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Variational attraction of the KAM torus for conformally symplectic systems

Abstract.

For the conformally symplectic system

{x˙=Hp(x,p),(x,p)T𝕋np˙=Hx(x,p)λp,λ>0\left\{\begin{aligned} \dot{x}&=H_{p}(x,p),\quad(x,p)\in T^{*}\mathbb{T}^{n}\\ \dot{p}&=-H_{x}(x,p)-\lambda p,\quad\lambda>0\end{aligned}\right.

with a positive definite Hamiltonian, we discuss the variational significance of invariant Lagrangian graphs and explain how the presence of the KAM torus impacts the W1,W^{1,\infty}- convergence speed of the Lax-Oleinik semigroup.

Key words and phrases:
conformally symplectic systems, KAM torus, discounted Hamilton-Jacobi equation, viscosity solution, Lax-Oleinik semigroup, Lagrangian manifolds
2010 Mathematics Subject Classification:
Primary 37J39, 37J51, 37J55; Secondary 70H20
Email: \dagger jl@njust.edu.cn, \ddagger jellychung1987@gmail.com, *zhao_kai@fudan.edu.en

Liang Jin

Department of Applied Mathematics, School of Science

Nanjing University of Sciences and Technology, Nanjing 210094, China

Jianlu Zhang

Hua Loo-Keng Key Laboratory of Mathematics &

Mathematics Institute, Academy of Mathematics and systems science

Chinese Academy of Sciences, Beijing 100190, China

Kai Zhao

School of Mathematical Sciences

Fudan University, Shanghai 200433, China

1. Introduction

The earliest research on conformally symplectic systems can be found in Duffing’s experimental designing book published in 1918, concerning forced oscillations with variable frequency [7]. His work inspires the creation of modern qualitative theory for dynamical systems, and a bunch of interesting phenomena, e.g. chaos, bifurcation, resonance etc [10] were found since then, although contemporaries of Duffing have also noticed these objects, e.g. Poincaré [11] and Lyapunov. Such a kind of systems have a wide practical prospect, which can be found in almost all the modern scientific subjects, e.g. astronomy [5], electromagnetics [19], elastomechanics [18], and even economics [14]. The study of invariant Lagrangian submanifolds for dissipative systems, and in particular the existence of KAM tori (i.e., invariant Lagrangian tori on which the motion is conjugate to a rotation), have been deeply investigated in [2, 3, 16]. Besides, the PDE viewpoint and variational method provide more viewpoints towards the global dynamics [6, 14, 15].

1.1. Conformally symplectic system: Hamiltonian/Lagrangian formalism

For a CrC^{r} smooth Hamiltonian function (r2r\geqslant 2)

(1) H:(x,p)T𝕋n\displaystyle H:(x,p)\in T^{*}\mathbb{T}^{n}\rightarrow\mathbb{R}

which satisfies

  1. (H1)

    (Positive Definite) HppH_{pp} is positive definite everywhere on Tx𝕋nT_{x}^{*}\mathbb{T}^{n};

  2. (H2)

    (Superlinear) lim|p|x+H(x,p)/|p|x=+\lim_{|p|_{x}\rightarrow+\infty}H(x,p)/|p|_{x}=+\infty, where ||x|\cdot|_{x} is the Euclidean norm on Tx𝕋nT^{*}_{x}\mathbb{T}^{n};

we introduce a dissipative equation by

(2) {x˙=Hp(x,p),p˙=Hx(x,p)λp.\displaystyle\left\{\begin{aligned} \dot{x}&=H_{p}(x,p),\\ \dot{p}&=-H_{x}(x,p)-\lambda p.\end{aligned}\right.

Here λ>0\lambda>0 is called the viscous damping index, since the flow ΦH,λt\Phi_{H,\lambda}^{t} of (2) transports the standard symplectic form into a multiple of itself, i.e.

(ΦH,λt)dpdq=eλtdpdq(\Phi_{H,\lambda}^{t})^{*}dp\wedge dq=e^{\lambda t}dp\wedge dq

for tt in the valid domain. That is why system (2) is called conformally symplectic [20] or dissipative [13] in related literatures.

The Hamiltonian satisfying (H1)-(H2) is usually called Tonelli. If (H1)-(H2) is guaranteed, the Legendre transformation

H:TMTM;(x,p)(x,Hp(x,p))\mathcal{L}_{H}:T^{\ast}M\rightarrow TM;(x,p)\mapsto(x,H_{p}(x,p))

is a diffeomorphism and endows a Tonelli Lagrangian

(3) L(x,v):=maxpTx𝕋np,vH(x,p)\displaystyle L(x,v):=\max_{p\in T_{x}^{*}\mathbb{T}^{n}}\langle p,v\rangle-H(x,p)

of which the maximum is obtained at p¯TxM\bar{p}\in T_{x}^{*}M such that H(x,p¯)=(x,v)\mathcal{L}_{H}(x,\bar{p})=(x,v). With the help of L(x,v)L(x,v), we can introduce a variational principle

hλa,b(x,y):=infγCac([a,b],𝕋n)γ(a)=x,γ(b)=yabeλsL(γ(s),γ˙(s))𝑑s,(ab).h_{\lambda}^{a,b}(x,y):=\inf_{\begin{subarray}{c}\gamma\in C^{ac}([a,b],\mathbb{T}^{n})\\ \gamma(a)=x,\ \gamma(b)=y\end{subarray}}\int_{a}^{b}e^{\lambda s}L(\gamma(s),\dot{\gamma}(s))ds,\quad(a\leqslant b).

Due to the Tonelli Theorem and Weierstrass Theorem [17], the infimum is always achievable by a CrC^{r}-curve η:[a,b]𝕋2\eta:[a,b]\rightarrow\mathbb{T}^{2} connecting xx and yy, which satisfies the following Euler-Lagrange equation:

ddtLv(η,η˙)+λLv(η,η˙)=Lx(η,η˙).\frac{d}{dt}L_{v}(\eta,\dot{\eta})+\lambda L_{v}(\eta,\dot{\eta})=L_{x}(\eta,\dot{\eta}).

Such an η\eta is called a critical curve of hλa,b(x,y)h_{\lambda}^{a,b}(x,y). Moreover, the Euler-Lagrange flow ϕL,λt\phi_{L,\lambda}^{t} satisfies ϕL,λtH=HΦH,λt\phi_{L,\lambda}^{t}\circ\mathcal{L}_{H}=\mathcal{L}_{H}\circ\Phi_{H,\lambda}^{t} in the valid time region. As an equivalent substitute, we can explore the dynamics of (2) via the variational method.

1.2. Symplectic aspects of the KAM torus

Let α=pdx\alpha=pdx be the Liouville form on T𝕋nT^{\ast}\mathbb{T}^{n} and

Σ:={(x,P(x))|x𝕋n,PC1(𝕋n,n)}\Sigma:=\Big{\{}\Big{(}x,P(x)\Big{)}\,\Big{|}\,x\in\mathbb{T}^{n},P\in C^{1}(\mathbb{T}^{n},\mathbb{R}^{n})\Big{\}}

be a C1C^{1}-Lagrangian graph, i.e. iω|Σ=0i^{*}\omega|_{\Sigma}=0 with ω=dα=dpdx\omega=d\alpha=dp\wedge dx. That implies the symplectic form ω\omega vanishes when restricted to the tangent bundle of Σ\Sigma. If so, there must be a cH1(𝕋n,)c\in H^{1}(\mathbb{T}^{n},\mathbb{R}) and some uC2(𝕋n,)u\in C^{2}(\mathbb{T}^{n},\mathbb{R}) such that

(3) P(x)=dxu(x)+c.\displaystyle P(x)=d_{x}u(x)+c.

Additionally, if Σ\Sigma is ΦH,λt\Phi^{t}_{H,\lambda}-invariant for all tt\in\mathbb{R}, we can prove the following:

Theorem 1 (proved in Sec. 3).

c=𝟎c=\mathbf{0}. In other words, any ΦH,λt\Phi_{H,\lambda}^{t}-invariant Lagrangian graph Σ\Sigma has to be exact.

Usually, the existence of such a ΦH,λt\Phi_{H,\lambda}^{t}-invariant Lagrangian graph can be guaranteed by certain object with quasi-periodic dynamic in the phase space, i.e. the KAM torus:

Definition 1.1 (KAM torus).

A homologically nontrivial, C1C^{1}-graphic, ΦH,λt\Phi_{H,\lambda}^{t}-invariant set is called a KAM torus and denoted by 𝒯ω\mathcal{T}_{\omega}, if the dynamic on it conjugates to the ω\omega-rotation for some ωn\omega\in\mathbb{R}^{n}. In other words, we can find a C1C^{1}- embedding map K:𝕋nT𝕋nK:\mathbb{T}^{n}\rightarrow T^{*}\mathbb{T}^{n} expressed by

K(x):=(ζ(x),η(x)),x𝕋nK(x):=\Big{(}{\zeta(x)},\eta(x)\Big{)},\quad\forall x\in\mathbb{T}^{n}

with ζ(x+m)=ζ(x)+m\zeta(x+m)=\zeta(x)+m and η(x+m)=η(x)\eta(x+m)=\eta(x) for any mnm\in\mathbb{Z}^{n}, such that the following diagram is commutative for all tt\in\mathbb{R}:

(4) x(modn)𝕋nρωtx+ωt(modn)𝕋nK()@ VVK()VK(x)T𝕋nΦH,λtK(x+ωt)T𝕋n.\displaystyle\begin{CD}x\ (mod\ \mathbb{Z}^{n})\in\mathbb{T}^{n}@>{\rho_{\omega}^{t}}>{}>x+\omega t\ (mod\ \mathbb{Z}^{n})\in\mathbb{T}^{n}\\ @V{}V{K(\cdot)}V@ VVK(\cdot)V\\ K(x)\in T^{*}\mathbb{T}^{n}@>{\Phi_{H,\lambda}^{t}}>{}>K(x+\omega t)\in T^{*}\mathbb{T}^{n}.\end{CD}

Consequently we have

𝒯ω={(x,η(ζ1(x)))T𝕋n|x𝕋n}.\mathcal{T}_{\omega}=\bigg{\{}\bigg{(}x,\eta\big{(}\zeta^{-1}(x)\big{)}\bigg{)}\in T^{*}\mathbb{T}^{n}\bigg{|}x\in\mathbb{T}^{n}\bigg{\}}.

Technically, ωH1(𝕋n,)\omega\in H_{1}(\mathbb{T}^{n},\mathbb{R}) is called the frequency of 𝒯ω\mathcal{T}_{\omega}.

Remark 1.2.

Although this definition does not rely on the choice of ω\omega, in most occasions we have to make a special selection of that, to make such a K()K(\cdot) available. Precisely, we call ωn\omega\in\mathbb{R}^{n} τ\tau-Diophantine, if there exists α>0\alpha>0 such that

|k,ω|αkτ,k=(k1,kn)n\{0}|\langle k,\omega\rangle|\geq\frac{\alpha}{\|k\|^{\tau}},\quad\forall\ k=(k_{1},\cdots k_{n})\in\mathbb{Z}^{n}\backslash\{0\}

where k=|k1|+|k2|++|kn|\|k\|=|k_{1}|+|k_{2}|+\cdots+|k_{n}|. It has been proved in a bunch of papers, e.g., [2, 3, 5, 16], the existence of the KAM torus with a Diophantine frequency for (2), by using an analogy of the classical KAM iterations.

Theorem 2 (proved in Sec. 3).

The KAM torus 𝒯ω\mathcal{T}_{\omega} is naturally a ΦH,λt\Phi_{H,\lambda}^{t}-invariant Lagrangian graph.

1.3. Variational aspects of the KAM torus

Following the ideas of Aubry-Mather theory or weak KAM theory in [6, 15], we can define the Lax-Oleinik semigroup operator

𝒯t:C(𝕋n,)C(𝕋n,),t0,\mathcal{T}_{t}^{-}:C(\mathbb{T}^{n},\mathbb{R})\rightarrow C(\mathbb{T}^{n},\mathbb{R}),\quad t\geq 0,

by

(5) 𝒯tψ(x):=infγCac([t,0],𝕋n)γ(0)=x{eλtψ(γ(t))+t0eλτL(γ,γ˙)𝑑τ}.\displaystyle\mathcal{T}_{t}^{-}\psi(x):=\inf_{\begin{subarray}{c}\gamma\in C^{ac}([-t,0],\mathbb{T}^{n})\\ \gamma(0)=x\end{subarray}}\Big{\{}e^{-\lambda t}\psi(\gamma(-t))+\int_{-t}^{0}e^{\lambda\tau}L(\gamma,\dot{\gamma})d\tau\Big{\}}.

We can prove that 𝒯tψ(x)\mathcal{T}_{t}^{-}\psi(x) is the viscosity solution (see Definition 2.1) of the Evolutionary discounted Hamilton-Jacobi equation (EdH-J):

(6) {tu(x,t)+H(x,xu)+λu=0,u(x,0)=ψ(x),t0.\displaystyle\left\{\begin{aligned} &\partial_{t}u(x,t)+H(x,\partial_{x}u)+\lambda u=0,\\ &u(x,0)=\psi(x),\quad t\geqslant 0.\end{aligned}\right.

and u(x):=limt+𝒯tψ(x)u^{-}(x):=\lim_{t\rightarrow+\infty}\mathcal{T}^{-}_{t}\psi(x) exists uniquely as the viscosity solution of the Stationary discounted Hamilton-Jacobi equation (SdH-J)

(7) H(x,xu(x))+λu(x)=0,\displaystyle H(x,\partial_{x}u^{-}(x))+\lambda u^{-}(x)=0,

no matter which ψC(𝕋n,)\psi\in C(\mathbb{T}^{n},\mathbb{R}) is chosen. By the Comparison Principle, the viscosity solution of (7) is unique but usually not C1C^{1}. Therefore, a corollary of Theorem 1 and Theorem 2 can be drawn:

Theorem 3.

For λ>0\lambda>0, each KAM torus 𝒯ω\mathcal{T}_{\omega} gives us the unique classic solution uωu_{\omega}^{-} of (7) which satisfies 𝒯ω=Graph(dxuω)\mathcal{T}_{\omega}=\textup{Graph}(d_{x}u_{\omega}^{-}). Consequently, KAM torus is unique for equation (2).

Based on this Theorem and the convergence of 𝒯tψ\mathcal{T}_{t}^{-}\psi for any initial ψ\psi, we can perceive that 𝒯ω\mathcal{T}_{\omega} works as an ‘attractor’ to global action minimizing orbits. So we prove the following :

Theorem 4 (C1C^{1}-convergency).

For a CrC^{r}-smooth Hamiltonian H(x,p)T𝕋nH(x,p)\in T^{*}\mathbb{T}^{n}\rightarrow\mathbb{R} satisfying (H1)-(H2) and the associated conformally symplectic system (2), if there exists a C1C^{1}-graphic KAM torus

𝒯ω={(x,P(x))|x𝕋n}\mathcal{T}_{\omega}=\Big{\{}\Big{(}x,P(x)\Big{)}\Big{|}x\in\mathbb{T}^{n}\Big{\}}

with the frequency ω\omega, then for any function ψC(𝕋n,)\psi\in C(\mathbb{T}^{n},\mathbb{R}), there exists a constant C=C(ψ,L,λ)>0C=C(\psi,L,\lambda)>0 such that

(8) 𝒯tψ(x)uω(x)W1,(𝕋n,)Ceλt\displaystyle\|\mathcal{T}_{t}^{-}\psi(x)-u^{-}_{\omega}(x)\|_{W^{1,\infty}(\mathbb{T}^{n},\mathbb{R})}\leqslant Ce^{-\lambda t}

for all t[0,+)t\in[0,+\infty), where P(x)=duω(x)P(x)=du_{\omega}^{-}(x) for all x𝕋nx\in\mathbb{T}^{n}.

Remark 1.3.
  • This conclusion indicates that, the solution of the Cauchy problem (6) converges in exponential speed to the solution of the stationary equation (7) w.r.t. the W1,W^{1,\infty}-norm, under the prior existence of a KAM torus 𝒯ω\mathcal{T}_{\omega}. We will see from the proof (in Sec. 4), the semiconcavity of 𝒯tψ(x)\mathcal{T}_{t}^{-}\psi(x) plays a crucial role in the controlling of x𝒯tψ(x)L\|\partial_{x}\mathcal{T}_{t}^{-}\psi(x)\|_{L^{\infty}}. However, it remains open to get the convergence speed of the semigroup under norms with higher regularity.

  • We should point out that usually 𝒯ω\mathcal{T}_{\omega} is not a global attractor and extra invariant sets may exist in the phase space (see Fig. 1). Nonetheless, the KAM torus is the only destination of all the variational minimal orbits as t+t\rightarrow+\infty, not the extra invariant sets.

1.4. Is the Lagrangian graph variational stable?

Open Problem 1.

Does an invariant Lagrangian graph of a conformally symplectic system still persists as an invariant Lagrangian graph under small perturbation?

The answer to this question seems negative, as is shown in Fig. 2, the dissipative property of (2) leads to a bifurcation of the global attractor. For α\alpha equal to the bifurcate value 0.7540.754..., the Lagrangian graph is a union of homoclinic orbit and a hyperbolic equilibrium (only Lipschitz smooth). If we reduce the value of α\alpha, the Lagrangian graph disappears and a non-graphic global attractor comes out, as shown in (a) of Fig. 2.

Since the KAM torus is normally hyperbolic, under small perturbation it persists as a ΦH,λt\Phi_{H,\lambda}^{t}-invariant C1C^{1}-graph due to the Invariant Manifold Theorem [12], although the dynamic on the perturbed torus may no longer conjugate to a rotation. That implies the persistence of Lagrangian graphs is possible with prior KAM assumption:

Refer to caption
Figure 1. Example with a coexistence of KAM torus and fixed points: H(x,p)=12(p+2)22sinx+12cosx+14cos2xH(x,p)=\frac{1}{2}(p+2)^{2}-2\sin x+\frac{1}{\sqrt{2}}\cos x+\frac{1}{4}\cos 2x, λ=12\lambda=\frac{1}{\sqrt{2}}. The KAM torus equals {(x,sinx)|x𝕋}\{(x,\sin x)|x\in\mathbb{T}\}. The maximal global attractor defined in [15] is marked in red.
Theorem 5.

(proved in Sec. 5) The KAM torus of a conformally symplectic system keeps to be a C1C^{1}-Lagrangian graph under small perturbations.

Refer to caption
Figure 2. Example: Hα(x,p)=12(p+2α)2+(cosx1)+(32α+2sinxcosx+12cosx14cos2x)αH_{\alpha}(x,p)=\frac{1}{2}(p+2\alpha)^{2}+(\cos x-1)+\big{(}3-2\alpha+2\sin x-\cos x+\frac{1}{\sqrt{2}}\cos x-\frac{1}{4}\cos 2x\big{)}\alpha, λ=12\lambda=\frac{1}{\sqrt{2}}, α[0,1]\alpha\in[0,1]. For α=0\alpha=0, the system is actually a dissipative pendulum. For α=1\alpha=1, the system has been shown in Fig. 1, with a KAM torus and two fixed points. When α0.754\alpha\approx 0.754..., there would be a bifurcation: we get an invariant torus which is only Lipschitz smooth, and comprises of a hyperbolic equilibrium and its homoclinic orbit. The invariant torus is exact, but the associated viscous solution u(x)u^{-}(x) is only C1,1C^{1,1} smooth.

Organization of the article: The paper is organized as follows: In Sec. 2, we give a brief introduction about the the weak KAM theory. In Sec. 3, we prove the symplectic properties of the KAM torus, i.e. Theorem 1 and Theorem 2. In Sec. 4, we discuss the C1C^{1}-convergence of the Lax-Oleinik semigroup and prove Theorem 4. In Sec. 5 we prove the Lagrangian persistence of the KAM toruus, namely Theorem 5. For the consistency of the proof, some longsome and independent conclusions are moved to the Appendix.

Acknowledgements: Jianlu Zhang is supported by the National Natural Science Foundation of China (Grant No. 11901560). The authors are grateful to Prof. A Sorrentino for checking the proof of exactness of the Lagrangian graphs and giving constructive suggestions.

2. Weak KAM theory of discounted H-J equations

In this section we display a list of definitions and conclusions about the variational principle of system (2), which can be used in later sections.

Definition 2.1 (Viscosity solution).
  • (1)

    A function u:𝕋nu:\mathbb{T}^{n}\to\mathbb{R} is called a viscosity subsolution (resp. viscosity supersolution) of equation (7), if for every C1C^{1} function φ:𝕋n\varphi:\mathbb{T}^{n}\rightarrow\mathbb{R} and every point x0𝕋nx_{0}\in\mathbb{T}^{n} at which uφu-\varphi reaches a local maximum (resp. minimum) , we have

    H(x0,xφ(x0))+λu(x0)0(resp.0);H(x_{0},\partial_{x}\varphi(x_{0}))+\lambda u(x_{0})\leqslant 0\quad(resp.\geqslant 0);
  • (2)

    A function u:𝕋nu:\mathbb{T}^{n}\to\mathbb{R} is called a viscosity solution of equation (7), if it is both a viscosity subsolution and a viscosity supersolution.

  • (3)

    Similarly, a function U:𝕋n×[0,+)U:\mathbb{T}^{n}\times[0,+\infty)\rightarrow\mathbb{R} can be defined by the viscosity subsolution, viscosity supersolution or viscosity solution of equation (6), if aforementioned items holds in the interior region (0,+)×M(0,+\infty)\times M for UU respectively.

Proposition 2.2.
  1. (1)

    (Variational principle) For each ψC(𝕋n,)\psi\in C(\mathbb{T}^{n},\mathbb{R}), each x𝕋nx\in\mathbb{T}^{n} and each t0t\geqslant 0, we can find a C2C^{2} smooth curve γx,t:τ[t,0]𝕋n\gamma_{x,t}:\tau\in[-t,0]\rightarrow\mathbb{T}^{n} ending with xx such that

    𝒯tψ(x)=eλtψ(γx,t(t))+t0eλτL(γx,t(τ),γ˙x,t(τ))𝑑τ.\displaystyle\mathcal{T}^{-}_{t}\psi(x)=\,e^{-\lambda t}\psi(\gamma_{x,t}(-t))+\int_{-t}^{0}e^{\lambda\tau}L(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))d\tau.

    Moreover, H1(γx,t(τ),γ˙x,t(τ))\mathcal{L}_{H}^{-1}(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau)) satisfies (2) for τ(t,0)\tau\in(-t,0).

  2. (2)

    (Pre-compactness) for any ψC(𝕋n,)\psi\in C(\mathbb{T}^{n},\mathbb{R}) and any t1t\geqslant 1, there exists a constant K:=K(L,λ)>0K:=K(L,\lambda)>0 depending only on LL and λ\lambda, such that the minimizing curve γx,t\gamma_{x,t} achieving 𝒯tψ\mathcal{T}_{t}^{-}\psi satisfies |γ˙x,t(τ)|K|\dot{\gamma}_{x,t}(\tau)|\leqslant K for all τ(t,0)\tau\in(-t,0).

  3. (3)

    (Viscosity solution) Suppose Uψ(x,t):=𝒯tψ(x)U_{\psi}(x,t):=\mathcal{T}_{t}^{-}\psi(x), then it is a viscosity solution of the EdH-J equation (6).

Proof.

For assertion (1), by taking

(9) hλt(y,x):=infγCac([t,0],𝕋n)γ(t)=yγ(0)=xt0eλτL(γ,γ˙)𝑑τ,\displaystyle h_{\lambda}^{t}(y,x):=\inf_{\begin{subarray}{c}\gamma\in C^{ac}([-t,0],\mathbb{T}^{n})\\ \gamma(-t)=y\ \gamma(0)=x\end{subarray}}\int_{-t}^{0}e^{\lambda\tau}L(\gamma,\dot{\gamma})\ d\tau,

we get a simplified expression

𝒯tψ(x)=infy𝕋n{eλtψ(y)+hλt(y,x)}.\mathcal{T}_{t}^{-}\psi(x)=\inf_{y\in\mathbb{T}^{n}}\{e^{-\lambda t}\psi(y)+h_{\lambda}^{t}(y,x)\}.

Since the function yeλtψ(y)+hλt(y,x)y\mapsto e^{-\lambda t}\psi(y)+h_{\lambda}^{t}(y,x) is continuous on 𝕋n\mathbb{T}^{n}, we can find yx,t𝕋ny_{x,t}\in\mathbb{T}^{n} such that 𝒯tψ(x)=eλtψ(yx,t)+hλt(yx,t,x)\mathcal{T}_{t}^{-}\psi(x)=e^{-\lambda t}\psi(y_{x,t})+h_{\lambda}^{t}(y_{x,t},x). Due to the Tonelli Theorem, the infimum of hλt(y,x)h^{t}_{\lambda}(y,x) in (9) is always achievable, and has to be C2C^{2}-smooth due to the Weierstrass Theorem [17]. Hence, we can find a C2C^{2} smooth curve γx,t:[t,0]𝕋n\gamma_{x,t}:[-t,0]\to\mathbb{T}^{n} with γx,t(t)=yx,t\gamma_{x,t}(-t)=y_{x,t} and γx,t(0)=x\gamma_{x,t}(0)=x such that

hλt(yx,t,x)=t0eλτL(γx,t(τ),γ˙x,t(τ))𝑑τ.h_{\lambda}^{t}(y_{x,t},x)=\int_{-t}^{0}e^{\lambda\tau}L(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\ d\tau.

For assertion (2), as we know, for any ψC0(𝕋n,)\psi\in C^{0}(\mathbb{T}^{n},\mathbb{R}) and t1t\geqslant 1,we choose 0<σ<t0<\sigma<t such that 12σ1\frac{1}{2}\leqslant\sigma\leqslant 1 , due to item (1), there exists a a C2C^{2} smooth curve γx,t:[t,0]𝕋n\gamma_{x,t}:[-t,0]\mapsto\mathbb{T}^{n} with γx,t(0)=x\gamma_{x,t}(0)=x and due to 𝒯t\mathcal{T}^{-}_{t} is a semigroup operator,

𝒯tψ(x)=\displaystyle\mathcal{T}^{-}_{t}\psi(x)= infy𝕋n{eλtψ(y)+hλt(y,x)}\displaystyle\,\inf_{y\in\mathbb{T}^{n}}\{e^{-\lambda t}\psi(y)+h_{\lambda}^{t}(y,x)\}
=\displaystyle= infz𝕋n{eλσ(𝒯tσψ(z))+hλσ(z,x)}\displaystyle\,\inf_{z\in\mathbb{T}^{n}}\{e^{-\lambda\sigma}\big{(}\mathcal{T}^{-}_{t-\sigma}\psi(z)\big{)}+h_{\lambda}^{\sigma}(z,x)\}
=\displaystyle= eλσ𝒯tσψ(γx,t(σ))+hλσ(γx,t(σ),γx,t(0))\displaystyle\,e^{-\lambda\sigma}\mathcal{T}^{-}_{t-\sigma}\psi(\gamma_{x,t}(-\sigma))+h_{\lambda}^{\sigma}(\gamma_{x,t}(-\sigma),\gamma_{x,t}(0))
=\displaystyle= eλσ𝒯tσψ(γx,t(σ))+σ0eλτL(γx,t(τ),γ˙x,t(τ))𝑑τ\displaystyle\,e^{-\lambda\sigma}\mathcal{T}^{-}_{t-\sigma}\psi(\gamma_{x,t}(-\sigma))+\int_{-\sigma}^{0}e^{\lambda\tau}L(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))d\tau

By chosen η:[σ,0]\eta:[-\sigma,0]\to\mathbb{R} being the straight line connecting γx,t(σ)\gamma_{x,t}(-\sigma) and γx,t(0)\gamma_{x,t}(0), we have

hλσ(γx,t(σ),γx,t(0))\displaystyle h_{\lambda}^{\sigma}(\gamma_{x,t}(\sigma),\gamma_{x,t}(0))\leqslant σ0eλτL(η(τ),η˙(τ))𝑑τ\displaystyle\,\int_{-\sigma}^{0}e^{\lambda\tau}L(\eta(\tau),\dot{\eta}(\tau))d\tau
\displaystyle\leqslant Cσ0eλτ𝑑τ\displaystyle\,C\int_{-\sigma}^{0}e^{\lambda\tau}d\tau

for a suitable constant CC depending only on L(x,v)L(x,v) with |v|diam(𝕋n)|v|\leqslant diam(\mathbb{T}^{n}). On the other hand, there exists constants k,l>0k,l>0 such that L(x,v)k|v|lL(x,v)\geqslant k|v|-l for all (x,v)T𝕋n(x,v)\in T\mathbb{T}^{n}, then

hλσ(γx,t(σ),γx,t(0))\displaystyle h_{\lambda}^{\sigma}(\gamma_{x,t}(-\sigma),\gamma_{x,t}(0))\geqslant σ0eλτ(k|γ˙x,t|l)𝑑τ\displaystyle\,\int_{-\sigma}^{0}e^{\lambda\tau}(k|\dot{\gamma}_{x,t}|-l)d\tau
\displaystyle\geqslant kσ0eλτ|γ˙x,t|𝑑τlσ0eλτ𝑑τ.\displaystyle\,k\int_{-\sigma}^{0}e^{\lambda\tau}|\dot{\gamma}_{x,t}|d\tau-l\int_{-\sigma}^{0}e^{\lambda\tau}d\tau.

Hence, we have

σ0|γ˙x,t|𝑑τl+Ckeλσσ0eλτ𝑑τ=l+Ckλ(eλσ1).\int_{-\sigma}^{0}|\dot{\gamma}_{x,t}|d\tau\leqslant\frac{l+C}{ke^{-\lambda\sigma}}\int_{-\sigma}^{0}e^{\lambda\tau}d\tau=\frac{l+C}{k\lambda}(e^{\lambda\sigma}-1).

There always exists a t[σ,0]t^{\prime}\in[-\sigma,0] such that |γ˙x,t(t)|l+Ckλeλσ1σ|\dot{\gamma}_{x,t}(t^{\prime})|\leqslant\frac{l+C}{k\lambda}\frac{e^{\lambda\sigma}-1}{\sigma}. Since γx,t\gamma_{x,t} satisfies the (E-L), then |γ˙x,t(τ)||\dot{\gamma}_{x,t}(\tau)| is uniformly bounded on τ[σ,0]\tau\in[-\sigma,0].

Choose tσNσN1σ1σ0=σ0-t\leqslant-\sigma_{N}\leqslant-\sigma_{N-1}\leqslant\cdots\leqslant-\sigma_{1}\leqslant-\sigma_{0}=-\sigma\leqslant 0 such that 12σiσi+11\frac{1}{2}\leqslant\sigma_{i}-\sigma_{i+1}\leqslant 1, then for any 1iN1\leqslant i\leqslant N we get

𝒯tσi1ψ(γx,t(σi1))=eλ(σi1σi)𝒯tσiψ(γx,t(σi))+σiσi1eλτL(γx,t(τ),γ˙x,t(τ))𝑑τ,\mathcal{T}^{-}_{t-\sigma_{i-1}}\psi(\gamma_{x,t}(-\sigma_{i-1}))=e^{\lambda(\sigma_{i-1}-\sigma_{i})}\mathcal{T}^{-}_{t-\sigma_{i}}\psi(-\gamma_{x,t}(-\sigma_{i}))+\int_{-\sigma_{i}}^{-\sigma_{i-1}}e^{\lambda\tau}L(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))d\tau,

the same scheme as above still works. So |γ˙x,t(τ)||\dot{\gamma}_{x,t}(\tau)| is uniformly bounded on τ[t,0]\tau\in[-t,0].

For assertion (3), it’s a classical conclusion in the Optimal Control Theory (e.g. [1, Chapter III]) that Uψ(x,t):=𝒯tψ(x)U_{\psi}(x,t):=\mathcal{T}_{t}^{-}\psi(x) is a continuous viscosity solution of (7). Here we give a sketch:

To prove Uψ(x,t)=𝒯tψ(x)U_{\psi}(x,t)=\mathcal{T}_{t}^{-}\psi(x) is a subsolution; for any fixed (x0,t0)𝕋n×(0,+)(x_{0},t_{0})\in\mathbb{T}^{n}\times(0,+\infty). Let φ\varphi be a C1C^{1} test function such that (x0,t0)(x_{0},t_{0}) is a local maximal point of UψφU_{\psi}-\varphi and Uψ(x0,t0)=φ(x0,t0)U_{\psi}(x_{0},t_{0})=\varphi(x_{0},t_{0}). That is

(10) φ(x0,t0)φ(x,t)Uψ(x0,t0)Uψ(x,t),(x,t)W,\displaystyle\varphi(x_{0},t_{0})-\varphi(x,t)\leqslant U_{\psi}(x_{0},t_{0})-U_{\psi}(x,t),\quad(x,t)\in W,

with WW be an open neighborhood of (x0,t0)(x_{0},t_{0}) in 𝕋n×(0,+)\mathbb{T}^{n}\times(0,+\infty).

Due to item(1) and 𝒯t\mathcal{T}_{t}^{-} is a semigroup operator, for any differentiable point x2Wx_{2}\in W, we have that 𝒯t2t1𝒯t1ψ(x2)=𝒯t2ψ(x2)\mathcal{T}_{t_{2}-t_{1}}^{-}\circ\mathcal{T}_{t_{1}}^{-}\psi(x_{2})=\mathcal{T}_{t_{2}}^{-}\psi(x_{2}) for any t1<t2t_{1}<t_{2} in WW which implies that

eλt2Uψ(x2,t2)eλt1Uψ(x1,t1)t1t2eλτL(γ,γ˙)𝑑τ.\displaystyle e^{\lambda t_{2}}U_{\psi}(x_{2},t_{2})-e^{\lambda t_{1}}U_{\psi}(x_{1},t_{1})\leqslant\,\int^{t_{2}}_{t_{1}}e^{\lambda\tau}L(\gamma,\dot{\gamma})d\tau.

for any C1C^{1} curve γ:[t1,t2]𝕋n\gamma:[t_{1},t_{2}]\to\mathbb{T}^{n} connecting x1x_{1} to x2x_{2}. By (10) it follows

φ(t2,x2)φ(t1,x1)t1t2eλ(τt2)L(γ,γ˙)𝑑τ(1eλ(t1t2))Uψ(x1,t1).\displaystyle\varphi(t_{2},x_{2})-\varphi(t_{1},x_{1})\leqslant\int^{t_{2}}_{t_{1}}e^{\lambda(\tau-t_{2})}L(\gamma,\dot{\gamma})d\tau-(1-e^{\lambda(t_{1}-t_{2})})U_{\psi}(x_{1},t_{1}).

By letting |t2t1|0|t_{2}-t_{1}|\to 0, this gives rise to

tφ(x0,t0)+xφ(x0,t0)γ˙(t0)L(x0,γ˙(t0))λUψ(x0,t0)\displaystyle\partial_{t}\varphi(x_{0},t_{0})+\partial_{x}\varphi(x_{0},t_{0})\cdot\dot{\gamma}(t_{0})\leqslant L(x_{0},\dot{\gamma}(t_{0}))-\lambda U_{\psi}(x_{0},t_{0})

As an application of Fenchel-Legendre dual, we obtain

tφ(x0,t0)+H(x0,xφ(x0,t0))+λUψ(x0,t0)0,\displaystyle\partial_{t}\varphi(x_{0},t_{0})+H(x_{0},\partial_{x}\varphi(x_{0},t_{0}))+\lambda U_{\psi}(x_{0},t_{0})\leqslant 0,

which shows that UψU_{\psi} is a subsolution.

Now we turn to the proof that UψU_{\psi} is a supersolution. Let φ\varphi be a C1C^{1} test function such that (x0,t0)(x_{0},t_{0}) is a local minimal point of uφu-\varphi and Uψ(x0,t0)=φ(x0,t0)U_{\psi}(x_{0},t_{0})=\varphi(x_{0},t_{0}) . That is

φ(x0,t0)φ(x,t)Uψ(x0,t0)Uψ(x,t),(x,t)V,\displaystyle\varphi(x_{0},t_{0})-\varphi(x,t)\geqslant U_{\psi}(x_{0},t_{0})-U_{\psi}(x,t),\quad(x,t)\in V,

with VV be an open neighborhood of (x0,t0)(x_{0},t_{0}) in 𝕋n\mathbb{T}^{n}. There exists a C2C^{2} curve ξ:[t,t0]V\xi:[t,t_{0}]\to V with ξ(t0)=x0\xi(t_{0})=x_{0} such that

Uψ(ξ(t0),t0)Uψ(ξ(t),t)=tt0L(ξ,ξ˙)λUψ(ξ(s),s)ds.\displaystyle U_{\psi}(\xi(t_{0}),t_{0})-U_{\psi}(\xi(t),t)=\int^{t_{0}}_{t}L(\xi,\dot{\xi})-\lambda U_{\psi}(\xi(s),s)\ ds.

Hence

φ(x0,t0)φ(ξ(t),t)tt0L(ξ,ξ˙)λUψ(ξ(s),s)ds,\displaystyle\varphi(x_{0},t_{0})-\varphi(\xi(t),t)\geqslant\int^{t_{0}}_{t}L(\xi,\dot{\xi})-\lambda U_{\psi}(\xi(s),s)\ ds,

It follows that

tφ(x0,t0)+xφ(x0,t0)ξ˙(t0)L(x0,ξ˙(t0))λUψ(x0,t0),\displaystyle\partial_{t}\varphi(x_{0},t_{0})+\partial_{x}\varphi(x_{0},t_{0})\cdot\dot{\xi}(t_{0})\geqslant L(x_{0},\dot{\xi}(t_{0}))-\lambda U_{\psi}(x_{0},t_{0}),

which implies

tφ(x0,t0)+H(x0,xφ(t0,x0))+λUψ(x0,t0)0.\displaystyle\partial_{t}\varphi(x_{0},t_{0})+H(x_{0},\partial_{x}\varphi(t_{0},x_{0}))+\lambda U_{\psi}(x_{0},t_{0})\geqslant 0.

So we finally finish the proof. ∎

Proposition 2.3.
  1. (1)

    (Expression) [6, Theorem 6.1] For all ψC0(M,)\psi\in C^{0}(M,\mathbb{R}), the limit of 𝒯tψ(x)\mathcal{T}_{t}^{-}\psi(x) exists and can be explicitly expressed, i.e.

    (11) limt+𝒯tψ=infγCac((,0],𝕋n)γ(0)=x0eλτL(γ,γ˙)𝑑τ.\displaystyle\lim_{t\rightarrow+\infty}\mathcal{T}_{t}^{-}\psi=\inf_{\begin{subarray}{c}\gamma\in C^{ac}((-\infty,0],\mathbb{T}^{n})\\ \gamma(0)=x\end{subarray}}\int_{-\infty}^{0}e^{\lambda\tau}L(\gamma,\dot{\gamma})d\tau.

    Since the limit is independent of ψ\psi, we can denote it by u(x)u^{-}(x).

  2. (2)

    (Domination) [6, Proposition 6.3] For any absolutely continuous curve γ:[a,b]𝕋n\gamma:[a,b]\rightarrow\mathbb{T}^{n} connecting x,y𝕋nx,y\in\mathbb{T}^{n}, we have

    (12) eλbu(y)eλau(x)abeλτL(γ,γ˙)𝑑τ.\displaystyle e^{\lambda b}u^{-}(y)-e^{\lambda a}u^{-}(x)\leqslant\int_{a}^{b}e^{\lambda\tau}L(\gamma,\dot{\gamma})d\tau.
  3. (3)

    (Calibration)[6, Proposition 6.2] For any x𝕋nx\in\mathbb{T}^{n}, there exists a CrC^{r} backward calibrated curve γx:(,0]𝕋n\gamma_{x}^{-}:(-\infty,0]\rightarrow\mathbb{T}^{n} ending with xx, such that for all st0s\leqslant t\leqslant 0, we have

    (13) eλtu(γx(t))eλsu(γx(s))=steλτL(γx,γ˙x)𝑑τ.\displaystyle e^{\lambda t}u^{-}(\gamma_{x}^{-}(t))-e^{\lambda s}u^{-}(\gamma_{x}^{-}(s))=\int_{s}^{t}e^{\lambda\tau}L(\gamma_{x}^{-},\dot{\gamma}_{x}^{-})d\tau.

    Similarly, H1(γx(τ),γ˙x(τ))\mathcal{L}_{H}^{-1}(\gamma_{x}^{-}(\tau),\dot{\gamma}_{x}^{-}(\tau)) satisfies (2) for τ(,0)\tau\in(-\infty,0).

  4. (4)

    (Pre-compactness)[6, Proposition 6.2] There exists a constant K>0K>0 depending only on LL, such that the minimizing curve γx\gamma_{x}^{-} of u(x)u^{-}(x) satisfies |γ˙x(τ)|K|\dot{\gamma}_{x}^{-}(\tau)|\leqslant K, for all τ(,0)\tau\in(-\infty,0).

  5. (5)

    [15, Proposition 5,6] Along each calibrated curve γx:(,0]𝕋n\gamma_{x}^{-}:(-\infty,0]\rightarrow\mathbb{T}^{n}, we have

    λu(γx(s))+H(γx(s),dxu(γx(s)))=0,s<0.\lambda u^{-}(\gamma_{x}^{-}(s))+H(\gamma_{x}^{-}(s),d_{x}u^{-}(\gamma_{x}^{-}(s)))=0,\quad\forall s<0.
  6. (6)

    (C0C^{0}-convergent speed) Let Uψ(x,t):=𝒯tψU_{\psi}(x,t):=\mathcal{T}_{t}^{-}\psi be the viscosity solutions of the equation (6), there exists a constant C1=C1(ψ,L,λ)C_{1}=C_{1}(\psi,L,\lambda), such that

    Uψ(x,t)u(x)C1eλt,t1.\big{\|}U_{\psi}(x,t)-u^{-}(x)\big{\|}\leqslant C_{1}e^{-\lambda t},\quad\forall t\geqslant 1.
  7. (7)

    (Stationary solution) u(x)u^{-}(x) is a viscosity solution of (7).

Proof.

As direct citations, we have marked the exact references for the first five items of this Proposition. For item (6), due to the expression of u(x)u^{-}(x) in (11) and item (3), there must exist an absolutely continuous curve γx:(,0]𝕋n\gamma_{x}^{-}:(-\infty,0]\rightarrow\mathbb{T}^{n} with γx(0)=x\gamma_{x}^{-}(0)=x such that u(x)=0eλτL(γx,γ˙x)𝑑τ.u^{-}(x)=\int_{-\infty}^{0}e^{\lambda\tau}L(\gamma_{x}^{-},\dot{\gamma}_{x}^{-})d\tau. Then we have

Uψ(x,t)u(x)\displaystyle\,U_{\psi}(x,t)-u^{-}(x)
\displaystyle\leqslant eλtψ(γx(t))+t0eλτL(γx,γ˙x)𝑑τ0eλτL(γx,γ˙x)𝑑τ\displaystyle\,e^{-\lambda t}\psi(\gamma_{x}^{-}(-t))+\int_{-t}^{0}e^{\lambda\tau}L(\gamma_{x}^{-},\dot{\gamma}_{x}^{-})d\tau-\int_{-\infty}^{0}e^{\lambda\tau}L(\gamma_{x}^{-},\dot{\gamma}_{x}^{-})d\tau
=\displaystyle= eλtψ(γx(t))teλτL(γx,γ˙x)𝑑τ\displaystyle\,e^{-\lambda t}\psi(\gamma_{x}^{-}(-t))-\int_{-\infty}^{-t}e^{\lambda\tau}L(\gamma_{x}^{-},\dot{\gamma}_{x}^{-})d\tau
\displaystyle\leqslant eλtψ(γx(s))min(x,v)T𝕋nL(x,v)teλτ𝑑τ\displaystyle\,e^{-\lambda t}\psi(\gamma_{x}^{-}(s))-\min_{(x,v)\in T\mathbb{T}^{n}}L(x,v)\int_{-\infty}^{-t}e^{\lambda\tau}d\tau
\displaystyle\leqslant eλt[ψC0+1λmin(x,v)T𝕋nL(x,v)]\displaystyle\,e^{-\lambda t}\Big{[}||\psi||_{C^{0}}+\frac{1}{\lambda}\min_{(x,v)\in T\mathbb{T}^{n}}L(x,v)\big{]}
=\displaystyle= C~1eλt,\displaystyle\,\widetilde{C}_{1}e^{-\lambda t},

where C~1\widetilde{C}_{1} is a constant depending on ψC0,λ||\psi||_{C^{0}},\lambda and minT𝕋nL(x,v)\min_{T\mathbb{T}^{n}}L(x,v). On the other hand, there is an absolutely continuous curve γx,t:[t,0]𝕋n\gamma_{x,t}:[-t,0]\rightarrow\mathbb{T}^{n} with γx(0)=x\gamma^{-}_{x}(0)=x such that Uψ(x,t)U_{\psi}(x,t) attains the infimum in the formula (5), define ξ:(,0]𝕋n\xi:(-\infty,0]\rightarrow\mathbb{T}^{n} by ξ(τ)=γx,t(τ)\xi(\tau)=\gamma_{x,t}(\tau) for τ[t,0]\tau\in[-t,0] and ξ(τ)γx,t(t)\xi(\tau)\equiv\gamma_{x,t}(-t) for τt\tau\leqslant-t, it follows that ξ\xi is an absolutely continuous curve with ξ(0)=x\xi(0)=x and

u(x)Uψ(x,t)\displaystyle\,u^{-}(x)-U_{\psi}(x,t)
\displaystyle\leqslant 0eλτL(ξ,ξ˙)𝑑τeλtψ(ξ(t))t0eλτL(ξ,ξ˙)𝑑τ\displaystyle\,\int_{-\infty}^{0}e^{\lambda\tau}L(\xi,\dot{\xi})d\tau-e^{-\lambda t}\psi(\xi(-t))-\int_{-t}^{0}e^{\lambda\tau}L(\xi,\dot{\xi})d\tau
\displaystyle\leqslant eλt|ψ(ξ(t))|+teλτL(ξ,ξ˙)𝑑τ\displaystyle\,e^{-\lambda t}|\psi(\xi(-t))|+\int_{-\infty}^{-t}e^{\lambda\tau}L(\xi,\dot{\xi})d\tau
\displaystyle\leqslant eλt[ψC0+1λmaxx𝕋n|L(x,0)|]\displaystyle\,e^{-\lambda t}\big{[}||\psi||_{C^{0}}+\frac{1}{\lambda}\max_{x\in\mathbb{T}^{n}}|L(x,0)|\big{]}
=\displaystyle= C~2eλt,\displaystyle\,\widetilde{C}_{2}e^{-\lambda t},

with C~2\widetilde{C}_{2} being a constant depending on ψC0,λ||\psi||_{C^{0}},\lambda and maxx𝕋n|L(x,0)|\max_{x\in\mathbb{T}^{n}}|L(x,0)|. Combining previous two inequalities we prove this item.

For item (7), the proof is similar with item (4) of Proposition 2.2. ∎

3. Exactness of the KAM torus

Proof of Theorem 1: The invariance of Σ\Sigma implies for any x𝕋nx\in\mathbb{T}^{n},

ΦH,λt(x,P(x))=(x(t),P(x(t))),t.\Phi^{t}_{H,\lambda}\Big{(}x,P(x)\Big{)}=\Big{(}x(t),P\big{(}x(t)\big{)}\Big{)},\quad\forall t\in\mathbb{R}.

Due to (2), for any x𝕋nx\in\mathbb{T}^{n},

(14) Hx(x,P(x))λP(x)\displaystyle-H_{x}(x,P(x))-\lambda P(x) =\displaystyle= p˙(0)\displaystyle\dot{p}(0)
=\displaystyle= dP(x(t))dt|t=0=dxP(x)x˙(0)\displaystyle\,\frac{dP\big{(}x(t)\big{)}}{dt}\bigg{|}_{t=0}=d_{x}P(x)\cdot\dot{x}(0)
=\displaystyle= dxP(x),Hp(x,P(x)).\displaystyle\langle d_{x}P(x),H_{p}(x,P(x))\rangle.

On the other side, we define

G(x):=λu(x)+H(x,P(x))C1(𝕋n,),G(x):=\lambda u(x)+H(x,P(x))\in C^{1}(\mathbb{T}^{n},\mathbb{R}),

which satisfies

(15) dxG(x)\displaystyle d_{x}G(x) =\displaystyle= λdxu(x)+dxH(x,P(x))\displaystyle\lambda d_{x}u(x)+d_{x}H(x,P(x))
=\displaystyle= dxP(x),Hp(x,P(x))dx+λdxu(x)dx+Hx(x,P(x))dx\displaystyle\,\langle d_{x}P(x),H_{p}(x,P(x))\rangle dx+\lambda d_{x}u(x)dx+H_{x}(x,P(x))dx
=\displaystyle= λ[dxu(x)P(x)]dx=λcdx\displaystyle\,\lambda[d_{x}u(x)-P(x)]dx=\,-\lambda cdx

since P(x)=c+dxu(x)P(x)=c+d_{x}u(x). We can read through previous equality for i=1,,ni=1,...,n,

xiG(x)+λci=0.\partial_{x_{i}}G(x)+\lambda c_{i}=0.

By integrating the above equality w.r.t. xix_{i} over 𝕋\mathbb{T}, then ci=0c_{i}=0 for i=1,,ni=1,...,n.∎

Proof of Theorem 2: It suffices to show that Ω(T𝒯ω,T𝒯ω)=0\Omega(T\mathcal{T}_{\omega},T\mathcal{T}_{\omega})=0, which is equivalent to show KΩ|T𝕋n=0K^{*}\Omega\big{|}_{T\mathbb{T}^{n}}=0. Recall that

(ΦH,λtK)Ω=K(ΦH,λt)Ω=eλtKΩ.\displaystyle(\Phi_{H,\lambda}^{t}\circ K)^{*}\Omega=K^{*}(\Phi_{H,\lambda}^{t})^{*}\Omega=e^{\lambda t}K^{*}\Omega.

On the other side, Kρωt=ΦH,λtKK\circ\rho_{\omega}^{t}=\Phi_{H,\lambda}^{t}\circ K, which implies

(Kρωt)Ω=(ρωt)KΩ.(K\circ\rho_{\omega}^{t})^{*}\Omega=(\rho_{\omega}^{t})^{*}K^{*}\Omega.

Combining these two equalities we get

(ρωt)KΩ=eλtKΩ,t+.(\rho_{\omega}^{-t})^{*}K^{*}\Omega=e^{-\lambda t}K^{*}\Omega,\quad\forall\ t\in\mathbb{R}_{+}.

Since 𝒯ω\mathcal{T}_{\omega} is ΦH,λt\Phi_{H,\lambda}^{t}-invariant, and limt+(ρωt)KΩ=0\lim_{t\rightarrow+\infty}(\rho_{\omega}^{-t})^{*}K^{*}\Omega=0, we prove KΩ=0K^{*}\Omega=0.∎

4. W1,W^{1,\infty}-convergence speed of the Lax-Oleinik semigroup

4.1. Semiconcave functions with linear modulus

Definition 4.1 (Hausdorff metric).

Let (X,d)(X,d) be a metric space and 𝒦(X)\mathcal{K}(X) be the set of non-empty compact subset of XX. The Hausdorff metric dHd_{H} induced by dd is defined by

dH(K1,K2)=max{maxxK1d(x,K2),maxxK2d(K1,x)},K1,K2𝒦(X)d_{H}(K_{1},K_{2})=\max\big{\{}\max_{x\in K_{1}}d(x,K_{2}),\max_{x\in K_{2}}d(K_{1},x)\big{\}},\quad\forall K_{1},K_{2}\in\mathcal{K}(X)
Definition 4.2 (SCL).

Let 𝒰n\mathcal{U}\subset\mathbb{R}^{n} be a open set. A function f:𝒰f:\mathcal{U}\to\mathbb{R} is said to be semiconcave with linear modulus (SCL for short) if there exists a constant C>0C>0 such that

λf(x)+(1λ)f(y)f(λx+(1λ)y)C2λ(1λ)|xy|2x,y𝒰,λ[0,1].\lambda f(x)+(1-\lambda)f(y)-f(\lambda x+(1-\lambda)y)\leqslant\frac{C}{2}\lambda(1-\lambda)|x-y|^{2}\quad\forall x,y\in\mathcal{U},\ \forall\lambda\in[0,1].
Definition 4.3.

Assume fC(𝒰,)f\in C(\mathcal{U},\mathbb{R}), for any x𝒰x\in\mathcal{U}, the closed convex set

D+f(x)={ηT𝒰:lim sup|h|0f(x+h)f(x)η,h|h|0}D^{+}f(x)=\Big{\{}\eta\in T^{*}\mathcal{U}:\limsup_{|h|\to 0}\frac{f(x+h)-f(x)-\langle\eta,h\rangle}{|h|}\leqslant 0\Big{\}}
(resp.Df(x)={ηT𝒰:lim sup|h|0f(x+h)f(x)η,h|h|0})\Big{(}\ \text{resp.}\ D^{-}f(x)=\Big{\{}\eta\in T^{*}\mathcal{U}:\limsup_{|h|\to 0}\frac{f(x+h)-f(x)-\langle\eta,h\rangle}{|h|}\geqslant 0\Big{\}}\Big{)}

is called the super-differential (resp. sub-differential) set of ff at xx.

Definition 4.4.

Suppose f:𝒰f:\mathcal{U}\to\mathbb{R} is local Lipschitz. A vector pT𝒰p\in T^{*}\mathcal{U} is called a reachable gradient of uu at x𝒰x\in\mathcal{U} if a sequence {xk}k𝒰\{x}\{x_{k}\}_{k\in\mathbb{N}}\subset\mathcal{U}\backslash\{x\} exists such that ff is differentiable at xkx_{k} for each kk\in\mathbb{N}, and

limkxk=x,limkdxf(xk)=p.\lim_{k\to\infty}x_{k}=x,\quad\lim_{k\to\infty}d_{x}f(x_{k})=p.

The set of all reachable gradients of ff at xx is denoted by Df(x)D^{*}f(x).

Lemma 4.5.

[4, Theorem.3.1.5(2)] f:𝒰df:\mathcal{U}\subset\mathbb{R}^{d}\rightarrow\mathbb{R} is a SCL, then D+f(x)D^{+}f(x) is a nonempty compact convex set for any x𝒰x\in\mathcal{U} .

Theorem 6.

[4, Theorem.3.3.6] Let f:𝒰f:\mathcal{U}\to\mathbb{R} be a semiconcave function. For any z𝒰z\in\mathcal{U},

D+f(z)=coDf(z),D^{+}f(z)=coD^{*}f(z),

i.e. any element in D+f(z)D^{+}f(z) can be expressed as a convex combination of elements in Df(z)D^{*}f(z). As a corollary, ex(D+f(z))Df(z)(D^{+}f(z))\subset D^{*}f(z), i.e. any extremal element of D+f(z)D^{+}f(z) has to be contained in Df(z)D^{*}f(z).

Theorem 7.

[4, Th. 5.3.8] For any fixed t>0t>0, the viscosity solutions Uψ(x,t):=𝒯tψ(x)U_{\psi}(x,t):=\mathcal{T}_{t}^{-}\psi(x) (resp. u(x)u^{-}(x)) of (6) (resp. (7)) is SCLlocSCL_{loc} (resp. SCL) on 𝕋n×(0,+)\mathbb{T}^{n}\times(0,+\infty) (resp. 𝕋n\mathbb{T}^{n}).

Theorem 8.

For any x𝕋nx\in\mathbb{T}^{n} (resp. (x,t)𝕋n×(0,+)(x,t)\in\mathbb{T}^{n}\times(0,+\infty)) and pDu(x)p\in D^{*}u^{-}(x) (resp. (pt,px)DUψ(x,t)(p_{t},p_{x})\in D^{*}U_{\psi}(x,t)),there is a minimal curve γx:(,0]𝕋n\gamma_{x}^{-}:(-\infty,0]\rightarrow\mathbb{T}^{n} (resp. γx,t:[t,0]𝕋n\gamma_{x,t}:[-t,0]\rightarrow\mathbb{T}^{n}) satisfying

u(x)=0eλτL(γx(τ),γ˙x(τ))𝑑τ.u^{-}(x)=\int_{-\infty}^{0}e^{\lambda\tau}L(\gamma_{x}^{-}(\tau),\dot{\gamma}_{x}^{-}(\tau))d\tau.
(resp.Uψ(x,t)=eλtψ(γx,t(t))+t0eλτL(γx,t(τ),γ˙x,t(τ))dτ)\displaystyle\bigg{(}resp.\quad U_{\psi}(x,t)=e^{-\lambda t}\psi(\gamma_{x,t}(-t))+\int_{-t}^{0}e^{\lambda\tau}L(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))d\tau\bigg{)}

and

lims0γ˙x(s)=Hp(x,p)(resp.lims0γ˙x,t(s)=Hp(x,px)).\lim_{s\rightarrow 0_{-}}\dot{\gamma}_{x}^{-}(s)=\frac{\partial H}{\partial p}(x,p)\quad\bigg{(}resp.\quad\lim_{s\rightarrow 0_{-}}\dot{\gamma}_{x,t}(s)=\frac{\partial H}{\partial p}(x,p_{x})\bigg{)}.

Conversely, for any calibrated curve γx:(,0]𝕋n\gamma_{x}^{-}:(-\infty,0]\rightarrow\mathbb{T}^{n} (resp. γx,t:[t,0]𝕋n\gamma_{x,t}:[-t,0]\rightarrow\mathbb{T}^{n}) ending at xx, the left derivative at s=0s=0 (resp. s=0s=0) exists and satisfies

lims0Lv(γx(s),γ˙x(s))Du(x)\lim_{s\rightarrow 0_{-}}L_{v}(\gamma_{x}^{-}(s),\dot{\gamma}_{x}^{-}(s))\in D^{*}u^{-}(x)
(resp.(lims0Lv(γx,t(s),γ˙x,t(s))lims0λUψ(γx,t(s),s)+H(γx,t(s),Lv(γx,t(s),γ˙x,t(s))))DUψ(x,t)).\bigg{(}resp.\quad\begin{pmatrix}\lim_{s\rightarrow 0_{-}}L_{v}(\gamma_{x,t}(s),\dot{\gamma}_{x,t}(s))\\ -\lim_{s\rightarrow 0_{-}}\lambda U_{\psi}(\gamma_{x,t}(s),s)+H(\gamma_{x,t}(s),L_{v}(\gamma_{x,t}(s),\dot{\gamma}_{x,t}(s)))\end{pmatrix}\in D^{*}U_{\psi}(x,t)\bigg{)}.
Proof.

If uu^{-} is differentiable at xx, by item (3) of Proposition 2.3, there exists a unique λ\lambda-calibrated curve γx:(,0]𝕋n\gamma_{x}^{-}:(-\infty,0]\rightarrow\mathbb{T}^{n} ending with xx, such that u(γx(s))u^{-}(\gamma_{x}^{-}(s)) is differentiable for any s(,0)s\in(-\infty,0), which implies

(16) (x,limτ0γ˙x(τ))=H1(x,dxu(x)).(x,\lim_{\tau\rightarrow 0_{-}}\dot{\gamma}^{-}_{x}(\tau))=\mathcal{L}_{H}^{-1}(x,d_{x}u^{-}(x)).

Equivalently, (ξ(s),p(s)):=(γx(s),dxu(γx(s)))(\xi(s),p(s)):=(\gamma^{-}_{x}(s),d_{x}u^{-}(\gamma_{x}^{-}(s))) solving

(17) {ξ˙(s)=pH(ξ(s),p(s)),p˙(s)=xH(ξ(s),p(s))λp(s)\displaystyle\begin{split}\begin{cases}\dot{\xi}(s)=\partial_{p}H(\xi(s),p(s)),\\ \dot{p}(s)=-\partial_{x}H(\xi(s),p(s))-\lambda p(s)\end{cases}\end{split}

for s(,0]s\in(-\infty,0].

If x𝕋nx\in\mathbb{T}^{n} is a non-differentiable point of uu^{-}, then for any pxDu(x)p_{x}\in D^{*}u^{-}(x), there exists a sequence {xk}k\{x_{k}\}_{k\in\mathbb{N}} of differentiable points of uu^{-} converging to xx, such that p=limkdxu(xk)p=\lim_{k\to\infty}d_{x}u^{-}(x_{k}). Due to item (5) of Proposition 2.3 we have

λu(xk)+H(xk,dxu(xk))=0\lambda u^{-}(x_{k})+H(x_{k},d_{x}u^{-}(x_{k}))=0

and there exists minimizing curves {γxk}k\{\gamma_{x_{k}}^{-}\}_{k\in\mathbb{N}} solving (17), such that by letting kk\to\infty, we get

λu(x)+H(x,px)=0.\lambda u^{-}(x)+H(x,p_{x})=0.

Due to the uniqueness of the solution of (17), the limit curve γx:(,0]𝕋n\gamma_{x}^{-}:(-\infty,0]\rightarrow\mathbb{T}^{n} of the sequence of minimizing curves {γxk}k\{\gamma_{x_{k}}^{-}\}_{k\in\mathbb{N}} has to be unique as well, with the terminal conditions γx(0)=x,p(0)=px\gamma_{x}^{-}(0)=x,\ p(0)=p_{x}. This proves that the correspondence

Υ:pxDu(x)γx(τ)|τ(,0]\Upsilon:p_{x}\in D^{*}u^{-}(x)\to\gamma_{x}^{-}(\tau)\big{|}_{\tau\in(-\infty,0]}

is injective.

Now we prove the other direction. if γCac((,0],𝕋n)\gamma\in C^{ac}((-\infty,0],\mathbb{T}^{n}) is λ\lambda-calibrated by uu^{-} with γ(0)=x\gamma(0)=x, due to item (4) and (7) of Proposition 2.3 uu^{-} is differentiable at γ(s)\gamma(s) and γ\gamma is actually C2C^{2} for any s(,0)s\in(-\infty,0). Therefore, by (16) , setting

px=lims0dxu(γ(s))=lims0Lv(γ(s),γ˙(s)),\displaystyle p_{x}=\lim_{s\rightarrow 0_{-}}d_{x}u^{-}(\gamma(s))=\lim_{s\rightarrow 0_{-}}L_{v}(\gamma(s),\dot{\gamma}(s)),

there holds pxDu(x)p_{x}\in D^{\ast}u(x). By a similar analysis the conclusion can be proved for Uψ(x,t)U_{\psi}(x,t), or see [4, Th.6.4.9] for a direct citation. ∎

4.2. Proof of Theorem 4

Based on aformentioned preparations, we turn to the proof of Theorem 4. Recall that the KAM torus 𝒯ω\mathcal{T}_{\omega} is the graph of dudu^{-} (due to Theorem 3), where u(x)u^{-}(x) is the unique C2C^{2}-classic solution of (7). On the other side, Uψ(x,t)U_{\psi}(x,t) is SCLloc w.r.t. (x,t)𝕋n×(0,+)(x,t)\in\mathbb{T}^{n}\times(0,+\infty), then D+Uψ(x,t)D^{+}U_{\psi}(x,t) has to be a compact convex set. Now we assume t1t\geqslant 1, then for any (px,pt)DUψ(x,t)(p_{x},p_{t})\in D^{*}U_{\psi}(x,t), due to Proposition 8 there is a unique minimizer curve γx,t\gamma_{x,t} with γx,t(0)=x\gamma_{x,t}(0)=x such that

Uψ(x,t)=eλtψ(γx,t(0))+t0eλτL(γx,t(τ),γ˙x,t(τ))𝑑τ\displaystyle\quad U_{\psi}(x,t)=e^{-\lambda t}\psi(\gamma_{x,t}(0))+\int_{-t}^{0}e^{\lambda\tau}L(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))d\tau

with px=limτ0dxUψ(γx,t(τ),τ)p_{x}=\lim_{\tau\to 0_{-}}d_{x}U_{\psi}(\gamma_{x,t}(\tau),\tau). Moreover, the following properties of uu^{-} and UψU_{\psi} can be proved easily:

Lemma 4.6.
  • (1)

    For any fixed x𝕋nx\in\mathbb{T}^{n}, we have

    dH(dxu(x),ΠxD+Uψ(x,t))=maxpxΠxDUψ(x,t)|dxu(x)px|\displaystyle d_{H}(d_{x}u^{-}(x),\Pi_{x}D^{+}U_{\psi}(x,t))=\,\max_{\begin{subarray}{c}p_{x}\in\Pi_{x}D^{*}U_{\psi}(x,t)\end{subarray}}|d_{x}u^{-}(x)-p_{x}|

    where Πx:T(x,t)(𝕋n×𝕋)Tx𝕋n\Pi_{x}:T^{*}_{(x,t)}(\mathbb{T}^{n}\times\mathbb{T})\to T_{x}^{*}\mathbb{T}^{n} is the standard projection.

  • (2)

    There exists a constant C2(ψ,L,λ)C_{2}(\psi,L,\lambda) depending only on ψ\psi and LL, such that

    |dxu(x)px|C2(ψ,L,λ)limτ0|γ˙x(τ)γ˙x,t(τ)|\displaystyle|d_{x}u^{-}(x)-p_{x}|\leqslant C_{2}(\psi,L,\lambda)\lim_{\tau\to 0_{-}}|\dot{\gamma}_{x}^{-}(\tau)-\dot{\gamma}_{x,t}(\tau)|
  • (3)

    There exists a constant A:=A(ψ,L,λ)A:=A(\psi,L,\lambda) such that

    (18) {|γ˙x,t(τ)|,|γ¨x,t(τ)|A|γ˙x(τ)|,|γ¨x(τ)|Aτ(t,0),x𝕋n.\displaystyle\left\{\begin{aligned} &\,\big{|}\dot{\gamma}_{x,t}(\tau)\big{|},\big{|}\ddot{\gamma}_{x,t}(\tau)\big{|}\leqslant A\\ &\,\big{|}\dot{\gamma}_{x}^{-}(\tau)\big{|},\big{|}\ddot{\gamma}_{x}^{-}(\tau)\big{|}\leqslant A\end{aligned}\right.\quad\quad\tau\in(-t,0),\quad x\in\mathbb{T}^{n}.
Proof.

(1) Due to Lemma 6, D+Uψ(x,t)=coDUψ(x,t)D^{+}U_{\psi}(x,t)=coD^{*}U_{\psi}(x,t) then by Definition 8 , it obtain

dH(dxu(x),ΠxD+Uψ(x,t))=maxpxΠxD+Uψ(x,t)|dxu(x)px|\displaystyle\,d_{H}(d_{x}u^{-}(x),\Pi_{x}D^{+}U_{\psi}(x,t))=\max_{\begin{subarray}{c}p_{x}\in\Pi_{x}D^{+}U_{\psi}(x,t)\end{subarray}}|d_{x}u^{-}(x)-p_{x}|
=\displaystyle= maxpxcoΠxDUψ(x,t)|dxu(x)px|=maxpxΠxDUψ(x,t)|dxu(x)px|.\displaystyle\,\max_{\begin{subarray}{c}p_{x}\in co\Pi_{x}D^{*}U_{\psi}(x,t)\end{subarray}}|d_{x}u^{-}(x)-p_{x}|=\max_{\begin{subarray}{c}p_{x}\in\Pi_{x}D^{*}U_{\psi}(x,t)\end{subarray}}|d_{x}u^{-}(x)-p_{x}|.

(2) Since γx(0)=γx,t(0)=x\gamma_{x}^{-}(0)=\gamma_{x,t}(0)=x, due to Theorem 8 and item (5) of Proposition 2.3, we obtain that

px=limτ0dxUψ(γx,t(τ),τ)=limτ0Lv(γx,t(τ),γ˙x,t(τ)),\displaystyle p_{x}=\lim_{\tau\to 0_{-}}d_{x}U_{\psi}(\gamma_{x,t}(\tau),\tau)=\lim_{\tau\to 0_{-}}L_{v}(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau)),
dxu(x)=limτ0dxu(γx(τ),τ)=limτ0Lv(γx(τ),γ˙x(τ)).\displaystyle d_{x}u^{-}(x)=\lim_{\tau\to 0_{-}}d_{x}u^{-}(\gamma_{x}^{-}(\tau),\tau)=\lim_{\tau\to 0_{-}}L_{v}(\gamma_{x}^{-}(\tau),\dot{\gamma}_{x}^{-}(\tau)).

Due to item(2) of Proposition 2.2 and item(4) of Proposition 2.3, we have

|dxu(x)px|\displaystyle|d_{x}u^{-}(x)-p_{x}|\leqslant limτ0|Lv(γx(τ),γ˙x(τ))Lv(γx,t(τ),γ˙x,t(τ))|\displaystyle\,\lim_{\tau\to 0_{-}}|L_{v}(\gamma_{x}^{-}(\tau),\dot{\gamma}_{x}^{-}(\tau))-L_{v}(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))|
\displaystyle\leqslant C2(ψ,L,λ)limτ0|γ˙x(τ)γ˙x,t(τ)|.\displaystyle\,C_{2}(\psi,L,\lambda)\lim_{\tau\to 0_{-}}|\dot{\gamma}_{x}^{-}(\tau)-\dot{\gamma}_{x,t}(\tau)|.

(3) Denote that p(τ)=Lv(γx,t(τ),γ˙x,t(τ))p(\tau)=L_{v}(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau)), due to dissipative equation (2), we have

γ¨x,t(τ)=ddtHp(γx,t(τ),p(τ))=Hpx(γx,t(τ),p(τ))Hp(γx,t(τ),p(τ))\displaystyle\,\ddot{\gamma}_{x,t}(\tau)=\frac{d}{dt}H_{p}\big{(}\gamma_{x,t}(\tau),p(\tau)\big{)}=H_{px}(\gamma_{x,t}(\tau),p(\tau))\cdot H_{p}(\gamma_{x,t}(\tau),p(\tau))
+Hpp(γx,t(τ),p(τ))(Hx(γx,t(τ),p(τ))λp(τ))τ(t,0).\displaystyle\,\quad\quad\quad\quad\quad\quad\quad\quad\quad+H_{pp}(\gamma_{x,t}(\tau),p(\tau))(-H_{x}(\gamma_{x,t}(\tau),p(\tau))-\lambda p(\tau))\quad\tau\in(-t,0).

By item(2) of Proposition 2.2 and item(4) of Proposition 2.3, for any τ(t,0)\tau\in(-t,0), (γx,t(τ),γ˙x,t(τ))(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau)) and (γx(τ),γ˙x(τ))(\gamma_{x}^{-}(\tau),\dot{\gamma}_{x}^{-}(\tau)) fall in both a compact set of 𝕋n\mathbb{T}^{n}. Hence, there exists a constant A:=A(ψ,L,λ)A:=A(\psi,L,\lambda) such that |γ˙x,t(τ)|,|γ¨x,t(τ)|A\big{|}\dot{\gamma}_{x,t}(\tau)\big{|},\big{|}\ddot{\gamma}_{x,t}(\tau)\big{|}\leqslant A and |γ˙x,t(τ)|,|γ¨x,t(τ)|A\big{|}\dot{\gamma}_{x,t}(\tau)\big{|},\big{|}\ddot{\gamma}_{x,t}(\tau)\big{|}\leqslant A for any τ(t,0)\tau\in(-t,0), even for τ[t,0]\tau\in[-t,0] if we consider the unilateral limit. This completes the proof. ∎

Now we define a substitute Lagrangian

(\star) l(x,w):=L(x,w)λu(x)w,dxu(x)l(x,w):=L(x,w)-\lambda u^{-}(x)-\langle w,d_{x}u^{-}(x)\rangle

on (x,w)T𝕋n(x,w)\in T\mathbb{T}^{n}. Due to item (3) of Proposition 2.3, there exists a λ\lambda-calibrated curve γx:(,0]𝕋n\gamma_{x}^{-}:(-\infty,0]\rightarrow\mathbb{T}^{n}, of which

u(x)eλtu(γx(t))=t0eλτL(γx,γ˙x)𝑑τu^{-}(x)-e^{-\lambda t}u^{-}(\gamma_{x}^{-}(-t))=\int_{-t}^{0}e^{\lambda\tau}L(\gamma_{x}^{-},\dot{\gamma}_{x}^{-})d\tau

and

u(x)eλtu(γx(t))=t0ddτ[eλτu(γx(τ))]𝑑τ\displaystyle\,u^{-}(x)-e^{-\lambda t}u^{-}(\gamma_{x}^{-}(-t))=\int_{-t}^{0}\frac{d}{d\tau}\big{[}e^{\lambda\tau}u^{-}(\gamma_{x}^{-}(\tau))\big{]}\ d\tau
=\displaystyle= t0eλτ[γ˙x(τ)dxu+λu]𝑑τ.\displaystyle\,\int_{-t}^{0}e^{\lambda\tau}\Big{[}\dot{\gamma}_{x}^{-}(\tau)\cdot d_{x}u^{-}+\lambda u^{-}\Big{]}\ d\tau.

Therefore, we have

(19) t0eλτl(γx(τ),γ˙x(τ))𝑑τ=0\displaystyle\int_{-t}^{0}e^{\lambda\tau}l(\gamma_{x}^{-}(\tau),\dot{\gamma}_{x}^{-}(\tau))\ d\tau=0

and

(20) t0eλτl(η(τ),η˙(τ))𝑑τ0\displaystyle\int_{-t}^{0}e^{\lambda\tau}l(\eta(\tau),\dot{\eta}(\tau))\ d\tau\geqslant 0

for any C1C^{1}-curve η:[t,0]𝕋n\eta:[-t,0]\rightarrow\mathbb{T}^{n}, due to item (2) of Proposition 2.3.

Lemma 4.7.

Suppose tσt\geqslant\sigma for some σ>0\sigma>0, then there exists a constant α0:=α0(ψ,L,λ)\alpha_{0}:=\alpha_{0}(\psi,L,\lambda) depending only on L,ψ,λL,\psi,\lambda such that

(21) {σ0eλτl(γx,t(τ),γ˙x,t(τ))𝑑τ 2C1(ψ,L,λ)eλt,σ0eλτl(γx,t(τ),γ˙x,t(τ))𝑑τα0(ψ,L,λ)σ0eλτ|γ˙x,t(τ)η˙x,t(τ)|2𝑑τ,\displaystyle\left\{\begin{aligned} \int^{0}_{-\sigma}e^{\lambda\tau}l(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\ d\tau\leqslant&\,2C_{1}(\psi,L,\lambda)\ e^{-\lambda t},\\ \int^{0}_{-\sigma}e^{\lambda\tau}l(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\ d\tau\geqslant&\,\alpha_{0}(\psi,L,\lambda)\int^{0}_{-\sigma}e^{\lambda\tau}\big{|}\dot{\gamma}_{x,t}(\tau)-\dot{\eta}_{x,t}(\tau)\big{|}^{2}\ d\tau,\end{aligned}\right.

where

(22) ηx,t(r):=xr0Hp(γx,t(τ),dxu(γx,t(τ)))𝑑τ\displaystyle\eta_{x,t}(r):=x-\int^{0}_{r}\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),d_{x}u^{-}(\gamma_{x,t}(\tau)))\ d\tau

for any r(σ,0)r\in(-\sigma,0).

Proof.

By the definition of the solution semigroup 𝒯tψ(x)=Uψ(x,t)\mathcal{T}_{t}^{-}\psi(x)=U_{\psi}(x,t) and item (2) of Proposition 2.2, there exists a C2C^{2} curve γx,t:[s,t]𝕋n\gamma_{x,t}:[s,t]\mapsto\mathbb{T}^{n} such that

Uψ(x,t)=eλσUψ(γx,t(σ),σ)+σ0eλτL(γx,t(τ),γ˙x,t(τ))𝑑τ,U_{\psi}(x,t)=e^{-\lambda\sigma}U_{\psi}(\gamma_{x,t}(-\sigma),-\sigma)+\int_{-\sigma}^{0}e^{\lambda\tau}L(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\ d\tau,

By integrating function ll along γx,t\gamma_{x,t} with γx,t(0)=x\gamma_{x,t}(0)=x over the interval [σ,0][-\sigma,0], we obtain

σ0eλτl(γx,t(τ),γ˙x,t(τ))𝑑τ+u(x)eλσu(γx,t(σ))\displaystyle\,\int^{0}_{-\sigma}e^{\lambda\tau}l(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\ d\tau+u^{-}(x)-e^{-\lambda\sigma}u^{-}(\gamma_{x,t}(-\sigma))
=\displaystyle= σ0eλτL(γx,t(τ),γ˙x,t(τ))𝑑τ=Uψ(x)eλσUψ(γx,t(σ),σ)\displaystyle\,\int^{0}_{-\sigma}e^{\lambda\tau}L(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\ d\tau=U_{\psi}(x)-e^{-\lambda\sigma}U_{\psi}(\gamma_{x,t}(-\sigma),-\sigma)

which implies that

(23) σ0eλτl(γx,t(τ),γ˙x,t(τ))𝑑τeλσ|u(γx,t(σ))Uψ(γx,t(σ),σ)|+|u(x)Uψ(x,t)|,eλσC1(ψ,L,λ)eλ(tσ)+C1(ψ,L,λ)eλt= 2C1(ψ,L,λ)eλt\begin{split}&\,\int^{0}_{-\sigma}e^{\lambda\tau}l(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\ d\tau\\ \leqslant&\,e^{-\lambda\sigma}\Big{|}u^{-}(\gamma_{x,t}(-\sigma))-U_{\psi}(\gamma_{x,t}(-\sigma),-\sigma)\Big{|}+|u^{-}(x)-U_{\psi}(x,t)|,\\ \leqslant&\,e^{-\lambda\sigma}C_{1}(\psi,L,\lambda)e^{-\lambda(t-\sigma)}+C_{1}(\psi,L,\lambda)e^{-\lambda t}\\ =&\,2C_{1}(\psi,L,\lambda)e^{-\lambda t}\end{split}

where C1(ψ,L)C_{1}(\psi,L) is the same constant as in item (6) of Proposition 2.3. On the other hand, we denote

(\star\star) F(x,w):=l(x,w)+H(x,dxu(x))+λu(x),(x,w)T𝕋nF(x,w):=l(x,w)+H(x,d_{x}u^{-}(x))+\lambda u^{-}(x),\quad(x,w)\in T\mathbb{T}^{n}

which verifies to be nonnegative by the Fenchel Transform. Moreover,

Fw(x,w)=\displaystyle\frac{\partial F}{\partial w}(x,w)= lw(x,w)=Lw(x,w)dxu(x)\displaystyle\,\frac{\partial l}{\partial w}(x,w)=\frac{\partial L}{\partial w}(x,w)-d_{x}u^{-}(x)
2Fw2(x,w)=\displaystyle\frac{\partial^{2}F}{\partial w^{2}}(x,w)= 2lw2(x,w)=2Lw2(x,w)\displaystyle\,\frac{\partial^{2}l}{\partial w^{2}}(x,w)=\frac{\partial^{2}L}{\partial w^{2}}(x,w)

then F(x,w)=0F(x,w)=0 if and only if w=Hp(x,dxu(x))w=\frac{\partial H}{\partial p}(x,d_{x}u^{-}(x)). Due to (H1), there exists α0(ψ,L,λ)\alpha_{0}(\psi,L,\lambda) such that

(24) F(γx,t(τ),γ˙x,t(τ))α0(ψ,L,λ)|γ˙x,t(τ)Hp(γx,t(τ),dxu(γx,t(τ)))|2.\displaystyle F(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\geqslant\alpha_{0}(\psi,L,\lambda)\Big{|}\dot{\gamma}_{x,t}(\tau)-\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),d_{x}u^{-}(\gamma_{x,t}(\tau)))\Big{|}^{2}.

Recall that H(x,dxu(x),t)+λu(x)=0H(x,d_{x}u^{-}(x),t)+\lambda u^{-}(x)=0 and we introduce

ηx,t(r):=xr0Hp(γx,t(τ),dxu(γx,t(τ)))𝑑τ\eta_{x,t}(r):=x-\int^{0}_{r}\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),d_{x}u^{-}(\gamma_{x,t}(\tau)))\ d\tau

for any σ<r<0-\sigma<r<0. Thus

(25) η˙x,t(τ)=Hp(γx,t(τ),dxu(γx,t(τ))).\dot{\eta}_{x,t}(\tau)=\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),d_{x}u^{-}(\gamma_{x,t}(\tau))).

Now from (24), we get

l(γx,t(τ),γ˙x,t(τ))\displaystyle l(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\geqslant α0(ψ,L,λ)|γ˙x,t(τ)Hp(γx,t(τ),dxu(γx,t(τ)))|2\displaystyle\,\alpha_{0}(\psi,L,\lambda)\Big{|}\dot{\gamma}_{x,t}(\tau)-\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),d_{x}u^{-}(\gamma_{x,t}(\tau)))\Big{|}^{2}
=\displaystyle= α0(ψ,L,λ)|γ˙x,t(τ)η˙x,t(τ)|2\displaystyle\,\alpha_{0}(\psi,L,\lambda)\big{|}\dot{\gamma}_{x,t}(\tau)-\dot{\eta}_{x,t}(\tau)\big{|}^{2}

which completes the proof. ∎

Recall that 𝒯ω\mathcal{T}_{\omega} is the unique attractor in its local neighborhood 𝒰\mathcal{U} (see Appendix A). There exists a constant Δ0=Δ0(λ,L,ψ)>0\Delta_{0}=\Delta_{0}(\lambda,L,\psi)>0 such that

dist(𝒯ω,𝒰)32Δ0C2(ψ,L,λ)dist(\mathcal{T}_{\omega},\partial\mathcal{U})\geqslant\frac{3}{2}\Delta_{0}C_{2}(\psi,L,\lambda)

can be guaranteed by chosing suitable 𝒰\mathcal{U}. Consequently, the following Lemma holds:

Lemma 4.8.

There exists a suitable constant s0=s0(ψ,L,λ)1s_{0}=s_{0}(\psi,L,\lambda)\geqslant 1 such that

limτ0|γ˙x,t(τ)γ˙x(τ)|32Δ0,t[s0,+),x𝕋n\lim_{\tau\to 0_{-}}|\dot{\gamma}_{x,t}(\tau)-\dot{\gamma}_{x}^{-}(\tau)|\leqslant\frac{3}{2}\Delta_{0},\quad\quad\forall\ t\in[s_{0},+\infty),\;x\in\mathbb{T}^{n}
Proof.

For any s1s\geqslant 1, we assume that

(\odot) limτ0|γ˙x,t(τ)γ˙x(τ)|>Δ0\lim_{\tau\to 0_{-}}|\dot{\gamma}_{x,t}(\tau)-\dot{\gamma}_{x}^{-}(\tau)|>\Delta_{0}

for some tst\geqslant s and x𝕋nx\in\mathbb{T}^{n}. Otherwise, the assertion of this Lemma holds. Due to (18), there exists a constant

A0(ψ,L):=max{A,max(x,v)𝕋n×B(0,A)Hp(x,Lv(x,v))}A_{0}(\psi,L):=\max\bigg{\{}A,\max_{(x,v)\in\mathbb{T}^{n}\times B(0,A)}\frac{\partial H}{\partial p}(x,L_{v}(x,v))\bigg{\}}

such that for any τ[t,0]\tau\in[-t,0]

|η˙x,t(τ)|=\displaystyle|\dot{\eta}_{x,t}(\tau)|= |Hp(γx,t(τ),dxu(γx,t(τ)))|=|Hp(γx,t(τ),Lv(γx,t(τ),γ˙x,t(τ))|A0\displaystyle\,\Big{|}\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),d_{x}u^{-}(\gamma_{x,t}(\tau)))\Big{|}=\Big{|}\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),L_{v}(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\Big{|}\leqslant A_{0}

where B(0,A)B(0,A) is a disk centering at 0 and of a radius A:=A(ψ,L,λ)A:=A(\psi,L,\lambda) which has been given in item (3) of Lemma 4.6. On the other side, there exists σ[0,t]\sigma\in[0,t] such that

|γ˙x,t(τ)η˙x,t(τ)|>Δ0,τ(σ,0]|\dot{\gamma}_{x,t}(\tau)-\dot{\eta}_{x,t}(\tau)|>\Delta_{0},\quad\tau\in(-\sigma,0]

and |γ˙x,t(σ)η˙x,t(σ)|=Δ0|\dot{\gamma}_{x,t}(-\sigma)-\dot{\eta}_{x,t}(-\sigma)|=\Delta_{0} as long as ss suitably large. This is because

2C1(ψ,L,λ)eλt\displaystyle 2C_{1}(\psi,L,\lambda)e^{-\lambda t}\geqslant σ0eλτl(γx,t(τ),γ˙x,t(τ))𝑑τ\displaystyle\,\int^{0}_{-\sigma}e^{\lambda\tau}l(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\ d\tau
\displaystyle\geqslant α0σ0eλτ|γ˙x,t(τ)η˙x,t(τ)|2𝑑τ\displaystyle\,\alpha_{0}\int^{0}_{-\sigma}e^{\lambda\tau}\big{|}\dot{\gamma}_{x,t}(\tau)-\dot{\eta}_{x,t}(\tau)\big{|}^{2}\ d\tau
\displaystyle\geqslant α0λminτ[σ,0]|γ˙x,t(τ)η˙x,t(τ)|2(1eλσ)\displaystyle\,\frac{\alpha_{0}}{\lambda}\min_{\tau\in[-\sigma,0]}\big{|}\dot{\gamma}_{x,t}(\tau)-\dot{\eta}_{x,t}(\tau)\big{|}^{2}(1-e^{-\lambda\sigma})
\displaystyle\geqslant α0λΔ02(1eλσ).\displaystyle\,\frac{\alpha_{0}}{\lambda}\Delta_{0}^{2}(1-e^{-\lambda\sigma}).

due to (21). Therefore, if we make

s0:=max{1λlnα0Δ02λC1(ψ,L,λ),1λlnα0Δ02C1(ψ,L,λ)(1eλΔ04A0), 1}s_{0}:=\max\bigg{\{}-\frac{1}{\lambda}\ln\frac{\alpha_{0}\Delta_{0}^{2}}{\lambda C_{1}(\psi,L,\lambda)},\;-\frac{1}{\lambda}\ln\frac{\alpha_{0}\Delta_{0}^{2}}{C_{1}(\psi,L,\lambda)}\big{(}1-e^{-\frac{\lambda\Delta_{0}}{4A_{0}}}\big{)},\;1\bigg{\}}

then σΔ04A0\sigma\leqslant\frac{\Delta_{0}}{4A_{0}} since tss0t\geqslant s\geqslant s_{0}. Due to (25),

limτ0|γ˙x,t(τ)γ˙x(τ)|=\displaystyle\lim_{\tau\to 0_{-}}|\dot{\gamma}_{x,t}(\tau)-\dot{\gamma}_{x}^{-}(\tau)|= limτ0|γ˙x,t(τ)η˙x,t(τ)|\displaystyle\,\lim_{\tau\to 0_{-}}|\dot{\gamma}_{x,t}(\tau)-\dot{\eta}_{x,t}^{-}(\tau)|
\displaystyle\leqslant maxτ(σ,0)|γ˙x,t(τ)η˙x,t(τ)|\displaystyle\,\max_{\tau\in(-\sigma,0)}|\dot{\gamma}_{x,t}(\tau)-\dot{\eta}_{x,t}^{-}(\tau)|
\displaystyle\leqslant |γ˙x,t(σ)η˙x,t(σ)|+σmaxτ(σ,0)|γ¨x,t(τ)η¨x,t(τ)|\displaystyle\,\big{|}\dot{\gamma}_{x,t}(-\sigma)-\dot{\eta}_{x,t}(-\sigma)\big{|}+\sigma\cdot\max_{\tau\in(-\sigma,0)}\big{|}\ddot{\gamma}_{x,t}(\tau)-\ddot{\eta}_{x,t}(\tau)\big{|}
\displaystyle\leqslant Δ0+2A0σ32Δ0\displaystyle\Delta_{0}+2A_{0}\sigma\leqslant\,\frac{3}{2}\Delta_{0}

for any possible tst\geqslant s and x𝕋nx\in\mathbb{T}^{n} such that (\odot4.2) holds. So we complete the proof. ∎

Proof of Theorem 4: For any x𝕋nx\in\mathbb{T}^{n} and ts0(ψ,L,λ)t\geqslant s_{0}(\psi,L,\lambda) with s0s_{0} given in Lemma 4.8, there holds

maxx𝕋ndH(ΠxD+𝒯tψ(x),P(x))\displaystyle\max_{x\in\mathbb{T}^{n}}d_{H}\bigg{(}\Pi_{x}D^{+}\mathcal{T}_{t}^{-}\psi(x),P(x)\bigg{)}
=\displaystyle= maxx𝕋ndH(ΠxDUψ(x,t),dxu)\displaystyle\max_{x\in\mathbb{T}^{n}}d_{H}(\Pi_{x}D^{*}U_{\psi}(x,t),d_{x}u^{-})
=\displaystyle= maxx𝕋nmaxpxΠxDUψ(x,t)|pxdxu|\displaystyle\max_{x\in\mathbb{T}^{n}}\max_{p_{x}\in\Pi_{x}D^{*}U_{\psi}(x,t)}\big{|}p_{x}-d_{x}u^{-}\big{|}

due to Lemma 4.6, where dH(,):2n×2nd_{H}(\cdot,\cdot):2^{\mathbb{R}^{n}}\times 2^{\mathbb{R}^{n}}\rightarrow\mathbb{R} is the Hausdorff distance between any two subsets of n\mathbb{R}^{n}. Besides, due to Lemma 4.8, for any pxΠxDUψ(x,t)p_{x}\in\Pi_{x}D^{*}U_{\psi}(x,t) and ts0t\geqslant s_{0}, it obtains that

|pxdxu|C2(ψ,L,λ)limτ0|γ˙x,t(τ)γ˙x(τ)|32C2(ψ,L,λ)Δ0|p_{x}-d_{x}u^{-}|\leqslant C_{2}(\psi,L,\lambda)\lim_{\tau\to 0_{-}}|\dot{\gamma}_{x,t}(\tau)-\dot{\gamma}_{x}^{-}(\tau)|\leqslant\frac{3}{2}C_{2}(\psi,L,\lambda)\Delta_{0}

which implies that (x,px)(x,p_{x}) lies in the neighborhood 𝒰\mathcal{U} of KAM tours 𝒯ω\mathcal{T}_{\omega}, i.e.

(26) (x,px)𝒰ts0.\displaystyle(x,p_{x})\in\mathcal{U}\quad\forall\ t\geqslant s_{0}.

Next, we claim that there exists a constant C3(ψ,L,λ)>0C_{3}(\psi,L,\lambda)>0 depending only on ψ,L\psi,L and λ\lambda, such that

(27) |pxdxu|C3(ψ,L,λ)eλt,ts0.\displaystyle|p_{x}-d_{x}u^{-}|\leqslant C_{3}(\psi,L,\lambda)e^{-\lambda t},\quad\forall\ t\geqslant s_{0}.

Due to (26),

t0:=sup{s0|ΦH,λτ(x,px)𝒰,τ[0,s]}t_{0}:=\sup\{s\geqslant 0|\Phi_{H,\lambda}^{-\tau}(x,p_{x})\in\mathcal{U},\forall\tau\in[0,s]\}

is always finite. Since 𝒯ω={y,P(y)|y𝕋n}\mathcal{T}_{\omega}=\{y,P(y)|y\in\mathbb{T}^{n}\} is a Lipschitz graph with Lipschitz constant l:=l(ψ,L,λ)l:=l(\psi,L,\lambda) , then

𝒯ωS(x,l):={(y,z)T𝕋n||zP(x)|l|yx|}\mathcal{T}_{\omega}\subset S(x,l):=\big{\{}(y,z)\in T^{*}\mathbb{T}^{n}\big{|}|z-P(x)|\leqslant l|y-x|\big{\}}

which S(x,l)S(x,l) is a cone clustered at (x,P(x))T𝕋n(x,P(x))\in T^{*}\mathbb{T}^{n}. Therefore,

(28) |pxdxu|=|(x,px)(x,P(x))|dist((x,px),𝒯ω)dist((x,px),S(x,l))=1l2+1|pxdxu|.\displaystyle\begin{split}|p_{x}-d_{x}u^{-}|=&\,|(x,p_{x})-(x,P(x))|\geqslant dist((x,p_{x}),\mathcal{T}_{\omega})\\ \geqslant&\,dist((x,p_{x}),S(x,l))=\frac{1}{\sqrt{l^{2}+1}}|p_{x}-d_{x}u^{-}|.\end{split}

On the other side, Proposition A.1 implies 𝒯ω\mathcal{T}_{\omega} is normally hyperbolic with the Lyapunov exponent λ<0-\lambda<0. There exists constants C4(ψ,L,λ),C_{4}(\psi,L,\lambda), C5(ψ,L,λ)>0C_{5}(\psi,L,\lambda)>0 depending only on ψ,L\psi,L and λ\lambda, such that

(29) C4(ψ,L,λ)eλsdist((x,px),𝒯ω)dist(ΦH,λs(x,px),𝒯ω)dist((x,px),𝒯ω)C5(ψ,L,λ)eλs,s[0,t0].\displaystyle\begin{split}C_{4}(\psi,L,\lambda)e^{\lambda s}dist((x,p_{x}),\mathcal{T}_{\omega})\leqslant&\,dist(\Phi_{H,\lambda}^{-s}(x,p_{x}),\mathcal{T}_{\omega})\\ \quad\leqslant&\,dist((x,p_{x}),\mathcal{T}_{\omega})C_{5}(\psi,L,\lambda)e^{\lambda s},\quad\forall s\in[0,t_{0}].\end{split}

Benefiting from (29), we conclude

eλt0C5(ψ,L,λ)|pxdxu|dist(ΦH,λt0(x,px),𝒯ω)C0:=14diam𝒰.e^{\lambda t_{0}}C_{5}(\psi,L,\lambda)|p_{x}-d_{x}u^{-}|\geqslant dist(\Phi_{H,\lambda}^{-t_{0}}(x,p_{x}),\mathcal{T}_{\omega})\geqslant C_{0}:=\frac{1}{4}\text{diam}\ \mathcal{U}.

Consequently,

(30) t0C0C5(ψ,L,λ)(1λln|pxdxu|).\displaystyle t_{0}\geqslant\frac{C_{0}}{C_{5}(\psi,L,\lambda)}\cdot(-\frac{1}{\lambda}\ln|p_{x}-d_{x}u^{-}|).

For any τ(t0,0)\tau\in(-t_{0},0) and ηx,t:[t,0]𝕋n\eta_{x,t}:[-t,0]\to\mathbb{T}^{n} defined as in (22), we have the following estimate:

(31) |γ˙x,t(τ)η˙x,t(τ)|2=|γ˙x,t(τ)Hp(γx,t(τ),dxu(γx,t(τ)))|2=|Hp(γx,t(τ),dxUψ(γx,t(τ),τ))Hp(γx,t(τ),dxu(γx,t(τ)))|2=|Q(τ)(dxUψ(γx,t(τ),τ)dxu(γx,t(τ)))|2β2|dist(ΦH,λτ(x,px),𝒯ω)|2β2C42(ψ,L,λ)e2λτdist2((x,px),𝒯ω)β2C42(ψ,L,λ)e2λτl2+1|pxdxu|2\displaystyle\begin{split}\big{|}\dot{\gamma}_{x,t}(\tau)-\dot{\eta}_{x,t}(\tau)\big{|}^{2}=&\,\Big{|}\dot{\gamma}_{x,t}(\tau)-\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),d_{x}u^{-}(\gamma_{x,t}(\tau)))\Big{|}^{2}\\ =&\,\Big{|}\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),d_{x}U_{\psi}(\gamma_{x,t}(\tau),\tau))-\frac{\partial H}{\partial p}(\gamma_{x,t}(\tau),d_{x}u^{-}(\gamma_{x,t}(\tau)))\Big{|}^{2}\\ =&\,\Big{|}Q(\tau)\cdot\Big{(}d_{x}U_{\psi}(\gamma_{x,t}(\tau),\tau)-d_{x}u^{-}(\gamma_{x,t}(\tau))\Big{)}\Big{|}^{2}\\ \geqslant&\,\beta^{2}\Big{|}dist(\Phi_{H,\lambda}^{\tau}(x,p_{x}),\mathcal{T}_{\omega})\Big{|}^{2}\\ \geqslant&\,\beta^{2}C_{4}^{2}(\psi,L,\lambda)e^{-2\lambda\tau}dist^{2}((x,p_{x}),\mathcal{T}_{\omega})\\ \geqslant&\,\frac{\beta^{2}C_{4}^{2}(\psi,L,\lambda)e^{-2\lambda\tau}}{l^{2}+1}|p_{x}-d_{x}u^{-}|^{2}\end{split}

with

Q(τ):=012Hp2(γx,t(τ),σdxUψ(γx,t(τ),τ)+(1σ)dxu(γx,t(τ)))𝑑σ.Q(\tau):=\int_{0}^{1}\frac{\partial^{2}H}{\partial p^{2}}\Big{(}\gamma_{x,t}(\tau),\sigma d_{x}U_{\psi}(\gamma_{x,t}(\tau),\tau)+(1-\sigma)d_{x}u^{-}(\gamma_{x,t}(\tau))\Big{)}d\sigma.

Due to (H1) and item (2) of Proposition 2.2, Q(τ)Q(\tau) is uniformly positive definite for τ(t0,0)\tau\in(-t_{0},0), namely Q(τ)βIdn×nQ(\tau)\geqslant\beta Id_{n\times n} for some constant β>0\beta>0. The second and third inequality of (31) is due to (29) and (28) respectively. Taking (31) into (21) we get

(32) 2C1(ψ,L)eλtt0eλτl(γx,t(τ),γ˙x,t(τ))𝑑τα0t00eλτ|γ˙x,t(τ)η˙x,t(τ)|2𝑑τα0β2C42(ψ,L,λ)l2+1|pxdxu(x)|2t00eλτ𝑑τ=α0β2C42(ψ,L,λ)λl2+λ(eλt01)|pxdxu(x)|2.\displaystyle\begin{split}2C_{1}(\psi,L)e^{-\lambda t}\geqslant&\,\int^{0}_{-t}e^{\lambda\tau}l(\gamma_{x,t}(\tau),\dot{\gamma}_{x,t}(\tau))\ d\tau\\ \geqslant&\,\alpha_{0}\int^{0}_{-t_{0}}e^{\lambda\tau}\big{|}\dot{\gamma}_{x,t}(\tau)-\dot{\eta}_{x,t}(\tau)\big{|}^{2}\ d\tau\\ \geqslant&\,\frac{\alpha_{0}\beta^{2}C_{4}^{2}(\psi,L,\lambda)}{l^{2}+1}|p_{x}-d_{x}u^{-}(x)|^{2}\int_{-t_{0}}^{0}e^{-\lambda\tau}d\tau\\ =&\,\frac{\alpha_{0}\beta^{2}C_{4}^{2}(\psi,L,\lambda)}{\lambda l^{2}+\lambda}(e^{\lambda t_{0}}-1)|p_{x}-d_{x}u^{-}(x)|^{2}.\end{split}

Taking account of (30), previous (32) implies the existence of a constant C3(ψ,L,λ)>0C_{3}(\psi,L,\lambda)>0 (depending only on ψ\psi, LL and λ\lambda) such that

|pxdxu|C3(ψ,L,λ)eλt,ts0.|p_{x}-d_{x}u^{-}|\leqslant C_{3}(\psi,L,\lambda)e^{-\lambda t},\quad\forall\ t\geqslant s_{0}.

so our claim (27) get proved. Finally,

𝒯tψ(x)uω(x)W1,\displaystyle\|\mathcal{T}_{t}^{-}\psi(x)-u^{-}_{\omega}(x)\|_{W^{1,\infty}} =\displaystyle= maxx𝕋ndH(ΠxD+𝒯tψ(x),P(x))+𝒯tψ(x)uω(x)L\displaystyle\max_{x\in\mathbb{T}^{n}}d_{H}\bigg{(}\Pi_{x}D^{+}\mathcal{T}_{t}^{-}\psi(x),P(x)\bigg{)}+\|\mathcal{T}_{t}^{-}\psi(x)-u^{-}_{\omega}(x)\|_{L^{\infty}}
=\displaystyle= maxx𝕋nmaxpxΠxDUψ(x,t)|pxdxu|+C1(ψ,L)eλt\displaystyle\max_{x\in\mathbb{T}^{n}}\max_{p_{x}\in\Pi_{x}D^{*}U_{\psi}(x,t)}\big{|}p_{x}-d_{x}u^{-}\big{|}+C_{1}(\psi,L)e^{-\lambda t}
\displaystyle\leqslant (C3+C1)eλt.\displaystyle(C_{3}+C_{1})e^{-\lambda t}.

where C1(ψ,L,λ)C_{1}(\psi,L,\lambda) is given by item (6) of Proposition 2.3. By taking C=C3+C1C=C_{3}+C_{1} we get the main conclusion of Theorem 4.∎

5. Persistence of KAM torus as invariant Lagrangian graph

This section is devoted to prove Theorem 5. Firstly, the following notions and conclusions are needed:

Definition 5.1 (Aubry Set).

γCac(,𝕋n)\gamma\in C^{ac}(\mathbb{R},\mathbb{T}^{n}) is called globally calibrated by uu^{-}, if for any aba\leqslant b\in\mathbb{R},

eλbu(γ(b))eλau(γ(a))=abeλtL(γ(t),γ˙(t))𝑑t.e^{\lambda b}u^{-}(\gamma(b))-e^{\lambda a}u^{-}(\gamma(a))=\int_{a}^{b}e^{\lambda t}L(\gamma(t),\dot{\gamma}(t))dt.

The Aubry set 𝒜~\widetilde{\mathcal{A}} is an ΦL,λt\Phi_{L,\lambda}^{t}-invariant set defined by

𝒜~=γ{(γ,γ˙)|γ is globally calibrated by u}T𝕋n\widetilde{\mathcal{A}}=\bigcup_{\gamma}\,\,\{(\gamma,\dot{\gamma})|\gamma\text{ is globally calibrated by }u^{-}\}\subset T\mathbb{T}^{n}

and the projected Aubry set can be defined by 𝒜=π𝒜~𝕋n\mathcal{A}=\pi\widetilde{\mathcal{A}}\subset\mathbb{T}^{n}, where π:(x,p)T𝕋nx𝕋n\pi:(x,p)\in T\mathbb{T}^{n}\rightarrow x\in\mathbb{T}^{n} is the standard projection.

Proposition 5.2.

[15] π1:𝒜TM\pi^{-1}:\mathcal{A}\rightarrow TM is a Lipschitz graph.

Proposition 5.3 (Upper semicontinuity).

As a set-valued function defined on Cr2(T𝕋n,)C^{r\geqslant 2}(T\mathbb{T}^{n},\mathbb{R}),

𝒜~:{Cr2(T𝕋n,),Cr}{T𝕋n,dH}\widetilde{\mathcal{A}}:\big{\{}C^{r\geqslant 2}(T\mathbb{T}^{n},\mathbb{R}),\|\cdot\|_{C^{r}}\big{\}}\longrightarrow\big{\{}T\mathbb{T}^{n},d_{H}\big{\}}

is upper semicontinuous.

Proof.

It suffices to prove that for any LnL_{n} accumulating to LL w.r.t. the Cr\|\cdot\|_{C^{r}}-norm as n+n\rightarrow+\infty, any accumulating curve of {γn𝒜(Ln)}\{\gamma_{n}\in\mathcal{A}(L_{n})\} would be contained in 𝒜(L)\mathcal{A}(L).

Due to item (5) of Proposition 2.3, for any LnL_{n} converging to LL w.r.t. the Cr\|\cdot\|_{C^{r}}-norm, 𝒜~(Ln)\widetilde{\mathcal{A}}(L_{n}) is uniformly compact in the phase space. Therefore, for any sequence {γn}\{\gamma_{n}\} globally calibrated by LnL_{n}, any accumulating curve γ\gamma_{*} has to satisfy

tseλτL(γ,γ˙)𝑑τ=limn+tseλτL(γn,γ˙n)𝑑τ=limn+tseλτLn(γn,γ˙n)𝑑τ\int_{t}^{s}e^{\lambda\tau}L(\gamma_{*},\dot{\gamma}_{*})d\tau=\lim_{n\rightarrow+\infty}\int_{t}^{s}e^{\lambda\tau}L(\gamma_{n},\dot{\gamma}_{n})d\tau=\lim_{n\rightarrow+\infty}\int_{t}^{s}e^{\lambda\tau}L_{n}(\gamma_{n},\dot{\gamma}_{n})d\tau

for any t<st<s\in\mathbb{R}. On the other side, for any ηCac([t,s],M)\eta\in C^{ac}([t,s],M) satisfying γ(s)=η(s)\gamma_{*}(s)=\eta(s) and γ(t)=η(t)\gamma_{*}(t)=\eta(t), we can find ηmCac([tn,sn],M)\eta_{m}\in C^{ac}([t_{n},s_{n}],M) ending with γn(sn)=ηn(sn)\gamma_{n}(s_{n})=\eta_{n}(s_{n}) and γn(tn)=ηn(tn)\gamma_{n}(t_{n})=\eta_{n}(t_{n}) for some sequence {γn𝒜(Ln)}n\{\gamma_{n}\in\mathcal{A}(L_{n})\}_{n\in\mathbb{N}} with [tn,sn][t,s][t_{n},s_{n}]\subset[t,s] for all nn\in\mathbb{N},

limn+tn=t(resp. limn+sn=s)\lim_{n\rightarrow+\infty}t_{n}=t\ \text{(resp. $\lim_{n\rightarrow+\infty}s_{n}=s$)}

and ηnη\eta_{n}\rightarrow\eta uniformly on [t,s][t,s] as m+m\rightarrow+\infty. Since γn𝒜(Ln)\gamma_{n}\in\mathcal{A}(L_{n}) for all nn\in\mathbb{N}, then

tnsneλτLn(ηn,η˙n)𝑑τtnsneλτLn(γn,γ˙n)𝑑τ.\int_{t_{n}}^{s_{n}}e^{\lambda\tau}L_{n}(\eta_{n},\dot{\eta}_{n})d\tau\geqslant\int_{t_{n}}^{s_{n}}e^{\lambda\tau}L_{n}(\gamma_{n},\dot{\gamma}_{n})d\tau.

Combining these conclusions we get

tseλτL(γ,γ˙)𝑑τ\displaystyle\int_{t}^{s}e^{\lambda\tau}L(\gamma_{*},\dot{\gamma}_{*})d\tau =\displaystyle= limn+tseλτL(γn,γ˙n)𝑑τ\displaystyle\lim_{n\rightarrow+\infty}\int_{t}^{s}e^{\lambda\tau}L(\gamma_{n},\dot{\gamma}_{n})d\tau
=\displaystyle= limn+tnsneλτLn(γn,γ˙n)𝑑τ\displaystyle\lim_{n\rightarrow+\infty}\int_{t_{n}}^{s_{n}}e^{\lambda\tau}L_{n}(\gamma_{n},\dot{\gamma}_{n})d\tau
\displaystyle\leqslant limn+tnsneλτLn(ηn,η˙n)𝑑τ\displaystyle\lim_{n\rightarrow+\infty}\int_{t_{n}}^{s_{n}}e^{\lambda\tau}L_{n}(\eta_{n},\dot{\eta}_{n})d\tau
=\displaystyle= tseλτL(η,η˙)𝑑τ,\displaystyle\int_{t}^{s}e^{\lambda\tau}L(\eta,\dot{\eta})d\tau,

which indicates γ:M\gamma_{*}:\mathbb{R}\rightarrow M minimizes hλst(γ(t),γ(s))h_{\lambda}^{s-t}(\gamma_{*}(t),\gamma_{*}(s)) for any t<st<s\in\mathbb{R}. So γ𝒜(λ)\gamma_{*}\in\mathcal{A}(\lambda_{*}). ∎


Proof of Theorem 5: Suppose 𝒯\mathcal{T} is a KAM torus of (2) associated with H(x,p)H(x,p) (no constraint on the frequency). Due to the Invariant Manifold Theorem [12], for system

Hϵ(x,p)=H(x,p)+ϵH1(x,p),0<ϵϵ0(H)1,H_{\epsilon}(x,p)=H(x,p)+\epsilon H_{1}(x,p),\quad 0<\epsilon\leqslant\epsilon_{0}(H)\ll 1,

the perturbed invariant graph 𝒯ϵ\mathcal{T}^{\epsilon} is still normally hyperbolic, as long as the constant ϵ0(H)\epsilon_{0}(H) is sufficiently small.

Recall that 𝒯=H1(𝒜~(H))\mathcal{T}=\mathcal{L}_{H}^{-1}(\widetilde{\mathcal{A}}(H)) (see Definition 5.1 for 𝒜~\widetilde{\mathcal{A}}). Due to the upper semi-continuity of the Aubry set 𝒜~\widetilde{\mathcal{A}} (see Lemma 5.3), the Hausdorff distance between 𝒜~(H)\widetilde{\mathcal{A}}(H) and 𝒜~(Hϵ)\widetilde{\mathcal{A}}(H_{\epsilon}) can be sufficiently small as long as ϵ01\epsilon_{0}\ll 1, which implies 𝒜~(Hϵ)Hϵ(𝒯ϵ)\widetilde{\mathcal{A}}(H_{\epsilon})\subset\mathcal{L}_{H_{\epsilon}}(\mathcal{T}^{\epsilon}) (but may not be equal).

Suppose uϵ(x)u^{-}_{\epsilon}(x) is the unique viscosity solution of (7) for system HϵH_{\epsilon}, then it’s differentiable a.e. x𝕋nx\in\mathbb{T}^{n}. For any differentiable point x𝕋nx\in\mathbb{T}^{n}, (x,dxuϵ)(x,d_{x}u_{\epsilon}^{-}) decides a unique backward orbits which tends to 𝒜~ϵ\widetilde{\mathcal{A}}^{\epsilon} as tt\rightarrow-\infty (shown in Proposition 2.3), so (x,dxuϵ)𝒯ϵ(x,d_{x}u_{\epsilon}^{-})\in\mathcal{T}^{\epsilon}. Then Graph(dxuϵ)Graph(d_{x}u_{\epsilon}^{-}) coincides with 𝒯ϵ\mathcal{T}^{\epsilon} for a.e. x𝕋nx\in\mathbb{T}^{n}. Since 𝒯ϵ\mathcal{T}^{\epsilon} is graphic and at least C1C^{1}-smooth, then uϵu_{\epsilon}^{-} is actually a classic solution of (7) for system HϵH_{\epsilon} and then Graph(dxuϵ)=𝒯ϵGraph(d_{x}u_{\epsilon}^{-})=\mathcal{T}^{\epsilon}, which implies 𝒯ϵ\mathcal{T}^{\epsilon} is exact, therefore has to be Lagrangian.∎

Appendix A Normal hyperbolicity of the KAM torus for CSTMs

In this Appendix, we show the normal hyperbolicity of the KAM torus for conformally symplectic system (2). This conclusion was firstly proved in [2, 3]. Nonetheless, we reprove it here for the consistency.

Proposition A.1 (local attractor[2, 3]).

The KAM torus 𝒯ω\mathcal{T}_{\omega} is a normally hyperbolic ΦH,λt\Phi_{H,\lambda}^{t}-invariant manifold, consequently, there exists a suitable neighborhood 𝒰\mathcal{U} of it such that 𝒯ω\mathcal{T}_{\omega} is the ω\omega-limit set of any point x𝒰x\in\mathcal{U}.

Proof.

Since the KAM torus 𝒯ω\mathcal{T}_{\omega} is ΦH,λt\Phi_{H,\lambda}^{t}-invariant, so we just need to prove its normal hyperbolicity w.r.t. ΦH,λ1\Phi_{H,\lambda}^{1}. The generalization from ΦH,λ1\Phi_{H,\lambda}^{1} to ΦH,λt\Phi_{H,\lambda}^{t} is straightforward. Due to (4), we know ΦH,λ1K(θ)=K(θ+ω)\Phi_{H,\lambda}^{1}\circ K(\theta)=K(\theta+\omega), which implies

DΦH,λ1(K(θ))iK(θ)=iK(θ+ω),θ𝕋n,i=1,2,,n.D\Phi_{H,\lambda}^{1}(K(\theta))\partial_{i}K(\theta)=\partial_{i}K(\theta+\omega),\quad\forall\theta\in\mathbb{T}^{n},\ i=1,2,\cdots,n.

Therefore, iK(θ)TK(θ)T𝕋n\partial_{i}K(\theta)\in T_{K(\theta)}T^{*}\mathbb{T}^{n} is an eigenvector of DΦH,λ1()D\Phi_{H,\lambda}^{1}(\cdot) of the eigenvalue 11. As {K(θ)|θ𝕋n}\{K(\theta)|\theta\in\mathbb{T}^{n}\} is a Lagrangian graph, i.e.

Ω(iK(θ),jK(θ))=0,θ𝕋n,i,j=1,,n,\Omega(\partial_{i}K(\theta),\partial_{j}K(\theta))=0,\quad\forall\theta\in\mathbb{T}^{n},\ i,j=1,\cdots,n,

so we have

spani=1,,n{iK(θ)JiK(θ)}=TK(θ)T𝕋n.span_{i=1,\cdots,n}\{\partial_{i}K(\theta)\oplus J\partial_{i}K(\theta)\}=T_{K(\theta)}T^{*}\mathbb{T}^{n}.

Formally for the matrix

V(θ)=J2n×2ntDK(θ)(DKt(θ)DK(θ))1V(\theta)=J_{2n\times 2n}^{t}DK(\theta)\Big{(}DK^{t}(\theta)\cdot DK(\theta)\Big{)}^{-1}

with DK(θ)=(1K(θ),,nK(θ))DK(\theta)=(\partial_{1}K(\theta),\cdots,\partial_{n}K(\theta)), we have

DΦH,λ1(K(θ))V(θ)=V(θ+ω)A(θ)+DK(θ+ω)S(θ)\displaystyle D\Phi_{H,\lambda}^{1}(K(\theta))V(\theta)=V(\theta+\omega)\cdot A(\theta)+DK(\theta+\omega)\cdot S(\theta)

where

A(θ)=eλIdA(\theta)=e^{-\lambda}Id

and

S(θ)=DK1(θ+ω)[DΦH,λ1(K(θ))V(θ)eλV(θ+ω)].S(\theta)=DK^{-1}(\theta+\omega)\big{[}D\Phi_{H,\lambda}^{1}(K(\theta))V(\theta)-e^{-\lambda}V(\theta+\omega)\big{]}.

This is because the conformally symplectic condition implies

(DΦH,λ1(K(θ)))tJDΦH,λ1(K(θ))=eλJ.\Big{(}D\Phi_{H,\lambda}^{1}(K(\theta))\Big{)}^{t}JD\Phi_{H,\lambda}^{1}(K(\theta))=e^{-\lambda}J.

Defining M(θ)M(\theta) by a 2n×2n2n\times 2n matrix which is juxtaposed with DK(θ)DK(\theta) and V(θ)V(\theta), i.e.

M(θ)=(DK(θ)|V(θ)),M(\theta)=\bigg{(}DK(\theta)\Big{|}V(\theta)\bigg{)},

we will see

DΦH,λ1(K(θ))M(θ)=M(θ+ω)(IdS(θ)0eλId)2n×2n.D\Phi_{H,\lambda}^{1}(K(\theta))M(\theta)=M(\theta+\omega)\begin{pmatrix}Id&S(\theta)\\ 0&e^{-\lambda}Id\end{pmatrix}_{2n\times 2n}.

Recall that

Ec:={(K(θ),DK(θ))|θ𝕋n}E^{c}:=\bigg{\{}\Big{(}K(\theta),DK(\theta)\Big{)}\bigg{|}\theta\in\mathbb{T}^{n}\bigg{\}}

is a ΦH,λ1\Phi_{H,\lambda}^{1}-invariant subbundle of T𝒯ωT𝕋nT_{\mathcal{T}_{\omega}}T^{*}\mathbb{T}^{n}, with the eigenvalue 11. To find the other ΦH,λ1\Phi_{H,\lambda}^{1}- invariant subbundle, we assume there exists a n×nn\times n matrix B(θ)B(\theta) such that

Es:={(K(θ),DK(θ)B(θ)+V(θ))|θ𝕋n}E^{s}:=\bigg{\{}\Big{(}K(\theta),DK(\theta)B(\theta)+V(\theta)\Big{)}\bigg{|}\theta\in\mathbb{T}^{n}\bigg{\}}

is ΦH,λ1\Phi_{H,\lambda}^{1}-invariant, then

DΦH,λ1(K(θ))(Ec|Es)\displaystyle D\Phi_{H,\lambda}^{1}(K(\theta))(E^{c}|E^{s}) =\displaystyle= DΦH,λ1(K(θ))M(θ)(IdB(θ)0Id)\displaystyle D\Phi_{H,\lambda}^{1}(K(\theta))M(\theta)\begin{pmatrix}Id&B(\theta)\\ 0&Id\end{pmatrix}
=\displaystyle= M(θ+ω)(IdS(θ)0eλId)(IdB(θ)0Id)\displaystyle M(\theta+\omega)\begin{pmatrix}Id&S(\theta)\\ 0&e^{-\lambda}Id\end{pmatrix}\begin{pmatrix}Id&B(\theta)\\ 0&Id\end{pmatrix}
=\displaystyle= (DK(θ+ω)|DK(θ+ω)B(θ+ω)+V(θ+ω))(IdB(θ+ω)0Id)\displaystyle\Big{(}DK(\theta+\omega)\Big{|}DK(\theta+\omega)B(\theta+\omega)+V(\theta+\omega)\Big{)}\begin{pmatrix}Id&-B(\theta+\omega)\\ 0&Id\end{pmatrix}\cdot
(IdS(θ)0eλId)(IdB(θ)0Id)\displaystyle\begin{pmatrix}Id&S(\theta)\\ 0&e^{-\lambda}Id\end{pmatrix}\begin{pmatrix}Id&B(\theta)\\ 0&Id\end{pmatrix}
=\displaystyle= (DK(θ+ω)|DK(θ+ω)B(θ+ω)+V(θ+ω))U(θ+ω)\displaystyle\Big{(}DK(\theta+\omega)\Big{|}DK(\theta+\omega)B(\theta+\omega)+V(\theta+\omega)\Big{)}U(\theta+\omega)

where

U(θ+ω)=(IdeλB(θ+ω)+S(θ)+B(θ)0eλId)U(\theta+\omega)=\begin{pmatrix}Id&-e^{-\lambda}B(\theta+\omega)+S(\theta)+B(\theta)\\ 0&e^{-\lambda}Id\end{pmatrix}

has to be diagonal. That imposes

eλB(θ+ω)+S(θ)+B(θ)=0,θ𝕋n.-e^{-\lambda}B(\theta+\omega)+S(\theta)+B(\theta)=0,\quad\forall\theta\in\mathbb{T}^{n}.

We can always find a suitable B(θ)B(\theta) solving this equation, since there is no small divisor problem and the regularity of B()B(\cdot) keeps the same with S()S(\cdot). So EsE^{s} is indeed a ΦH,λ1\Phi_{H,\lambda}^{1}-invariant subbundle with the eigenvalue eλ<1e^{-\lambda}<1.

Now we get an invariant splitting of T𝒯ωT𝕋nT_{\mathcal{T}_{\omega}}T^{*}\mathbb{T}^{n} by EcEsE^{c}\oplus E^{s}, with the eigenvalue 11 and eλe^{-\lambda} respectively. Due to the Invariant Manifold Theorem [8, 9], we can prove the normal hyperbolicty of 𝒯ω\mathcal{T}_{\omega} (which is actually normally compressible in the forward time). So 𝒯ω\mathcal{T}_{\omega} is a local attractor. ∎

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