3

Let $d\in\mathbb N$ and $v\in C_c^\infty(\mathbb R^d,\mathbb R^d)$. We know that, for any $\tau>0$, there is a unique solution $X^x\in C^0([0,\tau],\mathbb R^d)$ of \begin{align}X'(t)&=v(X(t))\tag1&\text{for all }t\in[0,\tau],\\X(0)&=x\end{align} for all $x\in\mathbb R^d$. It is easy to show that $$T_t(x):=X^x(t)\;\;\;\text{for }t\in[0,\tau]$$ is a $C^1$-diffeomorphism from $\mathbb R^d$ onto $\mathbb R^d$.

Now let $\Omega\subseteq\mathbb R^d$. How can we show that,

  1. if $\left.v\right|_{\partial\Omega}=0$, then $$T_t(\partial\Omega)=\partial\Omega\tag2$$ for all $t\in[0,\tau]$?
  2. if $\Omega$ is closed or open, then $$T_t(\Omega)=\Omega\tag3$$ for all $t\in[0,\tau]$?

It's clear to me that any homeomorphism maps boundary (interior) points to boundary (interior) points. I guess we need to use this somehow.

EDIT: From the comments it is clear that $(2)$ holds, since it should generally hold that if $B$ is any subset of $\mathbb R^d$ with $\left.v\right|_B=0$, then $T_t(x)=x$ for all $x\in B$. But how can we prove $(3)$?

EDIT 2: If $f$ is any homeomorphism between topological spaces $E_1$ and $E_2$ and $B_1\subseteq E_1$, then we know that $f(B_1^\circ)=f(B_1)^\circ$, $f(\partial B_1)=\partial f(B_1)$ and $f(\overline{B_1})=\overline{f(B_1)}$. If $B_1$ os open, then $B_1=B_1^\circ$ and if $B_1$ is closed, then $B_1=\overline{B_1}$. I think we need to use this for $(3)$.

EDIT 3: Let $x\in\Omega^\circ$. Then there is a $\varepsilon>0$ with $B_\varepsilon(x)\subseteq\Omega$. Maybe we can at least show that there is a $t\in[0,\tau]$ (sufficiently small) such that $\left\|X^x(s)-x\right\|<\varepsilon$ for all $s\in[0,t]$. Then it would follow that $$T_s(\Omega^\circ)\subseteq\Omega^\circ\;\;\;\text{for all }s\in[0,t].\tag4$$ From pure intuition, for a sufficiently small $t$, the velocity should not be able to move the point $x$ outside of the ball $B_\varepsilon(x)$. So, $(4)$ should hold. (How would we need to argue that it must even be an equality? This seems trivial, by bijectivity though.)

0xbadf00d
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  • For $(2)$, there's a simpler argument: the flow map $T_t(x)$ satisfies $\frac{d}{dt}T_t(x)=0$ for $x\in\partial M$. The only solution to this ODE is the constant function. – Kajelad Aug 20 '20 at 20:00
  • Indeed, as @Kajelad points out, the boundary not only maps to itself, but it stays pointwise fixed. If $v$ was everywhere tangent to $\partial\Omega$, then the flow would preserve the boundary, but individual points would move around. – Ted Shifrin Aug 20 '20 at 20:46
  • @Kajelad What exactly did you use? It's clear to me that $\frac\partial{{\rm d}t}T_t(x)=v(t,T_t(x))$ (assuming, more generally, that $v$ depends on $t$ as well). It seems like you've used that $T_t(x)\in\partial\Omega$ if $x\in\partial\Omega$? But how do we know that? The only thing that I know is that $\partial T_t(\Omega)=T_t(\partial\Omega)$. – 0xbadf00d Aug 26 '20 at 15:27
  • @TedShifrin Please take note of my comment above. I'd also be interested in whether we can generalize this to any subset which is invariant under homeomorphisms (is there a characterization of those sets?). – 0xbadf00d Aug 26 '20 at 15:28
  • It follows from the fact that for the ODE $\frac{d}{dt}x(t)=v(x(t),t)$ with initial condition $x(0)=x_0$, if $v(x_0,t)=0$, then $x(t)=x_0$ (provided $v$ is locally Lipschitz). – Kajelad Aug 26 '20 at 21:52
  • @Kajelad I'm not able to prove your claim literally, but maybe you mean the following: If $t\in[0,t]$ and $v(s,X(0)=0$ for all $s\in[0,t]$, then $\left|v(s,X(s))\right|\le c\left|X(s)-X(0)\right|$, where $c$ is constant of Lipschitz continuity of $v$ (I'm assuming $v$ is Lipschitz in the second argument uniformly wrt the first) and hence $\sup_{s\le t}\left|X(s)-X(0)\right|\le c\int_0^t\sup_{r\le s}\left|X(r)-X(0)\right|{\rm d}s$. This implies $\sup_{s\le t}\left|X(s)-X(0)\right|=0$ by Gronwall's inequality. Is that what you meant? – 0xbadf00d Aug 27 '20 at 04:57
  • @Kajelad You wrote that $v(t,X(0)=0$ implies $X(t)=X(0)$ ($t$ is fixed), but I don't think that's correct. – 0xbadf00d Aug 27 '20 at 04:57
  • What I mean is that $v(t,x(0))=0\ \forall t\in I\implies x(t)=x(0)\ \forall t\in I$, where $I$ is an interval containing $0$. It follows from Picard-Lindelöf theorem, provided $v$ is Lipschitz (in this case it is smooth). – Kajelad Aug 27 '20 at 05:28
  • @Kajelad How is this different from what I wrote? You don't need Picard-Lindelöf (I guess you've got especially the uniqueness result in mind) at this point. As I've shown above, we obtain $\sup_{s\le t}\left|X(s)-X(0)\right|=0$ from Gronwall's inequality. And this is clearly equivalent to $X(s)=X(0)$ for all $s\in[0,t]$. – 0xbadf00d Aug 27 '20 at 05:53
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    @TedShifrin Just to be sure, this has nothing to do with the boundary, right? It should generally hold that if $B$ is any subset with $\left.v\right|_B=0$, then $T_t(x)=x$ for all $x\in B$. Or am I missing something? – 0xbadf00d Aug 27 '20 at 06:05
  • My previous comment was merely clarifying what I meant in the one before that; your argument seems to work as well. – Kajelad Aug 27 '20 at 06:40
  • Are you asking how to prove (3)? – Arctic Char Aug 27 '20 at 06:46
  • And what is the assumption on $\Omega$? – Arctic Char Aug 27 '20 at 06:49
  • Yes, that is correct. – Ted Shifrin Aug 27 '20 at 07:00
  • @ArcticChar Yes, sorry. Confused the numbering of bullet points and equations. The assumption is that $\Omega$ is either closed or open. – 0xbadf00d Aug 27 '20 at 07:23
  • Do we still have the assumption $v|_{\partial \Omega} = 0$? – Arctic Char Aug 27 '20 at 07:28
  • @ArcticChar Yes. – 0xbadf00d Aug 27 '20 at 07:29

2 Answers2

1

About the second question, you can go like this. This is a formal argument for the more intuitive "you can't cross the boundary if the boundary is fixed, so you gotta stay inside".

Firstly, suppose that $\Omega$ is open. Take $x \in \Omega$. The map

$$ T_{()}(x): [0, \tau] \to \mathbb{R}^d $$

that sends $t$ to $T_t(x) $ is continous, thus the preimage of $\Omega$ is open. We then get that

$$A(x) = \{t \in [0, \tau] : T_t(x) \in \Omega\} $$

is open. Suppose by contradiction that there exist $x$ such that $A(x)$ is not $[0,\tau]$. Take $t(x) = \sup \{ t: \forall s \in [0, t] , T_s(x) \in \Omega\}$.Set $y=T_{t_*(x) }(x) $.

Notice that:

  1. $y \not \in \Omega$. Indeed, $t_*(x) < \tau$ because otherwise we would have $A(x) = [0,\tau]$. If $T_{t_*(x) }(x) $ was in $\Omega$, then by openness of $A(x) $ we'd have that $T_{t_*(x) +\epsilon}(x) $ would be in $\Omega$ for all sufficiently small $\epsilon$, contradicting the sup hypothesis.

  2. $y \in \partial \Omega$. Indeed, we have that

$$ T_{t_*(x) }(x) = \lim_{t\to t_*(x)-} T_t(x) $$

And all the points in the limit belong to $\Omega$. Using also point 1 we get that $T_{t_*(x) }(x) \in \bar{\Omega} \setminus \Omega = \partial \Omega$.

This concludes, because $T_{t_*(x) }$ would not be injective: both $x, y$ are mapped to $y$.

The same argument applies also to negative times, yielding the equality $T_t(\Omega) = \Omega$. Indeed, take $z \in \Omega$: then $T_t (T_{-t}(z)) = z$, and $T_{-t}(z) \in \Omega$.

Finally, if we take $\Omega$ to be closed, by the previous points we get $T_t(\Omega^c) = \Omega^c$; being bijective, this yield $T_t(\Omega) = \Omega$.

  • Thank you for your answer. As I read your answer, I've started to wonder whether we could prove the claim by considering (for a fixed $x\in\Omega$ and $X:=X^x$) $I:=X^{-1}(\Omega)$ (which is, as you said, $[0,\tau]$-open) and $\sigma:=\inf([0,\tau]\setminus I)$, instead. So, I've tried to prove $\sigma\not\in I$. And, as you did, assuming the contrary, i.e. $\sigma\in I$, would yield that there is a $\varepsilon>0$ with $B_\varepsilon(\sigma)\cap[0,\tau]\subseteq I$ and hence $[0,\tau]\setminus I\subseteq[0,\tau]\setminus B_\varepsilon(\sigma)$. – 0xbadf00d Aug 27 '20 at 17:54
  • But I don't see why this is a contradiction if $\sigma=0$. Then I looked at your proof and realized that your proof of $y\in\partial\Omega$ won't work if your $t_\ast(x)=0$. So, why can we exclude this possibility? And can we fix my prove attempt? – 0xbadf00d Aug 27 '20 at 17:54
  • I'll get to your attempt later. Meanwhile, notice that $t_*(x) $ can't be zero, because our $x$ starts in $\Omega$! Hope this helps you to fix your attempt :) – Andrea Marino Aug 27 '20 at 20:54
  • I've already accepted your answer and awarded the bounty, but please take a look at my answer. What do you think? And it's still not clear to me why $(11)$ is an equality; in the same way, it is not clear to me how you solved the problem by considering "negative times". Is this really necessary? – 0xbadf00d Aug 28 '20 at 13:29
  • I think your reasoning with the "negative times" is that in the case where $v$ does not depend on time (as in the question) the inverse of $T_t$ is equal to $T_{-1}$ or, alternative, to the family corresponding to the solution for $-v$. But what can we do when $v$ does depend on time? (Please take note of my related question: https://math.stackexchange.com/q/3842350/47771) – 0xbadf00d Sep 28 '20 at 13:44
  • In order to show $T_t(\Omega)\subseteq\Omega$ for all $t$, we only need to assume $\operatorname{Bd}\Omega\subseteq T_t(\operatorname{Bd}\Omega)$ for all $t$. But how do you obtain the equality $T_t(\Omega)=\Omega$ for all $t$? Your idea seems to be to apply the same reasoning to $v$ replaced by $-v$ and using that $T_t^{-1}=T_t^{(-v)}$ for all $t$, where $(T_t^{(-v)})_t$ denotes the family corresponding to the solution of $(1)$ for $v$ replaced by $-v$. However, how do you know that it still holds $\operatorname{Bd}\Omega\subseteq T_t^{(-v)}(\operatorname{Bd}\Omega)$ for all $t$? – 0xbadf00d Oct 09 '20 at 10:19
1

Andrea Marino's answer is perfectly fine, I'm mainly writing down a similar attempt for my own reference.

First of all, we can show the following result:

Let $\tau>0$, $s\in[0,\tau]$, $E$ be a $\mathbb R$-Banach space and $f\in C^0([s,\tau],E)$.

Proposition 1: Let $B\subseteq E$ be closed and $$I:=f^{-1}(B)=\{t\in[s,\tau]:f(t)\in B\}.$$ If $I\ne\emptyset$, then

  1. $\sigma:=\inf I\in I$ and hence $f(\sigma)\in B$;
  2. if $f(0)\not\in B$, then $\sigma>s$ and $f(sigma)\in\partial B$.

Corollary 2: Let $\Omega\subseteq E$ be open and $$I:=\{t\in[s,\tau]:f(t)\not\in\Omega\}.$$ If $I\ne\emptyset$, then

  1. $\sigma:=\in I\in I$ and hence $f(\sigma)\not\in\Omega$;
  2. if $f(0)\in\Omega$, then $\sigma>s$ and $f(\sigma)\in\partial\Omega$.

Now, turning to the question, assume $v:[0,\tau]\times E\to E$ is uniformly Lipschitz continuous in the second argument uniformly with respect to the second and $v(\;\cdot\;,x)\in C^0([0,\tau],E)$ for all $x\in E$. Then there is a unique $X^{s,\:x}\in C^0([s,\tau],E)$ with $$X^{s,\:x}(t)=x+\int_s^tv(r,X^{s,\:x}(r))\:{\rm d}r\;\;\;\text{for all }t\in[s,\tau]\tag1$$ for all $(s,x)\in[0,\tau]\times E$. We can show that $$T_{s,\:t}(x)=X^{s,\:x}(t)\;\;\;\text{for }x\in E$$ is bijective for all $0\le s\le t\le\tau$.

Proposition 3: Let $(s,x)\in[0,\tau]\times E$. If $$v(t,x)=0\;\;\;\text{for all }t\in[s,\tau],\tag2$$ then $$X^{s,\:x}=x\tag3.$$

(This can be proven using the Lipschitz assumption and Gronwall's inequality.)

Corollary 4: Let $(s,x)\in[0,\tau]\times E$ and $\Omega\subseteq E$ be open or closed. If $$v(t,x)=0\;\;\;\text{for all }(t,x)\in[s,\tau]\times\partial\Omega\tag4,$$ then $$T_{s,\:t}(\Omega)=\Omega\;\;\;\text{for all }t\in[s,\tau].\tag5$$

Proof: We first show the following: Let $x\in\Omega$. If $\Omega$ is open, then $$T_{s,\:t}(x)\in\Omega\;\;\;\text{for all }t\in[s,\tau]\tag6.$$ In order to prove that, let $$I:=\{t\in[s,\tau]:X^{s,\:x}(t)\not\in\Omega\}.$$ Assume the claim is not true, i.e. $I\ne\emptyset$. Then, by Corollary 2, $$\sigma:=\inf I\in I\tag7$$ and $$y:=X^{s,\:x}(\sigma)\in\partial\Omega.$$ Thus, by $(2)$, $$v(t,y)=0\;\;\;\text{for all }t\in[s,\tau]\tag8$$ and hence $$T_{s,\:t}(y)=y\;\;\;\text{for all }t\in[s,\tau]\tag9$$ by Proposition 3. On the other hand, by definition, $$T_{s,\:\sigma}(x)=y\tag{10}.$$ Since $\Omega$ is open, $\Omega\cap\partial\Omega=\emptyset$ and hence $x\ne y$. But by $(9)$ and $(10)$ this implies that $T_{s,\:\sigma}$ is not injective; which is not true. So, $I=\emptyset$.

However, what we can infer from this claim is $$T_{s,\:t}(\Omega)\subseteq\Omega\;\;\;\text{for all }t\in[s,\tau],\tag{11}$$ but why is $(11)$ actually an equality?

EDIT: Couldn't we simply apply the same prove to $[s,\tau]\ni t\mapsto T_{s,\:t}^{-1}(x)$, where $x\in\Omega$ is fixed as in the first claim of my proof above? If I'm not missing something, the only relevant part was the continuity of $[s,\tau]\ni t\mapsto T_{s,\:t}(x)$ and we can show that $[s,\tau]\ni t\mapsto T_{s,\:t}^{-1}(x)$ is continuous as well. So, the proof of that claim should follow line-by-line yielding $T_{s,\:t}^{-1}(x)\in\Omega$ for all $t\in[s,\tau]$. What do you think?

0xbadf00d
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