -determining functionals for Then is a set of asymptotically -determining functionals for Then is a set of asymptotically -determining functionals for Then is a set of asymptotically -determining functionals for
problem problem problem problem (1.1). .. .
It is evident that the proof of this theorem follows from a version of Gronwall's lemma
stated below.
Lemma 1.1.
Let and be two functions that are locally integrable over
some half-interval . Assume that (1.6) and (1.7) hold and
is nonnegative and possesses the property
, . (1.9)
Suppose that is a nonnegative continuous function satisfying the
inequality
(1.10)
for all . Then as .
It should be noted that this version of Gronwall's lemma has been used by many au-
thors (see the references in the survey [3]).
u t ) v t ) , . -
t
0
0 > y t )
t
0
) ,
y
+
y : ) : d
t
t a -
}
t
lim = 0 >
I
y
+
0 y : ) - , max : d
t
t a -
}
t
lim =
a 0 > C
t s t
0
> >
u t ) v t ) t , - ) y : ) u : ) v : ) : , ) - ) : d
s
t
}
-
u s ) v s ) s , - ) C l
j
u : ) ) l
j
v : ) ) -
2
j 1 N , , =
max : . d
s
t
}
-
s
s
J V H . , , )
y t ) g t )
t
0
) , g t )
g : ) : d
t
t a -
}
t
lim 0 = a 0 >
w t )
w t ) y : ) w : ) : d
s
t
}
- w s ) g : ) : d
s
t
}
- s
t s t
0
> > w t ) 0 t
C
h
a
p
t
e
r
5
Proof.
Let us first show that equation (1.10) implies the inequality
(1.11)
for all . It follows from (1.10) that the function is absolutely
continuous on any finite interval and therefore possesses a derivative al-
most everywhere. Therewith, equation (1.10) gives us
(1.12)
for almost all . Multiplying this inequality by
,
we find that
almost everywhere. Integration gives us equation (1.11).
Let us choose the value such that
, (1.13)
and
, (1.14)
for all . It is evident that if and , where is the in-
teger part of a number, then
Thus, for all
w t ) w s ) y o ) o d
s
t
}
-
| |
| |
' |
| |
| |
g : ) y o ) o d
:
t
}
-
| |
| |
' |
| |
| |
exp : d
s
t
}
- exp s
t s t
0
> > w t )
w
t )
w
t ) y t ) w t ) - g t ) s
t
e t ) y o ) o d
s
t
}
| |
| |
' |
| |
| |
exp =
d
t d
w t ) e t ) ) g t ) e t ) s
s
y o ) 0 , - max o I 1 - s d
:
: a -
}
I I
y
+
y o ) o

2
> d
:
: a -
}

y
+
: s > t : s > > k

t : -
a
=
.
j
y o ) o d
:
t
}
y o ) o d
:
ka : -
}
y o ) o
2
k y o ) 0 , - max o d
ka : -
k 1 - ) a : -
}
-

2
k I 1 - ) . -
>
> >
d
ka : -
t
}
- =
t : s > >
.
Consequently, equation (1.11) gives us that
,
where . Therefore,
. (1.15)
It is evident that
where is the integer part of the number . Therefore,
Since , this implies that
(1.16)
y o ) o d
:
t
}

2 a
t : - ) 1 I

2
- -
' !
`
- >
w t ) C I , ) w s )

2a
t s - ) -
| |
' |
| |
g r )

2a
t : - ) -
| |
' |
| |
exp : d
s
t
}
- exp s
C I , ) 1 I

2
- -
| |
' |
| |
exp =
w t )
t
lim C I , ) g : )
s
t
}
t
lim

2a
t : - ) -
| |
' |
| |
: d exp s
G t s , ) g : )

2a
t : - ) -
| |
' |
| |
exp : d
s
t
}

g : )

2a
t : - ) -
| |
' |
| |
exp : , d
s ka -
s k 1 - ) a -
}
k 0 =
N
_
s
s
N
t s -
a
=
t s -
a
G t s , ) g : ) : d
o
o a -
}
o s >
sup

2a
t : - ) -
| |
' |
| |
exp : d
s ka -
s k 1 - ) a -
}
k 0 =
N
_
s
g : ) :

2a
t : - ) -
| |
' |
| |
exp : d
s
s N 1 - ) a -
}
d
o
o a -
}
o s >
sup

2a
g : ) :

2a
t s - ) -
| |
' |
| |
exp d
o
o a -
}
o s >
sup e
2
N 1 - )
1 - . =
= =
=
N
t s -
a
=
G t s , )
t
lim C a , ) g : ) : d
o
o a -
}
o s >
sup s
C
h
a
p
t
e
r
5
for any such that equations (1.13) and (1.14) hold. Hence, equations (1.15)
and (1.16) give us that
.
If we tend , then with the help of (1.9) we obtain
.
This implies the assertion of Lemma 1.1.
In cases when problem (1.1) is the Cauchy problem for a quasilinear partial differen-
tial equation, we usually take some norm of the phase space as the function
when we try to prove the existence of a finite set of asymptotically determining func-
tionals. For example, the next assertion which follows from Theorem 1.1 is often
used for parabolic problems.
Corollary 1.1.
Let and be reflexive Banach spaces such that is continuously
and densely embedded into . Assume that for any two solutions
to problem (1.1) we have
(1.17)
for , where is a constant and the function depends on
and in general and possesses properties (1.6) and (1.7).
Assume that the family on possesses the pro-
perty
(1.18)
for any , where and are positive constants depending
on . Then is a set of asymptotically determining functionals for
problem (1.1), provided
. (1.19)
s
w t )
t
lim C I a , , ) g : ) : d
o
o a -
}
o s >
sup s
s
w t )
t
lim 0 =
u t , )
V H V
H
u
1
t ) u
2
t ) , . -
u
1
t ) u
2
t ) -
V
2
y : ) u
1
: ) u
2
: ) -
V
2
: d
s
t
}
-
u
1
s ) u
2
s ) -
V
2
K u
1
u
2
-
H
2
: d
s
t
}
-
s
s
t s t
0
> > K y t )
u
1
t ) u
2
t )
J l
j
: j 1 N , , = = V
v
H
C l
j
v )
j 1 N =
max s
J
v
V
- s
v V - C s
J
J J
s
J
2 1
K
1
a
y : ) : d
t
t a -
}
t
lim
y
+
a
1 -
K
1 -

Proof.
Using the obvious inequality
, ,
we find from equation (1.18) that
(1.20)
for any . Therefore, equation (1.17) implies that
where . Consequently, if for some the function
possesses properties (1.6) and (1.7) with some constants and , then
Theorem 1.1 is applicable. A simple verification shows that it is sufficient to re-
quire that equation (1.19) be fulfilled. Thus, Corollary 1.1 is proved.
Another variant of Corollary 1.1 useful for applications can be formulated as follows.
Corollary 1.2.
embedded into . Assume that for any two solutions to
problem (1.1) there exists a moment such that for all
the equation
(1.21)
holds. Here and the positive function is locally integrable
over the half-interval and satisfies the relation
(1.22)
a b - )
2
1 - ) a
2
1
1
-
' !
`
b
2
- s 0 >
v
H
2
1 - ) s
J
2
v
V
2
C
l
j
v )
2
j 1 N =
max - s
0 >
u
1
t ) u
2
t ) -
V
2
y : ) 1 - ) Ks
J
2
-
' !
`
u
1
: ) u
2
: ) -
V
2
: d
s
t
}
-
u
1
s ) u
2
s ) -
V
2
C .
J
u
1
: ) u
2
: ) - ) j
2
: , d
s
t
}
-
s
s
.
J
v ) l
j
v )
j 1 N =
max = 0 >
y
t ) y t ) 1 - ) Ks
J
2
- =
I 0 >
V H V
H u t ) v t ) . - ,
t
0
0 > t s t
0
> >
u t ) v t ) -
H
2
x u : ) v : ) -
V
2
: d
s
t
}
- s
u s ) v s ) -
H
2
: ) u : ) v : ) -
H
2
: d
s
t
}
- s
x 0 > t )
t
0
) ,
1
a
: ) : d
t
t a -
}
t
lim R s
C
h
a
p
t
e
r
5
for some , where the constant is independent of and
. Let be a family of continuous linear func-
tionals on possessing the property
for any . Here and are positive constants. Then is a set
of asymptotically -determining functionals for problem (1.1),
provided that .
Proof.
for any . Therefore, (1.21) implies that
where . Using (1.22) and applying Theorem 1.1
with , we complete the proof of Corollary 1.2.
Other approaches of introduction of the concept of determining functionals are also
possible. The definition below is an extension to a more general situation of the pro-
perty proved by O.A. Ladyzhenskaya [2] for trajectories lying in the global attractor
of the 2D Navier-Stokes equations.
Let be a class of solutions to problem (1.1) on the real axis such that
. A family of continuous linear
functionals on is said to be a set of set of set of set of -determining functionals -determining functionals -determining functionals -determining functionals (or
elements) for problem (1.1) if for any two solutions the condition
for and almost all (1.23)
implies that .
It is easy to establish the following analogue of Theorem 1.1.
Theorem 1.2.
Let be a family of continuous linear functionals Let be a family of continuous linear functionals Let be a family of continuous linear functionals Let be a family of continuous linear functionals
on on on on . .. . Let be a class of solutions to problem Let be a class of solutions to problem Let be a class of solutions to problem Let be a class of solutions to problem (1.1) on the real axis such on the real axis such on the real axis such on the real axis such
that that that that
a 0 > R 0 > u t )
v t ) J l
j
: j 1 N , , = =
V
w
H
C
J
l
j
w )
j 1 N , , =
max s
J
w
V
- s
w V - C
J
s
J
J
V H . , , )
s
J
x R /
w
V
2
1 - )
1 -
s
J
2 -
w
H
2
C
J ,
l
j
w )
2
j 1 N , , =
max - >
0 >
u t ) v t ) -
H
2
y : ) u : ) v : ) -
H
2
: d
s
t
}
-
u s ) v s ) -
H
2
xC
J ,
l
j
u : ) v : ) - )
2
j 1 N , , =
max : , d
s
t
}
-
s
s
y t ) x 1 - )
1 -
s
J
2 -
t ) - =
u t , ) u
2
=
. R
. L
loc
2
+ V , , - ) c J l
j
: j 1 N , , = =
V V . , )
u v . - ,
l
j
u t ) ) l
j
v t ) ) = j 1 N , , = t R -
u t ) v t )
J l
j
: j 1 N , , = =
V . R
. .. . (1.24)
Assume that there exists a continuous function on with the Assume that there exists a continuous function on with the Assume that there exists a continuous function on with the Assume that there exists a continuous function on with the
values in which possesses the following properties: values in which possesses the following properties: values in which possesses the following properties: values in which possesses the following properties:
a) there exist positive numbers and such that there exist positive numbers and such that there exist positive numbers and such that there exist positive numbers and such that
for all , ; for all , ; for all , ; for all , ; (1.25)
b) for any for any for any for any
; ;; ; (1.26)
c) for any two solutions to problem for any two solutions to problem for any two solutions to problem for any two solutions to problem (1.1) there exist there exist there exist there exist (i)
a function locally integrable over the axis with the properties a function locally integrable over the axis with the properties a function locally integrable over the axis with the properties a function locally integrable over the axis with the properties
(1.27)
and and and and
(1.28)
for some , and for some , and for some , and for some , and (ii) a positive constant such that equation a positive constant such that equation a positive constant such that equation a positive constant such that equation
(1.8) holds for all holds for all holds for all holds for all . .. . Then is a set of -determining func- Then is a set of -determining func- Then is a set of -determining func- Then is a set of -determining func-
tionals for problem tionals for problem tionals for problem tionals for problem (1.1). .. .
Proof.
It follows from (1.23), (1.8), and (1.11) that the function
satisfies the inequality
(1.29)
for all . Using properties (1.27) and (1.28) it is easy to find that there exist
numbers , , and such that
, .
This equation and boundedness property (1.26) enable us to pass to the limit
in (1.29) for fixed as and to obtain the required assertion.
Using Theorem 1.2 with as above, we obtain the following assertion.
. C + H , , ) L
loc
2
+ V , , ) ( c
u t , ) H R -
R
o o
u t , ) o u
o
> u H - t R -
u t ) v t ) , . -
u t ) v t ) t , - )
t R -
sup
u t ) v t ) , . -
y t ) R
y
-
y : ) : d
t
t a -
}
t -
lim 0 >
I
y
-
0 y : ) - , max : d
t
t a -
}
t -
lim
a 0 > C
t s > J V . , )
w t ) u t ) v t ) t , - ) =
w t ) w s ) y : ) : d
s
t
}
-
| |
| |
' |
| |
| |
exp s
t s >
s
*
a
0
0 > b
0
0 >
y : ) : d
s
1
s
2
}
a
0
s
2
s
1
- ) b
0
- > s
1
s
2
s
*
s s
t s -
u t , ) u
2
=
C
h
a
p
t
e
r
5
Corollary 1.3.
embedded into . Let be a class of solutions to problem (1.1) on the
real axis possessing property (1.24) and such that
for all . (1.30)
Assume that for any and for all real equation
(1.21) holds with and a positive function locally integrable
over the axis and satisfying the condition
(1.31)
for some . Here is a constant independent of and .
Let be a family of continuous linear functionals
on possessing property (1.18) with . Then is a set of
asymptotically -determining functionals for problem (1.1).
Proof.
As in the proof of Corollary 1.2 equations (1.20) and (1.21) imply that
for all , where and is an arbitrary positive
number. Hence
(1.32)
for all . Using (1.31) it is easy to find that for any there exists
such that

for all . This equation and boundedness property (1.30) enable
us to pass to the limit as in (1.32), provided , and to obtain
the required assertion.
We now give one more general result on the finiteness of the number of determining
functionals. This result does not use Lemma 1.1 and requires only the convergence
of functionals on a certain sequence of moments of time.
V H V
H .
R
u t )
H
t R -
sup u t ) . -
u t ) v t ) , . - t s >
x 0 > t )
R
1
a
: ) : d
s
s a -
}
s -
lim R s
a 0 > R 0 > u t ) v t )
J l
j
: j 1 N , , = =
V s
J
x R / J
V . , )
u t ) v t ) -
H
y : ) u : ) v : ) -
H
2
: d
s
t
}
- u s ) v s ) -
H
2
s
t s > y : ) x 1 - )
1 -
s
J
2 -
: ) - =
u t ) v t ) -
H
2
u s ) v s ) -
H
2
y : ) : d
s
t
}
-
| |
| |
' |
| |
| |
exp s
t s > 0 >
M
0 >
: ) : d
s
1
s
2
}
R - ) s
2
s
1
- a - ) s
s
1
s
2
M
- s s
s - s
J
x R /
Theorem 1.3.
Let and be reflexive Banach spaces such that is continuously Let and be reflexive Banach spaces such that is continuously Let and be reflexive Banach spaces such that is continuously Let and be reflexive Banach spaces such that is continuously
embedded into . Assume that is a class of solutions to problem embedded into . Assume that is a class of solutions to problem embedded into . Assume that is a class of solutions to problem embedded into . Assume that is a class of solutions to problem (1.1)
possessing property possessing property possessing property possessing property (1.2). Ass . Ass . Ass . Assum um um ume that there exist constants , e that there exist constants , e that there exist constants , e that there exist constants ,
, and such that for any pair of solutions and , and such that for any pair of solutions and , and such that for any pair of solutions and , and such that for any pair of solutions and
from we have from we have from we have from we have
, ,, , , ,, , (1.33)
and and and and
, ,, , (1.34)
for large enough. Let be a finite set of continuous linear functionals for large enough. Let be a finite set of continuous linear functionals for large enough. Let be a finite set of continuous linear functionals for large enough. Let be a finite set of continuous linear functionals
on possessing property on possessing property on possessing property on possessing property (1.18) with with with with . .. . Assume that is a Assume that is a Assume that is a Assume that is a
sequence of positive numbers such that and sequence of positive numbers such that and sequence of positive numbers such that and sequence of positive numbers such that and . .. .
Assume that Assume that Assume that Assume that
, ,, , . .. . (1.35)
Then Then Then Then
as as as as . .. . (1.36)
It should be noted that relations like (1.33) and (1.34) can be obtained for a wide
class of equations (see, e.g., Sections 1.9, 2.2, and 4.6).
Proof.
Let . Then equations (1.34) and (1.18) give us
,
where . Therefore, after iterations we obtain that
.
Hence, equation (1.35) implies that as . Therefore, (1.36) fol-
lows from equation (1.33). Theorem 1.3 is proved.
Application of Corollaries 1.11.3 and Theorem 1.3 to the proof of finiteness of a set
of determining elements requires that the inequalities of the type (1.17) and
(1.21), or (1.30) and (1.33), or (1.33) and (1.34), as well as (1.18) with the constant
small enough be fulfilled. As the analysis of particular examples shows, the fulfil-
ment of estimates (1.17), (1.21), (1.30), (1.31), (1.33), and (1.34) is mainly con-
nected with the dissipativity properties of the system. Methods for obtaining them
are rather well-developed (see Chapters 1 and 2 and the references therein) and in
many cases the corresponding constants , , , and either are close to opti-
V H V
H .
C K 0 > ,
| o 0 > > 0 q 1 u
1
t )
u
2
t ) .
u
1
t ) u
2
t ) -
V
C u
1
s ) u
2
s ) -
V
s s t s | - s s
u
1
t ) u
2
t ) -
V
K u
1
t ) u
2
t ) -
H
q u
1
s ) u
2
s ) -
V
- s s o t s | - s s -
s J
V s
J
1 q - ) K
1 -
t
k

t
k
+ o t
k 1 -
t
k
- | s s
l u
1
t
k
) u
2
t
k
) - )
k
lim 0 = l J -
u
1
t ) u
2
t ) -
V
0 t +
u t ) u
1
t ) u
2
t ) - =
u t
k
)
V
q
J
u t
k 1 -
)
V
C l
j
u t
k
) )
j
max - s
q
J
q 1 s
J
K - )
1 -
1 =
u t
n
)
V
q
J
n
u t
0
)
V
C q
J
n k -
l
j
u t
k
) )
j
max
k 1 =
n
_
- s
u t
n
)
V
0 n
J
s
J
x R K q
C
h
a
p
t
e
r
5
mal or can be estimated explicitly in terms of the parameters of equations. There-
fore, the problem of description of finite families of functionals that asymptotically
determine the dynamics of the process can be reduced to the study of sets of func-
tionals for which estimate (1.18) holds with small enough. It is convenient to
base this study on the concept of completeness defect of a family of functionals with
respect to a pair of spaces.
2 Completeness Defect 2 Completeness Defect 2 Completeness Defect 2 Completeness Defect
Let and be reflexive Banach spaces such that is continuously and densely
embedded into . The completeness defect completeness defect completeness defect completeness defect of a set of linear functionals
on with respect to is defined as
. (2.1)
It should be noted that the finite dimensionality of is not assumed here.
Prove that the value can also be defined by one
of the following formulae:
, (2.2)
, (2.3)
. (2.4)
Let be two sets in the space of linear functionals
on . Show that .
Let and let be a weakly closed span of the set
in the space . Show that .
The following fact explains the name of the value . We remind that a set
of functionals on is said to be complete if the condition for all im-
plies that .
Show that for a set of functionals on to be complete it is
necessary and sufficient that .
s
J
V H V
H J
V H
s
J
V H , ) w
H
: w V, l w ) 0 = , l J, w
V
1 s - -
| |
' |
| |

sup =
LinJ
Exer c i s e 2.1 s
J
V H , )
s
J
V H , ) w
H
: w V, l w ) 0 = , w
V
1 = -
| |
' |
| |
sup =
s
J
V H , )
w
H
w
V
: w V, w 0 , l w ) 0 = = -
| |
' |
| |
sup =
s
J
V H , ) C: w
H
C w
V
, w V, l w ) 0 = - s
| |
' |
| |
inf =
Exer c i s e 2.2 J
1
J
2
c V
*
V s
J
1
V H , ) s
J
2
V H , ) >
Exer c i s e 2.3 J V
*
c J
J
V
*
s
J
V H , ) s
J
V H , ) =
s
J
V H , ) J
V l w ) 0 = l J -
w 0 =
Exer c i s e 2.4 J V
s
J
V H , ) 0 =
Compl et enes s Def ect 297
The following assertion plays an important role in the construction of a set of deter-
mining functionals.
Theorem 2.1.
Let be the completeness defect of a set of linear func- Let be the completeness defect of a set of linear func- Let be the completeness defect of a set of linear func- Let be the completeness defect of a set of linear func-
tionals on with respect to tionals on with respect to tionals on with respect to tionals on with respect to . .. . Then there exists a constant such Then there exists a constant such Then there exists a constant such Then there exists a constant such
that that that that
(2.5)
for any element for any element for any element for any element , ,, , where is a weakly closed span of the set where is a weakly closed span of the set where is a weakly closed span of the set where is a weakly closed span of the set in in in in
. .. .
Proof.
Let
(2.6)
be the annihilator of . If , then it is evident that for all .
for all , (2.7)
i.e. for equation (2.5) is valid.
Assume that . Since is a subspace in , it is easy to verify that there
exists an element such that
. (2.8)
Indeed, let the sequence be such that
.
It is clear that is a bounded sequence in . Therefore, by virtue of the reflexivi-
ty of the space , there exist an element from and a subsequence
such that weakly converges to as , i.e. for any functional the
equation
holds. It follows that
.
Therefore, we use the reflexivity of once again to find that
.
However, . Hence, . Thus, equation (2.8) holds.
s
J
s
J
V H , ) = J
V H C
J
0 >
u
H
s
L
u
V
C
L
l u ) : l J
, l
*
1 s -
| |
' |
| |

sup - s
u V - J
J
V
*
J
!
v V: l v ) 0 = , l J - - =
J u J
!
- l u ) 0 = l J
-
u
H
s
J
u
V
s u J
!
-
u J
!
-
u J
!
z J
!
V
w J
!
-
u w -
V
u J
!
, )
V
dist u v -
V
: v J
!
-
| |
' |
| |
inf = =
v
n
J
!
c
d u J
!
, )
V
dist u v
n
-
V
n
lim =
v
n
V
V w J
!
v
n
k

v
n
k
w k f V
*
-
f u w - ) f u v
n
k
- )
k
lim =
f u w - ) u v
n
k
-
V
f
*
k
lim d f
*
s s
V
u w -
V
f u w - ) : f V
*
, f
*
1 = -
| |
' |
| |
sup d s =
u w -
V
d > u w -
V
d =
C
h
a
p
t
e
r
5
Equation (2.7) and the continuity of the embedding of into imply that
.
It is clear that
.
Therefore,
. (2.9)
Let us now prove that there exists a continuous linear functional on the space
, , for . (2.10)
To do that, we define the functional by the formula
, ,
on the subspace
.
It is clear that is a linear functional on and for . Let us cal-
culate its norm. Evidently
, .
Since , equation (2.8) implies that
, , .
Consequently, for any
.
This implies that has a unit norm as a functional on . By virtue of the Hahn-Ba-
nach theorem the functional can be extended on without increase of the norm.
Therefore, there exists a functional on possessing properties (2.10). Therewith
lies in a weakly closed span of the set . Indeed, if , then using the re-
flexivity of and reasoning as in the construction of the functional it is easy to
verify that there exists an element such that and for all
. It is impossible due to (2.10) .
In order to complete the proof of Theorem 2.1 we use equations (2.9) and
(2.10). As a result, we obtain that
.
However, , , and . Therefore, equation (2.5)
holds. Theorem 2.1 is proved.
V H
u
H
w
H
u w -
H
- s
J
w
V
C u w -
V
- s s
w
V
u
V
u w -
V
- s
u
H
s
J
u
V
s
J
C - ) u w -
V
- s
l
0
V
l
0
u w - ) u w -
V
= l
0
*
1 = l
0
v ) 0 = v J
!
-
l
0
l
0
m ) a u w -
V
= m v a u w - ) - =
M m v a u w - ) - = : v J
!
, a R - -
| |
' |
| |
=
l
0
M l
0
m ) 0 = m J
!
-
m
V
v a u w - ) -
V
a u w -
1
a
v -
V
= a 0 =
w a
1 -
v - J
!
-
m
V
a u w -
V
> l
0
m ) = m v a u w - ) - = a 0 =
m M -
l
0
m ) m
V
s
l
0
M
l
0
V
l
0
V
l
0
J
J l
0
J
z
V l
0
x V - l
0
x ) 0 = l x ) 0 =
l J -
u
H
s
J
u
V
s
J
C - ) l
0
u w - ) - s
l
0
J
- l
0
u w - ) l
0
u ) = l
0
*
1 =
Assume that is a finite set in .
Show that there exists a constant such that
(2.11)
for all .
In particular, if the hypotheses of Corollaries 1.1 and 1.3 hold, then Theorem 2.1 and
equation (2.11) enable us to get rid of assumption (1.18) by replacing it with the cor-
responding assumption on the smallness of the completeness defect .
The following assertion provides a way of calculating the completeness defect when
we are dealing with Hilbert spaces.
Theorem 2.2.
Let and be separable Hilbert spaces such that is compactly and Let and be separable Hilbert spaces such that is compactly and Let and be separable Hilbert spaces such that is compactly and Let and be separable Hilbert spaces such that is compactly and
densely embedded into densely embedded into densely embedded into densely embedded into . .. . Let be a selfadjoint positive compact operator Let be a selfadjoint positive compact operator Let be a selfadjoint positive compact operator Let be a selfadjoint positive compact operator
in the space defined by the equality in the space defined by the equality in the space defined by the equality in the space defined by the equality
, ,, , . .. .
Then the completeness defect of a set of functionals on can be evalua- Then the completeness defect of a set of functionals on can be evalua- Then the completeness defect of a set of functionals on can be evalua- Then the completeness defect of a set of functionals on can be evalua-
ted by the formula ted by the formula ted by the formula ted by the formula
, ,, , (2.12)
where is the orthoprojector in the space onto the annihilator where is the orthoprojector in the space onto the annihilator where is the orthoprojector in the space onto the annihilator where is the orthoprojector in the space onto the annihilator
and is the maximal eigenvalue of the operator and is the maximal eigenvalue of the operator and is the maximal eigenvalue of the operator and is the maximal eigenvalue of the operator . .. .
Proof.
It follows from definition (2.1) that
where is the unit ball in . Due to the compactness
of the embedding of into , the set is compact in . Therefore, there exists
an element such that
.
Therewith is the maximum point of the function on the set .
Hence, for any and we have
.
Exer c i s e 2.5 J l
j
: j 1 N , , = = V
*
C
J
u
H
s
J
V H , ) u
V
C
J
l
j
u )
j 1 N , , =
max - s
u V -
s
J
V H , )
V H V
H K
V
Ku v , )
V
u v , )
H
= u v V - ,
J V
s
J
V H , )
max
P
J
KP
J
) =
P
J
V
J
!
v V: l v ) 0 = , l J - - =
max
S ) S
s
J
V H , ) u
H
: u B
J
- sup =
B
J
J
!
v : v
V
1 s ( = J
!
V H B
J
H
u
0
B
J
-
s
J
V H , )
2
u
0
H
2
Ku
0
u
0
, )
V
= =
u
0
Ku u , )
V
B
J
v J
!
- s R
1
-
K u
0
s v - ) u
0
s v - , )
V
u
0
s v -
V
2
Ku
0
u
0
, )
V
s
C
h
a
p
t
e
r
5
It follows that
.
It is also clear that . Therefore,
for all . This implies that
for any . If we take instead of in this equation, then we obtain the op-
posite inequality. Therefore,
, .
Consequently,
,
i.e. is an eigenvalue of the operator . It is evident
that this eigenvalue is maximal. Thus, Theorem 2.2 is proved.
Corollary 2.1.
Assume that the hypotheses of Theorem 2.2 hold. Let be an ortho-
normal basis in the space that consists of eigenvectors of the opera-
tor :
, , , .
Then the completeness defect of the system of functionals
is given by the formula .
To prove this assertion, it is just sufficient to note that is the orthoprojector
onto the closure of the span of elements and that commutes
with .
Let be a positive operator with discrete spectrum in the
space :
, , , ,
and let , , be a scale of spaces generated by the
operator (see Section 2.1). Assume that
. (2.13)
Prove that for all .
It should be noted that the functionals in Exercise 2.6 are often called modes modes modes modes.
K u
0
s v - ) u
0
s v - , )
V
u
0
s v -
V
2
- 0 s
u
0
V
1 =
s
2
Kv v , )
V
v
2
- 2 s Ku
0
v , )
V
u
0
v , )
V
- - 0 s
s R -
Ku
0
v , ) u
0
v , )
V
- 0 s
v J
!
- v - v
Ku
0
v , ) u
0
v , ) - 0 = v J
!
-
P
J
KP
J
u
0
u
0
=
Ku
0
u
0
, )
V
u
0
H
2
= = P
J
KP
J
e
j

V
K
Ke
j

j
e
j
= e
i
e
j
, )
V

i j
=
1

2
> >
N
0
J l
j
V
*
: l
j
v ) v e
j
, )
V
= : j 1 2 N , , , = - =
s
J
V H , )
N 1 -
=
P
J
e
j
: j N 1 - > P
J
K
Exer c i s e 2.6 A
H
Ae
k
/
k
e
k
= /
1
/
2
s s /
N
+ e
k
e
j
, )
H

k j
=
s
D A
s
) = s R -
A
J l
j
: l
j
v ) v e
j
, )
H
= : j 1 2 N , , , = =
s
J

o

s
, ) /
N 1 -
o s - ) -
= o s >
Let us give several more facts on general properties of the completeness defect.
Theorem 2.3.
Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem 2.2 hold. Assume that is a set hold. Assume that is a set hold. Assume that is a set hold. Assume that is a set
of linear functionals on and is a family of linear bounded operators of linear functionals on and is a family of linear bounded operators of linear functionals on and is a family of linear bounded operators of linear functionals on and is a family of linear bounded operators
that map into and are such that for all . Let that map into and are such that for all . Let that map into and are such that for all . Let that map into and are such that for all . Let
(2.14)
be the global approximation error in arising from the approximation be the global approximation error in arising from the approximation be the global approximation error in arising from the approximation be the global approximation error in arising from the approximation
of elements by elements of elements by elements of elements by elements of elements by elements . .. . Then Then Then Then
. .. . (2.15)
Proof.
Let . Equation (2.14) implies that
, .
Therefore, for we have , i.e. for all
. Let us show that there exists an operator such that
. Equation (2.12) implies that
,
where is the orthoprojector in the space onto and is the
norm of the operator in the space of bounded linear operators in .
Therefore, the definition of the operator implies that
. (2.16)
It is evident that the orthoprojector belongs to (it projects onto
the subspace that is orthogonal to in ). Theorem 2.3 is proved.
Assume that is a finite set. Show that
the family consists of finite-dimensional operators of the
form
, ,
where is an arbitrary collection of elements
of the space (they do not need to be distinct). How should the
choice of elements be made for the operator from the
proof of Theorem 2.3?
J
V J
J
R V H Ru 0 = u J
!
-
e
V
H
R ) u Ru -
H
: u
V
1 s
| |
' |
| |
sup =
H
v V - Rv
s
J
V H , ) e
V
H
R ) : R J
J
-
| |
' |
| |
min =
R J
J
-
u Ru -
H
e
V
H
R ) u
V
s u V -
u J
!
- u
H
e
V
H
R ) u
V
s s
J
V H , ) e
V
H
R ) s
R J
J
- R
0
J
J
-
s
J
V H , ) e
V
H
R
0
) =
s
J
V H , ) K
1 2 /
P
J L V V , )
K
1 2 /
P
J
u
V
: u
V
1 s
| |
' |
| |
sup = =
P
J
V J
!
K
1 2 /
P
J L V V , )
K
1 2 /
P
J
L V V , ) V
K
s
J
V H , ) P
J
u
H
: u
V
1 s
| |
' |
| |
sup e
V
H
I P
J
- ) = =
Q
J
I P
J
- = J
J
J
!
V
Exer c i s e 2.7 J l
j
: j 1 N , , = =
J
J
R
Ru l
j
u )
j
j 1 =
N
_
= u V -
j
: j 1 N , , =
V
j
Q
J
C
h
a
p
t
e
r
5
Theorem 2.3 will be used further (see Section 3) to obtain upper estimates of
the completeness defect for some specific sets of functionals. The simplest situation
is presented in the following example.
E x a m p l e 2.1
Let and let . As usual, here is
the Sobolev space of the order and is the closure of the set
in . We define the norms in and by the equalities
, .
Let , , . Consider a set of functionals
on . Assume that is a transformation that maps a function into its
linear interpolating spline
.
Here for and for . We apply Theo-
rem 2.3 and obtain
.
We use an easy verifiable equation
, ,
to obtain the estimate
.
This implies that .
The assertion on the interdependence of the completeness defect and the Kol-
mogorov -width made below enables us to obtain effective lower estimates
for .
Let and be separable Hilbert spaces such that is continuously and
densely embedded into . Then the Kolmogorov Kolmogorov Kolmogorov Kolmogorov -width of the embedding -width of the embedding -width of the embedding -width of the embedding
of into of into of into of into is defined by the relation
H L
2
0 l , ) = V H
2
H
0
1
( ) 0 l , ) = H
s
0 l , )
s H
0
s
0 l , ) C
0
0 l , )
H
s
0 l , ) H V
u
H
2
u
2
u x ) )
2
x d
0
l
}
= u
V
2
u''
2
=
h l N / = x
j
j h = j 1 N , 1 - , =
J l u ) u x
j
) : j 1 N , 1 - , = = =
V R u V -
s x ) u x
j
) _
x
h
j -
' !
`
j 1 =
N 1 -
_
=
_ x ) 1 x - = x 1 s _ x ) 0 = x 1 >
s
J
V H , ) u s - : u V, u'' - 1 s
| |
' |
| |
sup s
u x ) s x ) -
1
h
- : , u'' y ) y d
:
,
}
d
x
j
x
j 1 -
}
d
x
j
x
}
= x x
j
x
j 1 -
, j -
u s -
h
2
3
u'' s
s
J
H V , ) h
2
3 / s
s
J
N
s
J
V H , )
V H V
H N
V H
, (2.17)
where is the family of all -dimensional subspaces of the space and
is the global error of approximation of elements in by elements of the sub-
space . Here
.
In other words, the Kolmogorov -width of the embedding of into is the
minimal possible global error of approximation of elements of in by elements
of some -dimensional subspace.
Theorem 2.4.
Let and be separable Hilbert spaces such that is continuously Let and be separable Hilbert spaces such that is continuously Let and be separable Hilbert spaces such that is continuously Let and be separable Hilbert spaces such that is continuously
and densely embedded into and densely embedded into and densely embedded into and densely embedded into . .. . Then Then Then Then
, ,, , (2.18)
where is the nonincreasing sequence of eigenvalues of the operator where is the nonincreasing sequence of eigenvalues of the operator where is the nonincreasing sequence of eigenvalues of the operator where is the nonincreasing sequence of eigenvalues of the operator
defined by the equality defined by the equality defined by the equality defined by the equality . .. .
The proof of the theorem is based on the lemma given below as well as on the fact
that , where is a compact positive operator in the space
(see Theorem 2.2). Further the notation stands for the proper basis of the
operator in the space while the notation stands for the corresponding eigen-
values:
, , , .
It is evident that is an orthonormalized basis in the space .
Lemma 2.1.
Assume that the hypotheses of Theorem 2.4 hold. Then
. (2.19)
N

N
V H , ) e
V
H
F ) : F
N
-
| |
' |
| |
inf = =
N
N F V
e
V
H
F ) v F , )
H
: dist v
V
1 s
| |
' |
| |
sup =
v V - H
F
dist
H
v F , ) v f -
H
: f F -
| |
' |
| |
inf =
N
N
V H
V H
N
V H V
H
N
V H , ) s
J
V H , ) : J V
*
Lin J dim N = , c
| |
' |
| |
min
N 1 -
= =
j
K
u v , )
H
Ku v , )
V
=
u v , )
H
Ku v , )
V
= K V
e
j

j 1 =
K V
j
Ke
j

j
e
j
=
1

2
> >
n
0 e
i
e
j
, )
V

i j
=
1
i
e
i
| |
' |
| |
H
s
J
V H , ) : J V
*
, LinJ dim N = c
| |
' |
| |
min
N 1 -
=
C
h
a
p
t
e
r
5
Proof.
By virtue of Corollary 2.1 it is sufficient to verify that
for all , where are linearly independent functionals
on . Definition (2.1) implies that
(2.20)
for all such that and , . Let us substi-
tute in (2.20) the vector
,
where the constants are choosen such that for and
. Therewith equation (2.20) implies that
.
We now prove that . Let us use equation (2.16)
. (2.21)
Here is the orthoprojector onto the subspace orthogonal to in . It is
evident that is isomorphic to . Therefore, . Hence, equa-
(2.22)
for all such that . Conversely, let be an -dimensional
subspace in and let be a orthonormalized basis in the space .
Assume that
.
Let be the orthoprojector in the space onto . It is clear that
.
Therefore, if , then . It is clear that is a bounded operator
from into . Using Theorem 2.3 we find that
s
J
V H , )
N 1 -
>
J l
j
: j 1 N , , = = l
j
V
s
J
V H , ) j
2
u
H
2
>
j
u e
j
, )
V
2
j 1 =
_
=
u V - u
V
1 = l
j
u ) 0 = j 1 N , , =
u c
j
e
j
j 1 =
N 1 -
_
=
c
j
l
j
u ) 0 = j 1 N , , =
u
V
1 =
s
J
V H , ) j
2
j
c
j
2
j 1 =
N 1 -
_

N 1 -
c
j
2
j 1 =
N 1 -
_
> >
N 1 -
u
V
2
N 1 -
= =
N
s
J
min =
s
J
V H , ) u Q
J
u -
H
: u
V
1 s
| |
' |
| |
sup =
Q
J
Q
J
V J
!
V
Q
J
V LinJ Q
J
V dim N =
s
J
V H , ) u Q
J
V , )
H
dist : u
V
1 s
| |
' |
| |
sup
N
> >
J V
*
- LinJ dim N = F N
V f
j
: j 1 N , , = H
J
F
l
j
: l
j
v ) f
j
v , )
H
= : j 1 N , , = =
Q
H F ,
H F
Q
H F ,
u u f
j
, )
H
f
j
j 1 =
N
_
=
u J
F
!
- Q
H F ,
u 0 = Q
H F ,
V H
.
However, . Hence,
(2.23)
for any -dimensional subspace in . Equations (2.22) and (2.23) imply that
.
This equation together with Lemma 2.1 completes the proof of Theorem 2.4.
Let and be reflexive Banach spaces such that is con-
tinuously and densely embedded into , let be a set of linear
functionals on , . Assume that
,
where
, .
Prove that
.
Use Lemma 2.1 and Corollary 2.1 to calculate the Kolmogorov
-width of the embedding of the space into
for , where is a positive operator with discrete spectrum.
Show that in Example 2.1 .
Prove that .
Assume that there are three reflexive Banach spaces
such that all embeddings are dense and continuous.
Let be a set of functionals on . Prove that
(Hint: see (2.3)).
In addition to the hypotheses of Exercise 2.11, assume that
the inequality
, ,
holds for some constants and . Show that
.
s
J
F
V H , ) e
V
H
Q
H F ,
) s u Q
H F ,
u -
H
: u
V
1 s
| |
' |
| |
sup =
u Q
H F ,
u -
H
u F , )
H
dist =
s
J
min s
J
F
V H , ) e
V
H
F ) s s
N F V
N
V H , ) s
J
V H , ) : J V
*
LinJ dim N = , c
| |
' |
| |
min =
Exer c i s e 2.8 V
k
H
k
V
k
H
k
J
k
V
k
k 1 2 , =
J J
1
J
2
[ V
1
V
2
- )
*
c =
J
k
l V
1
V
2
- )
*
: l v
1
v
2
, ) l v
k
) = , l J
k
- -
| |
' |
| |
= k 1 2 , =
s
J
V
1
V
2
- H
1
H
2
- , ) s
J
1
V
1
H
1
, ) s
J
2
V
2
H
2
, ) ,
| |
' |
| |
max =
Exer c i s e 2.9
N
s
D A
s
) =
o
D A
o
) =
s o > A
Exer c i s e 2.10
N
V H , ) l
2
N 1 - ) j
2 -
=
2 -
h
2
s
J
V H , ) h
2
3 / s s
Exer c i s e 2.11 V c
W H c c
J W s
J
V H , ) s
s
J
V W , ) s
J
W H , ) s
Exer c i s e 2.12
u
W
a
u
u
H
u
u
V
1 u -
s u V -
a
u
0 > u 0 1 , ) -
a
u
1 -
s
J
V W , ) j
1
u
s
J
V H , ) a
u
s
J
W H , ) j
1
1 u -
s s
C
h
a
p
t
e
r
5
3 Estimates of Completeness Defect 3 Estimates of Completeness Defect 3 Estimates of Completeness Defect 3 Estimates of Completeness Defect
in Sobolev Spaces in Sobolev Spaces in Sobolev Spaces in Sobolev Spaces
In this section we consider several families of functionals on Sobolev spaces that are
important from the point of view of applications. We also give estimates of the cor-
responding completeness defects. The exposition is quite brief here. We recommend
that the reader who does not master the theory of Sobolev spaces just get acquain-
ted with the statements of Theorems 3.1 and 3.2 and the results of Examples 3.1 and
3.2 and Exercises 3.23.6.
We remind some definitions (see, e.g., the book by Lions-Magenes [4]). Let
be a domain in . The Sobolev space of the order
is a set of functions
,
where , , and
. (3.1)
The space is a separable Hilbert space with the inner product
.
Further we also use the space which is the closure (in ) of the set
of infinitely differentiable functions with compact support in and the
space which is defined as follows:
,
where , is the Fourier transform of the function ,
,
, and . Evidently this definition coin-
cides with the previous one for natural and .
Show that the norms in the spaces possess the pro-
perty
, ,
, .
O
R
x
H
m
O ) m m 0 1 2 , , , = )
H
m
O ) f L
2
O ) :
j
f x ) L
2
O ) , j m s - -
| |
' |
| |
=
j j
1
j
x
, , ) = j
k
0 1 2 , , , = j j
1
j
x
- - =
j
f x )

j
f
x
1
j
1
x
2
j
2
x
x
j
x
=
H
m
O )
u v , )
m

j
u
j
v x d
O
}
j m s
_
=
H
0
m
O ) H
m
O )
C
0
O ) O
H
s
R
x
)
H
s
R
x
) u x ) L
2
R
x
) : 1 y
2
- )
s
u
y )
2
y d
R
x
}
u
s
2
-
| |
' |
| |
=
s 0 > u
y ) u x )
u
y ) e
i xy
u x ) x d
R
x
}
=
y
2
y
1
2
y
2
2
- - = xy x
1
y
1
x
x
y
x
- - =
s O R
x
=
Exer c i s e 3.1 H
s
R
x
)
u
s u )
u
s
1
u
u
s
2
1 u -
s s u ) us
1
1 u - ) s
2
- =
0 u 1 s s s
1
s
2
, 0 >
Es t i mat es of Compl et enes s Def ect i n Sobol ev Spaces 307
We can also define the space as restriction (to ) of functions from
with the norm
and the space as the closure of the set in . The spaces
and are separable Hilbert spaces. More detailed information on the Sobolev
spaces can be found in textbooks on the theory of such spaces (see, e.g., [4], [5]).
The following version of the Sobolev integral representation will be used fur-
ther.
Lemma 3.1.
Let be a domain in and let be a function from such
that
, . (3.2)
Assume that is a star-like domain with respect to the support
of the function . This means that for any point the cone
(3.3)
belongs to the domain . Then for any function the re-
presentation
(3.4)
is valid, where
, (3.5)
, , ,
. (3.6)
Proof.
If we multiply Taylors formula
H
s
O ) O H
s
R
x
)
u
s O ,
v
s R
x
,
: v x ) u x ) = in O, v H
s
R
x
) -
| |
' |
| |
inf =
H
0
s
O ) C
0
O ) H
s
O ) H
s
O )
H
0
s
O )
O R
x
/ x ) L
R
x
)
supp / c O c / x ) x d
R
x
}
1 =
O supp /
/ x O -
V
x
z : x 1 : - ) y - = 0 : 1 s s y supp/ - , , =
O u x ) H
m
O ) -
u x ) P
m 1 -
x u , )
m
o'
x y - )
o
K x y , )
o
u y ) y d
V
x
}
o m =
_
- =
P
m 1 -
x u , )
1
o'
/ y ) x y - )
o
o
u y ) y d
O
}
o m
_
=
o o
1
o
x
, , ) = o' o
1
' o
x
' = z
o
z
1
o
1
z
x
o
x
=
K x y , ) s
x - 1 -
/ x
y x -
s
-
' !
`
s d
0
1
}
=
u x )
x y - )
o
o'

o
u y )
o m
_
m -
x y - )
o
o'
s
m 1 -
o
u x s y x - ) - ) s d
0
1
}
o m =
_
- =
C
h
a
p
t
e
r
5
by and integrate it over , then after introducing a new variable
we obtain the assertion of the lemma.
Integral representation (3.4) enables us to obtain the following generalization of the
Poincar inequality.
Lemma 3.2.
Let the hypotheses of Lemma 3.1 be valid for a bounded domain
and for a function . Then for any function
the inequality
(3.7)
is valid, where , is the surface measure of
the unit sphere in and .
Proof.
We use formula (3.4) for :
. (3.8)
It is clear that when . There-
fore,
.
Consequently,
, . (3.9)
Thus, it follows from (3.8) that
(3.10)
Let . Then it is evident that
, (3.11)
/ y ) y
z x s y x - ) - =
O R
x
c / x ) u x ) H
1
O ) -
u u ( )
/
-
L
2
O )
o
x
x
d
x 1 -
/
L
O )
Vu
L
2
O )
s
u ( )
/
/ x ) u x ) x d
O
}
= o
x
R
x
d O diam x y - : x y O - , sup =
m 1 =
u x ) u ( )
/
K x y , ) x
j
y
j
- )
u
y
j
y ) y d
V
x
}
j 1 =
x
_
- =
/ x 1 s / ) y x - ) - ) 0 = s
1 -
x y - d O diam >
K x y , ) s
x - 1 -
/ x
1
s
y x - ) -
' !
`
s d
d
1 -
x y -
1
}
=
K x y , )

x y -
x
s / x , )
d
x
x
/
L
O )
=
u x ) u ( )
/
-
Vu y )
x y -
x 1 -
y d
O
}
Vu y )
2
x y -
x 1 -
y d
O
}
' !

`
1 2
y d
x y -
x 1 -
O
}
' !

`
1 2
.
s s
s
B
r
x ) y: x y - r s =
y d
x y -
x 1 -
O
}
y d
x y -
x 1 -
B
d
x )
}
o
x
d s s
where is the surface measure of the unit sphere in . Therefore, equation
(3.10) implies that
.
After integration with respect to and using (3.11) we obtain (3.7). Lemma 3.2
is proved.
Lemma 3.3.
Assume that the hypotheses of Lemma 3.1 are valid for a bounded do-
main from and for a function . Let , where
is a sign of the integer part of a number. Then for any function
we have the inequality
(3.12)
where is defined by formula (3.5), ,
is the surface measure of the unit sphere in , and .
Proof.
Using (3.4) and (3.9) we find that
As above, we obtain that
.
Thus, equation (3.12) is valid. Lemma 3.3 is proved.
o
x
R
x
u x ) u ( )
/
-
2
2
o
x
d
Vu y )
2
x y -
x 1 -
y d
O
}
s
x
O R
x
/ x ) m
x
x 2 / j 1 - =
.
j
u x ) H
m
x
O ) -
u x ) P
m
x
1 -
x u , ) -
x O -
max
c
x
x
d
m
x
x
2
-
/
L
O )
m
x
o'

o
u
L
2
O )
,
o m
x
=
_
s
s
P
m 1 -
x u , ) c
x
o
x
2 m
x
x - ) / j
1 2
=
o
x
R
x
d O diam =
u x ) P
m
x
1 -
x u , ) -
m
x
o'
x y -
m
x
K x y , )
o
u y ) y d
V
x
}
o m
x
=
_
m
x
o'
x y -
m
x
x -
o
u y ) y d
O
}
o m
x
=
_
m
x
o'

o
u
L
2
O )
x y -
2 m
x
x - )
y d
O
}
' !

`
1 2
.
o m
x
=
_
s s
s s
s
x y -
2 m
x
x - )
y d
O
}
o
x
r
2 m
x
x - 1 -
r d
0
d
}
o
x
d
2 m
x
x -
2 m
x
x - )
1 -
s s
C
h
a
p
t
e
r
5
Lemma 3.4.
Assume that the hypotheses of Lemma 3.3 hold. Then for any function
and for any the inequality
(3.13)
is valid, where is a constant that depends on only and is the
diameter of the domain .
Proof.
It is evident that
, (3.14)
where
.
The structure of the polynomial implies that
for all . Therefore, estimate (3.13) follows from (3.14) and Lemmata 3.2
and 3.3. Lemma 3.4 is proved.
These lemmata enable us to estimate the completeness defect of two families of
functionals that are important from the point of view of applications. We consider
these families of functionals on the Sobolev spaces in the case when the domain is
strongly Lipschitzian, i.e. the domain possesses the property: for every
there exists a vicinity such that
u x ) H
m
x
O ) - x
*
O -
u u x
*
) -
L
2
O )
u x ) u x
*
) -
2
x d
O
}
' !

`
1 2

C
x
d
x
/
L
O )
) d
j
1
o'

o
u
L
2
O )
o j =
_
j 1 =
m
x
_

s
s
C
x
x d
O
u u x
*
) -
L
2
O )
u u ( )
/
-
L
2
O )
d
x 2
u ( )
/
u x
*
) - - s
u ( )
/
/ y ) u y ) y d
O
}
=
P
m 1 -
x u , )
u ( )
/
u x ) -
u x ) P
m
x
1 -
x u , ) -
1
o'
/ y ) x y - )
o
o
u y ) y
u x ) P
m
x
1 -
x u , ) -
d
o
o'
/
L
2
O )

o
u
L
2
O )
1 o m
x
1 - s s
_
-
s
s
d
O
}
1 o m
x
1 - s s
_
-
s
s
x O -
O R
x
c
x O - U
U O ( x x
1
x
x
, , ) = : x
x
f x
1
x
x 1 -
, , ) =
in some system of Cartesian coordinates, where is a Lipschitzian function.
For strongly Lipschitzian domains the space consists of restrictions to
of functions from , (see [5] or [6]).
Theorem 3.1.
Assume that a bounded strongly Lipschitzian domain in can be Assume that a bounded strongly Lipschitzian domain in can be Assume that a bounded strongly Lipschitzian domain in can be Assume that a bounded strongly Lipschitzian domain in can be
divided into subdomains such that divided into subdomains such that divided into subdomains such that divided into subdomains such that
, ,, , for for for for . .. . (3.15)
Here the bar stands for the closure of a set. Assume that is a function Here the bar stands for the closure of a set. Assume that is a function Here the bar stands for the closure of a set. Assume that is a function Here the bar stands for the closure of a set. Assume that is a function
in such that in such that in such that in such that
, ,, , (3.16)
and is a star-like domain with respect to and is a star-like domain with respect to and is a star-like domain with respect to and is a star-like domain with respect to . .. . We define the set We define the set We define the set We define the set
of generalized local volume averages corresponding to the collection of generalized local volume averages corresponding to the collection of generalized local volume averages corresponding to the collection of generalized local volume averages corresponding to the collection
as the family of functionals as the family of functionals as the family of functionals as the family of functionals
. .. . (3.17)
Then the estimate Then the estimate Then the estimate Then the estimate
(3.18)
holds, where holds, where holds, where holds, where , ,, , , ,, ,
, ,, ,
and are constants. and are constants. and are constants. and are constants.
Proof.
Let us define the interpolation operator for the collection by the formula
, , .
f x )
H
s
O ) O
H
s
R
x
) s 0 >
O R
x
O
j
: j 1 2 N , , , =
O O
j
j 1 =
N
[
= O
i
O
j
( Z = i j =
/
j
x )
L
O
j
)
supp /
j
c O
j
c /
j
x ) x d
O
j
}
1 =
O
j
supp/
j
J
J O
j
/
j
, ) : j 1 2 N , , , = =
J l
j
u ) = /
j
x ) u x ) x d
O
j
}
, j 1 2 N , , , =
| |
' |
| |
=
s
J
H
s
O ) H
o
O ) , )
C x s , ) Ad )
s o -
, ,, , s 1 , 0 o s , ,, , s s >
C
x
A
1
o
s
-
d
s o -
, ,, , 0 o s 1 , s 0 , ,, , = s s s
|
|
'
|
|
s
A d
j
x
/
j
L
O )
: j 1 2 N , , , =
| |
' |
| |
max = d d
j
j
max =
d
j
O diam x y - : x y O
j
- , sup =
C x s , ) C
x
J
J
J
J
J
u ) x ) l
j
u ) /
j
x ) u x ) x d
O
j
}
= = x O
j
- j 1 2 N , , , =
C
h
a
p
t
e
r
5
It is easy to check that
, .
It further follows from Lemma 3.2 that
.
This implies the estimate
.
Using the fact (see [4, 6]) that
, ,
and the interpolation theorem for operators [4] we find that
for all . Consequently, Theorem 2.3 gives the equation
, . (3.19)
Using the result of Exercise 2.12 and the interpolation inequalities (see, e.g., [4,6])
, , , (3.20)
it is easy to obtain equation (3.18) from (3.19).
Let us illustrate this theorem by the following example.
E x a m p l e 3.1
Let be a cube in with the edge of the length . We construct
a collection which defines local volume averages in the following way.
Let be the standard unit cube in and let be a measurable set
in with the positive Lebesgue measure, . We define the function
on by the formula
Assume that
,
, ,
u J
J
u -
L
2
O )
C
x
A u
L
2
O )
s u L
2
O ) -
u l
j
u ) -
L
2
O
j
)
o
x
x
d
j
x 1 -
/
j
L
O
j
)
Vu
L
2
O
j
)
s
u J
J
u -
L
2
O )
o
x
x
dA u
H
1
O )
s
u
H
s
O )
C u
L
2
O )
1 s -
u
H
1
O )
s
s 0 s 1 s s
u R
T
u -
L
2
O )
C
x
A )
1 s -
o
x
x
dA
' !
`
s
u
H
s
O )
s
0 s 1 s s
s
J
H
s
O ) L
2
O ) , ) C
x
Ad
s
s 0 s 1 s s
u
H
s u )
O )
C u
H
s
1
O )
u
u
H
s
2
O )
1 u -
s s u ) s
1
u s
2
1 u - ) - = 0 u 1 s s
O 0 l , )
x
= R
x
l
J
K 0 1 , )
x
= R
x
m
K m mes 0 >
/ m x , ) K
/ m x , )
m mes j
1 -
, x m , -
0 , x K\ m . -
|
'
|
=
O
j
h j K - ) x x
1
x
x
, , ) : j
i
x
i
h
j
i
1 , i - 1 2 x , , , = =
| |
' |
| |
=
/
j
x )
1
h
x
/ m
x
h
j - ,
' !
`
= x O
j
-
for any multi-index , where , .
It is clear that the hypotheses of Theorem 3.1 are valid for the collection
. Moreover,
,
and hence in this case we have
(3.21)
for the set of functionals of the form (3.17) when and .
It should be noted that in this case the number of functionals in the set is
equal to . Thus, estimate (3.21) can be rewritten as
.
However, one can show (see, e.g., [6]) that the Kolmogorov -width of the em-
bedding of into has the same order in , i.e.
.
Thus, it follows from Theorem 2.4 that local volume averages have a complete-
ness defect that is close (when the number of functionals is fixed) to the mini-
mal. In the example under consideration this fact yields a double inequality
, , (3.22)
where and are positive constants that may depend on , , , and .
Similar relations are valid for domains of a more general type.
Another important example of functionals is given in the following assertion.
Theorem 3.2.
Assume the hypotheses of Theorem Assume the hypotheses of Theorem Assume the hypotheses of Theorem Assume the hypotheses of Theorem 3.1. .. . Let us choose a point (called Let us choose a point (called Let us choose a point (called Let us choose a point (called
a node) in every set and define a set of functionals on , a node) in every set and define a set of functionals on , a node) in every set and define a set of functionals on , a node) in every set and define a set of functionals on ,
, by , by , by , by
. .. . (3.23)
Then for all and the estimate Then for all and the estimate Then for all and the estimate Then for all and the estimate
(3.24)
is valid for the completeness defect of this set of functionals, where is valid for the completeness defect of this set of functionals, where is valid for the completeness defect of this set of functionals, where is valid for the completeness defect of this set of functionals, where
j j
1
j
x
, , ) = j
x
0 1 N 1 - , , , = h l N / =
J O
j
/
j
, =
d
j
diam O
j
x h = = A
x
x 2
m mes
=
s
J
H
s
O ) H
o
O ) , ) C
x s ,
h
m mes
' !
`
s o -
s
J s 1 > 0 o s s s
J
.
J
N
x
=
s
J
H
s
O ) H
o
O ) , ) C
x s ,
l
m mes
' !

`
s o -
1
.
J

' !

`
s o -
x
s
N
J
H
s
O ) H
o
O ) .
J
.
J
H
s
O ) H
o
O ) , ) c
0
1
N
J
' !

`
s o -
x
=
c
1
h
s o -
s
L
H
s
O ) H
o
O ) , ) c
2
h
s o -
s s o s
c
1
c
2
s x m O
x
j
O
j
H
m
O )
m x 2 / j 1 - =
J l
j
u ) u x
j
) = : x
j
O
j
, j 1 N , , = -
| |
' |
| |
=
s m > 0 o s s s
s
J
H
s
O ) H
o
O ) , ) C x s , ) dA )
s o -
s
C
h
a
p
t
e
r
5
, ,, , , ,, ,
. .. .
Proof.
Let and let , . Then using
(3.13) for and we obtain that
,
where
.
It follows that
for all such that , . Using interpola-
tion inequality (3.20) we find that
. (3.25)
By virtue of the inequality
, , ,
we get
for and for all . We substitute these inequalities in (3.25)
to obtain that
(3.26)
d d
j
: j 1 2 N , , , =
| |
' |
| |
max = d
j
O diam =
A d
j
x
/
j
L
O )
: j 1 2 N , , , =
| |
' |
| |
max =
u H
m
O ) - l
j
u ) u x
j
) 0 = = j 1 2 N , , , =
O O
j
= x
*
x
j
=
u
L
2
O
j
)
C
x
d
j
x
/
j
L
O
j
)
' !
`
d
j
l
u
l O
j
,
l 1 =
m
_
s
u
l O
j
,
1
o'

o
u
L
2
O
j
)
o l =
_
=
u
L
2
O )
C x ) A d
l
u
H
l
O )
l 1 =
m
_
s
u H
m
O ) - l
j
u ) u x
j
) 0 = = j 1 2 N , , , =
u
L
2
O )
C
x
A d
l
u
L
2
O )
1
l
m
-
u
H
m
O )
l m
l 1 =
m
_
s
xy
x
p
p
y
q
q
- s
1
p
1
q
- 1 = x y , 0 >
A d
l
u
L
2
O )
1
l
m
-
u
H
m
O )
l m
u
L
2
1
l
m
-
d
m
A
m
l
u
H
m
' !

`
l
m

1
l
m
- )
m
m l -
u
L
2
O )
l
m

m
l
-
d
m
A
m
l
u
H
m
O )
-
s
s
=
l 1 2 m 1 - , , , = 0 >
u
L
2
O )
C
x
1
l
m
- )
m
m l -
u
L
2
O )
l 1 =
m 1 -
_
s
C
x
l
m

m
l
-
A
m
l
l 1 =
m 1 -
_
A -
' !

`
d
m
u
H
m
O )
.
-
-
We choose such that
.
Then equation (3.26) gives us that
for all such that , . Hence, the estimate
is valid. Since , this implies inequality (3.24) for and
. As in Theorem 3.1 further arguments rely on Lemma 2.1 and interpola-
tion inequalities (3.20). Theorem 3.2 is proved.
E x a m p l e 3.2
We return to the case described in Example 3.1. Let us choose nodes
and assume that . Then for a set of functionals of the form (3.23) we
have
for all , and for any location of the nodes inside the
. In the case under consideration double estimate (3.22) is preserved.
In the exercises below several one-dimensional situations are given.
Prove that
for
.
Verify that
for
.
x m , ) =
C
x
1
l
m
-
' !
`
m
m l -
l 1 =
m 1 -
_
1
2
s
u
L
2
O )
C x )
l
m
A
m
l
d
m
u
H
m
O )
l 1 =
m
_
s
u H
m
O ) - u x
j
) 0 = j 1 2 N , , , =
s
J
H
m
O ) L
2
O ) , ) C x ) d
m
l
m
A
m
l
l 1 =
m
_
s
A 1 > o 0 = s m = =
x 2 / j 1 - =
x
j
O
j
-
m K = J
s
J
H
s
O ) ; H
o
O ) ) C
x s ,
h
s o -
s
s x 2 / j 1 - > 0 o s s s x
j
O
j
Exer c i s e 3.2
s
J
H
1
0 l , ) L
2
0 l , ) , )
N
H
1
0 l , ) L
2
0 l , ) , ) 1
N
l
' !
`
2
-
1
2
-
= =
J l
j
c
u ) u x )
j
l
x cos x, j d
0
l
}
0 1 N 1 - , , , = =
| |
' |
| |
=
Exer c i s e 3.3
s
J
H
0
1
0 l , ) L
2
0 l , ) , )
N 1 -
H
0
1
0 l , ) L
2
0 l , ) , ) 1
N
l
' !
`
2
-
1
2
-
= =
J l
j
s
u ) u x )
jx
l
sin x j , d
0
l
}
1 2 N 1 - , , , = =
| |
' |
| |
=
C
h
a
p
t
e
r
5
Let
.
Show that
where consists of functionals and for
(the functionals and are defined in Exercises 3.2 and 3.3).
Consider the functionals
,
, , ,
on the space . Assume that an interpolation operator
maps an element into a step-function equal to
on the segment . Show that
.
Prove the estimate
.
Consider a set of functionals
, , , ,
on the space . Assume that an interpolation operator
maps an element into a step-function equal to
on the segment . Show that
.
Prove the estimate
.
Exer c i s e 3.4
H
per
1
0 l , ) u H
1
0 l , ) : u 0 ) u l ) = - =
s
J
H
per
1
0 l , ) L
2
0 l , ) , )
2 N 1 -
H
per
1
0 l , ) L
2
0 l , ) , ) 1
2 N
l
' !
`
2
-
1
2
-
,
=
= =
J l
2 k
c
l
2 k
s
k 0 1 N 1 - , , , =
l
j
c
l
j
s
Exer c i s e 3.5
l
j
u )
1
h
u x
j
: - ) : d
0
h
}
=
x
j
j h = h
l
N
= j 0 1 N 1 - , , , =
L
2
0 l , ) R
h
u L
2
0 l , ) - l
j
u )
x
j
x
j 1 -
, j
u R
h
u -
L
2
0 l , )
h u'
L
2
0 l , )
s
h
2
h
2
-
s
J
H
1
0 l , ) L
2
0 l , ) , ) h s s
Exer c i s e 3.6 J
l
j
u ) u x
j
) = x
j
j h = h
l
N
= j 0 1 N 1 - , , , =
H
1
0 l , ) R
h
u H
1
0 l , ) - l
j
u )
x
j
x
j 1 -
, j
u R
h
u -
L
2
0 l , )
h
2
u'
L
2
0 l , )
s
h
2
h
2
-
s
J
H
1
0 l , ) L
2
0 l , ) , )
h
2
s s
Det er mi ni ng Funct i onal s f or Abs t r act Semi l i near Par abol i c Equat i ons 317
4 Determining Functionals for Abstract 4 Determining Functionals for Abstract 4 Determining Functionals for Abstract 4 Determining Functionals for Abstract
Semilinear Parabolic Equations Semilinear Parabolic Equations Semilinear Parabolic Equations Semilinear Parabolic Equations
In this section we prove a number of assertions on the existence and properties of
determining functionals for processes generated in some separable Hilbert space
by an equation of the form
, , . (4.1)
Here is a positive operator with discrete spectrum (for definition see Section 2.1)
and is a continuous mapping from into possessing the pro-
perties
, (4.2)
for all and for all such that , where is an arbitrary
positive number, and are positive numbers.
Assume that problem (4.1) is uniquely solvable in the class of functions
and is pointwise dissipative, i.e. there exists such that
when (4.3)
for all . Examples of problems of the type (4.1) with the properties listed
above can be found in Chapter 2, for example.
The results obtained in Sections 1 and 2 enable us to establish the following as-
sertion.
Theorem 4.1.
For the set of linear functionals on the space For the set of linear functionals on the space For the set of linear functionals on the space For the set of linear functionals on the space
with the norm to be -asymptotically with the norm to be -asymptotically with the norm to be -asymptotically with the norm to be -asymptotically
determining for problem determining for problem determining for problem determining for problem (4.1) under conditions under conditions under conditions under conditions (4.2) and and and and (4.3), it is suffi- it is suffi- it is suffi- it is suffi-
cient that the completeness defect satisfies the inequality cient that the completeness defect satisfies the inequality cient that the completeness defect satisfies the inequality cient that the completeness defect satisfies the inequality
, ,, , (4.4)
where and are the same as in where and are the same as in where and are the same as in where and are the same as in (4.2) and and and and (4.3). .. .
Proof.
We consider two solutions and to problem (4.1) that lie in .
By virtue of dissipativity property (4.3) we can suppose that
, , . (4.5)
H
u d
t d
Au - B u t , ) = t 0 > u
t 0 =
u
0
=
A
B u t , ) D A
1 2
) R - H
B 0 t , ) M
0
s B u
1
t , ) B u
2
t , ) - M ) A
1 2
u
1
u
2
- ) s
t u
j
D A
1 2
) - A
1 2
u
j
s
M
0
M )
. C 0 +) H , , ) C 0 +) D A
1 2
) , , ) ( =
R 0 >
A
1 2
u t ) R s t t
0
u ) >
u t ) . -
J l
j
: j 1 2 N , , , = =
V D A
1 2
) =
.
V
A
1 2
.
H
= V V . , , )
s
J
V H , )
s
J
s
J
V H , ) M R )
1 -
M ) R
u
1
t ) u
2
t ) .
A
1 2
u
j
t ) R s t 0 > j 1 2 , =
C
h
a
p
t
e
r
5
Let . If we consider as a solution to the linear problem
,
then it is easy to find that
for all . We use (2.11) to obtain that
for any , where
.
Therefore,
. (4.6)
Using (4.4) we can choose the parameter such that .
Thus, we can apply Theorem 1.1 and find that under condition (4.4) equation
implies the equality
. (4.7)
In order to complete the proof of the theorem we should obtain
(4.8)
from (4.7). To prove (4.8) it should be first noted that
(4.9)
for any . Indeed, the interpolation inequality (see Exercise 2.1.12)
, ,
and dissipativity property (4.5) enable us to obtain (4.9) from equation (4.7). Now
we use the integral representation of a weak solution (see (2.2.3)) and the method
applied in the proof of Lemma 2.4.1 to show (do it yourself) that
u t ) u
1
t ) u
2
t ) - = u t )
u d
t d
Au - f t ) B u
1
t ) t , ) B u
2
t ) t , ) - =
1
2
u t )
2
Au : ) u : ) , ) : d
s
t
}
-
1
2
u s )
2
M R ) A
1 2
u : ) u : ) : d
s
t
}
- s
t s 0 > >
M R ) A
1 2
u u s
J
M R ) A
1 2
u
2
A
1 2
u
2
C R J , , ) N u ) j
2
- - s
0 >
N u ) l
j
u ) : j 1 2 N , , , = max =
u t )
2
2 1 - s
J
M R ) - ) A
1 2
u : )
2
: d
s
t
}
- s
u s )
2
C R J , , ) N u : ) ) j
2
: d
s
t
}
- s
0 > 1 - s
J
M R ) - 0 >
N u
1
: ) u
2
: ) - ) j
2
: d
t
t 1 -
}
t
lim 0 =
u
1
t ) u
2
t ) -
t
lim 0 =
A
1 2
u
1
t ) u
2
t ) - )
t
lim 0 =
A
u
u
1
t ) u
2
t ) - )
t
lim 0 =
0 u 1 2 / s
A
u
u u
1 2 u -
A
1 2
u
2 u
s 0 u 1 2 / s
, , .
Therefore, using the interpolation inequality
, ,
we obtain (4.8) from (4.9). Theorem 4.1 is proved.
Show that if the hypotheses of Theorem 4.1 hold, then equa-
tion (4.9) is valid for all .
The reasonings in the proof of Theorem 4.1 lead us to the following assertion.
Corollary 4.1.
Assume that the hypotheses of Theorem 4.1 hold. Then for any two weak
(in ) solutions and to problem (4.1) that are boun-
ded on the whole axis,
, , (4.10)
the condition for and implies that
.
Proof.
In the situation considered equation (4.6) implies that
for all and some . It follows that
, .
Therefore, if we tend , then using (4.10) we obtain that
for all , i.e. .
It should be noted that Corollary 4.1 means that solutions to problem (4.1) that are
bounded on the whole axis are uniquely determined by their values on the functionals
. It was this property of the functionals which was used by Ladyzhenskaya [2]
to define the notion of determining modes for the two-dimensional Navier-Stokes
system. We also note that a more general variant of Theorem 4.1 can be found in [3].
Assume that problem (4.1) is autonomous, i.e.
. Let be a global attractor of the dynamical system
generated by weak (in ) solutions to problem (4.1) and
assume that a set of functionals possesses
A
|
u
j
t ) C R M
0
, ) s
1
2
| 1 t t
0
>
A
1 2
u A
1 2 / -
u A
1 2 / -
u s 0
1
2

Exer c i s e 4.1
0 u 1 s
D A
1 2
) u
1
t ) u
2
t )
A
1 2
u
i
t ) : - t
| |
' |
| |
sup R s i 1 2 , =
l
j
u
1
t ) ) l
j
u
2
t ) ) = l
j
J - t R -
u
1
t ) u
2
t )
u t )
2
|
J
A
1 2
u : )
2
: d
s
t
}
- u s )
2
s
t s > |
J
0 >
u t ) e
|
J
t s - ) -
u s ) s t s >
s - u t ) 0 =
t R - u
1
t ) u
2
t )
l
j
l
j

Exer c i s e 4.2 B u t , )
B u ) . V S
t
, )
V D A
1 2
) =
J l
j
: j 1 N , , = =
C
h
a
p
t
e
r
5
property (4.4). Then for any pair of trajectories and
lying in the attractor the condition implies
that for all and .
Theorems 4.1 and 2.4 enable us to obtain conditions on the existence of deter-
mining functionals.
Corollary 4.2.
Assume that the Kolmogorov -width of the embedding of the space
into possesses the property . Then
there exists a set of asymptotically -determining functionals
for problem (4.1) consisting of elements.
Theorem 2.4, Corollary 2.1, and Exercise 2.6 imply that if the hypotheses of Theorem
4.1 hold, then the family of functionals given by equation (2.13) is a -
determining set for problem (4.1), provided . Here and are
the constants from (4.2) and (4.3). It should be noted that the set of the form
(2.13) for problem (4.1) is often called a set of determining modes determining modes determining modes determining modes. .. . Thus, Theo-
rem 4.1 and Exercise 2.6 imply that semilinear parabolic equation (4.1) possesses
a finite number of determining modes.
When condition (4.2) holds uniformly with respect to , we can omit the re-
quirement of dissipativity (4.3) in Theorem 4.1. Then the following assertion is valid.
Theorem 4.2.
Assume that a continuous mapping from into Assume that a continuous mapping from into Assume that a continuous mapping from into Assume that a continuous mapping from into
possesses the properties possesses the properties possesses the properties possesses the properties
, ,, , (4.11)
for all for all for all for all . .. . Then a set of linear functionals Then a set of linear functionals Then a set of linear functionals Then a set of linear functionals
on is asymptotically -determining for problem on is asymptotically -determining for problem on is asymptotically -determining for problem on is asymptotically -determining for problem (4.1), ,, ,
provided provided provided provided . .. .
Proof.
If we reason as in the proof of Theorem 4.1, we obtain that if , then
for an arbitrary pair of solutions and emanating from the points and
at a moment the equation (see (4.6))
(4.12)
is valid. Here , and are positive con-
stants, and
.
u
1
t ) u
2
t )
. l
j
u
1
t ) ) l
j
u
2
t ) ) =
u
1
t ) u
2
t ) t R - j 1 2 N , , , =
N
N
V D A
1 2
) = H
N
V H , ) M R )
1 -
V V . , , )
N
J V V . , , )
/
N 1 -
M R )
2
> M R ) R
J
B u t , ) D A
1 2
) R - H
B 0 t , ) M
0
s B u
1
t , ) B u
2
t , ) - M A
1 2
u
1
u
2
- ) s
u
j
D A
1 2
) - J l
j
: j 1 2 N , , , = =
V D A
1 2
) = V V . , , )
s
J
s
J
V H , ) M
1 -
=
s
J
M
1 -
u
1
t ) u
2
t ) u
1
u
2
s
u t )
2
| A
1 2
u : )
2
: d
s
t
}
- u s )
2
C N u : ) ) j
2
: d
s
t
}
- s
u t ) u
1
t ) u
2
t ) - = | | s
J
M , ) = C J M , )
N u ) l
j
u ) : j 1 2 N , , , = max =
Therefore, using Theorem 1.1 we conclude that the condition
(4.13)
implies that
. (4.14)
Since is a solution to the linear equation
, (4.15)
it is easy to verify that
(4.16)
for . It should be noted that equation (4.16) can be obtained with the help
of formal multiplication of (4.15) by with subsequent integration. This conver-
sion can be grounded using the Galerkin approximations. If we integrate equation
(4.16) with respect to from to , then it is easy to see that
.
Using the structure of the function and inequality (4.11), we obtain that
.
Consequently, (4.14) gives us that
.
Therefore, Theorem 4.2 is proved.
Further considerations in this section are related to the problems possessing inertial
manifolds (see Chapter 3). In order to cover a wider class of problems, it is conve-
nient to introduce the notion of a process.
Let be a real reflexive Banach space. A two-parameter family
of continuous mappings acting in is said to be evolutionary evolutionary evolutionary evolutionary,
if the following conditions hold:
(a) , , .
(b) is a strongly continuous function of the variable .
N u : ) ) j
2
: d
t
t 1 -
}
t
lim 0 =
u t )
2
A
1 2
u : )
2
: d
t
t 1 -
}
-
| |
' |
| |
t
lim 0 =
u t ) u
1
t ) u
2
t ) - =
u d
t d
Au - f t ) B u
1
t ) t , ) B u
2
t ) t , ) - =
A
1 2
u t )
2
A
1 2
u s )
2 1
2
f : )
2
: d
s
t
}
- s
t s >
u
t )
s t 1 - t
A
1 2
u t ) A
1 2
u s )
2
s d
t 1 -
t
}
1
2
f : )
2
: d
t 1 -
t
}
- s
f t )
A
1 2
u t ) 1
M
2
2
-
' !
`
A
1 2
u : )
2
: d
t 1 -
t
}
s
A
1 2
u
1
t ) u
2
t ) - )
t
lim 0 =
H S t : , ) ,
t : : t R - , , > H
S t s , ) S s : , ) S t : , ) = t s : > > S t t , ) I =
S t s , ) u
0
t
C
h
a
p
t
e
r
5
A pair with being an evolutionary family in is often called
a process process process process. Therewith the space is said to be a phase space and the family
of mappings is called an evolutionary operator. A curve
is said to be a trajectory of the process emanating from the point at the moment .
It is evident that every dynamical system is a process. However, main
examples of processes are given by evolutionary equations of the form (1.1). There-
with the evolutionary operator is defined by the obvious formula
,
where is the solution to problem (1.1) with the initial condition
at the moment .
Assume that the conditions of Section 2.2 and the hypotheses
of Theorem 2.2.3 hold for problem (4.1). Show that weak solutions
to problem (4.1) generate a process in .
Similar to the definitions of Chapter 3 we will say that a process acting
in a separable Hilbert space possesses an asymptotically complete finite-dimen-
sional inertial manifold if there exist a finite-dimensional orthoprojector in
the space and a continuous function such that
(a) (4.17)
for all , , where is a positive constant;
(b) the surface
(4.18)
is invariant: ;
(c) the condition of asymptotical completeness holds: for any and
, , (4.19)
where and are positive constants which may depend on and
.
Show that for any two elements , the fol-
lowing inequality holds
.
Using equation (4.19) prove that
for .
H S t : , ) , ) S t : , ) H
H
S t : , )
s
u
0
j u t ) S t s s , - ) u
0
: t 0 > =
u
0
s
H S
t
, )
S t s , ) u
0
u t s u
0
, , ) =
u t ) u t s u
0
, , ) =
u
0
s
Exer c i s e 4.3
H
V S t : , ) , )
V
M
t
P
V 1 p t , ) : PV R 1 P - ) - V
1 p
1
t , ) 1 p
2
t , ) -
V
L p
1
p
2
-
V
s
p
j
PV - t R - L
M
t
p 1 p t , ) : p PV - - = V c
S t : , ) M
:
M
t
c
s R -
u
0
V - u
0
*
M
s
-
S t s , ) u
0
S t s , ) u
0
*
-
V
Ce
t s - ) -
s t s >
C u
0
s R -
Exer c i s e 4.4 u
1
u
2
, M
s
- s R -
1 L
2
- )
1 2 -
u
1
u
2
-
V
P u
1
u
2
- )
V
u
1
u
2
-
V
s s
Exer c i s e 4.5
1 P - ) S t s , ) u
0
1 PS t s , ) u
0
t , ) -
V
1 L - ) Ce
t s - ) -
s
t s >
Show that for any two trajectories , ,
of the process the condition
implies that
.
In particular, the results of these exercises mean that is homeomorphic to a sub-
set in , , for every . The corresponding homeomorphism
can be defined by the equality , where is a ba-
sis in . Therewith the set of functionals appears
to be asymptotically determining for the process. The following theorem contains
a sufficient condition of the fact that a set of functionals possesses the proper-
ties mentioned above.
Theorem 4.3.
Assume that and Assume that and Assume that and Assume that and are are are are separable Hilbert spaces such that is con- separable Hilbert spaces such that is con- separable Hilbert spaces such that is con- separable Hilbert spaces such that is con-
tinuously and densely embedded into tinuously and densely embedded into tinuously and densely embedded into tinuously and densely embedded into . .. . Let a process possess Let a process possess Let a process possess Let a process possess
an asymptotically complete finite-dimensional inertial manifold an asymptotically complete finite-dimensional inertial manifold an asymptotically complete finite-dimensional inertial manifold an asymptotically complete finite-dimensional inertial manifold . .. .
Assume that the orthoprojector from the definition of can be conti- Assume that the orthoprojector from the definition of can be conti- Assume that the orthoprojector from the definition of can be conti- Assume that the orthoprojector from the definition of can be conti-
nuously extended to the mapping from into nuously extended to the mapping from into nuously extended to the mapping from into nuously extended to the mapping from into , ,, , i.e. there exists a constant i.e. there exists a constant i.e. there exists a constant i.e. there exists a constant
, ,, , . .. . (4.20)
If If If If is a is a is a is a set of linear functionals on such that set of linear functionals on such that set of linear functionals on such that set of linear functionals on such that
, ,, , (4.21)
then the following conditions are valid: then the following conditions are valid: then the following conditions are valid: then the following conditions are valid:
1) there exist positive constants and depending on such that there exist positive constants and depending on such that there exist positive constants and depending on such that there exist positive constants and depending on such that
(4.22)
for all for all for all for all , ,, , ; i.e. the mapping acting from into ; i.e. the mapping acting from into ; i.e. the mapping acting from into ; i.e. the mapping acting from into
according to the formula is a Lipschitzian ho- according to the formula is a Lipschitzian ho- according to the formula is a Lipschitzian ho- according to the formula is a Lipschitzian ho-
meomorphism from into for every ; meomorphism from into for every ; meomorphism from into for every ; meomorphism from into for every ;
2) the set of functionals is determining for the process in the set of functionals is determining for the process in the set of functionals is determining for the process in the set of functionals is determining for the process in
the sense that for any two trajectories the condition the sense that for any two trajectories the condition the sense that for any two trajectories the condition the sense that for any two trajectories the condition
implies that implies that implies that implies that
. .. .
Exer c i s e 4.6 u
j
t ) S t s , ) u
j
= j 1 2 , =
V S t : , ) , )
P u
1
t ) u
2
t ) - )
V
t
lim 0 =
u
1
t ) u
2
t ) -
V
t
lim 0 =
M
s
R
N
N P dim = s R -
r : V R
N
r u u
j
, )
V

j 1 =
N
=
j

PV l
j
u ) u
j
, )
V
: j 1 N , , = =
l
j

V H V
H V S t : , ) , )
M
t

P M
t

H V
A A P ) 0 > =
Pv
V
A v
H
s v V -
J l
j
: j 1 N , , = = V
s
J
V H , ) 1 L
2
- )
1 2 -
A
1 -
c
1
c
2
J
c
1
u
1
u
2
-
H
l
j
u
1
u
2
- ) : j 1 N , , = max c
2
u
1
u
2
-
H
s s
u
1
u
2
, M
t
- t R - r
J
V
R
N
r
J
u l
j
u )
j 1 =
N
=
M
t
R
N
t R -
J V S t : , ) , )
u
j
t ) S t s , ) u
j
=
l
j
u
1
t ) ) l
j
u
2
t ) ) - )
t
lim 0 =
u
1
t ) u
2
t ) -
V
t
lim 0 =
C
h
a
p
t
e
r
5
Proof.
Let . Then
, .
Therewith equation (4.17) gives us that
, . (4.23)
Consequently, using Theorem 2.1 and inequality (4.20) we obtain that
,
where and . Therefore, equa-
tion (4.21) implies that
,
where .
On the other hand, (4.20) and (4.23) give us that
. (4.25)
Equations (4.24) and (4.25) imply estimate (4.22). Hence, assertion 1 of the theo-
rem is proved.
Let us prove the second assertion of the theorem. Let , ,
be trajectories of the process. Since
,
using (4.17) it is easy to find that
The property of asymptotical completeness (4.19) implies (see Exercise 4.5) that
, .
Therefore, equation (4.20) gives us the estimate
. (4.26)
It follows from Theorem 2.1 that
.
Therefore, provided (4.21) holds, equation (4.26) implies that
, ,
u
1
u
2
, M
t
-
u
j
Pu
j
1 Pu
j
t , ) - = j 1 2 , =
u
1
u
2
-
V
1 L
2
- )
1 2
Pu
1
Pu
2
-
V
s u
j
M
t
-
u
1
u
2
-
H
C
J
N
J
u
1
u
2
- ) s
J
1 L
2
- )
1 2
A u
1
u
2
-
H
- s
N
J
u ) l
j
u ) : j 1 N , , = max = s
J
s
J
V H , ) =
u
1
u
2
-
H
C
1
J ) N
J
u
1
u
2
- ) s
C
1
J ) C
J
1 s
J
1 L
2
- )
1 2
A - )
1 -
=
(4.24)
l
j
u
1
u
2
- ) C
J
u
1
u
2
-
V
C
J
1 L
2
- )
1 2
A u
1
u
2
-
H
s s
u
j
t ) S t s , ) u
j
= t s >
u
j
t ) Pu
j
t ) 1 Pu
j
t ) t , ) - ) 1 P - ) u
j
t ) 1 Pu
j
t ) t , ) - ) - =
u
1
t ) u
2
t ) -
V
1 L
2
- )
1 2
P u
1
t ) u
2
t ) - )
V
- s
1 P - ) u
j
t ) 1 Pu
j
t ) t , ) -
V
.
j 1 2 , =
_
-
1 P - ) u
j
t ) 1 Pu
j
t ) t , ) - Ce
t s - ) -
s t s >
u
1
t ) u
2
t ) -
V
1 L
2
- )
1 2
A u
1
t ) u
2
t ) -
H
s Ce
t s - ) -
-
u
1
t ) u
2
t ) -
H
C
J
N
J
u
1
t ) u
2
t ) - ) s
J
u
1
t ) u
2
t ) -
V
- s
u
1
t ) u
2
t ) -
V
A
J
N
J
u
1
t ) u
2
t ) - ) B
J
e
t s - ) -
- s t s >
where and are positive numbers. Hence, the condition
implies that
.
Assume that the hypotheses of Theorem 4.3 hold. Let
be such that for all . Show that
for .
Prove that if the hypotheses of Theorem 4.3 hold, then in-
equality (4.22) as well as the equation
is valid for any and , where are con-
stants depending on .
Let us return to problem (4.1). Assume that is a continuous mapping from
into , , possessing the properties
,
for all , . Assume that the spectral gap condition
holds for some and . Here are the eigenvalues of the opera-
tor indexed in the increasing order and is a constant defined by (3.1.7). Under
these conditions there exists (see Chapter 2) a process generated
by problem (4.1). By virtue of Theorems 3.2.1 and 3.3.1 this process possesses an
asymptotically complete finite-dimensional inertial manifold and the corres-
ponding orthoprojector is a projector onto the span of the first eigenvectors
of the operator . Therefore,
, .
Therewith the Lipschitz constant for can be estimated by the value
. Thus, if is a set of functionals on , then in order to apply
Theorem 4.3 with , , it is sufficient to require that
.
A
J
B
J
N
J
u
1
t ) u
2
t ) - )
t
lim 0 =
u
1
t ) u
2
t ) -
V
t
lim 0 =
Exer c i s e 4.7
u
1
u
2
M
s
- , l
j
u
1
) l
j
u
2
) = l
j
J -
S t s , ) u
1
S t s , ) u
2
t s >
Exer c i s e 4.8
c
1
u
1
u
2
-
V
l
j
u
1
u
2
- ) : j 1 2 N , , , = max c
2
u
1
u
2
-
V
s s
u
1
u
2
, M
t
- t R - c
1
c
2
, 0 >
J
B u t , )
D A
u
) R - H 0 u 1 s
B u
0
t , ) M 1 A
u
u
0
-
' !
`
s B u
1
t , ) B u
2
t , ) - M A
u
u
1
u
2
- ) s
u
j
D A
u
) - 0 u 1 s
/
n 1 -
/
n
-
2M
q
1 k - ) /
n 1 -
u
/
n
u
- ) >
n 0 q 2 2 - /
n

A k
D A
u
) S t s , ) , )
M
t

P n
A
A
u
Pu /
n
u s -
A
s
u s s u -
L 1 p t , )
q 1 q - ) / J V D A
u
) =
H D A
s
) = s u -
s
J
D A
u
) D A
s
) , )
1 q -
2 2 q - 2 q
2
-
1
/
n
u s -
s
C
h
a
p
t
e
r
5
Due to Theorem 2.4 this estimate can be rewritten as follows:
,
where is the Kolmogorov -width of the embedding of
into , , .
It should be noted that the assertion similar to Theorem 4.3 was first estab-
lished for the Kuramoto-Sivashinsky equation
, , ,
with the periodic boundary conditions on in the case when is a set of
uniformly distributed nodes on , i.e.
, where , .
For the references and discussion of general case see survey [3].
In conclusion of this section we give one more theorem on the existence of deter-
mining functionals for problem (4.1). The theorem shows that in some cases we can
require that the values of functionals on the difference of two solutions tend to zero
only on a sequence of moments of time (cf. Theorem 1.3).
Theorem 4.4.
As before, assume that is a positive operator with discrete spectrum: As before, assume that is a positive operator with discrete spectrum: As before, assume that is a positive operator with discrete spectrum: As before, assume that is a positive operator with discrete spectrum:
, ,, , , ,, , . .. .
Assume that Assume that Assume that Assume that is a continuous mapping from into for is a continuous mapping from into for is a continuous mapping from into for is a continuous mapping from into for
some and the estimate some and the estimate some and the estimate some and the estimate
, ,, , , ,, ,
holds. Let be a finite set of linear functionals on holds. Let be a finite set of linear functionals on holds. Let be a finite set of linear functionals on holds. Let be a finite set of linear functionals on . .. . Then for Then for Then for Then for
any there exists such that the condition any there exists such that the condition any there exists such that the condition any there exists such that the condition
implies that the set of functionals is determining for problem implies that the set of functionals is determining for problem implies that the set of functionals is determining for problem implies that the set of functionals is determining for problem (4.1)
in the sense that if for some pair of solutions and for some se- in the sense that if for some pair of solutions and for some se- in the sense that if for some pair of solutions and for some se- in the sense that if for some pair of solutions and for some se-
quence such that quence such that quence such that quence such that
, ,, , , ,, , , ,, ,
the condition the condition the condition the condition
, ,, , , ,, ,
holds, then holds, then holds, then holds, then
. .. . (4.27)
s
J
D A
u
) D A
s
) , )
1 q -
2 2 q - 2 q
2
-
/
n 1 -
/
n
' !
`
u s -
n
D A
u
) D A
s
) , ) s
n
D A
u
) D A
s
) , ) n D A
u
)
D A
s
) s u - 0 u 1 s
u
t
u
xxxx
u
xx
u
x
u - - - 0 = x 0 L , ) - t 0 >
0 L , j l
j

0 L , j
l
j
u ) u j h ) = h
L
N
= j 0 1 N , 1 - , , =
A
Ae
k
/
k
e
k
= 0 /
1
/
2
s s /
k
k
lim
B u t , ) D A
u
) R - H
0 u 1
B u
1
t , ) B u
2
t , ) - M A
u
u
1
u
2
- ) s u
1
u
2
, D A
u
) -
J l
j
= D A
u
)
0 o | n n o | u /
1
M , , , , ) =
s
J
s
J
D A
u
) H , )
1
2
/
n
u -

J
u
1
t ) u
2
t ,
t
k

t
k
k
lim = o t
k 1 -
t
k
- | s s k 1 >
l
j
u
1
t
k
) u
2
t
k
) - )
k
lim 0 = l
j
J -
A
u
u
1
t ) u
2
t ) - )
t
lim 0 =
Proof.
Let . Then the results of Chapter 2 (see Theorem 2.2.3 and
Exercise 2.2.7) imply that
, (4.28)
(4.29)
for , where , , and are positive numbers depending on , and
and is the orthoprojector onto . It follows form (4.29) that
, , (4.30)
where
.
Let us choose such that . Then equation (4.30)
gives us that
, .
This inequality as well as estimate (4.28) enables us to use Theorem 1.3 with
and to complete the proof of Theorem 4.4.
Assume that is chosen such that in the proof
of Theorem 4.4. Show that the condition
as implies (4.27).
The results presented in this section can also be proved for semilinear retarded
equations. For example, we can consider a retarded perturbation of problem (4.1)
of the following form
where, as usual (see Section 2.8), is an element of defined with the help
of by the equality , , and is a continuous map-
ping from into possessing the property
for any . The corresponding scheme of reasoning is similar to the me-
thod used in [3], where the second order in time retarded equations are considered.
u t ) u
1
t ) u
2
t ) - =
A
u
u t ) a
1
e
a
2
t s -
A
u
u s ) s
1 P
n
- ) A
u
u t ) e
/
n 1 -
- t s -
a
3
/
n 1 -
1 u -
e
a
2
t s -
-
| |
' |
| |
A
u
u s ) s
t s 0 > > a
1
a
2
a
3
u /
1
,
M P
n
Lin e
1
e
n
, ,
1 P
n
- ) A
u
u t ) q
o | ,
A
u
u s ) s s o - t s | - s s
q
o | ,
e
/
n 1 -
- o
a
3
/
n 1 -
1 u -
e
a
2
|
- =
n n o | u /
1
M , , , , ) = q
o | ,
1 2 / s
A
u
u t ) /
n
u
u t )
1
2
A
u
u s ) - s s o - t s | - s s
V =
D A
u
) =
Exer c i s e 4.9 n q
o | ,
1
P
n
u
1
t
k
) u
2
t
k
) - ) 0
k
u d
t d
Au - B u t , ) Q u
t
t , ) , - =
u
t r 0 , - j -
t ) C
r
C r - 0 , j D A
1 2 /
) , ) , - =
|
|
'
|
|
u
t
C
r
u t ) u
t
u ) u t u - ) = u r - 0 , j - Q
C
r
R - H
Q v
1
t , ) Q v
2
t , ) -
2
M
1
A
1 2
v
1
u ) v
2
u ) -
2
u d
r -
0
}
s
v
1
v
2
, C
r
-
C
h
a
p
t
e
r
5
5 Determining Functionals 5 Determining Functionals 5 Determining Functionals 5 Determining Functionals
for for for for Reaction-Diffusion Systems Reaction-Diffusion Systems Reaction-Diffusion Systems Reaction-Diffusion Systems
In this section we consider systems of parabolic equations of the reaction-diffusion
type and find conditions under which a finite set of linear functionals given on the
phase space uniquely determines the asymptotic behaviour of solutions. In particu-
lar, the results obtained enable us to prove the existence of finite collections of de-
termining modes, nodes, and local volume averages for the class of systems under
consideration. It also appears that in some cases determining functionals can be gi-
ven only on a part of components of the state vector. As an example, we consider
a system of equations which describes the Belousov-Zhabotinsky reaction and the
Navier-Stokes equations.
Assume that is a smooth bounded domain in , , is the
Sobolev space of the order on , and is the closure (in ) of the set
of infinitely differentiable functions with compact support in . Let be a norm
in and let and be a norm and an inner product in , respec-
tively. Further we also use the spaces
, .
Notations and have a similar meaning. We denote the norms and the inner
products in and as in and .
We consider the following system of equations
, , , (5.1)
, ,
as the main model. Here , is the Laplace ope-
rator, , and is an -by- matrix with the ele-
ments from such that for all and
, . (5.2)
We also assume that the continuous function
is such that problem (5.1) has solutions which belong to a class of functions
on with the following properties:
a) for any there exists such that
, , (5.3)
where is the space of strongly continuous functions on
with the values in ;
O R
n
n 1 > H
s
O )
s O H
0
s
O ) H
s
O )
O
.
s
H
s
O )
. . .
, ) L
2
O )
H HH H
s
H
s
O ) )
m
H
s
O ) H
s
O ) - - = m 1 >
L LL L
2
H HH H
0
s
L LL L
2
H HH H
s
L
2
O ) H
s
O )
t
u a x t , ) u ^ f x u Vu t , , , ) - = x O - t 0 >
u
O
0 = u x 0 , ) u
0
x ) =
u x t , ) u
1
x t , ) u
m
x t , ) , , ) = ^
Vu
k

x
1
u
k

x
n
u
k
, , ) = a x t , ) m m
L
O R
+
- ) x O - t R
+
-
a
+
x t , )
1
2
a a
*
- )
0
I >
0
0 >
f f
1
f
m
, , ) : O R
n 1 - ) m
R
+
R
m
- - =
.
R
+
u . - t
0
0 >
u t ) C t
0
+ H HH H
2
H HH H
0
1
( , , ) -
t
u t ) C t
0
+ L LL L
2
, , ) -
C a b X , , )
a b , j X
Det er mi ni ng Funct i onal s f or React i on- Di f f us i on Sys t ems 329
b) there exists a constant such that for any there exists
such that for we have
. (5.4)
It should be noted that if is a diagonal matrix with the elements from
and is a continuously differentiable mapping such that
(5.5)
for all , , , and , then under natural compa-
tibility conditions problem (5.1) has a unique classical solution [7] which evidently
possesses properties (5.3) and (5.4). In cases when the dynamical system generated
by equations (5.1) is dissipative, the global Lipschitz condition (5.5) can be
weakened. For example (see [8]), if is a constant matrix and
,
where , , and
is continuously differentiable and satisfies the conditions
, , ,
, , ,
where and for , then any solution
to problem (5.1) with the initial condition from is unique and possesses proper-
ties (5.3) and (5.4).
Let us formulate our main assertion.
Theorem 5.1.
A set A set A set A set of linearly independent continuous linear of linearly independent continuous linear of linearly independent continuous linear of linearly independent continuous linear
functionals on functionals on functionals on functionals on is an asymptotically determining set with respect is an asymptotically determining set with respect is an asymptotically determining set with respect is an asymptotically determining set with respect
to the space to the space to the space to the space for problem for problem for problem for problem (5.1) in the class in the class in the class in the class if if if if
, ,, , (5.6)
where , and and are where , and and are where , and and are where , and and are
constants from constants from constants from constants from (5.2) and and and and (5.4). .. . This means that if inequality This means that if inequality This means that if inequality This means that if inequality (5.6) holds, holds, holds, holds,
then for some pair of solutions then for some pair of solutions then for some pair of solutions then for some pair of solutions the equation the equation the equation the equation
, ,, , , ,, , (5.7)
k 0 > u v , . -
t
1
0 > t t
1
>
f u Vu t , , ) f v Vv t , , ) - k u v - Vu Vv - -
' !
`
s
a x t , )
C
2
O R
+
- ) f
f x u p t , , , ) f x v q , t , , ) - k u v - p q - - ) s
u v , R
m
- p q , R
nm
- x O - t R
+
-
a
f x u Vu t , , , ) f x u , ) b
j
x )
x
j
u g x ) -
j 1 =
n
_
- =
b
j
b
j
1
b
j
m
, , ) L LL L
- = g g
1
g
m
, , ) L LL L
2
- = f f
1
f
m
, , ) =
f x u , ) u
1
u
p
0
> f x u , )
2
u
p
0
1 -
C - s p
0
2 >
f
k
u
j
C 1 u
p
1
- ) s 1 k m s s 1 j n s s
1

2
, 0 > p
1
4 n / 2 n 2 - ) / , ) min n 2 >
L LL L
2
J l
j
: j 1 N , , = =
H HH H
2
H HH H
0
1
(
H HH H
0
1
.
s
J
H HH H
2
H HH H
0
1
( L
2
, )
c
0
0
k 2
1
27
4
' !
`
2
-
' !
`
1 2 -
p k
0
, )
c
0
1 -
w
2
: w H HH H
2
H HH H
0
1
( ) O ) , w ^ 1 s - sup =
0
k
u v , . -
l
j
u : ) ) l
j
v : ) ) -
2
: d
t
t 1 -
}
t
lim 0 = j 1 N , , =
C
h
a
p
t
e
r
5
implies their asymptotic closeness in the space implies their asymptotic closeness in the space implies their asymptotic closeness in the space implies their asymptotic closeness in the space : :: :
. .. . (5.8)
Proof.
Let . Then equation (5.1) for gives us that
.
If we multiply this by in scalarwise and use equation (5.4), then we find that
for large enough. Therefore, the inequality
enables us to obtain the estimate
. (5.9)
Theorem 2.1 implies that
(5.10)
for all and for any , where is a constant and
. Consequently, estimate (5.9) gives us that
,
where is defined by equation (5.6). It follows that if estimate (5.6) is valid,
then there exists such that
for all , where is large enough. Therefore, equation (5.7) implies (5.8).
Assume that and are two solutions to equation (5.1)
defined for all . Let (5.3) and (5.4) hold for every and
let
.
Prove that if the hypotheses of Theorem 5.1 hold, then equalities
for and for some im-
ply that for all .
H HH H
1
u t ) v t ) -
1
t
lim 0 =
u v , . - w u v - =
t
w a x t , ) w ^ f x u Vu t , , , ) f x v Vv t , , , ) - ) - =
w ^ L LL L
2
1
2
d
t d
w t ) ^
2

0
w t ) ^
2
- k w t ) w V ) t ) -
' !
`
w t ) ^ s
t 0 > Vw
2
w w ^ , ) w w ^ s =
d
t d
Vw
2
0
w ^
2
-
2 k
2
0
1
27
4
' !
`
2
-
' !
`
w
2
s
w
2
C N , ) l
j
w )
2
1 - ) s
J
2
w
2
2
-
j
max s
w H HH H
2
H HH H
0
1
( - 0 > C N , ) 0 > s
J

s
J
H HH H
2
H HH H
0
1
( L
2
, )
d
t d
Vw t )
2
0
1
1 - ) s
J
2
p k
0
, )
2
-
' !

`
w t ) ^
2
- C l
j
w )
2
j
max s
p k
0
, )
| 0 >
Vw t )
2
e
| t t
0
- ) -
Vw t
0
)
2
C e
| t : - ) -
l
j
w : ) )
2
j
max : d
t
0
t
}
- s
t t
0
> t
0
Exer c i s e 5.1 u t ) v t )
t R - t
0
R -
Vu t ) Vv t ) -
' !
`
t 0
sup
l
j
u t ) ) l
j
v t ) ) = j 1 N , , = t s s s
u t ) v t ) t s
Let us give several examples of sets of determining functionals for problem (5.1).
E x a m p l e 5.1 (determining modes, , , , )
Let be eigenelements of the operator in with the Dirichlet bounda-
ry conditions on and let be the corresponding eigenva-
lues. Then the completeness defect of the set
can be easily estimated as follows: (see Exer-
cise 2.6). Thus, if possesses the property , then
is a set of asymptotically -determining functionals for prob-
lem (5.1).
Considerations of Section 5.3 also enable us to give the following examples.
E x a m p l e 5.2 (determining generalized local volume averages)
Assume that the domain is divided into local Lipschitzian subdomains
, with diameters not exceeding some given number .
Assume that on every domain a function is given such
that the domain is star-like with respect to and the conditions
, ,
hold, where the constant does not depend on and . Theorem 3.1 im-
plies that
for the set of functionals
.
Therewith the reasonings in the proof of Theorem 3.1 imply that ,
where is the area of the unit sphere in . For every we define the
functionals on by the formula
, , . (5.11)
Let
. (5.12)
m 1 >
e
k
^ - L LL L
2
O 0 /
1
/
2
s s
J l
j
: l
j
w ) w x ) e
j
x ) x d
O
}
= , j 1 N , , =
| |
' |
| |
=
s
J
H HH H
2
H HH H
0
1
( L LL L
2
, ) n /
N 1 -
1 -
s
N /
N 1 -
n p k
0
, )
1 -
> J
H HH H
2
H HH H
0
1
( H HH H
0
1
. , , )
O
O
j
: j 1 N , , = h 0 >
O
j
/
j
x ) L
O
j
) -
O
j
supp /
j
/
j
x ) x d
O
j
}
1 = ess /
j
x )
x O
j
-
sup
A
h
n
s
A 0 > h j
s
J
h
H
2
O ) H
0
1
O ) L
2
O ) , ( ) c
n
h
2
A
2
s
J
h
l
j
u ) /
j
x ) u x ) x d
O
j
}
= , j 1 2 N , , , =
| |
' |
| |
=
c
n
o
n
2
n
2 -
=
o
n
R
n
l
j
J
h
-
l
j
k )
H HH H
2
l
j
k )
w ) l
j
w
k
) = w w
1
w
m
, , ) H HH H
2
- = k 1 2 m , , , =
J
h
m )
l
j
k )
u ) : k 1 2 m , , , = , l
j
J
h
- =
C
h
a
p
t
e
r
5
One can check (see Exercise 2.8) that
.
Therefore, if is small enough, then is a set of asymptotically deter-
mining functionals for problem (5.1).
E x a m p l e 5.3 (determining nodes, )
Let be a convex smooth domain in , . Let and let
,
where . Let us choose a point in every subdomain
and define the set of nodes
, . (5.13)
Theorem 3.2 enables us to state that
,
where is an absolute constant. Therefore, the set of functionals defined
by formulae (5.11) and (5.12) with given by equality (5.13) possesses the
property
.
Consequently, is a set of asymptotically determining functionals for prob-
lem (5.1) in the class , provided that is small enough.
It is also clear that the result of Exercise 2.8 enables us to construct mixed determin-
ing functionals: they are determining nodes or local volume averages depending
on the components of a state vector. Other variants are also possible.
However, it is possible that not all the components of the solution vector
appear to be essential for the asymptotic behaviour to be uniquely determined.
A theorem below shows when this situation can occur.
Let be a subset of . Let us introduce the spaces
, .
We identify these spaces with , where is the number of elements of
the set . Notations and have the similar meaning. The set of linear
functionals on is said to be determining if is determining, where is the
natural projection of onto .
s
J
h
m )
H HH H
2
H HH H
0
1
L LL L
2
, ( ) c
m
h
2
A
2
s
h J
h
m )
n 3 s
O R
n
n 3 s h 0 >
O
j
O x x
1
x
n
, , ) = : j
k
h x
k
j
k
1 - ) h, k 1 2 3 , , = ( =
j j
1
j
n
, , ) Z
n
O ( - = x
j
O
j
J
h
l
j
u ) u x
j
) = : j Z
n
O ( - = n 3 s
s
J
h
H
2
O ) H
0
1
O ) L
2
O ) , ( ) c h
2
s
c J
h
m )
J
h
s
J
h
m )
H HH H
2
H HH H
0
1
L LL L
2
, ( ) c h
2
s
J
h
m )
. h
u x t , )
I 1 m , ,
H HH H
I
s
w w
1
w
m
, , ) = H HH H
s
- : w
k
0 k I z , = s R -
H
s
O ) )
I
I
I L LL L
I
2
H HH H
0 I ,
s
J
H HH H
I
2
p
I
*
J p
I
H HH H
s
H HH H
I
s
Theorem 5.2.
Let Let Let Let be a diagonal matrix with constant elements be a diagonal matrix with constant elements be a diagonal matrix with constant elements be a diagonal matrix with constant elements
and let be a partition of the set into two disjoint subsets. and let be a partition of the set into two disjoint subsets. and let be a partition of the set into two disjoint subsets. and let be a partition of the set into two disjoint subsets.
Assume that there exist positive constants , where Assume that there exist positive constants , where Assume that there exist positive constants , where Assume that there exist positive constants , where , ,, ,
such that for any pair of solutions the following inequality holds such that for any pair of solutions the following inequality holds such that for any pair of solutions the following inequality holds such that for any pair of solutions the following inequality holds
(hereinafter ) (hereinafter ) (hereinafter ) (hereinafter ): :: :
(5.14)
Then a set of linearly independent continuous linear Then a set of linearly independent continuous linear Then a set of linearly independent continuous linear Then a set of linearly independent continuous linear
functionals on is an asymptotically determining set with respect functionals on is an asymptotically determining set with respect functionals on is an asymptotically determining set with respect functionals on is an asymptotically determining set with respect
to the space for problem to the space for problem to the space for problem to the space for problem (5.1) in the class if in the class if in the class if in the class if
, ,, , (5.15)
where is defined as in where is defined as in where is defined as in where is defined as in (5.6). .. . This means that if two solutions This means that if two solutions This means that if two solutions This means that if two solutions
possess the property possess the property possess the property possess the property
for for for for , ,, , (5.16)
where is the natural projection where is the natural projection where is the natural projection where is the natural projection of of of of onto , then equation onto , then equation onto , then equation onto , then equation (5.8)
holds. holds. holds. holds.
Proof.
Let and . Then
(5.17)
for . In we scalarwise multiply equations (5.17) by
for and by for and summarize the results. Using inequality (5.14)
we find that
,
where
.
a diag d
1
d
m
, , ) =
I I ' , 1 m , ,
m k
*
u
i
, , i 1 m , , =
u v , . -
w u v - =
u
i
d
i
2
w
i
^
2
- f
i
u Vu t , , ) f
i
v Vv t , , ) w
i
^ , - ) -
| |
' |
| |
i I -
_

u
i
d
i
Vw
i
2
- f
i
u Vu t , , ) f
i
v Vv t , , ) - w
i
, ) -
| |
' |
| |
i I ' -
_
-
-
m w
i
2
k
*
w
i
2
.
i I -
_
-
i I ' -
_
-
s
s
l
j
: j 340 1 ) N , , = =
H HH H
I
2
H HH H
0 I ,
1
(
H HH H
0
1
.
s
J
s
J
H HH H
I
2
H HH H
0 I ,
1
( L LL L
I
2
, ) c
0
d
i
u
i
2 k
*
i I -
min
c
0
0 >
u v , . -
l
j
p
I
u : ) ) l
j
p
I
v : ) ) -
2
: d
t
t 1 -
}
t
lim 0 = j 1 N , , =
p
I
H HH H
s
H HH H
I
s
u v , . - w u v - =
t
w
i
d
i
w
i
^ f
i
x u Vu t , , , ) f
i
x v Vv t , , , ) - ) - =
i 1 m , , = L
2
O ) u
i
w
i
^ -
i I - u
i
w
i
i I ' -
1
2
d
t d
1 w t ) )
1
2
d
i
u
i
w
i
^
2
i I -
_
m w
i
2
i I ' -
_
- - k
*
w
i
2
i I -
_
s
1 w ) u
i
Vw
i
2
i I -
_
u
i
w
i
2
i I ' -
_
- =
C
h
a
p
t
e
r
5
As in the proof of Theorem 5.1 (see (5.10)) we have
for every . Therefore, provided (5.15) holds, we obtain that
with some constant . Equation (5.16) implies that as .
Hence,
. (5.18)
However, equation (5.9) and the inequality
, ,
imply that
for all with large enough and for . Therefore, equation (5.8) follows
from (5.18). Theorem 5.2 is proved.
The abstract form of Theorem 5.2 can be found in [3].
As an application of Theorem 5.2 we consider a system of equations which describe
the Belousov-Zhabotinsky reaction. This system (see [9], [10], and the references there-
in) can be obtained from (5.1) if we take , ,
and
,
where
,
, .
Here and are positive numbers. The theorem on the existence of classi-
cal solutions can be proved without any difficulty (see, e.g., [7]). It is well-known
[10] that if and , then the domain
is invariant (if the initial condition vector lies in for all , then
for and ). Let be a set of classical solutions the initial condi-
tions of which have the values in . It is clear that assumptions (5.3) and (5.4) are
valid for . Simple calculations show that the numbers , and can be
w
i
2
i I -
_
C N , ) l
j
p
I
w )
2 1 -
c
0
2
s
J
2
w
i
^
2
i I -
_
-
j
max s
0 >
d
t d
1 w t ) ) | 1 w t ) ) - C l
j
p
I
w t ) )
2
j
max s
| 0 > 1 w t ) ) 0 t 0
w t )
t
lim 0 =
Vw C w ^ s w H HH H
2
H HH H
0
1
( -
Vw t )
2
e
| t t
0
- ) -
Vw t
0
)
2
C e
| t t
0
- ) -
w : )
2
: d
t
0
t
}
- s
t t
0
> t
0
| 0 >
n 3 s m 3 = a x t , ) diag d
1
d
2
d
3
, , ) =
f x u Vu t , , , ) f u ) f
1
u ) f
2
u ) f
3
u ) , , ) =
f
1
u ) o u
2
u
1
u
2
- u
1
|u
1
2
- - ) - =
f
2
u )
1
o
u
3
u
2
- u
1
u
2
- ) - = f
3
u ) u
1
u
3
- ) - =
o | , , ,
a
3
a
1
1 |
1 -
, ) max > > a
2
a
3
>
D u u
1
u
2
u
3
, , ) : 0 u
j
a
j
, j =1 2 3 , , s s R
3
c =
D x O - u x t , ) D -
x O - t 0 > . .
D
D
. m k
*
u
2
, , u
3
chosen such that equation (5.14) holds for , , and . In-
deed, let smooth functions and be such that for all
and let . Then it is evident that there exist constants
such that
,
,
.
Consequently, for any we have
It follows that there is a possibility to choose the parameters and such that
with positive constants and . This enables us to prove (5.14) and, hence, the
validity of the assertions of Theorem 5.2 for the system of Belousov-Zhabotinsky
equations. Therefore, if is a set of linear functionals on
such that is small enough, then the
condition
, ,
for some pair of solutions and
which lie in implies that
as .
In particular, this means that the asymptotic behaviour of solutions to the Belousov-
Zhabotinsky system is uniquely determined by the behaviour of one of the compo-
nents of the state vector. A similar effect for the other equations is discussed in the
sections to follow.
The approach presented above can also be used in the study of the Navier-Stokes
system. As an example, let us consider equations that describe the dynamics of a vis-
cous incompressible fluid in the domain with periodic
boundary conditions:
I 1 = I ' 2 3 , = u
1
1 =
u x ) v x ) u x ) v x ) , D -
x O - w x ) u x ) v x ) - =
C
j
0 >
1
1
f
1
u ) f
1
v ) w
1
^ , - )
d
1
2
w
1
^
2
C
1
w
1
2
w
2
2
-
' !
`
- s
1
2
f
2
u ) f
2
v ) w
2
, - ) -
1
2o
- w
2
2
C
2
w
1
2
w
3
2
-
' !
`
- s
1
3
f
3
u ) f
3
v ) w
3
, - ) -

2
- w
3
2
C
3
w
1
2
- s
u
2
u
3
, 0 >
1
1
u
2
1
2
u
3
1
3
- -
d
1
2
w
1
^
2
C
1
u
2
C
2
u
3
C
3
- - ) w
1
2

C
1
u
2
2o
-
' !
`
w
2
2
u
2
C
2
u
3
2
-
' !
`
w
3
2
.
- -
- -
s
u
2
u
3
1
1
u
2
1
2
u
3
1
3
- -
d
1
2
w
1
^
2
k
*
w
1
2
m w
2
2
w
3
2
-
' !
`
- - s
k
*
m
J l
j
: j 1 N , , = =
H
2
O ) H
0
1
O ) ( s
J
H
2
H
0
1
( ) O ) L
2
O ) , )
l
j
u
1
: ) ) l
j
v
1
: ) ) -
2
: d
t
t 1 -
}
t
lim 0 = j 1 N , , =
u t ) u
1
t ) u
2
t ) u
3
t ) , , ) = v t ) v
1
t ) v
2
t ) , , =
v
3
t ) ) .
u t ) v t ) -
1
0 t
O T
2
0 L , ) 0 L , ) - =
C
h
a
p
t
e
r
5
, , ,
(5.19)
where the unknown velocity vector and pressure
are -periodic functions with respect to spatial variables, , and
is the external force.
Let us introduce some definitions. Let be a space of trigonometric polynomi-
als of the period with the values in such that and
. Let be the closure of in , let be the orthoprojector onto
in , let and for all and from
. We remind (see, e.g., [11]) that is a positive operator with dis-
crete spectrum and the bilinear operator is a continuous mapping from
into . In this case problem (5.19) can be rewritten in the form
, . (5.20)
It is well-known (see, e.g., [11]) that if and , then prob-
lem (5.20) has a unique solution such that
, . (5.21)
One can prove (see [9] and [12]) that it possesses the property
(5.22)
for any . Here is the first eigenvalue of the operator in
and
.
Lemma 5.1.
Let and let . Then
, (5.23)
, (5.24)
where is the -norm, is the -th component of the vector ,
, and is an absolute constant.
Proof.
Using the identity (see [12])
for and , it is easy to find that
.
t
u x u ^ - u V , ) u Vp - - F x t , ) = x T
2
- t 0 >
Vu 0 , = x T
2
, - u x 0 , ) u
0
x ) , =
u x t , ) u
1
x t , ) u
2
x t , ) , ) =
p x t , ) L x 0 >
F x t , )
v x ) L R
2
div v 0 =
v x ) x d
T
2 }
0 = H L LL L
2
H
H L LL L
2
A H u ^ - u ^ - = = B u v , ) H u V , ) v = u v
D A ) H H HH H
2
( = A
B u v , )
D A ) D A ) - H
t
u xAu B u u , ) - - HF t ) = u
t 0 =
u
0
H - =
u
0
H - HF t ) L
R
+
H , ) -
u t )
u t ) C R
+
H , ) C t
0
+ D A ) , , ) ( - t
0
0 >
1
a
Au : )
2
: d
t
t a -
}
t
lim
F
2
x
2
1
1
ax/
1
-
' !
`
s
a 0 > /
1
2 L / )
2
= A H
F HF t )
t
lim =
u v , D A ) - w u v - =
B u u , ) B v v , ) - Aw , ) 2 w
Vw Au s
B u u , ) B v v , ) - Aw , ) c L Vw
k
Vw
1 2
w ^
1 2
Au s
.
w
k
k w
k 1 2 , = c
B u w , ) Aw , ) B w v , ) Aw , ) B w w , ) Au , ) - - 0 =
u v , D A ) - w u v - =
B u u , ) B v v , ) - Aw , ) B w w , ) Au , ) - =
Therefore, it is sufficient to estimate the norm . The incompressibili-
ty condition gives us that
,
where is the derivative with respect to the variable . Consequently,
. (5.25)
This implies (5.23). Let us prove (5.24). For the sake of definiteness we let
. We can also assume that . Then (5.25) gives us that
.
We use the inequalities (see, e.g., [11], [12])
and
,
where and are absolute constants (their explicit equations can be found
in [12]). These inequalities as well as a simply verifiable estimate
imply that
.
This proves (5.24) for .
Theorem 5.3.
1. A set of linearly independent continuous A set of linearly independent continuous A set of linearly independent continuous A set of linearly independent continuous
linear functionals on is an asymptotically determining set linear functionals on is an asymptotically determining set linear functionals on is an asymptotically determining set linear functionals on is an asymptotically determining set
with respect to for problem with respect to for problem with respect to for problem with respect to for problem (5.20) in the class of solutions with property in the class of solutions with property in the class of solutions with property in the class of solutions with property
(5.21) if if if if
, ,, , (5.26)
where is an absolute constant. where is an absolute constant. where is an absolute constant. where is an absolute constant.
2. Let be a set of linear functionals on Let be a set of linear functionals on Let be a set of linear functionals on Let be a set of linear functionals on
and let and let and let and let
, ,, ,
where is an absolute constant. Then every set is an asymptotically where is an absolute constant. Then every set is an asymptotically where is an absolute constant. Then every set is an asymptotically where is an absolute constant. Then every set is an asymptotically
determining set with respect to for problem determining set with respect to for problem determining set with respect to for problem determining set with respect to for problem (5.20) in the class of solu- in the class of solu- in the class of solu- in the class of solu-
tions with property tions with property tions with property tions with property (5.21). .. . Here is the natural projection onto the -th Here is the natural projection onto the -th Here is the natural projection onto the -th Here is the natural projection onto the -th
component of the velocity vector, component of the velocity vector, component of the velocity vector, component of the velocity vector, , ,, , . .. .
B w w , )
Vw 0 =
w V , ) w w
1
2
w
2
- w
2
2
w
1
- , w
1
1
w
2
w
2
1
w
1
- ) =
i
x
i
w V , ) w
2
2 w
1
V , ) w
2
2
w
2
V , ) w
1
2
-
' !
`
s
k 1 = w -
w V , ) w 2 w
1
L
4
Vw
2
L
4
w
2

Vw
1
-
' !
`
s
v
L
a
0
v
1 2
v ^
1 2
s
v
L
4
a
1
v
1 2
Vv
1 2
s
a
0
a
1
v s
L 2 / ) Vv s
w V , ) w
L
a
1
2
a
0
- ) Vw
1
Vw
1 2
w ^
1 2
s
k 1 =
J l
j
: j 1 2 N , , , = =
D A ) H HH H
2
H HH H ( =
H HH H
1
s
J
s
J
D A ) H , ) c
1
G c
1
x
2
HF t )
t
lim
' !
`
1 -

c
1
J l
j
: j 1 N , , = = H
2
O )
s '
J
s
J
H
2
O ) L
2
O ) , ) c
2
x
4
L
3 -
HF t )
t
lim
' !
`
2 -

c
2
p
k
*
J
H HH H
1
p
k
k
p
k
u
1
u
2
, ) u
k
= k 1 2 , =
C
h
a
p
t
e
r
5
Proof.
Let and be solutions to problem (5.20) possessing property (5.21).
Then equations (5.20) and (5.23) imply that
for . As above, Theorem 2.1 gives us the estimate
, .
Therefore,
.
The inequality
enables us to obtain the estimate (see Exercise 2.12) and
hence
for every . Therefore, we use dissipativity properties of solutions (see [8] and
[9] as well as Chapter 2) to obtain that
,
where
.
Equation (5.22) for implies that the function possesses proper-
ties (1.6) and (1.7), provided (5.26) holds. Therefore, we apply Lemma 1.1 to obtain
that as , provided
.
In order to prove the second part of the theorem, we use similar arguments. For
the sake of definiteness let us consider the case only. It follows from (5.20)
and (5.24) that
. (5.27)
The definition of completeness defect implies that
,
where .Therefore,
u t ) v t )
1
2
d
t d
Vw
2
x w ^
2
- 2 w
Vw Au s
w u v - =
w C w ) s
J
w ^ - s w ) l
j
w )
j
max =
w
a
0
w
1 2
w ^
1 2
c
1
w ) w ^
1 2
a
0
s
J
w ^ - s s
Vw
2
w w ^ s
s
J
D A ) D A
1 2
) , ) s
J
1 2
s
w ^
2
C
- w )
2
1 - ) s
J
1 -
Vw
2
- >
0 >
d
t d
Vw t )
2
o t ) Vw
2
- C w )
2
w ) - s
o t ) x 1 - ) s
J
1 -
2 a
0
2
s
J
x
1 -
Au t )
2
- =
a x/
1
)
1 -
= o t )
Vw t ) 0 t
w : ) ) j
2
: d
t
t 1 -
}
t
lim 0 =
k 1 =
1
2
d
t d
Vw
2
x w ^
2
- c L Vw
1
1 2
Vw w ^
1 2
Au s
Vw
1
1 2
C w
1
) s '
J
w
1
^
1 2
- C w
1
) s '
J
w ^
1 2
- s s
w
1
) l
j
w
1
)
j
max =
Det er mi ni ng Funct i onal s i n t he Pr obl em of Ner ve I mpul s e Tr ans mi s s i on 339
for any , where the constant depends on , and . Consequently,
from (5.27) we obtain that
.
Therefore, we can choose and find that
,
where is an arbitrary number. Further arguments repeat those in the proof
of the first assertion. Theorem 5.3 is proved.
It should be noted that assertion 1 of Theorem 5.3 and the results of Section 3 enable
us to obtain estimates for the number of determining nodes and local volume avera-
ges that are close to optimal (see the references in the survey [3]). At the same time,
although assertion 2 uses only one component of the velocity vector, in general it
makes it necessary to consider a much greater number of determining functionals in
comparison with assertion 1. It should also be noted that assertion 2 remains true if
instead of we consider the projections of the velocity vector onto an arbitrary
a priori chosen direction [3]. Furthermore, analogues of Theorems 1.3 and 4.4 can be
proved for the Navier-Stokes system (5.19) (the corresponding variants of estimates
(4.28) and (4.29) can be derived from the arguments in [2], [8], and [9]).
in the Problem of Nerve Impulse in the Problem of Nerve Impulse in the Problem of Nerve Impulse in the Problem of Nerve Impulse
Transmission Transmission Transmission Transmission
We consider the following system of partial differential equations suggested by
Hodgkin and Huxley for the description of the mechanism of nerve impulse trans-
mission:
, , , (6.1)
, , , . (6.2)
c L Vw
1
1 2
Vw w ^
1 2
Au
c L s'
J
Vw w ^ Au C w
1
) Vw w ^
1 2
Au -
C w
1
) j
2
Lc
2
x
s '
J
-
' !
`
Vw
2
Au
2

x
2
w ^
2
- -
s
s s
s
0 > C x J , , L
d
t d
Vw
2
x w ^
2
- C w
1
) j
2
2
Lc
2
x
s'
J
-
' !
`
Vw
2
Au
2
- s
L c
2
x
1 -
s'
J
=
d
t d
Vw
2
x
2
L
' !
`
2
2 1 - )
Lc
2
x
s'
J
Au
2
- Vw
2
- C w
1
) j
2
s
0 >
w
k
t
u d
0
x
2
u - g u v
1
v
2
v
3
, , , ) - 0 = x 0 L , ) - t 0 >
t
v
j
d
j
x
2
v
j
- k
j
u ) v
j
h
j
u ) - ) - 0 = x 0 L , ) - t 0 > j 1 2 3 , , =
C
h
a
p
t
e
r
5
Here , , and
, (6.3)
where and . We also assume that and are the
given continuously differentiable functions such that and ,
. In this model describes the electric potential in the nerve and is
the density of a chemical matter and can vary between and . Problem (6.1) and
(6.2) has been studied by many authors (see, e.g., [9], [10], [13] and the references
therein) for different boundary conditions. The results of numerical simulation given
in [13] show that the asymptotic behaviour of solutions to this problem can be quite
complicated. In this chapter we focus on the existence and the structure of deter-
mining functionals for problem (6.1) and (6.2). In particular, we prove that the
asymptotic behaviour of densities is uniquely determined by sets of functionals
defined on the electric potential only. Thus, the component of the state vector
is leading in some sense.
We equip equations (6.1) and (6.2) with the initial data
, , , (6.4)
and with one of the following boundary conditions:
, , (6.5a)
, , (6.5b)
, , , (6.5c)
where . Thus, we have no boundary conditions for the function
when the corresponding diffusion coefficient is equal to zero for some .
Let us now describe some properties of solutions to problem (6.1)(6.5). First
of all it should be noted (see, e.g., [10]) that the parallelepiped
is a positively invariant set for problem (6.1)(6.5). This means that if the initial data
belongs to for almost all ,
then
for and for all for which the solution to problem (6.1)(6.5) exists.
Let be the space consisting of vector-functions
, where , , .
We equip it with the standard norm. Let
d
0
0 > d
j
0 >
g u v
1
v
2
v
3
, , , )
1
v
1
3
v
2

1
u - ) -
2
v
3
4
2
u - ) -
3

3
u - ) - =
j
0 >
1

3
0
2
> > > k
j
u ) h
j
u )
k
j
u ) 0 > 0 h
j
u ) 1
j 1 2 3 , , = u v
j
0 1
v
j
u u
u v
1
, , v
2
v
3
, )
u
t 0 =
u
0
x ) = v
j
t 0 =
v
j 0
x ) = j 1 2 3 , , =
u
x 0 =
u
x L =
d
j
v
j
x 0 =
d
j
v
j
x L =
0 = = = = t 0 >
x
u
x 0 =
x
u
x L =
d
j

x
v
j
x 0 =
d
j

x
v
j
x L =
0 = = = = t 0 >
u x L t , - ) u x t , ) - d
j
v
j
x L t , - ) v
j
x t , ) - ) 0 = = x R
1
- t 0 >
j 1 2 3 , , = v
j
x t , )
d
j
j 1 2 3 , , =
D U u v
1
v
2
v
3
, , , ) :
2
u
1
s s , 0 v
j
1 s s , j 1 2 3 , , =
| |
' |
| |
R
4
c =
U
0
x ) u
0
x ) v
10
x ) v
20
x ) v
30
x ) , , , ) = D x 0 L , j -
U t ) u x t , ) v
1
x t , ) v
2
x t , ) v
3
x t , ) , , , ) D -
x 0 L , j - t 0 >
H
0
H j
4
L
2
0 L , ) j
4

U x ) u v
1
v
2
v
3
, , , ) u L
2
0 L , ) - v
j
L
2
0 L , ) - j 1 2 3 , , =
.
Depending upon the boundary conditions (6.5 a, b, or c) we use the following nota-
tions and , where
, or , or (6.6)
and
, or
, or , (6.7)
respectively. Hereinafter is the Sobolev space of the order on ,
and are subspaces in corresponding to the boundary conditions
(6.5a) and (6.5c). The norm in is defined by the equality
,
We use notations and for the norm and the inner product in
. Further we assume that is the space of strongly continu-
ous functions on with the values in . The notation has a simi-
lar meaning.
Let for all . Then for every vector problem
(6.1)(6.5) has a unique solution defined for all (see, e.g., [9], [10]).
This solution lies in
for any segment and if , then
. (6.8)
Therefore, we can define the evolutionary semigroup in the space
by the formula
,
where is a solution to problem (6.1)(6.5) with the initial conditions
.
The dynamical system has been studied by many authors.
In particular, it has been proved that it possesses a finite-dimensional global attrac-
tor [9].
H
0
D ) U x ) H
0
: U x ) D for almost all x 0 L , ) - - -
| |
' |
| |
=
H
1
V
1
j
4
= H
2
V
2
j
4
=
V
1
H
0
1
0 L , ) = H
1
0 L , ) H
per
1
0 L , )
V
2
H
2
0 L , ) H
0
1
0 L , ) ( =
u x ) H -
2
0 L , ) :
x
u
x 0 x , L = =
= 0
| |
' |
| |
H
per
2
0 L , )
H
s
0 L , ) s 0 L , )
H
0
1
H
per
1
H
1
0 L , )
H
s
0 L , )
u
s
2
x
s
u
2
u
2
-
x
s
u x )
2
u x )
2
-
' !
`
x d
0
L
}
= = s 1 2 , , =
. . .
, ) H
L
2
0 L , ) C 0 T X , , )
0 T , j X L
p
0 T X , , )
d
j
0 > j 1 2 3 , , = U
0
H
0
D ) -
U t ) H
0
D ) - t
C 0 T H
0
D ) , , ) L
2
0 T H
1
, , ) (
0 T , j U
0
H
0
D ) H
1
( -
U t ) C 0 T H
0
D ) H
1
( , , ) L
2
0 T H
2
, , ) ( -
S
t
H
0
D ) H
1
(
S
t
U
0
U t ) u x t , ) v
1
x t , ) v
2
x t , ) v
3
x t , ) , , , ) =
U t )
U
0
u
0
x ) v
10
x ) v
20
x ) v
30
x ) , , , )
H
0
D ) H
1
S
t
, ( )
C
h
a
p
t
e
r
5
If , then the corresponding evolutionary semigroup can be
defined in the space . In this case for any segment
we have
, (6.9)
if . This assertion can be easily obtained by using the general methods
of Chapter 2.
The following assertion is the main result of this section.
Theorem 6.1.
Let Let Let Let be a finite set of continuous linear functio- be a finite set of continuous linear functio- be a finite set of continuous linear functio- be a finite set of continuous linear functio-
nals on the space (see nals on the space (see nals on the space (see nals on the space (see (6.6) and and and and (6.7)). Assume that ). Assume that ). Assume that ). Assume that
(6.10)
or or or or
, ,, , (6.11)
where where where where
(6.12)
and and and and
(6.13)
with with with with , ,, , , ,, ,

, ,, , and and and and
, ,, , , ,, ,
. .. .
Then is an asymptotically determining set with respect to the space Then is an asymptotically determining set with respect to the space Then is an asymptotically determining set with respect to the space Then is an asymptotically determining set with respect to the space
for problem for problem for problem for problem (6.1)(6.5) in the sense that for any two solutions in the sense that for any two solutions in the sense that for any two solutions in the sense that for any two solutions
and and and and
satisfying either satisfying either satisfying either satisfying either (6.8) with with with with , ,, , or (6.9) with , or (6.9) with , or (6.9) with , or (6.9) with , , ,, , the con- the con- the con- the con-
dition dition dition dition
d
1
d
2
d
3
0 = = =
V
1
V
1
H
1
0 L , ) j
3
- ) H
0
D ) ( =
0 T , j
S
t
U
0
U t ) C 0 T V
1
, , ) L
2
0 T V
2
H
1
0 L , ) )
3
- , , ) ( - =
U
0
V
1
-
J l
j
: j 1 N , , = =
V
s
s , 1 2 , =
s
J
1 )
s
J
V
1
H , )
d
0
d
0
K
1
-
s
s
J
2 )
s
J
V
2
H , )
d
0
d
0
2
K
2
2
-
s
K
1

1

2
- )
|
j
A
j
B
j
- )
k
j
*
j 1 =
3
_
=
K
2
2
1

2
- )
2
5
1

2
- )
2
|
j
A
j
B
j
- )
2 k
j
*
' !

`
2
j 1 =
3
_
-
' !

`
1 2
=
|
1
3
1
= |
2

1
= |
3
4
2
=
A
j

u
k
j
u ) :
2
u
1
s s
| |
' |
| |
max = B
j

u
k
j
h
j
) u ) :
2
u
1
s s
| |
' |
| |
max =
k
j
*
k
j
u ) :
2
u
1
s s
| |
' |
| |
min =
J H
0
U t ) u x t , ) v
1
x t , v
2
x t , v
3
x t , , , , ) =
U
*
t ) u
*
x t , ) v
1
*
x t , ) v
2
*
x t , ) v
3
*
x t , ) , , , ) =
d
j
0 > d
j
0 = j 1 2 3 , , =
for for for for (6.14)
. .. . (6.15)
Proof.
Assume that (6.10) is valid. Let
and
be solutions satisfying either (6.8) with , or (6.9) with , .
It is clear that
where
.
Since , it is evident that
,
where . Let and , . It follows
from (6.1) that
, , . (6.16)
If we multiply (6.16) by in , then it is easy to find that
. (6.17)
Equation (6.2) also implies that
. (6.18)
Thus, for any and , , we obtain that
l
j
u : ) ) l
j
u
*
: ) ) -
2
: d
t
t 1 -
}
t
lim 0 = j 1 N , , =
u t ) u
*
t ) -
2
v
j
t ) v
j
*
t ) -
2
j 1 =
3
_
-
| |
' |
| |
t
lim 0 =
U t ) u x t , ) v
1
x t , ) v
2
x t , ) v
3
x t , ) , , , ) =
U
*
t ) u
*
x t , ) v
1
*
x t , ) v
2
*
x t , ) v
3
*
x t , ) , , , ) =
d
j
0 > d
j
0 = j 1 2 3 , , =
G U U
*
, ) g u v
1
v
2
v
3
, , , ) g u
*
v
1
*
v
2
*
v
3
*
, , , ) -
1
v
1
3
v
2

2
v
3
4
3
- - ) u u
*
- ) h U U
*
, ) , -
=
=
h U U
*
, )
1
v
1
3
v
2
v
1
*
3
v
2
*
- )
1
u
*
- ) -
2
v
3
4
v
3
*
4
- )
2
u
*
- ) - =
U U
*
, D -
h U U
*
, ) a
j
v
j
v
j
*
-
j 1 =
3
_
s
a
j

1

2
- ) |
j
= w u u
*
- = y
j
v
j
v
j
*
- = j 1 2 3 , , =
t
w d
0
x
2
w - G U U
*
, ) - 0 = x 0 L , ) - t 0 >
w L
2
0 L , )
1
2
d
t d
w
2
d
0

x
w
2
3
w
2
- - a
j
y
j
w
j 1 =
3
_
s
1
2
d
t d
y
j
2
d
j

x
y
j
2
k
j
*
y
j
2
- - A
j
B
j
- ) y
j
w s
0 s 1 u
j
0 > j 1 2 3 , , =
C
h
a
p
t
e
r
5
(6.19)
Theorem 2.1 gives us that
. (6.20)
Consequently, it follows from (6.19) that
(6.21)
for any , , and , where
.
We choose and obtain that
.
It is easy to see that if (6.10) is valid, then there exist and such that
. Therefore, equation (6.21) gives us that
where . Thus, if (6.10) is valid, then equation (6.14) implies (6.15).
1
2
d
t d
w
2
u
j
y
j
2
j 1 =
3
_
-
' !

`
d
0

x
w
2
3
w
2
s k
j
*
u
j
y
j
2
j 1 =
3
_
- - -
1 s - ) k
j
*
u
j
y
j
2
a
j
u
j
A
j
B
j
- ) - j
j 1 =
3
_
y
j
w -
j 1 =
3
_
-
a
j
u
j
A
j
B
j
- ) - j
2
4 1 s - ) u
j
k
j
*
w
2
.
j 1 =
3
_
s s
s
s
w
2
C
J ,
l
j
w )
2
1 - ) s
J
1 )
j
2
x
w
2
w
2
-
' !
`
-
j
max s
0 >
x
w
2 1
1 - ) s
J
1 )
j
2
1 -
' !

`
w
2
C
J ,
l
j
w )
2
j
max - >
1
2
d
t d
w
2
u
j
y
j
2
j 1 =
3
_
-
' !

`
d
0
m J s u , , , ) w
2

s k
j
*
u
j
y
j
2
j 1 =
3
_
- -
- C
J ,
l
j
w )
2
j
max s
0 s 1 u
j
0 > 0 >
m J s u , , , )

3
d
0
1
1 - ) s
J
1 )
j
2
1 -
a
j
u
j
A
j
B
j
- ) - j
2
4 1 s - ) u
j
k
j
*
d
0
j 1 =
3
_
- - =
u
j
a
j
A
j
B
j
- )
1 -
=
m J s u , , , )

3
d
0
1
1 - ) s
J
1 )
j
2
1 -
K
1
1 s - ) d
0
- - =
0 s 1 0 >
m J s u , , , ) 0 >
w t )
2
u
j
y
j
t )
2
j 1 =
3
_
-
w
0
2
u
j
y
j 0
2
j 1 =
3
_
-
' !

`
e
m
*
- t
C
J ,
e
m
*
t : - ) -
l
j
w : ) )
2
j
max : , d
0
t
}
-
s
s
m
*
0 >
Let us now assume that (6.11) is valid. Since
,
then it follows from (6.16) that
(6.22)
Therefore, we can use equation (6.18) and obtain (cf. (6.19)) that

for any and . As above, we find that
,
provided that
.
As in the first part of the proof, we can now conclude that if (6.11) is valid, then (6.14)
implies the equations
and , . (6.23)
It follows from (6.17) that
.
Therefore, as above, we obtain equation (6.15) for the case (6.11). Theorem 6.1
is proved.
G U U
*
, )
x
2
w , ) -
3

x
w
2
-
1

2
- ) w h U U
*
, ) -
' !
`
x
2
w - s
1
2
d
t d

x
w
2
d
0
2

x
2
w
2
3

x
w
2
- -
2
d
0

1

2
- )
2
w
2
2
a
j
2
d
0
y
j
2
.
j 1 =
3
_
-
s
s
1
2
d
t d

x
w
2
u
j
y
j
2
j 1 =
3
_
-
' !

`
d
0
2

x
2
w
2
3

x
w
2
s k
j
*
u
j
y
j
2
j 1 -
3
_
- - -
2
d
0

1

2
- )
2
9
4
a
j
2
A
j
B
j
- )
2
1 s - )
2
k
j
*
j
2
d
0
j 1 =
3
_
-
' !

`
w
2
s
s
0 s 1 u
j
3 a
j
2
1 s - ) k
j
*
d
0
j
1 -
=
x
2
w
2 1
1 - ) s
J
2 )
j
2
1 -
' !

`
w
2
C
J ,
l
j
w )
2
j
max - >
0 >
1
2
d
t d

x
w
2
u
j
y
j
2
j 1 =
3
_
-
' !

`

3

x
w
2
s k
j
*
u
j
y
j
2
j 1 -
3
_
- - C
J ,
l
j
w )
2
j
max s
1
1 - ) s
J
2 )
j
2
1 -
4
d
0
2

1

2
- )
2
-
9 a
j
2
A
j
B
j
- )
2
2 1 s - )
2
k
j
*
j
2
d
0
2
j 1 =
3
_
- 0 >
x
w t )
t
lim 0 = y
j
t )
t
lim 0 = j 1 2 3 , , =
d
t d
w
2
3
w
2
-
3
3
a
j
2
y
j
t )
2
j 1 =
3
_
s
C
h
a
p
t
e
r
5
As in the previous sections, modes, nodes and generalized local volume averages can
be choosen as determining functionals in Theorem 6.1.
Let be a basis in which consists of eigenvec-
tors of the operator with one of the boundary conditions (6.5).
Show that the set
is determining (in the sense of (6.14) and (6.15)) for problem (6.1)
(6.5) for large enough.
Show that in the case of the Neumann boundary conditions
(6.5b) it is sufficient to choose the number in Exercise 6.1 such
that
, . (6.24)
Obtain a similar estimate for the other boundary conditions (Hint:
see Exercises 3.23.4).
Let
. (6.25)
Show that for every the estimate
(6.26)
holds for any (Hint: see Exercise 3.6).
Use estimate (6.26) instead of (6.20) in the proof of Theorem
6.1 to show that the set of functionals (6.25) is determining for prob-
lem (6.1)(6.5), provided that .
Obtain the assertions similar to those given in Exercises 6.3
and 6.4 for the following set of functionals
Exer c i s e 6.1 e
k
L
2
0 L , )
x
2
J l
j
u ) e
j
x ) u x ) x d
0
L
}
= , j 1 N , , =
| |
' |
| |
=
N
Exer c i s e 6.2
N
N
L
K
j
d
0
> j 1 or 2 =
Exer c i s e 6.3
J l
j
: l
j
u ) u x
j
) = , x
j
j h = , h
L
N
= , j 1 N , , =
| |
' |
| |
=
w V
1
-
x
w
2 2
1 - ) h
2
w
2
C
N ,
l
j
w )
2
max - >
0 >
Exer c i s e 6.4
N L 2 K
1
) d
0
/ >
Exer c i s e 6.5
J l
j
w )
1
h
/
:
h
' !
`
u x
j
: - ) : d
0
h
}
= ,
x
j
j h, h
L
N
, j 0 N 1 - , , = = =
|
|
'
|
|
|
,
=
where the function possesses the properties
, .
It should be noted that in their work Hodgkin and Huxley used the following expres-
sions (see [13]) for and :
, ,
where , ;
, ;
, .
Here . They also supposed that , , ,
and . As calculations show, in this case and .
Therefore (see Exercise 6.4), the nodes
are determining for problem (6.1)(6.5) when . Of course,
similar estimates are valid for modes and generalized volume averages.
Thus, for the asymptotic dynamics of the system to be determined by a small
number of functionals, we should require the smallness of the parameter .
However, using the results available (see [14]) on the analyticity of solutions to
problem (6.1)(6.5) one can show (see Theorem 6.2 below) that the values of all
components of the state vector in two sufficiently close nodes
uniquely determine the asymptotic dynamics of the system considered not depend-
ing on the value of the parameter . Therewith some regularity conditions for
the coefficients of equations (6.1) and (6.2) are necessary.
Let us consider the periodic initial-boundary value problem (6.1)(6.5c). As-
sume that for all and the functions and are polynomials such
that and for . In this case (see [14]) every
solution
possesses the following Gevrey regularity Gevrey regularity Gevrey regularity Gevrey regularity property: there exists such
that
(6.27)
for some and for all . Here are the Fourier coefficients of the
function :
/ x ) L
R
1
) -
/ x ) x d
-
}
1 = supp / x ) 0 1 , j c
k
j
u ) h
j
u )
k
j
u ) o
j
u ) |
j
u ) - = h
j
u )
o
j
u )
o
j
u ) |
j
u ) -
=
o
1
u ) e 0.1 u - 2.5 - ) = |
1
u ) 4 u - 18 / ) exp =
o
2
u )
0.07
e 0.05 u - )
= |
2
u )
1
1 0.1u - 3 - ) exp -
=
o
3
u ) 0.1e 0.1 u - 1 - ) = |
3
u ) 0.125 u 80 / - ) exp =
e z ) z e
z
1 - ) / =
1
115 =
2
12 - =
1
120 =
2
36 = K
1
5.2 10
4
s K
2
7.4 10
4
s
x
j
j h = , h l N / , = j 0 1 2 N , , , , =
N 2.3 10
2
L d
0
/ >
L d
0
/
U u v
1
v
2
v
3
, , , ) =
L d
0
/
d
j
0 > j k
j
u ) h
j
u )
k
j
u ) 0 > 0 h
j
u ) 1 s s u
2

1
, j -
U t ) u x t , ) v
1
x t , ) v
2
x t , ) v
3
x t , ) , , , ) =
t
*
0 >
F
l
u t ) )
2
F
l
v
j
t ) )
2
j 1 =
3
_
-
' !

`
l - =
_
e
: l
C s
: 0 > t t
*
> F
l
w )
w x )
C
h
a
p
t
e
r
5
,
In particular, property (6.27) implies that every solution to problem (6.1)(6.5c) be-
comes a real analytic function for all large enough. This property enables us to
prove the following assertion.
Theorem 6.2.
Let for all and let and be the polynomials pos- Let for all and let and be the polynomials pos- Let for all and let and be the polynomials pos- Let for all and let and be the polynomials pos-
sessing the properties sessing the properties sessing the properties sessing the properties
, ,, , for for for for . .. .
Let and be two nodes such that and Let and be two nodes such that and Let and be two nodes such that and Let and be two nodes such that and
, ,, , where is defined by formula where is defined by formula where is defined by formula where is defined by formula (6.12). .. . Then for every Then for every Then for every Then for every
two solutions two solutions two solutions two solutions
and and and and
to problem to problem to problem to problem (6.1)(6.5 c) the condition the condition the condition the condition
implies their asymptotic closeness in the space implies their asymptotic closeness in the space implies their asymptotic closeness in the space implies their asymptotic closeness in the space : :: :
. .. . (6.28)
Proof.
Let and let , . We introduce the notations:
, , and .
Let
.
As in the proof of Theorem 6.1, it is easy to find that
F
l
w )
1
L
w x ) i
2 l
L
x
| |
' |
| |
exp x d
0
L
}
= l 0 1 2 , , , =
t
d
j
0 > j k
j
u ) h
j
u )
k
j
u ) 0 > 0 h
j
u ) 1 s s u
2

1
, j -
x
1
x
2
0 x
1
x
2
L s s
x
2
x
1
- 2 d
0
K
1
/ K
1
U t ) u x t , ) v
1
x t , ) v
2
x t , ) v
3
x t , ) , , , ) =
U
*
t ) u
*
x t , ) v
1
*
x t , ) v
2
*
x t , ) v
3
*
x t , ) , , , ) =
u x
l
t , ) u
*
x
l
t , ) - v
j
x
l
t , ) v
j
*
x
l
t , ) -
j 1 =
3
_
-
| |
' |
| |
l 1 2 , =
max
t
lim 0 =
H
0
u t ) u
*
t ) -
2
v
j
t ) v
j
*
t ) -
2
j 1 =
3
_
-
| |
' |
| |
t
lim 0 =
w u u
*
- = y
j
v
j
v
j
*
- = j 1 2 3 , , =
^ x: x
1
x x
2
s s = ^ x
2
x
1
- = w
^
2
w x )
2
x d
x
1
x
2
}
=
m t ^ , ) w x
l
t , ) y
j
x
l
t , )
j 1 =
3
_
-
| |
' |
| |
l 1 2 , =
max =
1
2
d
t d
w
^
2
d
0

x
w
^
2
3
w
^
2
- - s
and
.
.
Therefore, for any and , , we have
where is defined by formula (6.12). Simple calculations give us that
for any . Consequently, if , then there exist and
such that
,
where is a positive constant. As in the proof of Theorem 6.1, it follows that condi-
tion as implies that
. (6.29)
Let us now prove (6.28). We do it by reductio ad absurdum. Assume that there exists
a sequence such that
. (6.30)
Let and be sequences lying in the attractor of the dynamical system
generated by equations (6.1)(6.5c) and such that
, . (6.31)
w x
l
t , )
x
w x
l
t , )
l 1 2 , =
_
a
j
y
j
^
w
^
j 1 =
3
_
- s
1
2
d
t d
y
j
^
2
k
j
*
y
j
^
2
- y
j
x
l
t , )
x
y
j
x
l
t , )
l 1 2 , =
_
A
j
B
j
- ) y
j
^
w
^
- s
x
w x t , )
x
y
j
x t , )
j 1 =
3
_
-
| |
' |
| |
x 0 L , j -
max
t 0 >
sup
0 s 1 u
j
a
j
A
j
B
j
- )
1 -
= j 1 2 3 , , =
1
2
d
t d
w t )
^
2
u
j
y
j
^
2
j 1 =
3
_
-
' !

`
d
0

x
w
^
2
3
w
^
2
s k
j
*
u
j
y
j
^
2
j 1 -
3
_
- - -
K
1
s 1 s - )
1 -
w
^
2
m t ^ , ) , -
s
K
1
w
^
2
w x )
2
x d
x
1
x
2
}
1 - )
^
2
2

x
w x )
2
x d
x
1
x
2
}
C
^ w x
1
)
2
- s
0 > ^
2
2 d
0
K
1
/ 0 s 1
0 >
d
t d
w
^
2
u
j
y
j
^
2
j 1 =
3
_
-
' !

`
m w
^
2
u
j
y
j
^
2
j 1 =
3
_
-
' !

`
- C m t ^ , ) s
m
m t ^ , ) 0 t
U t ) U
*
t -
^
t
lim w
^
2
u
j
y
j
^
2
j 1 =
3
_
-
' !

`
t
lim 0 =
t
n
+
U t
n
) U
*
t
n
-
n
lim 0 >
V
n
V
n
*
.
U t
n
) V
n
- 0 U
*
t
n
V
n
*
- 0
C
h
a
p
t
e
r
5
Using the compactness of the attractor we obtain that there exist a sequence
and elements such that and . Since
,
.
Therefore, for . However, the Gevrey regularity property im-
plies that elements of the attractor are real analytic functions. The theorem on the
uniqueness of such functions gives us that for . Hence,
as . Therefore, equation (6.31) implies that
.
This contradicts assumption (6.30). Theorem 6.2 is proved.
It should be noted that the connection between the Gevrey regularity and the exis-
tence of two determining nodes was established in the paper [15] for the first time.
The results similar to Theorem 6.2 can also be obtained for other equations (see the
references in [3]). However, the requirements of the spatial unidimensionality
of the problem and the Gevrey regularity of its solutions are crucial.
for Second Order in Time Equations for Second Order in Time Equations for Second Order in Time Equations for Second Order in Time Equations
In a separable Hilbert space we consider the problem
, , , (7.1)
where the dot over stands for the derivative with respect to , is a positive
operator with discrete spectrum, is a constant, and is a continuous
mapping from into with the property
(7.2)
for some and for all such that . Assume
that for any , , and problem (7.1) is uniquely solvable in
the class of functions
(7.3)
and defines a process in the space with the evolu-
tionary operator given by the formula
, (7.4)
n
k

V V
*
, . - V
n
k
V V
n
k
*
V
*
V
n
V
n
*
-
^
U t
n
) U
*
t
n
-
^
U t
n
) V
n
- U
*
t
n
V
n
*
- - - s
V V
*
-
^
V
n
k
V
n
k
*
-
^
k
lim 0 = =
V x ) V
*
x = x ^ -
V x ) V
*
x x 0 L , j -
V
n
k
V
n
k
*
- 0 k
U t
n
k
) U
*
t
n
k
) -
k
lim 0 =
H
u
Au - - B u t , ) = u
t s =
u
0
= u
t s =
u
1
=
u t A
0 > B u t , )
D A
u
) R - H
B u
1
t , ) B u
2
t , ) - M ) A
u
u
1
u
2
- ) s
0 u 1 2 / s u
j
D A
1 2
) - A
1 2
u
j
s
s R - u
0
D A
1 2
) - u
1
H -
C s +) D A
1 2
) , , ) C
1
s +) H , , ) (
S t : , ) , ) D A
1 2
) H - =
S t s , ) u
0
u
1
, ) u t ) u
t ) , ) =
Det er mi ni ng Funct i onal s f or Second Or der i n Ti me Equat i ons 351
where is a solution to problem (7.1) in the class (7.3). Assume that the process
is pointwise dissipative, i.e. there exists such that
, (7.5)
for all initial data . The nonlinear wave equation (see the book
by A. V. Babin and M. I. Vishik [8])
is an example of problem (7.1) which possesses all the properties listed above. Here
is a bounded domain in and the function possesses the pro-
perties:
,
,
where is the first eigenvalue of the operator with the Dirichlet boundary
conditions on , and are constants, for and
is arbitrary for .
Theorem 7.1.
Let be a set of continuous linear functionals Let be a set of continuous linear functionals Let be a set of continuous linear functionals Let be a set of continuous linear functionals
on . Assume that on . Assume that on . Assume that on . Assume that
, ,, , (7.6)
where is the radius of dissipativity (see where is the radius of dissipativity (see where is the radius of dissipativity (see where is the radius of dissipativity (see (7.5)), and ), and ), and ), and
are the constants from are the constants from are the constants from are the constants from (7.2), ,, , and is the first eigenvalue of the operator and is the first eigenvalue of the operator and is the first eigenvalue of the operator and is the first eigenvalue of the operator
. .. . Then is an asymptotically determining set for problem Then is an asymptotically determining set for problem Then is an asymptotically determining set for problem Then is an asymptotically determining set for problem (7.1) in the in the in the in the
sense that for a pair of solutions and from the class sense that for a pair of solutions and from the class sense that for a pair of solutions and from the class sense that for a pair of solutions and from the class (7.3) the the the the
condition condition condition condition
for for for for (7.7)
. .. . (7.8)
u t )
S t : , ) , ) R 0 >
S t s , ) y
0
R s t s t
0
y
0
) - >
y
0
u
0
u
1
, ) - =
2
u
t
2

u
t
u ^ - - f u ) , x O, t 0 , > - =
u
O
0 , u
t 0 =
u
0
x ) ,
u
t
t 0 =
u
1
x ) , = = =
|
|
|
'
|
|
|
O R
d
f u ) C
1
R ) -
/
1
s - ) - u
2
C
1
- f v ) v d
0
u
}
C
2
u f u ) C
3
1
2
/
1
s - ) u
2
- - s s
f ' u ) C
4
1 u
|
- ) s
/
1
^ -
O C
j
0 > s 0 > | 2 d 2 - )
1 -
s d 3 >
| d 2 =
J l
j
: j 1 N , , = =
D A
1 2
)
s s
J
D A
1 2
) H , )

M R ) 4 4/
1
1 -
2
- )
3 2
1
1 2 u -
R M ) u 0 1 2 / ) , -
/
1
A J
u
1
t ) u
2
t )
l
j
u
1
: ) u
2
: ) - ) : d
t
t 1 -
}
t
lim 0 = j 1 N , , =
A
1 2
u
1
t ) u
2
t ) - )
2
u
1
t ) u
2
t ) -
2
-
| |
' |
| |
t
lim 0 =
C
h
a
p
t
e
r
5
Proof.
We rewrite problem (7.1) in the form
, , (7.9)
where
, , .
Lemma 7.1.
There exists an exponential operator in the space
and
, (7.10)
where is the first eigenvalue of the operator .
Proof.
Let . Then it is evident that ,
where is a solution to the problem
, , , (7.11)
(see Section 3.7 for the solvability of this problem and the properties of solu-
tions). Let us consider the functional
, ,
on the space . It is clear that
(7.12)
Moreover, for a solution to problem (7.11) from the class (7.3) with
we have that
. (7.13)
Therefore, it follows from (7.12) and (7.13) that
Hence, for and we obtain that
y d
t d
.y - J y t , ) = y
t s =
y
0
=
y u u
, ) = .y u
; u
Au - - ) = J y t , ) 0 B u t , ) , ) =
t. - exp =
D A
1 2
) H - =
t. - exp y

2 1

2
/
1
-
/
1
t
4 /
1
2
2
-
-
| |
' |
| |
y

exp s
/
1
A
y
0
u
0
; u
1
) = y t ) e
t. -
y
0
u t ) u
t ) , ) = =
u t )
u
Au - - 0 = u
t 0 =
u
0
= u
t 0 =
u
1
=
V u )
1
2
u
2
A
1 2
u
2
-
' !
`
x u u

2
u - ,
' !
`
- = 0 x
D A
1 2
) H - =
1
2
1
x
- ) u
2 1
2
A
1 2
u
2
- V u )
1
2
x
2
-
' !
`
u
2 1
2
/
1
1 -
x - ) A
1 2
u
2
. -
s s
s
u t ) s 0 =
d
t d
V u t ) ) x - ) u
2
- x A
1 2
u
2
- =
d
t d
V u t ) ) |V u t ) )
x -
1
2
x
2
-
' !
`
| -
' !
`
u
2
- x
1
2
/
1
1 -
x -
' !
`
| -
' !
`
A
1 2
u
2
. -
s
s
-
x 1 2 / ) = | 2 /
1
1 -
2
- )
1 -
=
,
.
This implies estimate (7.10). Lemma 7.1 is proved.
.
Therefore, with the help of Lemma 7.1 for the difference of two solutions
, , we obtain the estimate
, (7.14)
where and the constants and have the form
, .
By virtue of the dissipativity (7.5) we can assume that for all .
Therefore, equations (7.14) and (7.2) imply that
.
The interpolation inequality (see Exercise 2.1.12)
, ,
Theorem 2.1, and the result of Exercise 2.12 give us that
,
where . Therefore,
where . If we introduce a new unknown
function in this inequality, then we obtain the equation
d
t d
V u t ) ) |V u t ) ) - 0 s
1
4
u
2
A
1 2
u
2
-
' !
`
V u )
3
4
/
1
1 -
2
-
' !
`
u
2
A
1 2
u
2
-
' !
`
s s
y t ) e
t s - ) - .
y s ) e
t : - ). -
J y : ) : , ) : d
s
t
}
- =
y
j
t ) =
u
j
t ) u
j
t ) , ) = j 1 2 , =
y t )

De
| t s - ) -
y s )

D e
| t : - ) -
B u
1
: ) ) B u
2
: ) ) - : d
s
t
}
- s
y t ) y
1
t ) y
2
t ) - = D |
D 2 1 /
1
1 -
2
- = |
/
1
4 /
1
2
2
-
=
y
j
t )
R s t s s
0
> >
y t )

De
| t s - ) -
y s )

DM R ) e
| t : - ) -
A
u
u
1
: ) u
2
: ) - ) : d
s
t
}
- s
A
u
u u
1 2 u -
A
1 2
u
2 u
s 0 u
1
2
s s
A
u
u C
J
l
j
u )
j
max s
J
1 2 u -
A
1 2
u - s
s
J
s
J
D A
1 2
) H , ) =
y t )

De
| t s - ) -
y s )

DM R ) s
J
1 2 u -
e
| t : - ) -
y : )

: d
s
t
}

C J D R , , ) e
| t : - ) -
N
J
u : ) ) : , d
s
t
}
- -
-
s
N
J
u l
j
u ) : j 1 2 N , , , = max =
y t ) e
|t
y t )

=
C
h
a
p
t
e
r
5
,
where . We apply Gronwalls lemma to obtain
.
After integration by parts we get
.
If equation (7.6) holds, then . Therewith it is evident that for
we have the estimate
Therefore, using the dissipativity property we obtain that
for and . If we fix and tend the parameter to infinity, then
with the help of (7.7) we find that
for any . This implies (7.8). Theorem 7.1 is proved.
Unfortunately, because of the fact that condition (7.2) is assumed to hold only for
, Theorem 7.1 cannot be applied to the problem on nonlinear plate
oscillations considered in Chapter 4. However, the arguments in the proof of Theo-
rem 7.1 can be slightly modified and the theorem can still be proved for this case
using the properties of solutions to linear nonautonomous problems (see Section 4.2).
However, instead of a modification we suggest another approach (see also [3]) which
helps us to prove the assertions on the existence of sets of determining functionals
for second order in time equations. As an example, let us consider a problem of plate
oscillations .
y t ) Dy s ) o y : ) : d
s
t
}
C e
|:
N
J
u : ) ) : d
s
t
}
- - s
o DM R ) s
J
1 2 u -
=
y t ) Dy s ) e
o t s - )
Ce
ot
e
o: -
e
|,
N
J
u , ) ) , d
s
:
}
| |
| |
' |
| |
| |
: d
s
t
}
- s
y t )

D y s )

| o - ) t s - ) - exp C e
| o - ) t : - ) -
N
J
u : ) ) : d
s
t
}
- s
m | o - 0 > =
0 a t s -
y t )

D y s )

e
m t s - ) -
C e
m t : - ) -
N
J
u : ) ) : d
t a -
t
}
C e
m t : - ) -
N
J
u : ) ) : . d
s
t a -
}
- -
-
s
y t )

DR e
m t s - ) -
C N
J
u : ) ) : d
t a -
t
}
C R J , ) e
ma -
- - s
t s > 0 a t s - a t
y t )

t
lim C R J , ) e
ma -
s
a 0 >
0 u 1 2 / s
Thus, in a separable Hilbert space we consider the equation

We assume that is an operator with discrete spectrum and the function lies
in and possesses the properties:
a) , (7.17)
where , , and is the first eigenvalue of the opera-
tor ;
b) there exist numbers such that
, (7.18)
with some constant .
We also require the existence of and such that
, . (7.19)
These assumptions enable us to state (see Sections 4.3 and 4.5) that if
, , , , (7.20)
then problem (7.15) and (7.16) is uniquely solvable in the class of functions
. (7.21)
Therewith there exists such that
, (7.22)
for any solution to problem (7.15) and (7.16).
Theorem 7.2.
Assume that conditions Assume that conditions Assume that conditions Assume that conditions (7.17)(7.20) hold. Let hold. Let hold. Let hold. Let
be a set of continuous linear functionals on be a set of continuous linear functionals on be a set of continuous linear functionals on be a set of continuous linear functionals on . .. . Then there exists Then there exists Then there exists Then there exists
depending both on and the parameter of equation depending both on and the parameter of equation depending both on and the parameter of equation depending both on and the parameter of equation (7.15) such that the such that the such that the such that the
condition implies that is an asymptotically deter- condition implies that is an asymptotically deter- condition implies that is an asymptotically deter- condition implies that is an asymptotically deter-
mining set of functionals with respect to for problem mining set of functionals with respect to for problem mining set of functionals with respect to for problem mining set of functionals with respect to for problem (7.15) and and and and
(7.16) in the class of solutions in the class of solutions in the class of solutions in the class of solutions , ,, , i.e. for two solutions and i.e. for two solutions and i.e. for two solutions and i.e. for two solutions and
from the condition from the condition from the condition from the condition
, ,, , (7.23)
H
u
A
2
u M A
1 2
u
2
' !
`
Au Lu - - - - p t ) , =
u
t 0 =
u
0
, u
t 0 =
u
1
. = =
|
|
'
|
|
(7.15)
(7.16)
A M z )
C
1
R
+
)
. z ) M , ) , d
0
z
}
az - b - >
0 a /
1
s b R - /
1
A
a
j
0 >
zM z ) a
1
. z ) - a
2
z
1 o -
a
3
- > z 0 >
o 0 >
0 u 1 s C 0 >
Lu C A
u
u s u D A
u
) -
u
0
D A ) - u
1
H - p t ) L
R
+
H , ) - 0 >
. C R
+
D A ) , ) C
1
R
+
H , ) ( =
R 0 >
Au t )
2
u
t )
2
- R
2
s t t
0
u
0
u
1
, ) >
u t ) . -
J l
j
: j 1 2 N , , , = =
D A ) s
0
0 >
R
s s
J
D A ) H , ) s
0
J
D A ) H -
. u
1
t ) u
2
t )
.
l
j
u
1
: ) u
2
: ) - )
2
: d
t
t 1 -
}
t
lim 0 = l
j
J -
C
h
a
p
t
e
r
5
. .. . (7.24)
Proof.
Let and be solutions to problem (7.15) and (7.16) lying in . Due
to equation (7.22) we can assume that these solutions possess the property
, , . (7.25)
Let us consider the function as a solution to equation
, (7.26)
where
.
It follows from (7.19) and (7.25) that
. (7.27)
Let us consider the functional
(7.28)
on the space , where
and the positive parameters and will be chosen below. It is clear that for
we have
,
where . Moreover,
.
Therefore, the value can be chosen such that
(7.29)
for all , where and are positive numbers depending on . Let us
now estimate the value . Due to (7.26) we have that
u
1
t ) u
2
t ) -
2
A u
1
t ) u
2
t ) - )
2
-
| |
' |
| |
t
lim 0 =
u
1
t ) u
2
t ) .
Au
j
t )
2
u
j
t )
2
- R
2
s t 0 > j 1 2 , =
u t ) u
1
t ) u
2
t ) - =
u
A
2
u M A
1 2
u
1
t )
2
' !
`
Au - - - F u
1
t ) u
2
t ) , ) =
F u
1
u
2
, ) M A
1 2
u
2
2
' !
`
M A
1 2
u
1
2
' !
`
- Au
2
L u
1
u
2
- ) - =
F u
1
t ) u
2
t ) , ) C
R
A
1 2
u A
u
u -
' !
`
s
V u u
t , , )
1
2
E u u
t , , ) x u u
, )

2
u
2
-
| |
' |
| |
- =
D A ) H - =
E u u
t , , ) u
2
Au
2
M A
1 2
u
1
t )
2
' !
`
A
1 2
u
2
u
2
- - - =
x
u u
, ) -
E u u
t , , ) u
2
Au
2
m
R
A
1 2
u
2
u
2
- - - >
m
R
M z ) : 0 z /
1
1 -
R
2
s s min =
1
2
u
2
- u u
, )

2
u
2
-
1
2
u
2
u
2
- s s
o
1
Au
2
u
2
-
' !
`
V u t , ) o
2
Au
2
u
2
-
' !
`
s s
0 x o
1
o
2
R
d t d / ) V u t ) u
t ) t , , )
1
2
d
t d
E u t ) u
t ) t , , ) u
t )
2
- u t ) u
t ) , )
M' A
1 2
u
1
t )
2
' !
`
Au
1
t ) u
1
t ) , ) A
1 2
u t )
2
F u
1
t ) u
2
t ) , ) u
t ) , ) .
- -
- -
=
With the help of (7.25) and (7.27) we obtain that
.
Using (7.26) and (7.27) it is also easy to find that
where
.
We choose and use the estimate of the form
, , ,
to obtain that
Therefore, using the estimate
and equation (7.29) we obtain the inequality
,
provided . Here is a positive constant. As above, this
easily implies (7.24), provided (7.23) holds. Theorem 7.2 is proved.
Show that the method used in the proof of Theorem 7.2 also
enables us to obtain the assertion of Theorem 7.1 for problem (7.1).
Using the results of Section 4.2 related to the linear variant of
equation (7.15), prove that the method of the proof of Theorem 7.1
can also be applied in the proof of Theorem 7.2.
Thus, the methods presented in the proofs of Theorems 7.1 and 7.2 are close to each
other. The same methods with slight modifications can also be used in the study
of problems like (7.1) with additional retarded terms (see [3]).
1
2
d
t d
E u u
t , , )

2
u
t )
2
- C
R
A
1 2
u
2
A
u
u
2
-
' !
`
- s
d
t d
u u
, )

2
u u , ) -
| |
' |
| |
u
2
u u
, u
- ) - =
u
2
Au
2
- M
R
A
1 2
u
2
C
R
A
1 2
u
2
A
u
u
2
-
' !
`
u , - -
s
s
M
R
M z ) : 0 z /
1
1 -
R
2
s s
| |
' |
| |
max =
x 4 / =
A
|
u Au
|
u
1 | -
s Au C
s
u - s s 0 | 1 s 0 >
d
t d
V u u
t , , )
d
t d
1
2
E u u
t , , ) x u u

2
u - ,
' !
`
-
| |
' |
| |

8
Au
2
u
2
-
' !
`
- C
R
u t )
2
. -
s
s
=
u t )
2
C
J
l
j
u )
2
j
max 2 s
J
D A ) H , ) Au
2
- s
d
t d
V u t ) u
t ) t , , ) mV u t ) u
t ) t , , ) - C l
j
u t ) )
2
j
max s
s
J
D A ) H , ) s
0

16
C
R
1 -
= m
Exer c i s e 7.1
Exer c i s e 7.2
C
h
a
p
t
e
r
5
Using the estimates for the difference of two solutions to equ-
ation (7.15) proved in Lemmata 4.6.1 and 4.6.2, find an analogue
of Theorems 1.3 and 4.4 for the problem (7.15) and (7.16).
8 On Boundary Determining Functionals 8 On Boundary Determining Functionals 8 On Boundary Determining Functionals 8 On Boundary Determining Functionals
The fact (see Sections 57 as well as paper [3]) that in some cases determining func-
tionals can be defined on some auxiliary space admits in our opinion an interesting
generalization which leads to the concept of boundary determining functionals.
We now clarify this by giving the following simple example.
In a smooth bounded domain we consider a parabolic equation with
the nonlinear boundary condition
(8.1)
Assume that is a positive parameter, and are continuously differenti-
able functions on such that
, , (8.2)
where and are constants. Let
. (8.3)
Here is a set of functions on that are twice continu-
ously differentiable with respect to and continuously differentiable with respect
to . The notation has a similar meaning, the bar denotes the closure
of a set.
Let and be two solutions to problem (8.1) lying in the class
(we do not discuss the existence of such solutions here and refer the reader to
the book [7]). We consider the difference . Then (8.1) evidently
implies that
Exer c i s e 7.3
O R
d
c
u
t
x u ^ f u ) , x O, t 0 , > - - =
u
n
O
h u )
O
- 0 , u
t 0 =
u
0
x ) . = =
|
|
|
'
|
|
|
x f z ) h z )
R
1
f ' z ) o - > h' z ) | s
o 0 > | 0 >
. C
2 1 ,
O R
+
- ) C
1 0 ,
O R
+
- ) ( =
C
2 1 ,
O R
+
- ) u x t , ) O R
+
-
x
t C
1 0 ,
O R
+
- )
u
1
x t , ) u
2
x t , )
.
u t ) u
1
t ) u
2
t ) - =
1
2
d
t d
u t )
L
2
O )
2
x Vu t )
L
2
O )
2
f u
1
t ) ) f u
2
t ) ) - u t ) , )
L
2
O )
- -
x u t ) h u
1
t ) ) h u
2
t ) ) - ) o . d
O
}
-
=
=
On Boundar y Det er mi ni ng Funct i ona l s 359
Using (8.2) we obtain that
. (8.4)
One can show that there exist constants and depending on the domain
only and such that
, (8.5)
. (8.6)
Here is the Sobolev space of the order on the boundary of the domain
. Equations (8.4)(8.6) enable us to obtain the following assertion.
Theorem 8.1.
Let be a set of continuous linear functionals Let be a set of continuous linear functionals Let be a set of continuous linear functionals Let be a set of continuous linear functionals
on the space on the space on the space on the space . .. . Assume that and Assume that and Assume that and Assume that and
, ,, , (8.7)
where the constants , and are defined in equations where the constants , and are defined in equations where the constants , and are defined in equations where the constants , and are defined in equations (8.1), ,, ,
(8.2), , , , (8.5), and , and , and , and (8.6). Then is an asymptotically determining set with . Then is an asymptotically determining set with . Then is an asymptotically determining set with . Then is an asymptotically determining set with
respect to for problem respect to for problem respect to for problem respect to for problem (8.1) in the class of classical solutions in the class of classical solutions in the class of classical solutions in the class of classical solutions . .. .
Proof.
Let , where are solutions to problem (8.1).
Theorem 2.1 implies that
(8.8)
for any . Equations (8.5) and (8.6) imply that
.
Therefore, equation (8.4) gives us that
Using estimate (8.5) once again we get
(8.9)
1
2
d
t d
u t )
L
2
O )
2
x Vu t )
L
2
O )
2
o u t )
L
2
O )
2
- - x| u t )
L
2
O )
2
s
c
1
c
2
O
u
L
2
O )
2
c
1
u
L
2
O )
2
Vu
L
2
O )
2
-
' !
`
s
u
H
1 2
O )
2
c
2
u
L
2
O )
2
Vu
L
2
O )
2
-
' !
`
s
H
s
O ) s
O
J l
j
: j 1 N , , = =
H
1 2
O ) oc
1
x
s
J
s
J
H
1 2
O ) L
2
O ) , )
x oc
1
-
x 1 c
1
- ) c
2
1 | - )
1 2
s
0

x o | c
1
, , , c
2
J
L
2
O ) .
u t ) u
1
t ) u
2
t ) - = u
j
t ) . -
u
L
2
O )
2
C
J ,
l
j
u )
2
1 - ) s
J
2
u
H
1 2
O )
2
-
j
max s
0 >
u
L
2
O )
2
C
J ,
l
j
u )
2
j
max 1 c
1
- ) c
2
1 - ) s
J
2
u
L
2
O )
2
Vu
L
2
O )
2
-
' !
`
- s
1
2
d
t d
u
L
2
O )
2
x u
L
2
O )
2
Vu
L
2
O )
2
- o u t )
L
2
O )
2
- -
x 1 | - ) u t )
L
2
O )
x 1 c
1
- ) c
2
1 - ) 1 | - ) s
J
2
u
L
2
O )
2
Vu
L
2
O )
2
-
' !
`
s
C l
j
u )
2
.
j
max
-
-
s
s
1
2
d
t d
u
2
x
c
1
1 1 c
1
- ) c
2
1 - ) 1 | - ) s
J
2
- o
c
1
x
-
| |
' |
| |
u
2
- C l
j
u )
2
j
max s ,
C
h
a
p
t
e
r
5
provided that
. (8.10)
It is evident that (8.10) with some follows from (8.7). Therefore, inequality
(8.9) enables us to complete the proof of the theorem.
Thus, the analogue of Theorem 3.1 for smooth surfaces enables us to state that prob-
lem (6.1) has finite determining sets of boundary local surface averages.
An assertion similar to Theorem 8.1 can also be obtained (see [3]) for a nonlinear
wave equation of the form
, , ,
, , , .
Here is a smooth open subset on the boundary of , and are bound-
ed continuously differentiable functions, and and are positive parameters.
1 1 c
1
- ) c
2
1 - ) 1 | - ) s
J
2
- o
c
1
x
- 0 >
0 >
2
u
t
2

u
t
- u ^ f u ) - = x O R
d
c - t 0 >
u
n
I
o
u
t
I
- u
I
' !
`
- = u
O\ I
0 = u
t 0 =
u
0
x ) =
u
t
t 0 =
u
1
x ) =
I O f u ) u )
o
1. FOIAS C., PRODI G. Sur le comportement global des solutions non stationnaires
des equations de Navier-Stokes en dimension deux // Rend. Sem. Mat. Univ.
Padova. 1967. Vol. 39. P. 134.
2. LADYZHENSKAYA O. A. A dynamical system generated by Navier-Stokes
equations // J. of Soviet Mathematics. 1975. Vol. 3. P. 458479.
3. CHUESHOV I. D. Theory of functionals that uniquely determine the asymptotic
dynamics of infinite-dimentional dissipative systems // Russian Math. Surveys.
1998. Vol. 53. #4. P. 731776.
4. LIONS J.-L., MAGENES E. Non-homogeneous boundary value problems and ap-
plications. New York: Springer, 1972. Vol.1.
5. MAZYA V. G. Sobolev spaces. Leningrad: Leningrad Univ. Press, 1985
(in Russian).
6. TRIEBEL H. Interpolation theory, function spaces, differential operators.
Amsterdam: North-Holland, 1978.
7. LADYZHENSKAYA O. A., SOLONNIKOV V. A., URALTCEVA N. N. Linear and quasiline-
ar equations of parabolic type. Providence: Amer. Math. Soc., 1968.
10. SMOLLER J. Shock waves and reaction-diffusion equations. New York:
Springer, 1983.
11. TEMAM R. Navier-Stokes equations, theory and numerical analysis. 3rd edn.
Amsterdam: North-Holland, 1984.
12. FOIAS C., MANLEY O. P., TEMAM R., TREVE Y. M. Asymptotic analysis of the
Navier-Stokes equations // Physica D. 1983. Vol. 9. P. 157188.
13. HASSARD B. D., KAZARINOFF N. D., WAN Y.-H. Theory and application of Hopf
bifurcation. Cambridge: Cambridge Univ. Press, 1981.
14. PROMISLOW K. Time analyticity and Gevrey regularity for solutions of a class
of dissipative partial differential equations // Nonlinear Anal., TMA. 1991.
Vol. 16. P. 959980.
15. KUKAVICA I. On the number of determining nodes for the Ginzburg-Landau
equation // Nonlinearity. 1992. Vol. 5. P. 9971006.
C h a p t e r 6
Homoclinic Chaos Homoclinic Chaos Homoclinic Chaos Homoclinic Chaos
in Infinite-Dimensional Systems in Infinite-Dimensional Systems in Infinite-Dimensional Systems in Infinite-Dimensional Systems
C o n t e n t s
. . . . 1 Bernoulli Shift as a Model of Chaos . . . . . . . . . . . . . . . . . . . . 365
. . . . 2 Exponential Dichotomy and Difference Equations . . . . . . . 369
. . . . 3 Hyperbolicity of Invariant Sets
for Differentiable Mappings . . . . . . . . . . . . . . . . . . . . . . . . . . 377
. . . . 4 Anosovs Lemma on -trajectories . . . . . . . . . . . . . . . . . . . . 381
. . . . 5 Birkhoff-Smale Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 390
. . . . 6 Possibility of Chaos in the Problem
of Nonlinear Oscillations of a Plate . . . . . . . . . . . . . . . . . . . . 396
. . . . 7 On the Existence of Transversal Homoclinic Trajectories . . 402
. . . . References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
s
In this chapter we consider some questions on the asymptotic behaviour of a dis-
crete dynamical system. We remind (see Chapter 1) that a discrete dynamical sys-
tem is defined as a pair consisting of a metric space and a continuous
mapping of into itself. Most assertions on the existence and properties of attrac-
tors given in Chapter 1 remain true for these systems. It should be noted that the fol-
lowing examples of discrete dynamical systems are the most interesting from the
point of view of applications: a) systems generated by monodromy operators (period
mappings) of evolutionary equations, with coefficients being periodic in time;
b) systems generated by difference schemes of the type
, in a Banach space (see Examples 1.5 and 1.6 of Chap-
ter 1).
The main goal of this chapter is to give a strict mathematical description of one
of the mechanisms of a complicated (irregular, chaotic) behaviour of trajectories.
We deal with the phenomenon of the so-called homoclinic chaos. This phenomenon
is well-known and is described by the famous Smale theorem (see, e.g., [13]) for fi-
nite-dimensional systems. This theorem is of general nature and can be proved for
infinite-dimensional systems. Its proof given in Section 5 is based on an infinite-di-
mensional variant of Anosovs lemma on -trajectories (see Section 4). The conside-
rations of this Chapter are based on the paper [4] devoted to the finite-dimensional
case as well as on the results concerning exponential dichotomies of infinite-dimen-
sional systems given in Chapter 7 of the book [5]. We follow the arguments given in [6]
while proving Anosovs lemma.
1 Bernoulli Shift as a Model of Chaos 1 Bernoulli Shift as a Model of Chaos 1 Bernoulli Shift as a Model of Chaos 1 Bernoulli Shift as a Model of Chaos
Mathematical simulation of complicated dynamical processes which take place in real
systems requires that the notion of a state of chaos be formalized. One of the possible
approaches to the introduction of this notion relies on a selection of a class of expli-
citly solvable models with complicated (in some sense) behaviour of trajectories.
Then we can associate every model of the class with a definite type of chaotic beha-
viour and use these models as standard ones comparing their dynamical structure
with a qualitative behaviour of the dynamical system considered. A discrete dynami-
cal system known as the Bernoulli shift is one of these explicitly solvable models.
Let and let
,
i.e. is a set of two-sided infinite sequences the elements of which are the inte-
gers . Let us equip the set with a metric
X S , ) X
X
:
1 -
u
n 1 -
u
n
- ) =
F u
n
) = n 0 1 2 , , , = X
s
m 2 >
L
m
x x
1 -
x
0
x
1
, , , , ) = : x
j
1 2 m , , , , j Z - -
| |
' |
| |
=
L
m
1 2 m , , , L
m
366 Homocl i ni c Chaos i n I nf i ni t e- Di mens i onal Sys t ems
6
C
h
a
p
t
e
r
. (1.1)
Here and are elements of . Other methods
of introduction of a metric in are given in Example 1.1.7 and Exercise 1.1.5.
Show that the function satisfies all the axioms of
a metric.
Let and be elements of the set .
Assume that for and for some integer . Prove that
.
Assume that equation holds for ,
where is a natural number. Show that for all
(Hint: if ).
Let and let
. (1.2)
Prove that for any the relation
holds, where is an integer with the property
.
Show that the space with metric (1.1) is a compact met-
ric space.
In the space we define a mapping which shifts every sequence one symbol
left, i.e.
, , .
Evidently, is invertible and the relations
,
hold for all . Therefore, the mapping is a homeomorphism.
The discrete dynamical system is called the Bernoulli shift the Bernoulli shift the Bernoulli shift the Bernoulli shift of the
space of sequences of symbols. Let us study the dynamical properties of the sys-
tem .
Prove that has fixed points exactly. What struc-
ture do they have?
d x y , ) 2
i -
x
i
y
i
-
1 x
i
y
i
- -
i - =
_
=
x x
i
: i Z - = y y
i
: i Z - = L
m
L
m
Exer c i s e 1.1 d x y , )
Exer c i s e 1.2 x x
i
= y y
i
= L
m
x
i
y
i
= i N s N
d x y , ) 2
N - 1 -
s
Exer c i s e 1.3 d x y , ) 2
N -
x y , L
m
-
N x
i
y
i
= i N 1 - s
d x y , ) 2
i - 1 -
> x
i
y
i
=
Exer c i s e 1.4 x L
m
-
7
N
x ) y L
m
: x
i
y
i
= for i N s - =
0 s 1
7
N s ) 2 -
x ) y: d x y , ) s 7
N s ) 1 -
x ) c c
N s
N s )
1 s / ln
2 ln
N s ) 1 - s
Exer c i s e 1.5 L
m
L
m
S
Sx j
i
x
i 1 -
= i Z - x x
i
L
m
- =
S
d Sx Sy , ) 2 d x y , ) s d S
1 -
x S
1 -
y , ) 2 d x y , ) s
x y , L
m
- S
L
m
S , )
m
L
m
S , )
Exer c i s e 1.6 L
m
S , ) m
Ber noul l i Shi f t as a Model of Chaos 367
We call an arbitrary ordered collection with
a segment (of the length ). Each element can be considered as an or-
dered infinite family of finite segments while the elements of the set can be con-
structed from segments. In particular, using the segment we can
construct a periodic element by the formula
, , . (1.3)
Let be a segment of the length and let
be an element defined by (1.3). Prove that is a periodic
point of the period of the dynamical system , i.e.
.
Prove that for any natural there exists a periodic point
of the minimal period equal to .
Prove that the set of all periodic points is dense in , i.e. for
every and there exists a periodic point with the
property (Hint: use the result of Exercise 1.4).
Prove that the set of nonperiodic points is not countable.
Let and be fi-
xed points of the system . Let be an element
of such that for and for , where
and are natural numbers. Prove that
, . (1.4)
Assume that an element possesses property (1.4) with and .
If , then the set
is called a heteroclinic trajectory heteroclinic trajectory heteroclinic trajectory heteroclinic trajectory that connects the fixed points and .
If , then is called a homoclinic trajectory homoclinic trajectory homoclinic trajectory homoclinic trajectory of the point . The
elements of a heteroclinic (homoclinic, respectively) trajectory are called hetero-
clinic (homoclinic, respectively) points.
Prove that for any pair of fixed points there exists an infinite
number of heteroclinic trajectories connecting them whereas the
corresponding set of heteroclinic points is dense in .
Let
and
a o
1
o
N
, , ) = o
j
1 m , , -
N x L
m
-
L
m
a o
1
o
N
, , ) =
a L
m
-
a
Nk j -
o
j
= j 1 N , , - k Z -
Exer c i s e 1.7 a o
1
o
N
, , ) = N
a L
m
- a
N L
m
S , )
S
N
a a =
Exer c i s e 1.8 N
N
Exer c i s e 1.9 L
m
x L
m
- s 0 > a
d x a , ) s
Exer c i s e 1.10
Exer c i s e 1.11 a o o o , , , , ) = b | | | , , , , ) =
L
m
S , ) C c
i
=
L
m
c
i
o = i M
1
- s c
i
| = i M
2
>
M
1
M
2
S
n
c
n -
lim a = S
n
c
n
lim b =
c L
m
- c a = c b =
a b =
a b ,
S
n
c : n Z - =
a b
a b =
a

a a ,
= a
Exer c i s e 1.12
L
m
Exer c i s e 1.13
1
S
n
a: n Z - S
n
a: n 0 1 N
1
1 - , , , = = =
2
S
n
b : n Z - S
n
b : n 0 1 N
2
1 - , , , = = =
6
C
h
a
p
t
e
r
be cycles (periodic trajectories). Prove that there exists a hetero-
clinic trajectory that connects the cycles
and , i.e. such that
,
and
, .
For every there exists only a finite number of segments of the length . There-
fore, the set of all segments is countable, i.e. we can assume that
, therewith the length of the segment is not less than the length
of . Let us construct an element from taking for
and sequentially putting all the segments to the right of the zeroth posi-
tion. As a result, we obtain an element of the form
, . (1.5)
Prove that a positive semitrajectory with
having the form (1.5) is dense in , i.e. for every and
there exists such that .
Prove that the semitrajectory constructed in Exercise 1.14
returns to an -vicinity of every point infinite number
of times (Hint: see Exercises 1.4 and 1.9).
Construct a negative semitrajectory
which is dense in .
Thus, summing up the results of the exercises given above, we obtain the following
assertion.
Theorem 1.1.
The dynamical system of the Bernoulli shift of sequences The dynamical system of the Bernoulli shift of sequences The dynamical system of the Bernoulli shift of sequences The dynamical system of the Bernoulli shift of sequences
of symbols possesses the properties: of symbols possesses the properties: of symbols possesses the properties: of symbols possesses the properties:
1) there exists a finite number of fixed points; there exists a finite number of fixed points; there exists a finite number of fixed points; there exists a finite number of fixed points;
2) there exist periodic orbits of any minimal period and the set of these there exist periodic orbits of any minimal period and the set of these there exist periodic orbits of any minimal period and the set of these there exist periodic orbits of any minimal period and the set of these
orbits is dense in the phase space ; orbits is dense in the phase space ; orbits is dense in the phase space ; orbits is dense in the phase space ;
3) the set of nonperiodic points is uncountable; the set of nonperiodic points is uncountable; the set of nonperiodic points is uncountable; the set of nonperiodic points is uncountable;
4) heteroclinic and homoclinic points are dense in the phase space; heteroclinic and homoclinic points are dense in the phase space; heteroclinic and homoclinic points are dense in the phase space; heteroclinic and homoclinic points are dense in the phase space;
5) there exist everywhere dense trajectories. there exist everywhere dense trajectories. there exist everywhere dense trajectories. there exist everywhere dense trajectories.
All these properties clearly imply the extraordinarity and complexity of the dyna-
mics in the system . They also give a motivation for the following definitions.
1 2 ,
S
n
c : n Z - =
1
2
S
n
c
1
, ) dist d S
n
c x , )
x
1
-
inf 0 n -
S
n
c
2
, ) dist d S
n
c x , )
x
2
-
inf 0 = n +
N N
a
k
: =
k 1 2 , , = a
k 1 -
a
k
b b
i
: i Z - = L
m
b
i
1 =
i 0 s a
k
b 1 1 1 a
1
a
2
a
3
, , , , , , , ) = a
j
-
Exer c i s e 1.14
+
S
n
b , n 0 > =
b L
m
x L
m
-
s 0 > n n x s , ) = d x S
n
b , ) s
Exer c i s e 1.15
+
s x L
m
-
Exer c i s e 1.16
S
n
c : n 0 s =
L
m
L
m
S , )
m
L
m
L
m
S , )
Exponent i a l Di chot omy and Di f f er ence Equat i ons 369
Let be a discrete dynamical system. The dynamics of the system
is called chaotic chaotic chaotic chaotic if there exists a natural number such that the mapping is
topologically conjugate to the Bernoulli shift for some , i.e. there exists a homeo-
morphism such that for all . We also say
that chaotic dynamics is observed in the system if there exist a number
and a set in invariant with respect to such that the restriction
of to is topologically conjugate to the Bernoulli shift.
It turns out that if a dynamical system has a fixed point and a correspon-
ding homoclinic trajectory, then chaotic dynamics can be observed in this system
under some additional conditions (this assertion is the core of the Smale theorem).
Therefore, we often speak about homoclinic chaos in this situation. It should also be
noted that the approach presented here is just one of the possible methods used to
describe chaotic behaviour (for example, other approaches can be found in [1] as
well as in book [7], the latter contains a survey of methods used to study the dynam-
ics of complicated systems and processes).
2 Exponential Dichotomy 2 Exponential Dichotomy 2 Exponential Dichotomy 2 Exponential Dichotomy
and Difference Equations and Difference Equations and Difference Equations and Difference Equations
This is an auxiliary section. Nonautonomous linear difference equations of the form
, , (2.1)
in a Banach space are considered here. We assume that is a family of linear
bounded operators in , is a sequence of vectors from . Some results both
on the dichotomy (splitting) of solutions to homogeneous equation (2.1)
and on the existence and properties of bounded solutions to nonhomogeneous equa-
tion are given here. We mostly follow the arguments given in book [5] as well as
in paper [4] devoted to the finite-dimensional case.
Thus, let be a sequence of linear bounded operators in a Banach
space . Let us consider a homogeneous difference equation
, , (2.2)
where is an interval in , i.e. a set of integers of the form
,
where and are given numbers, we allow the cases and .
Evidently, any solution to difference equation (2.2) possesses the pro-
perty
, , ,
X f , ) X f , )
k f
k
m
h: X L
m
h f
k
x ) ) S h x ) ) = x X -
X f , ) k
Y X f
k
f
k
Y Y c )
f
k
Y
X f , )
x
n 1 -
A
n
x
n
h
n
- = n Z -
X A
n

X h
n
X
h
n
0 )
A
n
: n Z -
X
x
n 1 -
A
n
x
n
= n J -
J Z
J n Z: m
1
n m
2
- =
m
1
m
2
m
1
- = m
2
+ =
x
n
: n J -
x
m
1 m n , ) x
n
= m n > m n , J -
6
C
h
a
p
t
e
r
where for and . The mapping
is called an evolutionary operator evolutionary operator evolutionary operator evolutionary operator of problem (2.2).
Prove that for all we have
.
Let be a family of projectors (i.e. ) in
such that . Show that
, , ,
i.e. the evolutionary operator maps into .
Prove that solutions to nonhomogeneous difference
equation (2.1) possess the property
, .
Let us give the following definition. A family of linear bounded operators
is said to possess an exponential dichotomy exponential dichotomy exponential dichotomy exponential dichotomy over an interval with constants
and if there exists a family of projectors such that
a) , ;
b) , , ;
c) for the evolutionary operator is a one-to-one mapping
of the subspace onto and the following estimate
holds:
, , .
If these conditions are fulfilled, then it is also said that difference equation (2.2) ad-
mits an exponential dichotomy over . It should be noted that the cases and
are the most interesting for further considerations, where is
the set of all nonnegative (nonpositive) integers.
The simplest case when difference equation (2.2) admits an exponential dicho-
tomy is described in the following example.
E x a m p l e 2.1 (autonomous case)
Assume that equation (2.2) is autonomous, i.e. for all , and the spec-
trum does not intersect the unit circumference . Linear
operators possessing this property are often called hyperbolic (with respect to
the fixed point ). It is well-known (see, e.g., [8]) that in this case there
exists a projector with the properties:
1 m n , ) A
m 1 -
A
n
= m n > 1 m m , ) I =
1 m n , )
Exer c i s e 2.1 m n k > >
1 m k , ) 1 m n , ) 1 n k , ) =
Exer c i s e 2.2 P
n
: n J - P
n
2
P
n
= X
P
n 1 -
A
n
A
n
P
n
=
P
m
1 m n , ) 1 m n , ) P
n
= m n > m n , J -
1 m n , ) P
n
X P
m
X
Exer c i s e 2.3 x
n

x
m
1 m n , ) x
n
1 m k 1 - , ) h
k
k n =
m 1 -
_
- = m n >
A
n

J
K 0 > 0 q 1 P
n
: n J -
P
n 1 -
A
n
A
n
P
n
= n n 1 - , J -
1 m n , ) P
n
Kq
m n -
s m n > m n , J -
n m > 1 n m , )
1 P
m
- ) X 1 P
n
- ) X
1 n m , )
1 -
1 P
n
- Kq
n m -
s m n s m n , J -
J J Z =
J Z

= Z
+
Z

A
n
A n
o A ) z C: z =1 -
x 0 =
P
a) , i.e. the subspaces and are invariant with re-
spect to ;
b) the spectrum of the restriction of the operator to lies
strictly inside of the unit disc;
c) the spectrum of the restriction of to the subspace
lies outside the unit disc.
Let be a linear bounded operator in a Banach space and
let be its spectral radius. Show that for
any there exists a constant such that
,
(Hint: use the formula the proof of which can be
found in [9], for example).
Applying the result of Exercise 2.4 to the restriction of the operator to , we ob-
tain that there exist and such that
, . (2.3)
It is also evident that the restriction of the operator to is invertible and
the spectrum of the inverse operator lies inside the unit disc. Therefore,
, , (2.4)
where the constants and can be chosen the same as in (2.3). The
evolutionary operator of the difference equation has the
form , . Therefore, the equality and estimates
(2.3) and (2.4) imply that the equation admits an exponential dicho-
tomy over , provided the spectrum of the operator does not intersect the unit
circumference.
Assume that for the operator there exists a projector
such that and estimates (2.3) and (2.4) hold with .
Show that the spectrum of the operator does not intersect the
unit circumference, i.e. is hyperbolic.
Thus, the hyperbolicity of the linear operator is equivalent to the exponential di-
chotomy over of the difference equation with the projectors in-
dependent of . Therefore, the dichotomy property of difference equation (2.2)
should be considered as an extension of the notion of hyperbolicity to the nonauto-
nomous case. The meaning of this notion is explained in the following two exercises.
Let be a hyperbolic operator. Show that the space can be
decomposed into a direct sum of stable and unstable sub-
spaces, i.e. therewith
AP PA = PX 1 P - ) X
A
o A
PX
) A PX
o A
1 P - ) X
) A
1 P - ) X
Exer c i s e 2.4 C X
z : z o C ) - max
q > M
q
1 >
C
n
M
q
q
n
s n 0 1 2 , , , =
C
n
1 n
n
lim =
A PX
K 0 > 0 q 1
A
n
P Kq
n
s n 0 >
A 1 P - ) X
A
n -
1 P - Kq
n
s n 0 >
K 0 > 0 q 1
1 m n , ) x
n 1 -
Ax
n
=
1 m n , ) A
m n -
= m n > AP PA =
x
n 1 -
Ax
n
=
Z A
Exer c i s e 2.5 A P
AP PA = 0 q 1
A
A
A
Z x
n 1 -
Ax
n
= P
n
n
Exer c i s e 2.6 A X
X
s
X
u
X X
s
X
u
- =
6
C
h
a
p
t
e
r
, , ,
, , ,
with some constants and .
Let be a plane and let be an operator defined by
the formula
, .
Show that the operator is hyperbolic. Evaluate and display gra-
phically stable and unstable subspaces on the plane. Display
graphically the trajectory of some point that lies
neither in , nor in .
The next assertion (its proof can be found in the book [5]) plays an important role in
the study of existence conditions of exponential dichotomy of a family of operators
.
Theorem 2.1.
Let be a sequence of linear bounded operators in a Ba- Let be a sequence of linear bounded operators in a Ba- Let be a sequence of linear bounded operators in a Ba- Let be a sequence of linear bounded operators in a Ba-
nach space nach space nach space nach space . .. . Then the foll Then the foll Then the foll Then the follo oo owing assertions are equivalent: wing assertions are equivalent: wing assertions are equivalent: wing assertions are equivalent:
(i) the sequence possesses an exponential dichotomy over the sequence possesses an exponential dichotomy over the sequence possesses an exponential dichotomy over the sequence possesses an exponential dichotomy over
, ,, ,
(ii) for any bounded sequence from there exists a unique for any bounded sequence from there exists a unique for any bounded sequence from there exists a unique for any bounded sequence from there exists a unique
bounded solution to the nonhomogeneous difference bounded solution to the nonhomogeneous difference bounded solution to the nonhomogeneous difference bounded solution to the nonhomogeneous difference
, ,, , . .. . (2.5)
In the case when the sequence possesses an exponential dichotomy, solutions
to difference equation (2.5) can be constructed using the Green function the Green function the Green function the Green function:
Prove that .
Prove that for any bounded sequence from
a solution to equation (2.5) has the form
, .
A
n
x Kq
n
x s x X
s
- n 0 >
A
n
x K
1 -
q
n -
x > x X
u
- n 0 >
K 0 > 0 q 1
Exer c i s e 2.7 X R
2
= A
A x
1
x
2
, ) 2 x
1
x
2
x
1
x
2
- , - ) = x x
1
x
2
, ) R
2
- =
A
X
s
X
u
A
n
x: n Z - x
X
s
X
u
A
n
: n Z -
A
n
: n Z -
X
A
n
: n Z -
Z
h
n
: n Z - X
x
n
: n Z -
x
n 1 -
A
n
x
n
h
n
- = n Z -
A
n

G n m , )
1 n m , ) P
m
, n m > ,
1 m n , ) j
1 -
- 1 P
m
- ) , n m.
|
|
'
|
|
=
Exer c i s e 2.8 G n m , ) Kq
n m -
s
Exer c i s e 2.9 h
n
: n Z - X
x
n
G n m 1 - , ) h
m
m Z -
_
= n Z -
Moreover, the following estimate is valid:
.
The properties of the Green function enable us to prove the following assertion
on the uniqueness of the family of projectors .
Lemma 2.1.
Let a sequence possess an exponential dichotomy over . Then
the projectors are uniquely defined.
Proof.
Assume that there exist two collections of projectors and for
which the sequence possesses an exponential dichotomy. Let
and be Green functions constructed with the help of these collec-
tions. Then Theorem 2.1 enables us to state (see Exercise 2.9) that
for all and for any bounded sequence . Assuming that
for and for , we find that
, , , .
This equality with gives us that . Thus, the lemma is proved.
In particular, Theorem 2.1 implies that in order to prove the existence of an expo-
nential dichotomy it is sufficient to make sure that equation (2.5) is uniquely solv-
able for any bounded right-hand side. It is convenient to consider this difference
equation in the space of sequences of elements of
for which the norm
(2.6)
is finite. Assume that the condition
(2.7)
is valid. Then for any the sequence lies in .
Consequently, equation
, (2.8)
defines a linear bounded operator acting in the space . Therewith as-
sertion (ii) of Theorem 2.1 is equivalent to the assertion on the invertibility of the
operator given by equation (2.8).
x
n
n
sup K
1 q -
1 q -
h
n
n
sup s
P
n

A
n
Z
P
n
: n Z -
P
n
Q
n

A
n
G
P
n m , )
G
Q
n m , )
G
P
n m 1 - , ) h
m
m Z -
_
G
Q
n m 1 - , ) h
m
m Z -
_
=
n Z - h
n
X c h
m
0 =
m k 1 - = h
m
h = m k 1 - =
G
P
n k , ) h G
Q
n k , ) h = h X - n k , Z - n k >
n k = P
n
h Q
n
h =
l
X
Z X , ) x xx x x
n
: n Z - = X
x xx x
l
x
n

l
x
n
: n Z -
| |
' |
| |
sup = =
A
n
: n Z -
| |
' |
| |
sup
x xx x x
n
l
X
- = y
n
x
n
A
n 1 -
x
n 1 -
- = l
X
Lx xx x )
n
x
n
A
n 1 -
x
n 1 -
- = x xx x x
n
l
X
- =
l
X
Z X , ) =
L
6
C
h
a
p
t
e
r
The assertion given below provides a sufficient condition of invertibility of the
operator . Due to Theorem 2.1 this condition guarantees the existence of an expo-
nential dichotomy for the corresponding difference equation. This assertion will be
used in Section 4 in the proof of Anosovs lemma. It is a slightly weakened variant
of a lemma proved in [6].
Theorem 2.2.
Assume that a sequence of operators satisfies condition Assume that a sequence of operators satisfies condition Assume that a sequence of operators satisfies condition Assume that a sequence of operators satisfies condition
(2.7). .. . Let there exist a family of projectors such that Let there exist a family of projectors such that Let there exist a family of projectors such that Let there exist a family of projectors such that
, ,, , , ,, , (2.9)
, ,, , , ,, , (2.10)
for all . We also assume that the operator is invertible for all . We also assume that the operator is invertible for all . We also assume that the operator is invertible for all . We also assume that the operator is invertible
as a mapping from into and the estimates as a mapping from into and the estimates as a mapping from into and the estimates as a mapping from into and the estimates
, ,, , (2.11)
are valid for every . If are valid for every . If are valid for every . If are valid for every . If
, ,, , , ,, , (2.12)
then the operator acting in according to formula then the operator acting in according to formula then the operator acting in according to formula then the operator acting in according to formula (2.8) is invertible is invertible is invertible is invertible
and and and and . .. .
Proof.
Let us first prove the injectivity of the mapping . Assume that there exists a
nonzero element such that , i.e. for all .
Let us prove that the sequence possesses the property
(2.13)
for all . Indeed, let there exist such that
. (2.14)
It is evident that this equation is only possible when . Let us con-
sider the value
(2.15)
It is clear that
.
Since
,
L
A
n
: n Z -
Q
n
: n Z -
Q
n
K s 1 Q
n
- K s
Q
n 1 -
A
n
1 Q
n
- ) s 1 Q
n 1 -
- ) A
n
Q
n
s
n Z - 1 Q
n 1 -
- ) A
n
1 Q
n
- ) X 1 Q
n 1 -
- ) X
A
n
Q
n
/ s 1 Q
n 1 -
- ) A
n
j
1 -
1 Q
n 1 -
- ) / s
n Z -
K/
1
8
s
1
8
s
L l
X
L
1 -
2 K 1 - s
L
x xx x x
n
l
X
- = Lx xx x 0 = x
n
A
n 1 -
x
n 1 -
= n Z -
x
n

1 Q
n
- ) x
n
Q
n
x
n
s
n Z - m Z -
1 Q
m
- ) x
m
Q
m
x
m
>
1 Q
m
- ) x
m
0 >
N
m 1 -
1 Q
m 1 -
- ) x
m 1 -
Q
m 1 -
x
m 1 -
-
1 Q
m 1 -
- ) A
m
x
m
Q
m 1 -
A
m
x
m
. -
=
=
1 Q
n 1 -
- ) A
n
x
n
1 Q
n 1 -
- ) A
n
1 Q
n
- ) x
n
1 Q
n 1 -
- ) A
n
Q
n
x
n
- >
1 Q
n 1 -
- ) A
n
j
1 -
1 Q
n 1 -
- ) A
n
1 Q
n
- ) 1 Q
n
- ) =
for every and for all . Therefore, we use estimates (2.10) to find that
. (2.16)
Then it is evident that
Therefore, estimates (2.9)(2.11) imply that
, . (2.17)
Thus, equations (2.15)(2.17) lead us to the estimate
.
.
Therefore,
.
Hence, if conditions (2.12) hold, then
. (2.18)
When proving (2.18) we use the fact that
.
Thus, equation (2.18) follows from (2.14), i.e. implies . Hence,
for all .
Moreover, (2.18) gives us that
, .
Therefore, as . This contradicts the assumption .
Thus, for all estimate (2.13) is valid. In particular it leads us to the inequality
. (2.19)
for all . We use conditions (2.12) to find that
, . (2.20)
1 Q
n
- ) x / 1 Q
n 1 -
- ) A
n
1 Q
n
- ) x s
x X - n Z -
1 Q
n 1 -
- ) A
n
x
n
/
1 -
1 Q
n
- ) x
n
x
n
- >
Q
n 1 -
A
n
x
n
Q
n 1 -
A
n
Q
n
x
n
Q
n 1 -
A
n
1 Q
n
- ) x
n
-
Q
n 1 -
A
n
Q
n
Q
n 1 -
A
n
1 Q
n
- ) -
' !
`
x
n
.
s s
s
Q
n 1 -
A
n
x
n
K/ - ) x
n
s n Z -
N
m 1 -
/
1 -
1 Q
m
- ) x
m
2 K/ - ) x
m
- >
x
m
Q
m
x
m
1 Q
m
- ) x
m
- 2 1 Q
m
- ) x
m
s
N
m 1 -
/
1 -
2K/ - 4 - ) 1 Q
m
- ) x
m
>
1 Q
m 1 -
- ) x
m 1 -
Q
m 1 -
x
m 1 -
- 7 1 Q
m
- ) x
m
0 > >
/
1 -
8K 8 Q
n
8 > > >
N
m
0 > N
m 1 -
0 >
1 Q
n
- ) x
n
Q
n
x
n
> n m >
K x
n
1 Q
n
- ) x
n
7
n m -
1 Q
m
- ) x
m
> > n m >
x
n
+ n + x xx x x
n
l
X
- =
n Z -
x
n
1 Q
n
- ) x
n
Q
n
x
n
- 2 Q
n
x
n
s s
Q
n 1 -
x
n 1 -
Q
n 1 -
A
n
x
n
2 K/ - ) Q
n
x
n
s =
n Z -
Q
n 1 -
x
n 1 -
1
2
Q
n
x
n
s n Z -
6
C
h
a
p
t
e
r
If , then inequality (2.19) gives us that there exists such that
. Therefore, it follows from (2.20) that
for all . We tend to obtain that which is impossible
due to (2.9) and the boundedness of the sequence . Therefore, there does not
exist a nonzero such that . Thus, the mapping is injective.
Let us now prove the surjectivity of . Let us consider an operator in the
space acting according to the formula
, ,
where the operator acts from into
and is inverse to . It follows from (2.9) and (2.11) that
, . (2.21)
It is evident that
Since
,
we have that
Consequently,
Therefore, inequalities (2.10), (2.11), and (2.12) give us that
,
i.e. . That means that the operator is invertible and
. (2.22)
Let be an arbitrary element of . Then it is evident that the element
is a solution to equation . Moreover, it follows from (2.21) and
(2.22) that
.
Hence, is surjective and . Theorem 2.2 is proved.
x xx x x
n
0 = = m Z -
Q
m
x
m
0 =
Q
n
x
n
2
m n -
Q
m
x
m
0 > >
n m s n - Q
n
x
n
+
x
n

x xx x l
X
- L x xx x 0 = L
L R
l
X
Ry yy y )
n
Q
n
y
n
B
n
1 Q
n 1 -
- ) y
n 1 -
- = y yy y y
n
l
X
- =
B
n
1 Q
n 1 -
- ) A
n
j
1 -
= 1 Q
n 1 -
- ) X 1 Q
n
- ) X
1 Q
n 1 -
- ) A
n
1 Q
n
- ) X
Ry yy y
l
K / - ) y yy y
l
s y yy y l
X
-
LRy yy y )
n
y
n
- 1 Q
n
- ) - y
n
B
n
1 Q
n 1 -
- ) y
n 1 -
-
A
n 1 -
Q
n 1 -
y
n 1 -
-
-
A
n 1 -
B
n 1 -
1 Q
n
- ) y
n
. -
=
1 Q
n
- ) A
n 1 -
B
n 1 -
1 Q
n
- 1 Q
n
- =
LRy yy y )
n
y
n
- B
n
1 Q
n 1 -
- ) y
n 1 -
- A
n 1 -
Q
n 1 -
y
n 1 -
-
Q
n
A
n 1 -
1 Q
n 1 -
- ) B
n 1 -
1 Q
n
- ) y
n
.
-
-
=
LRy yy y )
n
y
n
- B
n
1 Q
n 1 -
- ) y
n 1 -
A
n 1 -
Q
n 1 -
y
n 1 -

Q
n
A
n 1 -
1 Q
n 1 -
- ) B
n 1 -
1 Q
n
- ) y
n
.
- -
-
s
LRy y y y y y y y -
l
/ 2 - ) y yy y
l
1
2
y yy y
l
s s
LR 1 - 1 2 / s LR
LR )
1 -
1 LR 1 - - )
1 -
2 s s
h hh h h
n
= l
X
y yy y =
R LR )
1 -
h hh h = Ly h y h y h y h =
y yy y
l
2 K / - ) h hh h
l
s
L L
1 -
2 K 1 - s
Hyper bol i ci t y of I nvar i ant Set s f or Di f f er ent i abl e Mappi ngs 377
3 Hyperbolicity of Invariant Sets 3 Hyperbolicity of Invariant Sets 3 Hyperbolicity of Invariant Sets 3 Hyperbolicity of Invariant Sets
for Differentiable Mappings for Differentiable Mappings for Differentiable Mappings for Differentiable Mappings
Let us remind the definition of the differentiable mapping. Let and be Banach
spaces and let be an open set in . The mapping from into is called
(Frecht) differentiable differentiable differentiable differentiable at the point if there exists a linear bounded ope-
rator from into such that
.
If the mapping is differentiable at every point , then the mapping
acts from into the Banach space of all linear bounded oper-
ators from into . If is continuous, then the mapping is
said to be continuously differentiable continuously differentiable continuously differentiable continuously differentiable (or -mapping) on . The notion of
the derivative of any order can also be introduced by means of induction. For example,
is the Frecht derivative of the mapping .
Let and be continuously differentiable mappings from
into and from into , respectively. Moreover, let
and be open sets such that . Prove that
is a -mapping on and obtain a chain rule for the
differentiation of a composed function
, .
Let be a continuously differentiable mapping from into
and let be the -th degree of the mapping , i.e.
, , . Prove that is a -map-
ping on and
. (3.1)
Now we give the definition of a hyperbolic set. Assume that is a continuously dif-
ferentiable mapping from a Banach space into itself and is a subset in which
is invariant with respect to . The set is called hyperbolic hyperbolic hyperbolic hyperbolic (with
respect to ) if there exists a collection of projectors such that
a) continuously depends on with respect to the operator
norm;
b) for every
; (3.2)
c) the mappings are invertible for every as linear operators
from into ;
X Y
7 X f 7 Y
x 7 -
Df x ) X Y
1
v
v 0
lim f x v - ) f x ) - Df x ) v - 0 =
f x 7 - Df :
x Df x ) 7 X Y , )
X Y Df : 7 X Y , ) f
C
1
7
D
2
f x ) Df : 7 X Y , )
Exer c i s e 3.1 g f
7 X c Y 9 Y c Z
7 9 g 7 ) 9 c f
g ) x ) =
f g x ) ) = C
1
7
D f

g ) x ) Df g x ) ) Dg x ) = x 7 -
Exer c i s e 3.2 f X
X f
n
n f f
n
x ) =
f f
n 1 -
x ) ) = n 1 > f
1
x ) f x ) f
n
C
1
X
Df
n
) x ) Df f
n 1 -
x ) ) Df f
n 2 -
x ) ) Df x ) =
f
X A X
f f A ) A c ) A
f P x ) : x A -
P x ) x A -
x A -
Df x ) P x ) P f x ) ) Df x ) =
Df x ) x A -
1 P x ) - ) X I P f x ) ) - ) X
6
C
h
a
p
t
e
r
d) for every the following equations hold:
, , (3.3)
, , (3.4)
with the constants and independent of . Here
is the -th degree of the mapping ( for
and ).
It should be noted that properties (b) and (c) as well as formula (3.1) enable us
to state that maps into and is an invertible
operator. Therefore, the value in the left-hand side of inequality (3.4) exists.
Let , where is a fixed point of a -mapping ,
i.e. . Then for the set to be hyperbolic it is necessary
and sufficient that the spectrum of the linear operator does
not intersect the unit circumference (Hint: see Example 2.1).
Let be an invariant hyperbolic set of a -mapping and let
be a complete trajectory (in ) for , i.e. is a sequence of points from
such that for all . Let us consider a difference equation ob-
tained as a result of linearization of the mapping along :
, . (3.5)
Prove that the evolutionary operator of difference
equation (3.5) has the form
, , .
Prove that difference equation (3.5) admits an exponential di-
chotomy over with (i) the constants and given by equations
(3.3) and (3.4) and (ii) the projectors involved in the
definition of the hyperbolicity.
It should be noted that property (a) of uniform continuity implies that the projectors
are similar to one another, provided the values of are close enough.
The proof of this fact is based on the following assertion.
Lemma 3.1.
Let and be projectors in a Banach space . Assume that
, , (3.6)
for some constant . Then the operator
(3.7)
x A -
Df
n
) x ) P x ) Kq
n
s n 0 >
Df
n
) x ) j
1 -
1 P f
n
x ) ) - ) Kq
n
s n 0 >
K 0 > 0 q 1 x A -
f
n
n f f
n
x ) f f
n 1 -
x ) ) =
n 1 > f
1
x ) f x )
Df
n
) x ) 1 P x ) - ) X 1 P f
n
x ) ) - )
Exer c i s e 3.3 A x
0
= x
0
C
1
f
f x
0
) x
0
= A
Df x
0
)
A C
1
f x
n
: n Z - =
A f x
n
= A
f x
n
) x
n 1 -
= n Z -
f
u
n 1 -
Df x
n
) u
n
= n Z -
Exer c i s e 3.4 1 m n , )
1 m n , ) Df
m n -
) x
n
) = m n > m n , Z -
Exer c i s e 3.5
Z K q
P
n
P x
n
) =
P x ) x
P Q X
P K s 1 P - K s P Q -
1
2K

K 1 >
J PQ 1 P - ) 1 Q - - =
possesses the property and is invertible, therewith
. (3.8)
Proof.
Since , we have
.
.
Hence, the operator can be defined as the following absolutely convergent
series
.
This implies estimate (3.8). The permutability property is evident.
Let be a connected compact set and let be
a family of projectors for which condition (a) of the hyperbolicity de-
finition holds. Then all operators are similar to one another, i.e.
for any there exists an invertible operator such
that .
The following assertion contains a description of a situation when the hyperbolicity
of the invariant set is equivalent to the existence of an exponential dichotomy for dif-
ference equation (3.5) (cf. Exercise 3.5).
Theorem 3.1.
Let be a continuously differentiable mapping of the space into Let be a continuously differentiable mapping of the space into Let be a continuously differentiable mapping of the space into Let be a continuously differentiable mapping of the space into
itself. itself. itself. itself. Let Let Let Let be a hyperbolic fixed point of ( ) and let be a hyperbolic fixed point of ( ) and let be a hyperbolic fixed point of ( ) and let be a hyperbolic fixed point of ( ) and let
be a homoclinic trajectory (not equal to ) of the mapping , i.e. be a homoclinic trajectory (not equal to ) of the mapping , i.e. be a homoclinic trajectory (not equal to ) of the mapping , i.e. be a homoclinic trajectory (not equal to ) of the mapping , i.e.
, ,, , , ,, , , ,, , . .. . (3.9)
Then the set is hyperbolic if and only if the diffe- Then the set is hyperbolic if and only if the diffe- Then the set is hyperbolic if and only if the diffe- Then the set is hyperbolic if and only if the diffe-
rence equation rence equation rence equation rence equation
, ,, , , ,, , (3.10)
possesses an exponential dichotomy over possesses an exponential dichotomy over possesses an exponential dichotomy over possesses an exponential dichotomy over . .. .
Proof.
If is hyperbolic, then (see Exercise 3.5) equation (3.10) possesses an expo-
nential dichotomy over . Let us prove the converse assertion. Assume that equa-
tion (3.10) possesses an exponential dichotomy over with projectors
PJ JQ =
J
1 -
1 2 K P Q - - )
1 -
s
P
2
1 P - )
2
- 1 =
J 1 - J P
2
- 1 P - )
2
- P Q P - ) 1 P - ) P Q - ) - = =
J 1 - 2 K P Q - 1 s
J
1 -
J
1 -
1 J - )
n
n 0 =
_
=
PJ J Q =
Exer c i s e 3.6 A P x ) : x A -
P x )
x y , A - J J
x y ,
=
P x ) J P y ) J
1 -
=
f x ) X
x
0
f f x
0
) x
0
= y
n
: n Z -
x
0
f
f y
n
) y
n 1 -
= n Z - y
n
x
0
n
A x
0
y
n
: n Z - [ =
u
n 1 -
Df y
n
) u
n
= n Z -
Z
A
Z
Z P
n
: n Z -
6
C
h
a
p
t
e
r
and constants and . Let us denote the spectral projector of the operator
corresponding to the part of the spectrum inside the unit disc by . Without loss
of generality we can assume that
, ,
, .
Thus, for every the projector is defined: , .
The structure of the evolutionary operator of difference equation (3.10) (see Exer-
cise 3.4) enables us to verify properties (b)(d) of the definition of a hyperbolic set.
In order to prove property (a) it is sufficient to verify that
as . (3.11)
Since is a compact set, then
. (3.12)
Let us consider the following difference equations
, , (3.13)
and
, , (3.14)
where is an integer. It is evident that equation (3.14) admits an exponential di-
chotomy over with constants and and projectors . Let
and be the Green functions (see Section 2) of difference equations
(3.13) and (3.14). We consider the sequence
, .
Since (see Exercise 2.8)
, , (3.15)
we have that the sequence is bounded. Moreover, it is easy to prove (see Exer-
cise 2.9) that is a solution to the difference equation
.
It follows from (3.12) and (3.15) that the sequence is bounded. Therefore,
(see Exercise 2.9),
.
If we take in this formula, then from the definition of the Green function we
obtain that
.
K q Df x
0
)
P
Df x
0
) j
n
P Kq
n
s n 0 >
Df x
0
) j
n -
1 P - ) Kq
n -
s n 0 >
x A - P x ) P x
0
) P = P y
k
) P
k
=
P
k
P - 0 k
A
M Df x ) : x A - sup =
v
n 1 -
Df x
0
) v
n
= n Z -
w
n 1 -
k )
Df y
n k -
) w
n
k )
= n Z -
k
Z K q P
n
k )
P
n k -
= G n m , )
G
k )
n m , )
x
n
G n 0 , ) z G
k )
n 0 , ) z - = z X -
G n 0 , ) Kq
n
s G
k )
n 0 , ) Kq
n
s
x
n

x
n

x
n 1 -
Df x
0
) x
n
- h
n
Df x
0
) Df y
n k -
) - j G
k )
n 0 , ) z =
h
n

G n 0 , ) z G
k )
n 0 , ) z - x
n
G n m 1 - , ) h
m
m Z -
_
=
n 0 =
P P
k
- ) z G 0 m 1 - , ) Df x
0
) Df y
m k -
) - ) G
k )
m 0 , ) z
m Z -
_
=
.
Consequently,
where is an arbitrary natural number. Upon simple calculations we find that
for every . It follows that
, .
We assume that to obtain that
.
This implies equation (3.11). Therefore, Theorem 3.1 is proved.
It should be noted that in the case when the set from The-
orem 3.1 is hyperbolic the elements of the homoclinic trajectory
are called transversal homoclinic points transversal homoclinic points transversal homoclinic points transversal homoclinic points. The point is that in some cases (see,
e.g., [4]) it can be proved that the hyperbolicity of is equivalent to the transversa-
lity property at every point of the stable and unstable mani-
folds of a fixed point (roughly speaking, transversality means that the surfaces
and intersect at the point at a nonzero angle). In this case the
trajectory is often called a transversal homoclinic trajectory transversal homoclinic trajectory transversal homoclinic trajectory transversal homoclinic trajectory.
4 Anosovs Lemma on -trajectories 4 Anosovs Lemma on -trajectories 4 Anosovs Lemma on -trajectories 4 Anosovs Lemma on -trajectories
Let be a -mapping of a Banach space into itself. A sequence
in is called a -pseudotrajectory -pseudotrajectory -pseudotrajectory -pseudotrajectory (or -pseudoorbit) of the mapping if for
all the equation
P P
k
- ) z K
2
Df x
0
) Df y
m k -
) - q
m m 1 - -
z
m Z -
_
s
P P
k
- K
2
Df x
0
) Df y
m k -
) - q
2 m 1 -
m Z -
_

K
2
Df x
0
) Df y
m k -
) - q
2 m 1 -
m N s
_
2 M q
2 m 1 -
m N >
_
-
m N s
max
| |
' |
| |
,
s s
s
N
P P
k
-
2 K
2
q 1 q
2
- )
Df x
0
) Df y
m k -
) - 2 Mq
2 N 2 -
-
m N s
max
' !
`
s
N 1 >
P P
k
-
k
lim
4 K
2
M
1 q
2
-
q
2 N 1 -
s N 1 2 , , =
N +
P P
k
-
k
lim 0 s
A x
0
y
n
: n Z - [ =
y
n
y
n
: n Z - =
A
y
n
W
s
x
0
) W
u
x
0
)
x
0
W
s
x
0
) W
u
x
0
) y
n
s
f C
1
X y
n
: n Z -
X f
n Z -
y
n 1 -
f y
n
) - s
Anos ov s Lemma on - t r aj ect or i es s
6
C
h
a
p
t
e
r
is valid. A sequence is called an -trajectory -trajectory -trajectory -trajectory of the mapping cor-
responding to a -pseudotrajectory if
(a) for any ;
(b) for all .
It should be noted that condition (a) means that is an orbit (complete tra-
jectory) of the mapping . Moreover, if a pair of -mappings and is given,
then the notion of the -trajectory of the mapping corresponding to a -pseu-
doorbit of the mapping can be introduced.
The following assertion is the main result of this section.
Theorem 4.1.
Let be a -mapping of a Banach space into itself and let be Let be a -mapping of a Banach space into itself and let be Let be a -mapping of a Banach space into itself and let be Let be a -mapping of a Banach space into itself and let be
a hyperbolic a hyperbolic a hyperbolic a hyperbolic invariant set. Assume that there exists a -vicini- invariant set. Assume that there exists a -vicini- invariant set. Assume that there exists a -vicini- invariant set. Assume that there exists a -vicini-
ty of the set such that and are bounded and uniformly ty of the set such that and are bounded and uniformly ty of the set such that and are bounded and uniformly ty of the set such that and are bounded and uniformly
continuous on the closure of the set continuous on the closure of the set continuous on the closure of the set continuous on the closure of the set . .. . Then there exists posses- Then there exists posses- Then there exists posses- Then there exists posses-
sing the property that for every there exists such sing the property that for every there exists such sing the property that for every there exists such sing the property that for every there exists such
that any -pseudoorbit lying in has a unique -trajectory that any -pseudoorbit lying in has a unique -trajectory that any -pseudoorbit lying in has a unique -trajectory that any -pseudoorbit lying in has a unique -trajectory
corresponding to . corresponding to . corresponding to . corresponding to .
As the following theorem shows, the property of the mapping to have an -trajec-
tory is rough, i.e. this property also remains true for mappings that are close to .
Theorem 4.2.
Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem Assume that the hypotheses of Theorem 4.1 hold for the mapping . hold for the mapping . hold for the mapping . hold for the mapping .
Let Let Let Let be a set of continuously differentiable mappings of the space be a set of continuously differentiable mappings of the space be a set of continuously differentiable mappings of the space be a set of continuously differentiable mappings of the space
into itself such that the following estimates hold on the closure of the into itself such that the following estimates hold on the closure of the into itself such that the following estimates hold on the closure of the into itself such that the following estimates hold on the closure of the
-vicinity of the set : -vicinity of the set : -vicinity of the set : -vicinity of the set :
, ,, , . .. . (4.1)
Then can be chosen to possess the property that for every Then can be chosen to possess the property that for every Then can be chosen to possess the property that for every Then can be chosen to possess the property that for every
there exist and such that for any -pseudotra- there exist and such that for any -pseudotra- there exist and such that for any -pseudotra- there exist and such that for any -pseudotra-
jectory (lying in ) of the mapping and for any jectory (lying in ) of the mapping and for any jectory (lying in ) of the mapping and for any jectory (lying in ) of the mapping and for any
there exists a unique trajectory of the mapping with the pro- there exists a unique trajectory of the mapping with the pro- there exists a unique trajectory of the mapping with the pro- there exists a unique trajectory of the mapping with the pro-
perty perty perty perty
for all for all for all for all . .. .
It is clear that Theorem 4.1 is a corollary of Theorem 4.2 the proof of which is based
on the lemmata below.
x
n
: n Z - s f
y
n
: n Z -
f x
n
) x
n 1 -
= n Z -
x
n
y
n
- s s n Z -
x
n

f C
1
f g
s g
f
f C
1
X A
f A ) A c ) ^
A f x ) Df x )
s
0
0 >
0 s s
0
s s ) 0 > =
y
n
: n Z - A s
x
n
: n Z - y
n

f s
f
f
9
f ) g
X
^ A
f x ) g x ) - Df x ) Dg x ) -
s
0
0 > s 0 s
0
j , -
s ) 0 > = s ) 0 > =
y
n
: n Z - A f g 9
f ) -
x
n
: n Z - g
y
n
x
n
- s s n Z -
Lemma 4.1.
Let be an open set in a Banach space and let be a con-
tinuously differentiable mapping. Assume that for some point
there exist an operator and a number such that
(4.2)
for all with the property . Assume that for some
the inequality
(4.3)
is valid with . Then for any -mapping such that
(4.4)
and
(4.5)
for , the equation has a unique solution with
the property .
Proof.
Let and let
.
For we have that
Since
,
(4.6)
for all and from . Now we rewrite the equation in the form
.
7 X . : 7 X
y 7 -
D. y ) j
1 -
s
0
0 >
D. x ) D. y ) - 2 D. y ) j
1 -
' !
`
1 -
s
x x y - s
0
s s 0 s
0
j , -
. y ) q s 2 D. y ) j
1 -
' !
`
1 -
s
0 q 1 C
1
/ : 7 X
/ x ) . x ) - s 1 q - ) 2 D. y ) j
1 -
' !
`
1 -
s
D/ x ) D. x ) -
1
2
2 D. y ) j
1 -
' !
`
1 -
s
x y - s
0
s / x ) 0 = x
x y - s s
I 2 D. y ) j
1 -
)
1 -
=
x ) . x ) . y ) - D. y ) x y - ) - =
x
1
x
2
, B
s
0
z : z y - s
0
s -
x
1
) x
2
) - . x
1
) . x
2
) - D. y ) x
1
x
2
- ) -
D. x
1
, x
2
x
1
- ) - ) D. y ) - ) x
1
x
2
- ) , . d
0
1
}
= =
=
x
1
) x
2
) - D. x
1
, x
2
x
1
- ) - ) D. y ) - , x
1
x
2
- d
0
1
}
s
x
1
) x
2
) - I x
1
x
2
- s
x
1
x
2
B
s
0
/ x ) 0 =
x T x ) y D. y ) j
1 -
/ x ) . x ) - . y ) x ) - - ) - =
6
C
h
a
p
t
e
r
Let us show that the mapping has a unique fixed point in the ball
. It is evident that
for any . Since , we obtain from (4.6) that
.
Therefore, estimates (4.3) and (4.4) imply that
for ,
i.e. maps the ball into itself. This mapping is contractive in . Indeed,
,
where
.
This equation and inequality (4.6) imply the estimate
.
Therefore, the mapping has a unique fixed point in the ball
. The lemma is proved.
Let the hypotheses of Theorems 4.1 and 4.2 hold. We assume that in (4.1).
Then for any element the following estimates hold:
, , , (4.7)
where is a constant. In particular, these estimates are valid for the mapping .
Lemma 4.2.
Let be a -pseudotrajectory of the mapping lying in .
Then for any the sequence is a -pseu-
dotrajectory of the mapping . Here has the form
, , , (4.8)
and is a constant from (4.7).
T B
s
x: =
x y - s s
T x ) y - D. y ) j
1 -
/ x ) . x ) - . y ) x ) - -
' !
`
s
x B
s
- y ) 0 =
x ) x ) y ) - I x y - Is s s =
T x ) y - s s x B
s
-
T B
s
B
s
T x
1
) T x
2
) -
1
2I
0 x
1
x
2
, ) x
1
) x
2
) - -
' !
`
s
0 x
1
x
2
, ) / x
1
) / x
2
) - . x
1
) - . x
2
) -
D/ x
1
, x
1
x
2
- ) - ) D. x
1
, x
1
x
2
- ) - ) - j , x
1
x
2
- ) . d
0
1
}
=
=
0 x
1
x
2
, )
1
2
I x
1
x
2
- s
T x
1
) T x
2
) -
3
4
x
1
x
2
- s
T B
s
x: =
x y - s s
1
g 9
f ) -
g x ) M s Dg x ) M s x -
M 0 > f
y
n
: n Z - f A
k 1 > z
n
y
nk
: n Z - M
k 1 -
f
k
M
k
M
k
1 M M
k
- - - = k 1 > M
0
1 =
M
Proof.
Let us use induction to prove that
, . (4.9)
Since is a -pseudotrajectory, then it is evident that for inequality
(4.9) is valid. Assume that equation (4.9) is valid for some and prove esti-
mate (4.9) for :
.
With the help of (4.7) we obtain that
.
Lemma 4.3.
Let be a -pseudoorbit of the mapping lying in . Let be
a trajectory of the mapping such that
, , (4.10)
for some . If
, (4.11)
then
, (4.12)
where has the form (4.8).
Proof.
We first note that
Therefore, it is evident that
. (4.13)
Here we use the estimate
which follows from (4.7) and holds when the segment connecting the points
and lies in . Condition (4.11) guarantees the fulfillment of this property
at each stage of reasoning. If we repeat the arguments from the proof of (4.13),
then it is easy to complete the proof of (4.12) using induction as in Lemma 4.2.
y
nk i -
f
i
y
nk
) - M
i 1 -
s 1 i k s s
y
n
i 1 =
i 1 >
i 1 -
y
nk i 1 - -
f
i 1 -
y
nk
) - y
nk i 1 - -
f y
nk i -
) - f y
nk i -
) f f
i
y
nk
) ) - - s
y
nk i 1 - -
f
i 1 -
y
nk
) - M y
nk i -
f
i
y
nk
) - - M M
i 1 -
- s s M
i
=
y
n
f A x
n

g 9
f ) -
y
nk
x
nk
- s s n Z -
k 1 >
s - , ) max M
k
^ s
y
n
x
n
- s - , ) max M
k
s
M
k
y
nk 1 -
x
nk 1 -
- y
nk 1 -
g x
nk
) -
y
nk 1 -
f y
nk
) - f y
nk
) g y
nk
) - g y
nk
) g x
nk
) - . - -
s
s
=
y
nk 1 -
x
nk 1 -
- M y
nk
x
nk
- - - s - , ) max 1 M - ) s s
g y ) g x ) - Dg y , x y - ) - ) , x y - d
0
1
}
M x y - s s
x
y
6
C
h
a
p
t
e
r
Lemma 4.4.
Let and . Assume that
. (4.14)
Then the estimates
, , (4.15)
, (4.16)
(4.17)
are valid for and for every mapping .
Proof.
As above, let us use induction. If , it is evident that equations (4.15)
(4.17) hold. The transition from to in (4.15) is evident. Let us consider
estimate (4.16):
. (4.18)
Condition (4.14) and the induction assumption give us that lies in the ball
with the centre at the point lying in . Therefore, it follows from
(4.18) that
.
The transition from to in (4.17) can be made in a similar way. Lemma 4.4
is proved.
Lemma 4.5.
There exists such that the equations
(4.19)
and
(4.20)
are valid in the -vicinity of the set for any function
. Here as .
The proof follows from the definition of the class of functions and estimates
(4.7) and (4.17).
y A - x y - s s
s , ) max 1 M
k 1 -
- - ) ^
f
j
y ) f
j
x ) - M
j
x y - s Df
j
x ) M
j
s
f
j
y ) g
j
x ) - s , ) 1 M
j
- - ) max s
f
j
x ) g
j
x ) - 1 M
j 1 -
- - ) s
j 1 2 k , , , = g 9
f ) -
j 1 =
j j 1 -
f
j 1 -
y ) g
j 1 -
x ) - f f
j
y ) ) f g
j
x ) ) -
' !
`
f g
j
x ) ) g g
j
x ) ) - - =
g
j
x )
f
j
y ) A -
f
j 1 -
y ) g
j 1 -
x ) - M f
j
y ) g
j
x ) - - s , ) max 1 M
j 1 -
- - ) s s
j j 1 -
^
'
^ s
f
k
x ) g
k
x ) - : x
'
-
| |
' |
| |
sup
k
) s
Df
k
) x ) Dg
k
) x ) - : x
'
-
| |
' |
| |
sup
k
) s
^
'

'
A
g 9
f ) -
k
) 0 0
9
f )
Let us also introduce the values
(4.21)
and
. (4.22)
The requirement of the uniform continuity of the derivative (see the hypo-
theses of Theorem 4.1) and the projectors (see the hyperbolicity definition)
enables us to state that
, as . (4.23)
Let be a -pseudotrajectory of the mapping lying in . Then due to
Lemma 4.2 the sequence is a -pseudotrajectory of the
mapping . Let us consider the mappings and in the space
(for the definition see Section 2) given by the equalities
, (4.24)
, (4.25)
where is an element from . Thus, the construction of -trajec-
tories of the mapping and corresponding to the sequence is reduced to
solving of the equations
and
in the ball . Let us show that for large enough Lemma 4.1 can be
applied to the mappings and . Let us start with the mapping .
Lemma 4.6.
The function is a -smooth mapping in with the properties
, (4.26)
, . (4.27)
Proof.
Estimate (4.26) follows from the fact that is a -pseudotrajec-
tory. Then it is evident that
, (4.28)
where and lie in . Therefore, simple cal-
culations and equation (4.21) give us (4.27).
m
k
) Df
k
y ) Df
k
x ) - : y A, x y - s -
| |
' |
| |
sup =
m ) P y ) P x ) - , x y A, x y - s - ,
| |
' |
| |
sup =
Df x )
P x )
m
k
) 0 m ) 0 0
y
n
f A
y
n
y
nk
: n Z - = M
k 1 -
f
k
. x xx x ) / x xx x )
l
X
Z X , )
. x xx x ) j
n
y
n
x
n
f
k
y
n 1 -
x
n 1 -
- ) - - =
/ x xx x ) j
n
y
n
x
n
g
k
y
n 1 -
x
n 1 -
- ) - - =
x xx x x
n
: n Z - = l
X
s
f
k
g
k
y
n

. x xx x ) 0 = / x xx x ) 0 =
x xx x: x xx x
l
X
s s k
. / .
. C
1
l
X
. 0 ) M
k 1 -
s
D. x xx x ) D. 0 ) - m
k
s ) s x xx x
l
X
s s
y
n
M
k 1 -
D. x xx x ) h hh h j
n
h
n
Df
k
y
n 1 -
x
n 1 -
- ) h
n 1 -
- =
x xx x x
n
: n Z - = h hh h h
n
: n Z - = l
X

6
C
h
a
p
t
e
r
In order to deduce relations (4.2) and (4.3) from inequalities (4.26) and (4.27) for
, we use Theorem 2.2. Consider the operator . It is clear that
, .
Let us show that equations (2.9)(2.11) are valid for and
and then estimate the corresponding constants. Property (2.9) follows
from the hyperbolicity definition. Equations (3.3) and (4.15) imply that
and .
Further, the permutability property (3.2) gives us that
Hence (see (4.22)),
.
Similarly, we find that
.
The operator
is invertible if (see Lemma 3.1)
.
Moreover,
,
provided . Due to the hyperbolicity of the set , the operator
is an invertible mapping from into . Therefore,
since
,
the operator is invertible as a mapping from into
. Moreover, by virtue of (3.4) we have that
.
Thus, under the conditions
, , , (4.29)
Theorem 2.2 implies that the operator is invertible and .
Let us fix some . If
y yy y 0 = L D. 0 ) =
L h hh h j
n
h
n
Df
k
y
n 1 -
) h
n 1 -
- = h hh h h
n
=
A
n
Df
k
y
n 1 -
) = Q
n
=
P y
n 1 -
) =
A
n
Q
n
Kq
k
s A
n
M
k
s
Q
n 1 -
A
n
1 Q
n
- ) Q
n 1 -
A
n
A
n
Q
n
- j 1 Q
n
- )
Q
n 1 -
P f
k
y
n 1 -
) ) - A
n
1 Q
n
- ) .
= =
=
Q
n 1 -
A
n
1 Q
n
- ) m M
k 1 -
) A
n
1 Q
n
- m M
k 1 -
) M
k
K s s
1 Q
n 1 -
- ) A
n
Q
n
m M
k 1 -
) M
k
K s
J
n
Q
n 1 -
P f
k
y
n 1 -
) ) 1 Q
n 1 -
- ) 1 P f
k
y
n 1 -
) ) - ) - =
Q
n 1 -
P f
k
y
n 1 -
) ) - m M
k 1 -
)
1
2K
s
J
n
1 -
1 2 Km M
k 1 -
) - )
1 -
2 s
2 Km M
k 1 -
) 1 2 / A
A
n
1 Q
n
- ) X 1 P f
k
y
n 1 -
) ) - ) X
1 Q
n 1 -
- ) A
n
1 Q
n
- ) J
n
A
n
1 Q
n
- ) =
1 Q
n 1 -
- ) A
n
1 Q
n
- ) 1 Q
n
- ) X
1 Q
n 1 -
- ) X
1 Q
n 1 -
- ) A
n
j
1 -
1 Q
n 1 -
- A
n
1 Q
n
- ) j
1 -
J
n
1 -
1 Q
n 1 -
- 2 K
2
q
k
s =
4 Km M
k 1 -
) 1 8KM
k
m M
k 1 -
) 1 s 16K
3
q
k
1 s
L D. 0 ) = L
1 -
2K 1 - s
s 0 >
, , (4.30)
then by Lemma 4.6 relations (4.2) and (4.3) hold with , , and . If
, (4.31)
then equations (4.4) and (4.5) also hold with , , and . Hence,
under conditions (4.29)(4.31) there exists a unique solution to equation
possessing the property . This means that for any -pseudoorbit
(lying in ) of the mapping there exists a unique trajectory
of the mapping such that
, ,
provided conditions (4.29)(4.31) hold. Therefore, under the additional condition
and due to Lemma 4.3 we get
, .
These properties are sufficient for the completion of the proof of Theorem 4.2.
Let us fix such that . We choose ( is defined
in Lemma 4.5) such that
for all .
Let us fix an arbitrary and take . Now we choose
and such that the following conditions hold:
, ,
, , .
It is clear that under such a choice of and any -pseudoorbit (from ) of the
mapping has a unique -trajectory of the mapping . Thus, Theorem 4.2 is proved.
Let the hypotheses of Theorem 4.1 hold. Show that there
exist and such that for any two trajectories
and of a dynamical system the conditions
, ,
imply that , . In other words, any two trajectories of
the system that are close to a hyperbolic invariant set cannot
remain arbitrarily close to each other all the time.
M
k 1 -
1
2
4K 2 - )
1 -
s s m
k
s ) 4K 2 - )
1 -
s
y 0 = s s = q 1 2 / =
k
)
1
2
s 1 , ) min 4K 2 - )
1 -
s
y yy y 0 = s s = q 1 2 / =
/ x xx x ) 0 =
x xx x
l
s s y
n
:
n Z - A f z
n
: n Z -
g 9
f ) -
z
nk
y
nk
- s s n Z -
s - - ) M
k
^ s
y
n
z
n
- s - - ) M
k
s n Z -
k 16 K
3
q
k
1 s s
0
^
'
^ s s ^
'
m
k
s ) 4K 2 - )
1 -
s s
s
0
2M
k
s
s 0 s
0
j , - s s 2 M
k
j
1 -
=
s ) = s ) =
4 Km M
k 1 -
) 1 8KM
k
m M
k 1 -
) 1 s
M
k 1 -
1
4
s 2K 1 - )
1 -
s
k
)
1
4
s 1 , ) min 2K 1 - )
1 -
s 2 - ) M
k
s s
A
f s g
Exer c i s e 4.1
^ 0 > 0 > x
n
: n Z -
y
n
: n Z - X f , )
x
n
A , ) dist ^ y
n
A , ) dist ^ x
n
y
n
-
n
sup s
x
n
y
n
n Z -
X f , )
6
C
h
a
p
t
e
r
Show that Theorem 4.1 admits the following strengthening:
if the hypotheses of Theorem 4.1 hold, then there exists such
that for every there exists with the property
that for any -pseudoorbit such that there
exists a unique -trajectory.
Prove the analogue of the assertion of Exercise 4.2 for Theo-
rem 4.2.
Let be a periodic orbit of the mapping ,
i.e. for all and for some . Assume
that the hypotheses of Theorem 4.2 hold. Then for small
enough every mapping possesses a periodic trajectory
of the period .
5 Birkhoff-Smale Theorem 5 Birkhoff-Smale Theorem 5 Birkhoff-Smale Theorem 5 Birkhoff-Smale Theorem
One of the most interesting corollaries of Anosovs lemma is the Birkhoff-Smale the-
orem that provides conditions under which the chaotic dynamics is observed in
a discrete dynamical system . We remind (see Section 1) that by definition
the possibility of chaotic dynamics means that there exists an invariant set in the
space such that the restriction of some degree of the mapping on is to-
pologically equivalent to the Bernoulli shift in the space of two-sided infinite
sequences of symbols.
Theorem 5.1.
Let be a continuously differentiable mapping of a Banach space Let be a continuously differentiable mapping of a Banach space Let be a continuously differentiable mapping of a Banach space Let be a continuously differentiable mapping of a Banach space
into itself. Let be a hyperbolic fixed point of and let into itself. Let be a hyperbolic fixed point of and let into itself. Let be a hyperbolic fixed point of and let into itself. Let be a hyperbolic fixed point of and let
be a homoclinic trajectory of the mapping that does not coincide with be a homoclinic trajectory of the mapping that does not coincide with be a homoclinic trajectory of the mapping that does not coincide with be a homoclinic trajectory of the mapping that does not coincide with
, i.e. , i.e. , i.e. , i.e.
; ;; ; , ,, , , ,, , ; ;; ; , . .. .
Assume that the trajectory is transversal, i.e. the set Assume that the trajectory is transversal, i.e. the set Assume that the trajectory is transversal, i.e. the set Assume that the trajectory is transversal, i.e. the set
is hyperbolic with respect to and there exists a vicinity of the set is hyperbolic with respect to and there exists a vicinity of the set is hyperbolic with respect to and there exists a vicinity of the set is hyperbolic with respect to and there exists a vicinity of the set
such that and are bounded and uniformly continuous on the such that and are bounded and uniformly continuous on the such that and are bounded and uniformly continuous on the such that and are bounded and uniformly continuous on the
closure . By we denote a set of continuously differentiable map- closure . By we denote a set of continuously differentiable map- closure . By we denote a set of continuously differentiable map- closure . By we denote a set of continuously differentiable map-
pings of the space into itself such that pings of the space into itself such that pings of the space into itself such that pings of the space into itself such that
, ,, , , ,, , . .. .
Exer c i s e 4.2
s
0
0 >
s 0 s
0
, ) - s ) =
y
n
y
n
A , ) dist
s
Exer c i s e 4.3
Exer c i s e 4.4 A x
n
: n Z - = f
f
k
x
n
) x
n k -
x
n
= n Z - k 1 >
0 >
g 9
f ) -
k
X f , )
Y
X f
k
f Y
S L
m
m
f X
x
0
X - f y
n
: n Z -
f
x
0
f x
0
) x
0
= f y
n
) y
n 1 -
= y
n
x
0
= n Z - y
n
x
0
n
y
n
: n Z -
A x
0
y
n
: n Z - [ =
f A
f x ) Df x )
9
f )
g X
f x ) g x ) - s Df x ) Dg x ) - s x -
Bi r khof f - Smal e Theor em 391
Then there exists such that for any mapping and for any Then there exists such that for any mapping and for any Then there exists such that for any mapping and for any Then there exists such that for any mapping and for any
there exist a natural number and a continuous mapping of the there exist a natural number and a continuous mapping of the there exist a natural number and a continuous mapping of the there exist a natural number and a continuous mapping of the
space into a compact subset in such that space into a compact subset in such that space into a compact subset in such that space into a compact subset in such that
a) is strictly invariant with respect to , i.e. ; is strictly invariant with respect to , i.e. ; is strictly invariant with respect to , i.e. ; is strictly invariant with respect to , i.e. ;
b) if and are elements if and are elements if and are elements if and are elements
of such that for some , then ; of such that for some , then ; of such that for some , then ; of such that for some , then ;
c) the restriction of on is topologically conjugate to the Bernoulli the restriction of on is topologically conjugate to the Bernoulli the restriction of on is topologically conjugate to the Bernoulli the restriction of on is topologically conjugate to the Bernoulli
shift in , i.e. shift in , i.e. shift in , i.e. shift in , i.e.
, ,, , . .. .
Moreover, if in addition we assume that for the mapping there exists Moreover, if in addition we assume that for the mapping there exists Moreover, if in addition we assume that for the mapping there exists Moreover, if in addition we assume that for the mapping there exists
such that for any two trajectories and such that for any two trajectories and such that for any two trajectories and such that for any two trajectories and
(of the mapping ) lying in the -vicinity of the set the condition (of the mapping ) lying in the -vicinity of the set the condition (of the mapping ) lying in the -vicinity of the set the condition (of the mapping ) lying in the -vicinity of the set the condition
for some implies that for all for some implies that for all for some implies that for all for some implies that for all , ,, , then the map- then the map- then the map- then the map-
ping is a homeomorphism. ping is a homeomorphism. ping is a homeomorphism. ping is a homeomorphism.
The proof of this theorem is based on Anosovs lemma and mostly follows the stan-
dard scheme (see, e.g., [4]) used in the finite-dimensional case. The only difficulty
arising in the infinite-dimensional case is the proof of the continuity of the mapping
. It can be overcome with the help of the lemma presented below which is bor-
rowed from the thesis by Jrgen Kalkbrenner (Augsburg, 1994) in fact.
It should also be noted that the condition under which is a homeomorphism
holds if the mapping does not glue the points in some vicinity of the set , i.e.
the equality implies .
Lemma 5.1.
Let the hypotheses of Theorem 5.1 hold. Let us introduce the notation
,
where and . Let be a segment (lying
in ) of a pseudoorbit of the mapping :
, , . (5.1)
Assume that and are segments of or-
bits of the mapping :
, , , (5.2)
such that
, . (5.3)
Then there exist , and such that conditions (5.1)
(5.3) imply the inequality
. (5.4)
0 > g 9
f ) -
m 2 > l
L
m
Y L
m
) X
Y L
m
) = g
l
g
l
Y ) Y =
a a
1 -
a
0
a
1
, , , ) = a' a'
1 -
a'
0
a'
1
, , , ) =
L
m
a
i
a'
i
= i 0 > a ) a' ) =
g
l
Y
S L
m
g
l
a ) ) Sa ) = a L
m
-
g
s
0
0 > x
n
: n Z - x
n
: n Z -
g s
0
A
x
n
0
x
n
0
= n
0
Z - x
n
x
n
= n Z -
g A
g x ) g x ) = x x =
J
v
J
v
k
0
, ) k Z: k k
0
- v s - =
k
0
Z - v , N - z z
n
: n J
v
- =
A - f
z
n
A - z
n 1 -
f z
n
) - s n n 1 - , J
v
-
x x
n
: n J
v
- = x x
n
: n J
v
- =
g 9
f ) -
g x
n
) x
n 1 -
= g x
n
) x
n 1 -
= n n 1 - , J
v
-
z
n
x
n
- s s z
n
x
n
- s s
s , , 0 > N -
x
k
0
x
k
0
- 2
1 v -
s s
6
C
h
a
p
t
e
r
Proof.
, (5.5)
where
.
Since the set is hyperbolic with respect to , there exists a family of projec-
tors for which equations (3.2)(3.4) are valid. Therefore,
It means that
Consequently, equation (3.4) implies that
.
Let us estimate the value . It can be rewritten in the form
.
It follows from (5.3) that . Hence, using (4.20)
and (4.21), for small enough we obtain that
, (5.6)
where as and as . Therefore,
, (5.7)
provided . Further, we substitute the value for
in (5.5) to obtain that
.
Therefore, using (3.2) we find that
x
k
0
-
x
k
0
-
- Df

) z
k
0
) x
k
0
x
k
0
- ) R
k
0
- =
R
k
0
g
x
k
0
) g
x
k
0
) - Df

) z
k
0
) x
k
0
x
k
0
- ) - =
A f
P x ) : x A -
1 P f

z
k
0
) ) - ) x
k
0
-
x
k
0
-
- )
Df

) z
k
0
1 P z
k
0
) - ) x
k
0
x
k
0
- ) 1 P f

z
k
0
) ) - ) R
k
0
. -
=
=
1 P z
k
0
) - ) x
k
0
x
k
0
- )
Df
) z
k
0
j
1 -
1 P f
z
k
0
) ) - j x
k
0
-
x
k
0
-
- R
k
0
- j .
=
=
1 P z
k
0
) - ) x
k
0
x
k
0
- ) Kq
x
k
0
-
x
k
0
-
- R
k
0
- ) s
R
k
0
R
k
0
Dg
) , x
k
0
1 , - ) x
k
0
- ) Df
z
k
0
) - j , d
0
1
}
x
k
0
x
k
0
- ) =
,x
k
0
1 , - ) x
k
0
z
k
0
- - s s
s 0 >
R
k
0
) m
s ) - ) x
k
0
x
k
0
- s
) 0 0 m
s ) 0 s 0
1 P z
k
0
) - ) x
k
0
x
k
0
- ) Kq
x
k
0
-
x
k
0
-
- x
k
0
x
k
0
- - ) s
) m
s ) - 1 s k
0
- k
0
x
k
0
x
k
0
- Df

z
k
0
-
) x
k
0
-
x
k
0
-
- ) R
k
0
-
- =
P f

z
k
0
-
) ) x
k
0
x
k
0
- )
Df
z
k
0
-
) P z
k
0
-
) x
k
0
-
x
k
0
-
- ) P f
z
k
0
-
) ) R
k
0
-
. -
=
=
Hence, equations (3.3) and (5.6) with instead of give us that
(5.8)
Since
,
for small enough. Therefore,
,
where as (cf. (4.22)). Consequently, estimate (5.8) implies that
(5.9)
It is evident that estimates (5.7) and (5.9) enable us to choose the parameters
, and such that
.
Using this inequality with instead of we obtain that
for all . Therefore,
.
If we continue to argue like that, then we find that
.
Since , this and estimate (5.3) imply (5.4).
Let be distinct integers. Let us choose and fix the parame-
ters and the integer such that (i) Theorem 4.2 and Lemma 5.1
can be applied to the hyperbolic set and (ii)
k
0
- k
0
P f
z
k
0
-
) ) x
k
0
x
k
0
- )
K q
) m
s ) - ) - x
k
0
-
x
k
0
-
- .
s
s
z
k
0
f
z
k
0
-
) - f
j
z
k
0
j -
) f
j
f z
k
0
j - 1 -
) ) -
| |
' |
| |
j 0 =
1 -
_
=
z
k
0
f
z
k
0
m -
) - M
j
j 0 =
1 -
_
1 M
- ) s s
P z
k
0
) P f

z
k
0
-
) ) - m 1 M
- ) ) m , ) s
m , ) 0 , 0
P z
k
0
) x
k
0
x
k
0
- )
K q
) m
s ) K
1 -
m , ) - - - x
k
0
-
x
k
0
-
- .
s
s
s , ,
x
k
0
x
k
0
-
1
2
x
k
x
k
- : k J
1
k
0
, ) - max s
k k
0
x
k
x
k
-
1
2
x
n
x
n
- : n J
2
k
0
, ) - max s
k J
1
k
0
, ) -
x
k
0
x
k
0
-
1
4
x
n
x
n
- : n J
2
k
0
, ) - max s
x
k
0
x
k
0
- 2
v -
x
n
x
n
- : n J
v
k
0
, ) - max s
x
n
x
n
- x
n
z
n
- x
n
z
n
- - s
p
1
p
2
p
m 1 -
, , ,
s , , 0 > 0 >
A x
0
y
n
: n Z - [ =
6
C
h
a
p
t
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r
. (5.10)
Assume that is such that
for and (5.11)
for all . Let us consider the segments of the orbits of the map-
ping of the form
, ,
.
The length of every such segment is . Let . Let us
consider a sequence of elements made up of the segments by the formula
. (5.12)
It is clear that and by virtue of (5.11) is a -pseudoorbit of the mapping
. Therefore, due to Theorem 4.2 there exists a unique trajectory
of the mapping such that
, (5.13)
where and is the -th element of the
segment , , . Let us define the mapping from
into by the formula
, (5.14)
where is the zeroth element of the trajectory . Since the trajectory
possessing the property (5.13) is uniquely defined, equation (5.14) defines a map-
ping from into .
If we substitute for in (5.13) and use the equations
,
we obtain that
for all and . Therefore, the equality
with being the Bernoulli shift in leads us to the equation
.
Consequently, the uniqueness property of the -trajectory in Theorem 4.2 gives us
the equation
, .
s
1
2
y
p
i
y
p
j
- y
p
i
x
0
- , : i j , = 1 m 1 i , - , j = ,
| |
' |
| |
min
N
y
n
x
0
-

2
n N p
i
1 - - = n p
i
N - =
i 1 2 m 1 - , , , = C
i
f
C
i
y
p
i
N -
y
p
i
y
p
i
N -
, , , , ) = i 1 2 m 1 - , , , =
C
m
x
0
x
0
x
0
, , , ) =
2 N 1 - a a
1 -
a
0
a
1
) L
m
- =
a
C
i
a
C
a
1 -
C
a
0
C
a
1
) =
a
A -
a

f w
n
w
n
a ) :
n Z - g
w
n N i j , , )
z
i j
a ) - s s
n N i j , , ) N i 1 - ) 2 N 1 - j - - = z
i j
a ) j
C
a
i
i Z - j 1 2 2 N 1 - , , , = L
m
X
a ) w
0
=
w
0
w
n
w
n

L
m
X
i 1 - i
w
n N i 1 - j , , )
w
n N i j , , ) 2 N 1 - -
g
2 N 1 -
w
n N i j , , )
' !
`
= =
g
2 N 1 -
w
n N i j , , )
) z
i 1 - j ,
a ) - s s
i Z - j 1 2 2 N 1 - , , , = z
i 1 - j ,
a ) z
i j
Sa ) =
S L
m
g
2 N 1 -
w
n N i j , , )
) z
i 1 - j ,
Sa ) - s s
s
w
n
Sa ) g
2 N 1 -
w
n
a ) ) = n Z -
This implies that
, , (5.15)
i.e. property (c) is valid for . It follows from (5.15) that
.
Therefore, the set is strictly invariant with respect to . Thus, as-
sertion (a) is proved.
Let us prove the continuity of the mapping . Assume that the sequence of ele-
ments of tends to
as . This means (see Exercise 1.4) that for any there exists
such that
for , . (5.16)
Assume that and are -pseudoorbits in constructed ac-
cording to (5.12) for the symbols and , respectively. Equation (5.16) implies
that for . Let and be -trajectories corres-
ponding to and , respectively. Lemma 5.1 gives us that
, (5.17)
provided , i.e. for any equations (5.17) is valid for .
This means that
as . Thus, the mapping is continuous and is a compact strict-
ly invariant set with respect to .
Let us now prove nontriviality property (b) of the mapping . Let
be such that for some . Let and be -trajectories corres-
ponding to the symbols and , respectively. Then
Therefore, it follows both from (5.13) and the definition of the elements that
,
where and . We apply (5.10) to obtain that
. (5.18)
Therefore, if , then
.
Hence, . This completes the proof of assertion (b).
Sa ) g
2 N 1 -
a ) = a L
m
-
l 2 N 1 - =
g
2 N 1 -
S
1 -
a ) ) a ) =
Y L
m
) = g
2N 1 -
a
s )
a
1 -
s )
a
0
s )
a
1
s )
, , , , ) = L
m
a a
1 -
a
0
a
1
, , , , ) - =
L
m
- s + M N -
s
0
s
0
M ) =
a
i
s )
a
i
= i M s s s
0
>
s )
z
k
s )
= z
k
= A
a
s )
a
z
k
s )
z
k
= k M 2 N 1 - ) s w
n
w
n
s )
s

s )
w
0
s )
w
0
- 2
1 v -
s s
M 2N 1 - ) v > v N - s s
0
v M , >
a
s )
) a ) - w
0
s )
w
0
- 0
s + Y L
m
) =
g
2 N 1 -
a a' , L
m
-
a
i
a'
i
= i 0 > w
n
w'
n
s
a a'
w
n N i N 1 - , , )
w'
n N i N 1 - , , )
- z
i N 1 - ,
a ) z
i N 1 - ,
a' ) -
w
n N i N 1 - , , )
z
i N 1 - ,
a ) - w'
n N i N 1 - , , )
z
i N 1 - ,
a' ) - . - -
- >
z
i j
a )
w
2N 1 - ) i
w'
2N 1 - ) i
- y
q
i
y
q '
i
- 2 s - >
q
i
p
a
i
= q '
i
p
a'
i
=
w
2N 1 - ) i
w'
2N 1 - ) i
- 0 >
i 0 >
g
2N 1 - ) i
w
0
) g
2N 1 - ) i
w'
0
) =
a ) w
0
w'
0
a' ) =
6
C
h
a
p
t
e
r
If the trajectories of the mapping cannot be glued (see the hypotheses of
Theorem 5.1), then for some equation (5.18) gives us that , i.e.
if . Thus, the mapping is injective in this case. Since
is a compact metric space, then the injectivity and continuity of imply that is
a homeomorphism from onto . Theorem 5.1 is proved.
It should be noted that equations (5.13) and (5.14) imply that the set
lies in the -vicinity of the hyperbolic set . Therewith, the values and in-
volved in the statement of the theorem depend on and one can state that for any
vicinity of the set there exist and such that the conclusions of Theo-
rem 5.1 are valid and . It is also clear that the set is not
uniquely determined.
Assume that in Theorem 5.1. Prove that the mapping
can be constructed such that , where
is a homoclinic orbit of the mapping .
Prove the Birkhoff theorem: if the hypotheses of Theorem 5.1
hold, then for any small enough there exist and
such that for every mapping there exist periodic trajec-
tories of the mapping of any minimal period in the -vicinity
of the set .
Use Theorem 1.1 to describe all the possible types of beha-
viour of the trajectories of the mapping on a set
.
In conclusion, it should be noted that different infinite-dimensional versions of Ano-
sovs lemma and the Birkhoff-Smale theorem have been considered by many authors
(see, e.g., [6], [10], [11], [12], and the references therein).
6 Possibility of Chaos in the Problem 6 Possibility of Chaos in the Problem 6 Possibility of Chaos in the Problem 6 Possibility of Chaos in the Problem
of Nonlinear Oscillations of a Plate of Nonlinear Oscillations of a Plate of Nonlinear Oscillations of a Plate of Nonlinear Oscillations of a Plate
In this section the Birkhoff-Smale theorem is applied to prove the existence of chaotic
regimes in the problem of nonlinear plate oscillations subjected to a periodic load.
The results presented here are close to the assertions proved in [13]. However, the
methods used differ from those in [13].
g
i Z - w
0
w'
0
=
a ) a' ) = a a' = L
m

L
m
L
m
)
Y L
m
) =
s A l
s
7 A l
L
m
) 7 c Y L
m
) =
Exer c i s e 5.1 g f =
L
m
) x
0
y
nl
: n 0 > [
y
n
: n Z - f
Exer c i s e 5.2
s 0 > 0 > l N -
g 9
f ) -
g
l
s
A
Exer c i s e 5.3
g
W g
k
L
m
) )
k 1 =
l
[
=
Pos s i bi l i t y of Chaos i n t he Pr obl em of Nonl i near Os ci l l at i ons of a Pl at e 397
Let us remind the statement of the problem. We consider its abstract version
as in Chapter 4. Let be a separable Hilbert space and let be a positive operator
with discrete spectrum in , i.e. there exists an orthonormalized basis in
such that
, , .
The following problem is considered:
Here , and are positive parameters, is an element of the space ,
is a linear operator in subordinate to , i.e.
, (6.3)
where is a constant. The problem of the form (6.1) and (6.2) was studied in Chap-
ter 4 in details (nonlinearity of a more general type was considered there). The re-
sults of Section 4.3 imply that problem (6.1) and (6.2) is uniquely solvable in the
class of functions
. (6.4)
Moreover, one can prove (cf. Exercise 4.3.9) that Cauchy problem (6.1) and (6.2)
is uniquely solvable on the whole time axis, i.e. in the class
.
This fact as well as the continuous dependence of solutions on the initial conditions
(see (4.3.20)) enables us to state that the monodromy operator acting in
according to the formula
(6.5)
is a homeomorphism of the space (see Exercise 4.3.11). Here is a solution
to problem (6.1) and (6.2)
The aim of this section is to prove the fact that under some conditions on and
chaotic dynamics is observed in the discrete dynamical system for some
set of parameters , and .
Lemma 6.1.
The mapping defined by equality (6.5) is a diffeomorphism of the
space .
Proof.
We use the method applied to prove Lemma 4.7.3. Let be a solution
to problem (6.1) and (6.2) with the initial conditions and let
H A
H e
k
H
Ae
k
/
k
e
k
= 0 /
1
/
2
s s /
n
n
lim =
(6.1)
(6.2)
u
A
2
u A
1 2
u
2
I - ) Au Lu - - - - h mt , cos =
u
t 0 =
u
0
= F
1
- D A ) = , u
t 0 =
u
1
H . - =
|
|
'
|
|
I , , m h H L
H A
Lu K Au s
K
9
+
C R
+
D A ) , ) C
1
R
+
H , ) ( =
9 C R D A ) , ) C
1
R H , ) ( =
G 0 =
D A ) H - =
G u
0
u
1
, ) u
2
m
' !
`
u
2
m
' !
`
,
' !
`
=
0 u t )
L
h 0 G , )
I , , m
G
0 D A ) H - =
u
1
t )
y u
0
u
1
, ) 0 - =
6
C
h
a
p
t
e
r
be a solution to it with the initial condions .
Let us consider a linearization of problem (6.1) and (6.2) along the solution :
As in the proof of Theorem 4.2.1, it is easy to find that problem (6.6) and (6.7) is
uniquely solvable in the class of functions (6.4). Let .
It is evident that is a weak solution to problem
where
A simple calculation shows that
,
where
,
.
We assume that and . In this case (see Section 4.3) the esti-
mates
,
,
, (6.10)
are valid on any segment . Here is a constant. Therefore,
, , ,
where and are constants depending on and T. Hence,
, .
u
2
t ) y z - u
0
z
0
- u
1
z
1
- , ) 0 -
u
1
t )
(6.6)
(6.7)
w
t ) w
t ) A
2
w A
1 2
u
1
t )
2
I - ) Aw - - - -
2 - A
1 2
u
1
t ) A
1 2
w t ) , ) Au
1
t ) Lw = 0 , -
w
t 0 =
z
0
= w
t 0 =
, z
1
. =
|
|
|
'
|
|
|
v t ) u
2
t ) u
1
t ) - w t ) - =
v t )
(6.8)
(6.9)
v
t ) A
2
v t ) - - F t ) = F u
1
t ) u
2
t ) w t ) , , ) ,
v
t 0 =
0 , v
t 0 =
0 , = =
|
|
'
|
|
F u
1
u
2
w , , ) A
1 2
u
2
2
I -
' !
`
- Au
2
A
1 2
u
1
2
I -
' !
`
Au
1
- +
A
1 2
u
1
2
I -
' !
`
Aw 2 Au
1
w , ) Au
1
L u
2
u
1
- w - ) . - - -
=
F u
1
u
2
w , , ) F
1
u
1
u
2
w , , ) F
2
u
1
u
2
w , , ) - = F
1
F
2
-
F
1
A
1 2
u
2
2
I -
' !
`
- Av Lv - 2 Au
1
v , ) A u
1
w - ) - =
F
2
A
1 2
u
1
u
2
- )
2
- A u
1
w - ) 2 Au
1
w , ) Aw - =
y
0
R s z
0
1 s
Au
j
t ) C
R T ,
s
A u
1
t ) u
2
t ) - ) C
R T ,
z
0
s
Aw t ) C
R T ,
z
0
s
0 T , j C
R T ,
F
1
C
1
Av s F
2
C
2
z
0
2
s t 0 T , j -
C
1
C
2
R
F t )
2
C
1
Av
2
C
2
z
0
4
- s t 0 T , j -
Therefore, the energy equation
(6.11)
for problem (6.8) and (6.9) leads us to the estimate
, .
Using Gronwalls lemma we find that
, ,
where the constant depends on and . This estimate implies that the map-
ping
(6.12)
is a Frecht derivative of the mapping defined by equality (6.5). Here
is a solution to problem (6.6) and (6.7). It follows from (6.10) and (6.6) that
is a continuous linear mapping of into itself. Using (6.10) it is also easy to see
that continuously depends on with respect to
the operator norm. Lemma 6.1 is proved.
Further we will also need the following assertion.
Lemma 6.2.
Let be the monodromy operator of problem (6.1) and (6.2) with
and , . Assume that for equation (6.3) is va-
lid and , . Moreover, assume that
, , .
Then the estimates
(6.13)
and
(6.14)
are valid. Here is a ball of the radius in ,
is an arbitrary number while the constant depends on and but
does not depend on the parameters , and provided they
vary in bounded sets.
1
2
v
t )
2
Av t )
2
-
' !
`
v
: )
2
: d
0
t
}
- F : ) v
: ) , ) : d
0
t
}
=
v
t )
2
Av t )
2
- C
1
Av : )
2
C
2
z
4
-
' !
`
: d
0
t
}
s t 0 T , j -
v
t )
2
Av t )
2
- C z
4
s t 0 T , j -
C T R
G ' : z z
0
z
1
, ) w
2
m
' !
`
w
2
m
' !
`
,
' !
`
G w t )
G'
0
G' G' u
0
u
1
, j = y u
0
u
1
, ) =
G
j
L L
j
= h h
j
= j 1 2 , = L L
j
=
h
j
H - j 1 2 , =
L
j
A
1 -
s h
j
s j 1 2 , =
G
1
y ) G
2
y ) -
y B
R
-
sup C L
1
L
2
- ) A
1 -
h
1
h
2
- -
' !
`
s
G
'
1
y ) G
'
2
y ) -
y B
R
-
sup C L
1
L
2
- ) A
1 -
h
1
h
2
- -
' !
`
s
B
R
R 0 D A ) H - = R 0 >
C R
m , , 0 > I
6
C
h
a
p
t
e
r
Proof.
Let be a solution to problem (6.1) and (6.2) with and ,
. It is evident (see Section 4.3) that
, . (6.15)
Therefore, it is easy to find that the difference satisfies
the equation
where the function can be estimated as follows:
.
As in the proof of Lemma 6.1, we now use energy equality (6.11) and Gronwalls
lemma to obtain the estimate
. (6.16)
This implies inequality (6.13). Estimate (6.14) can be obtained in a similar way.
In its proof equations (6.12), (6.15), and (6.16) are used. We suggest the reader
to carry out the corresponding reasonings himself/herself. Lemma 6.2 is proved.
Let us now prove that there exist an operator and a vector such that the corres-
ponding mapping possesses a hyperbolic homoclinic trajectory. To do that, we use
the following well-known result (see, e.g., [1], [13], as well as Section 7) related to the
Duffing equation.
Theorem 6.1.
Let Let Let Let be a monodromy operator corresponding to the Duffing be a monodromy operator corresponding to the Duffing be a monodromy operator corresponding to the Duffing be a monodromy operator corresponding to the Duffing
, ,, , (6.17)
i.e. the mapping of the plane i.e. the mapping of the plane i.e. the mapping of the plane i.e. the mapping of the plane into itself acting according to the formula into itself acting according to the formula into itself acting according to the formula into itself acting according to the formula
, ,, , (6.18)
where where where where is a solution to equation is a solution to equation is a solution to equation is a solution to equation (6.17) such that such that such that such that and and and and
. .. . All the parameters contained in All the parameters contained in All the parameters contained in All the parameters contained in (6.17) are assumed to be positive. are assumed to be positive. are assumed to be positive. are assumed to be positive.
Let us also assume that Let us also assume that Let us also assume that Let us also assume that
. .. . (6.19)
u
j
t ) L L
j
= h h
j
=
j 1 2 , =
Au
j
t ) C C R T , , ) s t 0 T , j -
u t ) u
1
t ) u
2
t ) - =
u
u A
2
u - - F t u
1
u
2
, , ) , =
u
t 0 =
0 , u
t 0 =
0 , = =
|
|
'
|
|
F t u
1
u
2
, , )
F t u
1
u
2
, , ) C
1
Au C
2
L
1
L
2
- ) A
1 -
h
1
h
2
- -
' !
`
- s
u
t )
2
Au t )
2
- C L
1
L
2
- ) A
1 -
2
h
1
h
2
-
2
-
' !
`
s
L h
G
g : R
2
R
2
|x - ox
3
- s f mt cos x
- ) =
R
2
g x
0
x
1
, ) x
2
m
' !
`
x
2
m
' !
`
,
' !
`
=
x t ) x 0 ) x
0
= x
0 ) =
x
1
=
f f
cr

2|
3 2
3m 2 o
m
2 |
' !
`
cosh >
Then there exists Then there exists Then there exists Then there exists such that for every such that for every such that for every such that for every the mapping the mapping the mapping the mapping pos- pos- pos- pos-
sesses a fixed point sesses a fixed point sesses a fixed point sesses a fixed point and a homoclinic trajectory and a homoclinic trajectory and a homoclinic trajectory and a homoclinic trajectory to it, to it, to it, to it, , ,, ,
therewith the set therewith the set therewith the set therewith the set is hyperbolic. is hyperbolic. is hyperbolic. is hyperbolic.
Let be the orthoprojector onto the one-dimensional subspace generated by the
eigenvector in . We consider problem (6.1) and (6.2) with in-
stead of and , where is a positive number. Then it is evident that
every solution to problem (6.1) and (6.2) with the initial conditions and
has the form
,
where is a solution to the Duffing equation
(6.20)
with the initial conditions and . In particular, this means that
the two-dimensional subspace of the space is strict-
ly invariant with respect to the corresponding monodromy operator while the re-
striction of to coincides with the monodromy operator corresponding to the
Duffing equation (6.20). Therefore, if is small enough and the conditions
,
hold, then the mapping possesses a hyperbolic invariant set
consisting of the fixed point and its homoclinic trajectory
, where .
Thus, if and for some the condition holds, then there exists an
open set in the space of parameters such that for every the mo-
nodromy operator corresponding to problem (6.1) and (6.2) with
instead of and possesses a hyperbolic set consisting of a fixed point and
a homoclinic trajectory. This fact as well as Lemmata 6.1 and 6.2 enables us to apply
the Birkhoff-Smale theorem and prove the following assertion.
Theorem 6.2.
Let Let Let Let and let the condition and let the condition and let the condition and let the condition hold for some hold for some hold for some hold for some . .. . Then there Then there Then there Then there
exist exist exist exist and an open set and an open set and an open set and an open set in the metric space in the metric space in the metric space in the metric space such that if such that if such that if such that if
, ,, , , ,, ,
then some degree then some degree then some degree then some degree of the monodromy operator of the monodromy operator of the monodromy operator of the monodromy operator of problem of problem of problem of problem (6.1) and and and and
(6.2) possesses a compact strictly invariant set possesses a compact strictly invariant set possesses a compact strictly invariant set possesses a compact strictly invariant set in the space in the space in the space in the space
in which the mapping in which the mapping in which the mapping in which the mapping is topologically conjugate to the Bernoulli shift of is topologically conjugate to the Bernoulli shift of is topologically conjugate to the Bernoulli shift of is topologically conjugate to the Bernoulli shift of
s
0
0 > s 0 s
0
, ) - g
z y
n
: n Z - y
n
z =
z y
n
: n Z - [
P
k
e
k
H L
k
L 1 P
k
- ) =
L h h
k
e
k
= h
k
u
0
c
0
e
k
=
u
1
c
1
e
k
=
u t ) x t ) e
k
=
x t )
x
/
k
I /
k
- ) x - /
k
2
x
3
- - h
k
mt cos =
x 0 ) c
0
= x
0 ) c
1
=
k
Lin e
k
0 , ) 0 e
k
, ) , = 0
G
k
G
k

k
h
k
0 /
k
I
h
k
2/
k
I /
k
- )
3 m 2
I
/
k
1 -
' !
`
1 2
m
2 /
k
I /
k
- )
cosh >
G
k
A
k
z e
k
y
n
e
k
: n Z - [ =
z
0
e
k
z
1
e
k
, )
y
n
e
k
: n Z - y
n
y
n
0
y
n
1
, ) R
2
- =
m 0 > k 0 /
k
I
2 h
k
, h
k
, ) 2 -
G
k
L
k
L 1 P
k
- ) =
L h h
k
e
k
=
m 0 > 0 /
k
I k
0 > 2 R
+
H -
Le
k
/
k
1 -
h , ) 2 -
G
l
G
Y G
l
Y=Y ) 0
G
l
6
C
h
a
p
t
e
r
sequences of sequences of sequences of sequences of symbols, i.e. there exists a homeomorphism symbols, i.e. there exists a homeomorphism symbols, i.e. there exists a homeomorphism symbols, i.e. there exists a homeomorphism
, ,, , . .. .
Prove that if the hypotheses of Theorem 6.2 hold, then equa-
tion (6.1) possesses an infinite number of periodic solutions with pe-
riods multiple to .
Apply Theorem 6.2 to the Berger approximation of the prob-
lem of nonlinear plate oscillations:
7 On the Existence of 7 On the Existence of 7 On the Existence of 7 On the Existence of Transversal Transversal Transversal Transversal
Homoclinic Trajectories Homoclinic Trajectories Homoclinic Trajectories Homoclinic Trajectories
Undoubtedly, Theorem 6.1 on the existence of a transversal (hyperbolic) homoclinic
trajectory of the monodromy operator for the periodic perturbation of the Duffing
equation is the main fact which makes it possible to apply the Birkhoff-Smale
theorem and to prove the possibility of chaotic dynamics in the problem of plate
oscillations. In this connection, the question as to what kind of generic condition
guarantees the existence of a transversal homoclinic orbit of monodromy operators
generated by ordinary differential equations gains importance. Extensive literature
is devoted to this question (see, e.g., [1], [2] and the references therein). There are
several approaches to this problem. All of them enable us to construct systems with
transversal homoclinic trajectories as small perturbations of simple systems with
homoclinic (not transversal!) orbits. In some cases the corresponding conditions on
perturbations can be formulated in terms of the Melnikov function.
This section is devoted to the exposition and discussion of the results obtained
by K. Palmer [14]. These results help us to describe some classes of systems of ordi-
nary differential equations which generate dynamical systems with transversal ho-
m : L
m
Y
G
l
a ) ) Sa ) = a L
m
-
Exer c i s e 6.1
m
Exer c i s e 6.2
2
u
t
2

u
t
^
2
u Vu x t , )
2
x d
O
}
I -
' !

`
u + ^ - - -
+
u
x
1
= h x ) mt , x x
1
x
2
, ) O R
2
c - = , t 0 , > cos
u
O
û
O
0 , u
t 0 =
u
0
x ) ,
u
t
t 0 =
u
1
x ) . = = = =
|
|
|
|
|
'
|
|
|
|
|
On t he Exi s t ence of Tr ans ver s al Homocl i ni c Tr aj ect or i es 403
moclinic orbits. Such differential equations are obtained as periodic perturbations
of autonomous equations with homoclinic trajectories.
In the space let us consider a system of equations
, , (7.1)
where is a twice continuously differentiable mapping. Assume that the
Cauchy problem for equation (7.1) is uniquely solvable for any initial condition
. Let us also assume that there exist a fixed point and
a trajectory homoclinic to , i.e. a solution to equation (7.1) such that
as . Exercises 7.1 and 7.2 given below give us the examples of the
cases when these conditions hold. We remind that every second order equation
can be rewritten as a system of the form (7.1) if we take and
.
Consider the Duffing equation
, .
Prove that the curve is an orbit of the corres-
ponding system (7.1) homoclinic to . Here .
Assume that for a function there exist a num-
ber and a pair of points such that
; , ;
; ; .
Then system (7.1) corresponding to possesses an or-
bit homoclinic to that passes through the point .
Unfortunately, as the cycle of Exercises 7.37.5 shows, the homoclinic orbit of au-
tonomous equation (7.1) cannot be used directly to construct a discrete dynamical
system with a transversal homoclinic trajectory.
For every define the mapping by the for-
mula , where is a solution to equation
(7.1) with the initial condition . Show that is a diffeomorphism
in with a fixed point and a family of homoclinic orbits
, where , .
Prove that the derivative of the mapping constructed in
Exercise 7.3 can be evaluated using the formula ,
where is a solution to problem
, .
Here is a solution to equation (7.1) with the initial
condition .
R
n
x
t ) g x t ) ) = x t ) R
n
-
g : R
n
R
n
x 0 ) x
0
= z
0
g z
0
) =0 )
z t ) z
0
= z
0
z t ) z
0
t
x
-
V x ) - 0 = x
1
x =
x
2
x
=
Exer c i s e 7.1
x
|x - ox
3
- 0 = o | , 0 >
z t ) t )
t ) , ) R
2
- =
0 t ) 2 | o / |t sech =
Exer c i s e 7.2 U x ) C
3
R ) -
E a b
U a ) U b ) E = = U x ) E x a b , ) -
U' a ) 0 = U'' a ) 0 U' b ) 0 >
x
U' x ) - 0 =
a 0 , ) b 0 , )
Exer c i s e 7.3 : 0 > f : R
n
R
n
f x
0
) x : x
0
, ) = x t x
0
, )
x
0
f
R
n
z
0
y
n
s
: n Z - y
n
z s n: - ) = s 0 :) , -
Exer c i s e 7.4 f ' f
f ' x
0
) w y : w , ) =
y t w , )
y
t ) g' x t ) ) y t ) = y 0 ) w
0
=
x t ) x t x
0
, ) =
x
0
6
C
h
a
p
t
e
r
Let be the mapping constructed in Exercise 7.3 and let
be a homoclinic orbit of equation (7.1). Show that
is a bounded solution to the difference equa-
tion , where (Hint: the function
satisfies the equation ).
Thus, due to Theorems 2.1 and 3.1 the result of Exercise 7.5 implies that the set
cannot be hyperbolic with respect to the mapping defined by the formula
, where is a solution to equation (7.1) with the initial
condition . Nevertheless we can indicate some quite simple conditions on the
class of perturbations periodic with respect to under which the mo-
nodromy operator of the problem
, , (7.2)
possesses a transversal (hyperbolic) homoclinic trajectory for small enough.
Further we will use the notion of exponential dichotomy for ordinary differential
equations (see [15], [16] as well as [5] and the references therein)
Let be a continuous and bounded matrix function on the real axis.
We consider the problem
, , , (7.3)
in the space . It is easy to see that it is solvable for every initial condition.
Therefore, we can define the evolutionary operator , , by the for-
mula
, ,
where is a solution to problem (7.3).
Prove that
,
for all and the following matrix equations hold:
, . (7.4)
Prove the inequality
, .
Exer c i s e 7.5 f
z t ) : t Z -
w
n
= z
n: ) : n Z -
w
n 1 -
f ' y
n
) w
n
= y
n
z n: ) =
w t ) z
t ) = w
g' z t ) ) w =
A z
0
z n: ) : n Z - [ =
f
f x
0
) x : x
0
, ) = x t x
0
, )
x
0
h t x , , ) t
x
t ) g x t ) ) h t x t ) , , ) - = x t ) R
n
-
A t ) n n -
x
t ) A t ) x t ) = t R - x
t s =
x
0
=
X R
n
=
1 t s , ) t s , R -
1 t s , ) x
0
x t ) x t s x
0
, , ) = t s , R -
x t )
Exer c i s e 7.6
1 t s , ) 1 t : , ) 1 : s , ) = 1 t t , ) I =
t s : , , R -
d
t d
1 t s , ) A t ) 1 t s , ) =
d
s d
1 t s , ) 1 t s , ) - A s ) =
Exer c i s e 7.7
1 t s , ) A : ) : d
s
t
}
| |
| |
' |
| |
| |
exp s t s >
Let be some interval of the real axis. We say that equation (7.3) admits an expo- expo- expo- expo-
nential dichotomy nential dichotomy nential dichotomy nential dichotomy over the interval if there exist constants and
a family of projectors continuously depending on and such that
, ; (7.5)
, , (7.6)
, , (7.7)
for .
Let be a constant matrix. Prove that equation (7.3)
admits an exponential dichotomy over if and only if the eigenva-
lues on do not lie on the imaginary axis.
The assertion contained in Exercise 7.8 as well as the following theorem on the
roughness enables us to construct examples of equations possessing an exponential
dichotomy.
Theorem 7.1.
Assume that problem Assume that problem Assume that problem Assume that problem (7.3) possesses an exponential dichotomy over possesses an exponential dichotomy over possesses an exponential dichotomy over possesses an exponential dichotomy over
an interval . Then there exists such that equation an interval . Then there exists such that equation an interval . Then there exists such that equation an interval . Then there exists such that equation
(7.8)
possesses an exponential dichotomy over , provided for possesses an exponential dichotomy over , provided for possesses an exponential dichotomy over , provided for possesses an exponential dichotomy over , provided for . .. .
Moreover, the dimensions of the corresponding projectors for Moreover, the dimensions of the corresponding projectors for Moreover, the dimensions of the corresponding projectors for Moreover, the dimensions of the corresponding projectors for (7.3) and and and and
(7.8) are the same. are the same. are the same. are the same.
The proof of this theorem can be found in [15] or [16], for example.
The exercises given below contain some simple facts on systems possessing an expo-
nential dichotomy. We will use them in our further considerations.
Prove that equations (7.5)(7.7) imply the estimates
, ,
, ,
for any .
Assume that equation (7.3) admits an exponential dichotomy
over . Prove that , where
(7.9)
(Hint: , ).
1
1 K o , 0 >
P t ) : t 1 - t
P t ) 1 t s , ) 1 t s , ) P s ) = t s >
1 t s , ) P s ) Ke
o t s - ) -
s t s >
1 t s , ) I P s ) - ) Ke
o s t - ) -
s t s s
t s , 1 -
Exer c i s e 7.8 A t ) A
R
A
1 s 0 >
x
t ) A t ) B t ) - ) x t ) =
1 B t ) s s t 1 -
Exer c i s e 7.9
1 t s , ) , K
1 -
e
o t s - )
1 P s ) - ) , > t s >
1 t s , ) , K
1 -
e
o s t - )
P s ) , > t s s
, X R
n
-
Exer c i s e 7.10
R
+
0 +) , = P 0 ) X V
+
=
V
+
, X R
n
- : 1 t 0 , ) ,
t 0 >
sup
| |
' |
| |
1 t 0 , ) , K
1 -
e
ot
1 P 0 ) - ) , > t 0 >
6
C
h
a
p
t
e
r
If equation (7.3) possesses an exponential dichotomy over
, then , where
(7.10)
(Hint: , ).
Assume that equation (7.3) possesses an exponential dicho-
tomy over (over , respectively). Show that any solution to
problem (7.3) bounded on (on , respectively) decreases
at exponential velocity as (as , respectively).
Assume that equation (7.3) possesses an exponential dicho-
tomy over the half-interval , where is a real number.
Prove that equation (7.3) possesses an exponential dichotomy over
any semiaxis of the form .
(Hint: ).
Prove the analogue of the assertion of Exercise 7.13 for the
semiaxis .
Prove that for problem (7.3) to possess an exponential dicho-
tomy over it is necessary and sufficient that equation (7.3) pos-
sesses an exponential dichotomy both over and and has no
nontrivial solutions bounded on the whole axis .
Prove that the spaces and (see (7.9) and (7.10)) pos-
sess the properties
, ,
provided problem (7.3) possesses an exponential dichotomy over .
Consider the following equation adjoint to (7.3):
, (7.11)
where is the transposed matrix. Prove that the evolutionary
operator of problem (7.11) has the form .
Assume that problem (7.3) possesses an exponential dichoto-
my over an interval . Then equation (7.11) possesses exponential
dichotomy over with the same constants and projectors
.
my both over and . Let , where are
defined by equalities (7.9) and (7.10). Show that the dimensions of
the spaces of solutions to problems (7.3) and (7.11) bounded on the
whole axis are finite and coincide.
Exer c i s e 7.11
R
0j , - = I P 0 ) - ) X V
=
V
, X R
n
- : 1 t 0 , ) ,
t 0
sup
| |
' |
| |
=
1 t 0 , ) , K
1 -
e
ot
P 0 ) , > t 0 s
Exer c i s e 7.12
R
+
R
R
+
R
t + t -
Exer c i s e 7.13
a +) , a
b +) ,
P t ) 1 t a , ) P a ) 1 a t , ) =
Exer c i s e 7.14
aj , -
Exer c i s e 7.15
R
R
+
R
R
Exer c i s e 7.16 V
+
V
V
+
V
( 0 = V
+
V
- X R
n
=
R
Exer c i s e 7.17
y
t ) A
*
t ) - y t ) =
A
*
t )
J t s , ) J t s , ) 1 s t , ) j
*
=
Exer c i s e 7.18
1
1 K o , 0 >
Q t ) I P t )
*
- =
Exer c i s e 7.19
R
+
R
V
+
dim V
dim - n = V

my over . Then for any and the difference equation
possesses an exponential dichotomy over
(for the definition see Section 2).
Let us now return to problem (7.1). Assume that is a hyperbolic fixed point for
(7.1), i.e. the matrix does not have any eigenvalues on the imaginary axis. Let
be a trajectory homoclinic to . Using Theorem 7.1 on the roughness and the
results of Exercises 7.13 and 7.14 we can prove that the equation
(7.12)
possesses an exponential dichotomy over both semiaxes and . Moreover, the
dimensions of the corresponding projectors are the same and coincide with the di-
mension of the spectral subspace of the matrix corresponding to the spec-
trum in the left semiplane. Therewith it is easy to prove that ,
where have form (7.9) and (7.10). The result of Exercise 7.15 implies that equa-
tion (7.12) cannot possess an exponential dichotomy over ( is a solu-
tion to (7.12) bounded on ) while Exercise 7.19 gives that the number of linearly
independent bounded (on ) solutions to (7.12) and to the adjoint equation
(7.13)
is the same. These facts enable us to formulate Palmers theorem (see [14]) as fol-
lows.
Theorem 7.2.
Assume that Assume that Assume that Assume that is a twice continuously differentiable function from is a twice continuously differentiable function from is a twice continuously differentiable function from is a twice continuously differentiable function from
into into into into and equation and equation and equation and equation
possesses a fixed hyperbolic point possesses a fixed hyperbolic point possesses a fixed hyperbolic point possesses a fixed hyperbolic point and a trajectory and a trajectory and a trajectory and a trajectory homo- homo- homo- homo-
clinic to clinic to clinic to clinic to . We also assume that . We also assume that . We also assume that . We also assume that is a unique (up to a scalar fac- is a unique (up to a scalar fac- is a unique (up to a scalar fac- is a unique (up to a scalar fac-
tor) solution to equation tor) solution to equation tor) solution to equation tor) solution to equation
(7.14)
bounded on . Let bounded on . Let bounded on . Let bounded on . Let be a continuously differentiable vector func- be a continuously differentiable vector func- be a continuously differentiable vector func- be a continuously differentiable vector func-
tion tion tion tion -periodic with respect to -periodic with respect to -periodic with respect to -periodic with respect to and defined for and defined for and defined for and defined for , ,, , , ,, ,
, ,, , . .. . If If If If
, ,, , , ,, , (7.15)
where where where where is a bounded (unique up to a constant factor) solution to is a bounded (unique up to a constant factor) solution to is a bounded (unique up to a constant factor) solution to is a bounded (unique up to a constant factor) solution to
the equation adjoint to the equation adjoint to the equation adjoint to the equation adjoint to (7.14), then there exist , then there exist , then there exist , then there exist and and and and such that for such that for such that for such that for
the perturbed equation the perturbed equation the perturbed equation the perturbed equation
(7.16)
Exer c i s e 7.20
R s R - : 0 >
x
n
1 s : n - s , ) x
n 1 -
=
Z
z
0
g ' z
0
)
z t ) z
0
y
g ' z t ) ) y =
R
+
R
g ' z
0
)
V
+
dim V
dim - n =
V
R y t ) z
t ) =
R
R
y
g ' z t ) ) j -
*
y =
g x )
R
n
R
n
x
g x ) =
z
0
z t ) : t R -
z
0
y t ) z
t ) =
y
g ' z t ) ) y =
R h t x , , )
T t t R - x z t ) - ^
0
o
0
R -
y t ) h t z t ) 0 , , ) , )
R
n
t d
-
}
0 = y t ) h
t
t z t ) 0 , , ) , )
R
n
t d
-
}
0 =
y t )
^ o
0 o
x
g x ) h t x , , ) - =
6
C
h
a
p
t
e
r
possesses the following properties: possesses the following properties: possesses the following properties: possesses the following properties:
(a) there exists a unique -periodic solution such that there exists a unique -periodic solution such that there exists a unique -periodic solution such that there exists a unique -periodic solution such that
, ,, , , ,, ,
and and and and
, ,, , ; ;; ;
(b) there exists a solution bounded on and such that there exists a solution bounded on and such that there exists a solution bounded on and such that there exists a solution bounded on and such that
, ,, , , ,, ,
, ,, ,
and and and and
; ;; ;
(c) the linearized equation the linearized equation the linearized equation the linearized equation
, ,, , (7.17)
where is equal to either or , possesses an ex- where is equal to either or , possesses an ex- where is equal to either or , possesses an ex- where is equal to either or , possesses an ex-
ponential dichotomy over . ponential dichotomy over . ponential dichotomy over . ponential dichotomy over .
This theorem immediately implies (see Exercise 7.20 and Theorem 3.1) that
under conditions (7.15) the monodromy operator for problem (7.16) has a hyperbo-
lic fixed point in a vicinity of the orbit and a transversal trajectory ho-
moclinic to it.
We will not prove Theorem 7.2 here. Its proof can be found in paper [14]. We only
outline the scheme of reasoning which enables us to construct a homoclinic trajecto-
ry . Here we pay the main attention to the role of conditions (7.15). If we
change the variable in equation (7.16), then we obtain the equation
.
We use this equation to construct a mapping from into
acting according to the formula
. (7.18)
We remind that is the space of times continuously differentiable bound-
ed functions from into with bounded derivatives with respect to up to the -
th order, inclusive.
Thus, the existence of bounded solutions to problem (7.16) is equivalent to the
solvability of the equation . It is clear that . Therefore, in
order to construct solutions to equation we should apply an appropri-
ate version of the theorem on implicit functions. Its standard statement requires
that the operator be invertible. However, it is easy to check that the
operator has the form
T ,
0
t , )
z
0
,
0
t , ) - ^ t R -
z
0
,
0
t , ) -
t R -
sup 0 0
, t , ) R
, t , ) z t ) - ^ t R -
, t , ) z t ) -
t R -
sup 0 ) =
, t , ) ,
0
t , ) -
t
lim 0 =
y
g ' t , ) ) h'
x
t t , ) , , ) -
| |
' |
| |
y =
t , ) , t , ) ,
0
t , )
R
z t ) : t R -
, t m , )
x z t ) - =
g z t ) - ) g z t ) ) - h t z t ) - , , ) - =
. C
b
1
R R
n
, ) R -
C
b
0
R R
n
, )
, ) . , )
g z t ) - ) g z t ) ) - h t z t ) - , , ) - - =
C
b
k
R X , ) k
R X t k
. , ) 0 = . 0 0 , ) 0 =
. , ) 0 =
L D
. 0 0 , ) =
L
.
Therefore, it possesses a nonzero kernel . Hence, we should use the modi-
fied (nonstandard) theorem on implicit functions (see Theorem 4.1 in [14]). Roughly
speaking, we should make one more change and consider the equation
. (7.19)
If this equation is solvable and the solution depends on smoothly, then sa-
tisfies the equation
, (7.20)
where is the derivative of with respect to the parameter . This equation can
be obtained by differentiation of the identity with respect to .
Due to the smoothness properties of the mapping , it follows from (7.20) the solva-
bility of the problem
, (7.21)
which is equivalent to the differential equation
(7.22)
in the class of bounded solutions. It is easy to prove that the first condition in (7.15)
is necessary for the solvability of (7.22) (it is also sufficient, as it is shown in [14]).
Further, the necessary condition of the dichotomicity of (7.17) for
on is the condition of the absence of nonzero solutions to equation
(7.17) bounded on . However, this equation can be rewritten in the form
, (7.23)
where is determined with (7.19). If we assume that equation (7.23) has
nonzero solutions, then we differentiate equation (7.23) with respect to at zero,
as above, to obtain that
, (7.24)
where is a solution to equation (7.21), , , and is
a solution to equation (7.23). Equation (7.17) transforms into (7.14) when .
Therefore, the condition of uniqueness of bounded solutions to (7.14) gives us that
, therewith we can assume that . Hence, equation (7.24) trans-
forms into an equation for of the form
, (7.25)
where
Ly ) t ) y
t ) g ' z t ) ) y t ) - =
Lz
0 = )
w =
. w , ) 0 =
w w
D
. w , ) w w
- j D
. w , ) - 0 =
w
w
. w ) , ) 0 =
.
D
. 0 0 , ) w
0
D
. 0 0 , ) - 0 =
w
0
g ' z t ) ) w
0
h t z t ) 0 , , ) - =
t , ) =
, t , ) = R
R
D
. w , ) y ) 0 =
w w ) =
. 0 0 , ) w
0
D

. 0 0 , ) - y
0
D
. 0 0 , ) y
1
- 0 =
w
0
y
0
y 0 ) = y
1
D
y 0 ) = y )
0 =
y
0
c
0
z
t ) = c
0
1 =
y
1
y
1
g ' z t ) ) y
1
- a t ) =
a t ) D
. 0 0 , ) w
0
D

. 0 0 , ) - z
' !
`
t ) -
D
xx
g z t ) ) w
0
t ) D
x
h t z t ) 0 , , ) - z
t ) .
= =
=
6
C
h
a
p
t
e
r
Here is a solution to (7.22). A simple calculation shows that equation (7.25)
can be rewritten in the form
. (7.26)
The second condition in (7.15) means that equation (7.26) cannot have solutions
bounded on the whole axis. It follows that equation (7.23) has no nonzero solutions,
i.e. equation (7.17) is dichotomous for .
Thus, the first condition in (7.15) guarantees the existence of a homoclinic tra-
jectory while the second one guarantees the exponential dichotomicity of
the linearization of the equation along this trajectory.
As to the existence and properties of the periodic solution , this situa-
tion is much easier since the point is hyperbolic. The standard theorem on im-
plicit functions works here.
It should be noted that condition (7.15) can be modified a little. If we consider a
shifted homoclinic trajectory for instead of in Theo-
rem 7.2, then the first condition in (7.15) can be rewritten in the form
.
If we change the variable , then we obtain that
. (7.27)
It is evident that
.
Therefore, the second condition in (7.15) leads us to the requirement .
Thus, if the function has a simple root ( , ), then the
assertions of Theorem 7.2 hold if we substitute the value for in (b).
Performing the corresponding shift in the function , we obtain the asser-
tions of the theorem in the original form. Thus, condition (7.15) is equivalent to the
requirement
, for some , (7.28)
where has form (7.17).
In conclusion we apply Theorem 7.2 to prove Theorem 6.1. The unperturbed Duffing
equation can be rewritten in the form
(7.29)
w
0
t )
d
t d
y
1
t ) w
0
t ) - ) g ' z t ) ) y
1
t ) w
0
t ) - ) - h
t
t z t ) 0 , , ) =
t , ) , t , ) =
, t , )
,
0
t , )
z
0
z
s
t ) z t s - ) = s R - z t )
s ) ^
y t s - ) h t z t s - ) 0 , , ) ,
' !
`
R
n
t d
-
}
0 =
t t s -
s ) ^ y t ) h t s - z t ) 0 , , ) ,
' !
`
R
n
t d
-
}
=
^
'
s ) y t s - ) h
t
t z t s - ) 0 , , ) ,
' !
`
R
n
t d
-
}
=
^
'
s ) 0 =
s ) ^ s
0
s
0
) ^ 0 = ^
'
s
0
) 0 =
z t s
0
- ) z t )
, t , )
s
0
) ^ 0 = ^
'
s
0
) 0 = s
0
R -
s ) ^
x
1
x
2
, =
x
2
|x
1
ox
1
3
. - = |
'
|
The equation linearized along the homoclinic orbit (see Exer-
cise 7.1) has the form
(7.30)
Let us show that system (7.30) has no solutions which are bounded on the axis and
not proportional to . Indeed, if is another bounded solution,
then due to the fact that as , the Wronskian
possesses the properties
and .
This implies that and therefore is proportional to .
Evidently, the equation adjoint to (7.30) has the form
(7.31)
Since we have that
,
a solution to (7.31) bounded on has the form . Let us now
consider the corresponding function . Since in this case
, we have
,
where
.
Calculations (try to do them yourself) give us that
.
Therefore, equation has simple roots under condition (6.19). Thus, the as-
sertion of Theorem 6.1 follows from Theorem 7.2.
It should be noted that in this case the function coincides with the famous
Melnikov function arising in the geometric approach to the study of the transversali-
ty (see, e.g., [1], [2] and the references therein). Therewith conditions (7.28) trans-
form into the standard requirements on the Melnikov function which guarantee the
appearance of homoclinic chaos.
z t ) t )
t ) , ) =
y
1
y
2
, =
y
2
|y
1
3o t )
2
y
1
. - = |
'
|
z
t ) w t ) v t ) v
t ) , ) =
t )
t ) - 0 t W t ) =
v t )
t ) v
t )
t ) - =
d
t d
W t ) 0 = W t )
t
lim 0 =
W t ) 0 v t )
t )
y
1
|y
2
- 3o t )
2
y
2
- , =
y
2
y
1
. - = |
'
|
y
2
|y
2
- 3o t )
2
y
2
- 0 =
R y t )
t )
t ) , - ) =
s ) ^ h t x , , ) =
0 f mt cos x
2
- , ) =
s ) ^
t ) f m t s - ) cos
t ) - j t d
-
}
=
t )
2|
o
|t sech
8|
o
e
|t
e
|t -
-
' !
`
1 -
= =
s ) ^ 2 f m
2
o
ms sin
m
2 |
' !
`
cosh
4
3o
|
3 2
- =
s ) ^ 0 =
s ) ^
6
C
h
a
p
t
e
r
Addition to the English translation:
The monographs by Piljugin [1*] and by Palmer [2*] have appeared after publication
of the Russian version of the book. Both monographs contain an extensive bibliogra-
phy and are closely related to the subject of Chapter 6.
1. GUCKENHEIMER J., HOLMES P. Nonlinear oscillations, dynamical systems and
bifurcations of vector fields. New York: Springer, 1983.
2. WIGGINS S. Global bifurcations and chaos: analytical methods. New York:
Springer, 1988.
3. NITECKI Z. Differentiable dynamics. Cambrige: M.I.T. Press, 1971.
4. PALMER K. J. Exponential dichotomies, the shadowing lemma and transversal
homoclinic points // Dynamics Reported. 1988. Vol. 1. P. 265306.
5. HENRY D. Geometric theory of semilinear parabolic equations. Lect. Notes
in Math. 840. Berlin: Springer, 1981.
6. CHOW S.-N., LIN X.-B., PALMER K. J. A shadowing lemma with applications
to semilinear parabolic equations // SIAM J. Math. Anal. 1989. Vol. 20.
P. 547557.
7. NICOLIS G., PRIGOGINE I. Exploring complexity. An introduction. New York:
W. H. Freeman and Company, 1989.
8. KATO T. Perturbation theory for linear operators. Berlin; Heidelberg;
New York.: Springer, 1966.
9. RUDIN W. Functional analysis. 2nd ed. New York: McGraw Hill, 1991.
10. LERMAN L. M ., SHILNIKOV L. P. Homoclinic structures in infinite-dimentional
systems // Siberian Math. J. 1988. Vol. 29. #3. P. 408417.
11. HALE J. K., LIN X.-B. Symbolic dynamics and nonlinear semiflows // Ann. Mat.
Pura ed Appl. 1986. Vol. 144. P. 229259.
12. LANI-WAYDA B. Hyperbolic sets, shadowing and persistance for noninvertible
mappings in Banach spaces. Essex: Longman, 1995.
13. HOLMES P., MARSDEN J. A partial differential equation with infinitely many pe-
riodic orbits: chaotic oscillations of a forced beam// Arch. Rat. Mech Anal.
1981. Vol. 76. P. 135165.
14. PALMER K. J. Exponential dichotomies and transversal homoclinic points //
J. Diff. Eqs. 1984. Vol. 55. P. 225256.
15. HARTMAN P. Ordinary differential equations. New York; London; Sydney: John
Wiley, 1964.
16. DALECKY Y. L., KREIN M. G. Stability of solutions of differential equations
in Banach space. Providence: Amer. Math. Soc., 1974.
1*. PILJUGIN S. JU. Shadowing in dynamical systems. Lect. Notes in Math. 1706.
Berlin; Heidelberg; New York: Springer, 1999.
2*. PALMER K. Shadowing in dynamical systems. Theory and Applications.
Dordrecht; Boston; London: Kluwer, 2000.
Index Index Index Index
@-pseudotrajectory 381
A-trajectory 382
A AA A
Attractor
fractal exponential 61, 103
global 20
minimal 21
regular 39
weak 21, 32
B BB B
Belousov-Zhabotinsky equations 334
Berger equation 217
Bernoulli shift 14, 365
Burgers equation 96
C CC C
Cahn-Hilliard equation 97
Cantor set 52
Chaotic dynamics 369
Chirikov mapping 26
Completeness defect 296
Cycle 17
D DD D
Determining functionals 286, 292
boundary 358
mixed 332
Determining nodes 313, 332
Diameter of a set 53
Dichotomy
exponential 370, 405
Dimension of a set
fractal 52
Hausdorff 54
Dimension of dynamical system 11
Duffing equation 12, 26, 37, 400
Dynamical system
-dissipative 104
asymptotically compact 26, 249
asymptotically smooth 34
compact 27
continuous 11
discrete 11, 14, 365
dissipative 24
pointwise dissipative 34
.
=
416 I ndex
E EE E
Equation
nonlinear diffusion, explicitly solvable 118
nonlinear heat 94, 117, 176, 187, 358
oscillations of a plate 217, 402
reaction-diffusion 96, 180, 328
retarded 13, 138, 171, 327
second order in time 189, 200, 209, 217, 350
semilinear parabolic 77, 85, 182, 317
wave 189, 201, 208, 351, 360
Evolutionary family 193, 321
Evolutionary semigroup 11
F FF F
Flutter 217
Frecht derivative 377
Fredholm operator 113
Function
Bochner integrable 219
Bochner measurable 218
G GG G
Galerkin approximate solution 88, 190, 224, 233
Galerkin method
non-linear 209
traditional 87, 190, 224, 233
Generic property 117
Gevrey regularity 347
Green function of difference equation 372
H HH H
Hausdorff metric 32, 48
Hodgkin-Huxley equations 339
Hopf model of appearance of turbulence 40, 130
I II I
Ilyashenko attractor 22
Inertial form 152
Inertial manifold 151
approximate 182, 200, 276
asymptotically complete 161
exponentially asymptotically complete 161
local 171, 276
Invariant torus 138
K KK K
Kolmogorov width 302
L LL L
Landau-Hopf scenario 138
Lorentz equations 28
Lyapunov function 36, 108
Lyapunov-Perron method 153
I ndex 417
M MM M
Mapping
continuously differentiable 377
Frecht differentiable 113, 377
proper 113
Melnikov function 411
Milnor attractor 22
Modes 300
determining 320, 331
N NN N
Navier-Stokes equations 98, 335
O OO O
Operator
evolutionary 11
Frecht differentiable at a point 39
hyperbolic 370
monodromy 14, 397
potential 108
regular value 114
with discrete spectrum 77, 218
Orbit see Trajectory
P PP P
Phase space 11
Point
equilibrium 17
fixed 17
hyperbolic 39, 116, 268
heteroclinic 367
homoclinic 367
transversal 381
recurrent 49
stationary 17
Poisson stability 49
Process 322
Projector 55
R RR R
Radius of dissipativity 24
Reduction principle 49
S SS S
Scale of Hilbert spaces 79
Semigroup property 11
Semitrajectory 17
Set
=-limit 18
M-limit 18
absorbing 24, 30
fractal 53
hyperbolic 377
inertial 61, 65, 67, 103, 254
418 I ndex
invariant 18
negatively invariant 18
of asymptotically determining functionals 286
of determining functionals 292
positively invariant 18
asymptotically stable 45
Lyapunov stable 45
uniformly asymptotically stable 45
unessential, with respect to measure 22
unstable 35
Sobolev space 93, 306
Solution
mild 85
strong 82
weak 82, 223, 232
Stability
asymptotic 45
uniform 45
Lyapunov 45
Poisson 49
Star-like domain 307
T TT T
Trajectory 17
heteroclinic 367
homoclinic 367
transversal 381, 402
induced 161
periodic 17
Poisson stable 49
U UU U
Upper semicontinuity of attractors 46
V VV V
Value of operator, regular 114
Volume averages, determining 311, 331

Introduction To The Theory of Infinite-Dimensional Dissipative Systems - Chueshov

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Introduction To The Theory of Infinite-Dimensional Dissipative Systems - Chueshov

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I . D.

A blind man tramps at random touching the road with a stick.

On Ret ar ded Semi l i near Par abol i c Equat i ons 139

218 The Pr obl em on Nonl i near Os ci l l at i ons of a Pl at e i n a Super s oni c Gas Fl ow

264 The Pr obl em on Nonl i near Os ci l l at i ons of a Pl at e i n a Super s oni c Gas Fl ow

: s > t : s > > k

Concept of a Set of Det er mi ni ng Funct i ona l s 291

Anos ov s Lemma on - t r aj ect or i es s

On t he Exi s t ence of Tr ans ver s al Homocl i ni c Tr aj ect or i es 407

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