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Annals of Mathematics

Canonical Perturbation Theory of Anosov Systems and Regularity Results for the Livsic
Cohomology Equation
Author(s): R. de la Llave, J. M. Marco and R. Moriyon
Source: Annals of Mathematics, Second Series, Vol. 123, No. 3 (May, 1986), pp. 537-611
Published by: Annals of Mathematics
Stable URL: http://www.jstor.org/stable/1971334
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AnnalsofMathematics,
123 (1986), 537-611

Canonicalperturbation
theoryofAnosov
systemsand regularity
resultsforthe
Livsiccohomology
equation
By R. DE LA LLAVE, J. M. MARco,R. MORIYON
Introduction
The goal ofperturbation
theoriesis to use knowledgeofa " wellunderstood"
systemto obtain information
about similarones. In dynamics,one of the most
effectiveways of doingthatis lookingforchangesof variablesthatreduce,at
least in an approximateway,the perturbedsystemto the well understoodone.
The main advantageof thisprocedureis thatwe obtaininformation
about the
global orbitstructure.
This strategycan be implemented,
in principle,fora generaldynamical
systemor flow[BM] buthistorically
itsmainuse has been canonicalperturbation
theoryaround integrablesystems,the reasonbeing thatthe use of generating
functionsallows one to transform
the equationforthe changeof variables-an
equationbetweendiffeomorphisms-into
an equationbetweengeneratingfunctions,muchsimplerobjects.
However, it can be remarked[CEG] that thereare hamiltoniansystems
whichare well understood,
even if theyare non-integrable,
and one could hope
to apply canonicalperturbation
to
theoryto them.Indeed, the authorsreferred
above constructcanonicalperturbation
theoriesforgeodesicflowson surfacesof
constantnegativecurvature.(Relatedideas appear in [GK1], [GK2], [GK3].)
The goal of thispaper is to extendtheirresultsto all Anosovsymplectic
and to all hamiltonian
flowsAnosovon each energysurface.
diffeomorphisms
It turnsout that generatingfunctions,
unnaturalobbeing geometrically
jects, are not suitabletoolsforthistask (theycannoteven be definedin some
canonicalperturbation
manifolds)and our firstobjectiveis to formulate
theory
using onlygeometricobjects.As a reflection
of thisnaturalgeometricstructure,
the equationswe willhave to deal withare extremely
simpleso thatwe hope this
will be usefulin otherproblemsof perturbation
formalism
theory.
In thisformalism
we are led to considercohomologyequations.For general
AnosovsystemsLivsic [Lii] foundthe conditionsof solvability
in the class of CA
functions0 < a < 1 and, in some particularcases usingharmonicanalysis,he
537
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538

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

and others showed them to have Coo or CW solutions([Li2], [GK2], [GK3],


[CEG]).

In this paper we prove a C' versionof Livsic's theorem(thus solvinga


questionraisedin [GK3]) and Coo dependenceon the parametersinvolved.
For the problemof conjugationthis allows us to discuss convergence
withoutany appeal to Nash-Moseriterationas in [CEG].
Besides thismainresult,thereare someotherspin-offs.
For example,we can
modifythe methodto yieldCWresultsin some cases, whichincludeall the ones
treatedpreviouslyby harmonicanalysis,and we also showthatall Co topological
invariantmeasuresare actuallyC'. We have not exploredthe consequences,if
any,thatthoseresultshave forothersourcesofthe same problem(e.g. statistical
mechanics[B2]).
We also study asymptoticperturbationtheoriesfor analyticfamiliesof
analytic canonical diffeomorphisms
and flows and show that, in the cases
consideredbefore,Anosovsystems,
whenthesetheoriescan be carriedformally
to all orders,thereis a Coo familyof Coo canonicaltransformations
thatreduce
the perturbationto the well understoodsystem.Even if in some cases it is
possibleto obtainCWratherthanC', we do notknowhow to proveit in general
and the methodsare different
sincetheyinvolveNash-Mosertechniques.
The firstsectionof the paper containsan introduction
to the formalism
of
globallyhamiltonian
isotopies,as well as all theresultsconcerningconjugationof
canonical mappingsand flows.These includethe construction
of completesets
of invariants.
For some manifolds,these invariantsof conjugationfor familiescan be
in a moresuggestiveway as the preservation
reformulated
along the familyof
some invariantsthat can be computedfor the system(map or flow) itself,
independentlyof the familyin whichit is embedded.In the case of flows,the
invariantsare the actionsalong periodicorbits.This was workedout in [CEG],
by anotherformalism,
forthesurfacesofconstantnegativecurvature;
herewe do
it fordiffeomorphisms
of tori.A moregeneralconstruction
workingfordiffeomorphismsof symplecticmanifoldsadmittinga prequantizationwill be publishedby one of us elsewhere[Ma].
The second sectionis devotedto the studyof the regularity
of solutionsof
cohomologyequationsforAnosovdiffeomorphisms
and flows,includingdependence with respect to parameters.We also apply these resultsto studythe
of invariantmeasures.
regularity
In AppendixA we givea proofoftheAnosovstructural
stability
theoremfor
flowsbased on theimplicitfunction
theoremin manifolds
ofmapsalongthelines
of [Mol] (see also [Mat] forthe case of maps). This proof,whichwe could not

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CANONICAL PERTURBATION THEORY

539

showsthatthe change of variablesand the time change


findin the literature,
the standardproofin [A] would
depend in a C' fashionon the perturbation;
turnsout to be crucialforthe
yieldLipschitzdependenceand thisimprovement
resultsof Section2.
regularity
and Lie techniques
functions
In AppendicesB and C we discussgenerating
theories.
forperturbation
Perhaps the greatestshortcomingof our approach is that it uses the
assumptionthatthe perturbedsystemis embeddedin a familyof perturbations
and all the conditionsare expressedin termsofthe family.We wouldliketo say
somethingabout small perturbationsnot necessarilyembedded in families,
especiallybecause some of our theoremshave the formthat two systemsare
conjugatewhen theyare connectedthrougha familykeepingthe invariantsof
conjugationconstant.It is very temptingto conjecturethat the same result
would be true when the two systemshave the same invariantsand are sufficientlyclose (see [CEG]).
1. Globallyhamiltonianisotopiesand conjugacyproblems
to deal withconjugacy
The goal of thissectionis to introducea formalism
equationsbetweenfamiliesof canonicalmaps.
in
The classicalmethod[Po] was to writetheconjugacyfordiffeomorphisms
equation.The
and thento studytheresulting
functions
termsoftheirgenerating
conjugacyproblemwas thus reduced to solvingan equation among functions
and was, hence, susceptibleto
ratherthan an equationamongdiffeomorphisms
is
the toolsof analysis.For ourpurposes,the maininconvenienceofthisstrategy
naturalobjectsand cannoteven
are not geometrically
thatgeneratingfunctions
be definedon some manifolds(see AppendixB).
naturalway of reducing
In this section we find anothergeometrically
conjugacyequationsto equationsbetweenfunctions.As a consequenceof this
equationsare verysimple.
naturalness,the resulting
we can state our theorems
Immediatelyafterintroducingthe definitions
about conjugationand prove them by applyingthe resultsof the sectionon
cohomologyequations.
functions
can be defined,the
It turnsout that,in thecases wheregenerating
based on themis equivalentto the one of thissectionif we consider
formalism
ratherthandiffeomorphisms
onlyproblemsinvolvingfamiliesofdiffeomorphisms
on theirown.
We referthe readerto [Ar], [AM] and [Th] for conceptsand resultsof
symplecticgeometrywhichwe use withoutexplanation.

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540

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

Let M be a symplecticmanifoldwithsymplecticformw.
of M is a
Definition.We say thata Coo family(g,) of C' diffeomorphisms
globallyhamiltonianisotopy(GHI) when
d
where the generator is a globallyhamiltonian
vectorfieldof hamiltonianGE
(forall e in an intervalI c R).
GHI's can also be definedon a domainsmallerthan M. In thatcase, each gE
will be a diffeomorphism
ontoits image,whichcan depend on e.
We analogouslydefinelocallyhamiltonian
isotopies(LHI); as is well-known
are LHI.
all Coo familiesof Coo canonicaldiffeomorphisms
We use a smallitalicletterto denotean LHI, a scriptletterto denoteits
generator,and, ifit is a GHI, an uppercase italicletterto denoteitshamiltonian.
Clearly,a GHI g, is determined
by its initialvalue go and GE. Conversely,
the GE are determinedup to an additivefunctionof e. In orderto determineGE
this paper that M has finitevolume
completely,we will assume throughout
Se

(dV =

X A f)

and normalize the hamiltoniansto have zero average. In general, it

is not completeand, hence,some GE will


could also happen thatthe flowof
in
not give rise to a GHI. However, the applicationshere, we will make
thatguaranteecompleteness.Hence, we can associate
compactnessassumptions
hamiltonians.
GHI's and their
The GE will play here a role similarto that of generatingfunctions:We
rewriteconjugacyequationsin termsof them.
We will startby discussingdiffeomorphisms
ratherthan flowssince the
resultsare simpler.Theorems1.1 and 1.2 demonstratethe naturalnessof the
studyof GHI ratherthanthe moregeneralLHI.
The problemwe consideris the following.
Let fe: M -- M be an LHI. We
want to findanotherLHI such that
Se

eo

(1.1)

g.

= g
? fo,

go

= Id.

Taking derivativeswith respectto e, and aftersome manipulations,


we
obtain an equivalentequationforthe generators
(1.2)

The symplecticformallows us to identifynaturallylocallyhamiltonianvector


fieldsand closed 1-forms.
Usingthe canonicityof Le, we have
i(E

)w

-(E)w

f*0(E)W

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541

CANONICAL PERTURBATION THEORY

Since f0&= fe4: H1(M) -- H1(M) because fo and fg are isotopic, taking
cohomologieswe obtain
[((

(1.3)

)]

(Id

f)[i()]

In particular:
In orderthatthereexistan LHI (gE) verifying
(1.1) it is
necessarythat [i(E)w] E Range(Id f04).
PROPOSITION

1.1.

=
Remark. Since for a globallyhamiltonian,e [i(<)w]
necessaryconditionalwaysholdsunderthesecircumstances.

[dFE]

0, this

Remark. Since many furtherlemmas and theoremswill include in the


hypothesisthatsomeformsare in the rangeof (Id - f04),it is worthremarking
that thereis an outstanding
conjecture([B1], p. 21) thatforAnosovdiffeomorphisms Id - fo#:H1(M) -- H1(M) is a bijection. Most of our resultswill include
Anosov as an independentassumption,so that if the conjectureis true,this
hypothesiswould be redundant.
Hence, providedthat the conjectureof the previousremarkis true,for
hyperbolicGHI we need to lookforthe g, solving(1.1) onlyamongGHI.
The followingtheoremtellsthat,underthe same proviso,we can always
reduce the problemto the case when fEis a GHI.
show:
Using(1.3) we can immediately
THEOREM

1.1. Assume(fE) is a GHI and that Id -

any LHI (g,) satisfying(1.1) is actuallya GHI.

f0&is a bijection.Then

1.2. Assumethat [i(i)w]


is in the rangeof Id - f . Then
thereexistsa LHI (g,) such thatgo = Id and (g 1 o fE g,) is a GHI.
THEOREM

Proof Calling E = g1 o f ? gE. we have gE o f-= f ? gE, Takingderivatives


withrespectto e and computingas before,we have
(lE)

? gE*i(E

)W

i(9~)W ?+

fE*i(J

)W.

we have, taking
Observingthat g * = Id because it is isotopicto the identity,
vectorfield9,
to choosea locallyhamiltonian
cohomologies,thatit wouldsuffice
such that
(Id

to obtain [i(t)w]

f0) [i(91)wJ
]

[(

)]

0. This can be achievedby hypothesis.

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542

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

Remark. One could worrythat,since thereare so manyways of reducing


an LHI (f) to a GHI, the possibilityof conjugatingthe resultingGHI to a
constantthroughGHI's mightdepend on the way thisreductionis made.
However,if Id - f0&is a bijection,eitherany GHI conjugatedto ftcan be
conjugatedto fo or no such GHI can be conjugatedto it. This is a consequence
of Theorem 1.1. In particular,
givenan LHI of Anosovdiffeomorphisms
?e,and
assumingthe conjecturein thelastremarkholds,in orderto checkthesolvability
of the conjugationproblem(1.1) it suffices
to finda GHI oftheformh71 oJ. o hE
and to studythe corresponding
problemforthisGHI.
In view of the previoustheorems,fromnow on we will onlyconsiderthe
problemof conjugatingGHI's to theirinitialvalue underanotherGHI.
For convenience of the reader we collect here some useful identities
between hamiltoniansof GHI thatare the basis of a calculus.Notice thatthe
correspondingidentitiesbetween generatingfunctions(when they exist) are
much moreinvolved.
1.2. Let (fe), (g.) and (hE) be GHI's.
AE = FE + G. o f1 is the hamiltonian of a. =fEo gE.
of bE = hE1
(b) BE = -HE o hE is thehamiltonian
thenC, = H. o k is thehamiltonian
(c) If k is a symplectic
transformation,
PROPOSITION
(a)

of

CE =

k - o hEo k.

(d) If dE =
the
by
identity

of

o
E?

DE =F

thenwe can determine


the hamiltonianDE ford E

G.

gE

G.

? gE.

All the above identitiesare provedby takingderivativeswithrespectto e


and translating
the identitiesamongvectorfieldsintoidentitiesamonghamiltonians; we leave the detailsto the readersincetheyare fairlysimple.
Notice that the implicationworksboth ways: If we have hamiltonians
satisfyingthe relationsabove we can conclude that theirisotopiessatisfythe
corresponding
identity.
Using theseproperties
we obtainthat,forGHI's (1.1) is equivalentto
(1.4)

GE

GE Eof-

=FE.

Remark. This equation correspondsin our formalismto the HamiltonJacobi equation forgeneratingfunctions.Notice it is linearand besides it has
some "group structure".
Hence, ifwe knowhow to solveit forfo in place of fE
and the solutionsatisfies"tame" estimates,we could apply Nash-Mosertechused is outlinedin moredetaillater.)
niques. (The exactalgorithm
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543

CANONICAL PERTURBATION THEORY

deduce some necessaryconditions:


We can immediately
1.3. If thereis a GE satisfying(1.4), thenFE satisfiesthat,
PROPOSITION
givena periodicpointx, = <N(xE), N > 0,
1 N-1
N Fi(0,E(x

(1.5)

0.

in a
In some cases, the previousnecessaryconditioncan be reformulated
of someinvariants.
moresuggestiveway as the preservation
The invariantsare constructedout of periodicorbits.Their construction
potential0 (thatis dO = - c), but by
would be easy iftherewerea symplectic
Stokes' theoremthiscan neverhappen on a compactmanifold.This main idea
resultsforthetorus;we notice
can, however,be readilyfixedto yieldnon-empty
thereall
thatin the universalcoverthereis a symplecticpotentialand perform
the steps requiringit: the structureof the torusallows us to jump fromthe
whoseconstruction
universalcoverto themanifoldveryeasily.These invariants,
methodsto
forthe torusis givenin detailbelow,can be generalizedby different
general
of
the
the
details
a
manifolds
admitting
prequantization;
all symplectic
will appear elsewhere[Ma].
construction
We need to assumethatthereis an intervalEo < E < El wherethe periodic
thatis, forany periodicpoint xE of L. of period N.
orbitsare nondegenerate,
the periodic
x ) does nothave 1 as an eigenvalue.Underthisassumption,
(LE)t(
points xE are persistentforEo < E < El, and theyhave C' dependenceon E.
The previous conditionis automaticallysatisfiedif the periodic orbits are
hyperbolic,and in particularifeach L. is Anosov.
Suppose that M = T2d, the 2dimensional torus,withperiodiccoordinates
(qi, pi), and X = E dqi A dpi. Then 0 = Ypi dqi is nota formon T2d, but on its
coveringspace R2d.Let L.: T2d ,T2d be a GHI and J.:R2d R2d a liftingof
L. Since in R2d all closedformsare exactwe have
E-

dSE.

Denoteby (xE, 0) < j < N - 1, a closedorbitof J.,and set XE j


0 ? j ? N. wherex ,Ois a liftingof (xE0 ) to R2d.We have x N =
forsomek, 1 e Zd. In thiscase we have:
PROPOSITION

equivalentto
(1.6)

XE(0),

+ (k, 1)

1.4. In the situationdescribedabove, conditions(1.5) are

S (x

K()

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544

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

The constantsK(Ec)willvanishifwe add suitableconstantsin thedefinition


of the actions SE. In thiscase, (1.6) meansthatthe termbetweenbrackets(the
actionalong the periodicorbit)remainsconstantalongthe deformation.
Proof Since

) +
-0) =fELf =Lf*[di(JV

dH] =

i(5

*(O

)5

once SO is chosenwe can set

+ lf7* ( 0 ir-51n
-5
0

SE =So

dq .

side of (1.6) we obtain


If we computethe derivativeon the left-hand

N-1
1 derivatives
of tEx ,) =
Now, taking
N

=_

A~~d1
we obtain
?Ej?L
_

N-

_ _=

as
This can be rewritten

FE +

E(j

(d+

AogE
1,qE,
N = PEO
sincewe assumethatPE,
=g? o0,
JW x

de)
N

FfxE)

k.
qfO
g0 ?EId

I
joX
in general,it
are not sufficient
if all the previousnecessaryconditions

Even
is remarkablethatforAnosovsystemstheyare:
gE

EE

1.3. Let M be a compactsymplecticmanifoldand (fE) a CHI


of
Then thefollotingfacts are equivalent:
consisting Anosovdiffeomorphisms.
THEOREM

(a) Thereexistsa CHI

(g E)

suchthat

fas pointofperiodN for


(b) If x is a periodic
1 N-i
-EZ

Moreover,if Id
equivalentto

FE(fE

ncsHa1(M)
feo:Ho1(M)

(XE)) =

is

then

o?

abijection, then thesefacts are

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CANONICAL PERTURBATION THEORY

545

(c) Thereexistsan LHI (g,) as in (a). In thiscase (g,) is a GHI.


When M = T2d, thepreviousconditionsare equivalentto
(d) The actioninvariantsare constant.
Proof.The onlythingto prove is that the conditionsin (b) are not only
necessarybut also sufficient
forthe existenceof smoothfamilies,which solve
(1.4). This is a consequenceof Theorems2.1 and 2.2 in the nextsection.
Remark. It is amusingto noticethat,forthe cohomologyequationin the
case of Anosovdiffeomorphisms
and when FE is thehamiltonian
of f, (as in 1.4)
of G. with respectto E very simply,without
we can prove differentiability
appealingto Theorem2.2.
As remarkedin AppendixA, the proofof the structural
stabilitytheorem
based on the implicitfunctiontheoremautomatically
yieldsCoo dependenceon
parameters.Hence, thereshouldbe a Cx familyofhomeomorphisms
g, satisfying fo

E=

E Jo.

On the otherhand, the G. solving(1.4) should be a Co familyof C'


functionsas can be seen by a closed graph argument:If FE varies in a C'
(1.5)} thenG, also variesin a
compactset oftheform{ FEJIIFII < rk, FEsatisfies
Cx compact set {GJ IIGEIICk < Sk}; but (1.4) is closedunderC' limits.(See
the proofof Lemma 2.11 wherethisargumentis used in moredetail.)
thehamiltonian
If G. is a C0 familyof Cx functions,
vectorfieldis C0 in E
C'
and
in the manifoldcoordinates.Since g, is obtainedintegrating
thisvector
field,it followsfromstandardO.D.E. theorythat it is a C1 familyof C'
As we discussedbefore,theseg, solvethe conjugacyequation
diffeomorphisms.
are unique,so thatg,
(1.1). But the solutionsof(1.1) close enoughto theidentity
shouldcoincide with forall values of E (divide the intervalI into pieces so
smallthatuniquenessapplies).Thereforeg,(x) shouldbe differentiable
infinitely
manytimeswithrespectto E and also withrespectto x. It followsthatit is a Coo
functionof (E, x) jointly.(The argumentsto show the existenceof mixed
derivativeswill be discussedat greatlengthin Section2; but forthiscase, they
are relativelyeasy.)
Remark. Noticethatin the above theoremthereis no smallnessassumption
on E. The onlysmallnessconditionis thatthe familyis alwaysAnosov.
Underthe assumptionsof Theorem1.3, if thereexistsa
GHI of C' diffeomorphisms
g, withC' dependenceon E satisfying
COROLLARY 1.1.

fe

Jof,

go =Id,

theneach g, is of class Cx and dependsin a Cx fashionon E.


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546

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

Proof.The argumentleading to (1.5) goes throughunder the regularity


assumedin thiscorollary;so by Theorem1.3 thereexistsa smoothGHI solving
the conjugacyequation,and the corollaryis a consequenceof the uniquenessof
conjugatingGHI's by the Anosovstructural
stabilitytheorem.
Remark.This corollary
can be extendedin severaldirections;
forexample,if
the conjectureon (id - f04)is true,it wouldalso applyforLHI's. It can be also
adapted for flows,but then the statementis more messy because of the
non-uniquenessof the conjugacy.The tedious(albeit simple)detailsare leftto
the reader.
THEOREM
1.4 (analyticversionof Theorem 1.3). Let M be a compact,
analytic, symplecticmanifoldand ft a C' GHI consistingof CA' diffeomorphisms.Then, iffo is Anosov,itsstableand unstablefoliationsare analyticand
iffe is sufficiently
close tofo, thefollowingfacts are equivalent.
a) Thereexistsa Co GHI (go) of C'a diffeomnorphisms
such that

fo g0

g=&ofo,

go = Id.

b) If x? is a periodicpointof periodN forft we have


1 N-1

E F,(f,?(X,)) = 0.
i=O

The proofof thistheoremproceedsalong verydifferent


lines fromthatof
Theorem 1.3. We use a Nash-Moseriterationscheme.The advantageof this
withtameestimates,
ofthe
strategyis thatwe onlyhaveto assumeC' regularity,
solutionsof the Livsicequationat fo, even thoughwe have to assumesmallness
conditions.For the Cm case, where regularity
of solutionsin an intervalof
but thisstrategy
is usefulforthecases
parametersis automatic,thisis irrelevant,
wherethe Livsic equationis solvedthroughthe use of harmonicanalysisor the
Cw Anosovcase where,(withthe presenttechnology)it requiresanalyticity
of
the foliations(see Section2).
The methodwe use is an adaptationofthatof [CEG] but,in ourversion,we
do not use the factthatthe invariantsare also variationalprinciples.However,
we have not been able to do withouttheuse of parametricfamilies.
Proofof Theorem1.4. We willjustsketchtheinductivestepand showit can
Giventhetameestimateswe provein Section2, showing
be iteratedindefinitely.
undersuitablesmallnesscondiconvergencein a smallerdomainof analyticity,
lore.Particularly
usefulin thiscontextare versions
tions,is standardNash-Moser
in [Br,?4], [Gal] or [CEG].
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547

CANONICAL PERTURBATION THEORY

We will introducethe followingnotation.If FE is an analyticfamilyof


functionsM
=
and analoR, we will set FE= X>FF, FN] nNJnFn
gously for <

>

>

1.1 (inductivestep). Let fE be as in theassumptions


of Theorem1.4
and moreoverF. = Q(cN).
Then the equation F I <2N] = GE GE o ff has a
solution.
When = g ? fo ge, thenf also satisfiesb) and, moreover,
F. = Q(02N).
LEMMA

Proofof lemma.
FE(fEZ(X
E))

F,(f0 (x0)) + [F,(LE(x E)

By the implicitfunctiontheoremd(fe(xe), fo'(xo)) =


bracketsis Q(,2N). Taking[< 2N] in b) we obtain
1 N-1
-

Z FE<2]

(foi(xo))

(f0o(xo))]

Q(cN)

so thatthe termin

On

which is the solvabilityconditionforthe equation in the firststatement.The


second statementin the lemma is immediatefromthe invarianceof b) under
conjugation.
Using propertyd) of Proposition1.2 we obtain
FE =F.

g,

Observe now that (F. o gE)[<2N]

G,

gE

G, ? if. o g,

F[ <2N], (G o gE)[ <2N] = G[ < 2N]


(G OfoL)[<2N] - G[<2N]0f0go.
Using the equation
< 2N] = GE' we obtainFE <2N] = 0.
satisfied
by GE and GEE

(GofEog

)[<2N]

Since withthe assumptionsof the theorem,the inductivehypothesis


holds
with N = 1 and the inductivehypothesesare recoveredby the inductivestep
with N = 2N we can obtaina sequence fE(k
with F.~k
(g(k-Lof(k-0g(k
O( p2). Let us sketchhow F.(k? can be boundin termsof F.(k to showthatthere
is a non-trivialanalyticitydomain in which F.~k tends uniformly
to zero as
-...
o g(k converges.
k
cx and g( o
There are two separatereasonswhythe analyticity
domainswe controlat
each step have to get smallerand smaller.The firstone is that there are
mismatchesin the domainsof the composition(notice thatthe domainsof the
functionsare complexextensionsof the manifold)and the secondone is thatwe
reduce the domainof analyticity
consideredto be able to bound the derivatives
in it in termsof the supremumof the functionon the originaldomain.
The firstproblemis potentially
dangerous;indeed if we are not carefulin
the way we organizethe estimates,givenestimatesforF.~k in a domainU. we
-

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548

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

can onlyget estimatesin a domainfo(U), whichis a factor(independentof k)


thinnerand thisleads to disaster.We will check that,arrangingthe estimates
by IIF,(kIIand thisgoes to zeroextremely
are controlled
properly,the mismatches
of the
fast. I I I denotesthe sup of the modulusin a compactneighborhood
manifold.At each step,it willhave to decrease.
The second one is moredelicatebut we willsay muchless sinceit is almost
the same as in manyothertreatments.
We rewrite
(k+ 1

(F(k[

+(Gk

2k

o fl

(k

+ G (k o

0fo(

(k

1 )og(k

GEfk

+ Fk[
T

2k]

g k

gEk

Then, the firstparenthesisis zero because of the way G(k is constructed.


estimatesin
The normof the secondtermcan be boundedby usinganalyticity
the E variable:
-

|| < sup

sup

(-))

in the thirdtermwe observeit can


To controlthe normof the parenthesis

11(

||(Fe)

(1

Now, observe that the Livsic


II
IIV(G(kJ7L)
d(f0(L(k<LId).
in
terms
of FEk and thatwe can bound
boundsforG~k
theoremalso gives
o ff71
d(f0(L(k)- ,Id) by IvFII. (Notice that the domain of F(kis preciselythe
PF'
rangeof E(k so thatthe two boundsare roughlyon the same domains.)
Composing on the rightboth termswith g4(k causes a small loss in the
domainwe can control(theamountoflossis controlled
by IIV Gk II) and we can
become
againso thattheestimateson thederivatives
give away some analyticity
estimateson the functions.
Notice thattheseestimatesfor IIF (k+11 are quadraticin IIF(kII.
The last estimates,of course,are muchmoredangerousbecause ifwe want
to make the analyticitylosses tend to zero as k -- oo, we get coefficients
divergingto oo. As is well-known(see [Gal]) one can neverthelessmake the
choices so thatin a fixeddomain

be bounded by

||FE

|| <

-Y

on the initialsmallness(smallerthan 1). In thisproofit is


forsome y-depending
fast.For more
in the second part growexponentially
essentialthat the cut-offs
mentionedpapers.
detailswe referthe readerto the previously
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CANONICAL PERTURBATION THEORY

549

For hamiltonianflowswe have similarresults,namelynecessaryconditions


whentheflowis Anosovon each
forconjugationunderGHI, whichare sufficient
energylevel.
Let d? , C I, be a C' familyof C' hamiltonianvectorfieldson M
withoutcriticalpoints,theparameter- varyingovera realintervalI, 0 c I. We
fixan intervalof energies[E1, E2] c Ho(M), and we considerthe following
problem:
ProblemA. Find a new intervalJ,0 E J c I, a GHI withvariablerange,
E=-M,E, and a C' familyof C? functions4D: (El, E2)
g,: Ho1(El, E2)
R, c E J,such that go = Id, I0 = Id, and
g? E = Xo

(1.7)
where H

on Ho1(E1, E2),

o H.

sendingthe
We can look at g, in ProblemA as a canonicaltransformation
flowwithhamiltonianHe intothe flowwithhamiltonianHo, up to reparametrizations.
A remarkablevariantof ProblemA is the following:
Problem B. Find a new intervalJ, 0 E J c I, and a GHI with variable
M C=J,such that g0 = Id, and
range,g,: H-1(El, E
on H1(El, E2).
*-X' =o
of constantenergyof A0?
We assume in both cases thatthe hypersurfaces
vectorfieldsare
hamiltonian
that
the
E.
This
implies
for
each
are compact
foreach E, sinceone
by thehypersurfaces
complete,and also that M is fibrated
in
order
to pass fromone
of
of
the
gradient
suitable
multiple
can followa
H,
level set to another.
We can assume that the familiesof vectorfieldsand theircorresponding
are definedon domainsD E C M thatdepend continufamiliesof hamiltonians
ouslyon E E I.
We now studyProblemA. ProblemB willbe shownto be equivalentto it.
We derivea cohomologyequationequivalentto (1.7). Firstof all, (1.7) is
equivalentto
(1.8)

(1.9)

(Do

He og?

Ho

fora suitablechoiceof 4D. In orderto get an equationforthehamiltonianG, of


both sides of (1.9) with respect to E, and the
the isotopy we differentiate
equationwe get is equivalentto (1.9) because theinitialconditionsforE = 0 are
and composingwith
hamiltonians
fixedand we can integrateback. Identifying

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550

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

gE 1 on both sides we obtain

+
oHe?e

He d

(where { , } meansPoissonbracket).
(1.9) and the nonexistence
of criticalpointsforAE implythat me when it
existscannothave criticalpoints.Hence we can transform
the previousequation
into
(1.10)

()= d

(V)']oH.

[H..

Notice that as a consequenceof the fact that (D 0, (D is actuallya


from(E1, E2) onto (E(fE1), (E2)). If we denote its inverse
diffeomorphism
side of (1.10) is just
by I,, the term between bracketson the right-hand
-(dI/dc)o(,

The cohomologyequation(1.10) playsa role similarto thatof (1.4) in the


discussion of diffeomorphisms.
The independentterm in (1.10) looks more
complicated,and thiscan be understoodas a consequenceof the factthatwe
have not made a definitechoice of the hamiltoniansinvolved,as we did for
diffeomorphisms.
The firstconsequenceof (1.10) is that DE can be determinedimmediately
fromthe hamiltoniansHE: since theirdomainsof definition
are fibratedby the
energy level hypersurfacesE E = H- 1(E), there are naturalmeasures tL E
induced on each
E so that
coAn =dH

AIE

E,

onY2~E
E,

The measuresP,, E are invariant


under E, sincebothX A n and H. are invariant.
If we integratebothsidesof (1.10) along E withrespectto P,, E' the termon
the left-hand
side cancelsaccordingto Green'sformula,
and we have
E

where
E(E)

dH
IE,E(

dd

E,E)

E, E

The functionA is determinedby HE, and (1.11) is an ordinarydifferential


withinitialconditionsp0= Id. This determines
equationfor4, thatis satisfied
D
and
hence
4E
=.
Let us now makea moregeometrical
ofthepreviousdiscussion.
description
o H,; then (1.9) is equivalent to
Let HE =
H

E0gE

Ho

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CANONICAL PERTURBATION THEORY

551

g
withrespectto E and composingwith9
Differentiating

on the rightwe have

EdH
d

Xe G =

(1.12)
on E
and integrating
by

H- (E) withrespectto the measure,


An

= dH A

determined

EE

we have
dHEl
E

Equality(1.13) is equivalentto
(1.14)

[dHe

H (,

E?1< A < B <

J,

E2.

This can be proved applyingStokes' Theorem to the (2n + l)-dimensional


manifoldwithboundary
N = {(E, x) E J X M: a <

<

< B},

, A < 1I(x)

and the (2n)-formHf~o. This gives


dH
|H

YIEP

Hc

E
Ej

Ja[J~kke

'c(A, B)a

o
H- l(B)

~~~An

An

n dN

fl-AJ(

EE=d
(H

E, E

H-'(A)

n 8N= {(e, x) e dN: H (x) = E}, since dH

An =dX

co

An

T'(AB)

+B
But on H'-(E)

Anf

je de)AE EP.=dHidd~
E

0,

E,

A de

so that

de H--wn.
dE dE|'E(Af
| [| (
de A
B)
fa[LB~fde

Ak

|s|

Ed

Ai

d~

r,,

dA
dj

Al

de

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552

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

= a, we see that
Differentiating
bothsideswithrespectto 13at /3

(A B)
'HE

An]

fA[E(J1

d -diEE)1

dE

and the equivalence of (1.13) and (1.14) followsfromthis. Notice that the
previouscalculationprovesthat
d

[(

de

H[L-'(A,
B)

A]=dHF

H-(A, B) de

in the following
Remark. The previouscalculationscan be reinterpreted
way: The naturaldata forProblemA are notfamiliesofhamiltonians
but rather
(Two hamiltoniansare
families of hamiltonians" up to reparametrization."
themso that they
equivalentfromour pointof view if we can reparametrize
coincide.)
Then, we can thinkof (1.14) as a normalizationconditionthat picks a
is verynaturaland usefulas
of our data. This normalization
reparametrization
for
hamiltonians
witnessedby the fact that,
satisfying
it, ProblemA becomes
Problem B. Since this normalizationcan-as we have shown-always be
achieved,it suffices
to discussProblemB.
Notice the analogyof thiswithwhatwe did fordiffeomorphisms
normalizing the hamiltonianto have zero average.Since thisis a usefulpropertywe will
recordit in a definition.
Definition.A C' familyof C' hamiltoniansH., E E J, is normalfor
<
E1 HE < E2 if (1.14) holds.
A C' familyof C' hamiltonianvectorfieldsHOE' E J. is normalfrom
E1 < HO < E2 if it admits a familyof hamiltoniansHE, normalforE1 < HE < E2
with HR = HO on HO-(E, E2).
Given a C?? familyof C' hamiltonianvectorfieldsXE, its normalized
family of hamiltonianvector fields from E1 < HO < E2 is the familyHOE
determinedby HE= oD ? HE accordingto (1.11), ifwe assume(E1, E2) is in the
HE are the normalizedhamiltonians.
range of HE forE e J.The hamiltonians
If we integratebothsides of (1.12) along periodicpoints,we get necessary
conditionsforthe solvability
of ProblemA:
6

1.5. A necessaryconditionin orderto solveProblemA is that


Jand any periodicorbit-yof.O'E withenergyH,(y) e (El, E2),

PROPOSITION

forany E

(1.15)

fd hrEdt= O.

whereHEdenotesthenormalizedhamiltonians
fromEl < HO< E 2
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553

CANONICAL PERTURBATION THEORY

Remark. Condition(1.15) can be expressedas a conditionon the original


hamiltoniansHE as follows:

(1.16)

dt =

11E(Et

dHede

EE)

E'

where T is the periodof y withrespectto eE , and E = HE(y).


When the symplecticformco on M has a symplecticpotential,that is
- dO, we can defineactioninvariants
forProblemA:
X
1.7. Underthe above assumptions,suppose thattheperiodic
PROPOSITION
on each energylevel; then a necessaryconditionin
orbitsare nondegenerate
orderto solve ProblemA is thatforany Coo familyYEof periodicorbitsof YE
withfixedenergyHE(Y.) = E E (El, E2),
d
0
0
de J.Ye

(1 .17)

if they
Remark. Nondegeneracyof the periodicorbitsholds automatically
level.
are hyperbolicand in particularif the flowsare Anosovon each energy
Proof Given a familyYEof periodicorbitsas above, as a consequenceof
theirnondegeneracy,gE(yO)= yE,and (1.17) followsfromthe factthatthe g,
are action-preserving,
accordingto Proposition1.4, a). In fact,conditions(1.15)
and (1.17) are equivalent,independentof theirrelationto ProblemA:
PROPOSITION

1.7. Supposethereis a symplecticpotential,w =

dO, and

Ye is a C' family of periodic orbits of XE with fixed energyHE(-YE) = E. Then

(1.15) withHE insteadof HE is equivalentto (1.17).


Proof.Considerthe map
Y: J X S'

s)

(E)

YE(sTE)

where TE is the periodof yE.We have


y

dd
-

d'~~(YE
TE dHE e

dH

TE[=-T

(HE(yE))

E(YE)

dH
E(Y)

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554

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

so that we can express ye*a as

dH

TE d(YE) dE A ds.

yX

Next we apply Stokes'theoremin the cylindera' <


the equality

<

s E Si, and we get

16 ldH
fdIdtdA

l l
ffj-

E YESd

Ye'

so that
dH

dt
Jd
Yde

d-f
de

whichprovesour result.
in termsof the periods.As
A different
set of invariantscan be formulated
turnsout to be weakerthan(1.15) or (1.17).
we will see thisset of invariants
on
PROPOSITION 1.8. Suppose that the periodicorbitsare non-degenerate
each energylevel; thena necessaryconditionforsolvingProblemA is thatfor
any CU family of periodic orbits yE of XE with fixed energyHE(Y>)=
E E (E1, E2), and period TE
dTE

(1.18)

Proof.It is an immediateconsequenceof the fact that g (-yO)= yEand


PROPOSITION

1.9. Assumethat YEE is a C?? familyof periodicorbitsof J#

withenergyH(YE. E)

E E (E1, E2). If
|E

forany

EE

J. E E (E1, E2), then


dTEE

de

forany

EE

J. E E (E1, E2).

Proof:We considerthe map


y: J X (E1, E2) X S'

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555

CANONICAL PERTURBATION THEORY

Justas in the proofof Proposition1.8,


*i(-

a )

=-

TE E

E( Y )

Moreover,

W*(-

) = C(TEOEYEEYEE)

= TEaEE

-E

E)

= TE,

so that y*w can be expressedas

YO

TE E

dH

ds A dE + Te.E d (YE,E) deds + AdE A dc

fora certainfunctionA.
Since yea is closed,it vanisheswhenintegratedalongthe boundaryof the
regionE' < E < E", E' < E < E", s E S', and we have,takingintoaccountthe
hypothesiswe made in the proposition,
that
Te

E)

dE = 0

forany E', E

(E1, E2),

E,

EJ.

The propositionfollowsimmediately.
Remark. If theperiodicorbitsare nondegenerate
on each energylevelthere
are 2-parameter
familiesYe,E of periodicorbitsof -Y, withenergyE.
Then,accordingto (1.11) and (1.16) theparametrization
(DEgivinga normal
familyHe = 4E o HE is determined
uniquelyby whathappensin one suchfamily
of periodicorbits.Indeed,if therewas an IE it shouldsatisfy
d PE(())
d~~

1X

I
TE

fl

dHE
Edd

forall EE Jand all E E (E1, E2) whereT, E is theperiodof Ye,E. This ordinary
differential
equationand the initialcondition%0= Id determinebDEuniquely.
The compatibility
conditiontellsthatwe wouldobtainthesame function(DE
no matterwhichfamilyof periodicorbitswe use.
In general,it is not true that this (DE would also satisfy(1.11) but, for
hamiltoniansystemsAnosovon each energysurface,themeasuredplEEEis in the
weak closureof the convexcombinationof the invariantmeasures[BR], [Si] on
each periodicorbitand so, in thiscase, (E shouldalso satisfy(1.11). Therefore,
for hamiltonianflowsAnosov on each energysurface,we can rephrasethe
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556

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

compatibility
conditions,
as

1 dHEd
_yfjEdt
is only a functionof E and the energyof the closed orbity. As in the case of
underhyperbolicthesenecessaryconditionsare also sufficient
diffeomorphisms,
ityassumptions.We have:
an Anosovflow on each energy
THEOREM 1.5. Assumethat he generates
hypersurface.Assume (1.15) (or (1.16) or the versionin the previousremark)
holds for any periodicorbit y of dE with reparametrized
energyHf(Y) E
(E1, E2), forall - e J. Then, ProblemA has a solution.
In case thereis a symplecticpotential,condition(1.15) can be replacedby
condition(1.17), ifwe assumeit is satisfied
by all C?? familiesof periodicorbits
=
F
E
E J.
with
fixed
energy
E
(E
F2),
H,(-y)
y,
Proof Assume(1.15). We have to provetheexistenceofa C?? familyof Co
real valued functionsG. satisfying
(1.12) on H?-'(El, E2), E J.This willbe a
consequenceof the resultsof the Livsiccohomologyequationin Section2, once
is hyperbolic
foreveryc (forE smallthisis a consequenceof
we provethat
Anosovstructural
stabilityresults).This is provedusingthe following
lemma:
?

1.2. If X is a C' vectorfieldon a compactmanifoldwithan Anosov


flow, and f is a C' real, positivefunction,thenX = fX generatesan Anosov
flow.
LEMMA

The proofwill be givenat the end of the proofof the theorem.Once we


is hyperbolic,
know that
by Theorems2.1 and 2.2 in the nextsectionwe
know that the conditions(1.15) are not only necessaryfor the solvabilityof
The regularity
withrespectto variationsof the energy
(1.12), but also sufficient.
is a consequenceof the regularity
withrespectto parameters(Theorem2.2) and
the factthat HR-(E,, E2) is fibrated
by He, as was explainedbefore.The second
part of the theoremis now a consequenceof Proposition1.8.
7?

Proof of Lemma 1.2. We constructexplicitlythe stable and unstable


bundles Es, u for the flow of X, as follows:
jES = {Z + a(Z)X:

Z E Es),

whereEs is the stablebundleoftheflowof X, and a E I(ES*) willbe specified


in a moment.Some calculationsshowthatEs is invariantundertheflow4t of X
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557

CANONICAL PERTURBATION THEORY

if and onlyif
Lx(f 'a) = f 2df;
so we can determinea by
a(vS)

f(x)f

= -

f(4t(x))*

df(t

* vx) dt,

by thecontractivity
VE EEs. The above integralconvergesuniformly
ofthe flow
on stable directions,
and so a is continuous.
In orderto show that ot is contractiveon ES, we note thatit is givenby
ft(X )

=T 0(X)(

X),

where,
d

d t(X

fTt(4X)(X))

"(X)

0;

so thereexistc > 0, C > 0, such that


Ct < Tt(X) < Ct.

t 2 O.

Then, forany i5s= vs + a(vs)Xx E


withvs
E',
I4t(V-)I=

Es, and any t> 0

+ a(Af(X)VX)
0T(X)VSx
XX ?< Ckli

where X = XV< 1. The unstablebundleis constructed


similarly.
Remark. The hypothesesof the previoustheoremare satisfiedby the most
naturalhyperbolichamiltonianflows,namelygeodesicflowson compactmanifolds of negative curvature,and suspensionsof canonical Anosov diffeomorphisms,as follows:
If (N, o) is a compactsymplectic
manifoldand f is a CX canonicalAnosov
on N. we considerthe manifoldM = (N x R2)/
diffeomorphism
wherethe
relation
is
defined
equivalence
by
and x= fS-s(x).
The usual suspendedflow,generatedon M by .X0 = d/as, is a hamiltonian
flowon M withrespectto thesymplectic
formCo= X + ds A du, and it satisfies
the conditionsof the previousresults.
(x, s,

a)

(x, s,fi) <s

- S GEZ.

Remark. There is an importantdifference


betweenthe case of diffeomorphismsand flows.In the firstcase, the cohomologyequation(1.4) has unique
solutionsup to additiveconstantsif f?is hyperbolic,
so thatthe equationforthe
generatorof the conjugatingisotopy,(1.2), has unique solutions.This gives in
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558

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

turnuniquenessof the solutionsof the conjugacyequation(1.1), in accordance


stabilitytheorem.
withAnosov'sstructural
In the case of flows,solutionsof the cohomologyequation (1.10) are
determinedby theirvalue at a curve transversalto the energyhypersurfaces
of Anosovflowsthe solutionsare in this
once be is fixed,and by the ergodicity
of thehamiltonianHe. This meansthatthe
case unique up to additivefunctions
generatorWeof the conjugatingequation(1.7) is determinedup to the addition
ofsolutionsfor
of ,E and thisimpliessomenonuniqueness
of reparametrizations
of the
both ProblemsA and B. This can also be explainedby the symmetry
Xe is
of
reparametrization
,
t
flow
of
any
hamiltonian
time
any
since
systems E
thatconjugates -e to itself.
a canonicaldiffeomorphism
From the above discussionwe deduce immediatelythe followingresults
concerningProblemB.
PROPOSITION 1.10. If ProblemB can be solved, thenoe mustbe a normal
vectorfieldsfromE1 < Ho < E2, and forany 0 E J. and
familyof hamiltonians
any periodicorbit y of Xe with energyHe(y) E (E15 E2), (1.15) must hold,
whereHe denotesthenormalfamilyof hamiltonian.
potential,co= - dO, (1.17) mustholdforany
In case thereis a symplectic
familyof periodicorbitsyeof -e withconstantenergyHe(-y) = E E (E1, E2).

Remark. The normalityof Xe can be expressedas a conditionon H.,


namely

dHE

d_

dl
~~~d~

dE

F]=

for all (e, E) in the appropriaterange. In this way, the expressionthat is


withrespectto E in thepreviousformuladefinesa function4(Ec)
differentiated
is givenby
forE E J. and the normalhamiltonian
He=

He

(a)

da.

As a consequenceof this,(1.15) is equivalentto


IC
dH1
Th do |X=J (a)da
1

(see (1.16)),

fromany family(e of periodicorbitsof Xe by


and H can be determined
(1.19)

HR= He

dHF

dId

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CANONICAL PERTURBATION THEORY

559

THEOREM 1.6. Assume HOE


generatesan Anosovflowon each energylevel,
considerany C' familyof periodicorbits(E of H'O,and defineH. by (1.19). If
(1. 15) holdsforany periodicorbity ofXE7withHE(y) E (E1, E2), thenProblem
B can be solved.
In case thereis a symplectic
potential,X = - dO, condition(1.15) can be
replacedby (1.17), withtheassumptionthatit holdsforanyfamilyof periodic
orbitsyEof H'O withconstantenergyHE(y,)= E E (E1, E2).

Remark.From the previousconsiderations,


we see thatthe above conditionsare necessaryand sufficient
in orderto solveProblemB. Alsothenormality
of the given vectorfieldsis a consequenceof (1.15), (1.16) or (1.17) if HE is
definedby (1.19) in the case of Anosov flows.This can be explainedas a
consequence of the existenceof manyperiodicorbits,so thata functionwith
averageequal to zero alongall of themhas theanalogousproperty
alongenergy
shells. However, the construction
of the normalhamiltoniansHE by solving
(1.11) has stillsome relevancein thiscase, since it givesdirectlythe maximal
domainswherethe previousconditionsmustbe checked.
Remark. In case M is the cotangentbundleT*V of a compactmanifoldV,
the HE are energyfunctions
of some metricsand we chooseforthe potential0
the canonical 1-form,
the normality
of J-7 is equivalentto the factthatall the
metricshave the same total volume.Conditions(1.15), (1.16) and (1.17) are
equivalentto thefactthatthelengthsoftheclosedgeodesicsare invariant
under
the perturbation.
This is a consequenceof the fact that O(O) = 2HE. If the
closed geodesics are nondegenerate,a deep theoremof Duistermaatand
Guillemin,[DG], says that the above conditionshold if the spectrumof the
laplacian remainsconstantunderthe perturbation.
If the metricsare negativelycurved,the assumptionsof the theoremof
Duistermaatand Guilleminand Theorem1.5 are verified.
In case the spectrum
of thelaplacianis constant,
ifwe couldinsurethattheconjugationg. we obtain
is linearalong the fibersof M, it wouldinducean isometry
in V, and we would
have spectralrigiditytheorems.In thisdirectionsee [GK 1,2,3], wherethose
resultsare provedfortwo-dimensional
manifolds
and in higherdimensions
witha
pinchingconditionon thecurvature.
We turnnow to the studyof conjugationproblemsforfamiliesof locally
hamiltonianvectorfields.We assumethatM is a compactsymplecticmanifold,
and J-,5 E I, is a C' familyof C? locallyhamiltonianvectorfieldson M
withoutcriticalpoints,theparametere varyingovera realintervalI, 0 E I. In a
firststep we considerthe simplestconjugationproblem:
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560

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

ProblemB'. Find a new intervalJ,0 c J C I, and an LHI, g, ee J,such

that g0 = Id, and

,=e X0 on M forE E J.
We startlookingfornecessaryconditionsin orderto solve this problem.
Taking derivativeswithrespectto E on both sides of (1.20), we see thatit is
equivalentto
g

(1.20)

(1.21)=

de

If we set ae = i(e)W
/3e=
(1.21) is equivalentto

E)E

A'M, takingintoaccountthatL',' = 0,

da

(1.22)

L'e=

d=

conditionon dyE
the following
From thiswe get immediately
forsolvingProblemB' is thatfor
1.11. A necessarycondition

PROPOSITION

any E cJ,

(1.23)
[a.] = [a0] inH'(M).
Moreover,if a C' familyof C' functionsDe is fixedwith

daE

de =dDE,
eel,
thenforeach E E JthereexistsCEC R such thatwhenevertheperiodicorbitsHy
of JY withperiodTie,1 < i < N. satisfy
N

A Xi [yiE]= 0 in H1(M, R)

i=1

for some X1,. .., XN e R. then

(1.24)
Proof If PE

XiTi

xi De)

ce

dG on U C M, then
LAf;3=d(

?'G)

= d fE3*

on U.

By (1.22), it followsthatda~/dE is exacton M, and (1.23) followsby integration


on e.
Now (1.24) is a consequenceof the factthatforany compactinterval-yof
an orbitof Ye' containedin U as above,
fI3e=f1'G

= f(DE + CE).

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CANONICAL PERTURBATION THEORY

561

If J0? has hyperbolicbehaviour,the conditionsdescribedabove are sufficientin orderto solveProblemB'. We shallmakethe following
on
assumptions
the vectorfields:For each e, the (codimension1) foliationassociatedto a. has
compactleaves,and ye definesan Anosovflowon each leaf.
as suspensionsof
theabove hypothesis
Examplessatisfying
appearnaturally
in thefollowing
Anosovdiffeomorphisms
way: If (N, w) is a compactsymplectic
we consideron
manifoldand f: N -- N is a canonicalAnosovdiffeomorphism,
N x R2 the relation
9, (xi)<s* - s EzZ. ii - u EzZ. and xz= fs-S(x).
(x) , ,)
formX + ds A du on
The quotientmanifoldM is compact,and the symplectic
M.
N x R2 inducesa symplectic
The vectorfieldXY-=a/as is locally
formon
thedesiredconditions.
and it satisfies
hamiltonian,
Other naturalexamplesof locallyhamiltonianvectorfieldswithfoliations
withcompactleaves are horocycleflows;howevertheyare not hyperbolicand
a theoryforthe conjugacyof their
do not have periodicorbits.Nevertheless,
can be developedalong the linesof thispaper in some particular
perturbations
cases [LI].
THEOREM

vectorfields9e satisfytheabove
1.7. If thelocallyhamiltonian

assumptions,as well as (1.23) and (1.24), theProblemB' can be solved.


Proof.By (1.24), the map
-,

fD,

CFTF

YE

definedforperiodicorbits-yeof 9e withperiodT, inducesa linearmap from


H'(M, R) to R. By de Rham's theorem,thereexists qe E A'(M) withdrq= 0
and

jme=

C).

f(D'YE

Set
Ae=De-Ce7
For each periodicorbit-ye
of -Y,
|A

In orderto solve the cohomologyequationon M we have to fixthe value


thatwe want the solutionto takeon a pointof each leaf.This can be done in a
smooth way using the lemma below. The lemma says essentiallythat any
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562

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

codimensionone foliationon a compactmanifoldwithcompactleaves thatis


has a quotientmanifold.
globallydefinedby a 1-form
LEMMA 1.3. In theabove situation,thereexistsa C?? familyof C' curves
everyleaf
foliation,and intersecting
e E J. transversal
to thecorresponding
exactlyonce.
(?

metricon M so thata0 has


Proof.Let us construct40. We fixa riemannian
length 1, and we considerthe vectorfield X that correspondsto a0 by the
metric.Given x0 E M, let us use the symbolxt forthe pointsin the integral
curve of X passingby x0. By the compactnessof M, thereexist t1, t2 E R,
t1 = t2, such that xt and xt2 are in the same leaf.We can assume0 = t1 < t2.
By the compactnessoftheleaves,{ t: x0 and xt are in thesameleaf) is discrete.
positivenumber.Then, xS and xt are in
We denote by to its smalleststrictly
differentleaves for0 < s < t < to, since otherwise x0 and xt-s would be in the
same leaf. Moreover,the unionof the leaves passingthroughxt, 0 < t < t0, is

M, sinceit is an open and closedset.Considernow a simpleclosedcurve qo that


followsxt between x0 and xtoand then goes back to x0 along its leaf. The
of mo.Finally,
by a smallCo perturbation
desiredcurve 4o can be constructed
perturbation
the family can be constructedfrom4o by a straightforward
theproofofLemma 1.2.
argument.This finishes
(e

We come back to theproofofTheorem1.7. By Theorems1.1 and 1.2,there


existsa C?? familyof C' functions(De on M such that
'e)E=

AE

and

he

=0?

A simplecomputationshowsthat

LX,~
(q,
'7

+ d 0,)e=

?1

+ d Ae

dDe

da
d

~~~~~~~de

Thus, equation(1.22) has a solutionand ProblemB' can be solved.


Remark.Equation (1.22) has many solutions,as happens in the case of
globallyhamiltonianflows(see the secondremarkafterTheorem1.4). In fact,if
f3e is

a solution, and Le is a C'

real functionon M satisfyingdLe A a,

0, then

the factthatany timet flow


3e,+ fea, is again a solutionof (1.22). This reflects
is a canonicaldiffeomorof
of any locally hamiltonianreparametrization
to itself.However,thereis the possibilitythatthe
phism that conjugates
and equation (1.22) has more
systemsof A', presenta bigger symmetry,
solutions.This is the case if J?0 is the locallyhamiltoniansuspensionof a
describedabove, since then the vectorfield
canonical Anosovdiffeomorphism
a/au commuteswith 9o, and the corresponding1-form,ds, satisfiesthat
He

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CANONICAL PERTURBATION THEORY

563

g3o+ Cds is a solutionof (1.22) fore = 0 whenevergo is anothersolution.This


reflectsthe invarianceof X0 undertranslations
in the variable u. This extra
symmetrythat can appear for locally hamiltonianflowsis reflectedin the
solvabilityconditions(1.23) and (1.24) forthe conjugationproblemby the fact
that there are some cases where the constantsCE in (1.24) are not uniquely
sinceboththenumerator
and thedenominator
determined,
on theleft-hand
side
vanish.
In the globallyhamiltoniancase the suspendedflowsare also invariant
in the variable u, but the corresponding
under translations
vectorfieldis not
and no GHI can be constructed
globallyhamiltonian,
out ofit. In thatcase, the
constantsCE is not possibleforthe solutionsof the
dependence on arbitrary
mustbe normalized.
cohomologyequations,sincethehamiltonians
Remark.A similartheoremcan be provedif it is assumedthatthe locally
hamiltonianvectorfields9e defineAnosovflowson M. However,it is notclear
whetherthereare any systemssatisfying
thesehypotheses.
Finally, we considerthe extensionof ProblemA to familiesof locally
hamiltonianvectorfields:

ProblemA'. Given a C' familyDw, e E I, of C? locally hamiltonian


vectorfieldson M withoutcriticalpoints,finda new intervalJ.0 E J C I, a CX
familyof Cx functionsDE1: M - R e C J. and an LHI, g, e e J. such that
go = Id, (Do = Id, and
(1.25)

e0

e*edy'

We assume,just as we did in ProblemB', thatthe foliations


associatedto
the vectorfieldshave compactleaves.Then we can consider,by Lemma 1.2, a
C' familyof C' curves her transversalto the corresponding
foliation,and
intersectingeveryleaf exactlyonce. We assume each (e is parametrizedby
t E [0, 1]. If we set
CE

=|a

wherewe keep the notationof ProblemB', thena Cx familyof Cx functions


He: M

-*

R/Z = S', constant over each leaf of the foliationcorrespondingto

,h',,is determinedby

HE(JE(t))

= cc-,

aE
FelO. t]

wherewe writes insteadof s + Z E S'. These functions


can be consideredas
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564

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

hamiltoniansof C7 4'9 in the sense that


ae = C dHe.

In this situation,if (1.25) holds,since (I .Ai% is a locallyhamiltonianvector


field,it is clear thatthereexistsfe: S' -* R such that
f o Ho.H

OF

and (1.25) is equivalentto


C7-' d(H, o g,)

(1.26)

CQ'(f o)

dHO,

so that
fe(Ho)

dMO = CO/CE

and a familyof diffeomorphisms


4,: S' -- S' is definedby
C

OE(HO)

Co

ds.

JH'f(s)

Then (1.26) is equivalentto


H' o g,=

(1.27)

Ho

+ K,

withrespectto e we get
forsome constantKE. Differentiating
dH_

f+ (CH,)

? g, =

d4 -l

dc

Ho + K

Composingwithg-', and using(1.27), we obtain


dHe

(1.28)
where

e
SF

+ We
H

Me

He

by
is the generatorof the familyof diffeomorphisms,
fe, determined
dc

Conversely,(1.28) implies(1.25) by the uniquenessof solutionsof ordinary


differential
equations.
If we differentiate
(1.28) along M we obtain
(1.29)

L43E =d

(dHF
) + d(Q

o H.)

necessaryconditionsforthe
and thisimplies,justas in ProblemB', thefollowing
solvabilityof ProblemA':
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CANONICAL PERTURBATION THEORY


PROPOSITION

565

1.12. If ProblemA' has a solution,thenthereexistsa C??

family of C?? functions RE: S' -1 R, such that whenever the periodic orbits Y-y
ofA?' 1 < i < N. withfixedenergyHE(-y[) = H, and periodsTe, satisfy
N

E X
i=1

for some X1...,

(1-30)

XN eR,

[yie] = 0

in H'(M, R)

then

( L AiJ

E XiTi

MJ~eHE).

Proof Integrate(1.29) along LXi[yi] takinginto account that L,43B=


d(f3 *e).
In the case of Anosov flowson each compact hypersurface,
the above
conditionssuffice
to solveProblemA':
1.8. If the locally hamiltonianvectorfields dy satisfy(1.30),
thenProblemA' can be solved.
THEOREM

The proofofTheorem1.6 can be adaptedto thiscase. We leave thedetails


to the reader.
Remark.The discussionabove shows that in the Anosovcase, condition
(1.23) can be replacedby the apparentlyweakerconditionCE = C0, E E J. and
this, togetherwith (1.30) with ME(HE) = KE, still sufficesin solving Problem B'.

Remark.Theorem1.4 has an analogueforflows;namely,ifwe can solvethe


Livsic equation (with tame estimates)forone particularflowembeddedin a
the compatibility
conditions,
thenthereare a smoothGHI and
familysatisfying
to the
a smoothreparametrization
reducingthe familyof small perturbations
adaptationof thatof Theorem1.4.)
initialflow.(The proofis a straightforward
when applied to Cw cases. UnforAgain,thistheoremis moreinteresting
tunatelythe Cw theoryforLivsicequationsforflowsis less generalthanthe Co.
Solvingthe Livsic equationfora Hamiltonianflowentailssolvingit on each
energysurfaceand showinggood dependence(we would need tame) on the
parameters.The firstpart goes throughunder the assumptionof analytic
foliationsbut we have not been able to show analyticdependencein general.
Nevertheless,analyticdependence on the energyis quite easy to show for
the flowby a
geodesic flowsbecause changingthe energyis reparametrizing
constant factor.This generalizesthe resultsabout conjugacyof [CEG] to
negativelycurvedmanifolds(so thatthe foliageodesic flowson homogeneous,
tionsare analytic)of any numberof dimensions.
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566

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

2. Smoothness
resultsfortheLivsiccohomologyequation
The goal of this section is to prove existenceof smoothsolutionsfor
Anosovflowsand diffeomorphisms
cohomologyequationsfortransitive
as wellas
smoothdependencewithrespectto parameters.
A source of motivationwas discussedin Section 1, but thereare others;
notably,such equationsappear also in statisticalmechanicsof one dimensional
systems.See [B2].
The main theoremswe provehereare thefollowing:
2.1. Let m be a compactmanifoldand ktbe a transitiveCx
Anosovflowon M (resp. fa Cx diffeomorphism
R be a C'
of M), and 'q: M
function.Then, thefollowingare equivalent:
a) Thereexists A:M - R of class C' satisfying
THEOREM

dtA

(2.1)
(resp.

?
dt

(Ptt

t=O

4'o f -\=7)

b) For any periodicorbityt= 4t(yo)of periodT.


f 71 Ot(yo) dt = 0

(2.2)

(resp. forany periodicpointx of periodN.


N-1

E 7q(fix) = o).

j=O

If At (resp. f) is analytic,as well as thestableand unstablebundlesand


thefunction'q, then4 is analytic.
Remark.Theorem2.1 naturallybreaks up in two statements:One that
thereexistsa C0 4, and secondthata C0 4 whichsatisfies
(2.1) witha C' RHS
is of class Cx. The firstpartis theLivsictheoremand it is theonlyplace where
is needed; the secondpartholdsforall Anosovsystemsregardlessof
transitivity
are analytic).
transitivity
(and the same happensin Cw whenthe foliations
2.1. Assume kt is an Anosov flow (resp. f is an Anosov
diffeomorphism)
of class C' on a compactmanifoldM, and It is a positive
continuousmeasure,invariantunder(t (resp. f). ThenpLis of class Cx. If 4t
COROLLARY

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567

CANONICAL PERTURBATION THEORY

(resp. f) is analytic,as well as the stable and unstablebundles, then IL is


analytic.
Proof Assume IL= p dv; then

d(logp o
dt

if

L)
)

.t=O

(d)

0
fL(d)'d

and the corollaryis a trivialconsequenceofTheorem2.1 in thecase ofa flow.In


the case of a diffeomorphism
it is simpler,sincethen
log p of - log p

det f'.

Notice thatforthiscorollarywe do not requiretransitivity


of the systemsince
onlythe regularity
partof Theorem2.1 is invoked.
2.2. Assumethatfor - rangingin a certaininterval4?t is a C'
familyof transitiveCx Anosovflows(resp. fT is a Cx familyof transitive
Cx
Anosovdiffeomorphisms)
and that is a C' familyof Cx functionssatisfying
the conditionb) of the previoustheoremfor 4, t (resp. fE). If the additive
constantsof the 4? are determined
in such a way that +?(x?) is a C' function
of E forsome C' curvex?, then4, is a C' familyof C' functions.
THEOREM

Remark. A carefulreadingof our proofwillshowthatthe operatorassigning A to - is a tameoperatorsatisfying

(2.3)

II1 IICk < Kk(JX'q||Ck?v +

||4'IICO)

where v is a numberindependentof the dynamicalsystem(v is any number


> 0) and k> 0.
It is now apparentthatthereare also versionswithonlya finitenumberof
derivativesin the flows(or diffeomorphisms)
and aq.
Remark.A C' (O < a < 1) versionof Theorem2.1 was provedby Livsic
[Li 1]. Smoothversionslike the one here were also provedin particularcases:
Livsic [Li 2] provedit forautomorphism
of the torus(he also provedanalytic
versions)and V. Guilleminand J. Kazhdan [GK 1] did the same forgeodesic
flowsin negativelycurved surfaces.P. Collet, H. Epstein and G. Gallavotti
[CEG] proveda Co versionforgeodesicflowsof surfacesof constantnegative
curvature.
All the Coo,Co resultsquotedabove wereobtainedthroughtheuse ofsome
kind of generalizedharmonicanalysisand, hence,can onlyworkformanifolds

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568

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

with some symmetry.


The argumentwe use is based on some geometricideas
and it is worthwhile
to give it firstforthe case of automorphisms
of the torus.
Proofof Theorem2.1 forautomorphisms
of thetorus.As remarkedbefore,
the Livsic theoremreducesour taskto provingthat 4 is C00 once we knowit
existsand is Co (of course,the otherimplicationin the statementis trivial).
?
Repeatedlyusing (2.1) we get, when fN(x) = y, A(x) = N- 1kN-q(fk(X))
'
A(y) and, when x is in thestableorbitoftheorigin,A(x) =- S
oq(fk(x)) +
A(0). The Ca Livsic theoremguaranteesthat we can extend the function
to thewholemanifold
eveniftheseriesis onlydefinedon thestable
continuously
manifoldand does notconvergeuniformly.
If D, is a derivativealong a stable eigendirection,
we can differentiate
to get
formally
00

(2.4)

Ds84(x)

=k-

k=o

XsDsq(fk(x))

where Xs is the eigenvaluealong the direction.(We assume forsimplicity


of
notationthatf is diagonalizable,
but theargumentwouldgo throughalso when
it is not. Instead of having Ds-q(fkx), we would have otherderivatives,
that
would be the same froma certaink on and we wouldhave to includea Ck" in
frontof Xk.)
Now observethattheRHS of(2.4) is a uniformly
series.Hence,
convergent
it is a bona fidederivativeforall the pointsin this stable manifold.We also
observethat,ratherunexpectedly,
it also convergesforall pointsin the torus.
For all x, y, in the stablemanifoldof the fixedpointand separatedby a
vectorin the directionof Ds we have
A(x) - A(y)

f'Ds8(x

+ ty) dt

where Ds4 standsforthe RHS of (2.4). Since all the functionsinvolvedare


continuousand the stablemanifoldof the fixedpointis dense, thisformulais
trueeverywhere
is the derivativeof 4.
and, since Ds4 is continuous,
1
in
Proceeding thesamewayforf we also can getexistenceofderivatives
along unstableeigendirections.
Renark. The argumentas it standsnow is enoughto get that 4 is C'
whenever- is C' and it workswithoutchangeforany Anosovdiffeomorphism,
not onlydiffeomorphisms
of the torus.
In the CWcase, theseries(2.4) convergesuniformly
in a neighbourhood
of x
in the complexextensionof the stablemanifoldassociatedto the torus,and this
proves that 4 is real analyticalong stable directionswith uniformradius of
convergenceof its powerseries.Since it is also real analyticalongthe unstable
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569

CANONICAL PERTURBATION THEORY

directions,a simplecomputation
usingits Fourierseriesshowsthe estimatesfor
derivativesof 4 neededin orderto proveits globalanalyticity
on the torus.
In orderto gethigherderivatives
we do thefollowing:
We observethatthe
same argumentto justifyformaldifferentiation
wouldworkforrepeatedderivatives along stable eigendirections
(consideringf-' we can also get the high
order derivativesalong expandingeigendirections).
The problemnow is to
recoverthe mixedderivatives.
For automorphisms
of the torus,thereare simplermethodsthatwould get
wouldgeneralizebetter:We
by (see the proofofTheorem2.3), but thefollowing
can form [(-D'-

-D

)N+(-D21

Du),fDu

and we have

provedit is a continuousfunction.But we can considerthisas the expression


thatan ellipticoperatorappliedto 4 givesa continuousfunction.
We can, then
invokestandardellipticoperatortheoryto provethat 4 is in the Sobolevspace
HN. But N is arbitrary,
so that4 is C'.
C1
in generalproceedswiththe
The proofof Theorem2.1 forC' functions
same strategy,
moredelicate.
but,it is considerably
A (not veryimportant)
difference
is thatwe are goingto provethetheorem
withdue care, shows
only forflows;the standardsuspensiontrick,performed
thatwe can alwaysreduceto thatcase.
The firstobviousdifficulty
is that,whenthe diffeomorphisms
are notlinear,
it is notclearhow we can takederivatives
oforderhigherthanone. We willneed
to controlall the extratermscomingfromhigherderivatives
of f (thiswill be
done by choosinga coordinatesystemwell adapted to the problem),and to do
aboutthe smoothness
of the stable
that,we will need ratherpreciseinformation
and unstablefoliations.
The second difficulty
comesfromthefactthattheellipticoperatorsthatwe
can formhave veryirregularcoefficients
and one cannotmake sense of their
thatare not regular,in any suitablegeneralized
value when actingon functions
sense. We observe the possibilityof using symmetric
operators,that can be
definedon L2. However,it is not clear that there are selfadjointoperators
constructedout of derivativesalong stabledirections.The standardmethodof
provingselfadjointness
is integrating
by parts,and thisbecomesproblematicon
as ours.Nevertheless,
we observethat
generalgroundsforoperatorsas irregular
the possibility
ofintegrating
ofthejacobian
by partsis relatedto thesmoothness
of translations
along the field.Such a problemwas consideredby Anosov([A],
Thin. 10), where he proved it is continuous.By repeatinghis proof more
we get the extraregularity
we need.
carefully,
Anotherproofof absolutecontinuity
of the foliations
can be foundin [PS].
Even ifour versionhereis based on theproofofAnosov,thesame resultscan be
reachedimprovingtheproofin [PS].
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570

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

Now, we startto collectsystematically


all theinformation
necessaryforthe
strategyoutlinedbefore.
Reductiontoflows. If f: M -* M is Anosov,constnuct
the manifoldM =
I x M/
where
is definedby (x, 0) (y, 1)
y = f(x). Then theflowkt

ofgenerator
a/atis Anosov.

Let p(t) be a C' function


supportedin [1/4,3/4] suchthatfJlp(t)dt = 1.
A solutionof (d/dt)4(4,)I,-o = p(t)'q(x) has the form4(x, t) = A(x) +
x
ds where4 is a solutionof thehomologyequationforf. Hence, we
(x)f0op(s)
can studythe problemforflowsonly.
Notation. By definition
of Anosovflow,thereare a continuoussplittingof

the tangent bundle TM = Es ? Eu ? R4o (where 40(x) = (d/dt)4,(x)jIo)

and a metricsuch that

<
14;v811
?XtIvSII,

(2.5)

<
IkkQ
vUII?tIvuII

Vs EEsE

t > 0,

vu EEu

t> 0

forsome X < 1.
We call Es = Es?R
and Eu = EU ? Roo and we denoteby Es, Eu,
Es, EU, the corresponding
bundlesofballsofradius8 centeredat theorigin.Wxs
(resp. Wxu) will be the stable (resp. unstable)manifoldof the point x and
Wxs= -tktWxs(resp. Wxu= UtktWxu)the stable (resp. unstable) manifoldof the

orbit of x. We will sometimescall the stable manifoldsof the orbitof x the


center stable manifoldand will referto WS as the center stable foliation,
of course,fortheunstable.
similarly,
2.1. Thereexist 8 > 0 and a continuousmap ws: Es -* M such
that, foreach x E M, Wx = Ws IEs is a C' embedding
ontoa neighbourhood
of
LEMMA

x in Wxs with ws(O) = x. Since the wxshave the Coo topology, they depend

on ft whenit is
continuouslyon x. Moreover,thews also dependcontinuously
-*
M.
given the Coo topologyof mappingsM x R

Analogous statementscan be made for the unstable,center stable and


centerunstablefoliations.
Q
This lemmacan be summarizedas sayingthatthe fourfoliations
have C'
leaves with continuousoo-jetwhichdepend continuously
on the pointand the
flow.
Proof.Since i!5xs(vs
+ t4o(x)) = 4t(ws(vs)) (and analogouslyforthe unstato provethe lemmaforthe stablemanifold.
ble) it suffices
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571

CANONICAL PERTURBATION THEORY

about dependenceon x and ft thislemmais a


Except forthe statements
consequenceof Theorem6.1 in [HPS].
The continuity
of w' is immediateifone organizestheproofofthistheorem
as an applicationof the implicitfunctiontheorem.For diffeomorphisms,
thisis
done in detail in [Sh], p. 94, and indeed, continuousdependencewith k, is
mentionedexplicitly
there.For flows,thecase ofinterest
here,suchproofcan be
obtainedfrom[I]. Combiningthe proofof Theorem6.1 withthe remarksat the
end of Chapter6, one obtainsthe statementof thislemmaforwhat in [I] are
called a-stablemanifolds.
However,theuniquenessstatement
of Theorem6.1 in
[HPS] showsthatthe a-stablemanifolds
are the stablemanifolds.
Remark.The properties
mentionedabove do notdetermine
the w uniquely;
thereis stillsome arbitrariness
thatcan be used forexampleto obtaina nice
expressionfortheadaptedmetric.A naturalchoicethatwe willuse is to take wX
as the exponentialmappingof Wxswiththeadaptedmetric.(This choiceis used
in the proofof [Sh] alludedto above.)
If we not onlytake coordinatesalong the stable directionbut also on the
base pointwe are naturally
led to the following.
Definition 2.1. We say that AS: U X V -* M (U

Rs open, V C Ru+l

of the stablefoliationwhen it is a homeomoropen) is a local parametrization


phismfromU x V to an open setof M and foreach y E V, As Y: U-* M given
whoseimageis an open setofa leafof
by AS Y(x) = A8s(x,y) is a C' immersion
the stablefoliationand, moreover,
forany a, daA/dxais continuouson U x V.
There is an analogousdefinition
fortheunstablefoliation.
As a consequenceof Lemma 2.1 thoseparametrizations
existaroundeach
point.
In view of the sketchof the proofof Theorem2.1 we gave, the following
definitions
are natural.
Definition2.2. We will say that a functionA: M

-*

R is of class Cji,

o < j < so whenits restriction


to each Wx5is of class Ci and the j-jetsof these

on x (analogouslyC1i).This is equivalent,to
restrictions
depend continuously
sayingthath o ws are ofclass Ci foreach x and thatits i-thorderderivatives
(all
i < j) definea continuoussectionof the bundleof i-linearformson Es. When
i < so, we give thesespaces a naturalnormtopologyanalogousto thatof Ci
spaces (using the sups of the derivatives
along the appropriatedirections).For
j = so thereis also a naturaltopologyanalogousto C'.

Remark. If we takea local parametrization


ofthestablemanifold,
locally,it
is the same to say thatfE Cs(M) as to say fo As: U X V -* R has derivatives
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572

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

of all orderswithrespectto the argumentsin U and thattheyare continuous.


We will denotesuchfunctions
by C7?(U X V).
Definition2.3. We denote by OJl the space of firstorder differential
operatorson M satisfying:
a) They are tangentto Ws at any x E M.
b) They can be writtenin the formEaeDe where ae E C700and De are
regulardifferential
operatorswithCoocoefficients.
Remark.The generatorof 4t is an operatorin Os'l Oul,Ci c Cs,n

C1 = Cs' n

Ot,

C,],.

Remark.The operatorsin O,

map CQ+ into C]

continuously.

Remark.By thepreviousremark,
we can composeoperatorsin Os' to obtain
higher order operators.They are still differential
operatorswith continuous
In this way we generatean algebra that we will denote by Os
coefficients.
(similarlyforOu).
LEMMA

2.2. Assume 4 E Co and (d/dt)(l4 o?t)t=0

r E Csu. Then

Proof.Assumex is a periodicpointof periodT > 0 and y E Wxs.We have


(2.6)

A(Y)

A(X)-

lim fNI,(40t(y))

dt

(N an integer).

The above sequence of integralsconvergeslocally(in the Wxstopology,not in


the M topology)uniformly.
Now, we can takeformalderivatives
alonga vectorfieldDs tangentto the
stable manifold,
(2.7)

{'(y)Dys =

00

q|'(Ot(y))Ot'(y)Dvs dt.

By (2.5) thisis a uniformly


convergent
integral,and hence,a truederivativein
the stable manifoldof a periodicpoint. However,as we argued before,the
formulaforthe increments
can be extendedby continuity
and thus,(2.7) is an
expressionfor a genuinederivativein the closureof the stable manifoldof
becausein [Sm](Corollary
periodicpoints.But thisshouldbe thewholemanifold
ofpointsin thenon-wandering
set is
II.5.3) it is shownthatthestablemanifolds
dense and also, the periodicpointsare densein the non-wandering
set.
To computehigherorderstable derivativesof 4 we will need to control
ofthestablemanifoldand ourtaskwouldbe greatlysimplified
higherderivatives
whichis our nexttask.
by an adequate choiceof local coordinates,
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573

CANONICAL PERTURBATION THEORY

For a given x in M we call x, = 4,(x) and set


(2.8)

IDt

(w

4X ,t

(WXt)

1 otWxw
?ot?

Then, (Ds is a C' mappingfromEs to Es


If the ws are chosenas the exponentials
of Wxsunderthe adapted metric,
we have

(2.9)

|((Ds

o)|

Vs (= Es.

Ai xl

t > 0,

(may hold forsomeotherX < 1 thantheone in (2.5)). Moreover,


(2.10)

?4?X(VX

It+O(X))

(I

+
?L)J(t)

)'(vs)

The groupproperty
of the flowinducesthefollowing
property
for(D.
(D

(2.11)

X(s,t

xE

(sr

M; r,t E R.

In thisnew notation,wherethecoordinatesare explicitly


inserted,
(2.7) becomes
(2.12) (4'o ix)'(i5x)(Dxs + Ifo(x))
=

ix )
) ? WX(Vx

=~~~~~~~~~~(
(
s-)sX

|0

[(

?ixWX)

Jit(x)]

~t

~(Xl[

Xd

X(a(VX)

[(4

t)f(vs)]

Dxsdt

where vs is the projectionof -xsover the Es and x E M, t E R, DxsE- Es


The remarkable
propertyof thisformulais thatthe only
V-s
x E Esx are arbitrary.
the -xs,
argumentsof a function,
vs,belongto linearspaces and we can thinkof
the xt as parameters.
The higherorderderivatives
alongthestabledirectionare
obtained by takingderivativeswith respect to v. We can reduce now to
matrix-valued
functions.
0
Since 7 ws is a C' function,forthe previousargumentto justifythe
higher derivatives,it will sufficethat the derivativesof Is are bounded
in x, by a functionof t integrablein [0, x]. Using the semigroup
uniformly
property(2.11) repeatedlywe obtain
X,t

XN,

t-N

XN-1,

X, 1

(where N is the integerwhichsatisfiesN < t < N + 1).


If we take derivatives,
we get
(2.13)

(kxt)'

=(RXNt-N)

XNIRXN,1)

0XN-1I

[(?x,1).]

(high derivativesof (ks 6t)are multilinearformsand their product means


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574

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

contractionin the appropriateindices).In thiscase, by (2.9), it is easy to show


that 11(k, )'ll < Xt-N.X
X< t.
In general,we willproceedanalogously:We willtakederivatives
(since the
productof multilinear
formis multilinear,
theusual rulesforthe derivatives
of a
producthold); we willestimateall thefirstderivatives
using(2.5) and thehigher
derivativesby theirsupremum.(Notice that, sup II((D)(K1) is finite).
xcM

TE[O,

1]

We computethe n-thderivativein thefollowing


way: applytheruleforthe
product,the chainruleand thefirst
derivatives
generatedby it,and substitute
by
(2.13). We arriveat an expression
withA(N, n) termseach ofwhichhas at most
B(N, n) factors.
The followingpropertiesare true:
a) A(N, n + 1) < A(N, n)B(N, n),
b) B(N, n + 1) < B(N, n) + (N + 1).
c) The derivativesofhigherthanfirstorderonlyinvolveT e [0, 1].
d) In each factor,the 's of the firstderivativesadd up at least to
-

n - 1.

a) is truebecause by theruleofthederivativeeach termsplitsintoas many


termsas it has factors.b) is truebecause theonlyway thatthenumberoffactors
in each term growsis by the new 1" appearingfromthe chain rule and its
subsequentexpressionvia (2.13). c) is truebecause,by use of (2.13), all the first
derivativeson whichto take higherderivativesonlyhave timeparametersless
than 1. d) is truebecause each termcontainsat least N factorsand onlyn of
themcan be derivatives
ofhigherthanthefirstorder.But all thetermswithfirst
derivativesexceptone have timeparametersgreaterthan 1.
The recursionrelationforA, B can be easilysolvedand the initialvalues
can be read offfrom(2.13); so we have
where

((D,

t)(n|?

<

(n + 1)!(1 + Cn)tn+lXt-n-

Cn=

sup

T[O,

xcM

Jj(1Ixt)(eII.
1]

e~n

From these bounds and the fact that we can also obtain uniformbounds for
o
?w (noticethat,by compactness,
we can coverthewholemanifoldby a finite
set of coordinatepatches),we obtain that the integrandin (2.7) is absolutely
integrable.This concludesthe proofof Lemma 2.2.
The proofof Theorem2.1 in the COOcase will be finishedwhen we prove
LEMMA 2.3. Cs, n C,?? = C?.

The proofof this lemma will be based on the fact that a function4 in
equationsCL4 = q withCLin Os + Ou and
C,00n CT satisfieslineardifferential
cE q + Cu' C C0. These equationsare satisfiedin the sense of the remarks
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575

CANONICAL PERTURBATION THEORY

followingDefinition2.2. The operatorsEl can be chosento be elliptic,but the


theory
and we willneed a regularity
willbe onlyHoldercontinuous,
coefficients
forthem. The differential
operatorEl: H2m(M)

-*

H0(M) can be considered as a

densely definedclosed operatoron H(M) that can be extendedto a larger


2.2. The naturalway to
Definition
by theremarksfollowing
domainof definition
is a maximaldomain
Hm
of 4 in thissituationis by provingthat
proveregularity
forE1.We do not knowhow to provethisin general,but we can
of definition
operators,which turnsout to sufficefor our
handle the case of self-adjoint
purposes.We are goingto proveLemma 2.3 when the foliationsW' and W'
lemmawillallowus
come froman Anosovflow,but notin general.The following
ellipticoperators.It saysthatthealgebras
self-adjoint
to constructsystematically
OS and O, are closedunderthe operationof takingadjoints.
LEMMA2.4. Fix any Coomeasuredv equivalentto Lebesguemeasure.Then,
E Cs7?such that
forany P E Os', thereis an mqs

JM(Pf)gA
M

forall f, g E Cs' wherePtf =

tg) dv
ff(
~M

(and analogouslyfor021).
Pf + mqsf

We willproveLemma2.3 assumingLemma2.4 and thenshowthatLemma


2.4 is trueforAnosovsystems.
Proofof Lemma 2.3. The lemmahas a local character.Using C' cut-off
we can reduceit to a problemin Rn or
functionsand local systemsofcoordinates
the torus.
E't in theneighbourEs and Q1, ..., Qb generate
Let PI,..., Pa generate
hood of some point x0 E M. They can be takenin such a way thattheydefine
for 1 < i < a, and Qj E 02tl I., for 1 < j < b.
firstorderoperatorsPi EO'
operatorstheydefinein a
We will use the same symbolsforthe differential
of the originin Rn via a systemof coordinates.
neighbourhood
Given any m > 0 we introducethe operator
a

El,=

(-

i~l

(Pit)

~~b

pim +? j=l

Qt

Ma

Qm
J+E

II?2m

a (x) dxa

where p is a numberwhosechoice willbe specifiedlater,and the adjointsare


takenwithrespectto a volumeformthatinducesthe measuredxl A ... A dxn
operatorof order
of x0. By Lemma 2.4, ,1 is a differential
in a neighbourhood
2m withcontinuouscoefficients.
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576

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

We also considerthe operator

z 0=

a(?(O)

Jal<m

a
dx

in Rn such that I) 1 in a neighIf 4, 4 are nonnegativeC' functions


and
smallneighbourhood,
bourhoodof the origin,4 = 0 in anothersufficiently
withsupportin theunitcube and,hence,
42 + 42 = 1, then4)lo4 is an operator
opposite
we can considerits periodification
9(0010) obtainedby identifying
we can consider9(4,0L ) as an operatoron the
sides of the cube. Similarly,
In this
out ofa smallneighbourhood.
torus,since 4ELO4 has constantcoefficients
situation,
?=

P(4?14))

.9(4+)

notbotherto write9.)
is an operatoron the torus.(We willhenceforth
If yI is largeenough,since E' + E U = TxM,
(2.14)

Re[aa(0)(ia)a]

>

C(I

R2)m,

forsome C > 0.
in choosingAL,. and 4 in sucha way that
As a firststep,we are interested
betweenH2m(TU)and H0(T') = L2(Tn). This can be
El definesan isomorphism
done as a consequenceof the theoryof ellipticequations(ellipticestimates),
developed in the early60's mainlyas a tool forthe studyof nonlinearpartial
differential
equations(see [ADN], Cor. to Thin. 12.8 forthe case of Holder
giventhere).Those techniquesallowus to showthatany
spaces and references
operatoron a compactmanifoldwithcontinuouscoefficients
ellipticdifferential
has discretespectrum.In the nextparagraphwe give a schematicproofof the
factsjust mentionedthatis well suitedto our situation.We do thissince most
context,and the readermightfindour
expositionsare developedin a different
useful.
exposition
betweenH2U1and Ho, whoseinversewill
By (2.14), L0 is an isomorphism
be denotedby E0. Then
LiEo = I + 42(ol - 0O)EO+ (4)[L1, 4)]Eo + A [L0, A]]Eo + [EO).
on
If supp 4 is small enough, I + 42(Ei1 - DLO)EOis an automorphism
of L1. Since the commutators
of the coefficients
L2(Tn), due to the continuity
the last termis a
are operatorsof order(2m - 1) withcontinuouscoefficients,
compactoperator.Hence, LEo is a Fredholmoperator.
We want to showthatDLEOis injectiveon Ho, because then,applyingthe
it wouldbe invertibleand, hence El would be an isomorFredholmalternative,
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577

CANONICAL PERTURBATION THEORY

phism. We just have to prove that LI is injective.This can be seen as a


consequence of Lemma 2.4 as follows:If u is a functionin C? fnCu? (in
particular,if it is in Cx), we can repeatedlyapplyLemma(2.4) to obtain:
u]

f[(Pk)"Pm

uidv =

A
dv

(and analogouslyforQk). Hence we have

(2.15) Ref (Lu)idv ?


Tn

Z I IPimouI2dv+ E
a

i=1

d +

+ ? f2U2
Tn

where we denote by
L

Vk

j=

CZ ( + IkI2)

I1(4u)k 12,

k
the Fouriercoefficients
of the functionv, v(x)=

ke2iikx

By densityof C' in H2n, this inequalityis also true in H2n' and so,
is also true.
injectivity
Now, we wantto showthat,if u E Cs? fnC?? thenu is the functionv in
H2m' thatsatisfies
Llu = [lv (noticethatwe use the same symbols;theoperators
LI on both sides act on different
spaces).
As before,we remarkthat it sufficesto show this in a sufficiently
small
neighbourhoodof an arbitrary
point of M. So, we keep the notationof the
u by a C? functionsupportedwhere
argumentbefore.Moreover,multiplying
= 1, we can assumethat u is a function
on the torus.
We can apply inequality(2.15) to the functionsu - Zkexp(ik - k2/r)vk,
r > 0. We wouldliketo apply(2.15) to u - v, but we do notknowthatv is in
Cf n C?; so we have to regularizefirst.
Lettingr go to infinity,
we obtain
f(Du
Tri

Lv)(U

- V

f)

a
T

I I Piu

i= 1

- Pi"1kuI2

+ Z IoQ7MuQ7mOv12
+

Ifr2iU

V12

j=1

+cE(1
k

+ Ik12)

(U

V))k

12

(Notice that,even ifthetwo Li operatorsare understoodin different


senses,
allow
the
and the right-hand
side is unambiguous.)
they
manipulations
In particular,we can deduce that 42(u - v)2 = A2(U- v)2 = 0. Since
02 + p2= 1 the resultis established.
Remark.In theabove proofwe have used the self-adjointness
of Li in order
to prove its injectivity,
and hence that it has nonemptyresolvent.A proof

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578

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

can be given using the ellipticestimate(see


independentof self-adjointness
of MIin an
[ADN]). The only point where we have used the self-adjointness
-*
Ho
its adjointas an operatorLt:
essentialway is in considering
H-2', and
provingthat this extensionof Ol is also injective,so that H1 is the natural
of LI as an unboundedoperatoron L2.
domainof definition
Even if forpresentpurposesour resultis enough,fromthepointofviewof
to prove Lemma 2.3 withoutassuming
P.D.E. theoryit would be interesting
hence withoutusing Lemma 2.4. The problemis closelyconself-adjointness,
of maximaldomains of definitionof elliptic
the
characterization
nected to
operators,as statedbefore.
Remark.Theorem2.1 can be stated in termsof functionsand flowsof
of class Ck. In thatcase, if -qis of class Ck, 4 is of class Ck-N
diffeomorphisms
all the stepsof the
fora suitableN thatcan be computedby checkingcarefully
proof. In particular,when applyingLemma 2.3 one has to use Sobolev's
c H2m C C2m-N as far as
embedding theorem,proving that C22mn Cu2m
N > n/2, n being the dimensionof M. A betterresultcan be obtainedif one
uses the LP theory,p > n, insteadof p = 2 as before,so that Cs2mn Cu2mc
C 2m-. The onlydifference
in thiscontextis thatin orderto provethat
Wp2m71c
L0 is an isomorphism
betweenW2, and W? = LP, one has to use thetheoryof
Calderon-Zygmund
singularintegraloperatorsin itsperiodicversion,namelythe
and Zygmund(see [Z]).
theoremof Marcinkiewicz
Remark.Comparingthe geometricproofsof the Livsic theorem[Li 1] or
equivalences(see
proofsusing harmonicanalysis,one is lead to veryintriguing
of the torusone
automorphisms
[CEG] forthe case of SL(2, R)). For hyperbolic
can provethe following:
on thetorusand f a hyperbolic
automorphism.
Then,
Let 'q be a C function
the followingare equivalent:
a) 1/N~I~j.N- 1 fk(X) = 0 forall x suchthatfN(x) = x,
b) EkEZ% k1 = 0 forall 1 C Zd,
where B = ft and, as usual, mldenotesFouriercoefficients.
to give a directproofof this-or the similar
It would be veryinteresting
equivalencesin morecomplicatedcases. If sucha proofcould lead to boundsof
theleft-hand
side ofb) in termsofthoseofa) whentheyare notzero,it wouldbe
a major step towards eliminatingthe use of parametric families in
Theorem2.1.
We prove now the real analyticversionof Theorem2.1. The prooffollows
differences
essentiallythe same patternof the Coo case, but thereare important
in the proofof each lemma,thatwe shownow.

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579

CANONICAL PERTURBATION THEORY

Firstof all,thereductionto thecase offlowswe madein the C' case is not


valid in the CWcase; so two different
proofshave to be provided(one formaps
and anotherforflows).We prove now the resultforflows,and use the same
notationof the Coo case.
Since M is real analytic,it can be extendedto a (noncompact)complex
analyticmanifoldM. By our hypothesisabout the analyticity
of the invariant
subbundles,we can assumetheyare extendedto stableand unstableholomorphic subbundlesEs and Eu of TM, transversal
at everypoint.Since Es and Eu
are integrable,we see thatEs and Eu are also integrable.So theydefinestable
and unstable holomorphicfoliationsWS and Wu in M. The vector field
X: M -> TM that generatesthe flowot on M can be extendedto an analytic
vectorfieldX: M -> TM witha flowkt(z) thatis notgoingto be completeany
more.However,Es and Eu are semi-invariant
undertheflow4 in thesensethat
U if t is in the domainof definition
E8'
~,=
of 4 at z.
ft*EPs(t)
The usual adapted metriccan be takento be analytic,and by shrinking
M
we can assume that it extendsto a metricin M, and estimate(2.5) can be
extendedto M assumingall the termsare well-defined.
In particular,M is a
compact hyperbolicsubsetof M. We shrinkM further,
forit by
substituting
Ma ={z E M/d(z, M) < 8}, with ssmallenough.Then,
forany x E M,
W~n
is actually the stable manifoldof 4 throughx, in the sense that for any
z E Wxsk t(z) is definedforall t > 0, and it tendsasymptotically
(and exponentially)to the orbitof x.
If x is a periodicpointof periodT > 0, by (2.6), 4 can be extendedto a
holomorphicfunction44on Wxsby
lim

AS=(z) =A(x)

N A

fiN(4

(z))

dt

(N E N).

where n is the holomorphic


extensionof -qto M. This is a consequenceof the
uniformconvergenceof the above integrals,
on W5s(x),since
r(N? 1)T

'(N~)T
NT

'q(a(z))

dt

f(N+l1)T[()
=

<
<C

by

[(z))
NT
N~~~~~T

sup
-NT<t<(N+

1)T

- -(Pt(x))] dt
d(+t(z),

t(x))]IVI

SIX-NTII,|q11

Moreover,thederivative
of 4s alonganycomplexstablevectorDzsis given
+s )'()

=zs

- f'(Jt(z))

* +'(z)

* bsdt.

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580

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

Estimatingas in Lemma 2.2 we see that


C

< I XI1v'II
11'v4s4

(2.16)

Notice thatthisis a tameestimatein the senseof [H].


By the densityoftheperiodicpoints,theboundsgivenby Cauchyestimates
for the derivativesof A along stable directionswhen x is periodic can be
extendedto all x e M. Fromthisit is obviousthat 4 E Ci" in the sense thatit
functionon WSx foreveryx e M ifwe shrink
can be extendedto a holomorphic
M appropriately.Since all the previousargumentscan be repeated in the
the flow,we have provedthe analogousversion
unstablemanifoldsjust reversing
of Lemma 2.2 in the C" context.
We turn now to prove the analogue of Lemma 2.3, namely that
f
= C@. Givenanypointx e M we considera Cw systemofcoordinates
CsoCn
on a neighbourhoodU' of x in M such that x is the originof coordinates,and
the stable and unstableleaves are definedby fixingsome coordinates,as well as
the trajectoriesof the flow.This can be achievedby the hypothesisabout the
We also considerthe CA'map
of the invariantfoliations.
regularity
BR n

fl

(8 sin01,8 sin02 , .. Isin O))

0/
is C@, then 4 is
where 8 > 0 is chosensmallenough.Given 4: M -- R, if A o
C" around x. Assume 4 EC Cs"n C.". Then the periodic function4,Bo is
on each line parallelto one of the axes, and the radiusof converreal-analytic
gence of its powerseriesis independentof the pointwhereit is expanded.This
impliesthat

L2(T")

for any axE N, j = 1,..., n, with some r > 0, C > 0, independentof a, j.


Looking at the Fourierseriesof 4 o /, we see thatthe same estimateholds for
o /)/IdOY for any multi-indexy with Jyj= a, and by the Sobolev embed0(4,
ding theoremit followsthat
?

da(4,/3

dO'
ao

nl

I2(T)

(a?fl

(a In).

+ n)!r-(
< C *-(<x

0/ is C@. Since the above argumentcan be carried


From thisit followsthat 4,o
out at any point x E M, we see that 4 e C". It shouldalso be pointedout that
the estimateswe get for 4 in termsof those for -q are also tame, in view of
(2.16).
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581

CANONICAL PERTURBATION THEORY

The
Finally,let us say a few words about the case of diffeomorphisms.
analyticityof 4 can be provedin this case exactlyas we did forflows,but
definingA on W,5by
xN=

{x(Z)

{(X)

-(fjN+k(Z))

k=O

j=o

where x is a periodicpointof f of periodN. Since


N-1

N-1
E

k=O

~(ffN+k(Z))

k=O

<[

[j(fiNfk(Z))

sup

jN<I<j(N+1)

d(f'(z),

-q(fk(X))]

))]

vII

?ConIIV<iI,

estimate(2.16) stillholds.
Remark.Notice that,lookingat the functionalequation for 4, we also
obtain estimatesfor4 o go-1in the same domainas the domain D(Nq)of q or,
we obtainestimatesfor4 in thedomainf0[D( q)] whichdue to the
alternatively,
fromthe domainof Aq.
of fo willbe verydifferent
hyperbolicity
This remarkwill be crucial in the discussionof Nash-Mosermethods
because this mismatchof domainsbreaksthe "group structure".Nevertheless,
can be overcome.
withthisremark,thisdifficulty
we
Remark.The proofof Theorem2.1 in the Co case has two parts:first,
Co.
=
Co
we provedthat Co n
have seen that 4 E C' n CQ and afterwards,
has been used in
of the invariantfoliations
The hypothesisabout the regularity
both parts,but it can be easily skipped in the firstpart. It is temptingto
conjecturethatTheorem2.1 holds in the Co case withoutassumingany extra
but we do notknowhow to accomplishthe
foliations,
on theinvariant
regularity
last partof the proofin thiscase. In any case, our proofextendsLemma 1.4 in
metricswithconstant
[CEG], coveringthe case of geodesicflowsof riemannian
negative curvaturein any dimension.It also includes the canonical Anosov
on compactinfra-nil-manifolds.
on toriand, moregenerally,
diffeomorphisms
The only thingleftto proveTheorem2.1 is to establishLemma 2.4. This
can be achievedusingthefollowing:
2.5. Given any C' measure dV on M there is a family of
of the stable (resp. unstable) foliationscoveringM,
local parametrizations
such that the measureA*(dV) (resp. A*(dV)) is absolutelycontinuouson
U x V with respectto the Lebesgue measure. Thereexists DsE Cs(U x V)
LEMMA

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582

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

(resp. AuE Cu(U X V)) such thatDs> 0 and


A*(dV)

= Dj(x, y) dxdy.

Proofof Lemma 2.4 (assumingLemma 2.5). By a partitionof unity,we


given
reduceto the case supp(P) C Im(As) forone ofthelocal parametrizations
by parts:thereare
by Lemma 2.5. Then, it is a simpleexercisein integration
X V) suchthatforanyf E Cs`(M),
functionsai(x, y) E CsQ?(U
=

(Pf)oA

S+1

d(f oA)

lai d.

8x

i=1

so thatgiven g E Cs`(M), since ai has compactsupportin U x V,


f(Pf)gdV
M

[(Pf)

U~~XV

? As](g o As)ps dxdy


(s+1[8(g

u (f o AS)(-

da.

oAS)

) (g
[Lai

oai(

+a dlog(g

A )

o As') psdxdy

and Lemma 2.4 is provedwith


'q-

P(log P ? A-') -

s+1da
i=1

i o Al.

fact
Proofof Lemma 2.5. Anosovprovesin [A],Theorem10, the following
(his notationis different):
Given any C' metricon M, there existsan E> 0 such that for any

decomposition TM = Es i Eu into C' subbundles with d(Es, Es) < E and


d(Eu, Eu) < a, if coE Au?L(M) is the decomposableC?(u + I)-formdefinto EU givesthe
ing Es (that is, Ex = Ker xxforany x E M) whose restriction

I EuEthen
volumeformon Eu associatedto the givenmetric,if k0*wEu=
continuous
decomppsable
to
the
uniformly
the forms ft- - k*w converge
to Eu agreeswiththat
(u + 1)-form e Au? '(M) definingEs whoserestriction
to
uniformly
converge
4o),
derivatives,
of w. Moreover,its exterior
d(fn71
a A
for some continuous,1-forma e A'(M). As a consequence of this,
a A

4)=

limt - J(d logf)

A 4,].

it followsthatfor
oftheinvariantmanifolds,
properties
Fromthe regularity
4 are not only
M,
of
coefficients
on
the
any local systemof coordinates
but theybelongto Csoolocally.This can be seen by taking
continuousfunctions,
frame
a local
X1,..., Xn with Xe E s for 1 < j < s with CT coefficients,

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CANONICAL PERTURBATION THEORY

583

while Xk E Et" for(s + 1) < k < n with Co coefficients.


The fact that 4 is
decomposableand definesEs impliesthatit is the productof a functionand
(u + 1) 1-forms,
namelythelast elementsofthedual frame.These 1-forms
have
sincetheycan be constructed
by elementary
algebraicmanipuC, coefficients,
lationson the coefficients
ofthe Xi's. The function
is ofclass C? sinceit is equal
to the (u + 1)-dimensional
volumeof (XS+1,. .., Xn).
We now provethata also has coefficients
in Cs' by computingit explicitly.
First,since A is decomposable,we can add to a any multiplesofAthe
elementary
factorsof A. In thisway we can assume that a vanisheson Eu, and so it is
determinedby its behaviouron Es.
For a givenfunctionh e Cs(M), let us denoteby d h e A'(M) the only
1-form
withcontinuouscoefficients
thatvanisheson EU and agreeswithd(hI ws)
on Es. x E M. Usingthesame arguments
as before,we see thatd h is a 1-form
in Cs' (locally).By the previousremarks,a = lim,,d slogf.
withcoefficients
We stillneed anotherdefinition:
forany x e M, 4p'(x)is a linearmap from
TxM to TyM with y = 4t(x). Since TM = Es @ Eu, 4'(x) has a corresponding
matrixof linearmaps
|At(x)

Bt(x);

Dt(x)

the 0 in the leftlowercornerreflecting


thjeinvarianceof Es underthe flow.In
will be
particular,Dt(x) is a linearmap fromE1uto EUS whose determinant
denoted by t(x). This functionhas an obviousmultiplicative
behaviouras a
consequenceof the pseudogroupcharacterof the flow,namely
(2.17)

log 9t+U

log Mu+ log at

oun

and foreach t, at is in the class Cs(M).


a e A'( M) givenby Anosovis just
We claim thatthe 1-form

(2.18)

a = limdslogat5

wheretheright-hand
side convergesuniformly
in M, and so do all thederivatives
of the coefficients
of any orderalongthe stabledirections.
The proofof theuniform
convergenceis verysimilarto thatof Lemma2.2.
From (2.10) and (2.17) we see thatifwe set
9xt

9t
t?

x'

then
log

log

+ log Ax 0 (DS

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584

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

Therefore,underdifferentiation
we get thatgivent with(N

1) < t < N,

N-1

log

E logO 1 ?oDS + logxN

O
(D

-N)

j=O

and
(2.19)

N-1

d log-9.

[(dslog x.1) I 1]

E
j=O

[(dslog

XN,(t-

ox

N))

(?x

N)

The uniformconvergenceof thelimitin (2.18) followsnow from(2.7).


We prove the uniformconvergenceof stable derivativesin the following
way: considerLs E Os(M). Ls can be seen as a vectorfieldon M with(locally)
By (2.19),
Cs' coefficients.
N-1

(dslog

xt)

j=O

[(dlog

[dslog

-~XN,(t-N))

(1

?;6
O]*(x

Ls
NY

and we can differentiate


theabove expressions
along Es anynumberof timesin
the same way we did withtheintegrand
in (2.9) duringtheproofofLemma2.2.
The termswe get are boundeduniformly
in t and x by thecorresponding
terms
in a geometricseries,and that provesthe uniformconvergenceof the stable
derivatives.Since thecoefficients
oftheformon theright-hand
side of(2.18) can
be recoveredby algebraicmanipulations
fromfunctions
likethe one above, the
regularity
statementis proved.
We now turnto the proofof (2.18). Noticethatthetermon the right-hand
side depends on the initialchoiceof a metricon M (moreprecisely,it depends
on the volume formthat metricinduceson Eu), and it also depends on the
choice of Eu
itself,whilethetermon theleft-hand
side seemsto dependon the
A
choice of Es also.
Let us see firstthat a does not depend on Es. Rememberthat a is
characterizedby the factthat a -u= 0 and do = a A
/A in a weak sense.It is
clear that A does not depend on Es; so the independenceof a withrespectto
Es is a consequence of the applicationof Stokes' theoremto 4 on (u + 1)dimensionalsubmanifolds
of M.
Our claim now is thatproving(2.18) at a particularpoint fora specific
metricand a specificchoice forEu impliesthatthe same equalityholdsat the
same pointforany otherchoiceof the metricand thebundleEu.
A

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CANONICAL PERTURBATION THEORY

585

In fact,if we change the bundle E' in the proofof Anosoyby another


bundle E'4, if we change the metricin M, if we denoteby P: EU - E' the
by the factthat
fiberedmap characterized
PXL-L

E
foranyx E M, and L EXu,

EEE

of Px with respectto the


and if we denote by b: M -> R the determinant
then the
volume formsinduced by the old and the new metricrespectively,
with
mapsand functions
followingholds.Using - to denotethecorresponding
the new choice,we see thaton one hand,forany t E R,
Dt(Xo)

t= pt(XO)

xO
PD~PXt

so that
(2.20)

d log i

d log it + d log(9 o Ot) - dslog 9.

On the otherhand
so that
0
(Pt
oft

ot

It

(2.21)

o Ot)

*9-1

dslogf = dslog f + dslog(9

and
t) - dslog 9.

(2.20) and (2.21) prove thatchangingEu and the metricdoes not affectthe
validityof (2.18) at a particularpoint.
A similarargumentshows that the set of points where (2.18) holds is
invariantunder the flow.This can be proved by consideringa new metric
of EU, Eu = 0,*Eu, and seeingthatboth
ds2 and a new approximation
d =2
sides of (2.18) changeby just composingwith44whenappliedto vectorsin Es.
The last step in the proofof (2.18) consistsof provingit on the stable
it suffices
to proveit in
manifoldof any periodicpoint.By thepreviousremarks,
the local stable manifoldof each periodicpoint,fora particularchoice of the
Once thisis
metricand Eu thatcan varywiththe pointunderconsideration.
in M.
proved,(1.14) followsby the densityof such (global) stablemanifolds
We assumenow thatp e M is a periodicpointof periodT. We considera
of
H: Us X Uu X S' -- V C M, whereV is a neighbourhood
diffeomorphism
C
C
Us
Uu
Ru
of
Rs
are
the
origin,
orbit
of
and
neighbourhoods
the
p,
S1 = R/Z, H(0,0, r) = 4T(P), H(Us X {0} X {i}) is an open set in
Ws((PrT(P)), and H({0} x Uu X {i}) is an open set in WU(4rT(p)) forany
oftheorbitof
r E R. We considera metricon M thatagreesin a neighbourhood
X Uu X S1.
Us
+
on
+
dr2
dy2
p withtheimageunderH* oftheflatmetricdx2

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586

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

ofunity,we constructCoo vectorbundles,EU @ Es =


Using a suitablepartition
TM on M, satisfying
the conditionsstatedat th1ebeginningof the proofof the
lemma, and so that near the orbit of p, Eu is the image under H' of
{O} x Ru x R and Es is the image under H' of Rs x {O} x {O}. A direct
computation shows then that

= H*(dyi A

hood of the orbitof p, and Ot


W S(p),

...

A dyu A dr) in a neighbour-

of that orbitin
in a neighbourhood

= i9s

since ES = Es there. Then, (2.18) follows,since a

limdt d5glogft.

Now we can finishthe proofof Lemma 2.5: given p E M we considera


neighbourhoodUO of p and a local systemof coordinatesof class Coo,
= O,
(x,t,y) E Rs x R x RU, such that p- (0,0,0), Ws(p)
UO-y
and
Here
{x=O, t=O},
t=O}, WU(p)flUo
(x,r+t,y).
4r(x,t,y)
open set in Rs+ 1+u. We
and in the sequel we identify
UOwiththecorresponding
of the stablefoliationdefinedby
considerthe local parametrization
A(v, X, w) = (x, t, y) E Ws(O, t, w) n U0,
x = v,

t = A,

y = A"(w).

the conclusionsof Lemma2.5, ifwe shrinkenoughits


We claimthat A satisfies
First of all, we prove that for any v near the origin,
domain of definition.
A*(dy.
dyu) = It, is a Borel measure,absolutelycontinuouswithrespect
to the Lebesgue measure dwl ... dwU = Ito, and jv = p(v, w) ,jt, where
p E CJ'?(Ux V). In fact,we can assume that the decomposableform4 E
Au + (M) definingWs and the bundle Eu are such that EU = {x = 0) on U0,

and 42Eu = det dy' A


AdyU on U0. We can even assume that 4 is
invariantunderthe flownear the origin,so that t0 = i(d/dt)4 definesa new
u-formwithCs-coefficients,
and d4o = a A 40.
For a given open set A C V, and v E U, we set A = A (A), and
QVt = U0< <1({vV} X {t} x Ar), so thatby Stokes'theorem,since Qv is a
manifoldwithboundaryif v # 0, we have
(u + 1)-dimensional
lj-v(A)

- po(A)

dQv

a A

Qvv

foiL(a(TV, tA7w(w)),v) dIo(w)]dT

in P, and
so thatji,(A) is a Lipschitz
function
dli |'(A)

dv

II

?lllL

* V * jiv(A)

lv

Then
tvv(A) < po(A)e"C

withC

tall *v.

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587

CANONICAL PERTURBATION THEORY

This provesthatIt,, is absolutelycontinuouswithrespectto t0,thatis


with < PV < eC.

JV=vvIo

Now,

+ ff|a(A(Tv,
JPAv(w)dto(w) = Ldtto(w)

L[i f(a(A(Tv,
+

t, W)), V)PTV(w)

t, W)), V)PTV(w)

dT]

dto(w)dT

d,40(w).

Since thisholds forany open set A, we see that ppv(w)is Lipschitzin P, and
dp~( W)

dvlnw
dp =

(a(A(Tv,

t, w)),

v)

po(w)

1.

So p can be computedexplicitly
aboutits regularity
and our statement
checked
in C??.
immediately,
sincewe have showna has coefficients
Finally,givenany open sets A C Rs, I C R, B C R', containedin small
neighbourhoods
of the origin,
dxsdtdyl

A*(dxl
=|

M(B)dv'

L=|

Bp(vw)

AXIXB

dy')(A x I x B)

*-sdvdt
dvsdtdw1

dwu

and the lemma is provedforthe stable foliation.The proofforthe unstable


foliationis similar.
Proofof Theorem2.2. For thistheoremit is not clear thatwe can deduce
the result for diffeomorphisms
fromthe one for flows; indeed, when the
diffeomorphism
changes,even the manifoldin whichthe suspensionis defined
changes.However,the same ideas applyin bothcases. Below,we give in detail
the proofforflowsand leave forthereaderthesimplercase of diffeomorphisms.
LEMMA

2.6. The map I

- *>

e C?(M) is continuous.

E I, and a
Proof.Otherwise,there would exist a sequence cj
neighbourhoodV of ?,o in Ck(M), forsome k ? 0, with ? 4 V. From the
boundedin Ck?2(M);
proofofTheorem2.1 we see thatall the v4e are uniformly
so using the Ascoli-Arzela
theoremwe can assume that v4e -_ E e Ck+l(M).
Passingto thelimit,by theuniquenessofthe solutionsoftheLivsicequationup
to constantswe see that 4A= 4O. This contradictsthe hypothesis?,, 4 V,
-*

j > 0.

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588

R. DE LA LLAVE,

J.M.

MARCO, R. MORIYON

Remark.The proof above works if we only assume continuityof


o t) It=e E C??(M) withrespect
to e. Thiswillbe usedin theproof
(d/dt)(4 ?,
of Lemma 2.7 below.
LEMMA2.7. For any x e M, the map I E) c 4v(x) e R is of class C'.
For any E I, themap M 3 x * (d~,(x))/d8 e R is of class Coo.Finally,the
map I E * > (d4I/dc) e C?(M) is continuous.
Proof The lemmahas a local characterin e; so it suffices
to proveit in an
intervalIo C I wheretheconclusionsofTheoremA.1 (appendix)hold.Withthe
notationof TheoremA.1, let us assumeforthe momentthat x- h (x0) and
0. A good candidateford4I/d, wouldbe a function{e satisfying
(2.22)

-(4

dt

F0

(P

7.

dI

t=0

dx

+ (X ) =

Fde

where XI' = 4e is the generatorof the flow4e t 4Kstands for the spatial
derivativeof {e along M and 44. V is the corresponding
directionalderivative
forVE TM.
The existenceand regularity
on M of such a functionis a consequenceof
Theorem2.1, and thecompatibility
conditions,
f [=d

(2.23)

dX

forany periodicorbityeof 4e t. We postponetheproofof(2.23) and proceedto


show thatthisfunctionis indeedthe derivativeof {e withrespectto e. By the
remarkmade at theend oftheproofofLemma2.6, we knowthat4e C??(M)
on E Io We considernow the function
depends continuously

(2.24)

oh+(

he)

dh

wherethe directional
in thelasttermis computedat thepointhe(x) if
derivative
Vi is evaluatedat x e M. We claimthat Viesatisfies
(2.25)

+(

o,t)

vJe(Xo)=

[He

(,q E

he)]

0.

The proofof (2.25) willbe givenlater.

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589

CANONICAL PERTURBATION THEORY

Definingthe function
'*(X) = PEj(x)+ f7(x)

dq

we have that,as a consequenceof (2.25),


d
(2.26)
= He(eohe),
d (4e* 4(t*(x0)
t)

= 0

since it is obviouslytruefor =
=
0
On the otherhand, since {* Xe = mew
if we composeboth sides in the
above equalitywith he, and we multiplyboth by He, takinginto accountthe
equalitye) in TheoremA.1, we see that 4e o h, satisfies
the same equationthat
4e satisfiesin (2.26), and is a continuousfunction
differentiable
along XE . By the
of
uniqueness solutionsof cohomologyequationsup to constants,we see that
he = 4 and thefactthatboth)* and he are C' in ? provesthatNPeis also
oe?
C' in ? and
d ( + * o h-')

d vJe

dv

dv

The conclusionsof the lemmafollowfromthis,sincewe have alreadyseen that


on ?.
eE C?(M) dependscontinuously
In orderto prove(2.23), let us assumefirst
thatall the Ye's are containedin
a systemof coordinates.We can thinkof all ourfunctions,
as definedin Rn,and
thatfollowis that
Ye is a curvein R'. The essentialfactaboutthecomputations
we neverdifferentiate
with
?.
to
is
{e
respect
Equality(2.23) a consequenceof
(2.27a)

f
0

=
YeEO

vP>XE =

(2.27b)
(2.27c)

dYE - X

dit

YE,

and the equalitieswe get differentiating


these equationsas follows:We first
differentiate
(2.27a) with respect to ?. The term including q'q0 Ye can be
withrespectto thespatialvariables.
computedusing(2.27b) afterdifferentiation
o
Then the termincluding(Xe Ye) *dyE/dc can be evaluatedby differentiating
(2.27c) withrespectto E. We get
dTE

dv

TfI

(BE

Ye) + |(

[(

d'qE

d? Ye+ [.

?(l'Y.)E

dE
dy

Xe) YeI d

[
dedYE
dtye
E
L
dt

Ed

1)

dJ

EJd=0

dtEIY

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590

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

by partsin thetermincludingdyE/dtwe arriveat (2.23). In


If we integrate
case thereis no systemof coordinatescoveringall the ye's,we just restrictthe
intervalin the ? variableand use a finitepartitionof the curves Ye into yeJ,
1 < j < N suchthateach yej is containedin a coordinatesystem.Computingas
and
b1) where b= a
above we get a summationof the formE'>
.(a1bN=

a,.

The proofof(2.25) is similar.We proveit in local coordinates;so we assume


along XE,
betweenopen sets of Rn, differentiable
that he is a homemorphism
are definedin open setsofR', as before.We set he XE,forthe
and all functions
of
he
derivative
along XEO.Here again it is essentialthat no derivativewith
along XO.
respectto ? is takenon 4y,and he is onlydifferentiated
bothsidesof (2.24) along XEO:
Firstwe differentiate
4/X=0 ()eo

he) he

(44 o h.)

XEO+

(he *XE)

A_

dhf

h) d XE.

(+

Using the equalityin TheoremA.1, e), and the equality one gets by
bothsideswithrespectto ?, we have that
differentiating
)/e

=x

HE(4o he)(Xe ? he) + HE(), ? h,)(X, ? h.) -

dH

+ -

()

)d()(d

fo

h,)(Xe?

+He - (4f o hJ) (X

Eh

h.) + H,(4/eo h.)

dh
he)

ho

dhf

it withrespectto
Using(2.27b) and theequalityobtainedby differentiating
the space variables,we get (2.25).
In orderto finishthe proofof Lemma 2.7 we onlyhave to eliminatethe
assumption xE = hE(xo), cE = 0. In the general case, let us call 4/ the function
satisfying
d

0(4? et=

dt~

()/E ?

40(he(xO))

et0

= 0.

the conclusionsof thelemma.Since


4? satisfies
By the previousarguments,
e lke?+ Ce

e(Xe)

4 satisfiesthe same properties,and thelemmais proved.


Remark. Lemma 2.7 is still true if we only assume that the maps
?

(d/dt)(4J ( e t)I-t0 and I E c

4'E(XE)

are of class C'. We prove it in the

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CANONICAL PERTURBATION THEORY

591

same way, since we have neverdifferentiated


morethanonce withrespectto E
in the courseof the proof.
We can finishnow the proofof Theorem2.2: We prove by induction
that whenever the maps I D3 e
and
(d/dt)(4,o4e?pt)It=0E C?(M)
I 3 E ~ 4',(x,) E R are of class Ck, the map I 3 e E-* 4, E C?(M) is of class
Ck. The remarkafterthe proofof Lemma 2.7 takes care of the case k = 1.
Assumingthatthe claimis truefor(k - 1) ? 1 insteadof k, we proveit holds
for k. If the 4e satisfythe corresponding
hypothesis,
we know that the map
1-4
e
is
of
class
and
satisfies
Ck-l,
C?(M)
d4I/de
?
d (d4bE
dt de

!Itjo

d%
d

dX~

d'

dx
dc ~
dc,+O
d (xe)= d + d'(x)*e
as a consequenceoftheremarkat theend oftheproofof Lemma2.7. Applying
the inductionhypothesisto d4,/de we see thatthe map I D E | > d4,/de E
C?(M) is also of class Ck-1; so obviouslythe map I 3 E 4/e
C?(M) is of
class Ck. Theorem2.2 is proved.
AppendixA. Proofofthestructural
theoremforflowswith
stability
smoothdependenceon parameters
In this appendixwe give a proofof the structural
stabilityof hyperbolic
flowsbased on the use of the implicitfunctiontheoremin manifolds
of maps.
The consideration
of spaces of maps was initiatedby J. Moser[Mo 1] who
used a contractionmappingtheoremratherthanthe implicitfunctiontheorem.
J. Mather[Mat] introducedthe use of implicitfunctiontheoremsforthe case of
diffeomorphisms.
The advantage of this proof with respect to those based on general
ratherthanLipschitz,
shadowinglemmas[A] is thatwe can showdifferentiable,
forthepurposeof thisarticlethisdifference
is quite
dependenceon parameters;
crucial. There seems to be no proof in the literatureyieldingthe smooth
dependenceon parametersthatwe need forthe structural
stabilitytheoremfor
flows.
We referthereaderto [La] or [Pa] forthenotationand resultson manifolds
of maps thatwe do notdiscussexplicitly.
A.1. Let (XE)EEI be a CO family of Coo vectorfields on a
compactmanifoldM. Supposethateach X, generatesan Anosovflow. For all
EO E I thereis an openintervalIo C I, E GEF', a Co familyof homeomorphisms
THEOREM

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592

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

(he)eE Io and a C? family of real Co functions (HE),E


(a) For all ? E Io, x e M, themap
t E R F-4he(0t(x))

IO

in such a way that:

is C' and themap


d
d
dt

(e, X) G Io X M

t|he((Pt(X))G TM
t=O

is CO. Here (pt) is theflowof XE*


o 4t(x)] by h,(x)XO(x) butit shouldbe keptin
(We will denoted/dtIt=0[hE
mind thath' is nota truederivativeand, in principle,onlymakessenseacting

on X.O.)

(b) For all x E M themap


?

E=Io -* h~X)

GE M

is Cc and themap
(? X)

(d

Io x M4

(x)

eTkM

is C0 forallk ?0.
(c) For allx E Mthe map
? E

Io

-*

H,(x)

is C? and themap
(? X) G

(d

Io XM

R
EH-

H(x)

is CO forall k ? 0.
(d) For all x E M themap
E I10

hl(x)

(e, x) E Io X M

h->x(d-k

XE(X)

TM

is C?? and themap


X (x) e*-Tk TM

is C0 forallk ?0.
(e) We have the identity
hf(x)

XX O(x)

H,.(x)

X?(h,(x))

forall c E Io, x E M.

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593

Remark. Noticethatas a consequenceof (a)-(e) we also have the following: The map
t E R ~-d

de

h.(Pt(X))

TM

is C' forall E E Io and x E M and the map

(e, x)

IOX M

(d

X)

TTM
(x) EOE

is C0.

This theoremwillbe an immediateconsequenceofTheoremA.2 at theend


of thisappendix.
Let k be a finiteinteger.We denoteby _qk(M)(resp. Ck(M)) the Banach
space of Ck vectorfields(resp. Ck real-valuedfunctions)on M. When N is
anothermanifold(notalwayscompact)we denoteby Ck(M, N) thespace of Ck
maps f: M -- N withthe usual Ck topology.Finallywe denoteby fk( ) the
Banach space of Ck sectionsofa vectorbundle( -- M. We also use thisnotation
in case k = X, althoughthecorresponding
spaces are notBanach.When k is a
finiteinteger,thespace Ck(M, N) has a naturalstructure
ofa manifoldmodelled
on spaces Jk(q) [Pa]. When f E C'(M, N) we have a naturalidentification
J
where f* standsforthe usual pull-backof vector
TfCk(M, N)
rk(f*TN),
bundles. If N = M and f = 1M, then we have TMCk(M, M) = k(M). The
followingresultis well-known.
A.1. Let M, N, P be manifolds,M, N compact.The map

LEMMA

(f,

g)

C Ck+i(N,

P) X Ck(M, N) _*fo g E Ck(M, P)

is of class C.

Let X be a C' vectorfieldon M withoutcriticalpoints,thatis, X(x) = 0


forall x E M, and let (Fe) be the flowof X. We say thata continuousmap
f: M -- N is C' along X whenforall x E M thecurvet --* f(4t(x)) is C' and
the map x E M 4 d/dtIt,0f(4p(x))= Dxf(x) E TN is continuous.We denote
Cx(M, N) the space of all maps f: M -- N continuousand C' along X. We
shall consider CX(M,N) as a topologicalspace with the naturaltopologyof
uniformconvergenceof f and DJf
When ( -* M is a vector bundle we denote by Fx(() the subspace
CX(M, t) nl J0((). It is a linearspace, and it is a Banach space whenequipped
with a normdefinedin the obviousway. Moreover,rP(q) c rx() is dense as
one can see by a partitionof unityargument,
using C' systemsof coordinates

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594

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

When t is
by convolution.
out,and theusual smoothing
whereX is straightened
the tangentbundle TM -* M, we set FX(TM) = x(M).
We considerthevectorsubbundleD ofthevectorbundleof 1-jetsJI -* M
definedby j's E D if and only if DS X(x) = 0, and we denote by (x the
quotient vector bundle (/D. We have a natural continuouslinear map
FXM -ro(*X)-

in thespace CX(M, N). For each


structure
We can now definea differential
4): t M X N of f
f E Cx(M, N) thereexistsa vectorbundleneighbourhood
of t onto an open
4
a
-*
t
M
is
a
vector
that
bundle,
diffeomorphism
is,
[Pa],
subsetof M X N whichcontainsthegraphof f and cp(() C { x } x N foreach
x E M. We definea charton CX(M, N) by theinversemap of
s

Fx(-)

1T2 q ? s? E Cx(M, N)

where r2: M X N -+ N is the projection.It is an easy taskto provethatwith


on CX(M, N). When f e CX(M, N)
structure
such chartswe givea differential
as is usuallydone, TfCX(M,N) withFx(f*TN). If M = N and
we can identify,
f = 1M, then TLmCX(M,M)-X(M)
LEMMA

A.2. Themap

YE= C9'(M)

LxY E- -9(M)

has a linearcontinuousextension
YLEYe 9(M).
Y E x(M)
to factorthe map as follows:
Proof: It suffices
-* >F(TMx) -*
(M),
IF(TMX) is the natural map and

9X(M)
where ?9x(M) = FX(TM)

->

FO(TMx)

-*

90(M)

= FO(TM)

is induced by the Lie derivativeconsideredas a vector bundle morphism


Lx: J1(TM)

-*

TM.

LEMMA A.3.

Themap
fe Cx(M,

N)

Dxfe

C0(M,

TN)

is of class C?.
Proof: We take a chartat f by meansof a vectorbundle neighbourhood

off:

oMxN

M
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595

CANONICAL PERTURBATION THEORY

of 4, we obtaina vectorbundleneighbourWhen we taketheverticalderivative


hood of DXf:
Dvo

TVT

x 7JN

and also a chart at Dxf The local expressionof our map in these charts
rx(t)

--

FO(Tv() is not linear, but we can factorit in the form


Fx(()

where

x(t)

0((x)

->

Fo(TV()

(x)

is the natural linear map and F0((x)

inducedby a non-linear
CG fiber-preserving
map (x

->

Tv(.

FO(Tv() is

LEMMAA.4. The map

fE Cx(M, N) -R fe C(M, N)
is of class CG.
The proofof thislemmais leftto the reader.
and generallemmas,we startthe proofof the
Afterall the definitions
the following
map:
theorem,whichwillbe obtainedby considering
(?: ?91(M) X CX(M, M) X C(M)
4 (Y, f, F) = Dxf-F(Y

->

C(M, TM)

o f).

It followsfromLemmasA.1, A.3 and A.4 (and some technicaldetailsthatwe


the derivativesof F we must
omit) that (F is a C' map. Beforemanipulating
take a closerlookat thetangentspace TO0C(M, TM) whereOM = -F(X, IM' 1) is
the zero sectionof TM -> M. We knowthatthespace TOMC(M, TM) is identified
with the space of continuoussectionsof the vectorbundle O* TTM= TTMIM.
For each x E M we can consider TxM as a subspace of TOM(X)TM in two
different
by meansofthetangentmap at x ofthemap OM:M -> TM,
ways: first
we obtain the so-calledhorizontalsubspace of TOM(X)TM; and second by the
tangentmap at OM(x) of the map TxM-> TM, we obtainthe so-calledvertical
subspace of TOM(X)TM.This givesa Whitneysumdecomposition
TTMIM -TM

G TM

We have also a decomposition


in horizontaland verticalcomponents.
TOM('

TM) =?'0(M)

@ ?i0(M)

After
whichwe regardas an identification.
in horizontaland verticalcomponents
of (.
we can computederivatives
thesepreliminaries
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596

R. DE LA LLAVE,

J.M.

MARCO, R. MORIYON

LEMMAA.5. The continuous linear maps

D2F(X, IM' 1): qx(M)

-9 ?0(M)

3
??(M),

-90(M) d3
-0(M )

D3(D(X, 1M,1): C(M)


are givenby
D2A(X,

'M'

1)

z = (Z, LXZ)

D3(D(X,1M) 1) *H = (O. -HX ).


Proof:For the secondwe have
D2(D(X, 1M, 1)

(x - tHX) = (O. - HX)

H = -t

dt t=o

and forthe firstit suffices


to consideronlythecase Z
(4t) is the flowof Z we have then
d
DA(X'~ iM' I) * z=
d otf(D~t X-X

9'(M) (LemmaA.2). If

dt

(it*X

X) ot

dtdtt=OOM(+Pt) +

_(*x-X)
=

=(Z,. LxZ).

A' of Cx(M, N) suchthateach f EWe also have to considera submanifold


is transversal
to X in somesense.Let V be a vectorsubbundleof TM suchthat
we have TM = V 3 { XX: X e R}, and let D be an open neighbourhood
of the
diagonal A C M X M. If D is sufficiently
small we can take a C? map
F: D -> R such thatforall x E M:
D2F(x, x) * X(x)

1,

ker(D2F(x, x)) = Vx.

We defineWx= {y e M: (x, y) c D, F(x, y) = 0) and we considerthe set


of fE Cx(M, M) suchthatf(x) E Wxforall x E M.

A.6. Thereis an open neighbourhood


Y of 1M in CX(M, M) such
O
that., =
n Y is a submanifold
of Cx(M, M). We also have T1M#= Fx(V).
LEMMA

Proof We can defineforf close to 1M in CX(M, M) the map


f

,,f())

CX (M)

where Cx( M) is theBanachspace ofcontinuousfunctions


G: M -> R whichare
C1 along X. It suffices
to showthatthismap is a submersion
at 1M, When we

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CANONICAL PERTURBATION THEORY

597

take the derivativeof thismap we obtainthelinearmap


Z GE9x(M)

whichis onto because D2F(.,*)


splitting
9x(M)

Z GE CX(M)

-4D2F(.,

X = 1 and we have forits kernel x(V) the

= Jx(V) e {GX: G E Cx(M)}.

We considernow the set of Y E C(M, TM) suchthatforeach x E M, Y(X) =


0mQ7TY(x))where 7T:TM -> M is the projection.One easily verifiesthat Xi
is a submanifoldof C(M, TM) and that TOMX is the horizontalsubspace
of T0C(M, TM). From now on we denote by I the restriction
of 4D to
-91(M) x., x C(M).
LEMMA

(A.1)

A.7. AssumethatX is hyperbolic.


The map
D2,3+(X, IM' 1):

Fx(V) x C(M)

--

20(M) E ?i'0(M)

is a linearisomorphism
ontoa directfactorof TOMA.
Proof.We know(Lemma A.5) thatthe map (A.1) is
(Z, H) E Jx(v)

x C?(M)

-*

(Z, LxZ - HX)

and it suffices
to showthatthe map
(A.2)

(Z, H) E Fx(V) x C?(M)

> LxZ - HX E 9?(M)

is a linear isomorphism.
Let EU and Es be the unstableand stable vector
subbundlesassociatedto X. We knowthatEU and Es are continuoussubbundles
of TM and C1 along X. We denoteby 7T:TM - Eu EDEs theprojectionparallel
to X. Now, we prove the injectivityof (A.2). Suppose Z e Fx(V),
H e C?(M) and LXZ - HX = 0. Introduce the vector field Z' = 7TZE
Fx(EU + Es). We have Z' = Z + GX forsome G E Cx(M) and
(A.3)

LXZ' =(H

+ X G)X,

but EU EDEs is invariantunder the flow (4t) of X, and this implies that
L Z' e FO(Eu D Es), and by (A.3) thisgives LXZ' = 0, so thatZ' is invariant
Z' = 0 and also Z = 0, H = 0. We prove now
under (p,). By hyperbolicity,
Y
of
surjectivity (A.2). Suppose E p0(M). We can decomposeY in the form
Y = Yu + Ys + FX where Yu E FO(Eu), Ys E FO(Es) and F E C?(M). By
we can definea vectorfieldZ' E JO(EU e Es) in the form:
hyperbolicity

Z,

A,. dT*

00T.Yu

dT

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598

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

showsthat
and a shortcomputation
L Z'=

d
dt

t=o

*Z =Ys

+YU;

so we have Z' E Fx(EU 3 Es). If we take Z E Fx(V) such that ?rZ= Z' and
writeZ' = Z + GX whereG E Cx(M), thenwe have
Y = LXZ' + FX = LXZ + (X. G + F)X
and it sufficesto take H = - (X G + F) E C0(M). The implicitfunction
of I-'1(X) witha
theoremand Lemma A.7 implynow thatthe intersection
of (X, IM' 1) in the space ?91(M) X #x C(M) is the
suitableneighbourhood
to
graph of a C' map fromsome open neighbourhoodof X in .9'(M)
k x C(M). So we have thefollowing
finalresult.
Y
A.2. AssumeX hyperbolic.Thereare an open neighbourhood
X C(M) such that X(X) =
of X in ?N9(M) and a unique C' map X:t?THEOREM

(1M) 1) and if X(Y) = (f, H), then

(A.4)

Dxf-

H(Yof)

OM(f).

to Ck flowsand
Remark.The proofof TheoremA.2 extendsimmediately
maps, k ? 1. Fromthis,TheoremA.1 followsimmediately.
as sayingthat f maps each
Remark.Of course(A.4) can be interpreted
of X intoa trajectory
of Y.
trajectory
forf. This
we can achievesurjectivity
Remark. If we shrinkY sufficiently
is a consequenceof the factthatsurjectivemaps forman open set of C(M, M).
By the expansivitypropertiesof hyperbolicflowsit followsthat all f's are
homeomorphisms.
AppendixB. Generatingfunctions
are the best knownway of handlingsymplectic
Since generatingfunctions
in thisappendixwe showtherelationbetweentheconstruction
diffeomorphisms,
of perturbation
theoriesbased on them(see [AA]fortheintegrablecase, [CEG],
as in thispaper.
and theuse of hamiltonians
fornonintegrable
systems),
It turns out that generatingfunctionscannot even be definedin all
forfamiliesobtained
manifolds,but whentheycan, the theoryof perturbations
to thatobtainedusingGHI.
withtheirhelp is equivalent,even if moredifficult,
on theirown,
However, generatingfunctionsmake sense fordiffeomorphisms
not only when theyare embeddedin a family.This could be importantfora
solutionof the question([CEG]) of whetherit is possibleto removethe use of

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599

CANONICAL PERTURBATION THEORY

familiesin the theoremsstatedin Section1 (thatis to showthattwo sufficiently


close hyperbolicsymplecticdiffeomorphisms
or flowswith the same action
invariantsare smoothly
canonicallyconjugatewithoutassumingthereis a family
connectingthemand keepingconstantthe actioninvariants).
Given a symplecticmanifold(M, w), a coveringmap i: R2d -> M with
= dE), whereE = ZIpd dq' and (q' ..., qd P
Qume
Pd) are coordinates
->
in R2d',a symplectictransformation
M
M
and
a
f:
liftingf: R2d -> R2d, we
function
of f (withrespectto
say thata C?? functionS: R2d-> R is a generating
->
if
the
where
denotes
the
first
coordinatesof f
map (q, p)
f)
(q(q, p), p),
q(that is, f(q, p) = (4j(q, p), p(q, p))), definesa diffeomorphism
J of R2d onto
itself,and F*e - e = d(S o J - qp).
Not all transformations
admitthistypeofgenerating
but iff is C1
function,
close to the identity,
theydo, and thegenerating
functions
are determined
up to
constants.Conversely,S determinesf (and hence f), sinceit followsfromthe
definition
thatq = dS/dp, whichdetermines
J1(and hence I) and thistogether
=
with j- aSadq- determines
f. Givenan LHI fE,once fois fixedtheremaining
liftingsfe will be determined,
and then Se willbe determined
up to constants.
We say thata symplectic
transformation
L: M
M is homologousto the
identityif there exists a GHI fe with fo = Id and f, = f.
Since the resultsin thisappendixdeal withthesetransformations,
perhaps
we should note the importantrole they play in any other contexts.As a
consequence of a theoremof Weinstein,[W], thisgroupis locallycontractible.
A symplecticdiffeomorphism
is homologousto the identityif and onlyif it has
vanishingCalabi invariant,[Ba]. The group of symplecticdiffeomorphisms
homologousto the identityis the commutatorsubgroupof the group of all
symplectictransformations,
[Ba]. Finally,thereare fixedpointtheoremsforsuch
transformations
([CZ], [Ch], [Si2]).
PROPOSITIONB.1. Let

fe

be an LHI, and assume for each

that Se is a

generating
functionof fE. Thenthefollowingconditionsare equivalent:
a)

fe

is a GHI.

b) For any a, feo fo 1 is homologousto theidentity.


c) For any a, thereexists Fe: M -> R such that dS/ds o Je =
whereJe is thediffeomorphism
on R2d associatedto Fe.

FE oST

Proof The equivalencea)


b) is obvious.The implicationb) =* c) with
"infinitesimal"E is in the Propositionin 48.C in [Ar]. For the equivalence
withrespectto E both sides of
a) < c) we use the same idea: We differentiate
the expression
FE*O -e = d[Se(qje p)-qp]

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600

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

with(q, p) fixed,and we obtain


[dSp

f*[d(e93 y) - dFJ]= d [I?

(qu,P)

dq1
de

dSF

a ( e)

whereSe is the vectorfieldthatgeneratesfL,and FE itshamiltonian.


But dSe/@f= Pe and dfE/deis givenby the firstcoordinatesof F,(g,, p,);
so the last termon the right-hand
side is just d [3(e, Fe)] and we get

dS--

(qe p)

F 'fe + Ce

forsome constantsC,. This provesthatin c) we can take Fe= Feo fe, Fe being
the hamiltonianof the GHI Fe.
In some particularcases,namelywhen M = T' X R', themap J inducesa
map on M, which we also denote by J. In this case, accordingto c) above,
on M, so we can integrate
back and we get:
dSE/dc is a function
B.2. Underthe above assumptions,conditionsa)-c) of the
are equivalentto
previousproposition
d) For any a, thereexistsAE: M -> R such thatS. - SO= A o fr.
PROPOSITION

This allows the construction


of generating
functions
fromfunctions
on M.
if f, g are symplectic
In particular,
of M, C' close enough,and
diffeomorphisms
g o f-' is homologousto the identity,theirgeneratingfunctionsdifferby a
functiondefinedon M.
Since PropositionB.1 relates the infinitesimal
increment(in e) of the
ofa GHI withitscorresponding
we can use it
generatingfunctions
hamiltonians,
togetherwiththe formulain Proposition1.2, d) in orderto developa perturbation theorybased on generating
as follows:
functions,
B.3. If Le,ge, he are GHI's, g0 = Id, he = g, o f ?g;

for
each ac,J1/JB, Jhdenotethecorresponding
on R2d, and Sf S9,
diffeomorphisms
S' are corresponding
generating
functions,then
PROPOSITION

dS9
de

dS_
e de e

dSh

dS2f

de eg

de

The above equation,where g, (and hence S 9,Je9)are unknowns,can be


used in principlein orderto develop a perturbation
theoryusing generating
functions.Since it is a cohomology
it can be studied
equationfor(dS9 /dA)o JV,9
usingthe resultsof Section2. This showsthatthe perturbation
theoryone gets
is equivalentto the theorydevelopedin thispaper,
using generatingfunctions
although it is less general,since generatingfunctionsdo not always exist.
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601

CANONICAL PERTURBATION THEORY

in the contextof
Classical perturbationtheoriesuse the previousformalism
asymptoticexpansions,as we do in AppendixC.
f
diffeomorphism
thatperiodicorbitsofa symplectic
Let us mentionfinally
action: if
stationary
in R2d with generatingfunctionS have a corresponding
<
<
N
0
is
the
then
the
9:
-> R
function
R2d,
1,
periodicorbit,
{(Q (, PAi)},
j
definedby

y({Qi, pi})

n-2

j=O

S(Qi,Pi+') + S(Qn-1

n-1
E

j=O

Qj

. pi

criticalpointsof 9? defineperiodic
has a criticalpointat {(Qi, Poi)).Conversely,
orbitsof F.
of the torus.A simple
A similaractioncan be definedfordiffeomorphisms
computationshowsthat{(Qoi,Poi)}is a criticalpointof
n-2

?({Qi, Pi})

j=o

S(Qi, pi+') + S(Qn- Po + 1) -

n-1

j=O

Qi Pi-kP0,

k,1E

Zd,

if and onlyif the corresponding


pointsof the torusare the pointsof a periodic
orbit.It is shownin Proposition1.5 thatactionis invariantunderconjugation.
functions
can be consideredby takingpartof
typesof generating
Different
the firstd coordinatesof x and f(x) and part of theirlast d coordinatesas
globalcoordinateson the graphof f, insteadof q and pj as we did before.Most
of the factspreviously
explainedcan be extendedto thissituation.
theoriesand Lie techniques
perturbation
AppendixC. Asymptotic
theoriesespecially
In this appendix,we discuss asymptoticperturbation
natural,and
throughthe use of Lie techniques.The latterare geometrically
efficient
methodsof calculatingasymptotic
expanperturbation
computationally
sions.We will also showtheyare the mostgeneralpossible.
It will come out fromthediscussionthatthereare necessaryconditionsfor
the solutionof (1.1) in formalpowerseries;a fortiori,
theyare necessaryforthe
existenceof bona fideanalyticsolutions.We will workthenin detailand show
that they are strongerthan the necessaryconditionsfoundin Section 1 and
therefore,using the theoremsthere,forAnosov systems,the existenceof an
asymptoticformalsolutionimpliesthe existenceof a C' one. (In the cases that
we could prove Co regularity
forthesolutionsoftheLivsicequationwe can also
show analyticityof the solutions.)This resultshouldbe comparedwith some
examples(e.g. in [Mo2] forwhich(1.1) has a formalpowerseries
nonhyperbolic

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602

R. DE LA LLAVE,

J. M. MARCO,

R. MORIYON

greater
(ofanyregularity
solutionbut notone in thesenseoffamiliesoffunctions
than C0).
since the correspondwe willonlydiscussdiffeomorphisms,
For simplicity,
ing theoryforflowscan be easilyobtainedfromthemethodsexplainedhere.
techniquesand how to applythemto
on Lie perturbation
More information
can be gottenfrom[Gi], [Ca], [DF].
specificcomputations
Now, we startto makethismoreprecise.
Definition(Poincare). Let L, be a Co familyof Co canonical diffeomorphisms.We say it admits an asymptoticperturbationtheoryto order
M (M E N U {coo}) when thereis a sequence {g)}'M=o of Co familiesof Co
suchthat
canonicaldiffeomorphisms
g>=f0+
O(CN+l),
a) (gE ) ?
+
=
Id
gN+
O(CN+1)
b) (g>N1O
where + O( cN) means that,in each coordinatepatch,the coordinatesof the
of the coordinatesof the pointand
transformed
point(beinganalyticfunctions
willshowthatthisnotion
c) are functionsdivisibleby EN. A moment'sreflection
is independentof the coordinatesystempickedin a C" atlas.
Givena familyof diffeomorphisms
g, we willsay that{g> } = is an
asymptoticexpansion of g, if gN = gE + O(cN). Therefore,an asymptotic
perturbation theory is an asymptotic expansion of fe of the form
(g N) o o -(g 1) . Notice thatthe g N themselvesneed not be the asymptotic
expansionof an analyticg .
50 are equivalent
when
} gNN=
Finally,we willsay that{g,}M50,
{hN
h>N+

O(N

? 1)

theoryand { hN} is equivClearly,if { g$N} is an asymptoticperturbation


fromthe
hfN
theory.Therefore,
alent to it, { } is also an asymptotic
perturbation
theories,
perturbation
asymptotic
pointofview of solvingtheproblemoffinding
of
notion
equivalency.
a
natural
it is
Remark.We willsee thatconditionb) can alwaysbe adjustedand playsa
role onlyin uniquenessconsiderations.
made senseforfamilieswithless regularity
Remark. Even if the definition
and we will
ofthetheorywouldbe morecumbersome
thanCo, the development
not attemptto do it.
made so fardo notuse the factthat
Remark. Noticethatall the definitions
wouldgo throughfor
the g. are canonical.A considerablepartof theformalism
generalfamiliesof diffeomorphisms.

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CANONICAL PERTURBATION THEORY

603

Remark. The original motivationfor a definitionlike this one came from


early attempts to study perturbationtheory for integrable systems. The first
strategytried was to transform(1.1) into an equation for generatingfunctions,
equate like powers of c, solve for the unknown coefficientsand majorize the
series to show it was indeed a function. At the time this was the standard
procedure to deal with functional equations-including
O.D.E.
and
P.D.E.'s-and
had been spectacularlysuccessful.
Poincare, who had already used it to solve the functionalequations for 6
functions and simpler versions of (1.1), realized that, in some cases, there were
geometric arguments to show the series could not converge. Nevertheless,the
truncations satisfied the definitionabove and he realized that this sufficedto
obtain qualitative and quantitative informationabout the motion. So, it was a
good notion to isolate.
Our first task will be to develop some notation that allows effective
computation. We will associate to each diffeomorphismf an operator f acting
on an appropriate space of analytic functionsby fF = F o f. Clearly we have
fig= g o f. The advantage of this association is that, since vector fieldsare also
operators, we have put in the same category diffeomorphisms
and vector fields
and this allows remarkablemanipulations.Moreover,we will be able to discuss in
the same frameworkderivativesof vector fieldswithout worryingabout higher
tangent spaces.
In this language, saying that { g' } and { hI } are asymptoticallyequivalent
is the same as saying

jjgeF - heFjjco ?

CFC

for all F. Equivalently


(gN _ hN)F

(d_ )

=0.

As before, we will have to find a way to write concisely and manipulate


effectivelyasymptoticexpansions { g>}. One possible approach is to parametrize
each of the g NIs using one of the methods we discussed before (the exponential
mapping, or, for canonical transformations,
GHI or generatingfunctions).The
following,however is more useful.
Id,
PROPOSITION C.1. For each sequence of families {g?'}
g ? =
satisfyingconditionb), thereexistsa unique sequenceof vectorfields { S ) t1
such that
=

gN

x|ESe

O(CN+

1)

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604

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

where "exp[ ]" denotesthe time-onemap of the time-independent


(e hereis
just a parameter,not the time variable) vectorfield in parentheses.(The
justificationfor this notationis that, for analyticfunctionsF, exp(Y%)F=
_ o0(I1/n!)(12nF) is true,just Taylor'sformula.)
In case thattheg' are canonical,the Wiare locallyhamiltonian.If thegeN
are theasymptoticexpansionof a GHI, the Wiare globallyhamiltonian.
Proof Using(b) we can see that
(

) L

LK

forall L, K < N.
1Fci ] we see that
Then, takingderivativeswith respectto E of exp[ENZ
the L derivativeis L!VL + ML where ML is an expressioninvolvingonly
we can findWiinductively
- 1.Therefore,
.1 ...*
equatingCL + ML withthe
L-thderivativeof gL. (Conditionb guaranteesthattheresulting
exponential
still
matchesgL+1 to order _N+1.)
Since the successivederivativesof canonical transformations
are locally
hamiltonianvectorfieldsand the set oflocallyhamiltonian
fieldsis closedunder
the operations that produce ML out of 1 ... WL+1 by induction we get that
when g N are canonicalWiare locallyhamiltonian.

For globallyhamiltonian
isotopies,we justobservethatthefirst
derivativeis
a familyof globallyhamiltonian
vectorfieldsand so are thefollowing
derivatives.
The motivationforsuch parametrization
comes fromthe analogywiththe
Lie groups.To discussconjugacyequationsforfinite
theoryof finitedimensional
a neighbourhood
of
dimensionalLie groups,it provedveryusefulto parametrize
the identityas the exponentialof a ball in the Lie algebra. (1.1) is also a
conjugacy equation in the infinitedimensionalLie group of diffeomorphisms
of the identityas the
and, then,it is naturalto tryto expressa neighbourhood
exponentialof a subsetof theLie algebrawhichis the set ofvectorfieldsand in
whichthe Lie algebraoperationis the commutator.
the relationbetweenLie algebrasand Lie groupsis intrinUnfortunately,
sicallymore complicatedin infinitedimensionsthan in finitedimensions.The
dimensionalLie algebraneed not covera neighbourexponentialsof an infinite
hood ofitsLie group(someexamplesappearin [St2]or evenin theancient[Sc]).
Besides,thisparametrization
onlyworksone way:evenifit is veryeasyto obtain
estimatesof the time-onemap givenestimateson the field,it is impossibleto
on its time-onemap.
obtainestimateson thefieldgiveninformation
forformalperturbation
theories(wherein Sternberg's
words
Nevertheless,
finitedimensional
[St2] "everythingis the inverselimitof the corresponding

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605

CANONICAL PERTURBATION THEORY

situation")thoseproblemsdo notariseand-as we willshow-we stillhave the


by the Lie algebrastructure.
computationalpowerafforded
The most importantpiece of Lie algebralore that carriesover (suitably
reinterpreted)to the case of vector fieldsis the Baker-Cambell-Hausdorff
formula:
exp(jd)exp( a)

~~~~~
0X

1)~

(-1

n(n +

++
=exp[
v

v4

i'

] +

2[,w

~~~r,I- ----

- -

[,[

1)

-------[S.

(si +

JV

$]
Ad,

g2

** [,

[, [

d, [

+ 1)r1!r2!

+Sn-I

r2

Si

$'

V]

------

rn

[d

S.a

rn!SI!S2!

Sn -!

+***]-

C.2. For compactmanifolds,the Baker-Cambell-Hausdorff


PROPOSITION
and lookat the
(That is, if we considerexp(&s_/)exp(,?_4)
formulais asymptotic.
side withthesame powerof c, and truncatethesum to
termson theright-hand

differingby
order N, we obtain families of diffeomorphisms

o(N?+

1)).

Proof.We observethatthe proofin [Dy] fornormedLie algebras-seemwerecomputed-onlyused manipulaingly,thefirstplace wherethecoefficients


expansionslike the ones we consider
tions which are also valid forasymptotic
here. Apart from integrationand derivatives,this proof only uses that
EnXyn(1/n!)cn is asymptoticto exp eY?, that the formalpower series of the
and the power
in theexponentialgivesthe identity,
logarithmwhen substituted
1)-i.
seriesexpansionof (ez
oftheexponential
natureoftheformula
As remarkedbefore,theasymptotic
followsfromTaylor'sformula(here we use completenessof the flow)and the
seriescan be easilyjustified.
functionalcalculuswithasymptotic
Remark. Even if the formulaof the exponentialconvergesin the strong
co

thisis notnecessarily
foranalyticfunctions,
sense (E( Yn/n!)_n)F-+exp(,-Y)F)
cannot
claim this strong
we
of
the
formula
So,
for
the
logarithm.
the case
formula.
operatorconvergenceforthe Cambell-Hausdorff
Remark.The completenessassumptionis essentialas shownby Nelson's
example ([Ne], [RS]) of two vectorfieldsin which,even if theircommutator
do notcommute.
vanishes,theirexponentials
thatto make
From the functionalanalysispointof view it is well-known
it is necessarythat the operatorsbe
sense of exponentialsand commutators
by a theoremof Nelson
selfadjoint.This again almostamountsto completeness

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606

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

([AM], ?2.6.15). Reasonable exponentials have to satisfy the K.M.S. (KuboMartin-Schwinger)condition and in [Ga2] it is shown that this is equivalent to
completeness.
Now, we can tryto obtain an asymptoticsolutionof (1.1) by systematically
applying the Cambell-Hausdorffformulaand equating equal coefficientsin e. For

by thefollowing.
canonicalfamiliesthisis greatlyfacilitated
vectorfields,then
PROPOSITIONC.3. If ?1 and Y2 are locallyhamiltonian

vectorfieldof hamiltonianco(y1,Y2).
[Y1, Y2] is a globallyhamiltonian
Proof See ([Ar],?40 D, [AM],3.3.18).

FI

In the case thatPropositionC.3 can be applied,mostof the termsin the


vectorfieldsand, the equaCambell-Hausdorff
formulaare globallyhamiltonian
tionsto solve are equationsamongfunctions,
notequationsamongvectorfields.
If we write
fe = exp e

Fn

and tryto findan asymptotic


theoryto all orders
perturbation
g F =expEI

the equationsforthefirsttermsare
1 = - fo*91 +
F2 = 'F3

fo*W2 + W2 +

= +

o W3

+ W3 +

[fo*W2, 51]

+ 1

[W15

V *1 5 W1]
[focal)
12 [foa1,

W2]
[foca1

1i]]

LW15focal]].

A moment'sreflectionwill show that the equations obtained have the


followingstructure
=n

A-

fn

+ Wn + -qn

where M,, is a vectorfieldthatcan be computedout of


...n1. Now it is
ifwe have a theoryforthehomologirecursively
possibleto studythishierarchy
cal equation XF= - fgon + W. (For hamiltonianvector fieldsand fo hyperbolic,
thiscan be reducedto a Livsicequation.)
The theoryof the homologicalequation may verywell have non-trivial
solvabilityconditions(e.g. if fo has periodicorbits)and it could happen that,
when we studythe equationcorresponding
to a particularorder,we findit has
no solution.In view of PropositionC.1, whichshowsthatour procedureis the
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607

CANONICAL PERTURBATION THEORY

mostgeneralpossible,we concludethereis no asymptotic


perturbation
theoryto
thisorder.
The existenceof a perturbation
theoryof orderN can be expressedas a
condition for 51

..

ON.

In some cases, where for instance, GHI's start in

irrationaltranslationsof the torus,those conditionsfor F1 are


sufficiently
particularly
simple:thereare none,so in thiscase, existenceof a perturbation
theoryfiniteto all orderscan be inferredby lookingjust to fo*.However,in
generalthe existenceof a perturbation
to all ordersis a propertyof the whole
family(more properly,of all the derivativesat the origin,whichforanalytic
functionsamountsto the same). (See [Ga3].)
PROPOSITION

C.4. Havingan asymptotic


perturbation
theoryto all ordersis

invariant
underconjugation.
If { gN } is an asymptotic
perturbation
theory
for
he{ he g Nh,} is an asymptotic
perturbation
theory
forhe 'flhewherehe is any
Cw familyof diffeomorphisms
ho = Id.

This propositionmakesit possibleto showthe following.


For theAnosovGHI discussedbefore,havingperturbation
theoryto all ordersimpliesthe existenceof a Ct familyof Ct functionsg,
solving(1.1). In case fo has analyticfoliations,the g, is a Co familyof Co
functionsforsmall e.
THEOREM

C.1.

The shortestway to prove this theoremis to observethat the necessary


conditionsforthesolutionof(1.1) (firstsection)are invariant
underconjugation;
if we computethenon (g>)- 'fgN theyshouldbe divisibleby EN. On theother
hand, since the periodicorbitsare hyperbolic,the implicitfunctiontheorem
shows that those conditionsare analyticin e. Since N was arbitrary,
theyare
identicallyzero and we get thistheoremby applying1.3 and 1.4.
There is anotherstrategy
to obtaina proofof thistheorem,withsmallness
of Nash-Moser
assumptionseven in the CO case, based on a modification
fortheproofofTheorem1.3. We willsketchthisstrategy
herebecauseit
strategy
can be applied to cases wherethereis no hyperbolicity
and because it willshed
some lighton the naturalness
of theGHI formalism.
We startby observingthat,if feadmitsa perturbation
theoryto all orders,
and fe= f0+ O((N)
we can lump togetherthe first2N equations of the
hierarchyto get
2N
EFk=

k=N

2N

k=N

2N

E
k=N Gkc

fo

(Notice thatthe Fk, Gk hereare different


fromthosein 1.3.)
This is a Livsic equationwe can solve withtame estimates,and we can
conjugatewith thislinearizedsolutionto obtain an fe admittingperturbation
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608

R. DE LA LLAVE, J. M. MARCO, R. MORIYON

and much closer to fo. The procedurecan be


theoryto all orders,O(c2N)
ofthisis that,givenestimateson f ogiterated.The onlydifficulty
indefinitely
idea thatcomesto mindis
thereis no way ofobtainingestimateson se.The first
withremainder.
formula
This
to estimatese by meansoftheCambell-Hausdorff
we believe can be done but it is veryhardand tedious.But ifone startsto think
one soon getsto GHI
ofsmallexponentials,
about how to workout compositions
formalism.
equations
One can, then,observethatforsystemsO(cN) the perturbation
formalism.
The factthatwe can
are the same in the GHI as in the asymptotic
indefinitely-becauseat each step we have an L, with
repeat the eliminations
perturbationto all orders-can be used to establishconvergencein the GHI
wherewe have estimatesgoingbothways(fein termsof Fe and Fe in
formalism
termsof f).
theoremfor hamiltonianflowsis easy to prove, the
The corresponding
of the space of flows
reasonbeing thatwe alreadyhave a good parametrization
This parametrization
in termsof functions;thatis, we can use thehamiltonian.
has verygood properties;givenestimateson the hamiltonianit is possibleto
obtain estimateson the flow(and vice versa) and it is easy to compute,with
afterone iterativestep.An elegantproofofa
errorbounds,the new hamiltonian
theoremon existence
particularcase of the K.A.M. (Kolmogorov-Arnold-Moser)
can be foundin [Th]. The fulltheoremis
of invarianttoriusingthismachinery
provedalong theselinesin [Dep].
thatit does not followfromTheoremC.1
Remark.It is worthmentioning
seriesconconditionsare met,the perturbation
that,when the compatibility
forsmallenoughE or in
vergeseitherin thesenseofexistenceoflimN,-)NnGn
the weaker sense of existence of limN-expFNe

fl

the g, out of the perturbation


The way to reconstruct
theoryis througha
whichcould produceconvergenceeven thoughthe
very drasticresummation
theorywoulddiverge.(Notice that,if
seriesproducedby thenaiveperturbation
the firstsense were true,givenany analyticGHI ge, we could prove that all
a result
smallendpointsofa GHI are time-onemaps ofhamiltonians,
sufficiently
thatlooksratherimplausible.)
of
Our resultsseemto pointout to theconvenienceof "groupingtheeffects
in
length scales" (a principlewell known to be effectivein perturbations
quantumfieldtheory)and we write
=

exp(e

l) oexp(

ek

k)

o ...

oexp

En1

k~)

o ...

and matchpowers.
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609

CANONICAL PERTURBATION THEORY

Besides being theoretically


sound,thisway of writingperturbation
theory
to thosethat
has the advantageofbeingof comparablecomputational
difficulty
have been proposed before. This is because different
length scales almost
decouple.
Remark.The resummations
alludedto in thepreviousremarkare important
of numericalwork.
not onlyto proofsof convergencebut also to the efficiency
There have been severalschemesproposedthat,even iffromtheformalpointof
work better(e.g. in [DF] the authors
view are equivalent,computationally
suggest writing g, = exp(eF1) oexp(e2'2) o

...

matchpowersof ?).

o exp(On~) o

...

and tryingto

Acknowledgments
We thankP. Collet,H. Epsteinand G. Gallavottiformakinga versionof
advice and discus[CEG] availablepriorto publicationand forencouragement,
sions. In particular,a course taughtby G. Gallavottiat PrincetonUniversity
in interesting
about [CEG] was instrumental
us in theseproblems.
We are also indebtedto theparticipants
ofSeminariode SistemasDinatmicos
in Madrid: L. Diaz, J. M. Lopez de Sa, M. V. Mohedanoand E. Outerelofor
to dynamicalsystems
manyusefuldiscussionsand to C. Simoforan introduction
in the summer1983 Schoolat Jarandilla.
Our collaboration
was made possiblethroughthe hospitality
of I.H.E.S. to
R. Moriyonand invitations
by Univ. Autonomade Madrid(Math.) and Univ.
Complutense(Math.) to R. de la Llave.
R. de la Llave wantsto thankOscar Lanfordformakingthesevisitspossible
and forencouragement
to pursuethisworkeven whenit meantthatjointwork
was delayed.
PRINCETON UNIVERSITY, PRINCETON, NEW JERSEY (first
author)
UNIVERSIDAD AUTONOMA DE MADRID, CANTOBLANCO, MADRID, SPAIN

(secondand thirdauthors)

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(ReceivedMarch26, 1985)

two of us
Note added in proof.Since the completionof thismanuscript,
showed that Lyapounovexponentsat periodic orbitsare a completeset of
invariantswhen M = T2 and one of the membersof the familyis linear[MM].
Anotherof us removedtheuse of familiesand extendedthe resultto all Anosov
diffeomorphisms
[L2].
Jean-LinJournegave a simplerproofof Lemma 2.3 withoutusingLemma
2.4 but usingHoldercontinuity
of thefoliations
[J].
A. Katokand S. HurderreportedanotherproofofTheorem2.1
[MM] J. M. MARco, R. MORIYON, Invariantsfor smoothconjugacyof hyperbolicsystemsI,
submittedto Com. Math.Phys.
[L2] R. DE LA LLAvE, Invariantsfor smoothconjugacyof hyperbolicsystemsII, submittedto
Com. Math. Phys.
On a regularity
in connectionwithAnosovdiffeomorproblemoccurring
[J]
JEAN-LIN
JOURNEi,
phisms,PrincetonMath.Dept. preprint.

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