A NNALI DELLA
S CUOLA N ORMALE S UPERIORE DI P ISA Classe di Scienze
D ARIO B AMBUSI
Lyapunov center theorem for some nonlinear PDE’s : a simple proof
Annali della Scuola Normale Superiore di Pisa, Classe di Scienze 4
esérie, tome 29, n
o4 (2000), p. 823-837
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Lyapunov Center Theorem for
someNonlinear PDE’s:
a
Simple Proof
DARIO BAMBUSI
Abstract. We give a simple
proof
of existence of small oscillations in some non-linear partial differential equations. The proof is based on the Lyapunov-Schmidt decomposition and the contraction mapping principle; the linear frequencies Wj
are assumed to satisfy a
Diophantine
type nonresonance condition (of the kind of the first Melnikov condition) slightly stronger than the usual one. with d > 1, such Diophantine condition will be proved to have full measure in a sensespecified
below; if d = 1, we will prove that the condition is satisfied in a set ofzero measure. Applications to nonlinear beam equations and to nonlinear wave
equations
with Dirichlet boundary condition are given. The result also applies tomore general systems and boundary conditions (e.g. periodic).
Mathematics Subject Classification (2000) : 35B 10 (primary), 35B32, 37K55 (secondary).
1. - Introduction
In this paper we
give
an extension of theLyapunov
center theorem to somepartial
differentialequations.
The result we aregoing
to prove is notreally
new: even
stronger
results are known(see [1]-[6]),
but ourproof
is new andso
simple
that we think it is of some interest.Consider a finite dimensional Hamiltonian system
having
anelliptic equi-
librium at
0;
let wi be thefrequencies
of the linear oscillations about such anequilibrium,
assume thatH (o)
= 0 andpick
up onefrequency,
say ifthen the
Lyapunov
center theorem ensuresthat,
on each surface H =E 2
with small E, there is aperiodic
orbit uE withfrequency
close to wi,smoothly dependent
on e, andO (E 2 )
close to the linear mode withfrequency
Theproof
is based on theimplicit
function theorem; condition(1)
ensures that theeigenvalues
of the linearoperator
to be inverted in order toapply
theimplicit
function
theorem,
do not vanish.Pervenuto alla Redazione il 16 dicembre 1999 e in forma definitiva il 26
giugno
2000.Vol. XXIX (2000), pp. 823-837
In order to
generalize
this result to nonlinear PDE’s(like
nonlinear beam and waveequation,
see eqs.(4), (5))
one is confronted with theproblem that,
since
typically
with some d >0,
the sequence formedby
thequantities
at I.h.s. of
(1)
has zero as an accumulationpoint.
It follows that the linearoperator
whoseeigenvalues
aregiven by
the I.h.s. of(1)
is notsurjective,
and therefore the standard
implicit
function theorem cannot beapplied.
Toovercome such
problem
KAMtheory [1]-[3]
or the Nash-Moserimplicit
functiontheorem
[4]-[6]
have been used. The results of[1]-[6] apply
to systems whose linearfrequencies
fulfill a suitable nonresonance condition ofDiophantine
type;to discuss its
generality,
one can consider oneparameter
families offrequencies,
it turns out that the nonresonance condition is fulfilled for values of the
parameter forming
a Cantor set oflarge
measure. Existence ofperiodic
orbits is then ensured for values of Econstituting
a Cantor set oflarge
measure.In the
present
paper wegive
aproof
of existence of small oscillations insome
equations
of the formwhere u
belongs
to a suitable Hilbert space, A is aselfadjoint, strictly positive,
operator with pure
point spectrum,
andf
is a nonlinear mapvanishing
atthe
origin.
Ourproof
is based on the standard contractionmapping principle
and holds when the linear
frequencies
fulfill a nonresonance conditionslightly stronger
than the usual one; itsgenerality
will be discussedshortly
in thisintroduction and in detail in Section 3.
We now
present
the main idea of ourproof.
We fix afrequency
c~ closeto wi I and look for a
periodic
solution offrequency
w. We make aLyapunov-
Schmidt
decomposition (see
e.g.[7]), obtaining
a 1-dimensional bifurcationequation
on the Kernel K of the operator j A’(considered
inan Hilbert space of
2x-periodic functions)
and aninfinite
dimensionalequation
on
K 1-.
This latterequation (which
will be called theQ-equation)
is the onewhere small denominators
usually
appear.Our main
point
is that the linearoperator
obtainedby linearizing
at zerothe
Q-equation (i.e.
haseigenvalues given by
so
that,
if w fulfills(with
somepositive y)
then thequantities (2)
lie outside aneighborhood
ofzero. Therefore one can
hope
to use the standardimplicit
function theorem to solvethe Q equation.
This remark isinspired by
the trick usedby
R. DeLa LLave
[8]
to obtain a variationalproof
of existence ofperiodic
orbits insome nonlinear wave
equations.
Then oneproceeds
more or less as in thefinite dimensional case
obtaining that,
if w is close enouth to WI, there exists aperiodic
orbit withfrequency
w. To obtain smalloscillations,
i.e. a sequence ofperiodic
orbits withfrequencies tending
to wi andaccumulating
at theorigin,
we
actually
need a sequence offrequencies
cvfulfilling (3)
with agiven
yand
accumulating
at wi. Its existence is the mainassumption
of our abstracttheorem
(see
Theorem2.2).
A
frequency
vector Q =(coi,
lù2,cv3, ... )
such that there exists a sequence of cv’ssatisfying (3)
with the same y andconverging
to to, will be said to haveproperty y-NR;
this is fundamental for theapplicability
of our method.Then the
problem
is that ofproving
that such condition is nonempty,
and ofclarifyinfg
howgeneral
it is. To this end we assume wi -Id
anddistinguish
the cases d > 1 and d = 1. In the case d > 1 we assume that cvl
depends
on areal
parameter
T, and we will prove(under
suitableconditions)
that theproperty y-NR
is satisfied when theparameter
Tbelongs
to a set of full measure. Ifd = 1 then the
property y-NR
can besatisfied,
but for a set offrequencies which,
in some sense, is of zero measure.In Section 4 we will
give
someapplications
of ourgeneral
result. Consider the nonlinear beamequation
with Dirichlet
boundary
conditions on[0,1f]
and a,fJ positive
parameters; fix a linearmode,
and one of the twoparameters,
e.g. a >0; then,
iffJ belongs
to asubset of
[0, oo]
of full measure the linearfrequencies
have theproperty y-NR.
If moreover the
nonlinearity
fulfills anondegeneracy condition,
automaticif 1/1
is an odd
polynomial,
then there exists a sequence ofperiodic-
orbits close to the considered linear mode andaccumulating
at zero.An
application
to the nonlinear waveequation
with Dirichlet
boundary
conditions on[0, x]
is also made. If mbelongs
toan uncountable subset of
R,
then we will obtain the same result as for the nonlinear beamequation.
Our method can be
easily generalized
to otherboundary
conditions(e.g.
periodic).
Finally
wepoint
out that the smoothnessproperty
needed for the nonlinearpart 1/1
are much weaker than thoserequired
in[1]-[6] (see
Sect.4),
indeed itis
enough
to assumethat 1/1
isC4.
2. - The abstract result
Fix a
sequence S2 - ~3,...)
ofpositive
numbers and consider thesystem
of differentialequations
where u =
(~1,~2,...) E 12
is avector, A
is adiagonal positive operator
definedby (Au)i
:=wi2ui,
and are nonlinearoperators.
Here12
is theHilbert space of the sequences such that
We fix the
parameter
s.Concerning
thenonlinearity
we assume that its mainpart
is a boundedhomogeneous polynomial
ofdegree
r(see
e.g.[9]),
with some r > 2. Concern-ing
thehigher
orderpart 1(1)
of thenonlinearity
we assume that it vanishes at theorigin,
has aLipschitz
first derivative and satisfies the estimatewhere
DI(1)
denotes the derivative the mapf (1).
Remark that it follows thatf ~l~
has a zero of order r+1 at theorigin.
We will also denotef := f (0) + f (1).
The solutions of
(6)
that we will consider fulfill theequation
in the mild sense, i.e.they
are solution of thesystem
ofintegral equations
where
(u°, ûO)
are the initial data.Assume mi t
yVi t 1,
with apositive
y.Define the Hilbert space
12
of the sequences v =(vi)
such that issquare
summable,
then it is well known that under the aboveassumptions
theCauchy problem
forequation (6)
is wellposed
in the mild sense in the space~s X 12 (see
e.g.[10]).
We will look for
periodic
solutions of(6)
which are close to the first linear modewhere e is the
vector (1,0,0,... ). Analogously
we will use the notation el for the vectorhaving
eachcomponent equal
to 0 but the l-th which isequal
to 1. We will also denote
by Qc
the sequence(w2,
w3, W4,... ).
REMARK 2.1. We did not assume cvl > WI for 1 >
1,
so the first mode isactually
anarbitrary
one.DEFINITION. The
fi-equency w
will be said to be ystrongly
nonresonant withS2e
if thefollowing inequality
holds.
DEFINITION
Property y-NR.
We will say that 92 has theproperty y-NR
ifthere exists a closed set such that any W E
Wy
is ystrongly
nonresonant with~c
and moreover wi is an accumulationpoint
of bothWy n (-
oo,and
Wy
fl[oil,
+oo).
In Section 3 we will discuss the
generality
ofproperty y-NR.
THEOREM 2.2. Consider system
(6);
assume that there exists apositive
y such that Q has the propertyy-NR,
and that y, V I >1;
assume also thatthen there exist a
strictly positive
cv*, a set E C Rhaving
zero as an accumulationpoint,
a 1-1 map E 3 E ~--~ wE EWy,
ontoWy
rl[col,
WI +W*),
0 or ontoWy
fl(cvl -
W*,coil, if f30
>0,
anda family ofperiodic
solutionsof (6),
with the
following properties
Moreover
REMARK 2.3.
By
the second of(9)
u, has norm of order c.PROOF. First we introduce a suitable Hilbert space H of
periodic
functions.Let q
have therepresentation
Define H C
~~([0,27rL
to be the space of all the function of the form(10)
with
- ~-
Remark that
f (1)
induces aLipschitz
map(Nemitski operator) 1-£ 3 q t-+- f(1)
oq E 1t whose
Lipschitz
constant is of order c" in aneighborhood
of order cof the
origin.
The map definedanalogously by
is alsoregular
since it isa bounded
polynomial.
Fix W E
Wy
close to and look forperiodic
solutions of(6)
withfrequency
cv of the formrequiring
that u is a solution of(6)
onegets (formally) that q
must fulfill theequation
where the
operator Lw
is defined as the closure of the operator + A(defined
on valuedfunctions).
We will denoteby D(L~)
the domainof
LW8
We look now for asolution q
ED (L~)
of(11), subsequently
we willdiscuss its
regularity
and prove that it defines a mild solution of(6).
We will denote K :=
Ker(Lw¡)
= span{~1 },
and R :=K-L; correspond- ingly
we will use theprojectors
P : M -~ ~ andQ =
Id - P. We look forsolutions of
(11)
of the formwhere c is a
(small) parameter
that will beeventually
determined as a function of w. To this end we writewith a still undetermined
6. Project (11)
on K andR, using (w)
and(12)
oneobtains the
system
.
It is useful to consider the system formed
by
theequations (P, Q, cv)
for theunknowns
We
begin by studying
the( Q)-equation.
First we invert the operatorLwIR.
To this end remark that its
eigenvalues Àjl
aregiven by
so
that,
if w is ystrongly
non resonant withQc
onehas, for j > 1,
I ~ 2 andand the same
inequality
holds forÀjl
I andhoi.
ThereforeLwlR
has a boundedinverse
L-1.
Moreover one hasY 1 C.
So wemultiply (Q) by Lwl
1and
apply
to the so obtainedequation
theimplicit
function theorem. We thus obtain that there exists apositive e
suchthat, provided 0 E
e, then there exists aLipschtiz
functionqi(E)
which solves(Q).
Moreover it is easy to see that e~depends
on wonly through
y and thatwith a
C4 independent
of w.The
(P) equation
then defineswhere t coincides with
(8)
andand we denoted
by (. ;. ~x
the scalarproduct
in ?~. Remark thatfli (E, q’ (,e))
tends to zero as E -~ 0
uniformly
withrespect
to cv EWy.
Finally,
we need to solveequation (cv).
Recall that w isfixed,
so equa- tion(cv)
is anequation
for e.Upon
insertion of(13),
it becomesIf the term
PI
were absent then(14)
would have been a 1-1 relation between Eand cv, and therefore
choosing c
in the setcorresponding
tostrongly
nonresonant cv’s one would obtain the statement of Theorem 2.2. To deal with the true case0 we use the contraction
mapping principle,
so, we rewrite(14)
aswith it
=Er-1.
Fix apositive 8 1,
thenprovided
is closeenough
to cvl andJL is small
enough,
the r.h.s. is a contraction of a ball centered athaving
radius of order((to, 2 _
, andtherefore,
for anyfixed
to thereexists e
unique
tt =fulfilling
such anequation
and the estimatewith a suitable
C5.
So,
we constructed asolution q
ofequation (11).
Remark thatby
con-struction q
ED(L).
We are now
going
to prove that such aq (t )
is also a mild solution ofequation (6).
To this end recall that mild solutionsdepend continuously
oninitial data and on parameters, and take a sequence
q k
E 1-(, ofsmooth 12
valued
functions,
such thatqk
converges(in 1-(,)
to q andL,,q
converges toLwq.
Define -then gk is smooth
and, by
the aboveproperties,
convergesuniformly
to zero ask - oo.
Moreover qk
fulfills(classically,
and therefore also in the mildsense)
the
equation
I JConsider now the mild solution
qM
of(11)
with initial dataqM (o) - q k (0), 4 k (0) = 0,
and denoteby q M
the mild solution of(11)
with initial data=
q (0),
= 0. Fix p > 0. Remarkthat,
sinceqk
is defined for alltimes,
the theorem on continuousdependence
of mild solutions on parameters and initial data ensuresthat,
for any fixed ~’ > 0 one can take k solarge
thatFrom this it
immediately
followsthat q
coincides with qM. 113. - On
property y -NR
To
study
thegenerality
of ourDiophantine type
nonresonance condition we assume that withsome d >
1. We willdistinguish
the cases d > 1 and d = 1.3.1. - The case d > 1
Assume that the
frequency
vector Q =S2 ( t ) depends
in a differentiable way on a realparameter
i Erim,
We will assume that thefollowing properties
are fulfilled with some d > 1 and for all r in the considered intervalwith some
strictly positive
HereDefine the sets
we assume
where denotes the
Lebesgue
measure of the set A.Finally
we denotehas
property
REMARK 3.1.
Property (16)
must be verifiedonly
for a finite number of values ofj, I, indeed,
forlarge j,
I it is a consequence of(15).
THEOREM 3.2. Assume
(15) and (16)
thenThe
proof
of this theorem will besplit
into a few lemmas and will occupy the rest of this subsection.We will use the notation
Our first task will be to evaluate
LEMMA 3.3. Assume that
(15)
holds anddefine
then,
there exists apositive
C* suchthat, provided
y is smallenough
one hasPROOF. First remark that
54
0implies
which, taking
into account that y >0, implies
Secondly,
forfixed j,
I we haveAssume I >
1.(j),
then the r.h.s. islarger
thancl j/2.
It follows that for such values of Iand j
thequantity
has at most one zero rji. ForT > l one has
working
out ananalogous inequality
for r 1’jl weeasily get
thatFrom this and from the limitation
(17)
oneimmediately gets
from
which, summing over j
the thesis follows.LEMMA 3.4.
Define
then one has
PROOF. We have to show that the measure of the union of the
remaining Rjl (y) (i.e.
I1. (j))
tends to zero as y - 0. To this end remark that such sets arefinitely
many. Indeedif j
islarger
than someJ*
thenl* ( j )
2 andtherefore the
preceding
lemmagives
the estimates of all the considered sets.We prove that
which is a finite union of sets with zero measure and therefore has zero measure.
To prove
(20) just
remark thatgiven
any r outside the set at r.h.s. of(20)
onehas
and therefore such a r is outside of and therefore outside of
the l.h.s. of
(20). So,
the thesis follows. DLEMMA 3. 5. Fix
Qc
n(W2,
(03, cv4, ...),
and let Wi EcvM ]
be ystrongly
nonresonant with
Qc. Let WI
be a sequencefulfilling aid,
l > 2 andwith Cv con
y /2a;
then WIis y strongly
nonresonant with iHere I .r -,w W
PROOF. First remark that
provided y wm /2
theinequality I
implies
-from which
So, that ld
Sowe
study only
the One hasPROOF OF THEOREM 3.2. We extract now the subset
.A.y
ofiy
formedby
the
points
which are accumulationpoints
both from theright
and from the left.Define
and B :=
B1
UB2.
ThenÃy
is thedisjoint
union of B and a setAy composed by points
which are accumulationpoints
both from theright
and from the left.We choose the set of the statement of the theorem to be the one
just
defined.It is easy to see that
Bi
is at mostnumerable,
so thatlAy I
=Indeed,
consider
B1
and fix T EBi,
choose a rational number in(r,
i+6~);
thisgives
a biunivocal
correspondence
between81
and a subset of the rational numbers.It remains to prove that for r E
Ay
thefrequency
is the accumulationpoint
of a sequence offrequencies
whichare y
nonresonant with But this is a trivial consequence of Lemma 3.5.Indeed,
let zk E,A.y
be a sequenceconverging
to t. It follows that is ystrongly
nonresonant withand that so, for k
large enough
is alsoy strongly
nonresonant withS2c(r) (with any y y). So, cvl (tk)
is the wonted sequence offrequencies accumulating
at WI(1").
Remark alsothat,
sincecl :0 0,
if ik > r then also > WI
(t)
and vice-versa. 11COROLLARY 3.6. Let be the square roots
of
the Dirichlet
eigenvalues of
a > 0 then Q(a, f3) _--_ (co 1 (a, f3),
cv2(a, (3), W3(a, ~8), ... )
has the propertyy-NR
with some y,for f3
in a subsetof
[0, having full
measure.3.2. - The case d = 1
We will use the continued fraction
expansion
of cv.Correspondingly
wewill use the standard notation =
[ao,
a 1,~2, - .. l with ai
nonnegative integers
to mean
,
PROPOSITION 3.7. Let with ao > 1 and be a sequence
of positive
numberssatisfying
assume that the sequence ai has
infinitely
manynonvanishing
elements and isbounded; define
y, :=infi >2 (ai
-I-2)-1
assume also Cvyl /4
and 3a > c,, then there exists apositive
y such that Q has the propertyy-NR.
Moreover, thereis family of frequencies
(J) which are ystrongly
nonresonant withQc,
and whichaccumulate both
from
theleft
andform
theright
at WI and have the powerof
thecontinuum.
PROOF. We
begin by proving
that one hasThis is a consequence of the
following
two facts(i) 2~
thenl / j
is a convergent of to,
(see [11,
Th.5C]). (ii)
ifIn/jn
is the n-th convergent ofcv I then one has
- -
(see [11,
p.23]).
Then anargument equal
to that of Lemma 3.5 shows thatThen we
study
the case I =ao j .
One hasif then it follows that wi is y
strongly
nonresonant withQc.
If ao = Ithen j
= 1 is notallowed,
so the same conclusion holds. To show that W, is the accumulationpoint
ofy-strongly
nonresonantfrequencies
consider a sequenceb = 1
with bi
EfO, 1).
Thenw(b)
_[aco, a 1-I- b 1, a2 -I- b2, ... ]
is ystrongly
nonresonant with
S2~
with a constant yindependent
of b. Moreover the set of the accumulates both from theright
and from the left at col. 0COROLLARY 3.8.
Define
to be the squareroots of
the Dirichleteigenvalues of -axx
-f- m on[0, 1f]
then propertyy-NR
holdsfor
mbelonging
toa non-numerable subset
Moreover for
any m in such a set, thefamily of
w’swhich are
y-strongly
nonresonant withQc
and accumulate at cvi, is not countable.A
simple generalization
of the abovecorollary
isCOROLLARY 3.9. Let
Vo
En ]
bea function
with zero average. Denoteby Ài
=Ài(JL,
m,Vo)
the Dirichleteigenvalues of -axx
+m2
+ on[0, 1f].
Thenthere exists an uncountable set A C R and a constant 0
C(Vo)
00, suchthat, if m E .A,
andJ m2,
thefrequencies
Wi :=Ã fulfill
propertyy -NR
withsome y.
More
general examples
can be obtainedtaking
into account known resultsof Sturm-Liouville
theory [12].
4. -
Applications
to nonlinear beam and waveequations
We are now
ready
to prove existence of small oscillations in nonlinear beam and waveequations.
We assume that thenonlinearity
has the formwith some r > 2
and 1/1(1)
which admits twoLipscitz derivatives,
vanishtogether
with its first derivative at zero and fulfills the
inequality
from which in
particular
it follows that it has a zero of order r -~- 1 at zero.It easy to
verify
that thenondegeneracy
condition(8)
holdsprovided
r isodd. The smoothness
assumptions
are fulfilledfixing
the index s of the spaceto be 1.
REMARK 4.1.
If 1/1
isC4
and fulfillsall the
assumptions
on thenonlinearity
are fulfilled.To
apply
Theorem 2.2 we fix theparameters
a,fi
for the nonlinear beamequation
or m for the nonlinear waveequation
in such a way that the linearfrequencies
have theproperty y -NR
with some y. This ispossible
in view ofCorollaries 3.6 and 3.8.
We thus have the
following
theorem which holdsidentically
for the beam and for the waveequations.
THEOREM 4.2. Under the above
assumptions
there exists afamily lu,1,,g of periodic
solutionsof
the consideredequation;
moreover E has an accumulationpoint
at zero, u,has frequency
wf which is ystrongly
nonresonant withQc,
and thefollowing inequalities
holdsinx cos(t).
EH1([o, 2~/cvE];
REMARK 4.3. In the case of the nonlinear wave
equation
we can ensurethat there are
uncountably
manyperiodic
orbits(see Corollary 3.8).
REMARK 4.4. In the case of the nonlinear beam
equation
the same resultholds for all the other modes of
oscillations, namely
when~l
is substitutedby
For the case of the nonlinear wave
equation, Corollary
3.8applyes only
whenthe
frequency
vector is orderd(i.e.
wi my for ij).
To prove existence ofhigher
normal modes one should show that there exist some values of mcorresponding
to which thefrequency
vector with wkinterchanged
with col hasproperty y -NR.
We did nottry
to obtain such result.REMARK 4.5. The above theorem can be
easily generalized
toperiodic boundary
conditions and to nonlinearities whichdepend explicitly
on the space variable.REMARK 4.6. The
function * (u)
in(4)
and in(5)
does not need to beodd.
REMARK 4.7. It is easy to realize
that,
if1/1
is odd and has s -I-1Lipschitz
derivatives
(s > 2),
then theassumptions
of Theorem 2.2 are fulfilled also in12.
So one can ensure that theperiodic
solutions we found are of classH ([0, n ] )
andthat,
in the case of the beamequation (4) they
are also of class
Cl ([0, Hs -2 [0, 7r ]),
while in the case of the waveequation (5) they
are of class7r
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of Infinite-dimensional LinearSystems
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