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Banach manifolds, Banach bundles and tangent spaces

Notation and technical results

A.1 Notation and basic results on Banach manifolds and -bundles

A.1.1 Banach manifolds, Banach bundles and tangent spaces

Recursively one defines: f isn-times (continuously) differentiable if it is differ-entiable andDf is (n−1)-times (continuously) differentiable.

f is called smooth, if it isn-times (continuously) differentiable for alln∈N. For n∈N, letB(n)(X, Y) :={T ∈B(X× · · · ×X

| {z }

n-times

, Y) |T multilinear} be the Banach space of multilinear maps from Xn toY. ThenB(X, B(n−1)(X, Y))∼= B(n)(X, Y) via T 7→((x, y1, . . . , yn−1)7→(T(x))(y1, . . . , yn−1)) and one can in-ductively define the higher derivatives of an-times differentiable mapf :U →Y as

Dnf :U →B(n)(X, Y)

via Dnf =D(Dn−1f) :U →B(X, B(n−1)(X, Y))∼=B(n)(X, Y).

Remark A.1. Differentiable maps are continuous, so the above definition makes sense.

For the following, see [Wer00], Satz III.5.4, p. 120.

Theorem A.1. LetX, Y, Z be normed spacesU ⊆X,V ⊆Y, be open subsets.

1. Iff, g:U →Y aren-times (continuously) differentiable, then so aref+g and λf (λ∈R) with

D(f +g) =Df+Dg, D(λf) =λDf.

2. If f :U → Y, g : V → Z are n-times (continuously) differentiable with f(U)⊆V, then so isg◦f with

D(g◦f)x =Dgf(x)◦Dfx ∀x∈U.

3. A mapf :U →Y×Z isn-times (continuously) differentiable iff the maps pr1◦f :U →Y and pr2◦f :U →Z are.

4. The evaluation map

ev :B(X, Y)×X →Y (T, x)7→T(x) is smooth.

5. (Mean value theorem) Let f : U → Y be differentiable, x ∈ U and let u∈X be s. t. x+λu∈U ∀λ∈[0,1]. Then

kf(x+u)−f(x)kY ≤sup{kDfx+λuk |λ∈[0,1]}kukX.

6. (Taylor’s theorem) Letf :U → Y be (n+ 1)-times differentiable, x ∈U and let u∈X be s. t. x+λu∈U ∀λ∈[0,1]. Then

kf(x+u)−

n

X

k=0

1

k!Dkfx(u, . . . , u)kY ≤ 1

(n+ 1)!sup{kDn+1fx+λuk |λ∈[0,1]}kukn+1X .

The following lemma will be used repeatedly to construct differentiable maps between open subsets of Banach spaces.

Lemma A.1. Let (X,k · kX), (Y,k · kY) be Banach spaces, let U ⊆ X be an open subset and let X0 ⊆X be a dense normed subspace. DefineU0:=U∩X0 (which is an open subset of the normed space (X0,k · kX0 := k · kX|X0)) and let a map f0 : U0 → Y be given. If f0 is 2-times differentiable with bounded first and second derivatives, then there exists a unique (Lipschitz) continuously differentiable map f : U → Y with f|U0 = f0. Under the canonical isometry ι:B(X0, Y)∼=B(X, Y), with Df0 :=ι◦Df0 :U0 →B(X, Y), Df|U0 =Df0. Proof. Let x ∈ U. Then for r > 0 small enough, the ball (in X) of radius r aroundx is contained in U, and since the statement of the lemma is local (on X!), one can replace U by this ball. In particular one can assume that U, and henceU0, is convex. Then by the mean value theorem above, since the derivative of f0 is bounded, f0 is Lipschitz continuous and hence has a unique Lipschitz continuous completion tof :U →Y. It remains to show thatf is continuously differentiable. Now via the canonical isometryB(X0, Y) ∼=B(X, Y), given by the completion of a bounded linear operator in one direction and restriction to a subspace in the other, one can regard Df0 as a map Df0 : U0 → B(X, Y).

Again by the mean value theorem and becausef0 is assumed to have a bounded second derivative, this map is Lipschitz continuous and has a unique Lipschitz continuous completion gDf0 : U → B(X, Y). It remains to show that gDf0 is the derivativeDf off. So letx∈U and letu∈Xbe so small that x+u∈U. Pick sequences (xn)n∈N⊆U0, (um)m∈N⊆X0, s. t.xn+um ∈U0 and xn→ x as well asum →u. Then

f(x+u)−f(x)−(gDf0)x(u) =f(x+u)−f(xn+um) +f(xn+um)−

− f(xn) +f(xn)−f(x)−

− (Df0)xn(um) + (Df0)xn(um)−(Df0)xn(u) + + (Df0)xn(u)−(gDf0)x(u)

and so

kf(x+u)−f(x)−(gDf0)x(u)kY ≤ kf0(xn+um)−f0(xn)−(Df0)xn(um)kY + + kf(x+u)−f(xn+um)kY +

+ kf(xn)−f(x)kY +

+ k(Df0)xn(um)−(Df0)xn(u)kY + + k(Df0)xn(u)−(gDf0)x(u)kY.

In the above expression on the right hand side, because the second derivative of f0 is assumed to be bounded by a constantc >0, say, by Taylor’s theorem the first summand on the right hand side can be estimated from above by c2kumk2X, independent of xn. Now first taking the limit m → ∞ and then the limit n → ∞, the first summand on the right hand side is estimated from above

by c2kuk2X, whereas the 2nd to 5th summand vanish, by continuity of f, the definition ofDf0 and the definition ofgDf0. In conclusion, kf(x+u)−f(x)− (gDf0)x(u)kYc2kuk2X, showing that f is differentiable with differential given by Df =gDf0.

Corollary A.1. Let (X,k · kX), (Y,k · kY) be Banach spaces, let U ⊆X be an open subset and let X0 ⊆X be a dense normed subspace. Define U0 :=U∩X0

(which is an open subset of the normed space (X0,k · kX0 :=k · kX|X0)) and let a map f0:U0→Y be given. If for somek∈N, f0 is r+ 1-times differentiable with bounded first and second derivatives, then there exists a unique r-times (Lipschitz) continuously differentiable map f :U →Y withf|U0 =f0.

Proof. Follows from the lemma by induction, noting thatB(n)(X0, Y) is canon-ically isomorphic toB(n)(X, Y) just as in the casen= 1.

Definition A.2. Let B be a topological space. A (smooth) Banach manifold atlas on B is given by the following data:

1. A covering (Ui)i∈I of B by open sets,

2. a collection (Bi,k · ki)i∈I of separable Banach spaces and

3. a collection (φi)i∈I of homeomorphisms φi : Ui → Vi ⊆ Bi onto open subsets Vi ⊆Bi,

s. t. for all i, j ∈ I, φij := φi ◦φ−1j : φj(Ui ∩Uj) → φi(Ui∩Uj) is a smooth map (i. e. infinitely many times Fr´echet-differentiable) between open subsets of Banach spaces.

The maps φi :B⊇Ui→Vi⊆Bi are called charts.

A continuous map f : B → B0 between topological spaces equipped with Ba-nach manifold atlases (Ui,(Bi,k · ki), φi)i∈I) and (Uj0,(B0j,k · k0j), φ0j)j∈J is called smooth, if for alli∈I, j ∈J,φ0j◦f◦φ−1ii(f−1(U0j))→B0j is a smooth map between open subsets of Banach spaces.

A diffeomorphism is a smooth map between topological spaces equipped with Banach manifold atlases that has a smooth inverse.

Two atlases on the same topological space are called equivalent if the identity is a diffeomorphism, where the space is equipped with one atlas on the domain and the other atlas on the image.

The above defines an equivalence relation on the class of Banach manifold at-lases on a given topological space. A smooth map between topological spaces equipped with Banach manifold atlases still defines a smooth map if any of the two atlases (on the domain or target) are replaced by an equivalent one. So the following makes sense:

Definition A.3. A (smooth) Banach manifold is a 2nd-countable Hausdorff topological space together with an equivalence class of Banach manifold atlases.

Remark A.2. Clearly, open subsets of Banach manifolds are Banach manifolds in a canonical way.

Construction A.1. Given a Banach manifoldBwith atlas (Ui,(Bi,k·ki), φi)i∈I. LetVi :=φi(Ui)⊆Bi andVij :=φj(Ui∩Uj)⊆Vj. Define ˜B:= `

i∈I

Vi/, where forvi∈Vi,vj ∈Vj,vi ∼vj :⇔ vi ∈Vji, vj ∈Vij and φij(vj) =vi. Then there is a canonical homeomorphism ρ : ˜B → B induced by the map `

i∈I

Vi → B, Vi 3vi 7→φ−1i (vi).

Now define (as a topological space) TB := `

i∈I

Vi ×Bi/, where Vi ×Bi 3 (vi, ei)∼(vj, ej) ∈Vj×Bj :⇔ vi ∈Vji, vj ∈Vij and (φij(vj), D(φij)vj(ej)) = (vi, ei). This topological space is second countable Hausdorff by general point set topology.

DefineT Ui := [Vi×Bi]∈TB,T Bi:=Bi×Bi, anddφi :T Ui→Vi×Bi ⊆T Bi as the inverse of the canonical map Vi ×Bi → TB on its image T Ui. This defines a Banach manifold atlas onTB, making it a Banach manifold.

Furthermore, the canonical map `

i∈I

Vi×Bi → `

i∈I

Vi induces a map ˜π :TB→B˜ and hence a smooth mapπ:=ρ◦π˜:TB→B of Banach manifolds.

The fibresTbB:=π−1(b), called thetangent space at the pointb∈B, for b∈B are topological vector spaces in a canonical way, but in general, over points in different connected components, are nonisomorphic. Furthermore, there is no a priori distinguished norm on the fibreTbB making it a Banach space, but only an equivalence class of norms making it a topological vector space.

The above definition depends on the choice of atlas, but if ˜π : ˜TB→ B is de-fined by a different choice of atlas, then one can see that there exists a canonical diffeomorphismρ: ˜TB→TB making

T˜B

˜ π

ρ //TB

π

B B

commute and that is linear on each fibre. One can hence think of these choices for different atlases onB as giving different but equivalent atlases on one fixed spaceTB.

Definition A.4. ABanach space bundleover a Banach manifoldBis a Banach manifoldE together with the following:

1. A smooth mapπ :E→B,

2. for everyb∈B a vector space structure onEb :=π−1(b) and 3. a continuous map (the norm)k · k:E→R,

s. t. the following hold:

1. For every b ∈ B, k · kb := k · k|Eb : Eb → R makes (Eb,k · kb) a Banach space;

2. for every open subsetU ⊆Band every sectionσ:U →π−1(U) (i. e. smooth mapσ :U →Ewithπ◦σ= idU), the mapU →R,b7→ kσ(b)kbis smooth;

3. there exists a covering (Ui)i∈I of B together with a collection ((Ei,k · ki))i∈I of Banach spaces and a collection (ψi−1(Ui)→ Ui×Ei)i∈I of diffeomorphisms making

π−1(Ui)

π

ψi //Ui×Ei pr1

Ui Ui

commute s. t. ψi,b := pr2◦ψi|Eb :Eb → Ei defines a linear map for each b∈Ui.

The covering (Ui)i∈I together with the Banach spaces (Ei)i∈I and the diffeo-morphisms (ψi)i∈I is called a trivialisation of the Banach space bundle.

A diffeomorphism ψ : π−1(U) → U ×E where U is an open subset of B and E a Banach space, that appears as a member of a trivialisation is called a local trivialisation.

Definition A.5. Let π : E→ B and ρ :F → C be Banach space bundles. A (smooth) morphism between them is a pair (f,fˆ) of smooth maps f : B → C and ˆf :E→Fmaking the diagram

E fˆ //

π

F

ρ

B f //C

commute and s. t. for every b ∈ B the induced map ˆfb := ˆf|Eb : Eb → Ff(b) is linear.

Composition of morphisms and isomorphisms are defined the usual way.

Remark A.3. Any Banach space bundle is in particular a topological vector bundle.

Lemma A.2. 1. Let πi : Ei → B, for i = 1,2, be Banach space bundles.

Their Whitney sum as topological vector bundles,E1⊕E2 →Bis a Banach space bundle and the canonical mapspri:E1⊕E2→Ei define morphisms (pri,idB) betweenE1⊕E2→B andEi →B which for everyb∈B induce an isometry (E1⊕E2)b ∼= (E1)b×(E2)b.

2. Let π :E→ B be a Banach space bundle and let f :C →B be a smooth map of Banach manifolds. Then the pullback bundle as a topological vec-tor bundle, fπ : fE → C is a Banach space bundle and the induced

morphism fˆ, where

fE

fπ

fˆ //E

π

C f //B

commutes, is a fibrewise isometry.

Construction A.2. Let B,B0 be Banach manifolds and let f : B → B0 be a smooth map. Then there exists, as in the finite dimensional case, a map Df : TB → TB0 defined in the usual way: Let (Ui,(Bi,k · ki), φi)i∈I be an atlas on B, (Uj0,(Bj0,k · k0j, φ0j)j∈J an atlas on B0 and assume that for every i∈ I there exists a ji ∈J s. t. f(Ui) ⊆Uj0i and for i 6=i0, ji 6=ji0 (otherwise replace the atlases onB andB0 by compatible ones). DefineVi :=φi(Ui)⊆Bi, Vj0 :=φ0j(Uj0)⊆Bj0 andfi:=φ0j

i◦f|Ui◦φ−1i :Vi→Vj0

i. Then there is an induced map`

i∈IVi×Bi → `

i∈IVj0

i ×Bj0

i → `

j∈JVj0 ×B0j given on each summand by Ui×Bi 3 (x, e) 7→ (fi(x),(Dfi)x(e))∈ Vji×Bj0i. One can check that this map is compatible with the equivalence relation on these disjoint unions as in Construcion A.1, hence inducing a smooth mapDf :TB→TB0.

Furthermore,Df induces, for everyb∈B, a linear mapDfb :TbB→Tf(b)B0. Lemma A.3. If B,B0 are Banach manifolds equipped with compatible Banach norms and f :B → B0 is a smooth map then the pair (f, Df) defines a mor-phism between the Banach space bundlesTB→B and TB0 →B0.

Lemma A.4. Let B be a Banach manifold. For every b ∈ B and ξb ∈ TbB there exists an ε > 0 and a smooth map γ : (−ε, ε) → B s. t. γ(0) = b and

˙

γ(0) := (Dγ)0∂tb.

Construction A.3. Let π :E→ B be a Banach space bundle. For e∈E let VeE:= kerDπe⊆TeE. There is the usual canonical identificationVeE∼=Eπ(e), where Eπ(e) 3v 7→ γ˙v(0), with γv(t) := e+tv. Hence VeE carries an induced Banach norm andVE:=`

e∈EVeE⊆TE becomes a Banach space bundle.

Lemma A.5. Let π : E → B be a Banach space bundle. Then there is a canonical isomorphism πE→VEwhich is a fibrewise isometry.