\documentclass[twoside]{article} \usepackage{amsfonts} % used for R in Real numbers \pagestyle{myheadings} \markboth{ Multichain-type solutions for Hamiltonian systems } { Paul H. Rabinowitz \& Vittorio Coti Zelati} \begin{document} \setcounter{page}{223} \title{\vspace{-1in}\parbox{\linewidth}{\footnotesize\noindent Nonlinear Differential Equations, \newline Electron. J. Diff. Eqns., Conf. 05, 2000, pp. 223--235\newline http://ejde.math.swt.edu or http://ejde.math.unt.edu \newline ftp ejde.math.swt.edu or ejde.math.unt.edu (login: ftp)} \vspace{\bigskipamount} \\ % Multichain-type solutions for \\ Hamiltonian systems % \thanks{ {\em Mathematics Subject Classifications:} 34C37, 37J45, 37J50, 58E99. \hfil\break\indent {\em Key words:} multichain solutions, Hamiltonian systems, minimization methods. \hfil\break\indent \copyright 2000 Southwest Texas State University. \hfil\break\indent Published October 25, 2000. \hfil\break\indent (V.C.Z.) was supported by MURST, Programma di richerca scientifica di interesse nazionale \hfil\break\indent ``Methode Variazionali e Equazioni Differenziali Nonlineari'' \hfill\break\indent (P.H.R.) was supported by the NSF under grant MCS8110556 } } \date{} \author{ Paul H. Rabinowitz \& Vittorio Coti Zelati \\ [12pt] {\em Dedicated to Alan Lazer} \\ {\em on his 60th birthday }} \maketitle \begin{abstract} The existence of basic and more complicated multichain heteroclinic solutions is established for a class of forced slowly oscillating Hamiltonian systems. Constrained minimization arguments are the key tool in obtaining the results. \end{abstract} \newtheorem{theorem}{Theorem}[section] \newtheorem{lemma}[theorem]{Lemma} \newtheorem{proposition}[theorem]{Proposition} \newtheorem{corollary}[theorem]{Corollary} \newtheorem{remark}[theorem]{Remark} \renewcommand{\theequation}{\thesection.\arabic{equation}} \catcode`@=11 \@addtoreset{equation}{section} \catcode`@=12 \section{Introduction} Consider the Hamiltonian system \begin{equation} \label{HS} \ddot q+V_q(t,q)=0\,, \end{equation} where $q=(q_1,\ldots ,q_n)\in{\mathbb R}^n$ and $V$ satisfies \begin{description} \item{(V$_1$)} $ V\in C^2 ({\mathbb R}\times {\mathbb R}^n, {\mathbb R})$, is $1$-periodic in $t$ and $1$-periodic in $q_i$, $1\le i\le n$; \item{(V$_2$)} $V(t,0)=0>V(t,x)$ with $x\in{\mathbb R}^n\backslash {\mathbb Z}^n$. \end{description} This system was studied by Strobel \cite{s1} who proved the following: \begin{description} \item{(a)} For each $\xi\in{\mathbb Z}^n$, there is an $\eta\in{\mathbb Z}^n\backslash\{\xi\}$ and a solution $Q$ of (\ref{HS}) heteroclinic from $\xi$ to $\eta$, i.e. $Q(-\infty )=\xi$ and $Q(\infty )=\eta$ \item{(b)} For each $\xi\not=\eta\in{\mathbb Z}^n$, there is a heteroclinic chain of solutions of (\ref{HS}) joining $\xi$ and $\eta$, i.e.\ there exist $\xi_0=\xi$, $\xi_1,\ldots ,\xi_k=\eta$ and solutions $Q_i$ of (\ref{HS}) heteroclinic from $\xi_{i-1}$ to $\xi_i$, $1\le i\le k$. \end{description} Earlier versions of (a) and (b) when $V=V(x)$ were obtained in \cite{r1,r3,b4}. More recently, Bertotti and Montecchiari \cite{b3} have treated (\ref{HS}) where $V(t,x)=a(t)W(x)$ with $W$ satisfying (V$_1$)--(V$_2$) and $a$ almost periodic in $t$. They also find infinitely many heteroclinic solutions of (\ref{HS}) but without a nondegeneracy condition as in \cite{s1}, they cannot make as precise existence statements as \cite{s1}. In his setting, under a further nondegeneracy condition involving the functions $Q_i$ in (b), Strobel proved that in fact there exist infinitely many solutions of (\ref{HS}) heteroclinic from $\xi$ to $\eta$ which are near the chain $Q_1,\ldots ,Q_k$ and are distinguished by the amount of time they spend near $Q_1(\infty ), \ldots ,Q_{k-1}(\infty )$. In this paper, results related to \cite{s1} will be proved for two classes of potentials that are of a more restricted form than $V(t,x)$, namely $a(t)W(x)$. However $a(t)$ is not necessarily periodic in $t$ and unlike \cite{s1}, no nondegeneracy conditions will be required. The function $W$ satisfies the time independent version of (V$_1$)--(V$_2$): \begin{description} \item{(W$_1$)} $W\in C^2({\mathbb R}^n, {\mathbb R})$ is $1$-periodic in $q_i$, and $1\le i\le n$; \item{(W$_2$)} $W(0)=0>W(x)$ with $x\in{\mathbb R}^n\backslash{\mathbb Z}^n$. \end{description} \noindent For the first class of potentials, roughly speaking, $a(t)$ is nearly constant near a sequence of its local maxima and minima which are sufficiently far apart. This will be made precise in \S2. For example if $a(t)$ is $1$-periodic, continuous, positive, and non-constant, for all small $\epsilon>0$, $a(\epsilon t)W(x)$ will be an allowable potential. A second class of potentials are of the form $(\alpha_1(\epsilon t)+\alpha_2(t))W(x)$ where $\alpha_1, \alpha_2$ are e.g.\ each like the $a$ just described. Bolotin and MacKay \cite{b6} have recently studied multichain type solutions for a class of slowly oscillating problems in a setting that is more general than ours in some ways but less general in particular in $t$ dependence. Their approach involves a mixture of analytical and minimization arguments. In very recent work, Alessio, Bertotti, and Montecchiari \cite{a4} studied a generalization of \cite{b3} and also showed that by perturbing such a situation by a term of the form $\alpha (\epsilon t)W(x)$ with $\alpha$ almost periodic and $\epsilon$ small, they get solutions of multichain type. Although there is some intersection with this paper, the point of view taken here is quite different from that of \cite{a4}. For other related results in a small perturbation setting, see Ambrosetti and Badiale \cite{a1}, Ambrosetti and Berti \cite{a3}, Berti \cite{b1}, Berti and Bolle \cite{b2}. It is also worth noting that there has been a considerable amount of work in a PDE setting on standing wave solutions for nonlinear Schr\"odinger equations which have slowly oscillating spacially dependent potentials. See e.g.\ Floer and Weinstein \cite{f1}, Oh \cite{o1}, Thandi \cite{t1}, del~Pino and Felmer \cite{d1}, and Ambrosetti, Badiale, and Cingolani \cite{a2} to mention a few. In \S2, the existence of basic heteroclinic solutions will be established. The existence of heteroclinics near finite chains of basic solutions will be given in \S3. Some simple observations then yield the case of solutions of infinite chain type. The proofs involve elementary minimization and comparison arguments. \section{Basic heteroclinic solutions} In this section, the existence of basic heteroclinic orbits will be established. To begin, let $$ {\mathcal A} =\{ a\in C({\mathbb R}, {\mathbb R})\mid 0<\underline a\le a(t)\le \overline a<\infty\} $$ where $\underline a <\overline a$. Our first goal is to find a solution of (\ref{HS}) heteroclinic from $0$ to some $\xi\in{\mathbb R}^n\backslash\{ 0\}$. Choose $r>0$ which is small compared to $1\equiv \inf\{ |\xi_i-\xi_j|\mid \xi_i\not= \xi_j\in{\mathbb Z}^n\}$, i.e.\ $r\ll 1$. A further condition will be imposed on $r$ later. Let $B_r(z)$ denote an open ball of radius $r$ about $z\in{\mathbb R}^n$. Let $b_10$ and $t_1=t_1(\rho )\in [b_1-\omega ,b_1]$ such that $Q(t_1)\in \overline B_\rho (0)$. Moreover $\omega$ can be chosen independently of $a\in{\mathcal A}$. \end{lemma} \paragraph{Proof:} Since $Q(-\infty )=0$, $Q(t)\in B_\rho (0)$ for $t$ near $-\infty$. The point is to find $\omega$ independently of $a\in{\mathcal A}$. Let $\eta\in{\mathbb Z}^n\backslash \{ 0\}$ and define \begin{equation} \label{2.5} R(t)=\cases{0 & if $t\le b_1$, \cr (t-b_1)\eta & if $b_1\le t\le b_1+1$,\cr \eta & if $t\ge b_1+1$.} \end{equation} Then $R$ belongs to $\Gamma$, so \begin{equation} \label{2.6} c=I(Q)\le I(R)\equiv M\,. \end{equation} Set \begin{equation} \label{2.7} \beta (\rho )=\inf_{|x-{\mathbb Z}^n|\ge\rho} -W(x)\,. \end{equation} By (W$_1$)--(W$_2$), $\beta (\rho )>0$. If $|Q(t)|>\rho$ in $[b_1- \omega , b_1]$, by (\ref{2.6})--(\ref{2.7}), $$ M\ge I(\varphi )\ge\int^{b_1}_{b_1-\omega} -a(t)W(Q)dt\ge\underline a\beta (\rho )\omega\,. $$ Thus the Lemma holds for any $\omega >M(\underline a\beta (\rho ))^{-1}$. \begin{corollary} \label{c2.9} There is a $t_2=t_2(\rho )\in [b_2, b_2+\omega ]$ such that $Q(b_2)\in\overline B_\rho (\xi )$. \end{corollary} \paragraph{Proof:} As in Lemma \ref{l2.4}. After obtaining $t_1$, we define \begin{equation} \label{2.10} P(t)=\cases{ 0 & if $t\le t_1-1$, \cr (t-(t_1-1))Q(t_1) & if $t_1-1\le t\le t_1$,\cr Q(t) & if $t\ge t_1$.} \end{equation} Then $P\in\Gamma (b_1, b_2)$ so $I(Q)\le I(P)$ and in particular by (\ref{2.10}), \begin{equation} \label{2.11} \int^{t_1}_{-\infty} L(Q)dt\le\int^{t_1}_{-\infty} L(P)dt=\int^{t_1}_{t_1-1} L(P)dt\equiv\varphi (\rho ) \end{equation} and the definition of $\varphi (\rho )$ shows $\varphi (\rho )\to 0$ as $\rho\to 0$. Similarly, it can be assumed that $$ \int^\infty_{t_2} L(Q)dt\le\varphi (\rho ). $$ \begin{lemma} \label{l2.13} For $\rho\ll r$, $Q(t)\in B_{r/2}(0)$ for $t\le t_1$ and $Q(t)\in B_{r/2}(\xi )$ for $t\ge t_2$. \end{lemma} \paragraph{Proof:} The first assertion will be proved. If it is not valid, $Q(s)\in\partial B_{r/2}(0)$ for some $s0$ and a sequence of points $(m_i)_{i\in{\mathbb Z}}\subset{\mathbb R}$ such that $m_{i+1}-m_i\ge T$ \item{(a$_2$)} there is a $\gamma >0$ and $\theta_i\in (2\omega , m_i-m_{i-1}-2\omega )$, such that for all $i\in{\mathbb Z}$, where \begin{description} \item{(i)} $a(t)-a(s)\ge\gamma$, $t\in [m_i-\omega, m_i+\omega ]$, $s\in [m_i-\theta_i-\omega, m_i-\theta_i+\omega ]$. \item{(ii)} $a(t)-a(s)\ge\gamma$, $ t\in [m_i-\omega, m_i+\omega ]$, $s\in [m_i+\theta_{i+1}-\omega, m_i+\theta_{i+1} +\omega]$. \end{description} \end{description} Define $$ {\mathcal A}^*=\{ a\in{\mathcal A} : \mbox{(a$_1$) and (a$_2$) hold}\}\,. $$ Conditions (a$_1$)--(a$_2$) are satisfied if e.g. $a$ is $T$ periodic in $t$, with $T$ appropriately large, $m_{i+1}=m_i+T$, $a(m_i)=\max a$, $\theta_{i+1}=\theta_i+T$, $a(m_i+\theta_i)=\min a$, $\gamma ={1\over 2} (a(m_i)-a(m_i+\theta_i))$ and $a$ oscillates slowly so (a$_2$) holds. More generally, it suffices that $a$ remains near its maximum and minimum on a large time interval. In particular, as mentioned in the Introduction, these conditions will be satisfied if $a(t)=b(\epsilon t)$ with $b$ positive, continuous, $1$-periodic in $t$, and $\not\equiv$ constant, and $\epsilon$ sufficiently small. Suppose further \begin{equation} \label{2.15} \varphi (\rho )<{\gamma\over 32M} \big({\underline a/\overline a}\big) \beta (r)\,. \end{equation} Choosing $(b_1, b_2)=(m_i, m_{i+1})$, we have \begin{theorem} \label{t2.16} Suppose (W$_1$)--(W$_2$) hold, $\rho$ and $r$ satisfy $\rho \ll r\ll 1$ and (\ref{2.15}), and $a\in{\mathcal A}^*$. Then for each $i\in{\mathbb Z}$, (\ref{HS}) has a solution $Q=Q_i\in\Gamma (m_i, m_{i+1})$ with $I(Q_i)=c(m_i, m_{i+1})$. \end{theorem} \paragraph{Proof:} Since it does not effect the argument, for notational simplicity, we set $i=1$. By Remark \ref{r2.3} and Lemma \ref{l2.13}, $Q$ is a solution of (\ref{HS}) except possibly for $t\in (t_1, m_1]\cup [m_2, t_2)$. Suppose e.g. $Q(t)\in\partial B_r(0)$ for some $t\in (t_1, m_1]$. Then the cost analysis of Lemma \ref{l2.13} shows, $Q(s_1)\in\overline B_\rho (\xi )$, $Q(t)\in B_{r\over 2}(\xi )$ for $t\ge s_1$, and $$ \int^\infty_{s_1} L(Q)dt\le \varphi (\rho )\,. $$ Therefore, $Q^*(t)=Q(t-\tau )\in\Gamma$ for any $\tau\in [0,m_2-s_1]$. Since $\theta_2>1$. Let $\mu$ denote the greatest integer in $\theta_2$, $\mu =[\theta_2]$, so $0\le\theta_2-\mu <1\ll \omega$. Now in the proof of Theorem \ref{t2.16}, choose $\tau =\mu$. Since $\mu \le\theta_20$ and independent of $\ell$ such that \begin{equation} \label{3.3} \int^{k_{2j}}_{k_{2j-1}} L(Q_k)dt\le\overline M,\quad 1\le j\le \ell \end{equation} Replacing (\ref{2.28}) by \begin{equation} \label{3.4} \varphi (\rho )<{\gamma\over 80\overline M} \beta (r), \end{equation} we have \begin{theorem} \label{t3.5} If (W$_1$)--(W$_2$) hold, $\rho \ll r\ll 1$, (\ref{3.4}) is satisfied, and $a\in{\mathcal A}^*$, then (\ref{HS}) has a solution, $Q_k\in\Gamma_k$ with $I(Q_k)=c_k$. \end{theorem} \paragraph{Proof:} As earlier, it suffices to show $Q(t)=Q_k(t)\not\in \partial B_r(\xi_0)$, $t\le k_1$; $Q(t)\not\in\partial B_r(\xi_j)$, $t\in [k_{2j}, k_{2j+1}]$, $1\le j\le \ell -1$; $Q(t)\not\in\partial B_r(\xi_\ell)$, $t\ge k_{2\ell}$. The idea is to show if one of these conditions is violated, it is possible to construct an appropriate $Q^*\in\Gamma_k$ and obtain a contradiction as in \S2. There are basically two cases to consider. Suppose first that $Q(t)\in\partial B_r(\xi_0)$ for some $t\in (t_1, k_1]$. Then as in the proof of Theorem \ref{t2.16}, $Q(s_1)\in\overline B_\rho (\xi_i)$, $Q(t)\in B_{r/2}(\xi_1)$ for $t\in [s_1, t_2]$, and \begin{equation} \label{3.6} \int^{t_2}_{s_1} L(Q)dt\le\varphi (\rho )\,. \end{equation} Set \begin{equation} \label{3.7} Q^*(t)=\left\{\begin{array}{l} Q(t-k_1) \qquad \mbox{if } t\le s_1+\theta_{k_1+1}, \\[1pt] (s_1+\theta_{k_1+1}+1-t)Q(s_1)+(t-(s_1+\theta_{k_1+1}))\xi_1,\\ \qquad \mbox{if } s_1+\theta_{k_1+1}\le t\le s_1+\theta_{k_1+1}+1\\[2pt] (s_1+\theta_{k_1+1}+2-t)\xi_1+(t-(s_1+\theta_{k_1+1}+1)) Q(s_1+\theta_{k_1+1}+2),\\ \qquad \mbox{if } s_1+\theta_{k_1+1}+1\le t\le s_1+\theta_{k_1+1}+2\\[2pt] Q(t),\qquad\mbox{if } t\ge s_1+\theta_{k_1+1}+2. \end{array}\right. \end{equation} Then $Q^*\in\Gamma_k$ and \begin{eqnarray*} 0\ge I(Q)-I(Q^*)&=&\int^{s_1}_{-\infty} L(Q)dt-\int^{s_1+\theta_{k_1+1}+1}_{-\infty} L(Q^*)\,dt \\ &&+\int^{s_1+\theta_{k_1+1}+2}_{s_1} L(Q)dt-\int^{s_1+\theta_{k_1+1}+2}_{s_1+\theta_{k_1+1}} L(Q^*)\,dt\,. \end{eqnarray*} By (\ref{3.6}), each of the last two terms in this inequality is less than or equal to $\varphi (\rho )$. Therefore, $$ 0\ge -\int^{s_1}_{-\infty} (a(t)-a(t+\theta_{k_1+1}))W(Q)dt-2\varphi (\rho). $$ As in \S2, this leads to $$ 0\ge \gamma {1\over 8\overline M} \beta (r)-3\varphi (\rho ) $$ contrary to (\ref{3.4}). Using (a$_2$)(i), a similar argument holds if $Q(t)\in\partial B_r(\xi_{2\ell})$ for some $t\in [k_{2\ell}, t_{2\ell})$. If $Q(t)\in\partial B_r(\xi_j)$ for some $t\in [k_{2j}, k_{2j+1}]$, then by Proposition \ref{p3.2}, either $t\in [k_{2j}, t_{2j})$ or $t\in (t_{2j+1}, k_{2j+1}]$. The argument is similar in either event, so suppose $t\in [k_{2j}, t_{2j})$. Then $Q(s_{2j})\in\overline B_\rho (\xi_{j-1})$ and $Q(t)\in B_{r/2}(\xi_{j-1})$ for $t\in [t_{2j-1}, s_{2j}]$. It is now convenient to use two comparison functions. Define $$ \widetilde Q(t)=\cases{ Q(t) & if $t\le t_{2j-1}$ \cr \xi_{j-1} & if $t_{2j-1}+1\le t\le s_{2j}-1$ \cr Q(t) & if $s_{2j}\le t\le t_{2j}$ \cr \xi_j & if $t_{2j+1}\le t\le t_{2j+1}-1$ \cr Q(t) & if $t\ge t_{2j}$ } $$ with a linear interpolant, as in (\ref{3.7}) for the four intermediate intervals. Then $\widetilde Q\in\Gamma_k$ and \begin{eqnarray*} 0&\le& I(\widetilde Q)-I(Q)\\ &=&\int^{t_{2j-1}+1}_{t_{2j-1}}L(\widetilde Q)dt+\int^{s_{2j}}_{s_{2j-1}}L(\widetilde Q)\,dt +\int^{t_{2j+1}}_{t_{2j}} L(\widetilde Q)\,dt \\ &&+\int^{t_{2j+1}}_{t_{2j+1}-1} L(\widetilde Q)\,dt -\int^{s_{2j}}_{t_{2j-1}} L(Q)\,dt-\int^{t_{2j+1}}_{t_{2j}}L(Q)\,dt\,. \end{eqnarray*} Each of the terms on the right-hand side of this inequality is less than or equal to $\varphi (\rho)$ so \begin{equation} \label{3.13} 0\le I(\widetilde Q)-I(Q)\le 6\varphi (\rho )\,. \end{equation} Now define $$ Q^*(t)=\cases{ \widetilde Q(t) & if $t\le t_{2j}+1-\theta_j$\cr \widetilde Q(t+\theta_j) & if $t_{2j+1}+1-\theta_j\le t\le t_{2j}+1$\cr \widetilde Q(t) & if $t\ge t_{2j}+1$\,. } $$ Again $Q^*\in\Gamma_k$ and \begin{equation} \label{3.15} 0\le I(Q^*)-I(Q)=I(Q^*)-I(\widetilde Q)+I(\widetilde Q)-I(Q)\,. \end{equation} Hence by (3.13), \begin{equation} \label{3.16} I(\widetilde Q)-I(Q^*)\le I(\widetilde Q)-I(Q)\le 6\varphi (\rho)\,. \end{equation} But by the definition of $Q^*$ and $\widetilde Q$, \begin{eqnarray} I(\widetilde Q)-I(Q^*)&=&\int^{t_{2j}+1}_{t_{2j-1}+1} (L(\widetilde Q)-L(Q^*))dt\nonumber \\ &=&-\int^{t_{2j+1}}_{s_{2j-1}}(a(t)-a(t-\theta_j))W(Q)dt \label{3.17}\\ &\ge& -\int^{t_{2j}}_{s_{2j}}(a(t)-a(t-\theta_j))W(Q)dt-4\varphi (\rho ) \nonumber\\ &\ge& {\gamma \over 8\overline M}\beta (r)-4\varphi (\rho ). \nonumber \end{eqnarray} Combining (\ref{3.15})--(\ref{3.17}) shows $$ {\gamma \beta (r)\over 8\overline M}\le 10\varphi (\rho ) $$ contrary to (\ref{3.4}). The proof is complete. \begin{remark} \rm \label{r3.19} By choosing $k$ appropriately, the solution, $Q_k$, of (\ref{HS}) is near each of the equilibrium points $\xi_1,\ldots ,\xi_{\ell -1}$ for as long a time interval as desired. However $Q_k$ need not be near the original heteroclinic chain joining $0$ and $\xi_\ell$, i.e. $Q_k\big|^{k_{2j}}_{k_{2j-1}}$ is not necessarily near any basic heteroclinic joining $\xi_{j-1}$ and $\xi_j$. Nevertheless, a $Q_k\big|^{k_{2j}}_{k_{2j-1}}$ near such $P_j$ can be constructed by taking $k_{2j}-k_{2j-1}$ sufficiently large as in \cite{r4}. Indeed (\ref{3.3}) implies an $L^\infty$ upper bound for $Q_k\big|^{k_{2j}}_{k_{2j-1}}$ independent of $k_{2j}-k_{2j-1}$ and (\ref{HS}) then yields such a bound in $C^2$. As $k_{2j}-k_{2j-1}\to\infty$, by standard arguments as in \cite{r4}, $Q_k\big|^{k_{2j}}_{k_{2j-1}}$ approaches a chain of heteroclinic $H,\ldots ,H_s$ joining $\xi_{j-1}$ and $\xi_j$ with $$ \sum^s_1 I(H_i)=I(P_j). $$ The construction of $P_j$ as indicated in Remark \ref{r2.27} implies $s=1$. Hence for $k_{2j}-k_{2j-1}$ large, $Q_k\big|^{k_{2j}}_{k_{2j-1}}$ will be near a basic heteroclinic $P_j$ joining $\xi_{j-1}$ and $\xi_j$. \end{remark} A standard consequence of Theorem \ref{t3.5} is the existence of solutions of infinite chain type of (\ref{HS}). Consider any formal doubly infinite heteroclinic chain made up of the basic heteroclinics of Remark \ref{r2.27}. The endpoints of the chain form a sequence $\Xi =(\xi_i)_{i\in{\mathbb Z}}$, $\xi_i\in{\mathbb Z}^n$. Let $k=(k_i)_{i\in{\mathbb Z}}$ with $k_i