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Nikolaos S. Papageorgiou •

Vicenţiu D. Rădulescu•

Dušan D. Repovš

Nonlinear Analysis–
Theory and Methods

123
Nikolaos S. Papageorgiou Vicenţiu D. Rădulescu
Department of Mathematics Institute of Mathematics, Physics
National Technical University and Mechanics
Athens, Greece Ljubljana, Slovenia
Institute of Mathematics, Physics Faculty of Applied Mathematics
and Mechanics AGH University of Science
Ljubljana, Slovenia and Technology
Kraków, Poland
Dušan D. Repovš
Faculty of Education, Faculty
of Mathematics and Physics
University of Ljubljana
Ljubljana, Slovenia
Institute of Mathematics, Physics
and Mechanics
Ljubljana, Slovenia

ISSN 1439-7382 ISSN 2196-9922 (electronic)

Springer Monographs in Mathematics
ISBN 978-3-030-03429-0 ISBN 978-3-030-03430-6 (eBook)
[Link]
Library of Congress Control Number: 2018968386

Mathematics Subject Classification (2010): 35-02, 49-02, 58-02

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Contents

1 Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Definitions, Density, and Approximation Results . . . . . . . . . . . . 1
1.2 The One-Dimensional Case . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13
1.3 Duals of Sobolev Spaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.4 Absolute Continuity on Lines, the Chain Rule
and Consequences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 19
1.5 Trace Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 26
1.6 The Extension Operator . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 35
1.7 The Rellich–Kondrachov Theorem . . . . . . . . . . . . . . . . . . . . . . . 38
1.8 The Poincaré and Poincaré–Wirtinger Inequalities . . . . . . . . . . . . 43
1.9 The Sobolev Embedding Theorem . . . . . . . . . . . . . . . . . . . . . . . 45
1.10 Capacities. Miscellaneous Results . . . . . . . . . . . . . . . . . . . . . . . 58
1.11 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
2 Compact Operators and Operators of Monotone Type . . . . . . . . . . . 71
2.1 Compact and Completely Continuous Maps . . . . . . . . . . . . . . . . 71
2.2 Proper Maps and Gradient Maps . . . . . . . . . . . . . . . . . . . . . . . . 77
2.3 Linear Compact Operators . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
2.4 Spectral Theory of Compact Linear Operators . . . . . . . . . . . . . . 89
2.5 Multifunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
2.6 Monotone Maps: Definition and Basic Results . . . . . . . . . . . . . . 113
2.7 The Subdifferential and Duality Maps . . . . . . . . . . . . . . . . . . . . 118
2.8 Surjectivity and Characterizations of Maximal Monotonicity . . . . 130
2.9 Regularizations and Linear Monotone Operators . . . . . . . . . . . . . 139
2.10 Operators of Monotone Type . . . . . . . . . . . . . . . . . . . . . . . . . . . 149
2.11 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 160
3 Degree Theories . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
3.1 Brouwer Degree . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
3.2 The Leray–Schauder Degree . . . . . . . . . . . . . . . . . . . . . . . . . . . 188

v
vi Contents

3.3 Degree for Multifunctions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200

3.4 Degree for ðSÞ þ -Maps . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 203
3.5 Degree for Maximal Monotone Perturbation of ðSÞ þ -Maps . . . . . 214
3.6 Degree for Subdifferential Operators . . . . . . . . . . . . . . . . . . . . . 221
3.7 Some Generalizations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
3.8 Index of a n-Point . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
3.9 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 257
4 Partial Order, Fixed Point Theory, Variational Principles . . . . . . . . 263
4.1 Cones and Partial Order . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 264
4.2 Metric Fixed Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 275
4.3 Topological Fixed Points . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 289
4.4 Order Fixed Points and the Fixed Point Index . . . . . . . . . . . . . . 303
4.5 Fixed Points for Multifunctions . . . . . . . . . . . . . . . . . . . . . . . . . 314
4.6 Abstract Variational Principles . . . . . . . . . . . . . . . . . . . . . . . . . . 319
4.7 Young Measures . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 340
4.8 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 356
5 Critical Point Theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 361
5.1 Pseudogradients and Compactness Conditions . . . . . . . . . . . . . . 363
5.2 Critical Points via Minimization—The Direct Method . . . . . . . . . 373
5.3 Deformation Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
5.4 Minimax Theorems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 397
5.5 Critical Points Under Constraints . . . . . . . . . . . . . . . . . . . . . . . . 420
5.6 Critical Points Under Symmetries . . . . . . . . . . . . . . . . . . . . . . . 427
5.7 The Structure of the Critical Set . . . . . . . . . . . . . . . . . . . . . . . . 444
5.8 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 451
6 Morse Theory and Critical Groups . . . . . . . . . . . . . . . . . . . . . . . . . . 457
6.1 Elements of Algebraic Topology . . . . . . . . . . . . . . . . . . . . . . . . 458
6.2 Critical Groups, Morse Relations . . . . . . . . . . . . . . . . . . . . . . . . 477
6.3 Continuity and Homotopy Invariance of Critical Groups . . . . . . . 501
6.4 Extended Gromoll–Meyer Theory . . . . . . . . . . . . . . . . . . . . . . . 506
6.5 Local Extrema and Critical Points of Mountain Pass Type . . . . . 526
6.6 Computation of Critical Groups . . . . . . . . . . . . . . . . . . . . . . . . . 530
6.7 Existence and Multiplicity of Critical Points . . . . . . . . . . . . . . . . 545
6.8 Remarks . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 553
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 557
Index . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 573
Introduction

Insight must precede application.

Max Planck (1858–1947),
Nobel Prize in Physics 1918

Answering the needs of specific applied problems, Nonlinear Analysis emerged as a

separate field of research within Mathematical Analysis immediately after World
War II, when Linear Functional Analysis (primarily Banach space theory) had
reached a rather mature stage. Years of accumulated experience has convinced
people that theory can no longer afford the luxury of dealing with linear, smooth
and well-posed models. In many applications of interest, such requirements either
exclude many important aspects of the problem or, even more dramatically, fail
completely to provide a satisfactory model for the phenomena under investigation.
Such considerations led to the development of Nonlinear Analysis, which today has
developed significantly and is one of the most active areas of research. The advent
of Nonlinear Analysis led to unifying theories describing different classical prob-
lems and permitted the investigation of a whole new range of applications. The
theories, methods and techniques of Nonlinear Analysis proved to be indispensable
tools in the analysis of various problems in many other fields. For this reason,
Nonlinear Analysis eventually acquired an interdisciplinary character and it is a
prerequisite for many nonmathematicians who want to conduct an in depth analysis
of problems they face. This leads to an increasing demand for books that summarize
the recent developments in various parts of Nonlinear Analysis.
Make no mistake, Nonlinear Analysis is a very broad subject and every such
book focuses only on a part of it. Here the emphasis is on those aspects that are
useful in the study of boundary value problems. In fact, Volume II will be devoted
to the study of such problems. Given the orientation of this book project, it is
natural to start in Chap. 1 with Sobolev Spaces, which are the main tools in the
analysis of both stationary and nonstationary problems. Sobolev spaces play a
central role in the modern theory of partial differential equations and they lead to a
significant broadening of the notion of solution of a boundary value problem. They
provide a natural analytical framework for the study of linear and nonlinear
boundary value problems. We provide a concise but complete introduction to the
subject, emphasizing those parts of the theory which are relevant to the study of

vii
viii Introduction

boundary value problems. We deal with both functions of one and several variables.
In the last section we also discuss capacities, which arise in the study of small sets
in RN and of the fine properties of Sobolev functions. We also present some related
results which will be of interest to people dealing with boundary value problems.
In Chap. 2 we deal with Compact Operators and Operators of Monotone Type.
Compact operators are in fact the starting point of Nonlinear Analysis, going back
to the celebrated work of Leray and Schauder in the 1930s. Compactness was
introduced as a first attempt to deal with infinite-dimensional nonlinear operator
equations, since by its nature compactness (in all its forms) approximates infinite
objects by finite objects. In parallel we develop the corresponding linear theory,
leading to the spectral theorem for compact self-adjoint operators on a Hilbert
space. This theorem is the basis of the spectral analysis of linear elliptic operators
under different boundary conditions. Of course, compact operators have serious
limitations, which researchers tried to overcome by introducing new classes of
nonlinear maps. A broader framework for the analysis of infinite-dimensional
problems is provided by monotone operators, which extend to an infinite-
dimensional context the classical notion of an increasing real function. Monotone
operators are rooted in variational problems. Of special interest are the so-called
maximal monotone operators, which exhibit remarkable surjectivity properties.
However, the development of a coherent theory of maximal monotone maps leads
necessarily to multivalued maps (multifunctions). For this reason, in Sect. 2.5 we
have a detour to Set-Valued Analysis. We point out that multivalued analysis
provides basic tools in many applied areas such as optimization, optimal control,
mathematical economics, game theory, etc. The “differential” theory of nonsmooth
convex functions leads to a special class of multivalued maximal monotone oper-
ators (convex subdifferential). At the end of the chapter we also discuss useful
generalizations of the notion of monotonicity.
In Chap. 3, we conduct a detailed study of the main degree theories. We start
with Brouwer’s theory (finite-dimensional spaces), following the analytical
approach that goes back to the work of Nagumo in the 1950s. Brouwer’s original
approach to the definition of the degree was based on combinatorial and algebraic
topology. Since most problems of interest are infinite-dimensional, it was necessary
to extend Brouwer’s theory to infinite-dimensional maps. This was done by Leray
and Schauder in the 1930s, who used compact operators (namely operators
of the form I  K with I being the identity map and K a compact operator). The
Leray–Schauder degree theory and its consequences are examined in Sect. 3.2.
After that we examine degree theories for set-valued maps and for operators of
monotone type. All these are recent theories and were introduced to deal with
infinite-dimensional nonlinear problems for which the Leray–Schauder theory fails
to address. At the end of the chapter, we also discuss some alternative general-
izations of the Leray–Schauder theory using measures of noncompactness (con-
densing maps) and we examine the index of a n-point.
Introduction ix

Chapter 4 deals with Fixed Point Theory and with some important Variational
Principles. There is an informal classification of fixed-point theorems to “metric
fixed points”, “topological fixed points” and “order fixed points”. Since the latter
class involves some order structure in the underlying space (usually a Banach
space), in Sect. 4.1 we start with a general discussion of cones and of the partial
order they induce on the ambient space. Then we start discussing the three afore-
mentioned classes of fixed points. Metric fixed-point theorems are always formu-
lated in a metric space setting and the methods involved in their study exploit the
metric structure and geometry of the spaces involved together with the metric
properties of the maps. In contrast to the topological fixed point theory, the topo-
logical properties of the spaces and/or of the maps are involved. In particular, the
notion of compactness is important in our considerations there. In “order fixed point
theory”, the order on the space induced by a cone is the main ingredient and the
basic hypotheses and conditions are based around this notion, as well as the notion
of the “Leray–Schauder fixed point index”. We also discuss fixed points of mul-
tifunctions. In Sect. 4.6 we discuss some important abstract variational principles.
Special emphasis is given on the celebrated “Ekeland variational principle” and its
many interesting consequences. We conclude the chapter with a discussion of
Young measures that arise in a large class of variational problems. When the direct
method of the calculus of variations fails, the minimizing sequences (or appropriate
subsequences of them) have a limit behavior (usually more and more oscillatory),
which is captured by embedding the original functions in the space of Young
measures (or parametric probabilities). This is the process of “relaxation”, familiar
to people studying optimal control problems.
In Chap. 5 we study Critical Point Theory. When using variational methods, we
are trying to find solutions of a given nonlinear equation, by looking for critical
stationary points of a functional (energy or Euler functional) defined on the function
space in which we want the solutions to be. If this functional is bounded from
below, as above, we can look for local extrema and the direct method enters into
play. If the functional is indefinite, we cannot expect to have local extrema and so
other methods for locating critical points need to be found. These methods are
based on minimax principles, which lead to critical points. These minimax methods
are derived either using the deformation approach or the Ekeland variational
principle. Here we follow the deformation approach which uses the change of the
topological structure of the sublevel sets of the Euler functional along the flow
produced by a kind of negative gradient vector field. We conduct a detailed study of
critical point theory including an analysis of the structure of the critical set at the
end of the chapter.
In Chap. 6, continuing the theme of locating and counting critical points of a
given functional, we discuss Morse Theory and Critical Groups, which provide the
tools to prove multiplicity theorems. Since these topics make use of tools from
Algebraic Topology, in Sect. 6.1 we review the needed background from that field.
Then we proceed with a self-contained presentation of the Morse theory related to
the study of the existence and multiplicity of solutions for variational problems. Our
x Introduction

presentation is rather complete, including continuity and homotopy invariance

properties, which are valuable tools in the computation of critical groups.
Finally, we mention that each chapter has a final section called Remarks, which
discusses the literature on the subject. We have tried to include a rather complete
bibliography, although such a task seems impossible given the volume of the
existing literature. We acknowledge the support of the Slovenian Research Agency
program P1-0292 and grants J1-7025, J1-8131, N1-0064, and N1-0083 and ....

September 2018 Nikolaos S. Papageorgiou

Vicenţiu D. Rădulescu
Dušan D. Repovš
Keywords

Nonlinear elliptic equation • Boundary value problem • Critical point theory •

Morse theory • Critical groups

xi