- Commit
- 5a320435173200691097068a4d17a17b50a9358f
- Parent
- b74e64dc3a7f8b46c2db853b685f2bfbf58a48af
- Author
- Pablo <pablo-escobar@riseup.net>
- Date
Fixed a typo in a filename
Riemannian Geometry course project on the manifold H¹(I, M) of class H¹ curves on a Riemannian manifold M and its applications to the geodesics problem
Fixed a typo in a filename
3 files changed, 415 insertions, 415 deletions
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diff --git a/main.tex b/main.tex @@ -13,7 +13,7 @@ \input{sections/introduction} \input{sections/structure} -\input{sections/aplications} +\input{sections/applications} \newpage \printbibliography
diff --git a/sections/aplications.tex /dev/null @@ -1,414 +0,0 @@ -\section{Applications to the Calculus of Variations}\label{sec:aplications} - -As promised, in this section we will apply our understanding of the structure -of \(H^1(I, M)\) to the calculus of variations, and in particular to the -geodesics problem. The first thing we should point out that most of the results -we'll discuss in the following are minor refinements to the classical theory. -Instead, the value of the theory we will develop in here lies in its conceptual -simplicity: instead of relying in ad-hoc methods we can now use the -standard tools of calculus to study the critical points of the energy -functional \(E\). - -\begin{theorem} - The energy functional - \begin{align*} - E : H^1(I, M) & \to \RR \\ - \gamma & \mapsto \frac{1}{2} \norm{\partial \gamma}_0 - \end{align*} - is smooth and \(d E_\gamma X = \left\langle \partial \gamma, \frac\nabla\dt X - \right\rangle_0\). -\end{theorem} - -\begin{proof} - The fact that \(E\) is smooth should be clear from the smoothness of - \(\partial\) and \(\norm\cdot_0\). Furthermore, from the definition of - \(\frac\nabla\dt\) we have - \[ - \begin{split} - \left\langle \partial \gamma, \frac\nabla\dt X \right\rangle_0 - & = - \left\langle - \partial \gamma, (\nabla_X^0 \partial)_\gamma - \right\rangle_0 \\ - & = \tilde X \langle \partial \gamma, \partial \gamma \rangle - - \left\langle - \partial (\nabla_X^0 \partial)_\gamma, \partial \gamma - \right\rangle_0 \\ - & = 2 \tilde X E(\gamma) - - \left\langle \frac\nabla\dt X, \partial \gamma \right\rangle_0 \\ - & = 2 d E_\gamma X - - \left\langle \partial \gamma, \frac\nabla\dt X \right\rangle_0 - \end{split} - \] - where \(\tilde X \in \mathfrak{X}(H^1(I, M))\) is any vector field with - \(\tilde X_\gamma = X\). -\end{proof} - -\begin{definition} - Given \(\gamma \in H^1(I, M)\), a variation \(\{ \gamma_t \}_t\) of - \(\gamma\) is a smooth curve \(\gamma_\cdot : (-\epsilon, \epsilon) \to - H^1(I, M)\) with \(\gamma_0 = \gamma\). We call the vector - \(\left.\frac\dd\dt\right|_{t = 0} \gamma_t \in H^1(\gamma^* TM)\) \emph{the - variational vector field of \(\{ \gamma_t \}_t\)}. -\end{definition} - -% TODO: Add a comment beforehand stating that this follows from the chain rule -% and the compatibility with the metric -\begin{corollary} - Given a piece-wise smooth curve \(\gamma : I \to M\) with - \(\gamma\!\restriction_{[t_i, t_{i + 1}]}\) smooth and a variation \(\{ - \gamma_t \}_t\) of \(\gamma\) with variational vector field \(X\) we have - \[ - \left.\frac\dd\dt\right|_{t = 0} E(\gamma_t) - = \sum_i - \left. \langle \dot\gamma(t), X_t \rangle\right|_{t = t_i}^{t_{i + 1}} - - \int_0^1 \left\langle \frac\nabla\dt \dot\gamma(t), X_t \right\rangle - \; \dt - \] -\end{corollary} - -\begin{corollary} - The only critical points of \(E\) in \(H^1(I, M)\) are the constant curves. -\end{corollary} - -\begin{proof} - Clearly every constant curve is a critical point. On the other hand, if - \(\gamma \in H^1(I, M)\) is such that \(\left\langle \partial \gamma, - \frac\nabla\dt X \right\rangle_0 = d E_\gamma X = 0\) for all \(X \in - H^1(\gamma^* TM)\) then \(\partial \gamma = 0\) and therefore \(\gamma\) is - constant. -\end{proof} - -\subsection{The Critical Points of \(E\)} - -\begin{lemma} - The maps \(\sigma, \tau: H^1(I, M) \to M\) with \(\sigma(\gamma) = - \gamma(0)\) and \(\tau(\gamma) = \gamma(1)\) are submersions. -\end{lemma} - -\begin{proof} - To see that \(\sigma\) and \(\tau\) are smooth it suffices to observe that their - local representation in \(U_\gamma\) for \(\gamma \in {C'}^\infty(I, M)\) is - given by the maps - \begin{align*} - U \subset H^1(W_\gamma) & \to T_{\gamma(0)} M & - U \subset H^1(W_\gamma) & \to T_{\gamma(1)} M \\ - X & \mapsto X_0 & - X & \mapsto X_1 - \end{align*} - which are indeed smooth functions. This local representation also shows that - \begin{align*} - d\sigma_\gamma : H^1(\gamma^* TM) & \to T_{\gamma(0)} M & - d\tau_\gamma : H^1(\gamma^* TM) & \to T_{\gamma(1)} M \\ - X & \mapsto X_0 & - X & \mapsto X_1 - \end{align*} - are surjective maps for all \(\gamma \in H^1(\gamma^* TM)\). -\end{proof} - -\begin{theorem} - The subspace \(\Omega_{p q} M \subset H^1(I, M)\) of curves joining \(p, q - \in M\) is a submanifold whose tangent space \(T_\gamma \Omega_{p q} M\) is - the subspace of \(H^1(\gamma^* TM)\) consisting of class \(H^1\) vector fields - \(X\) along \(\gamma\) with \(X_0 = X_1 = 0\). Likewise, the space \(\Lambda - M \subset H^1(I, M)\) of free loops is a submanifold whose tangent at - \(\gamma\) is given by all \(X \in H^1(\gamma^* TM)\) with \(X_0 = X_1\). -\end{theorem} - -\begin{proof} - To see that this are submanifolds, it suffices to note that \(\Omega_{p q} - M\) and \(\Lambda M\) are the inverse images of the closed submanifolds - \(\{(p, q)\}, \{(p, p) : p \in M\} \subset M \times M\) under the submersion - \((\sigma, \tau) : H^1(I, M) \to M \times M\). - - The characterization of their tangent bundles should also be clear: any curve - \((-\epsilon, \epsilon) \to H^1(I, M)\) passing through \(\gamma \in - \Omega_{p q} M\) whose image is contained in \(\Omega_{p q} M\) is a - variation of \(\gamma\) with fixed endpoints, so its variational vector field - \(X\) satisfies \(X_0 = X_1 = 0\). Likewise, any variation of a loop \(\gamma - \in \Lambda M\) trough loops -- i.e. a curve \((-\epsilon, \epsilon) \to - \Lambda M\) passing through \(\gamma\) -- satisfies \(X_0 = X_1\). -\end{proof} - -\begin{theorem}\label{thm:critical-points-char-in-submanifolds} - The critical points of \(E\!\restriction_{\Omega_{p q} M}\) are precisely the - geodesics joining \(p\) and \(q\). The critical points of - \(E\!\restriction_{\Lambda M}\) are the closed geodesics -- including the - constant maps. -\end{theorem} - -\begin{proof} - We start by supposing that \(\gamma\) is a geodesic. Since \(\gamma\) is - smooth, - \[ - d E_\gamma X - = \int_0^1 - \left\langle \dot\gamma(t), \frac\nabla\dt X \right\rangle \; \dt - = \int_0^1 - \frac\dd\dt \langle \dot\gamma(t), X_t \rangle - - \left\langle \frac\nabla\dt \dot\gamma(t), X \right\rangle \; \dt - = \langle \dot\gamma(1), X_1 \rangle - \langle \dot\gamma(0), X_0 \rangle - \] - - Now if \(\gamma \in \Omega_{p q} M\) and \(X \in T_\gamma \Omega_{p q} M\) - then \(d E_\gamma X = \langle \dot\gamma(1), 0 \rangle - \langle - \dot\gamma(0), 0 \rangle = 0\). Likewise, if \(\gamma\) is a closed geodesic - and \(X \in T_\gamma \Lambda M\) we find \(d E_\gamma X = 0\) since - \(\dot\gamma(0) = \dot\gamma(1)\) and \(X_0 = X_1\). This establishes that - the geodesics are indeed critical points of the restrictions of \(E\). - - Suppose \(\gamma \in \Omega_{p q} M\) is a critical point of - \(E\!\restriction_{\Omega_{p q} M}\) and let \(Y, Z \in H^1(\gamma^* TM)\) be - such that - \begin{align*} - \frac\nabla\dt Y & = \partial \gamma & - Y_0 & = 0 & - \frac\nabla\dt Z & = 0 & - Z_1 & = Y_1 - \end{align*} - - Let \(X_t = Y_t - t Z_t\). Then \(X_0 = X_1 = 0\) and \(\frac\nabla\dt X = - \partial \gamma - Z\). Furthermore, - \[ - \langle Z, \partial \gamma - Z \rangle_0 - = \left\langle Z, \frac\nabla\dt X \right\rangle_0 - = \int_0^1 \frac\dd\dt \langle Z_t, X_t \rangle \; \dt - = \langle Z_1, X_1 \rangle - \langle Z_0, X_0 \rangle - = 0 - \] - and - \[ - 0 - = d E_\gamma X - = \left\langle \partial \gamma, \frac\nabla\dt X \right\rangle_0 - = \langle \partial \gamma, \partial \gamma - Z \rangle_0, - \] - which implies \(\norm{\partial \gamma - Z}_0^2 = 0\). In other words, - \(\partial \gamma = Z \in H^1(\gamma^* TM)\) and therefore \(\frac\nabla\dt - \dot\gamma(t) = \frac\nabla\dt Z = 0\) -- i.e. \(\gamma\) is a geodesic. - - Finally, if \(\gamma \in \Lambda M\) with \(\gamma(0) = \gamma(1) = p\) we - may apply the argument above to conclude that \(\gamma\) is a geodesic - joining \(p\) to \(q = p\). To see that \(\gamma\) is a closed geodesic apply - the same argument again for \(\eta(t) = \gamma(1 + \sfrac{1}{2})\) to - conclude that \(\dot\gamma(0) = \dot\eta(\sfrac{1}{2}) = \dot\gamma(1)\). -\end{proof} - -\subsection{Second Order Derivatives of \(E\)} - -\begin{definition} - Given a -- possibly infinite-dimensional -- Riemannian manifold \(N\) and a - smooth functional \(f : N \to \RR\), we call the symmetric tensor - \[ - d^2 f(X, Y) = \nabla d f (X, Y) = X Y f - df \nabla_X Y - \] - \emph{the Hessian of \(f\)}. -\end{definition} - -\begin{lemma} - Given a geodesic \(\gamma : I \to M\) with \(\gamma(0) = p\) and \(\gamma(1) - = q\) and a variation \(\{ \gamma_t \}_t\) of \(\gamma\) with variational - vector field \(X\), - \[ - \left.\frac{\dd^2}{\dt^2}\right|_{t = 0} E(\gamma_t) - = \int_0^1 \norm{\frac\nabla\dt X}^2 - - \langle R(X_t, \dot\gamma(t)) \dot\gamma(t), X_t \rangle \; \dt - \] -\end{lemma} - -\begin{theorem} - If \(\gamma \in \Omega_{p q} M\) is a critical point of \(E\) then - \begin{equation}\label{eq:second-variation-general} - (d^2 E\!\restriction_{\Omega_{p q} M})_\gamma(X, Y) - = \left\langle \frac\nabla\dt X, \frac\nabla\dt Y \right\rangle_0 - - \langle R_\gamma X, Y \rangle_0, - \end{equation} - where \(R_\gamma : H^1(\gamma^* TM) \to H^1(\gamma^* TM)\) is given by - \((R_\gamma X)_t = R(X_t, \dot\gamma(t)) \dot\gamma(t)\). Formula - (\ref{eq:second-variation-general}) also holds for critical points of \(E\) - in \(\Lambda M\). -\end{theorem} - -\begin{proof} - Given the symmetry of \(d^2 E\), it suffices to take \(X \in T_\gamma - \Omega_{p q} M\) and show - \[ - (d^2 E\!\restriction_{\Omega_{p q} M})(X, X) - = \norm{\frac\nabla\dt X}_0^2 - \langle R_\gamma X, X \rangle_0 - \] - - To that end, we fix a variation \(\{ \gamma_t \}_t\) of \(\gamma\) with fixed - endpoints and variational field \(X\) and compute - \[ - \begin{split} - (d^2 E\!\restriction_{\Omega_{p q} M})_\gamma(X, X) - & = \left.\frac{\dd^2}{\dt^2}\right|_{t = 0} E(\gamma_t) \\ - & = \int_0^1 \norm{\frac\nabla\dt X}^2 - - \langle R(X_t, \dot\gamma(t)) \dot\gamma(t), X_t \rangle \; \dt \\ - & = \norm{\frac\nabla\dt X}_0^2 - \langle R_\gamma X, X \rangle_0 - \end{split} - \] -\end{proof} - -\begin{lemma}\label{thm:inclusion-submnfds-is-compact} - Let \(\Omega_{p q}^0 M \subset C^0(I, M)\) be the space of curves joining - \(p\) to \(q\). Then the inclusion \(\Omega_{p q} M \longhookrightarrow - \Omega_{p q}^0 M\) is continuous and compact. Likewise, if \(\Lambda^0 M - \subset C^0(I, M)\) is the space of free loops then the inclusion \(\Lambda M - \longhookrightarrow \Lambda^0 M\) is continuous and compact. -\end{lemma} - -\begin{proposition} - Given a critical point \(\gamma\) of \(E\) in \(\Omega_{p q} M\), the - self-adjoint operator \(A_\gamma : T_\gamma \Omega_{p q} M \to T_\gamma - \Omega_{p q} M\) given by - \[ - \langle A_\gamma X, Y \rangle_1 - = \langle X, A_\gamma Y \rangle_1 - = d^2 E_\gamma(X, Y) - \] - has the form \(A_\gamma = \Id + K_\gamma\) where \(K_\gamma : T_\gamma - \Omega_{p q} M \to T_\gamma \Omega_{p q} M\) is a compact operator. The same - holds for \(\Lambda M\) if \(M\) is compact. -\end{proposition} - -\begin{proof} - Consider \(K_\gamma = - \left( \Id - \frac{\nabla^2}{\dt^2} \right)^{-1} - \circ (R_\gamma + \Id)\). We will show that \(K_\gamma\) is compact and - \(A_\gamma = \Id + K_\gamma\) for \(\gamma\) in both \(\Omega_{p q} M\) and - \(\Lambda M\) -- in which case assume \(M\) is compact. - - Let \(\gamma \in \Omega_{p q} M\) be a critical point. By - theorem~\ref{thm:critical-points-char-in-submanifolds} we know that - \(\gamma\) is a geodesic. Let \(X, Y \in \Gamma(\gamma^* TM)\) with \(X_0 = - X_1 = Y_0 = Y_1 = 0\). Then - \begin{equation}\label{eq:compact-partial-result} - \begin{split} - \langle X, Y \rangle_1 - & = \langle X, Y \rangle_0 - + \left\langle \frac\nabla\dt X, \frac\nabla\dt Y \right\rangle \\ - & = \langle X, Y \rangle_0 - + \int_0^1 - \left\langle \frac\nabla\dt X, \frac\nabla\dt Y \right\rangle - \; \dt \\ - & = \langle X, Y \rangle_0 - + \int_0^1 - \frac\dd\dt \langle X_t, Y_t \rangle - - \left\langle \frac{\nabla^2}{\dt^2} X, Y \right\rangle \; \dt \\ - & = \langle X, Y \rangle_0 - - \left\langle \frac{\nabla^2}{\dt^2} X, Y \right\rangle_0 - + \left.\langle X_t, Y_t \rangle\right|_{t = 0}^1 \\ - & = \left\langle - \left(\Id - \frac{\nabla^2}{\dt^2}\right) X, Y - \right\rangle_0 - \end{split} - \end{equation} - - Since \(\Gamma(\gamma^* TM) \subset H^1(\gamma^* TM)\) is dense, - (\ref{eq:compact-partial-result}) extends to all of \(T_\gamma \Omega_{p q} - M\). Hence given \(X, Y \in T_\gamma \Omega_{p q} M\) we have - \[ - \begin{split} - \langle A_\gamma X, Y \rangle_1 - & = \left\langle \frac\nabla\dt X, \frac\nabla\dt Y \right\rangle_0 - - \langle R_\gamma X, Y \rangle_0 \\ - & = \langle X, Y \rangle_1 - \langle X, Y \rangle_0 - - \langle R_\gamma X, Y \rangle_0 \\ - & = \langle X, Y \rangle_1 - \langle (\Id + R_\gamma) X, Y \rangle_0 \\ - & = \langle X, Y \rangle_1 - - \left\langle - \left( \Id - \frac{\nabla^2}{\dt^2} \right)^{-1} - \circ (\Id + R_\gamma) X, Y - \right\rangle_1 \\ - & = \langle X, Y \rangle_1 + \langle K_\gamma X, Y \rangle_1 \\ - \end{split} - \] - - Now consider a critical point \(\gamma \in \Lambda M\) -- i.e. a closed - geodesic. Equation (\ref{eq:compact-partial-result}) also holds for \(X, Y - \in \Gamma(\gamma^* TM)\) with \(X_0 = X_1\) and \(Y_0 = Y_1\), so it holds - for all \(X, Y \in T_\gamma \Lambda M\). Hence by applying the same argument - we get \(\langle A_\gamma X, Y \rangle_1 = \langle (\Id + K_\gamma) X, Y - \rangle_1\). - - As for the compactness of \(K_\gamma\) in the case of \(\Omega_{p q} M\), - from (\ref{eq:compact-partial-result}) we get \(\norm{K_\gamma X}_1^2 = - - \langle (\Id + R_\gamma) X, K_\gamma X \rangle_0\), so that - \begin{equation}\label{eq:compact-operator-quota} - \norm{K_\gamma X}_1^2 - \le \norm{\Id + R_\gamma} \cdot \norm{K_\gamma X}_\infty \cdot \norm{X}_0 - \le \sqrt{2} \norm{\Id + R_\gamma} \cdot \norm{K_\gamma X}_1 - \cdot \norm{X}_0 - \end{equation} - - Given a bounded sequence \((X_n)_n \subset \Omega_{p q} M\), it follow from - lemma~\ref{thm:inclusion-submnfds-is-compact} that \((X_n)_n\) - is relatively compact as a \(C^0\)-sequence. From - (\ref{eq:compact-operator-quota}) we then get that \((K_\gamma X_n)_n\) is - relatively compact as an \(H^1\)-sequence, as desired. The same argument - holds for \(\Lambda M\) if \(M\) is compact -- so that we can once more apply - lemma~\ref{thm:inclusion-submnfds-is-compact}. - -\end{proof} - -\begin{corollary} - Given a critical point \(\gamma\) of \(E\!\restriction_{\Omega_{p q} M}\), - \(A_\gamma\) has either finitely many eigenvalues including \(1\) or - infinitely many eigenvalues not equal to \(1\), in which case the only - accumulation point of the set of eigenvalues of \(A_\gamma\) is \(1\) and - \(1\) is a spectral value but not an eigenvalue. In particular, there is an - orthogonal decomposition - \[ - T_\gamma \Omega_{p q} M - = T_\gamma^- \Omega_{p q} M - \oplus T_\gamma^0 \Omega_{p q} M - \oplus T_\gamma^+ \Omega_{p q} M, - \] - where \(T_\gamma^- \Omega_{p q} M\) is the finite-dimensional subspace - spanned by eigenvectors with negative eigenvalues, \(T_\gamma^0 \Omega_{p q} - M = \ker A_\gamma\) and \(T_\gamma^+ \Omega_{p q} M\) is the proper Hilbert - subspace spanned by eigenvectors with positive eigenvalues. The same holds - for critical points \(\gamma\) of \(E\!\restriction_{\Lambda M}\) and - \(T_\gamma \Lambda M\). -\end{corollary} - -\begin{definition} - Given a critical point \(\gamma\) of \(E\!\restriction_{\Omega_{p q} M}\) we - call the number \(\dim T_\gamma^- \Omega_{p q} M\) \emph{the \(\Omega\)-index - of \(\gamma\)}. Likewise, we call \(\dim T_\gamma^- \Lambda M\) for a - critical point \(\gamma\) of \(E\!\restriction_{\Lambda M}\) \emph{the - \(\Lambda\)-index of \(\gamma\)}. Whenever the submanifold \(\gamma\) lies in - is clear from context we refer to the \(\Omega\)-index or the - \(\Lambda\)-index of \(\gamma\) simply by \emph{the index of \(\gamma\)}. -\end{definition} - -Morse's index theorem: - -\begin{theorem}[Morse] - Let \(\gamma \in \Omega_{p q} M\) be a critical point of \(E\). Then the - index of \(\gamma\) is given of the sum of the multiplicities of the - proper conjugate points of \(\gamma\) in the interior of \(I\). -\end{theorem} - -Consequence: - -% TODO: Sketch a proof -\begin{theorem}[Jacobi-Darboux] - Let \(\gamma \in \Omega_{p q} M\) be a critical point of \(E\). - \begin{enumerate} - \item If there are no conjugate points of \(\gamma\) then there exists a - neighborhood \(U \subset \Omega_{p q} M\) of \(\gamma\) such that - \(E(\eta) > E(\gamma)\) and \(\ell(\eta) > \ell(\gamma)\) for all \(\eta - \in U\) with \(\eta \ne 0\). - - \item Let \(k > 0\) be the sum of the multiplicities of the conjugate - points of \(\gamma\) in the interior of \(I\). Then there exists an - immersion - \[ - i : B^k \to \Omega_{p q} M - \] - of the unit ball \(B^k = \{v \in \RR^k : \norm{v} < 1\}\) with \(F(0) = - \gamma\), \(E(i(v)) < E(\gamma)\) and \(\ell(i(v)) < \ell(\gamma)\) for - all \(v \in B^k \setminus \{ 0 \}\). - \end{enumerate} -\end{theorem}
diff --git /dev/null b/sections/applications.tex @@ -0,0 +1,414 @@ +\section{Applications to the Calculus of Variations}\label{sec:aplications} + +As promised, in this section we will apply our understanding of the structure +of \(H^1(I, M)\) to the calculus of variations, and in particular to the +geodesics problem. The first thing we should point out that most of the results +we'll discuss in the following are minor refinements to the classical theory. +Instead, the value of the theory we will develop in here lies in its conceptual +simplicity: instead of relying in ad-hoc methods we can now use the +standard tools of calculus to study the critical points of the energy +functional \(E\). + +\begin{theorem} + The energy functional + \begin{align*} + E : H^1(I, M) & \to \RR \\ + \gamma & \mapsto \frac{1}{2} \norm{\partial \gamma}_0 + \end{align*} + is smooth and \(d E_\gamma X = \left\langle \partial \gamma, \frac\nabla\dt X + \right\rangle_0\). +\end{theorem} + +\begin{proof} + The fact that \(E\) is smooth should be clear from the smoothness of + \(\partial\) and \(\norm\cdot_0\). Furthermore, from the definition of + \(\frac\nabla\dt\) we have + \[ + \begin{split} + \left\langle \partial \gamma, \frac\nabla\dt X \right\rangle_0 + & = + \left\langle + \partial \gamma, (\nabla_X^0 \partial)_\gamma + \right\rangle_0 \\ + & = \tilde X \langle \partial \gamma, \partial \gamma \rangle - + \left\langle + \partial (\nabla_X^0 \partial)_\gamma, \partial \gamma + \right\rangle_0 \\ + & = 2 \tilde X E(\gamma) - + \left\langle \frac\nabla\dt X, \partial \gamma \right\rangle_0 \\ + & = 2 d E_\gamma X - + \left\langle \partial \gamma, \frac\nabla\dt X \right\rangle_0 + \end{split} + \] + where \(\tilde X \in \mathfrak{X}(H^1(I, M))\) is any vector field with + \(\tilde X_\gamma = X\). +\end{proof} + +\begin{definition} + Given \(\gamma \in H^1(I, M)\), a variation \(\{ \gamma_t \}_t\) of + \(\gamma\) is a smooth curve \(\gamma_\cdot : (-\epsilon, \epsilon) \to + H^1(I, M)\) with \(\gamma_0 = \gamma\). We call the vector + \(\left.\frac\dd\dt\right|_{t = 0} \gamma_t \in H^1(\gamma^* TM)\) \emph{the + variational vector field of \(\{ \gamma_t \}_t\)}. +\end{definition} + +% TODO: Add a comment beforehand stating that this follows from the chain rule +% and the compatibility with the metric +\begin{corollary} + Given a piece-wise smooth curve \(\gamma : I \to M\) with + \(\gamma\!\restriction_{[t_i, t_{i + 1}]}\) smooth and a variation \(\{ + \gamma_t \}_t\) of \(\gamma\) with variational vector field \(X\) we have + \[ + \left.\frac\dd\dt\right|_{t = 0} E(\gamma_t) + = \sum_i + \left. \langle \dot\gamma(t), X_t \rangle\right|_{t = t_i}^{t_{i + 1}} + - \int_0^1 \left\langle \frac\nabla\dt \dot\gamma(t), X_t \right\rangle + \; \dt + \] +\end{corollary} + +\begin{corollary} + The only critical points of \(E\) in \(H^1(I, M)\) are the constant curves. +\end{corollary} + +\begin{proof} + Clearly every constant curve is a critical point. On the other hand, if + \(\gamma \in H^1(I, M)\) is such that \(\left\langle \partial \gamma, + \frac\nabla\dt X \right\rangle_0 = d E_\gamma X = 0\) for all \(X \in + H^1(\gamma^* TM)\) then \(\partial \gamma = 0\) and therefore \(\gamma\) is + constant. +\end{proof} + +\subsection{The Critical Points of \(E\)} + +\begin{lemma} + The maps \(\sigma, \tau: H^1(I, M) \to M\) with \(\sigma(\gamma) = + \gamma(0)\) and \(\tau(\gamma) = \gamma(1)\) are submersions. +\end{lemma} + +\begin{proof} + To see that \(\sigma\) and \(\tau\) are smooth it suffices to observe that their + local representation in \(U_\gamma\) for \(\gamma \in {C'}^\infty(I, M)\) is + given by the maps + \begin{align*} + U \subset H^1(W_\gamma) & \to T_{\gamma(0)} M & + U \subset H^1(W_\gamma) & \to T_{\gamma(1)} M \\ + X & \mapsto X_0 & + X & \mapsto X_1 + \end{align*} + which are indeed smooth functions. This local representation also shows that + \begin{align*} + d\sigma_\gamma : H^1(\gamma^* TM) & \to T_{\gamma(0)} M & + d\tau_\gamma : H^1(\gamma^* TM) & \to T_{\gamma(1)} M \\ + X & \mapsto X_0 & + X & \mapsto X_1 + \end{align*} + are surjective maps for all \(\gamma \in H^1(\gamma^* TM)\). +\end{proof} + +\begin{theorem} + The subspace \(\Omega_{p q} M \subset H^1(I, M)\) of curves joining \(p, q + \in M\) is a submanifold whose tangent space \(T_\gamma \Omega_{p q} M\) is + the subspace of \(H^1(\gamma^* TM)\) consisting of class \(H^1\) vector fields + \(X\) along \(\gamma\) with \(X_0 = X_1 = 0\). Likewise, the space \(\Lambda + M \subset H^1(I, M)\) of free loops is a submanifold whose tangent at + \(\gamma\) is given by all \(X \in H^1(\gamma^* TM)\) with \(X_0 = X_1\). +\end{theorem} + +\begin{proof} + To see that this are submanifolds, it suffices to note that \(\Omega_{p q} + M\) and \(\Lambda M\) are the inverse images of the closed submanifolds + \(\{(p, q)\}, \{(p, p) : p \in M\} \subset M \times M\) under the submersion + \((\sigma, \tau) : H^1(I, M) \to M \times M\). + + The characterization of their tangent bundles should also be clear: any curve + \((-\epsilon, \epsilon) \to H^1(I, M)\) passing through \(\gamma \in + \Omega_{p q} M\) whose image is contained in \(\Omega_{p q} M\) is a + variation of \(\gamma\) with fixed endpoints, so its variational vector field + \(X\) satisfies \(X_0 = X_1 = 0\). Likewise, any variation of a loop \(\gamma + \in \Lambda M\) trough loops -- i.e. a curve \((-\epsilon, \epsilon) \to + \Lambda M\) passing through \(\gamma\) -- satisfies \(X_0 = X_1\). +\end{proof} + +\begin{theorem}\label{thm:critical-points-char-in-submanifolds} + The critical points of \(E\!\restriction_{\Omega_{p q} M}\) are precisely the + geodesics joining \(p\) and \(q\). The critical points of + \(E\!\restriction_{\Lambda M}\) are the closed geodesics -- including the + constant maps. +\end{theorem} + +\begin{proof} + We start by supposing that \(\gamma\) is a geodesic. Since \(\gamma\) is + smooth, + \[ + d E_\gamma X + = \int_0^1 + \left\langle \dot\gamma(t), \frac\nabla\dt X \right\rangle \; \dt + = \int_0^1 + \frac\dd\dt \langle \dot\gamma(t), X_t \rangle - + \left\langle \frac\nabla\dt \dot\gamma(t), X \right\rangle \; \dt + = \langle \dot\gamma(1), X_1 \rangle - \langle \dot\gamma(0), X_0 \rangle + \] + + Now if \(\gamma \in \Omega_{p q} M\) and \(X \in T_\gamma \Omega_{p q} M\) + then \(d E_\gamma X = \langle \dot\gamma(1), 0 \rangle - \langle + \dot\gamma(0), 0 \rangle = 0\). Likewise, if \(\gamma\) is a closed geodesic + and \(X \in T_\gamma \Lambda M\) we find \(d E_\gamma X = 0\) since + \(\dot\gamma(0) = \dot\gamma(1)\) and \(X_0 = X_1\). This establishes that + the geodesics are indeed critical points of the restrictions of \(E\). + + Suppose \(\gamma \in \Omega_{p q} M\) is a critical point of + \(E\!\restriction_{\Omega_{p q} M}\) and let \(Y, Z \in H^1(\gamma^* TM)\) be + such that + \begin{align*} + \frac\nabla\dt Y & = \partial \gamma & + Y_0 & = 0 & + \frac\nabla\dt Z & = 0 & + Z_1 & = Y_1 + \end{align*} + + Let \(X_t = Y_t - t Z_t\). Then \(X_0 = X_1 = 0\) and \(\frac\nabla\dt X = + \partial \gamma - Z\). Furthermore, + \[ + \langle Z, \partial \gamma - Z \rangle_0 + = \left\langle Z, \frac\nabla\dt X \right\rangle_0 + = \int_0^1 \frac\dd\dt \langle Z_t, X_t \rangle \; \dt + = \langle Z_1, X_1 \rangle - \langle Z_0, X_0 \rangle + = 0 + \] + and + \[ + 0 + = d E_\gamma X + = \left\langle \partial \gamma, \frac\nabla\dt X \right\rangle_0 + = \langle \partial \gamma, \partial \gamma - Z \rangle_0, + \] + which implies \(\norm{\partial \gamma - Z}_0^2 = 0\). In other words, + \(\partial \gamma = Z \in H^1(\gamma^* TM)\) and therefore \(\frac\nabla\dt + \dot\gamma(t) = \frac\nabla\dt Z = 0\) -- i.e. \(\gamma\) is a geodesic. + + Finally, if \(\gamma \in \Lambda M\) with \(\gamma(0) = \gamma(1) = p\) we + may apply the argument above to conclude that \(\gamma\) is a geodesic + joining \(p\) to \(q = p\). To see that \(\gamma\) is a closed geodesic apply + the same argument again for \(\eta(t) = \gamma(1 + \sfrac{1}{2})\) to + conclude that \(\dot\gamma(0) = \dot\eta(\sfrac{1}{2}) = \dot\gamma(1)\). +\end{proof} + +\subsection{Second Order Derivatives of \(E\)} + +\begin{definition} + Given a -- possibly infinite-dimensional -- Riemannian manifold \(N\) and a + smooth functional \(f : N \to \RR\), we call the symmetric tensor + \[ + d^2 f(X, Y) = \nabla d f (X, Y) = X Y f - df \nabla_X Y + \] + \emph{the Hessian of \(f\)}. +\end{definition} + +\begin{lemma} + Given a geodesic \(\gamma : I \to M\) with \(\gamma(0) = p\) and \(\gamma(1) + = q\) and a variation \(\{ \gamma_t \}_t\) of \(\gamma\) with variational + vector field \(X\), + \[ + \left.\frac{\dd^2}{\dt^2}\right|_{t = 0} E(\gamma_t) + = \int_0^1 \norm{\frac\nabla\dt X}^2 + - \langle R(X_t, \dot\gamma(t)) \dot\gamma(t), X_t \rangle \; \dt + \] +\end{lemma} + +\begin{theorem} + If \(\gamma \in \Omega_{p q} M\) is a critical point of \(E\) then + \begin{equation}\label{eq:second-variation-general} + (d^2 E\!\restriction_{\Omega_{p q} M})_\gamma(X, Y) + = \left\langle \frac\nabla\dt X, \frac\nabla\dt Y \right\rangle_0 + - \langle R_\gamma X, Y \rangle_0, + \end{equation} + where \(R_\gamma : H^1(\gamma^* TM) \to H^1(\gamma^* TM)\) is given by + \((R_\gamma X)_t = R(X_t, \dot\gamma(t)) \dot\gamma(t)\). Formula + (\ref{eq:second-variation-general}) also holds for critical points of \(E\) + in \(\Lambda M\). +\end{theorem} + +\begin{proof} + Given the symmetry of \(d^2 E\), it suffices to take \(X \in T_\gamma + \Omega_{p q} M\) and show + \[ + (d^2 E\!\restriction_{\Omega_{p q} M})(X, X) + = \norm{\frac\nabla\dt X}_0^2 - \langle R_\gamma X, X \rangle_0 + \] + + To that end, we fix a variation \(\{ \gamma_t \}_t\) of \(\gamma\) with fixed + endpoints and variational field \(X\) and compute + \[ + \begin{split} + (d^2 E\!\restriction_{\Omega_{p q} M})_\gamma(X, X) + & = \left.\frac{\dd^2}{\dt^2}\right|_{t = 0} E(\gamma_t) \\ + & = \int_0^1 \norm{\frac\nabla\dt X}^2 + - \langle R(X_t, \dot\gamma(t)) \dot\gamma(t), X_t \rangle \; \dt \\ + & = \norm{\frac\nabla\dt X}_0^2 - \langle R_\gamma X, X \rangle_0 + \end{split} + \] +\end{proof} + +\begin{lemma}\label{thm:inclusion-submnfds-is-compact} + Let \(\Omega_{p q}^0 M \subset C^0(I, M)\) be the space of curves joining + \(p\) to \(q\). Then the inclusion \(\Omega_{p q} M \longhookrightarrow + \Omega_{p q}^0 M\) is continuous and compact. Likewise, if \(\Lambda^0 M + \subset C^0(I, M)\) is the space of free loops then the inclusion \(\Lambda M + \longhookrightarrow \Lambda^0 M\) is continuous and compact. +\end{lemma} + +\begin{proposition} + Given a critical point \(\gamma\) of \(E\) in \(\Omega_{p q} M\), the + self-adjoint operator \(A_\gamma : T_\gamma \Omega_{p q} M \to T_\gamma + \Omega_{p q} M\) given by + \[ + \langle A_\gamma X, Y \rangle_1 + = \langle X, A_\gamma Y \rangle_1 + = d^2 E_\gamma(X, Y) + \] + has the form \(A_\gamma = \Id + K_\gamma\) where \(K_\gamma : T_\gamma + \Omega_{p q} M \to T_\gamma \Omega_{p q} M\) is a compact operator. The same + holds for \(\Lambda M\) if \(M\) is compact. +\end{proposition} + +\begin{proof} + Consider \(K_\gamma = - \left( \Id - \frac{\nabla^2}{\dt^2} \right)^{-1} + \circ (R_\gamma + \Id)\). We will show that \(K_\gamma\) is compact and + \(A_\gamma = \Id + K_\gamma\) for \(\gamma\) in both \(\Omega_{p q} M\) and + \(\Lambda M\) -- in which case assume \(M\) is compact. + + Let \(\gamma \in \Omega_{p q} M\) be a critical point. By + theorem~\ref{thm:critical-points-char-in-submanifolds} we know that + \(\gamma\) is a geodesic. Let \(X, Y \in \Gamma(\gamma^* TM)\) with \(X_0 = + X_1 = Y_0 = Y_1 = 0\). Then + \begin{equation}\label{eq:compact-partial-result} + \begin{split} + \langle X, Y \rangle_1 + & = \langle X, Y \rangle_0 + + \left\langle \frac\nabla\dt X, \frac\nabla\dt Y \right\rangle \\ + & = \langle X, Y \rangle_0 + + \int_0^1 + \left\langle \frac\nabla\dt X, \frac\nabla\dt Y \right\rangle + \; \dt \\ + & = \langle X, Y \rangle_0 + + \int_0^1 + \frac\dd\dt \langle X_t, Y_t \rangle - + \left\langle \frac{\nabla^2}{\dt^2} X, Y \right\rangle \; \dt \\ + & = \langle X, Y \rangle_0 + - \left\langle \frac{\nabla^2}{\dt^2} X, Y \right\rangle_0 + + \left.\langle X_t, Y_t \rangle\right|_{t = 0}^1 \\ + & = \left\langle + \left(\Id - \frac{\nabla^2}{\dt^2}\right) X, Y + \right\rangle_0 + \end{split} + \end{equation} + + Since \(\Gamma(\gamma^* TM) \subset H^1(\gamma^* TM)\) is dense, + (\ref{eq:compact-partial-result}) extends to all of \(T_\gamma \Omega_{p q} + M\). Hence given \(X, Y \in T_\gamma \Omega_{p q} M\) we have + \[ + \begin{split} + \langle A_\gamma X, Y \rangle_1 + & = \left\langle \frac\nabla\dt X, \frac\nabla\dt Y \right\rangle_0 + - \langle R_\gamma X, Y \rangle_0 \\ + & = \langle X, Y \rangle_1 - \langle X, Y \rangle_0 + - \langle R_\gamma X, Y \rangle_0 \\ + & = \langle X, Y \rangle_1 - \langle (\Id + R_\gamma) X, Y \rangle_0 \\ + & = \langle X, Y \rangle_1 + - \left\langle + \left( \Id - \frac{\nabla^2}{\dt^2} \right)^{-1} + \circ (\Id + R_\gamma) X, Y + \right\rangle_1 \\ + & = \langle X, Y \rangle_1 + \langle K_\gamma X, Y \rangle_1 \\ + \end{split} + \] + + Now consider a critical point \(\gamma \in \Lambda M\) -- i.e. a closed + geodesic. Equation (\ref{eq:compact-partial-result}) also holds for \(X, Y + \in \Gamma(\gamma^* TM)\) with \(X_0 = X_1\) and \(Y_0 = Y_1\), so it holds + for all \(X, Y \in T_\gamma \Lambda M\). Hence by applying the same argument + we get \(\langle A_\gamma X, Y \rangle_1 = \langle (\Id + K_\gamma) X, Y + \rangle_1\). + + As for the compactness of \(K_\gamma\) in the case of \(\Omega_{p q} M\), + from (\ref{eq:compact-partial-result}) we get \(\norm{K_\gamma X}_1^2 = - + \langle (\Id + R_\gamma) X, K_\gamma X \rangle_0\), so that + \begin{equation}\label{eq:compact-operator-quota} + \norm{K_\gamma X}_1^2 + \le \norm{\Id + R_\gamma} \cdot \norm{K_\gamma X}_\infty \cdot \norm{X}_0 + \le \sqrt{2} \norm{\Id + R_\gamma} \cdot \norm{K_\gamma X}_1 + \cdot \norm{X}_0 + \end{equation} + + Given a bounded sequence \((X_n)_n \subset \Omega_{p q} M\), it follow from + lemma~\ref{thm:inclusion-submnfds-is-compact} that \((X_n)_n\) + is relatively compact as a \(C^0\)-sequence. From + (\ref{eq:compact-operator-quota}) we then get that \((K_\gamma X_n)_n\) is + relatively compact as an \(H^1\)-sequence, as desired. The same argument + holds for \(\Lambda M\) if \(M\) is compact -- so that we can once more apply + lemma~\ref{thm:inclusion-submnfds-is-compact}. + +\end{proof} + +\begin{corollary} + Given a critical point \(\gamma\) of \(E\!\restriction_{\Omega_{p q} M}\), + \(A_\gamma\) has either finitely many eigenvalues including \(1\) or + infinitely many eigenvalues not equal to \(1\), in which case the only + accumulation point of the set of eigenvalues of \(A_\gamma\) is \(1\) and + \(1\) is a spectral value but not an eigenvalue. In particular, there is an + orthogonal decomposition + \[ + T_\gamma \Omega_{p q} M + = T_\gamma^- \Omega_{p q} M + \oplus T_\gamma^0 \Omega_{p q} M + \oplus T_\gamma^+ \Omega_{p q} M, + \] + where \(T_\gamma^- \Omega_{p q} M\) is the finite-dimensional subspace + spanned by eigenvectors with negative eigenvalues, \(T_\gamma^0 \Omega_{p q} + M = \ker A_\gamma\) and \(T_\gamma^+ \Omega_{p q} M\) is the proper Hilbert + subspace spanned by eigenvectors with positive eigenvalues. The same holds + for critical points \(\gamma\) of \(E\!\restriction_{\Lambda M}\) and + \(T_\gamma \Lambda M\). +\end{corollary} + +\begin{definition} + Given a critical point \(\gamma\) of \(E\!\restriction_{\Omega_{p q} M}\) we + call the number \(\dim T_\gamma^- \Omega_{p q} M\) \emph{the \(\Omega\)-index + of \(\gamma\)}. Likewise, we call \(\dim T_\gamma^- \Lambda M\) for a + critical point \(\gamma\) of \(E\!\restriction_{\Lambda M}\) \emph{the + \(\Lambda\)-index of \(\gamma\)}. Whenever the submanifold \(\gamma\) lies in + is clear from context we refer to the \(\Omega\)-index or the + \(\Lambda\)-index of \(\gamma\) simply by \emph{the index of \(\gamma\)}. +\end{definition} + +Morse's index theorem: + +\begin{theorem}[Morse] + Let \(\gamma \in \Omega_{p q} M\) be a critical point of \(E\). Then the + index of \(\gamma\) is given of the sum of the multiplicities of the + proper conjugate points of \(\gamma\) in the interior of \(I\). +\end{theorem} + +Consequence: + +% TODO: Sketch a proof +\begin{theorem}[Jacobi-Darboux] + Let \(\gamma \in \Omega_{p q} M\) be a critical point of \(E\). + \begin{enumerate} + \item If there are no conjugate points of \(\gamma\) then there exists a + neighborhood \(U \subset \Omega_{p q} M\) of \(\gamma\) such that + \(E(\eta) > E(\gamma)\) and \(\ell(\eta) > \ell(\gamma)\) for all \(\eta + \in U\) with \(\eta \ne 0\). + + \item Let \(k > 0\) be the sum of the multiplicities of the conjugate + points of \(\gamma\) in the interior of \(I\). Then there exists an + immersion + \[ + i : B^k \to \Omega_{p q} M + \] + of the unit ball \(B^k = \{v \in \RR^k : \norm{v} < 1\}\) with \(F(0) = + \gamma\), \(E(i(v)) < E(\gamma)\) and \(\ell(i(v)) < \ell(\gamma)\) for + all \(v \in B^k \setminus \{ 0 \}\). + \end{enumerate} +\end{theorem}