1.

2 Definicion del grado -ortogonal 7

t
(2t + 2 1, f)

1/2 b
0

f
f=
=0 =1

Figura 1.1: Definicion del grado

(P1): Existencia. Si el grado de una funcion es no trivial en , entonces la

funcion tiene un cero en .

(P2): Invarianza -ortogonal homotopica. Dos funciones -ortogonal ho-

motopicas tienen el mismo grado.

(P3): Escision. Si 0 es un conjunto abierto e invariante tal que la

funcion no se anula en el complemento de 0 , entonces deg (f ; ) =
deg (f ; 0 )

En el libro [IV03] se prueba que por cada grupo de isotropa de , el

grupo [S V ] tiene un grupo isomorfo a Z,
M
[S V ] = Z.
HIso()

Ademas, se prueba que el grado de una funcion es la suma de la forma

X
deg (f ; ) = dH [FH ] ,
HIso()

en donde [FH ] es un generador de un grupo isomorfo a Z .

Sin la restriccion a homotopas -ortogonales, obtenemos solo la definicion
de grado -equivariante en la definicion anterior. En ese caso, en el libro
[IV03] se prueba que el grado -equivariante tiene solamente un Z para cada
grupo de isotropa H tal que /H es finito. En las aplicaciones que vamos a
ver no es posible probar la bifurcacion solamente con el grado -equivariante.
16 Aplicacion del grado ortogonal a la bifurcacion periodica

{0, ..., p}. Como D()x es un operador lineal y x0 es un equilibrio, entonces

m
!
X X
f1 (x0 )x1 = (il)j Dj + D2 V (x0 ) xl eilt .
|l|p j=1

La accion de S 1 en x1 = xl eilt es
P
|l|p
X
(, )x1 = (eil ()xl )eilt .
|l|p

Ademas, el producto de x1 y y1 es
p p
X X
hx1 , y1 iL2 = 2 hxl , yl iC = 2 Re hxl , yl iC .
2
l=p l=p

Por lo que las conclusiones del corolario se siguen del teorema anterior. 

2.2. Bifurcacion local

En esta seccion vamos a encontrar bifurcacion local a partir de un equili-
brio x0 . Como D() es un operador puramente diferencial, entonces D()x0 =
0 para todo x0 Rn . Por lo tanto, los equilibrios x0 Rn son los puntos
crticos del potencial V . En ese caso, el operador f (x0 , ) = 0 para todo
R+ .
Recordemos que f (x, ) se anula en toda la orbita de un equilibrio x0 .
m
Sea U una vecindad de (x0 , 0 ) en H2 (Rn \) R+ . Podemos realizar la
reduccion de Liapunov-Schmidt en U tomando a la vecindad U suficiente-
mente chica, en ese caso encontramos la ecuacion de bifurcacion f(x, ) en
una vecindad chica 2 B2 con
2 (x0 ) = {x V :, d(x, x0 ) 2} y
B2 (0 ) = { R+ : | 0 | 2}.
Decimos que la orbita x0 es aislada, si la funcion f(x, ) se anula solo en
la orbita x0 para una vecindad suficientemente chica de la orbita. Definimos
a la funcion f como
f : 2 B2 R V
f (x, ) = (d(x, x0 ) , f(x, )).
2.2 Bifurcacion local 17

Para poder definir el grado de f , vamos a necesitar que la orbita x0 sea

aislada para cercana y distinta a 0 .
Proposicion 2.4 Si la orbita x0 es aislada para cercana y distinta a 0 ,
el grado de f esta bien definido en 2 B2 y

deg (f (x, ); 2 B2 ) = 0 deg (f(x, 0 ); 2 )0 deg (f(x, 0 +); 2 ).

Prueba. Primero vamos a probar que el grado de f (x, ) esta bien definido.
Un punto esta en la frontera de 2 B2 si | 0 | = 2 o si d(x, x0 ) = 2.
Si | 0 | = 2, la unica solucion de f(x, ) = 0 es x x0 , entonces
f (x0 , ) = (, 0) es distinto de cero. Si d(x, x0 ) = 2, entonces f (x, ) =
(, ) es distinta de cero. Por lo tanto, la funcion f (x, ) es no nula en la
frontera de 2 B2 .
Ahora queremos probar que
 
F (x, ) = (d(x, x0 ) ) + (1 )( | 0 |); f(x, )

es una deformacion admisible. Si | 0 | = 2, la funcion f(x, ) se anula solo

en x0 , entonces la primera coordenada de F es negativa. Si d(x, x0 ) = 2,
la funcion f(x, ) se anula solo para | 0 | < /2, entonces la primera coor-
denada de F es positiva. Por lo tanto F (x, ) es una deformacion admisible.
De la propiedad de invarianza homotopica del grado (1.4) tenemos que
deg f (x, ) = deg ( | 0 | , f(x, )).
Los ceros de la funcion ( | 0 | , f(x, )) se encuentran en = 0 .
Sean B las bola de radio /2 alrededor de 0 . De la propiedad de escision
del grado tenemos que
deg f (x, ) = deg ( + (0 ), f(x, ); 2 B+ )
+ deg ( (0 ), f(x, ); 2 B )

Como f(x, ) se anula solo en x0 para /2 | 0 | 2, las defor-

maciones
( (0 ), f(x, (0 ) + (1 )))
son admisibles en 2 B . Por lo tanto
deg f (x, ) = deg ( + (0 ), f(x, 0 + )x; 2 B+ )
+ deg ( (0 ), f(x, 0 )x; 2 B )
18 Aplicacion del grado ortogonal a la bifurcacion periodica

Como el grado de (0 ) es B es

deg ( (0 ); B ) = (1),

de la suspension del grado concluimos que

deg f (x, ) = 0 deg (f(x, 0 ); 2 ) 0 deg (f(x, 0 + ); 2 ).

Decimos que (x0 , 0 ) es hiperbolica, si los generadores infinitesimales

{Aj x0 } generan el nucleo de f (x0 ; 0 ). Del teorema de la funcion implcita
tenemos que no existen mas ceros de f(x, 0 ) cerca de x0 si (x0 , 0 ) es
hiperbolica, entonces una orbita hiperbolica es aislada. Ademas, para que
exista la bifurcacion en 0 es necesario que alguna matriz M (l0 ) sea singular.
Para calcular los ndices de f(x, 0 ) alrededor de x0 vamos a necesitar
que la orbita x0 sea hiperbolica en 0 .

Condicion 2.5 La orbita x0 de un equilibrio es hiperbolica en , si M (l)

es invertible para l {1, 2, ...} y el nucleo de M (0) = D2 V (x0 ) esta generado
por {Aj x0 }.

Como no existen generadores de una orbita cuando el grupo es finito o

cuando la orbita es el cero, entonces en esos casos la orbita x0 es hiperbolica
si M (l) es invertible para todo l {0, 1, 2, ...}.
Sea x0 el grupo de isotropa espacial de un punto x0 Rn . Se puede
probar que siempre existe una descomposicion de Cn en una suma directa
de subespacios de representaciones irreducibles equivalentes Vk de x0 . A
continuacion vamos a representar la accion de x0 en Vk como k () = ()|Vk .
Como f (x0 ) es x0 -equivariante y M (l) son los bloques de f (x0 ) , en-
tonces M () es x0 -equivariante. Por lo tanto, del lema de Schur tenemos
que la matriz M () es diagonal en los bloques

Mk () = M ()|Vk : Vk Vk

para k {1, ..., q}. Por lo tanto, la linealizacion f (x0 ; ) es diagonal en los
bloques Mk (l) para k {1, ..., q} y l {0, ..., p}.
El grupo de isotropa de x0 es Gx0 = x0 S 1 , por lo que la accion de
(, ) Gx0 en el bloque Mk (l) es k ()eil . Como es un grupo abeliano,
2.2 Bifurcacion local 19

todos los puntos de Vk tienen el mismo grupo de isotropa, lo anterior es falso

para acciones de grupos no abelianos. Por lo tanto, el grupo de isotropa Gk (l)
de la accion k ()eil esta bien definido. Sea Gk el grupo de isotropa de la
accion k ()ei , de hecho, el grupo de isotropa Gk (l) es
M
Gk (l) = Gk Zl ,

en donde Zl es el grupo generado por 2/l S 1 . Por lo tanto solo necesitamos

encontrar el grupo de isotropa Gk .

Definicion 2.6 Sea nk () el ndice de Morse de Mk (), definimos a k (x0 , 0 )

como
k (x0 , 0 ) = {nk (0 )) nk (0 + )},
en donde es el signo del determinante de M (0) en el subespacio de V x0
ortogonal a los generadores de la orbita {Aj x0 }. Ademas, definimos a Gk
como el grupo de isotropa de la accion k ()ei de x0 S 1 .

El numero k (x0 , 0 ) representa el cambio de ndice de Morse de la matriz

Mk () y va a determinar la existencia de bifurcacion de soluciones periodicas.

x
x0 b

2 B2 x0 b

|0

Figura 2.1: Bifurcacion local

Teorema 2.7 Si k (l0 ) es distinto de cero, existe una bifurcacion de solu-

ciones periodicas en (x0 , 0 ) con simetras Gk (l).

Prueba. En (1.6) dimos la idea de como se calcula el ndice S 1 . En el libro

[IV03] se prueba en general para un grupo abeliano G que
p q
deg (f(x, ); 2 ) =
X X
nk (l)[FGk (l) ] + ...,
l=1 k=1
52 I BACKGROUND MATERIAL

connection needed in the sequel. References for a full discussion and

proofs will be given in the bibliographic notes at the end of this chapter.

1.6A Mappings between Euclidean spaces

Let Q denote an open set in IR N, and fa smooth mapping (of class CP

say): n ~!RM. Then one attempts to determine the mapping properties off
by studying the derivative off, j'(x) (i.e., the N X M matrix (D/;(x) where
f = (j" ... , JN)). Thus, if at a point x0 , rank(j'(x 0)) = M, f maps a small
neighborhood of x 0 onto a small neighborhood of f(x 0 ). Such a point x 0 is
called regular with respect to f. The complement in n, i.e., the set
e = {x I x En, rank j'(x) < M }, is called the critical set and a point
x E Q is called a critical point. The set 8 is closed in Q since if xn ~ x in Q,
rank j'(xn) > rank f(x). The following additional results concerning the set
C are important.
(l.6.1) Let Q be an open subset of !RN. Then:
(I) Sard's Theorem If j(x) is a p-times continuously differentiable
mapping of Q into IR m, then the critical values f( 8) have measure zero in
!Rm, provided N - m + 1 ..;; p.
(II) A. Morse's Theorem If F(x) is a N-times continuously differenti-
able real-valued function defined on n, and e
denotes the critical points
of F(x), F(8) has measure zero in IR 1
These two results have numerous applications in analysis, and in
Chapter 3 we shall discuss infinite-dimensional analogues of these facts.
For complex analytic mappings f defined on a bounded domain Q of C N
into CM, many additional mapping properties off are known. Thus
(l.6.2) (i) For N = M, then z 0 is a singular point off if and only if f is
not one-to-one near z 0
(ii) If z 0 is a point on the set S = {z I j(z) = p} in a small neigh-
borhood U of z 0 , S n U consists of a finite number of irreducible
components { V;} each of which is either a point or contains an analytic
(nontrivial) curve. Moreover, if V; =F ij, V; contains an analytic curve not
contained in i-J
(iii) If S = {z I f(z) = p} is compact, S consists of a finite number of
points.
Sard's theorem can be used to define the degree of a continuous
mapping f: n ~!RN. This integer provides an "algebraic" count of the
number of solutions of the equation j(x) = p in n for p E !RN provided
f(x) =F p on aQ. Our definition is given in three parts:
 1.6 MAPPINGS BETWEEN FINITE-DIMENSIONAL SPACES 53

(i) Suppose f is a C 1 mapping of Q ~!RN and the rank of j'(x) is N,

so that whenever j(x 0 ) = p, the Jacobian determinant off at x 0 ll/x 0)1
=F 0. Then we define the degree off at p relative to Q as
d(f,p, Q) = 2: sgn llj(x)I.
f(x) = p

This sum is finite by virtue of the compactness of Q, and the inverse

function theorem.
(ii) Suppose now that f is known to be a C 1 mapping of Q ~!RN.
Then by ( 1.6. l(i)) we can find a sequence of regular points { Pn} (with
respect to (f, Q)) such that Pn ~ p in !RN. We then define the degree off at
p as
d(f, p, Q) = n->OO
Jim d(f, Pn Q).
(iii) Finally, if f is only known to be continuous in n, there is a
sequence of C 1 mappings f,, ~ f uniformly on Q, and we set
lim Un' p, ~).
d(f, p, Q) = n->oo
The function d(f, p, Q) can be shown to be well defined in (ii) and (iii),
and the limits exist and are independent of the approximating sequences.
The basic properties of the degree function follow readily from this
definition. For a bounded domain n c !RN, they are
( 1.6.3) (i) (boundary value dependence) d(f, p, n,) is uniquely deter-
mined by the action of j(x) on an.
(ii) (homotopy invariance) Suppose H(x, t) = p has no solution
x E an for any t E [O, I], then d(H(x, t),p n) is constant independent of
t E [O, I] provided H(x, t) is a continuous function of x and t.
(iii) (continuity) d(f, p, n) is a continuous function off E C(D)
(with respect to uniform convergence) and of p E n.
(iv) d(f,p, n) = d(f,p', n) for p andp' in the same component of
!RN - j(an).
(v) (domain decomposition) If { n;} is a finite collection of dis-
joint open subsets of n and j(x) =F p for x E (D - u ;n;), then d(f, p, n)
= "2,;d(f, p, n;).
(vi) (Cartesian product formula) If p E n C !Rn, p' E n' c [Rm and
f: n~!Rn, g: n'~!Rm, then d((j,g), (p,p'), n x n')= d(f,p, n)-
d( g, p', n ') provided the right-hand side is defined.
(vii) If j(x) =F pin 15, then d(j,p, n) = 0.
(viii) (odd mappings) Let n be a symmetric domain about the
origin, and j(- x) = - j(x) on an, with f: n ~!Rn, and j(x) =F 0 on an,
then d(f, 0, n) is an odd integer.
(ix) If d(f,p, n) =F 0, then the equation j(x) = p has solutions
inn.
54 I BACKGROUND MATERIAL

(x) Let f be a complex analytic mapping of a neighborhood U of

the origin of en into itself with f(O) = 0. If the origin is an isolated zero of
f, and the Jacobian determinant det IJ/O)I = 0, then d(f, 0, U') ~ 2 for
any sufficiently small open neighborhood U' of the origin.
The degree of a mapping just described is most useful in establishing
qualitative properties of continuous mappings. As a simple example, we
prove
( 1.6.4) Brouwer Fixed Point Theorem Let f be a continuous mapping
of the untt ball a= (xi lxl . ; 1) in !RN into itself. Then f has at least one
fixed point in a.
Proof: We show f has a fixed point either on the boundary of CJ or in the interior. Suppose f
has no fixed point on the boundary aCJ of CJ, then the degree fl= d(x - j(x), 0, !xi < 1) is
defined. In this case we show fl= 1, by use of the homotopy h(x, t) = x - tf(x), t E (0, l],
joining the identity mapping to x - j(x). Since f maps CJ into itself, l/(x)I .;;; 1; and so the
equation h(x, t) = 0 has no solutions on the boundary of CJ, aCJ. Indeed, if the equation had
solutions on aCJ, t = 1 and f would, of necessity, have a fixed point on aCJ. Thus by the
homotopy invariance property of degree mentioned in (l.6.3), fl= d(x, 0, !xi< 1) = 1 (by
definition). Thus f has a fixed point in CJ by ( 1.6.J(ix)) and so the result is established.

In Chapter 5, we shall investigate the extensions of the degree to classes

of mappings between Banach spaces. Moreover, this extension is used
there to solve many problems of analysis.

1.68 Homotopy invariants

Homotopy groups Let M(X, Y) denote the set of continuous map-

pings between the topological spaces X and Y. Two mappings
f, g E M(X, Y) are called homotopic if there is a one-parameter family of
mappings J; E M(X, Y) depending continuously on t E [O, l] and joiningf
and g, i.e., such that Jo= f while f 1 = g. One easily verifies that homotopy
is an equivalence relation, and so partitions M(X, Y) into a set of
homotopy classes, written [X, Y]. Then one attempts to obtain information
about these homotopy classes and, if possible, to determine the classes
[X, Y] in terms of the topological properties of X and Y.
Accordingly, an algebraic structure is introduced into [X, Y]. Thus if
X = S 1 denotes the interval [O, l] with end points identified, one fixes a
base point y 0 E Y and restricts attention to mappings f E [ S 1, Y] with
j(O) = y 0 For two such mappings f, g E [ S 1, Y], one defines [f] [ g] =
[f g], where

f g(s) = { g(2s) for

f(2s - 1) for
2.11. Topological Degree, Index of a Vector Field and Fixed Point Index 65

Theorem 10.13. Let A, M and N be C' manifolds and p: A --+ C'(M, N) be a

C' representation with evaluation map evP. Assume that:
(i) dim M = n < oo, dim N = p < oo
(ii) A is second countable
(iii) r > max(O, n - p)
(iv) b EN is a regular value of evP
Then the set of A E A such that b is a regular value of p" is residual.

The above theorem has the following generalization which is useful in

applications.

Theorem 10.14. Assume the hypotheses of Theorem 10.13 hold. If W c N

is a submanifold, not necessary closed, and ev P is transversal to W, then

{A E A: P.< is transversal to W}
is residual in A.

2.11. Topological Degree, Index of a Vector Field

and Fixed Point Index

Here we give a brief outline of degree theory. The approach is in some sense
nonstandard but is related to bifurcation theory.
Let Q be a bounded open set in IR" and

f :Q--+ IR"

be C 2 . Suppose that f(x) # 0 for all x E oQ. One says that f is generic if
Df(x) is nonsingular for each x E Q for which f(x) = 0. For generic f, we
define the (topological) degree off with respect to 0 and Q by the following
formula:

(11.1) deg(f, Q, 0) = L: sign det Df(x)

xEf- 1(0)

We note that, if f is generic, thenf- 1(0) consists of only a finite number of

points in Q. Thus, (11.1) is well-defined. Similarly, for any f E C 2(Q) and
p f(oQ), we may define the topological degree off with respect to p and
Q by a similar formula as (11.1) provided f is generic (i.e., p is a regular
value off).
Our goal is to extend this definition of degree to all continuous functions
h:Q-+ IR" with respect top h(oQ). To begin, let h:Q-+ IR" be continuous
and 0 h(oQ). We may approximate h in the C 0 (Q)-topology by a C 00 func-
tion f 0 : Q--+ IR". Moreover, 0 J 0 (oQ) and j 0 is generic. If j 0 is not generic,
66 2. Elements of Nonlinear Analysis

then, by Sard's theorem, 0 is a regular value of f 0 - e = g for almost all

near 0. Clearly, for e small, 0 : g(oQ). We may thus always assume f 0 is
generic.
We may define

(11.2) deg(h, n, 0) = deg(f 0 , Q, 0)

provided (11.2) is independent of the choice of f 0 . That is, if f 1 is generic,

0 : f 1 (oQ) andf 1 is also near h in the C0 (Q) topology, it must be shown that

(11.3) deg(J 0 ,Q,O) = deg(f1,Q,O)

Indeed, this is the case. We will give a proof of (11.3) via the theory of generic
bifurcation. The advantage here is that we will have the homotopy property
of topological degree as a simple corollary.
Consider any J 0 , J 1 E C 00 (Q) not necessarily near each other. Assume that
0 : J 0 (oQ) u J 1(oQ) and both are generic. Suppose f" is C 00 in (x, a) E Q x
[O, 1], 0 ~a~ 1, and is a homotopy from J 0 to f 1 such that 0 : f"(oQ) for
any 0 ~ a ~ 1. We will show that

deg(f O, Q, 0) = deg(f 1 , Q, 0)

In particular, this will prove (11.3) for J 0 and J 1 that are close to h since we
may take
!" = af 1 + (1 - a)f 0

We note that the above homotopy also shows that, in the definition (11.2),
we may take any f E C 00 (Q) with

sup lf(x) - h(x)I < inf lh(x)I

XE fl XEOfl

Consider now the homotopy f", 0 ~a~ 1. The result in the appendix
to this section shows that we may choose a homotopy ga, 0 ~ a ~ 1, near f"
such that g 0 = J 0 , g 1 = J1, ga is near f" in C2 (Q), 0 : ga(oQ), and ga is generic
except for finitely many a's, say 0 < a 1 < < ak < 1. Moreover, at each
a= aj, 1 ~ j ~ k, there exists precisely one xi E Q such that gai(xj) = 0 and
ga(x) satisfies the conclusions of the theorem in the appendix. We refer to
this as a "generic bifurcation" at x = xj and a= ai. If, fore> 0 sufficiently
small,

(11.4) deg(gar, Q, 0) = deg(gai+',Q, 0)

(11.5) deg(g 0 , Q, 0) = deg(g', Q, 0)

then this will show that deg(ga, Q, 0) is constant for 0 ~ a ~ 1 and hence
2.11. Topological Degree, Index of a Vector Field and Fixed Point Index 67

(11.3) is true. We will first show (11.5). If g0 (x) = 0 and Dg (x) is nonsingular,
0

then by the implicit function theorem, there exists a unique smooth curve
x(a:) for [a:i sufficiently small such that x(O) = x, g"(x(a:)) = 0 and Dg"(x(a:))
is nonsingular. Moreover, the sign of <let Dg"(x(a:)) is constant for a: small.
It is also clear that the number of inverse images of zero in Q remains constant
for a: small. Thus, (11.5) is proved. It remains to show (11.4). For simplicity,
we let f3 =a: - a:i and xi= 0. Since g"i(x) has a generic bifurcation at x = 0,
we may assume that after a change of variables

where B(/3) is a nonsingular (n - 1) x (n - 1) matrix for all f3 small. Thus,

for l/31 small, sgn <let B(/3) = constant, and sgn <let Dg"(O) = sgn f3 <let B(/3).
By the theorem in the appendix, Dfo"i(O) # 0, where Dig" is the second
derivative with respect to the first component of x. An application of the
method of Liapunov-Schmidt similar to the one described in Section 1.5 for
Equation (1.5.6) for finding solutions to g"(x) = 0 near a: = a:i, x = 0, shows
there exists a smooth curve x(/3) such that x(O) = 0, x(/3) # 0 for f3 # 0,
g"(x(/3)) = 0 and Dg"(x(/3)) is nonsingular. Moreover,

sgn f3 <let Dg"(x(/3)) = constant.

This implies that deg(g";-e, Q 1 , 0) = deg(g";+e, Q 1 , 0) where Q 1 is a sufficiently

small neighborhood of xi. Summarizing the above, we have the following.

Theorem 11.1. (a) For any continuous h:Q-+ !Rn and p h(oQ), there exists
a C 00 function f:Q-+ !Rn such that p f(oQ), pis a regular value off and

sup [f(x) - h(x)[ < inf [h(x) -

xEQ XEOQ
Pl
Moreover,
deg(h,Q,p) = deg(f,Q,p)
is well de.fined.
(b) If h", 0 :::; a: :::; 1, is a continuous homotopy of h0 and h 1 , p h"(oQ) for
all 0 :::; a: :::; 1, then

deg(h", Q, p) = constant

Now we give some applications of degree theory.

Theorem 11.2 (Borsuk). Let Q c !Rn be open, bounded and symmetric with
respect to the origin, i.e., if x E Q, then - x E Q. Suppose h: Q -+ !Rn is contin-
68 2. Elements of Nonlinear Analysis

uous and odd (h(x) = -h(-x)) and 0 h(8Q). Then

deg(h, Q, 0) = odd if 0 E Q
deg(h, Q, 0) = even if 0 Q.
Proof. Let J: Q -+ ~n be a generic smooth approximation of h. Let
f(x) = t[J(x) - J(-x)]

Then f is an odd generic approximation of h and

deg(f, Q, 0) = deg(h, Q, 0)

Since the zeros off occur in pairs except for x = 0 and Df(x) = DJ( - x) for
any x E Q, the result follows immediately from the definition. D

Corollary 11.3. Let sn-l = {x E ~n:lxl = 1} and h:sn-l-+ ~n be continuous

and odd. Then there exists x E S"- 1 such that h(x) = 0.

Proof. Suppose not. Then there exists e > 0 such that inf{ih(x)I :x E sn-l} =
e > 0. By Tietze's extension theorem, we may continuously extend h to
Bn = {x:lxl ~ 1} and
inf {ih(x)I: x E B"} > 0.

Moreover, we may assume that the extension is odd. Since 0 E lJn,

deg(h, lJn, 0) = odd =I= 0.

Thus, there exists at least one x E B" such that h(x) = 0. This contradicts the
above infimum conditions. D

Theorem 11.4 (Brouwer). Let h:B"-+ B" be continuous. Then there exists a
fixed point x E lJn of h.

Proof. Suppose that x =I= h(x) for all x E 8B". Consider the homotopy H~(x) =
ocx + (1 - oc)(x - h(x)). Thus, H~(x) =I= 0 for all x E 8B". Hence, by Theorem
11.1,

This implies that h has a fixed point. D

The degree of a mapping may often be computed from the local behavior.
The notion of index is then convenient to use. Let h: Q -+ ~" be continuous
and h(x 0 ) = 0. If there exists an open neighborhood Q' of x 0 such that
2.1 l. Topological Degree, Index of a Vector Field and Fixed Point Index 69

Q' n h- 1(0) = {x 0 }, we define the index of hat x 0 by:

ind(h, x 0 ) = deg(h, Q', O)

We note that as long as x 0 is isolated, ind(h, x 0 ) is well-defined. Moreover,

this enables one to define index of h when h is defined on a manifold.
We now state two theorems omitting the proofs.

Theorem 11.5. Let A be a nonsingular n x n matrix and h(x) = Ax + O(lxl 2 )

as x~o. Then
ind(h, 0) = ( - l)k
where
k =number (counting multiplicities) of eigenvalues of
A in (- oo,0).

Theorem 11.6 (Poincare formula). Leth: ~ 2 ~ ~ 2 be C 1 and h(O) = 0. Sup-

pose that x = 0 is an isolated zero of h, then

ind(h, 0) = 1 + !(E - H)
where E and Hare integers associated with the flow x = h(x); E =number of
elliptic regions, and H =number of hyperbolic regions (see Fig. 11.1).

Figure 11.1. Flow of x = h(x) about x = 0 with elliptic regions (E), hyperbolic regions (H) and
parabolic regions (P).

Here is a simple application. Consider the flow (see Fig. 11.2).

2 2
X1 = X1 - X2

x2 = 2x 1 x 2
By the Poincare formula, the index of hat x = 0 is 2. We may also consider
the perturbation
x1 = - ex 1 + xi - x~
x2 = -ex 2 + 2x 1x 2
70 2. Elements of Nonlinear Analysis

The flow is shown in Fig. 11.3. Note that there are two inverse images of
x = 0, namely, (0, 0) and (e, 0). By Theorem 11.5, the index of h at each point
is 1. Thus, the total index is 2.

In the previous example, the vector field h consists of the real and imagi-
nary parts of an analytic function w(z) = z 2 with the identification

Z = X1 + iX2
(11.6)
w(z) = h 1(xi.x 2 ) + ihi(xi.x 2 ).
More generally, given a continuous, not necessary analytic, w:C--+ C with
w(O) = 0, if z = 0 is an isolated zero of w(z), we define the index of w at z = 0
by ind(w,0) = ind(h,O), where h:IR 2 --+ IR 2 is defined by (11.6). Similarly, we
may define the index of a continuous function w: C"--+ C".

Theorem 11.7. Let w:C--+ C be analytic and z = 0 be an isolated zero of w.

Then ind(w, 0) > 0.
2.11. Topological Degree, Index of a Vector Field and Fixed Point Index 71

Proof. By making a perturbation of w, we may assume that w- 1(0) has only

a finite number of points. Moreover, 0 is a regular value of w. Let w(z 0 ) = 0.
Since 0 is a regular value, lw'(z 0 )I =F 0. By the Cauchy-Riemann equation and
(11.6), det Dh(z0 ) = lw'(z 0 )12 > 0. This completes the proof. D

The above theorem is also true for analytic w:cn--+ en. If f:cn--+ C is
analytic and z = 0 is an isolated critical point off, then the Milnor number
off at z = 0 is precisely the index off': C" --+ C" at z = 0.

EXAMPLES.

(a) ind(z", 0) = n for any n ;;::: 1

(b) ind(z", 0) = - n.
We note that the mapping z --+ z" is not analytic.

In many problems, one is interested in the fixed points of a continuous

map. We define the local fixed point index 7:(h, x) of a map hat a fixed point
x by the following
7:(h, x) = ind(/ - h, x)

where I is the identity. Note that the number 7:(h, x) is defined locally at each
isolated fixed point of h.

EXAMPLES. (a) Let h(z) = z + z 2 , where z EC. Then

ind(h, 0) = 1, 7:(h,O) = 2.
(b) Let
w= e2ni/3

and
h(z) = wz + z" n;;::: 2.

Let hi(z) denote the /h iterate of h. We have

h2 (z) = w 2 z + (w + w")z" +
h3 (z) = z + (w 2 + w"+ 1 + w2 n)z" +
Thus, 7:(h, 0) = 1 and 7:(h 2 , 0) = 1. If n = 1 mod (3), then 7:(h 3 , 0) = n. In fact,
we claim that 7:(h", 0) = 1 mod (3) for any n. To prove the claim, we consider
a generic perturbation f(z) of h(z) such that f(O) = 0. The fixed point index
off at z = 0 is clearly 1. If z =F 0 is a fixed point of f, then

z, f(z), f 2 (z)
72 2. Elements of Nonlinear Analysis

are also fixed points of f(z). Since f(z) is close to wz in a neighborhood of

z = 0, the above three points are distinct. Thus, fixed points of f(z) appear
in triplets except for z = 0. This proves the claim.
If we label the fixed point index of hi(z) in a sequence, then we have the
following:

1, 1, C, 1, 1, C, ....

where C = 1 mod (3). The periodicity of the above sequence is in fact true
for more general mappings.

In the following, we discuss the fixed indices for iterates of a C 1 mapping.

The C 1 smoothness is important here.

Theorem 11.8. Let f:Q--+ lffin be C 1 and x = 0 be an isolated fixed point for
fk for all k ~ 1. If
k-1
I + Df(O) + ... + Dfk- l(O) = L Dfi(O)
j=O

is nonsingular, then

-r:(f, 0) = -r:(f\ 0).

Proof. Let Dfk be the map x 1--+ Dfk(O)x, f =DJ+ 9 1 and fk = Dfk + ()k
Then, by the rule of differentiation for composition of maps.

I - Jk = I - Dfk - ()k
=(I+ DJ++ DJk- 1)(1 - DJ) - ()k
=(I+ DJ+ ... + Dfk-1)(1 - f)
+(I+ DJ+ .. + Dfk- 1)()1 - ()k

We will show by induction that, for any k ~ 1 and i; > 0, there exists a
neighborhood Uk,e of x = 0 such that

Thus, if
k-1
L Dfi(O)
j=O
2.11. Topological Degree, Index of a Vector Field and Fixed Point Index 73

is nonsingular, then

r(f\O) =ind( Ct: Dfi)(J - f), 0) = r(f,O)

To estimate
k-1
I DJ je1 - ek,
j=O

first observe by induction that

k-1
ek= L Dfk-j-lf31Ji.
j=O

So,
k-1 k-1 k-1
I Dfif31 - ek = I Dfk-j-le1 - L Dfk-j-le1 ofj
j=O j=O j=O
k-1
= I v1k-j- 1(e1 - e1 Ji).
j= 1

By the mean value theorem,

where I I denotes either the norm in ~n or the sup norm in C(U k,,). Since
Df3 1(0) = 0, it suffices to prove inductively that, given}< k, there is a neigh-
borhood J'} of x = 0 and ci ;:::: 0 such that

Since

we can inductively choose uj,e so that

j-1
Ix - Ji(x)I ~ I IDfil Ix - f(x)I + elx - f(x)I
i=O

and we are done. D

74 2. Elements of Nonlinear Analysis

Theorem 11.9. If f:Q-+ !Rn is C 1 and x = 0 is an isolated fixed point of

fk for all k, then {r(f\O)} is a periodic sequence ink~ 0.

Proof. Let f be replaced by P, Theorem 11.8 shows that, if

A= I+ Dj1(0) + + Df1rk-t>(O)
is nonsingular, then r(f 1\ 0) = ( -1)r(f 1,0), where is the number of eigen-
values (counting multiplicities) of A that lie in ( - oo, 0). It follows from the
spectral mapping theorem that every eigenvalue of A has the form

1 -A_lk
1 +A.'+ ... + A_l(k-1) = - -
1 -A.'
Hence
r(f\ 0) = r(f, 0) if k is odd
r(fk 1,0) = -r(f 1,0) if l is even.

This shows that, if Df(O) has no roots of unity as an eigenvalue, then the
sequence {r(f\ O)} is periodic in k with period 2.
Let S = {p:Df(O) has a primitive p1h root of unity} and m be the least
common multiple of p ES. Since 1 +.A.m + + A_m(k-tJ = 0, for any k ~ 1,
the sequence {r(fm\ 0)} has period 2 in k ~ 1 by using the arguments above.
Now it is not difficult to see that {r(f\ O)} is periodic in k ~ 0 with period
2m. D

We now give an application of index to area-preserving maps.

If f: IR 2 -+ IR 2 is C 1 , then f is said to be area preserving if det Df(x) = 1
for all x E IR 2 . Let x = 0 be an isolated fixed point off. Let ). and be the
eigenvalues of Df(O). Since f is area preserving, A. = 1. There are three
possibilities for these eigenvalues:
(a) 0 < IA.I < 1 < lI (hyperbolic)
(b) 1)-1 = lI = 1, but A. t= 1 (elliptic)
(c) A. = = 1 (parabolic)
Since the eigenvalues of I - Df(O) are precisely 1 - A. and 1 - ,we conclude
from Theorem 11.5 that r(f, 0) = 1 in case (a) and r(f, 0) = + 1 in case (b).
It remains to compute r(f, 0) in case (c). The basic idea is to find a vector
field in IR 2 which has a critical point at x = 0 with index equal to r(f, 0).
For vector fields in IR 2 , the Poincare index formula is applicable. Since f is
area preserving, we suspect that the vector field would be Hamiltonian. This
is indeed the case.
Consider the differential 1-form
2.11. Topological Degree, Index of a Vector Field and Fixed Point Index 75

Since <let Df(x) = 1,

dQ = 2(df1 /\ df2 - dx1 /\ dx2)
= 2(det Df(x) - l)dx 1 /\ dx 2
=0.

This says that Q is a closed 1-form and, therefore, there must exist a scalar-
valued function H(x), called the generating function, such that dH = Q.
Assume that -1 is not an eigenvalue of Df(O). We may introduce the new
variables w = f(x) + x, so that

and

JVH(w) =(I - f) o (I+ f)- 1(w),

J=(-~ ~}
Since (I + f) is locally a C 1 diffeomorphism, fixed points off and critical
points of H are in one-to-one correspondence. Next, for any lxl small,
I + f is close to the identity and therefore preserves the orientation, i.e.,
Det D(J + f) = 1. Hence, the index of JVH(w) at w = 0 is equal to r(f,O).
Consider the flow
w = JVH(w).
Since the flow is Hamiltonian, there are no elliptic regions at w = 0 (see
Fig. 11.1). By the Poincare index formula (Theorem 11.6),

-H
r(f, 0) = 1 + - 2- ::;; 1.

In summary, we have the following theorem:

Theorem 11.10. Let f: IR 2 -.. IR 2 be C1 and area preserving. If x = 0 is an

isolated fixed point off, then the local fixed point index r(f, 0) ::;; 1.

We now present a constructive proof of the existence of a zero of a vector

field on an even dimensional sphere based on transversality theory and degree
theory. This theorem will be used in Chapter 4 to prove the Krasnoselskii
theorem on bifurcation.
Let TS" be the tangent bundle of S". For any given smooth vector field
F:S"-.. TS", we can write F(x) = (x,f(x)), where x ES", x f(x) = 0 and x,
f(x) E IR"+ 1 . For any fixed a ES", define the "trivial" vector field

G(x) = (x,g(a,x)), g(a,x) =a - (a x)x