Abstract
This paper continues the discussion started in [ 10 ] concerning Arnold’s legacy on classical KAM theory and (some of) its modern developments. We prove a detailed and explicit “global” Arnold’s KAM theorem, which yields, in particular, the Whitney conjugacy of a non-degenerate, real-analytic, nearly-integrable Hamiltonian system to an integrable system on a closed, nowhere dense, positive measure subset of the phase space. Detailed measure estimates on the Kolmogorov set are provided in case the phase space is: (A) a uniform neighbourhood of an arbitrary (bounded) set times the \(d\) -torus and (B) a domain with \(C^{2}\) boundary times the \(d\) -torus. All constants are explicitly given.
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Notes
Indeed, closed sets of uniform Diophantine numbers may have, in general, isolated points; compare [ 1 ].
i. e., \(|{\omega}\cdot k|\geqslant{\alpha}/|k|^{\tau}\) , for any \(k\in{\mathbb{Z}}^{d}{\backslash}\{0\}\) .
As opposed to secondary tori (the same definition, but removing the graph assumption); for a KAM theory for secondary tori, see [ 3 ] . In this paper, we shall only consider primary KAM tori.
\(y_{*}\) -derivatives are Whitney derivatives.
For a precise definition, see Appendices A and B.9.
The bar on sets denotes closure.
\(N_{r}^{\rm int}({\mathcal{D}})\) is finite if and only if \({\mathcal{D}}\) is bounded. A simple upper bound on \(N_{r}^{\rm int}({\mathcal{D}})\) for bounded domains \({\mathcal{D}}\) is: \(N_{r}^{\rm int}({\mathcal{D}})\leqslant([\mathop{\rm diam}\nolimits({\mathcal{D}})/r]+1)^{d}\) ; compare [ 5 ] or Appendix B, Section B.3 .
Recall that \({\rm B}_{\rho}\) denotes a ball with respect to the sup-norm \(|\cdot|=|\cdot|_{\infty}\) , while \({\bf B}_{\rho}\) denotes a ball with respect to the Euclidean norm \(|\cdot|_{2}\) .
In the sequel, \(K\) and \(P\) stand for generic real-analytic Hamiltonians which later on will, respectively, play the roles of \(K_{j}\) and \(P_{j}\) , and \(y_{0},r\) , the roles of \(y_{j},r_{j}\) in the iterative step.
Notice that \({{\mathfrak{p}}}\geqslant{\sigma}^{-d}\overline{{{\mathfrak{p}}}}\geqslant\overline{{{\mathfrak{p}}}}\) since \({\sigma}\leqslant 1\) . Notice also that \(\mathsf{L}\mathsf{M}\geqslant 1\) , so that \(\frac{16\mathsf{L}}{r\check{r}}{\sigma}^{-({\nu}+d)}>\frac{16\mathsf{L}}{r^{2}}\geqslant\frac{4}{\mathsf{M}r^{2}}\) .
Notice that \(s_{j}\downarrow s_{*}\) and \(r_{j}\downarrow 0\) .
Observe that \({\lambda}_{0}^{2{\nu}}\epsilon_{0}\stackrel{{\scriptstyle(A.19)}}{{\leqslant}}(4{\nu})^{2{\nu}}\sqrt{\epsilon_{0}}\stackrel{{\scriptstyle(A.19)}}{{\leqslant}}(4{\nu})^{2{\nu}}(2^{11}d^{2}\mathsf{C}_{5})^{-1/2}\theta_{0}^{-1}{\sigma}_{0}^{({\nu}+d+1)/2}\) .
Use: \(e^{t}-1\leqslant te^{t}\) , for any \(t\geqslant 0\) .
See Proposition II.2 in [ 20 ].
Use, again, \(e^{t}-1\leqslant te^{t},\ \forall t\geqslant 0\) , and \(2^{5}d\mathsf{C}_{4}\sqrt{2}\theta_{0}{\sigma}_{0}^{{\tau}+d}\ell_{0}^{-{\nu}}{{\varepsilon}}\mathsf{L}_{0}\stackrel{{\scriptstyle(A.27)}}{{\leqslant}}2^{7}d^{2}\mathsf{C}_{4}^{2}\theta_{0}{\sigma}_{0}^{-({\nu}+d+1)}\epsilon_{0}\stackrel{{\scriptstyle(A.19)}}{{<}}(32d)^{-1}\) .
Recall that, by definition, \(G^{j}(\mathscr{D}^{*})=\mathscr{D}_{j}\) and \(Y^{*}(\mathscr{D}^{*})=\mathscr{D}_{*}\) .
See Appendix B.9 .
In the present remark, we will adopt the notations of [ 10 ].
As usual, \(\partial_{y}^{l}:=\frac{\partial^{|l|_{1}}}{\partial y_{1}^{l_{1}}\cdots\partial y_{d}^{l_{d}}},\forall y\in{{\mathbb{R}}^{d}},l\in{{\mathbb{Z}}^{d}}\) .
\(f^{\prime}\) being the Jacobian matrix of \(f\) .
\([x]\) denotes the integer-part (or “floor”) function \(\max\{n\in{\mathbb{Z}}|\ n\leqslant x\}\) , while \(\lceil x\rceil\) denote the “ceiling function” \(\min\{n\in{\mathbb{Z}}|\ n\geqslant x\}\) ; observe that \(\lceil x\rceil\leqslant[x]+1\) .
I. e., satisfying ( B.9 ) on \(V\) .
Inequality ( B.12 ) is sharp as shown by the example \(f=(1+{\delta}){\mathtt{id}}\) .
See [ 11 ], \(\S 3.3\) .
Actually, one checks easily that \(\partial{\mathscr{D}}^{\prime\prime}_{\rho}=\{y\in{{\mathbb{R}}^{d}}:\mathop{\rm dist}\nolimits_{2}\bigl{(}y,{{\mathbb{R}}^{d}}\setminus{\mathscr{D}}\big{)}={\rho}\}\) and \({\rm int}({\mathscr{D}}^{\prime\prime}_{\rho})=\{y\in{{\mathbb{R}}^{d}}:\mathop{\rm dist}\nolimits_{2}\bigl{(}y,{{\mathbb{R}}^{d}}\setminus{\mathscr{D}}\big{)}>{\rho}\}\) , \({\rm int}({\mathscr{D}}^{\prime\prime}_{\rho})\) being the interior of \({\mathscr{D}}^{\prime\prime}_{\rho}\) .
Compare [ 18 ], Ch. 1.
As \(S=\bigcup_{j=1}^{p}\phi_{j}(U_{j})\) , we have \(\mathscr{T}_{{\rho}}(S)=\bigcup_{j=1}^{p}O_{j}\) for any \(0<{\rho}\leqslant{\rm minfoc}(S)\) .
\(T^{*}S\) being the cotangent bundle of \(S\) .
\(K_{j}\) is actually the Weingarten map \(\mathcal{W}_{x}=-\nu^{\prime}(x)\) “written in the local chart” \((U_{j},\phi_{j})\) .
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ACKNOWLEDGMENTS
We are grateful to Carlangelo Liverani for useful discussions.
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MSC2010
37J40, 37J05, 37J25, 70H08
APPENDIX A. PROOF OF THEOREM 1
In this appendix we provide the details needed to prove Arnold’s Global KAM Theorem (Theorem 1). The main point is the choice of the various parameters and sequences involved in the Newton-like procedure based on the iteration of a “KAM step” (in turn, based upon the original scheme by Arnold; compare [ 2 ] and its revisions in [ 12 ] and [ 10 ]). Although the main ideas are well known, some details are needed, especially in order to compute explicitly constants and to keep the optimal relation between \({\varepsilon}\) and \({\alpha}\) . Furthermore, the construction of the “integrating map” also requires a discussion. All this is done in the present appendix. By following ([ 12 ], Chap. 6), one gets the following:
General Step of the KAM Scheme
Lemma 1 (KAM step)
Let \(r>0,0<2{\sigma}<s\leqslant 1\) , \({\mathscr{D}}_{\sharp}\subseteq{{\mathbb{R}}^{d}}\) be a non-empty, bounded domain. Consider the Hamiltonian parametrized by \({\varepsilon}\in{\mathbb{R}}\)
In the sequel, \(K\) and \(P\) stand for generic real-analytic Hamiltonians which later on will, respectively, play the roles of \(K_{j}\) and \(P_{j}\) , and \(y_{0},r\) , the roles of \(y_{j},r_{j}\) in the iterative step.
Notice that \({{\mathfrak{p}}}\geqslant{\sigma}^{-d}\overline{{{\mathfrak{p}}}}\geqslant\overline{{{\mathfrak{p}}}}\) since \({\sigma}\leqslant 1\) . Notice also that \(\mathsf{L}\mathsf{M}\geqslant 1\) , so that \(\frac{16\mathsf{L}}{r\check{r}}{\sigma}^{-({\nu}+d)}>\frac{16\mathsf{L}}{r^{2}}\geqslant\frac{4}{\mathsf{M}r^{2}}\) .
In the sequel, \(K\) and \(P\) stand for generic real-analytic Hamiltonians which later on will, respectively, play the roles of \(K_{j}\) and \(P_{j}\) , and \(y_{0},r\) , the roles of \(y_{j},r_{j}\) in the iterative step.
Notice that \({{\mathfrak{p}}}\geqslant{\sigma}^{-d}\overline{{{\mathfrak{p}}}}\geqslant\overline{{{\mathfrak{p}}}}\) since \({\sigma}\leqslant 1\) . Notice also that \(\mathsf{L}\mathsf{M}\geqslant 1\) , so that \(\frac{16\mathsf{L}}{r\check{r}}{\sigma}^{-({\nu}+d)}>\frac{16\mathsf{L}}{r^{2}}\geqslant\frac{4}{\mathsf{M}r^{2}}\) .
Implementation
As in [ 10 ], we shall separate the first step from the others. Let \(H\) , \(K\) , \(P\) , \({\rho}\) , \(s\) , \(s_{*}\) , \(\mathsf{W}\) , \({\mathsf{P}}\) , \(\mathsf{M}\) , \(\mathsf{L}\) , \(\theta\) , \(\epsilon\) be as in Section 2. Set
First step
Let
Lemma 2
Under the above assumptions and notations, if
( A.17 ) follows trivially ( A.16 ) using Cauchy’s estimate.
( A.17 ) follows trivially ( A.16 ) using Cauchy’s estimate.
Second step, iteration and convergence
For a given \(j\geqslant 1\) , define Footnote
Notice that \(s_{j}\downarrow s_{*}\) and \(r_{j}\downarrow 0\) .
Notice that \(s_{j}\downarrow s_{*}\) and \(r_{j}\downarrow 0\) .
Lemma 3
Assume \((A.12)\div(A.15)\) with some \({\varepsilon}\neq 0\) and
Then one can construct a sequence of real-analytic diffeomorphisms
and of real-analytic symplectic transformations
such that
converge uniformly. More precisely, we have the following:
-
(i)
the sequence \(G^{j}:= G_{j}\circ G_{j-1}\circ\cdots\circ G_{2}\circ G_{1}\) converges uniformly on \({{\mathscr{D}}^{*}}\) to a lipeomorphism \(Y^{*}\colon{{\mathscr{D}}^{*}}\to{{\mathscr{D}}_{*}}:= Y^{*}({{\mathscr{D}}^{*}})\subseteq{\mathscr{D}}\) and \(Y^{*}\in C^{\infty}_{W}({{\mathscr{D}}^{*}})\) .
-
(ii)
\({\varepsilon}^{2^{j}}\partial_{y}^{{\beta}}P_{j}\) converges uniformly on \({{\mathscr{D}}_{*}}\times\displaystyle{\mathbb{T}}^{d}_{s_{*}}\) to \(0\) , for any \({\beta}\in{\mathbb{N}}_{0}^{d}\) ;
-
(iii)
\(\phi^{j}:=\phi_{2}\circ\cdots\circ\phi_{j}\) converges uniformly on \({{\mathscr{D}}_{*}}\times{{\mathbb{T}}^{d}}\) to a symplectic transformation
$$\phi^{*}\colon{{\mathscr{D}}_{*}}\times{{\mathbb{T}}^{d}}\overset{into}{\longrightarrow}{\rm B}_{r_{1}}({\mathscr{D}}_{1})\times{{\mathbb{T}}^{d}},$$with \(\phi^{*}\in C^{\infty}_{W}({{\mathscr{D}}_{*}}\times{{\mathbb{T}}^{d}})\) and \(\phi^{*}(y,\cdot)\colon{\mathbb{T}}^{d}_{s_{*}}\ni x\mapsto\phi^{*}(y,x)\) holomorphic, for any \(y\in{{\mathscr{D}}_{*}}\) ;
-
(iv)
\(K_{j}\) converges uniformly on \({{\mathscr{D}}_{*}}\) to a function \(K_{*}\in C^{\infty}_{W}({{\mathscr{D}}_{*}})\) , with
$$\displaystyle\partial_{y_{*}}K_{*}\circ Y^{*}=\partial_{y}K_{0}\quad\qquad\qquad\quad\quad\mbox{on}\quad{{\mathscr{D}}^{*}},$$$$\displaystyle\partial_{y_{*}}^{{\beta}}(H_{1}\circ\phi^{*})(y_{*},x)=\partial_{y_{*}}^{{\beta}}K_{*}(y_{*}),\quad\forall(y_{*},x)\in{{\mathscr{D}}_{*}}\times{{\mathbb{T}}^{d}},\forall{\beta}\in{\mathbb{N}}_{0}^{d}.$$
Finally, the following estimates hold for any \(i\geqslant 2\) : Footnote 13
where
We can now complete the proof of Theorem 1 . First of all, observe that
Observe that \({\lambda}_{0}^{2{\nu}}\epsilon_{0}\stackrel{{\scriptstyle(A.19)}}{{\leqslant}}(4{\nu})^{2{\nu}}\sqrt{\epsilon_{0}}\stackrel{{\scriptstyle(A.19)}}{{\leqslant}}(4{\nu})^{2{\nu}}(2^{11}d^{2}\mathsf{C}_{5})^{-1/2}\theta_{0}^{-1}{\sigma}_{0}^{({\nu}+d+1)/2}\) .
Use: \(e^{t}-1\leqslant te^{t}\) , for any \(t\geqslant 0\) .
Observe that \({\lambda}_{0}^{2{\nu}}\epsilon_{0}\stackrel{{\scriptstyle(A.19)}}{{\leqslant}}(4{\nu})^{2{\nu}}\sqrt{\epsilon_{0}}\stackrel{{\scriptstyle(A.19)}}{{\leqslant}}(4{\nu})^{2{\nu}}(2^{11}d^{2}\mathsf{C}_{5})^{-1/2}\theta_{0}^{-1}{\sigma}_{0}^{({\nu}+d+1)/2}\) .
Use: \(e^{t}-1\leqslant te^{t}\) , for any \(t\geqslant 0\) .
Next, we show that \(\mathop{\rm Lip}\nolimits_{\mathscr{D}^{*}}(Y^{*}-{\mathtt{id}})<1\) , which will imply that Footnote
See Proposition II.2 in [ 20 ].
\(Y^{*}\colon\mathscr{D}^{*}\overset{onto}{\longrightarrow}\mathscr{D}_{*}\) is a lipeomorphism. Observe first that, for any \(j\geqslant 1\) , \(0<r<\tilde{r}_{j}/2\) , \(\mathsf{y}_{j-1}\in\mathscr{D}_{j-1}\) and any \(y\in{\mathbb{B}}_{r}(\mathsf{y}_{j-1})\) , we haveUse, again, \(e^{t}-1\leqslant te^{t},\ \forall t\geqslant 0\) , and \(2^{5}d\mathsf{C}_{4}\sqrt{2}\theta_{0}{\sigma}_{0}^{{\tau}+d}\ell_{0}^{-{\nu}}{{\varepsilon}}\mathsf{L}_{0}\stackrel{{\scriptstyle(A.27)}}{{\leqslant}}2^{7}d^{2}\mathsf{C}_{4}^{2}\theta_{0}{\sigma}_{0}^{-({\nu}+d+1)}\epsilon_{0}\stackrel{{\scriptstyle(A.19)}}{{<}}(32d)^{-1}\) .
Recall that, by definition, \(G^{j}(\mathscr{D}^{*})=\mathscr{D}_{j}\) and \(Y^{*}(\mathscr{D}^{*})=\mathscr{D}_{*}\) .
, for any \(j\geqslant 1\) ,See Proposition II.2 in [ 20 ].
Use, again, \(e^{t}-1\leqslant te^{t},\ \forall t\geqslant 0\) , and \(2^{5}d\mathsf{C}_{4}\sqrt{2}\theta_{0}{\sigma}_{0}^{{\tau}+d}\ell_{0}^{-{\nu}}{{\varepsilon}}\mathsf{L}_{0}\stackrel{{\scriptstyle(A.27)}}{{\leqslant}}2^{7}d^{2}\mathsf{C}_{4}^{2}\theta_{0}{\sigma}_{0}^{-({\nu}+d+1)}\epsilon_{0}\stackrel{{\scriptstyle(A.19)}}{{<}}(32d)^{-1}\) .
Recall that, by definition, \(G^{j}(\mathscr{D}^{*})=\mathscr{D}_{j}\) and \(Y^{*}(\mathscr{D}^{*})=\mathscr{D}_{*}\) .
Finally, we prove Kolmogorov’s non-degeneracy Footnote
See Appendix B.9 .
of the Kolmogorov tori \(\phi_{*}(\mathscr{D}_{*}\times{\mathbb{T}}^{d})\) . Fix \(y_{*}\in\mathscr{D}_{*}\) . Let \(y_{0}:=(Y^{*})^{-1}(y_{*})\) andSee Appendix B.9 .
In [ 17 ] it is proven that the map
Remark 2
Here we list all the constants, which appear in the above proof and give an explicit expression for the constants \(c_{k}\) ’s appearing in the statement of Theorem 1 . Recall that \({\tau}>d-1\geqslant 1\) and notice that all the \(\mathsf{C}_{i}\) ’s are greater than \(1\) and depend only upon \(d\) and \({\tau}\) :
Remark 3
There is a small flaw in [ 10 ]: The parameter Footnote
In the present remark, we will adopt the notations of [ 10 ].
\(\mathsf{L}\) chosen in ([ 10 ], Lemma 1) is not big enough to ensure that the new perturbation \(P^{\prime}\) and the symplectic change of coordinates \(\phi\) are well-defined on \(D_{\bar{r}/2,s^{\prime}}(\mathscr{D}_{\sharp}^{\prime})\) . The right choice is the following:In the present remark, we will adopt the notations of [ 10 ].
APPENDIX B. TOOLS
B.1 Classical Estimates (Cauchy, Fourier)
Lemma 4 ( [ 7 ] )
Let \(p\in{\mathbb{N}},r,s>0,y_{0}\in{{\mathbb{C}}^{d}}\) and let \(f\) be a real-analytic function \({\mathbb{B}}_{r,s}(y_{0})\) with \(\|f\|_{r,s}:=\sup_{{\mathbb{B}}_{r,s}(y_{0})}|f|<\infty.\) Then
(i) For any multi–index \((l,k)\in{\mathbb{N}}^{d}\times{\mathbb{N}}^{d}\) with \(|l|_{1}+|k|_{1}\leqslant p\) and for any \(0<r^{\prime}<r,0<s^{\prime}<s\) , Footnote
As usual, \(\partial_{y}^{l}:=\frac{\partial^{|l|_{1}}}{\partial y_{1}^{l_{1}}\cdots\partial y_{d}^{l_{d}}},\forall y\in{{\mathbb{R}}^{d}},l\in{{\mathbb{Z}}^{d}}\) .
As usual, \(\partial_{y}^{l}:=\frac{\partial^{|l|_{1}}}{\partial y_{1}^{l_{1}}\cdots\partial y_{d}^{l_{d}}},\forall y\in{{\mathbb{R}}^{d}},l\in{{\mathbb{Z}}^{d}}\) .
B.2 An Inverse Function Theorem
Theorem B.1
Let \(D\) be a convex subset of \({{\mathbb{C}}^{d}}\) , \(y_{0}\in D\) and let \(f\in C^{1}(D,{{\mathbb{C}}^{d}})\) such that Footnote
\(f^{\prime}\) being the Jacobian matrix of \(f\) .
\(\det f^{\prime}(y_{0})\not=0\) .Assume\(f^{\prime}\) being the Jacobian matrix of \(f\) .
Proof
For every \(y\in D\) , we have \(f^{\prime}(y)=f^{\prime}(y_{0})({\mathsf{1}}-A),\) where \(A:={\mathsf{1}}-Tf^{\prime}(y)\) with \(\|A\|\leqslant\varrho<1\) . Thus, \(f^{\prime}(y)\) is invertible and
To show (B.4) in the case \(D:={B_{r}(y_{0})}\) and \({\rho}:= r/{\lambda}\) , fix \(\eta\in{{\mathbb{C}}^{d}}\) with \(\|\eta-z_{0}\|<{\rho}\) . We have to show that there exists \({\bar{y}}\in D\) such that \(f({\bar{y}})=\eta\) . Define the map
B.3 Internal Coverings
Given any non-empty subset \(D\) of \({{\mathbb{R}}^{d}}\) , and given \(r>0\) , an \(r\) -internal covering of \(D\) is a subset \(P\) of \(D\) such that \(D\subseteq\bigcup_{y\in P}{\rm B}_{r}(y)\) ; the \(r\) -internal covering number of \(D\) , denoted \(N_{r}^{\rm int}(D)\) , is the minimal cardinality of any \(r\) -internal cover.
In [ 5 ] the following simple upper bound (having fixed the sup-norm in \({{\mathbb{R}}^{d}}\) ) on \(N_{r}^{\rm int}(D)\) for bounded sets \(D\) is given:
Lemma 5
Let \(D\subseteq{\mathbb{R}}^{d}\) be a non-empty bounded set. Then, for any \(r>0\) , one has Footnote
\([x]\) denotes the integer-part (or “floor”) function \(\max\{n\in{\mathbb{Z}}|\ n\leqslant x\}\) , while \(\lceil x\rceil\) denote the “ceiling function” \(\min\{n\in{\mathbb{Z}}|\ n\geqslant x\}\) ; observe that \(\lceil x\rceil\leqslant[x]+1\) .
\([x]\) denotes the integer-part (or “floor”) function \(\max\{n\in{\mathbb{Z}}|\ n\leqslant x\}\) , while \(\lceil x\rceil\) denote the “ceiling function” \(\min\{n\in{\mathbb{Z}}|\ n\geqslant x\}\) ; observe that \(\lceil x\rceil\leqslant[x]+1\) .
For convenience of the reader, we reproduce here the elementary proof of the lemma.
Proof
It is enough to produce an \(r\) -internal cover of \(D\) with cardinality \(N\) bounded by the right-hand side of (B.8) . If \(D\) is a singleton, the claim is obvious with \(N=1\) . Assume now that \({\delta}:=\mathop{\rm diam}\nolimits D>0\) , and let \(M:=[{\delta}/r]+1\) and \(z_{i}=\inf\{x_{i}|\ x\in D\}\) . Then \(D\subseteq K:=z+[0,\delta]^{d}\) and one can find \(0<r^{\prime}<r\) close enough to \(r\) so that \(\lceil{\delta}/r^{\prime}\rceil\leqslant[{\delta}/r]+1=M\) . Then one can cover \(K\) with \(M^{d}\) closed, contiguous cubes \(K_{j}\) , \(1\leqslant j\leqslant M^{d}\) , with edge of length \(r^{\prime}\) . Let \(j_{i}\) be the indices such that \(K_{j_{i}}\cap D\neq\emptyset\) and pick a \(y_{i}\in K_{j_{i}}\cap E\) ; let \(1\leqslant N\leqslant M^{d}\) be the number of such cubes. Observe that, since we have chosen the sup-norm in \({\mathbb{R}}^{d}\) , we have \(K_{j_{i}}\subseteq{\rm B}_{r}(y_{i})\) and (B.8) follows. \(\square\)
B.4 Extensions of Lipschitz Continuous Functions
Here we recall a theorem due to Minty according to which a Lipschitz continuous function can be extended keeping unchanged both the sup-norm and the Lipschitz constant.
Theorem B.2 (G. J. Minty [ 13 ] )
Let \((V,{\left\langle\cdot,\cdot\right\rangle})\) be a separable inner product space, \(\emptyset\neq A\subseteq V\) , \(L>0,0<{\alpha}\leqslant 1\) and \(g\colon A\to{{\mathbb{R}}^{d}}\) a \((L,{\alpha})\) -Lipschitz – Hölder continuous function on \(A\) , namely, let \(g\) satisfy
I. e., satisfying ( B.9 ) on \(V\) .
\(G\colon V\to{{\mathbb{R}}^{d}}\) such that \(G|_{A}=g\) . Futhermore, \(G\) can be chosen in such a way that \(G(V)\) is contained in the closed convex hull of \(g(A)\) . Hence, in particular,I. e., satisfying ( B.9 ) on \(V\) .
B.5 Lebesgue Measure and Lipschitz Continuous Map
Lemma 6
Let \(\emptyset\not=A\subseteq{{\mathbb{R}}^{d}}\) be a Lebesgue-measurable set and \(f\colon A\to{{\mathbb{R}}^{d}}\) be Lipschitz continuous. Then
Inequality ( B.12 ) is sharp as shown by the example \(f=(1+{\delta}){\mathtt{id}}\) .
Inequality ( B.12 ) is sharp as shown by the example \(f=(1+{\delta}){\mathtt{id}}\) .
Proof
Eq. (B.11) is standart: see, e.g. Theorem 2, Section 2.2 and Theorem 1, Section 2.4 in([ 11 ].
Let us prove (B.13) . By Theorem B.2 , \(f-{\mathtt{id}}\) can be extended to a Lipschitz continuous function \(g\colon{{\mathbb{R}}^{d}}\) with
See [ 11 ], \(\S 3.3\) .
, we haveSee [ 11 ], \(\S 3.3\) .
B.6 Lipeomorphisms “Close” to Identity
Lemma 7
Let \(g\colon{{\mathbb{C}}^{d}}\to{{\mathbb{C}}^{d}}\) be a Lipschitz continuous function such that
Proof
Let \(f:= g-{\mathtt{id}}\) , then, for any \(x_{i}\in{{\mathbb{R}}^{d}}\) , one has
B.7 Whitney Smoothness
Definition 1
Let \(A\subseteq{{\mathbb{R}}^{d}}\) be non-empty and \(n\in{\mathbb{N}}_{0}\) , \(m\in{\mathbb{N}}\) . A function \(f\colon A\to{\mathbb{R}}^{m}\) is said to be \(C^{n}\) on \(A\) in the Whitney sense, with Whitney derivatives \((f_{\nu})_{{\nu}\in{\mathbb{N}}_{0}^{d},{|{\nu}|_{1}\leqslant n}}\) , \(f_{0}=f\) , and we write \(f\in C^{n}_{W}(A,{\mathbb{R}}^{m})\) if, for any \({\varepsilon}>0\) and \(y_{0}\in A\) , there exists \({\delta}>0\) such that, for any \(y,y^{\prime}\in A\cap{\rm B}_{\delta}(y_{0})\) and \({\nu}\in{\mathbb{N}}_{0}^{d}\) , with \({|{\nu}|_{1}\leqslant n}\) ,
Lemma 8 ( [ 8 ] ; [ 12 ] )
Let \(A\subseteq{{\mathbb{R}}^{d}}\) be non-empty and \(n\in{\mathbb{N}}_{0}\) . For \(m\in{\mathbb{N}}\) , let \(f_{m}\) be a real-analytic function with holomorphic extension to \(D_{r_{m}}(A)\) , with \(r_{m}\downarrow 0\) as \(m\rightarrow\infty\) . Assume that
For completeness, we recall the beautiful Whitney extension theorem.
Theorem B.3 ( [ 19 ] )
Let \(A\subseteq{{\mathbb{R}}^{d}}\) be a closed set and \(f\in C^{n}_{W}(A,{\mathbb{R}})\) , \(n\in{\mathbb{N}}_{0}\) . Then there exists \(\bar{f}\in C^{n}({{\mathbb{R}}^{d}},{\mathbb{R}})\) , real-analytic on \({{\mathbb{R}}^{d}}\setminus A\) and such that \(D^{\nu}\bar{f}=f_{\nu}\) on \(A\) , for any \({\nu}\in{\mathbb{N}}_{0}^{d}\) , with \({|{\nu}|_{1}\leqslant n}\) .
B.8 Measure of Tubular Neighbourhoods of Hypersurfaces
Recall the definitions of minimal focal distance and of inner domains given in Section 3.2 . The first elementary remark is that, for smooth domains, taking \({\rho}\) –inner domains is the inverse operation of taking \({\rho}\) -neighbourhood:
Lemma 9
Let \({\mathscr{D}}\subseteq{{\mathbb{R}}^{d}}\) be an open and bounded set with \(C^{2}\) boundary \(\partial{\mathscr{D}}=S\) compact and connected. Then, for any \(0<{\rho}^{\prime}<{\rho}\leqslant{\rm minfoc}(S)\) , one has
Proof
We start proving the first part of (B.22) . By definition, \({\bf B}_{\rho}\big{(}{\mathscr{D}}^{\prime\prime}_{\rho}\big{)}\subseteq{\mathscr{D}}\) . Thus, it remains only to show that \({\mathscr{D}}\setminus{\mathscr{D}}^{\prime\prime}_{\rho}\subseteq{\bf B}_{\rho}\big{(}{\mathscr{D}}^{\prime\prime}_{\rho}\big{)}\) . Let then \(y_{0}\in{\mathscr{D}}\setminus{\mathscr{D}}^{\prime\prime}_{\rho}\) . As \(S\) is compact and \(\mathop{\rm dist}\nolimits_{2}\) is continuous, there exists \(\bar{y}_{0}\in S\) such that \(\mathop{\rm dist}\nolimits_{2}(y_{0},{{\mathbb{R}}^{d}}\setminus{\mathscr{D}}\big{)}=\mathop{\rm dist}\nolimits_{2}(y_{0},S\big{)}=|y_{0}-\bar{y}_{0}|_{2}\) . The vector \({\nu}:=(y_{0}-\bar{y}_{0})/|y_{0}-\bar{y}_{0}|_{2}\) is the inward unit normal to \(\partial{\mathscr{D}}=S\) at \(\bar{y}_{0}\) . Indeed, for any smooth curve \({\gamma}\colon[0,1]\to S\) with \({\gamma}(0)=\bar{y}_{0}\) , \(0\) is a minimum of the smooth map \(f(t):=|{\gamma}(t)-y_{0}|_{2}^{2}\) . Thus,
Actually, one checks easily that \(\partial{\mathscr{D}}^{\prime\prime}_{\rho}=\{y\in{{\mathbb{R}}^{d}}:\mathop{\rm dist}\nolimits_{2}\bigl{(}y,{{\mathbb{R}}^{d}}\setminus{\mathscr{D}}\big{)}={\rho}\}\) and \({\rm int}({\mathscr{D}}^{\prime\prime}_{\rho})=\{y\in{{\mathbb{R}}^{d}}:\mathop{\rm dist}\nolimits_{2}\bigl{(}y,{{\mathbb{R}}^{d}}\setminus{\mathscr{D}}\big{)}>{\rho}\}\) , \({\rm int}({\mathscr{D}}^{\prime\prime}_{\rho})\) being the interior of \({\mathscr{D}}^{\prime\prime}_{\rho}\) .
for any \(y\in{{\mathbb{R}}^{d}}\) , \(\mathop{\rm dist}\nolimits_{2}\bigl{(}y,{{\mathbb{R}}^{d}}\setminus{\mathscr{D}}\big{)}\geqslant{\rho}\) implies that \(y\in{\mathscr{D}}^{\prime\prime}_{\rho}\) . Thus, as \(y_{0}\in{\mathscr{D}}\setminus{\mathscr{D}}^{\prime\prime}_{\rho}\) , we have \(\mathop{\rm dist}\nolimits_{2}\bigl{(}y_{0},{{\mathbb{R}}^{d}}\setminus{\mathscr{D}}\big{)}<{\rho}\) , which means \(y_{0}\) is in the open segment \((\bar{y}_{0},y_{1})\) . Therefore, \(|y_{0}-y_{1}|_{2}<|\bar{y}_{0}-y_{1}|_{2}={\rho}\) , i.e., \(y_{0}\in{\bf B}_{\rho}(y_{1})\subseteq{\bf B}_{\rho}({\mathscr{D}}^{\prime\prime}_{\rho})\) . We now prove the second part of (B.22) . We have \({\bf B}_{{\rho}-{\rho}^{\prime}}\big{(}{\mathscr{D}}^{\prime\prime}_{\rho}\big{)}\subseteq{\mathscr{D}}^{\prime\prime}_{{\rho}^{\prime}}\) . Indeed, for any \(y_{0}\in{\mathscr{D}}^{\prime\prime}_{{\rho}}\) , \(y_{1}\in{\bf B}_{{\rho}-{\rho}^{\prime}}(y_{0})\) and \(y\in{\bf B}_{{\rho}^{\prime}}(y_{1})\) ,Actually, one checks easily that \(\partial{\mathscr{D}}^{\prime\prime}_{\rho}=\{y\in{{\mathbb{R}}^{d}}:\mathop{\rm dist}\nolimits_{2}\bigl{(}y,{{\mathbb{R}}^{d}}\setminus{\mathscr{D}}\big{)}={\rho}\}\) and \({\rm int}({\mathscr{D}}^{\prime\prime}_{\rho})=\{y\in{{\mathbb{R}}^{d}}:\mathop{\rm dist}\nolimits_{2}\bigl{(}y,{{\mathbb{R}}^{d}}\setminus{\mathscr{D}}\big{)}>{\rho}\}\) , \({\rm int}({\mathscr{D}}^{\prime\prime}_{\rho})\) being the interior of \({\mathscr{D}}^{\prime\prime}_{\rho}\) .
The next result gives a precise evaluation of tubular domains in the case where the metric is the Euclidean one . Define
Lemma 10
Let \({\mathscr{D}}\subseteq{{\mathbb{R}}^{d}}\) be a bounded set with \(C^{2}\) boundary \(\partial{\mathscr{D}}=S\) compact and connected. Then, for any \(0<{\rho}\leqslant{\rm minfoc}(S)\) , then,
Proof
Footnote
Compare [ 18 ], Ch. 1.
Compare [ 18 ], Ch. 1.
We will estimate the “inner tubular neighbourhoods”
Since \(S\) is compact and connected, we may assume that \(S=f^{-1}(\{0\})\) with \(f\in C^{2}({\mathbb{R}}^{d},{\mathbb{R}})\) and \(0\) a regular value for \(f\) . Set
and replacing eventually \(f\) by \(-f\) , we can assume that \(\nu\) is the inwards unit normal vector field of \(S\) . Let \(\{\phi_{j}\colon U_{j}\to{\mathbb{R}}^{m}\}_{j=1}^{p}\) be an atlas of \(S\) ,
and observe that Footnote 29
Let \(\{\psi_{j}\}_{j=1}^{p}\) be a partition of unity subordinated to the open covering of \(\{{O}_{j}\}_{j=1}^{p}\) of \({\mathfrak{T}}^{\prime}_{{\rho}}(S)\) , i. e.,
-
\(\psi_{j}\in C^{\infty}_{c}({\mathfrak{T}}^{\prime}_{{\rho}}(S))\) ;
-
\(0\leqslant\psi_{j}\leqslant 1\) ;
-
\({\rm supp}\psi_{j}\subseteq{O}_{j}\) ;
-
\(\displaystyle\sum_{j=1}^{p}\psi_{j}\equiv 1\) on \({\mathfrak{T}}^{\prime}_{{\rho}}(S)\) .
Given \(1\leqslant j\leqslant p\) , define \(n_{j}\colon U_{j}\longrightarrow\mathbb{S}^{d}=\{x\in{\mathbb{R}}^{d}:|x|_{2}=x_{1}^{2}+\cdots+x_{d}^{2}=1\}\subseteq{\mathbb{R}}^{d}\) as
and \(K_{j}\colon U_{j}\longrightarrow T^{*}S\) such that Footnote 30
Then \(K_{j}\) is symmetric Footnote 31 and therefore diagonalizable, with eigenvalues \(\kappa_{i}\circ\phi_{j}^{-1}\) , \(1\leqslant i\leqslant d-1\) , and satisfies
Thus, recalling that \(0=\partial_{x}\nu^{2}=2\nu^{\prime}\cdot\nu\) , we have
\(\square\)
B.9 Kolmogorov Non-degenerate Normal Forms
Let \(H\colon\mathcal{M}:={{\mathbb{R}}^{d}}\times{{\mathbb{T}}^{d}}\to{\mathbb{R}}\) be a \(C^{2}\) -Hamiltonian. An embedded torus \(\mathcal{T}\) in \(\mathcal{M}\) is said to be \(H\) -Kolmogorov non-degenerate if there exists a neighbourhood \(\mathcal{M}_{0}\) of \(\{0\}\times{{\mathbb{T}}^{d}}\) in \(\mathcal{M}\) , a symplectic change of coordinates \(\phi\colon\mathcal{M}_{0}\to\mathcal{M}\) with \(\phi(\{0\}\times{{\mathbb{T}}^{d}})=\mathcal{T}\) , a constant \(E\in{\mathbb{R}}\) , a vector \({\omega}\in{{\mathbb{R}}^{d}}\) and a function \(Q\colon\mathcal{M}_{0}\to{\mathbb{R}}\) of class \(C^{2}\) such that
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Chierchia, L., Koudjinan, C.E. V. I. Arnold’s “Global” KAM Theorem and Geometric Measure Estimates. Regul. Chaot. Dyn. 26, 61–88 (2021). https://doi.org/10.1134/S1560354721010044
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DOI: https://doi.org/10.1134/S1560354721010044