Bourbaki

Example

Tag 0EEI, permanent. Cite it as [Bourbaki, Tag 0EEI].

Variétés différentielles et analytiques, chapter 2, § 9. Equations différentielles et feuilletages

If F has rank 1 at every point, F is integrable, and defines on X a pure foliation of dimension 1. Suppose in addition that K=RK = \mathbf{R}, that X is separated, and that F has as a frame a vector field ξ\xi everywhere nonzero. Then, for every x∈Xx \in X, the maximal connected leaf containing xx is the image of the maximal integral arc of ξ\xi with origin xx (9.1.3).

9.3.3 (« Integrability Criteria »). The following conditions are equivalent:

(i) The vector subbundle F of T(X)T(X) is integrable.

(ii) For every x∈Xx \in X, there exists an integral submanifold Z of class CsC^s of F such that x∈Zx \in Z and Tx(Z)=FxT_x(Z) = F_x.

(iii) Whatever the open set U of X and the vector fields ξ\xi and η\eta belonging to JFs(U)\mathscr{J}_F^s(U) (7.4.1), one has [ξ,η]∈JFs−1(U)[\xi, \eta] \in \mathscr{J}_F^{s-1}(U).

Let (ξi)i∈I(\xi_i)_{i \in I} be a family of sections of F of class CsC^s such that, for every x∈Xx \in X, the set of the ξi(x)\xi_i(x) is a total subset of the Banach space FxF_x (EVT, I, § 2, No. 1). The conditions (i), (ii), (iii) are then equivalent to:

(iv) for every pair (i,j)(i, j) of elements of I, and every x∈Xx \in X, one has [ξi,ξj](x)∈Fx[\xi_i, \xi_j](x) \in F_x.

When I is finite, and the family (ξi)(\xi_i) is a frame of F, the preceding conditions are also equivalent to:

(v) there exists a family (cijk)(i,j,k)∈I×I×I(c_{ij}^k)_{(i, j, k) \in I \times I \times I} of functions on X with values in K such that [ξi,ξj]=∑kcijkξk[\xi_i, \xi_j] = \sum_k c_{ij}^k \xi_k for all i,ji, j in I.

(If this is the case, the functions ci,jkc_{i,j}^k are of class Cs−1C^{s-1}.)

9.3.4. Let s′∈NKs' \in \mathbf{N}_K, with s′≤ss' \leq s, and let F′F' be the vector bundle of class Cs′C^{s'} deduced from F by weakening of structure (8.7.1). In order that F be integrable, it is necessary and sufficient that F′F' be so. In this case, the integral foliation of F′F' is deduced from that of F by weakening of structure.

9.3.5. Let E be a Banach space and pp an integer ≥0\geq 0. For every x∈Xx \in X, let us denote

N(p, E)_x the vector subspace of Alt^p(T_x(X); E) formed by the elements u such that u(v1,…,vp)=0u(v_1, \ldots, v_p) = 0 for v1,…,vpv_1, \ldots, v_p in FxF_x. The spaces N(p, E)_x, for x∈Xx \in X, are the fibres of a vector subbundle of class C^s of Alt^p(T(X); E). Let us denote it by N(p, E). If F is integrable, we have:

(vi) for every open U of X and every form ω∈SN(p,E)s(U)\omega \in \mathscr{S}_{N(p, E)}^s(U), one has dω∈SN(p+1,E)s−1(U)d\omega \in \mathscr{S}_{N(p+1, E)}^{s-1}(U).

Conversely, if (vi) is satisfied for p=1p = 1 and for every Banach space E, the bundle F is integrable; when K = R or C, it is even enough to verify (vi) for p=1p = 1 and E = K.

Suppose that the dual of T(X)/F admits a frame (ω1,…,ωn)(\omega_1, \ldots, \omega_n). The integrability of F is then equivalent to the following condition:

(vii) dωi∧ω1∧⋯∧ωn=0d\omega_i \wedge \omega_1 \wedge \cdots \wedge \omega_n = 0 for 1≤i≤n1 \leq i \leq n.

If in addition there exists a vector subbundle G of class C^s of T(X) such that T(X) is the direct sum of F and G, condition (vii) is equivalent to:

(viii) there exist differential forms αij\alpha_i^j (i, j in I) of degree 1 on X, of class C^{s-1}, such that dωi=∑jαij∧ωjd\omega_i = \sum_j \alpha_i^j \wedge \omega_j for all i∈Ii \in I.

9.3.6. Let L be a Banach space and let ω\omega be a differential form of degree 1 on X with values in L, of class C^s. We make the following two hypotheses:

a) for every x∈Xx \in X, ωx\omega_x is a surjective homomorphism from Tx(X)T_x(X) into L, and the kernel of ωx\omega_x is FxF_x; b) there exists a vector subbundle G of T(X) such that T(X) is the direct sum of F and G.

The integrability of F is then equivalent to:

(ix) there exists a differential form α\alpha of degree 1 on X with values in End(L) such that dω=α∧ωd\omega = \alpha \wedge \omega, the exterior product being defined by the canonical pairing End(L) ×\times L →\to L (7.8.2 and 8.3.2).

9.3.7 (« Equations in total differentials »). Suppose that X is the product of two manifolds A and B of class C^r; denote by p1:X→Ap_1 : X \to A and p2:X→Bp_2 : X \to B the two projections. Let f be a morphism of class C^s from p1∗T(A)p_1^*T(A) into p2∗T(B)p_2^*T(B). The graphs of the mappings f(a,b):Ta(A)→Tb(B)f_{(a, b)} : T_a(A) \to T_b(B) are the fibres of a vector subbundle of class C^s of T(X); denote it by F^f.

Let A’ be an open subset of A, and let φ:A′→B\varphi : A' \to B be a morphism of class C^k (k∈NK,k≤rk \in \mathbf{N}_K, k \leq r). We say that φ\varphi is an integral of f if, for every a∈A′a \in A', one has Ta(φ)=fa,φ(a)T_a(\varphi) = f_{a, \varphi(a)}; this is equivalent to saying that the mapping a↦(a,φ(a))a \mapsto (a, \varphi(a)) from A’ into X is an integral of F^f (9.3.1). Such a mapping is of class C^{s+1}. If φ1\varphi_1 and φ2\varphi_2 are two integrals of f and take the same value at a point a∈Aa \in A, they coincide in a neighbourhood of a.

More generally, let Z be a manifold of class C^k, let A’ be an open subset of A, let a∈A′a \in A' and let Φ1,Φ2\Phi_1, \Phi_2 be morphisms of class C^k from Z ×\times A’ into B. Suppose that

Φ₁ and Φ₂ coincide on Z × {a} and that, for every z ∈ Z, the morphisms

a↦Φ1(z,a)anda↦Φ2(z,a) a \mapsto \Phi_1(z, a) \quad \text{and} \quad a \mapsto \Phi_2(z, a)
are integrals of f. Then Φ₁ and Φ₂ coincide in a neighbourhood of Z × {a}.

Suppose that F^f is integrable. Let Z be a manifold of class C^k (k ∈ N_K, k ≤ s), let (z₀, a₀) be a point of Z × A, and let ρ be a morphism of class C^k from Z into B. There exists an open neighbourhood Z' × A' of (z₀, a₀) in Z × A and a morphism Φ : Z' × A' → B of class C^k such that, for every z ∈ Z', the mapping a ↦ Φ(z, a) from A' into B has f as its tangent mapping and takes the value ρ(z) at the point a₀.

9.3.8. Retain the hypotheses and notations of 9.3.7 and suppose that A (resp. B) is an open submanifold of a Banach space E (resp. M). The mapping f is then identified with a morphism of class C^s from X = A × B into the Banach space L(E;M)\mathscr{L}(E; M). Denote by D₁f (resp. D₂f) the first (resp. second) partial derivative of f (1.6.2); this is a morphism of class C^{s-1} from X into L(E;L(E;M))\mathscr{L}(E; \mathscr{L}(E; M)) (resp. into L(M;L(E;M))\mathscr{L}(M; \mathscr{L}(E; M))), a space which is identified in the obvious way with L2(E;M)\mathscr{L}_2(E; M) (resp. with L(M,E;M)\mathscr{L}(M, E; M)). For F to be integrable, it is necessary and sufficient that, for every x ∈ X, the bilinear mapping

Δx:(h1,h2)↦D1f(x)(h1,h2)+D2f(x)(f(x)h1,h2) \Delta_x : (h_1, h_2) \mapsto D_1f(x)(h_1, h_2) + D_2f(x)(f(x)h_1, h_2)
from E × E into M be symmetric. Under this condition, if φ is an integral of f defined in an open subset A' of A, the second derivative of φ at a point a of A' is Δ(a,φ(a))\Delta_{(a, \varphi(a))}.

If E = K^n, and if we denote by (x¹, ..., xⁿ) the coordinate functions on K^n, the mapping f is defined by a family (f₁, ..., fₙ) of mappings from A × B into M, and the integrability condition is written:

∂fi∂xj+(D2fi)⋅fj=∂fj∂xi+(D2fj)⋅fi \frac{\partial f_i}{\partial x^j} + (D_2f_i) \cdot f_j = \frac{\partial f_j}{\partial x^i} + (D_2f_j) \cdot f_i
whatever the integers i, j in {1, n}. A mapping φ from an open subset A' of A into B is an integral of f if and only if one has
∂φ∂xi=fi(x,φ(x))pour tout x∈A′ et tout i∈{1,n}, \frac{\partial \varphi}{\partial x^i} = f_i(x, \varphi(x)) \quad \text{pour tout } x \in A' \text{ et tout } i \in \{1, n\},
in other words, if one has
dφ=∑1≤i≤nfi(x,φ(x)) dxi. d\varphi = \sum_{1 \leq i \leq n} f_i(x, \varphi(x)) \, dx^i.

Bourbaki puts the proof directly after the statement, so what is above is the statement and its proof together.

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Translated with machine help, not yet reviewed by a person.