SPRINGER BRIEFS IN MATHEMATICS Saber Jafarpour Andrew D. Lewis Time-Varying Vector Fields and Their Flows 123 SpringerBriefs in Mathematics SeriesEditors KrishnaswamiAlladi NicolaBellomo MicheleBenzi TatsienLi MatthiasNeufang OtmarScherzer DierkSchleicher BenjaminSteinberg VladasSidoravicius YuriTschinkel LoringW.Tu G.GeorgeYin PingZhang SpringerBriefsinMathematicsshowcasesexpositionsinallareasofmath- ematics and applied mathematics. Manuscripts presenting new results or a single new result in a classical field, new field, or an emerging topic, ap- plications,orbridgesbetweennewresultsandalreadypublishedworks,are encouraged. The series is intended for mathematicians and applied mathe- maticians. Moreinformationaboutthisseriesathttp://www.springer.com/series/10030 Saber Jafarpour Andrew D. Lewis (cid:129) Time-Varying Vector Fields and Their Flows 123 SaberJafarpour AndrewD.Lewis DepartmentofMathematicsandStatistics DepartmentofMathematicsandStatistics Queen’sUniversity Queen’sUniversity Kingston,ON,Canada Kingston,ON,Canada ISSN2191-8198 ISSN2191-8201(electronic) ISBN978-3-319-10138-5 ISBN978-3-319-10139-2(eBook) DOI10.1007/978-3-319-10139-2 SpringerChamHeidelbergNewYorkDordrechtLondon LibraryofCongressControlNumber:2014952196 MathematicsSubjectClassification:32C05,34A12,46E10 ©TheAuthors2014 Thisworkissubjecttocopyright.AllrightsarereservedbythePublisher,whetherthewholeorpartof thematerialisconcerned,specificallytherightsoftranslation,reprinting,reuseofillustrations,recitation, broadcasting,reproductiononmicrofilmsorinanyotherphysicalway,andtransmissionorinformation storageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodology nowknownorhereafterdeveloped.Exemptedfromthislegalreservationarebriefexcerptsinconnection with reviews or scholarly analysis or material supplied specifically for the purpose of being entered and executed on a computer system, for exclusive use by the purchaser of the work. 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Printedonacid-freepaper SpringerispartofSpringerScience+BusinessMedia(www.springer.com) Preface In this monograph, time-varying vector fields on manifolds are considered with measurable time dependence and with varying degrees of regularity in state;e.g.,Lipschitz,finitelydifferentiable,smooth,holomorphic,andrealanalytic. Classesofsuchvectorfieldsaredescribedforwhichtheregularityoftheflow’sde- pendenceoninitialconditionmatchestheregularityofthevectorfield.Whileresults of this sort are known for continuousdependence,some results exist for differen- tiabledependence,andsmoothdependenceseemstobeapartofthefolklore,such results have certainly not been established in the importantreal analytic case. We treat all regularity classes, including the real analytic case. Moreover,it is shown that the way in which one characterises these classes of vector fields corresponds exactly to the vector fields, thought of as being vector field valued functions of time,havingmeasurabilityandintegrabilitypropertiesassociatedwith appropriate topologies.Forthisreason,asubstantialpartofthedevelopmentisconcernedwith descriptionsoftheseappropriatetopologies.Tothisend,geometricdescriptionsare providedoflocallyconvextopologiesforLipschitz,finitelydifferentiable,smooth, holomorphic,and real analytic sections of vector bundles. In all but the real ana- lyticcase,thesetopologiesareclassicallyknown.Thedescriptiongivenforthereal analytictopologyisnew.Itisthisdescriptionthatallows,forthefirsttime,acharac- terisationofthosetime-varyingrealanalyticvectorfieldswhoseflowsdependreal analyticallyoninitialcondition. ThisresearchwasfundedinpartbyagrantfromtheNaturalSciencesandEngi- neeringResearchCouncilofCanada.ThesecondauthorwasaVisitingProfessorin the Departmentof Mathematicsat University of Hawaii, Manoa,when the mono- graph was written, and would like to acknowledge the hospitality of the depart- ment,particularlythatofMoniqueChybaandGeorgeWilkens.Thesecondauthor wouldalsoliketothankhisdepartmentalcolleagueMikeRothfornumeroususeful conversationsoverthe years. While conversationswith Mike did notlead directly v vi Preface to results in this monograph,Mike’s willingness to chat about complex geometry and to answer ill-informed questions was always appreciated and ultimately very helpful. Kingston,ON,Canada SaberJafarpour Kingston,ON,Canada AndrewD.Lewis Contents 1 Introduction................................................... 1 1.1 Motivation ................................................ 1 1.2 AnOutlineoftheMonograph ................................ 3 1.3 Notation,ConventionsandBackground ........................ 4 References..................................................... 11 2 FibreMetricsforJetBundles.................................... 15 2.1 ADecompositionfortheJetBundlesofaVectorBundle.......... 15 2.2 FibreMetricsUsingJetBundleDecompositions................. 24 2.3 RealAnalyticConnections................................... 25 References..................................................... 43 3 The Compact-Open Topologies for the Spaces of Finitely Differentiable,Lipschitz,andSmoothVectorFields ................ 45 3.1 GeneralSmoothVectorBundles .............................. 46 ∞ 3.2 PropertiesoftheCO -Topology.............................. 46 3.3 TheWeak-L TopologyforSmoothVectorFields ............... 48 3.4 TopologiesforFinitelyDifferentiableVectorFields .............. 53 3.5 TopologiesforLipschitzVectorFields ......................... 55 References..................................................... 63 4 TheCOhol-TopologyfortheSpaceofHolomorphicVectorFields .... 65 4.1 GeneralHolomorphicVectorBundles ......................... 65 4.2 PropertiesoftheCOhol-Topology ............................. 68 4.3 TheWeak-L TopologyforHolomorphicVectorFields........... 68 References..................................................... 71 ω 5 TheC -TopologyfortheSpaceofRealAnalyticVectorFields....... 73 5.1 ANaturalDirectLimitTopology ............................. 74 5.1.1 Complexifications.................................... 74 vii viii Contents 5.1.2 GermsofHolomorphicSectionsoverSubsetsofaReal AnalyticManifold ................................... 75 5.1.3 TheDirectLimitTopology ............................ 77 5.2 TopologiesforGermsofHolomorphicFunctionsAboutCompact Sets ...................................................... 77 5.2.1 The Direct Limit Topologyfor the Space of Germs AboutaCompactSet................................. 78 5.2.2 A Weighted Direct Limit Topology for Sections ofBundlesofInfiniteJets ............................. 79 5.2.3 SeminormsfortheTopologyofSpacesofHolomorphic Germs ............................................. 82 5.2.4 AnInverseLimitTopologyfortheSpaceofRealAnalytic Sections............................................ 85 ω 5.3 PropertiesoftheC -Topology................................ 85 5.4 TheWeak-L TopologyforRealAnalyticVectorFields .......... 87 References..................................................... 91 6 Time-VaryingVectorFields ..................................... 93 6.1 TheSmoothCase .......................................... 94 6.2 TheFinitelyDifferentiableorLipschitzCase ...................103 6.3 TheHolomorphicCase......................................105 6.4 TheRealAnalyticCase .....................................110 6.5 MixingRegularityHypotheses ...............................118 References.....................................................118 Chapter 1 Introduction 1.1 Motivation Inthismonographweconsidervectorfieldswithmeasurabletimedependence.Such vectorfieldsarenotwellstudiedinthedifferentialequationanddynamicalsystem literature,butareimportantincontroltheory.Thereareatleasttworeasonsforthis: 1. In the theory of optimal control, it can often happen that optimal trajectories correspondto controls that switch infinitely often in a finite duration of time. ThisseemstohavefirstbeenobservedbyFuller[16],andhassincebeenstudied bymanyauthors.Adetaileddiscussionofthesefacetsofoptimalcontroltheory canbefoundin[41]. 2. In the study of controllability, it is often necessary to use complex control variations where there are an increasing number of switches in a finite time. This was noticed by Kawski [28] and examined in detail by Agrachev and Gamkrelidze[3]. In any event, vector fields with measurable time dependence do not have as ext- ensivea basictheoryas,say,time-independentvectorfields. Oneplacewherethis especially holds true is where regularity of flows with respect to initial condi- tionsisconcerned.Fortime-independentvectorfields,thebasicregularitytheorems are well established for all the standard degrees of regularity [9], including real analyticity, e.g., [38, Proposition C.3.12]. In the time-varying case, the standard Carathe´odory existence and uniqueness theorem for ordinary differential equa- tions depending measurably on time is a part of classical text treatments, e.g., [9, Theorem 2.2.1]. Continuity with respect to initial condition in this setting is notconsistentlymentioned,e.g.,itisnotprovedbyCoddingtonandLevinson[9]. Thiscontinuityisproved,forexample,bySontag[38,Theorem55].However,con- ditionsfordifferentiabilityofflowsbecomeextremelyhardtocomebyinthecaseof measurabletimedependence.Thesituationhere,however,isdealtwithcomprehen- sivelyin[37].Thedifferentiablehypothesesareeasilyextendedtoanyfinitedegree of differentiability. For smooth dependence on initial conditions with measurable time dependence, we are not aware of the desired result being stated and proved ©TheAuthors2014 1 S.Jafarpour,A.D.Lewis,Time-VaryingVectorFieldsandTheirFlows, SpringerBriefsinMathematics,DOI10.1007/978-3-319-10139-2 1