Math 2.0

Calculus of variations and optimal control; optimization Basic notions of the calculus of variations Theorem

Lyusternik's theorem on tangent spaces

Builds on Banach spaceFréchet derivativeKernel of a linear mapOpen mapping theorem

Statement

Let XX and YY be real Banach spaces, let U⊆XU \subseteq X be open, and let g ⁣:U→Yg \colon U \to Y be continuously Fréchet differentiable. Let x0∈Ux_0 \in U with g(x0)=0g(x_0) = 0, and suppose that the derivative Dg(x0) ⁣:X→YDg(x_0) \colon X \to Y is surjective. Let M={x∈U:g(x)=0}M = \set{x \in U : g(x) = 0}. Then for every hh in the kernel of Dg(x0)Dg(x_0) there are ε>0\varepsilon > 0 and a map r ⁣:(−ε,ε)→Xr \colon (-\varepsilon, \varepsilon) \to X with lim⁡t→0∥r(t)∥∣t∣=0andx0+th+r(t)∈M for all ∣t∣<ε.\lim_{t \to 0} \frac{\norm{r(t)}}{\abs{t}} = 0 \quad \text{and} \quad x_0 + t h + r(t) \in M \text{ for all } \abs{t} < \varepsilon. Consequently, the set of tangent vectors to MM at x0x_0 is exactly ker⁡Dg(x0)\ker Dg(x_0).

Remarks

The converse inclusion is easy: if x0+th+r(t)∈Mx_0 + th + r(t) \in M with r(t)=o(t)r(t) = o(t), then differentiating g(x0+th+r(t))=0g(x_0 + th + r(t)) = 0 at t=0t = 0 gives Dg(x0)h=0Dg(x_0) h = 0. The main inclusion is proved by a Newton-type iteration that corrects x0+thx_0 + th back onto MM. The open mapping theorem gives a constant CC such that each v∈Yv \in Y equals Dg(x0)wDg(x_0) w for some ww with ∥w∥≤C∥v∥\norm{w} \le C \norm{v}, and this makes the corrections converge. When ker⁡Dg(x0)\ker Dg(x_0) has a closed complement, for example when XX is a Hilbert space, the result also follows from the implicit function theorem.

Surjectivity cannot be dropped. For g ⁣:ℝ2→ℝg \colon \R^2 \to \R, g(x1,x2)=x12+x22g(x_1, x_2) = x_1^2 + x_2^2, one has M={0}M = \set{0} and Dg(0)=0Dg(0) = 0, so ker⁡Dg(0)=ℝ2\ker Dg(0) = \R^2, while the only tangent vector to the single point MM is 00.

Going deeper

For a student

This is the key step in the proof of Lagrange multipliers on Banach spaces. In the calculus of variations, XX is a function space and gg encodes constraints such as a fixed integral, so the theorem describes the admissible variations of a constrained problem. The condition that Dg(x0)Dg(x_0) is onto plays the role of the constraint qualification.

Reading path

To understand this page from the ground up, read these 20 pages in order. The foundations come first.

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Banach space, concept, no evidence levelBanach spaceconceptComplex numbers, object, no evidence levelComplex numbersobjectComplex plane, concept, no evidence levelComplex planeconceptEuclidean space, object, no evidence levelEuclidean spaceobjectKernel of a linear map, concept, no evidence levelKernel of a linear mapconceptReal numbers, object, no evidence levelReal numbersobjectSet bounded above, definition, no evidence levelSet bounded abovedefinitionReal and imaginary parts, definition, no evidence levelReal and imaginary pa…definitionTotal derivative, concept, no evidence levelTotal derivativeconceptSupremum, definition, no evidence levelSupremumdefinitionFréchet derivative, concept, no evidence levelFréchet derivativeconceptCompleteness axiom, statement, no evidence levelCompleteness axiomstatementExistence of square roots of nonnegative reals, statement, no evidence levelExistence of square r…statementSquare root, definition, no evidence levelSquare rootdefinitionModulus of a complex number, definition, no evidence levelModulus of a complex …definitionComplex differentiability, definition, no evidence levelComplex differentiabi…definitionDomain in the complex plane, definition, no evidence levelDomain in the complex…definitionHolomorphic function, definition, no evidence levelHolomorphic functiondefinitionOpen mapping theorem, statement, no evidence levelOpen mapping theoremstatementLyusternik's theorem on tangent spaces, statement, no evidence levelLyusternik's theorem …statement
Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
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  1. Banach space concept
  2. Complex numbers object
  3. Complex plane concept
  4. Euclidean space object
  5. Kernel of a linear map concept
  6. Real numbers object
  7. Set bounded above definition
  8. Real and imaginary parts definition
  9. Total derivative concept
  10. Supremum definition
  11. Fréchet derivative concept
  12. Completeness axiom statement
  13. Existence of square roots of nonnegative reals statement
  14. Square root definition
  15. Modulus of a complex number definition
  16. Complex differentiability definition
  17. Domain in the complex plane definition
  18. Holomorphic function definition
  19. Open mapping theorem statement
  20. Lyusternik's theorem on tangent spaces statement

Where this leads

5 pages build on this one.

Further reading

  1. Web https://en.wikipedia.org/wiki/Lagrange_multipliers_on_Banach_spaces
About this page
Tag3PGXH0T1K6
URIm2://3PGXH0T1K6
Kindstatement, theorem
WritingW0 stub
MSC49K27, 46G05, 58C20
StatusThis copy of the site has no build data. Run m2 status 3PGXH0T1K6.
AboutFréchet derivative
UsesBanach space, Fréchet derivative, Kernel of a linear map, Open mapping theorem

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