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Convenient vector space

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In mathematics,convenient vector spaces arelocally convex vector spaces satisfying a very mildcompleteness condition.

Traditionaldifferential calculus is effective in the analysis of finite-dimensionalvector spaces and forBanach spaces. Beyond Banach spaces, difficulties begin to arise; in particular, composition ofcontinuous linear mappings stop being jointly continuous at the level of Banach spaces,[Note 1] for any compatible topology on the spaces of continuous linear mappings.

Mappings between convenient vector spaces aresmooth orC{\displaystyle C^{\infty }} if they map smooth curves to smooth curves. This leads to aCartesian closed category of smooth mappings betweenc{\displaystyle c^{\infty }}-open subsets of convenient vector spaces (see property 6 below). The corresponding calculus of smooth mappings is calledconvenient calculus.It is weaker than any other reasonable notion of differentiability, it is easy to apply, but there are smooth mappings which are not continuous (see Note 1).This type of calculus alone is not useful in solving equations[Note 2].

The c-topology

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See also:Differentiable vector-valued functions from Euclidean space andDifferentiation in Fréchet spaces

LetE{\displaystyle E} be alocally convex vector space. A curvec:RE{\displaystyle c:\mathbb {R} \to E} is calledsmooth orC{\displaystyle C^{\infty }} if all derivatives exist and are continuous. LetC(R,E){\displaystyle C^{\infty }(\mathbb {R} ,E)} be the space of smooth curves. It can be shown that the set of smooth curves does not depend entirely on the locally convex topology ofE,{\displaystyle E,} only on its associatedbornology (system of bounded sets); see [KM], 2.11.Thefinal topologies with respect to the following sets of mappings intoE{\displaystyle E} coincide; see [KM], 2.13.

This topology is called thec{\displaystyle c^{\infty }}-topology onE{\displaystyle E} and we writecE{\displaystyle c^{\infty }E} for the resulting topological space. In general (on the spaceD{\displaystyle D} of smooth functions with compact support on the real line, for example) it is finer than the given locally convex topology, it is not a vector space topology, since addition is no longer jointly continuous. Namely, evenc(D×D)(cD)×(cD).{\displaystyle c^{\infty }(D\times D)\neq \left(c^{\infty }D\right)\times \left(c^{\infty }D\right).}The finest among all locally convex topologies onE{\displaystyle E} which are coarser thancE{\displaystyle c^{\infty }E} is the bornologification of the given locally convex topology. IfE{\displaystyle E} is aFréchet space, thencE=E.{\displaystyle c^{\infty }E=E.}

Convenient vector spaces

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A locally convex vector spaceE{\displaystyle E} is said to be aconvenient vector space if one of the following equivalent conditions holds (calledc{\displaystyle c^{\infty }}-completeness); see [KM], 2.14.

Here a mappingf:RE{\displaystyle f:\mathbb {R} \to E} is calledLipk{\displaystyle {\text{Lip}}^{k}} if all derivatives up to orderk{\displaystyle k} exist and are Lipschitz, locally onR{\displaystyle \mathbb {R} }.

Smooth mappings

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LetE{\displaystyle E} andF{\displaystyle F} be convenient vector spaces, and letUE{\displaystyle U\subseteq E} bec{\displaystyle c^{\infty }}-open. A mappingf:UF{\displaystyle f:U\to F} is calledsmooth orC{\displaystyle C^{\infty }}, if the compositionfcC(R,F){\displaystyle f\circ c\in C^{\infty }(\mathbb {R} ,F)} for allcC(R,U){\displaystyle c\in C^{\infty }(\mathbb {R} ,U)}. See [KM], 3.11.

Main properties of smooth calculus

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1. For maps on Fréchet spaces this notion of smoothness coincides with all other reasonable definitions. OnR2{\displaystyle \mathbb {R} ^{2}} this is a non-trivial theorem, proved by Boman, 1967. See also [KM], 3.4.

2. Multilinear mappings are smooth if and only if they are bounded ([KM], 5.5).

3. Iff:EUF{\displaystyle f:E\supseteq U\to F} is smooth then the derivativedf:U×EF{\displaystyle df:U\times E\to F} is smooth, and alsodf:UL(E,F){\displaystyle df:U\to L(E,F)} is smooth whereL(E,F){\displaystyle L(E,F)} denotes the space of all bounded linear mappings with the topology of uniform convergence on bounded subsets; see [KM], 3.18.

4. The chain rule holds ([KM], 3.18).

5. The spaceC(U,F){\displaystyle C^{\infty }(U,F)} of all smooth mappingsUF{\displaystyle U\to F} is again a convenient vector space where the structure is given by the following injection, whereC(R,R){\displaystyle C^{\infty }(\mathbb {R} ,\mathbb {R} )} carries the topology of compact convergence in each derivative separately; see [KM], 3.11 and 3.7.

C(U,F)cC(R,U),FC(R,R),f(fc)c,.{\displaystyle C^{\infty }(U,F)\to \prod _{c\in C^{\infty }(\mathbb {R} ,U),\ell \in F^{*}}C^{\infty }(\mathbb {R} ,\mathbb {R} ),\quad f\mapsto (\ell \circ f\circ c)_{c,\ell }\,.}

6. Theexponential law holds ([KM], 3.12): Forc{\displaystyle c^{\infty }}-openVF{\displaystyle V\subseteq F} the following mapping is a linear diffeomorphism of convenient vector spaces.

C(U,C(V,G))C(U×V,G),fg,f(u)(v)=g(u,v).{\displaystyle C^{\infty }(U,C^{\infty }(V,G))\cong C^{\infty }(U\times V,G),\qquad f\mapsto g,\qquad f(u)(v)=g(u,v).}

This is the main assumption of variational calculus. Here it is a theorem. This property is the source of the nameconvenient, which was borrowed from (Steenrod 1967).

7.Smooth uniform boundedness theorem ([KM], theorem 5.26). A linear mappingf:EC(V,G){\displaystyle f:E\to C^{\infty }(V,G)} is smooth (by (2) equivalent to bounded) if and only ifevvf:VG{\displaystyle \operatorname {ev} _{v}\circ f:V\to G} is smooth for eachvV{\displaystyle v\in V}.

8. The following canonical mappings are smooth. This follows from the exponential law by simple categorical reasonings, see [KM], 3.13.

ev:C(E,F)×EF,ev(f,x)=f(x)ins:EC(F,E×F),ins(x)(y)=(x,y)():C(E,C(F,G))C(E×F,G)():C(E×F,G)C(E,C(F,G))comp:C(F,G)×C(E,F)C(E,G)C(,):C(F,F1)×C(E1,E)C(C(E,F),C(E1,F1)),(f,g)(hfhg):C(Ei,Fi)C(Ei,Fi){\displaystyle {\begin{aligned}&\operatorname {ev} :C^{\infty }(E,F)\times E\to F,\quad {\text{ev}}(f,x)=f(x)\\[6pt]&\operatorname {ins} :E\to C^{\infty }(F,E\times F),\quad {\text{ins}}(x)(y)=(x,y)\\[6pt]&(\quad )^{\wedge }:C^{\infty }(E,C^{\infty }(F,G))\to C^{\infty }(E\times F,G)\\[6pt]&(\quad )^{\vee }:C^{\infty }(E\times F,G)\to C^{\infty }(E,C^{\infty }(F,G))\\[6pt]&\operatorname {comp} :C^{\infty }(F,G)\times C^{\infty }(E,F)\to C^{\infty }(E,G)\\[6pt]&C^{\infty }(\quad ,\quad ):C^{\infty }(F,F_{1})\times C^{\infty }(E_{1},E)\to C^{\infty }(C^{\infty }(E,F),C^{\infty }(E_{1},F_{1})),\quad (f,g)\mapsto (h\mapsto f\circ h\circ g)\\[6pt]&\prod :\prod C^{\infty }(E_{i},F_{i})\to C^{\infty }\left(\prod E_{i},\prod F_{i}\right)\end{aligned}}}

Related convenient calculi

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Convenient calculus of smooth mappings appeared for the first time in [Frölicher, 1981], [Kriegl 1982, 1983].Convenient calculus (having properties 6 and 7) exists also for:

  • Real analytic mappings (Kriegl, Michor, 1990; see also [KM], chapter II).
  • Holomorphic mappings (Kriegl, Nel, 1985; see also [KM], chapter II). The notion of holomorphy is that of [Fantappié, 1930-33].
  • Many classes of Denjoy Carleman ultradifferentiable functions, both of Beurling type and of Roumieu-type [Kriegl, Michor, Rainer, 2009, 2011, 2015].
  • With some adaptations,Lipk{\displaystyle \operatorname {Lip} ^{k}}, [FK].
  • With more adaptations, evenCk,α{\displaystyle C^{k,\alpha }} (i.e., thek{\displaystyle k}-th derivative is Hölder-continuous with indexα{\displaystyle \alpha }) ([Faure, 1989], [Faure, These Geneve, 1991]).

The corresponding notion of convenient vector space is the same (for their underlying real vector space in the complex case) for all these theories.

Application: Manifolds of mappings between finite dimensional manifolds

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The exponential law 6 of convenient calculus allows for very simple proofs of the basic facts about manifolds of mappings. LetM{\displaystyle M} andN{\displaystyle N} be finite dimensionalsmooth manifolds whereM{\displaystyle M} iscompact. We use an auxiliaryRiemann metricg¯{\displaystyle {\bar {g}}} onN{\displaystyle N}. TheRiemannian exponential mapping ofg¯{\displaystyle {\bar {g}}} is described in the following diagram:

It induces an atlas of charts on the spaceC(M,N){\displaystyle C^{\infty }(M,N)} of all smooth mappingsMN{\displaystyle M\to N} as follows.A chart centered atfC(M,N){\displaystyle f\in C^{\infty }(M,N)}, is:

uf:C(M,N)Uf={g:(f,g)(M)VN×N}U~fΓ(fTN),{\displaystyle u_{f}:C^{\infty }(M,N)\supset U_{f}=\{g:(f,g)(M)\subset V^{N\times N}\}\to {\tilde {U}}_{f}\subset \Gamma (f^{*}TN),}
uf(g)=(πN,expg¯)1(f,g),uf(g)(x)=(expf(x)g¯)1(g(x)),{\displaystyle u_{f}(g)=(\pi _{N},\exp ^{\bar {g}})^{-1}\circ (f,g),\quad u_{f}(g)(x)=(\exp _{f(x)}^{\bar {g}})^{-1}(g(x)),}
(uf)1(s)=expfg¯s,(uf)1(s)(x)=expf(x)g¯(s(x)).{\displaystyle (u_{f})^{-1}(s)=\exp _{f}^{\bar {g}}\circ s,\qquad \quad (u_{f})^{-1}(s)(x)=\exp _{f(x)}^{\bar {g}}(s(x)).}

Now the basics facts follow in easily.Trivializing the pull back vector bundlefTN{\displaystyle f^{*}TN} and applying the exponential law 6 leads to the diffeomorphism

C(R,Γ(M;fTN))=Γ(R×M;pr2fTN).{\displaystyle C^{\infty }(\mathbb {R} ,\Gamma (M;f^{*}TN))=\Gamma (\mathbb {R} \times M;\operatorname {pr_{2}} ^{*}f^{*}TN).}

All chart change mappings are smooth (C{\displaystyle C^{\infty }}) since they map smooth curves to smooth curves:

U~f1s(πN,expg¯)s(πN,expg¯)(f2,expf1g¯s).{\displaystyle {\tilde {U}}_{f_{1}}\ni s\mapsto (\pi _{N},\exp ^{\bar {g}})\circ s\mapsto (\pi _{N},\exp ^{\bar {g}})\circ (f_{2},\exp _{f_{1}}^{\bar {g}}\circ s).}

ThusC(M,N){\displaystyle C^{\infty }(M,N)} is a smooth manifold modeled on Fréchet spaces. The space of all smooth curves in this manifold is given by

C(R,C(M,N))C(R×M,N).{\displaystyle C^{\infty }(\mathbb {R} ,C^{\infty }(M,N))\cong C^{\infty }(\mathbb {R} \times M,N).}

Since it visibly maps smooth curves to smooth curves,composition

C(P,M)×C(M,N)C(P,N),(f,g)gf,{\displaystyle C^{\infty }(P,M)\times C^{\infty }(M,N)\to C^{\infty }(P,N),\qquad (f,g)\mapsto g\circ f,}

is smooth. As a consequence of the chart structure, thetangent bundle of the manifold of mappings is given by

πC(M,N)=C(M,πN):TC(M,N)=C(M,TN)C(M,N).{\displaystyle \pi _{C^{\infty }(M,N)}=C^{\infty }(M,\pi _{N}):TC^{\infty }(M,N)=C^{\infty }(M,TN)\to C^{\infty }(M,N).}

Regular Lie groups

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LetG{\displaystyle G} be a connected smoothLie group modeled on convenient vector spaces, with Lie algebrag=TeG{\displaystyle {\mathfrak {g}}=T_{e}G}. Multiplication and inversion are denoted by:

μ:G×GG,μ(x,y)=x.y=μx(y)=μy(x),ν:GG,ν(x)=x1.{\displaystyle \mu :G\times G\to G,\quad \mu (x,y)=x.y=\mu _{x}(y)=\mu ^{y}(x),\qquad \nu :G\to G,\nu (x)=x^{-1}.}

The notion of a regular Lie group is originally due to Omori et al. for Fréchet Lie groups, was weakened and made more transparent by J. Milnor, and was then carried over to convenient Lie groups; see [KM], 38.4.

A Lie groupG{\displaystyle G} is calledregular if the following two conditions hold:

g(0)=e,tg(t)=Te(μg(t))X(t)=X(t).g(t).{\displaystyle g(0)=e,\qquad \partial _{t}g(t)=T_{e}(\mu ^{g(t)})X(t)=X(t).g(t).}

Ifg{\displaystyle g} is the unique solution for the curveX{\displaystyle X} required above, we denote

evolGr(X)=g(1),EvolGr(X)(t):=g(t)=evolGr(tX).{\displaystyle \operatorname {evol} _{G}^{r}(X)=g(1),\quad \operatorname {Evol} _{G}^{r}(X)(t):=g(t)=\operatorname {evol} _{G}^{r}(tX).}
  • The following mapping is required to be smooth:
evolGr:C(R,g)G.{\displaystyle \operatorname {evol} _{G}^{r}:C^{\infty }(\mathbb {R} ,{\mathfrak {g}})\to G.}

IfX{\displaystyle X} is a constant curve in the Lie algebra, thenevolGr(X)=expG(X){\displaystyle \operatorname {evol} _{G}^{r}(X)=\exp ^{G}(X)} is the group exponential mapping.

Theorem. For each compact manifoldM{\displaystyle M}, the diffeomorphism groupDiff(M){\displaystyle \operatorname {Diff} (M)} is a regular Lie group. Its Lie algebra is the spaceX(M){\displaystyle {\mathfrak {X}}(M)} of all smooth vector fields onM{\displaystyle M}, with the negative of the usual bracket as Lie bracket.

Proof: The diffeomorphism groupDiff(M){\displaystyle \operatorname {Diff} (M)} is a smooth manifold since it is an open subset inC(M,M){\displaystyle C^{\infty }(M,M)}. Composition is smooth by restriction. Inversion is smooth: Iftf(t, ){\displaystyle t\to f(t,\ )} is a smooth curve inDiff(M){\displaystyle \operatorname {Diff} (M)}, thenf(t,  )−1
f(t, )1(x){\displaystyle f(t,\ )^{-1}(x)} satisfies the implicit equationf(t,f(t,)1(x))=x{\displaystyle f(t,f(t,\quad )^{-1}(x))=x}, so by the finite dimensional implicit function theorem,(t,x)f(t, )1(x){\displaystyle (t,x)\mapsto f(t,\ )^{-1}(x)} is smooth. So inversion maps smooth curves to smooth curves, and thus inversion is smooth.LetX(t,x){\displaystyle X(t,x)} be a time dependent vector field onM{\displaystyle M} (inC(R,X(M)){\displaystyle C^{\infty }(\mathbb {R} ,{\mathfrak {X}}(M))}).Then the flow operatorFl{\displaystyle \operatorname {Fl} } of the corresponding autonomous vector fieldt×X{\displaystyle \partial _{t}\times X} onR×M{\displaystyle \mathbb {R} \times M} induces the evolution operator via

Fls(t,x)=(t+s,Evol(X)(t,x)){\displaystyle \operatorname {Fl} _{s}(t,x)=(t+s,\operatorname {Evol} (X)(t,x))}

which satisfies the ordinary differential equation

tEvol(X)(t,x)=X(t,Evol(X)(t,x)).{\displaystyle \partial _{t}\operatorname {Evol} (X)(t,x)=X(t,\operatorname {Evol} (X)(t,x)).}

Given a smooth curve in the Lie algebra,X(s,t,x)C(R2,X(M)){\displaystyle X(s,t,x)\in C^{\infty }(\mathbb {R} ^{2},{\mathfrak {X}}(M))},then the solution of the ordinary differential equation depends smoothly also on the further variables{\displaystyle s},thusevolDiff(M)r{\displaystyle \operatorname {evol} _{\operatorname {Diff} (M)}^{r}} maps smooth curves of time dependent vector fields to smooth curves of diffeomorphism. QED.

The principal bundle of embeddings

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For finite dimensional manifoldsM{\displaystyle M} andN{\displaystyle N} withM{\displaystyle M} compact, the spaceEmb(M,N){\displaystyle \operatorname {Emb} (M,N)} of all smooth embeddings ofM{\displaystyle M} intoN{\displaystyle N}, is open inC(M,N){\displaystyle C^{\infty }(M,N)}, so it is a smooth manifold. The diffeomorphism groupDiff(M){\displaystyle \operatorname {Diff} (M)} acts freely and smoothly from the right onEmb(M,N){\displaystyle \operatorname {Emb} (M,N)}.

Theorem:Emb(M,N)Emb(M,N)/Diff(M){\displaystyle \operatorname {Emb} (M,N)\to \operatorname {Emb} (M,N)/\operatorname {Diff} (M)} is a principal fiber bundle with structure groupDiff(M){\displaystyle \operatorname {Diff} (M)}.

Proof: One uses again an auxiliary Riemannian metricg¯{\displaystyle {\bar {g}}} onN{\displaystyle N}. GivenfEmb(M,N){\displaystyle f\in \operatorname {Emb} (M,N)}, viewf(M){\displaystyle f(M)} as a submanifold ofN{\displaystyle N}, and split the restriction of the tangent bundleTN{\displaystyle TN} tof(M){\displaystyle f(M)} into the subbundle normal tof(M){\displaystyle f(M)} and tangential tof(M){\displaystyle f(M)} asTN|f(M)=Nor(f(M))Tf(M){\displaystyle TN|_{f(M)}=\operatorname {Nor} (f(M))\oplus Tf(M)}. Choose a tubular neighborhood

pf(M):Nor(f(M))Wf(M)f(M).{\displaystyle p_{f(M)}:\operatorname {Nor} (f(M))\supset W_{f(M)}\to f(M).}

Ifg:MN{\displaystyle g:M\to N} isC1{\displaystyle C^{1}}-near tof{\displaystyle f}, then

ϕ(g):=f1pf(M)gDiff(M)andgϕ(g)1Γ(fWf(M))Γ(fNor(f(M))).{\displaystyle \phi (g):=f^{-1}\circ \,p_{f(M)}\circ \,g\in \operatorname {Diff} (M)\quad {\text{and}}\quad g\circ \,\phi (g)^{-1}\in \Gamma (f^{*}W_{f(M)})\subset \Gamma (f^{*}\operatorname {Nor} (f(M))).}

This is the required local splitting.QED

Further applications

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An overview of applications using geometry of shape spaces and diffeomorphism groups can be found in [Bauer, Bruveris, Michor, 2014].

Notes

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  1. ^An example of a composition mapping is the evaluation mappingev:E×ER{\displaystyle {\text{ev}}:E\times E^{*}\to \mathbb {R} }, whereE{\displaystyle E} is alocally convex vector space, and whereE{\displaystyle E^{*}} is itsdual of continuous linear functionals equipped with any locally convex topology such that the evaluation mapping is separately continuous. If the evaluation is assumed to be jointly continuous, then there are neighborhoodsUE{\displaystyle U\subseteq E} andVE{\displaystyle V\subseteq E^{*}} of zero such thatev(U×V)[0,1]{\displaystyle {\text{ev}}(U\times V)\subseteq [0,1]}. However, this means thatU{\displaystyle U} is contained in thepolar of the open setV{\displaystyle V}; so it is bounded inE{\displaystyle E}. ThusE{\displaystyle E} admits a bounded neighborhood of zero, and is thus anormed vector space.
  2. ^In order to be useful for solving equations like nonlinear PDE's, convenient calculus has to be supplemented by, for example,a priori estimates which help to create enough Banach space situation to allow convergence of some iteration procedure; for example, see theNash–Moser theorem, described in terms of convenient calculus in [KM], section 51.

References

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  • Bauer, M., Bruveris, M., Michor, P.W.: Overview of the Geometries of Shape Spaces and Diffeomorphism Groups. Journal of Mathematical Imaging and Vision, 50, 1-2, 60-97, 2014.(arXiv:1305.11500)
  • Boman, J.: Differentiability of a function and of its composition with a function of one variable, Mathematica Scandinavia vol. 20 (1967), 249–268.
  • Faure, C.-A.: Sur un théorème de Boman, C. R. Acad. Sci., Paris}, vol. 309 (1989), 1003–1006.
  • Faure, C.-A.: Théorie de la différentiation dans les espaces convenables, These, Université de Genève, 1991.
  • Frölicher, A.: Applications lisses entre espaces et variétés de Fréchet, C. R. Acad. Sci. Paris, vol. 293 (1981), 125–127.
  • [FK] Frölicher, A., Kriegl, A.: Linear spaces and differentiation theory. Pure and Applied Mathematics,J. Wiley, Chichester, 1988.
  • Kriegl, A.: Die richtigen Räume für Analysis im Unendlich – Dimensionalen,Monatshefte für Mathematik vol. 94 (1982) 109–124.
  • Kriegl, A.: Eine kartesisch abgeschlossene Kategorie glatter Abbildungen zwischen beliebigen lokalkonvexen Vektorräumen, Monatshefte für Mathematik vol. 95 (1983) 287–309.
  • [KM] Kriegl, A., Michor, P.W.: The Convenient Setting of Global Analysis. Mathematical Surveys and Monographs, Volume: 53, American Mathematical Society, Providence, 1997.(pdf)
  • Kriegl, A., Michor, P. W., Rainer, A.: The convenient setting for non-quasianalytic Denjoy–Carleman differentiable mappings, Journal of Functional Analysis, vol. 256 (2009), 3510–3544.(arXiv:0804.2995)
  • Kriegl, A., Michor, P. W., Rainer, A.: The convenient setting for quasianalytic Denjoy–Carleman differentiable mappings, Journal of Functional Analysis, vol. 261 (2011), 1799–1834.(arXiv:0909.5632)
  • Kriegl, A., Michor, P. W., Rainer, A.: The convenient setting for Denjoy-Carleman differentiable mappings of Beurling and Roumieu type. Revista Matemática Complutense (2015). doi:10.1007/s13163-014-0167-1.(arXiv:1111.1819)
  • Michor, P.W.: Manifolds of mappings and shapes.(arXiv:1505.02359)
  • Steenrod, N. E.: A convenient category for topological spaces, Michigan Mathematical Journal, vol. 14 (1967), 133–152.
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