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# Global bifurcation of homoclinic solutions of Hamiltonian systems

## 1. Introduction

In this paper we present some results about the bifurcation of global branches of homoclinic solutions for the following class of Hamiltonian systems:

$$Jx^{}(t)=H(t,x(t),\lambda ),$$
(1.1)
where $`xH^1(,^{2N})`$, $`J`$ is a real $`2N\times 2N`$ matrix such that $`J^T=J^1=J`$ and the Hamiltonian $`H:\times ^{2N}\times `$ is sufficiently smooth. Moreover $`\lambda `$ is the bifurcation parameter and $`H(t,\xi ,\lambda )=D_\xi H(t,\xi ,\lambda )`$ for $`t`$, $`\xi ^{2N}`$ and $`\lambda `$. We suppose that $`x0`$ satisfies (1.1) for all values of the real parameter $`\lambda `$ and we study the existence of solutions which are homoclinic to this trivial solution in the sense that

$$\underset{t\mathrm{}}{lim}x(t)=\underset{t+\mathrm{}}{lim}x(t)=0.$$
(1.2)
Our approach is based on the topological degree for proper Fredholm operators of index zero, as developed by Fitzpatrick, Pejsachowicz and Rabier in . This tool has been applied recently by Rabier and Stuart (see ) to get bifurcation results for some classes of quasilinear elliptic partial differential equations on $`^N`$ with possibly a non-variational structure.

A first step is to express the problem (1.1)(1.2) as the set of zeros of some suitable function $`FC^1(\times X,Y)`$ where $`X`$ and $`Y`$ are real Banach spaces. Then we have to find conditions on $`H`$ under which this $`F`$ is a proper Fredholm operator of index zero. The Fredholm property holds provided that the linearisation of (1.1) at the $`x=0`$ tends to periodic linear systems

$$Ju^{}(t)=A_\lambda ^\pm (t)u(t)\text{ as }t\pm \mathrm{}$$

which have no characteristic multipliers on the unit circle. This is proved in Theorem 5.1. A criterion for properness is obtained provided that the nonlinear system (1.1) tends to periodic (possibly autonomous) Hamiltonian systems as $`t\pm \mathrm{}`$ which have no solutions homoclinic to zero. The precise statement of this result is given as Theorem 4.9 and conditions which can be used to check for the absence of homoclinics are established in Theorem 5.5. A general result concerning the global bifurcation of solutions of the system (1.1)(1.2) is then formulated as Theorem 5.5 and we give one example illustrating how its hypotheses can be checked.

Notation

* $`B(X,Y)`$ is the space of bounded linear operators from $`X`$ into $`Y`$.
* $`GL(X,Y)`$ is the space of continuous isomorphisms from $`X`$ into $`Y.`$
* $`\mathrm{deg}`$ is the ordinary Leray–Schauder degree.
* The kernel of a linear operator $`L`$ is denoted by $`\mathrm{ker}L`$, and its range by $`\mathrm{rge}L`$.
* An operator $`LB(X,Y)`$ is said to be *Fredholm of index zero* if $`\mathrm{rge}L`$ is closed in $`Y`$, $`\mathrm{ker}L`$ is finite-dimensional and $`dim\mathrm{ker}L=\mathrm{codim}`$ $`\mathrm{rge}L`$. We set $`\mathrm{\Phi }_0(X,Y)=\{LB(X,Y):L`$ is a Fredholm operator of index zero$`\}.`$
* $`L^2=L^2(,^{2N})`$ with $`x_2=(_{}x(t)^2𝑑t)^{1/2}`$ for $`xL^2`$ where $``$ denotes the Euclidean norm on $`^{2N}.`$ The scalar product on $`^{2N}`$ will be denoted by $`,`$ and that on $`L^2`$ by $`,_2.`$ Thus

$$x,y_2=_{\mathrm{}}^{\mathrm{}}x(t),y(t)𝑑t\text{ for }x,yL^2.$$
* $`H^1=H^1(,^{2N})`$ with $`x=\{x_2^2+x^{}_2^2\}^{1/2}`$ for $`xH^1.`$ Recall that, for all $`xH^1,`$ $`x`$ is continuous (after modification on a set of measure zero) and $`lim_{\left|t\right|\mathrm{}}x(t)=0.`$
* $`C_d=\{xC(,^{2N}):lim_{\left|t\right|\mathrm{}}x(t)=0\}`$ is Banach space with the norm $`x_{\mathrm{}}=sup_tx(t).`$ $`H^1`$ is continuously embedded in $`C_d.`$
* $`M`$ will also be used to denote the Euclidean norm of a matrix $`M.`$

## 2. A review of the topological degree for Fredholm maps

Consider two real Banach spaces $`X`$ and $`Y`$. The notion of topological degree for $`C^1`$Fredholm operator of index zero from $`X`$ to $`Y`$ has been introduced in  in several steps. First of all, one defines the parity of a continuous path $`\lambda [a,b]A(\lambda )`$ of bounded linear Fredholm operators with index zero from $`X`$ into $`Y`$. It is always possible to find a parametrix for this path, namely a continuous function $`B:[a,b]GL(Y,X)`$ such that the composition $`B(\lambda )A(\lambda ):XX`$ is a compact perturbation of the identity for every $`\lambda [a,b]`$. If $`A(a)`$ and $`A(b)`$ belong to $`GL(X,Y)`$, then the parity of the path $`A`$ on $`[a,b]`$ is by definition

$$\pi (A(\lambda )\lambda [a,b])=\mathrm{deg}(B(a)A(a))\mathrm{deg}(B(b)A(b)).$$

This is a good definition in the sense that it is independent of the parametrix $`B`$. The following criterion can be useful for evaluating the parity of an admissible path.

###### Proposition 2.1.

Let $`A:[a,b]B(X,Y)`$ be a continuous path of bounded linear operators having the following properties.

1. $`AC^1([a,b],B(X,Y))`$.
2. $`A(\lambda ):XY`$ is a Fredholm operator of index zero for each $`\lambda [a,b]`$.
3. There exists $`\lambda _0(a,b)`$ such that

$$A^{}(\lambda _0)[\mathrm{ker}A(\lambda _0)]\mathrm{rge}A(\lambda _0)=Y$$
(2.3)
in the sense of a topological direct sum.

Then there exists $`\epsilon >0`$ such that $`[\lambda _0\epsilon ,\lambda _0+\epsilon ][a,b]`$,

$$A(\lambda )GL(X,Y)\text{ for }\lambda [\lambda _0\epsilon ,\lambda _0)(\lambda _0,\lambda _0+\epsilon ]$$
(2.4)
and

$$\pi (A(\lambda )\lambda [\lambda _0\epsilon ,\lambda _0+\epsilon ])=(1)^k$$
(2.5)
where $`k=dim\mathrm{ker}A(\lambda _0)`$.

The proof of this proposition is essentially contained in .

We remark that given a continuous path $`A:[a,b]\mathrm{\Phi }_0(X,Y)`$ and any $`\lambda _0[a,b]`$ such that $`A(\lambda )GL(X,Y)`$ for all $`\lambda \lambda _0`$, the parity $`\pi (A(\lambda )\lambda [\lambda _0\epsilon ,\lambda _0+\epsilon ])`$ is the same for all $`\epsilon >0`$ sufficiently small. This number is then called the parity of $`A`$ across $`\lambda _0`$.

As in the case of the Leray–Schauder degree, the parity plays a role in bifurcation theory.

###### Definition 2.2.

Let $`X`$ and $`Y`$ be real Banach spaces and consider a function $`FC^1(\mathrm{\Lambda }\times X,Y)`$ where $`\mathrm{\Lambda }`$ is an open interval. Let $`P(\lambda ,x)=\lambda `$ be the projection of $`\times X`$ onto $``$. We say that $`\mathrm{\Lambda }`$ is an admissible interval for $`F`$ provided that

1. for all $`(\lambda ,x)\mathrm{\Lambda }\times X`$, the bounded linear operator $`D_xF(\lambda ,x):XY`$ is a Fredholm operator of index zero;
2. for any compact subset $`KY`$ and any closed bounded subset $`W`$ of $`\times X`$ such that

$$inf\mathrm{\Lambda }<infPWsupPW<sup\mathrm{\Lambda },$$

$`F^1(K)W`$ is a compact subset of $`\times X`$.

###### Theorem 2.3.

Let $`X`$ and $`Y`$ be real Banach spaces and consider a function $`FC^1(\mathrm{\Lambda }\times X,Y)`$ where $`\mathrm{\Lambda }`$ is an admissible open interval for $`F`$. Suppose that $`\lambda _0\mathrm{\Lambda }`$ and that there exists $`\epsilon >0`$ such that $`[\lambda _0\epsilon ,\lambda _0+\epsilon ]\mathrm{\Lambda }`$,

$$D_xF(\lambda ,0)GL(X,Y)\text{ for }\lambda [\lambda _0\epsilon ,\lambda _0+\epsilon ]\{\lambda _0\}$$

and

$$\pi (D_xF(\lambda ,0)[\lambda _0\epsilon ,\lambda _0+\epsilon ])=1.$$

Let $`Z=\{(\lambda ,u)\mathrm{\Lambda }\times Xu0`$ and $`F(\lambda ,u)=0\}`$ and let $`C`$ denote the connected component of $`Z\{(\lambda _0,0)\}`$ containing $`(\lambda _0,0)`$.

Then $`C`$ has at least one of the following properties:

1. $`C`$ is unbounded.
2. The closure of $`C`$ contains a point $`(\lambda _1,0)`$ where $`\lambda _1\mathrm{\Lambda }[\lambda _0\epsilon ,\lambda _0+\epsilon ]`$ and $`D_xF(\lambda _1,0)GL(X,Y)`$.
3. The closure of $`PC`$ intersects the boundary of $`\mathrm{\Lambda }`$.

###### Proof.

See . ∎

In the rest of the present paper, we want to present some explicit conditions under which Theorem 2.3 can be applied to our problem (1.1)(1.2).

## 3. The functional setting

In our analysis of the problem, the following terminology will help us to formulate conditions on the Hamiltonian $`H`$ which ensure that the system (1.1)(1.2) is equivalent to an equation of the form $`F(\lambda ,x)=0`$ where $`FC^1(\times H^1,L^2).`$

Consider a function $`f:\times ^M.`$ This $`f`$ can be identified with the application

$$(t,\xi )\times ^M(t,f(t,\xi ))\times .$$

###### Definition 3.1.

We say that $`f`$ is an equicontinuous $`C_\xi ^0`$–bundle map if $`f`$ is continuous on $`\times ^M`$ and the collection $`\{f(t,)\}_t`$ is equicontinuous at every point $`\xi `$ of $`^M`$. For $`k`$, we say that $`f`$ is an equicontinuous $`C_\xi ^k`$–bundle map if all the partial derivatives $`^\kappa f/\xi ^\kappa `$ exist for all $`|\kappa |k`$ and are equicontinuous $`C_\xi ^0`$–bundle maps.

We shall discuss the system (1.1)(1.2) under the following hypotheses on the Hamiltonian $`H(t,\xi ,\lambda )`$ where $`t,\lambda `$ and $`\xi ^{2N}.`$

* $`HC(\times ^{2N}\times )`$ with $`H(t,,\lambda )C^2(^{2N})`$ and $`D_\xi H(t,0,\lambda )=0`$ for all $`t,\lambda `$
* The partial derivatives $`D_\xi H,D_\xi ^2H,D_\lambda D_\xi H,D_\lambda D_\xi ^2H`$ and $`D_\xi D_\lambda D_\xi H`$ exist and are continuous on $`\times ^{2N}\times `$.
* For each $`\lambda ,`$ $`D_\xi H(,,\lambda ):\times ^{2N}^{2N}`$ is a $`C_\xi ^1`$bundle map, and $`D_\lambda D_\xi ^2H:\times (^{2N}\times )`$ is a $`C_{(\xi ,\lambda )}^0`$bundle map.
* $`D_\xi ^2H(,0,0)`$ and $`D_\lambda D_\xi ^2H(,0,0)L^{\mathrm{}}().`$

Under these hypotheses the system (1.1) can be expressed as $`F(\lambda ,x)=0`$ where

$$F(\lambda ,x)=Jx^{}h(\lambda ,x)$$

and

$$h(\lambda ,x)(t)=D_\xi H(t,x(t),\lambda )\text{ for }t$$

is the Nemytskii operator generated by the function $`D_\xi H.`$ To proceed we must establish some basic properties of this Nemytskii operator. First we observe that

$$D_\xi H(t,\xi ,\lambda )=_0^1\frac{d}{ds}D_\xi H(t,s\xi ,\lambda )𝑑s=_0^1D_\xi ^2H(t,s\xi ,\lambda )\xi 𝑑s,$$

and so

$$D_\xi H(t,\xi ,\lambda )\xi _0^1D_\xi ^2H(t,s\xi ,\lambda )𝑑s.$$
(3.6)
###### Lemma 3.2.

(i) For every $`K>0,`$ there is a constant $`C(K)>0`$ such that

$$D_\lambda D_\xi ^2H(t,\xi ,\lambda )C(K)\text{ for all }t\text{ and }(\xi ,\lambda )^{2N+1}\text{ with }(\xi ,\lambda )K.$$

(ii) For each $`\lambda `$ and $`K>0,`$ there exists a constant $`C(\lambda ,K)`$ such that

$$D_\xi ^2H(t,\xi ,\lambda )C(\lambda ,K)\text{ for all }t\text{ and }\xi ^{2N}\text{ with }\xi K.$$

###### Proof.

(i) The hypothesis (H4) means that$`sup_tD_\lambda D_\xi ^2H(t,0,0)<\mathrm{},`$ and (H3) implies that, for all $`(\xi ,\lambda )^{2N+1},`$ there exists $`\delta (\xi ,\lambda )>0`$ such that

$$D_\lambda D_\xi ^2H(t,\xi ,\lambda )D_\lambda D_\xi ^2H(t,\eta ,\mu )<1\text{ for all }t$$

provided that $`(\xi ,\lambda )(\eta ,\mu )<\delta (\xi ,\lambda ).`$ A straight forward compactness argument now leads to the first assertion.

(ii) First we note that

$$D_\xi ^2H(t,0,\lambda )D_\xi ^2H(t,0,0)=_0^1\frac{d}{ds}D_\xi ^2H(t,0,s\lambda )𝑑s=\lambda _0^1D_\lambda D_\xi ^2H(t,0,s\lambda )𝑑s.$$

Hence, from (H4) and part (i), we see that

$$\underset{t}{sup}D_\xi ^2H(t,0,\lambda )\underset{t}{sup}D_\xi ^2H(t,0,0)+\left|\lambda \right|C(\left|\lambda \right|).$$

Furthermore, by (H3), for any $`\xi ^{2N},`$ there exists $`\delta (\xi ,\lambda )>0`$ such that

$$D_\xi ^2H(t,\xi ,\lambda )D_\xi ^2H(t,\eta ,\lambda )<1\text{ for all }t$$

provided that $`\xi \eta <\delta (\xi ,\lambda ).`$ A compactness argument now yields the conclusion (ii).

This lemma shows that the Nemytskii operator $`h(\lambda ,)`$ maps $`H^1`$ into $`L^2.`$ Indeed, for any $`xH^1,`$ we have that $`x_{\mathrm{}}<\mathrm{},`$ and so by the lemma, there exists a constant $`C(\lambda ,x_{\mathrm{}})`$ such that

$$D_\xi ^2H(t,\xi ,\lambda )C(\lambda ,x_{\mathrm{}})\text{ for all }t\text{ and }\xi x_{\mathrm{}}$$

Hence, by (3.6),

$$D_\xi H(t,x(t),\lambda )x(t)_0^1D_\xi ^2H(t,sx(t),\lambda )𝑑sx(t)C(\lambda ,x_{\mathrm{}}),$$

showing that

$$h(\lambda ,x)L^2\text{ with }h(\lambda ,x)_2C(\lambda ,x_{\mathrm{}})x(t)_2.$$
(3.7)
From now on we can consider $`h`$ as a mapping from $`\times H^1`$ into $`L^2`$ and the system (1.1)(1.2) can be written as

$`F(\lambda ,x)`$ $`=0\text{ where }F:\times H^1L^2\text{ is defined by}`$
$`F(\lambda ,x)`$ $`=Jx^{}h(\lambda ,x).`$ (3.8)
Note that if $`(\lambda ,x)\times H^1`$ and $`F(\lambda ,x)=0,`$ it follows that $`xC^1()`$ and $`lim_{\left|t\right|\mathrm{}}x(t)=0.`$ Furthermore, it follows from the argument leading to (3.7) that $`F(\lambda ,)`$ maps $`H^1`$ boundedly into $`L^2.`$

We now investigate the smoothness of the function $`F:\times H^1L^2.`$ The Hamiltonian $`H`$ is assumed to have the properties (H1) to (H4) from now on.

###### Theorem 3.3.

* $`FC^1(\times H^1,L^2)`$ with

$$D_xF(\lambda ,x)u=Ju^{}M(\lambda ,x)u\text{ for all }\lambda \text{ and }x,uH^1$$

where $`M(\lambda ,x)(t)=D_\xi ^2H(t,x(t),\lambda )`$ for all $`t.`$
* $`D_xF(,0)C^1(,B(H^1,L^2))`$ and

$$D_\lambda D_xF(\lambda ,0)u=D_\lambda D_\xi ^2H(t,0,\lambda )u\text{ for all }\lambda \text{ and }uH^1.$$
* Let $`W`$ be any bounded subset of $`H^1.`$ The family of functions $`\{F(,u):L^2\}_{uW}`$ is equicontinuous at $`\lambda `$ for every $`\lambda .`$
* For all $`\lambda ,`$ the function $`F(\lambda ,):H^1L^2`$ is weakly sequentially continuous.

###### Proof.

See the Appendix. ∎

Noting that $`M(\lambda ,x)(t)`$ is a symmetric $`2N\times 2N`$matrix, we see that the equation

$$D_xF(\lambda ,x)u=0$$

is a linear Hamiltonian system. We have already established that, for all $`\lambda `$ and $`xH^1,`$ $`D_xF(\lambda ,x):H^1L^2`$ is a bounded linear operator. It is important to know when it is a Fredholm operator of index zero. In fact, $`D_xF(\lambda ,x)`$ can also be considered as an unbounded self-adjoint operator acting in $`L^2`$ and this means that its index must be zero whenever it is Fredholm. The next result summarizes the situation. Later we shall give explicit conditions on $`H`$ which ensure that $`D_xF(\lambda ,x)\mathrm{\Phi }_0(H^1,L^2).`$

###### Theorem 3.4.

For $`\lambda `$ and $`xH^1,`$ set $`L=D_xF(\lambda ,x)`$.

* $`LB(H^1,L^2)`$
* $`L:H^1L^2L^2`$ is an unbounded self-adjoint operator in $`L^2`$, and so

$$L^2=\mathrm{ker}L\overline{\mathrm{rge}L}$$

where $`\overline{\mathrm{rge}L}`$ is the closure of the range of $`L`$ in $`L^2`$ and $``$ denotes an orthogonal direct sum in $`L^2.`$
* The following statements are equivalent:

+ $`\mathrm{rge}L=\overline{\mathrm{rge}L}`$
    + $`L\mathrm{\Phi }_0(H^1,L^2).`$
* Let $`wH^1.`$ Then $`L=D_xF(\lambda ,x)\mathrm{\Phi }_0(H^1,L^2)D_xF(\lambda ,w)\mathrm{\Phi }_0(H^1,L^2).`$

###### Proof.

(1) For any $`uH^1,`$

$$Lu_2=Ju^{}M(\lambda ,x)u_2Ju^{}_2+M(\lambda ,x)u_2$$

by Theorem 3.3 where $`M(\lambda ,x)(t)C(\lambda ,x_{\mathrm{}})`$ for all $`t`$ by Lemma 3.2 Thus

$$Lu_2u^{}_2+C(\lambda ,x_{\mathrm{}})u_2$$

showing that $`LB(H^1,L^2).`$

(2) This is well-known. See , for example.

(3) Clearly, (b)$``$(a) and so it suffices to prove that (a)$``$(b). First we observe that if $`u\mathrm{ker}L,`$ the $`uC^1()`$ and $`Ju^{}=M(\lambda ,x)u.`$ But the set of all solutions of this linear system is a vector space of dimension $`2N`$ and hence $`dim\mathrm{ker}L2N.`$ Furthermore, by part (2), $`\mathrm{codim}\overline{\mathrm{rge}L}=dim\mathrm{ker}L.`$ Thus (a)$``$(b).

(4) For all $`x,w,uH^1,`$

$$\{D_xF(\lambda ,x)D_xF(\lambda ,w)\}u=\{M(\lambda ,w)M(\lambda ,x)\}u$$

where, for all $`t,`$

$$\begin{array}{c}M(\lambda ,w)(t)M(\lambda ,x)(t)=\hfill \\ \hfill \{D_\xi ^2H(t,w(t),\lambda )D_\xi ^2H(t,0,\lambda )\}\{D_\xi ^2H(t,x(t),\lambda )D_\xi ^2H(t,0,\lambda )\}.\end{array}$$

Given any $`\epsilon >0,`$ it follows from (H3) that there exists $`\delta >0`$ such that

$$D_\xi ^2H(t,\xi ,\lambda )D_\xi ^2H(t,0,\lambda )<\epsilon $$

for all $`t`$ and for all $`\xi ^{2N}`$ such that $`\left|\xi \right|<\delta .`$ But, since $`x,wH^1,`$ there exists $`R>0`$ such that $`\left|x(t)\right|<\delta `$ and $`\left|w(t)\right|<\delta `$ whenever $`\left|t\right|>R.`$ Thus,

$$M(\lambda ,w)(t)M(\lambda ,x)(t)<2\epsilon \text{ for all }t\text{ such that }\left|t\right|>R,$$

showing that $`lim_{\left|t\right|\mathrm{}}M(\lambda ,w)(t)M(\lambda ,x)(t)=0.`$ From this it follows easily that multiplication by $`M(\lambda ,w)M(\lambda ,x)`$ defines a compact linear operator $`K`$ from $`H^1`$ into $`L^2.`$ Since $`D_xF(\lambda ,x)D_xF(\lambda ,w)=K`$, this implies that $`D_xF(\lambda ,x)\mathrm{\Phi }_0(H^1,L^2)D_xF(\lambda ,w)\mathrm{\Phi }_0(H^1,L^2)`$. ∎

## 4. Admissible intervals

In this section we give some useful criteria for the existence of admissible intervals for $`F.`$ For this we shall assume henceforth that, in addition to the properties (H1) to (H4), the Hamiltonian $`H`$ is asymptotically periodic in the following sense.

(H) For all $`\lambda ,`$ there exist two $`C_\xi ^1`$bundle maps $`g^+(,,\lambda )`$ and $`g^{}(,,\lambda ):\times ^{2N}^{2N}`$ such that

* $`g^+(t,0,\lambda )=g^{}(t,0,\lambda )=0\text{ for all }t,\lambda `$
* $`lim_t\mathrm{}\{D_\xi ^2H(t,\xi ,\lambda )D_\xi g^+(t,\xi ,\lambda )\}=lim_t\mathrm{}\{D_\xi ^2H(t,\xi ,\lambda )D_\xi g^{}(t,\xi ,\lambda )\}=0`$, uniformly for $`\xi `$ in bounded subsets of $`^{2N}`$
* $`g^+(t+T^+,\xi ,\lambda )g^+(t,\xi ,\lambda )=g^{}(t+T^{},\xi ,\lambda )g^{}(t,\xi ,\lambda )=0`$ for some $`T^+,T^{}>0`$ and for all $`(t,\xi )\times ^{2N}`$.

Remarks (1) The periods $`T^+`$ and $`T^{}`$ may depend on $`\lambda .`$

(2) It follows easily from this assumption that $`D_\xi g^+(t,\xi ,\lambda )`$ and $`D_\xi g^{}(t,\xi ,\lambda )`$ are symmetric matrices for all $`(t,\xi ,\lambda )\times ^{2N}\times ,`$ and that

$$\underset{t\mathrm{}}{lim}\{D_\xi H(t,\xi ,\lambda )g^+(t,\xi ,\lambda )\}=\underset{t\mathrm{}}{lim}\{D_\xi H(t,\xi ,\lambda )g^{}(t,\xi ,\lambda )\}=0,$$
(4.9)
uniformly for $`\xi `$ in bounded subsets of $`^{2N}`$.

Furthermore, setting

$$H^\pm (t,\xi ,\lambda )=H(t,0,\lambda )+_0^1g^\pm (t,s\xi ,\lambda ),\xi 𝑑s,$$

we have that

$$D_\xi H^\pm (t,\xi ,\lambda )=g^\pm (t,\xi ,\lambda )$$
(4.10)
and

$$\underset{t\mathrm{}}{lim}\{H(t,\xi ,\lambda )H^+(t,\xi ,\lambda )\}=\underset{t\mathrm{}}{lim}\{H(t,\xi ,\lambda )H^{}(t,\xi ,\lambda )\}=0$$
(4.11)
uniformly for $`\xi `$ in bounded subsets of $`^{2N}`$. In particular, the differential equations

$$Jx^{}(t)g^+(t,x(t),\lambda )=0\text{ and }Jx^{}(t)g^{}(t,x(t),\lambda )=0$$

are periodic Hamiltonian systems. Let $`h^\pm `$ denote the Nemytskii operators induced by $`g^\pm ,h^\pm (\lambda ,x)(t)=g^\pm (t,x(t),\lambda )`$ and then define $`F^\pm `$ by

$$F^\pm (\lambda ,x)=Jx^{}h^\pm (\lambda ,x).$$
(4.12)
###### Theorem 4.1.

Under the hypotheses (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}})`$, for every $`\lambda ,`$ $`F^\pm (\lambda ,)`$ maps $`H^1`$ boundedly into $`L^2.`$ Furthermore, $`F^\pm (\lambda ,):H^1L^2`$ is weakly sequentially continuous.

###### Proof.

See the Appendix. ∎

###### Lemma 4.2.

Let $`B`$ be a bounded subset of $`H^1`$ and consider $`\lambda `$ and $`\epsilon ,L>0.`$ There exists $`R=R(\epsilon ,B,L,\lambda )>0`$ such that

$$F(\lambda ,x)F^+(\lambda ,x)_{L^2(I^+)}<\epsilon \text{ and }F(\lambda ,x)F^{}(\lambda ,x)_{L^2(I^{})}<\epsilon $$

for all $`xB`$ where $`I^\pm `$ are any intervals of length less than $`L`$ with $`I^+[R,\mathrm{})`$ and $`I^{}(\mathrm{},R].`$

###### Proof.

Since $`B`$ is bounded in $`H^1,`$ there is a constant $`b>0`$ such that

$$x(t)b\text{ for all }t\text{ and all }xB.$$

By (4.9), there exists $`R=R(b,\epsilon ,\lambda ,L)>0`$ such that

$$D_\xi H(t,\xi ,\lambda )g^+(t,\xi ,\lambda )<\sqrt{\frac{\epsilon }{L}}\text{ for all }tR\text{ and }\xi b,$$

and hence,

$$D_\xi H(t,x(t),\lambda )g^+(t,x(t),\lambda )<\sqrt{\frac{\epsilon }{L}}\text{ for all }tR\text{ and }xB.$$

It follows that, for any interval $`I^+`$ of length less than $`L`$ with $`I^+[R,\mathrm{}),`$

$`F(\lambda ,x)F^+(\lambda ,x)_{L^2(I^+)}^2`$ $`={\displaystyle _{I^+}}D_\xi H(t,x(t),\lambda )g^+(t,x(t),\lambda )^2𝑑t`$
$`\epsilon \text{ for all }xB.`$
The other case is similar. ∎

We now introduce a notation for the translate of a function. Given $`h`$ and $`f:^M,`$ let $`\tau _h(f)`$ be the function defined by

$$\tau _h(f)(t)=f(t+h)\text{ for all }t.$$

In particular, $`\tau _h(F(\lambda ,x))`$ is the function

$$\tau _h(F(\lambda ,x))(t)=Jx^{}(t+h)D_\xi H(t+h,x(t+h),\lambda ).$$

###### Lemma 4.3.

Let $`B`$ be a bounded subset of $`H^1`$ and consider $`\lambda `$ and $`\epsilon ,\omega >0.`$ There exists $`h_0=h_0(\epsilon ,B,\omega ,\lambda )>0`$ such that

$`\tau _h(F(\lambda ,x))\tau _h(F^+(\lambda ,x))_{L^2(\omega ,\omega )}<\epsilon \text{ for all }xB\text{ and }hh_0`$
$`\text{and }\tau _h(F(\lambda ,x))\tau _h(F^{}(\lambda ,x))_{L^2(\omega ,\omega )}<\epsilon \text{ for all }xB\text{ and }hh_0.`$
###### Proof.

Since

$$\tau _h(F(\lambda ,x))\tau _h(F^\pm (\lambda ,x))_{L^2(\omega ,\omega )}=F(\lambda ,x)F^\pm (\lambda ,x)_{L^2(\omega +h,\omega +h)},$$

the result follows immediately from Lemma 4.2. ∎

###### Lemma 4.4.

Let $`\{h_n\}`$ be a sequence such that $`lim_n\mathrm{}\left|h_n\right|=\mathrm{}.`$ For any $`xL^2,`$ let $`\stackrel{~}{x_n}=\tau _{h_n}(x).`$ Then$`\stackrel{~}{x}_n0`$ weakly in $`L^2.`$

###### Proof.

Since $`\stackrel{~}{y_n}_2=y_2`$ for all $`n,`$ it is enough to show that

$$\stackrel{~}{y_n},\phi _20\text{ as }n\mathrm{}\text{ for all }\phi C_0^{\mathrm{}}(,^{2N})$$

where $`,_2`$ denotes the usual scalar product on $`L^2.`$ Suppose that $`\phi (t)=0`$ for all $`\left|t\right|>L.`$ Then,

$`\left|\stackrel{~}{y_n},\phi _2\right|`$ $`{\displaystyle _L^L}\stackrel{~}{y_n}(t)\phi (t)𝑑t\sqrt{2L}\phi _{\mathrm{}}\left({\displaystyle _L^L}\stackrel{~}{y_n}(t)^2𝑑t\right)^{1/2}`$
$`=\sqrt{2L}\phi _{\mathrm{}}\left({\displaystyle _{L+h_n}^{L+h_n}}y(t)^2𝑑t\right)^{1/2}`$
and

$$_{L+h_n}^{L+h_n}y(t)^2𝑑t0\text{ as }n\mathrm{}$$

since $`yL^2`$ and $`\left|h_n\right|\mathrm{}.`$

###### Definition 4.5.

We say that a sequence $`\{x_n\}`$ in $`H^1`$ vanishes uniformly at infinity if, for all $`\epsilon >0,`$ there exists $`R>0`$ such that $`x_n(t)\epsilon `$ for all $`|t|R`$ and all $`n.`$

Recalling that $`H^1`$ is continuously embedded in $`C_d,`$ we observe that $`\{x_n\}H^1`$ vanishes uniformly at infinity if, for all $`\epsilon >0,`$ there exist $`R>0`$ and $`n_0`$ such that $`x_n(t)\epsilon `$ for all $`|t|R`$ and all $`nn_0.`$

###### Lemma 4.6.

Let $`\{x_n\}`$ be a bounded sequence in $`H^1`$ and let $`xH^1.`$ The following statements are equivalent.

(1) $`x_nx_{\mathrm{}}0`$,

(2) $`x_nx`$ weakly in $`H^1`$ and $`\{x_n\}`$ vanishes uniformly at infinity.

###### Proof.

We begin by showing that (1) implies (2). If $`\{x_n\}`$ does not converge weakly to $`x,`$ there are a number $`\delta >0`$, an element $`\phi H^1`$ and a subsequence $`\{x_{n_k}\}`$ such that

$$\left|x_{n_k}x,\phi _2+x_{n_k}^{}x^{},\phi ^{}_2\right|\delta \text{ for all }k.$$

Then, passing to a further subsequence, we can suppose that $`\{x_{n_k}\}`$ converges weakly in $`H^1`$ to some element $`y.`$ This implies that $`\{x_{n_k}\}`$ converges uniformly to $`y`$ on any compact interval and so, by (1), $`y=x.`$ This contradicts the choice of $`\{x_{n_k}\},`$ proving that $`\{x_n\}`$ must converge weakly to $`x`$ in $`H^1.`$
Now fix $`\epsilon >0.`$ There exists $`R>0`$ such that $`x(t)<\epsilon `$ for all $`\left|t\right|R,`$ and there exists $`n_0`$ such that $`x_nx_{\mathrm{}}<\epsilon `$ for all $`nn_0.`$ Hence, for all $`\left|t\right|R`$ and all $`nn_0,`$

$$x_n(t)x_nx_{\mathrm{}}+x(t)<2\epsilon ,$$

showing that $`\{x_n\}`$ vanishes uniformly at infinity.

Now we show that (2) implies (1). For any $`\epsilon >0,`$ there exists $`R>0`$ such that

$$x_n(t)<\epsilon \text{ for all }\left|t\right|R\text{ and all }n,$$

since $`\{x_n\}`$ vanishes uniformly at infinity. Increasing $`R`$ if necessary, we also have that

$$x(t)<\epsilon \text{ for all }\left|t\right|R$$

since $`xH^1C_d.`$ Thus,

$$x_n(t)x(t)<2\epsilon \text{ for all }\left|t\right|R\text{ and all }n.$$

But the weak convergence of $`\{x_n\}`$ in $`H^1`$ implies that $`x_n`$ converges uniformly to $`x`$ on $`[R,R],`$ so there exists $`n_1`$ such that

$$x_n(t)x(t)<\epsilon \text{ for all }\left|t\right|R\text{ and all }nn_1.$$

Thus we have that

$$x_nx_{\mathrm{}}2\epsilon \text{ for all }nn_1,$$

showing that $`x_nx_{\mathrm{}}0`$. ∎

###### Theorem 4.7.

Recalling the hypotheses (H1) to (H4), suppose that there is an element $`(\lambda ,x^0)\times H^1`$ such that $`D_x(\lambda ,x^0)\mathrm{\Phi }_0(H^1,L^2).`$ Then the following statements are equivalent.
(1) The restriction of $`F(\lambda ,):H^1L^2`$ to the closed bounded subsets of $`H^1`$ is proper.
(2) Every bounded sequence $`\{x_n\}`$ in $`H^1`$ such that $`\{F(\lambda ,x_n)\}`$ is convergent in $`L^2`$ contains a subsequence converging in $`C_d.`$

###### Proof.

We show first that (1) implies (2). Indeed, let $`\{x_n\}`$ be a bounded sequence in $`H^1`$ such that $`\{F(\lambda ,x_n)\}`$ converges in $`L^2`$. We want to prove that some subsequence of $`\{x_n\}`$ converges in $`C_d.`$ We know that $`x_nM`$ for every $`n`$ and some constant $`M>0`$; moreover, there is an element $`yL^2`$ such that $`F(\lambda ,x_n)y_20`$. Let $`K=\{F(\lambda ,x_n)\}\{y\}`$ and $`W=\overline{B(0,2M)}H^1`$. Then $`K`$ is compact in $`L^2`$ and $`W`$ is closed and bounded in $`H^1`$. From assumption (1) we know that

$$F(\lambda ,)^1(K)W\text{ is compact.}$$

We conclude that $`\{x_n\}`$ has a strongly convergent subsequence in $`H^1`$, and a fortiori in $`C_d.`$

To show that (2) implies (1), we proceed as follows. Let $`W`$ be a closed and bounded subset of $`H^1`$, and let $`K`$ be a compact subset of $`L^2`$. We wish to prove that

$$F(\lambda ,)^1(K)W\text{ is compact.}$$

Let $`\{x_n\}`$ be a sequence from $`F(\lambda ,)^1(K)W`$. In particular, there exists a constant $`M>0`$ such that $`x_nM`$ for all $`n`$. Moreover, passing to a subsequence, we can suppose that

$$F(\lambda ,x_n)yK\text{ strongly in }L^2.$$

We can also assume that $`x_nx`$ in $`H^1,`$ and by (2) that $`x_nx_{\mathrm{}}0.`$ By the weak sequential continuity of $`F(\lambda ,)`$, we get $`F(\lambda ,x_n)F(\lambda ,x)`$ in $`L^2`$, so that $`y=F(\lambda ,x)`$.

We claim that

$$\underset{n+\mathrm{}}{lim}F(\lambda ,x_n)F(\lambda ,x)D_xF(\lambda ,x)(x_nx)_{L^2}=0.$$
(4.13)
Indeed,

$$\begin{array}{c}F(\lambda ,x_n)F(\lambda ,x)D_xF(\lambda ,x)(x_nx)\hfill \\ \hfill =D_\xi H(,x_n,\lambda )+D_\xi H(,x,\lambda )+D_\xi ^2H(,x,\lambda )(x_nx)\\ \hfill =D_\xi ^2H(,x,\lambda )(x_nx)_0^1\frac{d}{d\tau }D_\xi H(,\tau x_n+(1\tau )x,\lambda )𝑑\tau \\ \hfill =D_\xi ^2H(,x,\lambda )(x_nx)_0^1D_\xi ^2H(,\tau x_n+(1\tau )x,\lambda )(x_nx)𝑑\tau \\ \hfill =_0^1\{D_\xi ^2H(,x,\lambda )D_\xi ^2H(,\tau x_n+(1\tau )x,\lambda )\}(x_nx)𝑑\tau .\end{array}$$

Since $`D_\xi H(,,\lambda )`$ is a $`C_\xi ^1`$–bundle map, a standard compactness argument shows that, for any $`\epsilon >0,`$ there is a $`\delta >0`$ such that

$$\underset{t}{sup}D_\xi ^2H(t,\xi ,\lambda )D_\xi ^2H(t,\eta ,\lambda )<\epsilon $$

for all $`\xi ,\eta ^{2N}`$ such that $`\xi ,\eta x_{\mathrm{}}+1`$ and $`\xi \eta <\delta .`$ But

$$[\tau x_n+(1\tau )x]x_{\mathrm{}}=\tau x_nx_{\mathrm{}}x_nx_{\mathrm{}}$$

for all $`\tau [0,1],`$ and so there exists $`n_0`$ such that $`[\tau x_n+(1\tau )x]x_{\mathrm{}}<\delta `$ for all $`nn_0`$ and all $`\tau [0,1]`$. Thus,

$$\underset{t}{sup}D_\xi ^2H(t,x(t),\lambda )D_\xi ^2H(t,\tau x_n(t)+(1\tau )x(t),\lambda )<\epsilon $$

for all $`nn_0`$ and all $`\tau [0,1]`$. Hence,

$$F(\lambda ,x_n)F(\lambda ,x)D_xF(\lambda ,x)(x_nx)_2\epsilon x_nx_2\epsilon 2M$$

for all $`nn_0`$, since $`_2.`$ This proves that

$$F(\lambda ,x_n)F(\lambda ,x)D_xF(\lambda ,x)(x_nx)_20\text{ as }n\mathrm{}.$$

But $`F(\lambda ,x_n)F(\lambda ,x)_2=F(\lambda ,x_n)y_20`$ and so we have that

$$L(x_nx)_20\text{ where }L=D_xF(\lambda ,x)\mathrm{\Phi }_0(H^1,L^2).$$

By Theorem 3.15 of , there exist $`SB(L^2,H^1)`$ and a compact linear operator $`C:H^1H^1`$ such that $`SL=I+C.`$ But then,

$`x_nx`$ $`=(SLC)(x_nx)SL(x_nx)+C(x_nx)`$
$`SL(x_nx)_2+C(x_nx)`$
where $`C(x_nx)0`$ by the compactness of $`C`$ and the weak convergence of $`\{x_n\}`$ in $`H^1.`$ Thus $`x_nx0`$ and the compactness of $`F(\lambda ,)^1(K)W`$ is established. ∎

###### Lemma 4.8.

Let $`\{x_n\}`$ be a bounded sequence in $`H^1`$ and consider any numbers $`T^+,T^{}(0,\mathrm{}).`$ At least one of the following properties must hold.

(1) $`\{x_n\}`$ vanishes uniformly at infinity

(2) There is a sequence $`\{l_k\}`$ with $`lim_k\mathrm{}l_k=\mathrm{}`$ and a subsequence $`\{x_{n_k}\}`$ of $`\{x_n\}`$ such that $`\stackrel{~}{x_k}=\tau _{l_kT^+}(x_{n_k})=x_{n_k}(+l_kT^+)`$ converges weakly in $`H^1`$ to an element $`\stackrel{~}{x}0`$

(3) There is a sequence $`\{l_k\}`$ with $`lim_k\mathrm{}l_k=\mathrm{}`$ and a subsequence $`\{x_{n_k}\}`$ of $`\{x_n\}`$ such that $`\stackrel{~}{x_k}=\tau _{l_kT^{}}(x_{n_k})=x_{n_k}(+l_kT^{})`$ converges weakly in $`H^1`$ to an element $`\stackrel{~}{x}0`$

###### Proof.

Assume that $`\{x_n\}`$ does not satisfy (1). Then there exists $`\epsilon >0`$ such that, for all $`k,`$ there exists $`t_k`$ with $`|t_k|k`$, and there exists $`n_k`$ with $`n_k>k`$ such that $`x_{n_k}(t_k)\epsilon `$. By passing to a subsequence we may suppose that $`\{t_k\}`$ diverges either to $`+\mathrm{}`$ or to $`\mathrm{}`$.
Suppose that $`t_k\mathrm{}`$ as $`k\mathrm{}.`$ Then there exists $`l_k`$ such that $`t_kl_kT^+[0,T^+]`$ and $`l_k\mathrm{}`$ as $`k\mathrm{}.`$ Clearly, $`\stackrel{~}{x}__k=x_{n_k}`$ and hence also $`\{\stackrel{~}{x}_k\}`$ is bounded in $`H^1.`$ Passing to a further subsequence which we still denote by $`\{\stackrel{~}{x}_k\},`$ we can suppose that $`\stackrel{~}{x}_k`$ converges weakly in $`H^1`$ to some element $`\stackrel{~}{x}.`$ By the compactness of the embedding of $`H^1([0,T^+],^{2N})`$ into $`C([0,T^+],^{2N}),`$ $`\stackrel{~}{x}_k\stackrel{~}{x}`$ uniformly on $`[0,T^+]`$. In particular, $`\mathrm{max}_{t[0,T^+]}\stackrel{~}{x}(t)=lim_k\mathrm{}\mathrm{max}_{t[0,T^+]}\stackrel{~}{x}_k(t).`$ But

$$\underset{t[0,T^+]}{\mathrm{max}}\stackrel{~}{x}_k(t)\stackrel{~}{x}_k(t_kl_kT^+)=x_{n_k}(t_k)\epsilon \text{ for all }k,$$

so $`\mathrm{max}_{t[0,T^+]}\stackrel{~}{x}(t)\epsilon .`$ Thus we see that (2) holds when $`t_k\mathrm{}.`$ as $`k\mathrm{}.`$
A similar argument shows that (3) holds if $`t_k\mathrm{}.`$ as $`k\mathrm{},`$ completing the proof. ∎

###### Theorem 4.9.

Under the hypotheses (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}})`$, suppose that
(1) there is an element $`(\lambda ,x^0)\times H^1`$ such that $`D_x(\lambda ,x^0)\mathrm{\Phi }_0(H^1,L^2),`$ and
(2)$`\{xH^1:F^+(\lambda ,x)=0\}=\{xH^1:F^{}(\lambda ,x)=0\}=\{0\}.`$
Then the restriction of $`F(\lambda ,):H^1L^2`$ to the closed bounded subsets of $`H^1`$ is proper.

###### Proof.

According to Theorem 4.7 and Lemma 4.6, it suffices to show that any bounded sequence $`\{x_n\}`$ in $`H^1`$ such that $`F(\lambda ,x_n)y_20`$ for some element $`yL^2`$ has a weakly convergent subsequence which vanishes uniformly at infinity. By the boundedness of $`\{x_n\},`$ we may assume henceforth that $`x_nx`$ weakly in $`H^1`$ for some $`xH^1.`$ Furthermore, $`\{x_n\}`$ has at least one of the properties stated in Lemma 4.8 where $`T^\pm `$ are chosen to be periods of $`g^\pm (,\xi ,\lambda )`$ as in (H)(3).
Let us suppose that $`\{x_n\}`$ has the property (2) of Lemma 4.8. That is to say, $`\stackrel{~}{x_k}\stackrel{~}{x}`$ weakly in $`H^1`$ where $`\stackrel{~}{x_k}(t)=x_{n_k}(t+l_kT^+)`$ and $`\stackrel{~}{x}0.`$ The invariance by translation of the Lebesgue measure implies that $`F(\lambda ,x_n)y_2=\tau _{l_kT^+}(F(\lambda ,x_n)y)_2`$ so

$$\tau _{l_kT^+}(F(\lambda ,x_{n_k}))\stackrel{~}{y_k}_20\text{ where }\stackrel{~}{y_k}(t)=y(t+l_kT^+)$$

For any $`\omega (0,\mathrm{}),`$ Lemma 4.3 shows that

$$\tau _{l_kT^+}(F(\lambda ,x_{n_k}))\tau _{l_kT^+}(F^+(\lambda ,x_{n_k}))_{L^2(\omega ,\omega )}0\text{ as }k\mathrm{}.$$

Hence

$$\tau _{l_kT^+}(F^+(\lambda ,x_{n_k}))\stackrel{~}{y_k}_{L^2(\omega ,\omega )}0\text{ as }k\mathrm{}.$$

But

$`\tau _{l_kT^+}(F^+(\lambda ,x_{n_k}))(t)`$ $`=Jx_{n_k}^{}(t+l_kT^+)g^+(t+l_kT^+,x_{n_k}(t+l_kT^+),\lambda )`$
$`=J\stackrel{~}{x_k^{}}(t)g^+(t,\stackrel{~}{x_k}(t),\lambda )=F^+(\lambda ,\stackrel{~}{x_k})(t)`$
by the periodicity of $`g^+.`$ Consequently,

$$F^+(\lambda ,\stackrel{~}{x_k})\stackrel{~}{y_k}_{L^2(\omega ,\omega )}0\text{ as }k\mathrm{},$$

for all $`\omega (0,\mathrm{}).`$ Since the sequence $`\{F^+(\lambda ,\stackrel{~}{x_k})\stackrel{~}{y_k}\}`$ is bounded in $`L^2,`$ this implies that $`F^+(\lambda ,\stackrel{~}{x_k})\stackrel{~}{y_k}0`$ weakly in $`L^2.`$ But $`\stackrel{~}{y_k}0`$ weakly in $`L^2`$ by Lemma 4.4, so we now have that $`F^+(\lambda ,\stackrel{~}{x_k})0`$ weakly in $`L^2.`$ However, the weak sequential continuity of $`F^+(\lambda ,):H^1L^2`$ implies that

$$F^+(\lambda ,\stackrel{~}{x_k})F^+(\lambda ,\stackrel{~}{x})\text{ weakly in }L^2,$$

so we must have $`F^+(\lambda ,\stackrel{~}{x})=0,`$ contradicting the hypothesis (2) of the theorem. This shows that the sequence $`\{x_n\}`$ cannot have the property (2) of Lemma 4.8.
A similar argument excludes the property (3), completing the proof of the theorem. ∎

###### Corollary 4.10.

Suppose that (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}})`$ are satisfied. An open interval $`\mathrm{\Lambda }`$ is admissible for $`F:\times H^1L^2`$ provided that, for all $`\lambda \mathrm{\Lambda },`$

(1) $`D_xF(\lambda ,0)\mathrm{\Phi }_0(H^1,L^2)`$ and

(2) $`\{xH^1:F^+(\lambda ,x)=0\}=\{xH^1:F^{}(\lambda ,x)=0\}=\{0\}`$

###### Proof.

From hypothesis (1) and part (4) of Theorem 3.4, it follows that $`D_xF(\lambda ,x)\mathrm{\Phi }_0(H^1,L^2)`$ for all $`(\lambda ,x)\mathrm{\Lambda }\times H^1.`$
Let $`K`$ be a compact subset of $`L^2`$ and let $`W`$ be a closed bounded subset of $`\times H^1`$ such that

$$inf\mathrm{\Lambda }<infPWsupPW<sup\mathrm{\Lambda }.$$

To show that $`F^1(K)W`$ is a compact subset of $`\times H^1,`$ we consider a sequence $`\{(\lambda _n,x_n)\}F^1(K)W.`$ Passing to a subsequence, we can suppose that there exist $`\lambda [infPW,supPW]\mathrm{\Lambda }`$ and $`yK`$ such that

$$\lambda _n\lambda \text{ and }F(\lambda _n,x_n)y_20.$$

But, by part (3) of Theorem 3.3, the family of functions $`\{F(,x_n)\}_n`$ is equicontinuous at $`\lambda `$ since the sequence $`\{x_n\}`$ is bounded in $`H^1.`$ It follows from this that $`F(\lambda ,x_n)y_20.`$ By Theorem 4.9 we know that $`F(\lambda ,):H^1L^2`$ is proper on the closed bounded subsets of $`H^1`$ and so there is a subsequence $`\{x_{n_k}\}`$ of $`\{x_n\}`$ and an element $`xH^1`$ such that $`x_{n_k}x0.`$ Thus $`\{(\lambda _{n_k},x_{n_k})\}`$ converges to $`(\lambda ,x)`$ in $`\times H^1.`$ Furthermore $`(\lambda ,x)W`$ since $`W`$ is closed. This proves that $`F^1(K)W`$ is a compact subset of $`\times H^1,`$ completing the proof that $`\mathrm{\Lambda }`$ is an admissible interval. ∎

###### Theorem 4.11.

Consider the system (1.1)(1.2) under the assumptions (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}}).`$ Let $`\mathrm{\Lambda }`$ be an open interval having the following properties.

* For all $`\lambda \mathrm{\Lambda },D_xF(\lambda ,0)\mathrm{\Phi }_0(H^1,L^2)`$.
* For all $`\lambda \mathrm{\Lambda }`$,

$$\{xH^1:F^+(\lambda ,x)=0\}=\{xH^1:F^{}(\lambda ,x)=0\}=\{0\}.$$
* There is a point $`\lambda _0\mathrm{\Lambda }`$ such that

+ $`dim\mathrm{ker}D_xF(\lambda _0,0)`$ is odd,
    + for every $`u\mathrm{ker}D_xF(\lambda _0,0)\backslash \{0\}`$ there is an element $`v\mathrm{ker}D_xF(\lambda _0,0)`$ such that

    $$_{\mathrm{}}^{\mathrm{}}D_\lambda D_\xi ^2H(t,0,\lambda _0)u(t),v(t)𝑑t0$$
    + $`dim\{D_\lambda D_\xi ^2H(,0,\lambda _0)u:u\mathrm{ker}D_xF(\lambda _0,0)\}=dimD_xF(\lambda _0,0).`$

Then a global branch of homoclinic solutions of (1.1)(1.2) bifurcates at $`\lambda _0`$ in the sense of Theorem 2.3 with $`X=H^1`$ and $`Y=L^2.`$

###### Theorem 4.12.

For some point $`t_0`$, $`detD_\lambda D_\xi ^2H(t_0,0,\lambda _0)0`$.

###### Proof.

In view of Corollary 4.10, we only need to check that the assumption (3) ensures that the condition (2.3) is satisfied with $`A(\lambda )=D_xF(\lambda ,0).`$ By (ii), we have that $`D_\lambda D_\xi ^2H(,0,\lambda _0)u[\mathrm{ker}D_xF(\lambda _0,0)]^{}`$ for $`u\mathrm{ker}D_xF(\lambda _0,0)\backslash \{0\}`$ and so $`A^{}(\lambda _0)[\mathrm{ker}D_xF(\lambda _0,0)]`$ $`\mathrm{rge}A(\lambda _0)=\{0\}`$ by Theorem 3.4(2). Since

$$A^{}(\lambda _0)[\mathrm{ker}D_xF(\lambda _0,0)]=\{D_\lambda D_\xi ^2H(,0,\lambda _0)u:u\mathrm{ker}D_xF(\lambda _0,0)\}$$

and codim $`\mathrm{rge}A(\lambda _0)=dim`$ $`\mathrm{ker}D_xF(\lambda _0,0)`$ by (1), it follows from (3)(iii) that

$$A^{}(\lambda _0)[\mathrm{ker}D_xF(\lambda _0,0)]\mathrm{ker}A(\lambda _0)=L^2.$$

It now follows from (i) and Proposition 2.1 that $`\pi (D_xF(\lambda _0,0)[\lambda _0\epsilon ,\lambda _0+\epsilon ])=1`$ for some small $`\epsilon >0.`$

Remark The condition (3)(iii) is satisfied whenever

$$(iii)^{}\text{ for some point }t_0,detD_\lambda D_\xi ^2H(t_0,0,\lambda _0)0.$$

In fact, if$`\{u_1,\mathrm{},u_k\}`$ is a basis for $`\mathrm{ker}D_xF(\lambda _0,0)`$, then for every $`t,`$ the vectors $`u_1(t),\mathrm{},u_k(t)`$ are linearly independent in $`^{2N}`$ since the functions $`u_1,\mathrm{},u_k`$ all satisfy the linear system $`Ju^{}(t)=D_\xi ^2H(t,0,\lambda _0)u(t).`$ It follows from $`(iii)`$ that the vectors

$$D_\lambda D_\xi ^2H(t_0,0,\lambda _0)u_1(t_0),\mathrm{},D_\lambda D_\xi ^2H(t_0,0,\lambda _0)u_k(t_0)$$

are linearly independent in $`^{2N}`$ and hence that $`dimA^{}(\lambda _0)[\mathrm{ker}D_xF(\lambda _0,0)]=k`$. ∎

The rest of this paper is devoted to the formulation of explicit conditions on the Hamiltonian $`H`$ which enable us to verify the properties (1) to (3) in the above result.

## 5. More explicit criteria

The first objective is to formulate conditions on the Hamiltonian which ensure that $`D_xF(\lambda ,0)\mathrm{\Phi }_0(H^1,L^2).`$ Recalling that

$$D_xF(\lambda ,0)u=Ju^{}D_\xi ^2H(,0,\lambda )u\text{ for all }uH^1,$$

we set

$$A_\lambda (t)=D_\xi ^2H(t,0,\lambda )\text{ for }t.$$

Then, assuming that $`(H^{\mathrm{}})`$ is satisfied, we set

$$A_\lambda ^+(t)=D_\xi g^+(t,0,\lambda )\text{ and }A_\lambda ^{}(t)=D_\xi g^{}(t,0,\lambda ).$$

We observe that $`A_\lambda (t),A_\lambda ^+(t)`$ and $`A_\lambda ^{}(t)`$ are all real, symmetric $`2N\times 2N`$matrices and that $`A_\lambda ^+(t)`$ and $`A_\lambda ^{}(t)`$ are periodic in $`t.`$ Furthermore,

$$\underset{t\mathrm{}}{lim}\{A_\lambda (t)A_\lambda ^+(t)\}=\underset{t\mathrm{}}{lim}\{A_\lambda (t)A_\lambda ^{}(t)\}=0.$$

###### Theorem 5.1.

Suppose that (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}})`$ are satisfied and that the periodic, linear Hamiltonian systems

$$Jx^{}A_\lambda ^+(t)x=0\text{ and }Jx^{}A_\lambda ^{}(t)x=0$$

have no characteristic multipliers on the unit circle.
Then $`D_xF(\lambda ,0)\mathrm{\Phi }_0(H^1,L^2).`$

Furthermore,

$$\mathrm{ker}D_xF(\lambda ,0)=N(\lambda )\text{ where}$$

$$N(\lambda )=\{uC^1(,^{2N}):Ju^{}(t)A_\lambda (t)u(t)0\text{ and }\underset{\left|t\right|\mathrm{}}{lim}u(t)=0\}.$$

Remarks (1) In fact, our proof shows that functions in $`\mathrm{ker}D_xF(\lambda ,0)`$ decay exponentially to zero as $`\left|t\right|\mathrm{}`$.

(2) Characteristic multipliers on the unit circle correspond to characteristic exponents with real part equal to zero.

First we establish the following useful result.

###### Proposition 5.2.

Let $`M(t)`$ be a real symmetric $`2N\times 2N`$matrix which depends continuously and periodically on $`t.`$ Suppose that the linear system

$$Jx^{}M(t)x=0$$

has no characteristic multipliers on the unit circle. Then the linear operator $`L:H^1L^2,`$ defined by

$$Lu=Ju^{}M(t)u\text{ for all }uH^1,$$

is an isomorphism.

Remark In the case where $`M(t)=M`$ is constant, there are no characteristic multipliers on the unit circle precisely when the matrix $`JM`$ has no eigenvalues on the imaginary axis.

###### Proof.

Suppose that $`M(t+T)=M(t)`$ for all $`t.`$ Recall that a $`2N\times 2N`$matrix $`K`$ is symplectic when $`K^TJK=J`$ and that such matrices are always invertible. By Floquet theory (see for example Theorem IV-5-11 of ) there exist

* a real symmetric $`2N\times 2N`$-matrix $`C`$ and
* a real symplectic $`2N\times 2N`$-matrix $`P(t)`$ for each $`t`$ such that $`P_{ij}C^1()`$ and $`P(t+2T)=P(t)`$ for all $`t`$, $`Ju^{}(t)M(t)u(t)=P(t)\{Jz^{}(t)Cz(t)\}`$ for all $`t`$ where $`u(t)=P(t)z(t)`$.

Furthermore, the characteristic multipliers of the system

$$Ju^{}(t)M(t)u(t)=0$$

are the complex numbers $`\rho _1,\mathrm{},\rho _{2N}`$ where $`\rho _k=e^{2T\lambda _k}`$ where $`\lambda _1,\mathrm{},\lambda _{2N}`$ are the eigenvalues of the matrix $`JC.`$ For $`z:^{2N},`$ let $`Wz(t)=P(t)z(t).`$ It follows easily from the properties of $`P`$ that

$`Wz`$ $`L^2zL^2\text{ and also }WzH^1zH^1,\text{ in fact,}`$
$`W`$ $`:L^2L^2\text{ and }W:H^1H^1\text{ are isomorphisms.}`$
Thus we can define a bounded linear operator $`S:H^1L^2`$ by setting

$$Sz=W^1LWz\text{ where }Lu=Ju^{}M(t)u\text{ for }uH^1.$$

Clearly $`S:H^1L^2`$ is an isomorphism $`L:H^1L^2`$ is an isomorphism. But, setting $`u=Wz,`$

$$W^1LWz(t)=P(t)^1\{Ju^{}M(t)u\}=Jz^{}(t)Cz(t).$$

By Corollary 10.2 of , the bounded linear operator $`Sz=Jz^{}(t)Cz(t)`$ is an isomorphism if and only if $`\sigma (JC)i=\mathrm{}.`$ The hypothesis that the system $`Ju^{}(t)M(t)u(t)=0`$ has no characteristic multipliers on the unit circle ensures that indeed $`\sigma (JC)i=\mathrm{}`$ and so the proof is complete. ∎

Proof of Theorem 5.1 Set $`L=D_xF(\lambda ,0)`$ and recall that

$$Lx(t)=Jx^{}(t)A_\lambda (t)x(t)\text{ for all }xH^1.$$

By Theorem 3.4, we know that $`LB(H^1,L^2)`$ and it is enough to show that $`\mathrm{rge}L`$ is a closed subspace of $`L^2.`$ With this in mind, let $`fL^2`$ and suppose that there exists a sequence $`\{f_n\}\mathrm{rge}L`$ such that $`ff_n_20.`$ Clearly there is a sequence $`\{x_n\}H^1`$ such that $`Lx_n=f_n.`$

Let $`P`$ denote the orthogonal projection of $`L^2`$ onto $`\mathrm{ker}L`$ and set $`Q=IP.`$ Then $`Qx_n=x_nPx_nH^1`$ and $`Qx_n[\mathrm{ker}(L)]^{},`$ the orthogonal complement of $`\mathrm{ker}L`$ in $`L^2.`$ Setting

$$u_n=Qx_n\text{ we have that }u_nH^1[\mathrm{ker}(L)]^{}\text{ and }Lu_n=f_n.$$

Let us prove that the sequence $`\{u_n\}`$ is bounded in $`H^1.`$ For this we use $`S^\pm :H^1L^2`$ to denote the bounded linear operators defined by

$$S^\pm x=Jx^{}A_\lambda ^\pm (t)x\text{ for all }xH^1.$$

By the Proposition 5.2 we know that $`S^+:H^1L^2`$ and $`S^{}:H^1L^2`$ are both isomorphisms and so there exists a constant $`k`$ such that

$$S^\pm x_2kx\text{ for all }xH^1.$$
(5.14)
Supposing that $`u_n\mathrm{},`$ we set $`w_n=\frac{u_n}{u_n}.`$ Then $`\{w_n\}H^1`$ with $`w_n=1`$ for all $`n.`$ Passing to a subsequence, we can suppose that $`w_nw`$ weakly in $`H^1,`$ and hence that $`Lw_nLw`$ weakly in $`L^2.`$ Furthermore,

$$Lw_n=\frac{Lu_n}{u_n}=\frac{f_n}{u_n}\text{ and so }Lw_n_2=\frac{f_n_2}{u_n}0$$

since $`f_n_2f_2`$ and $`u_n\mathrm{}.`$ Thus $`Lw=0.`$ But $`w_nH^1[\mathrm{ker}(L)]^{}`$ for all $`n,`$ from which it follows that $`wH^1[\mathrm{ker}(L)]^{}.`$ Thus $`w=0`$ and $`w_n0`$ weakly in $`H^1.`$ Consequently,

$$w_n0\text{ uniformly on }[R,R]\text{ for any }R(0,\mathrm{}).$$

But, for all $`t,`$

$$Jw_n^{}(t)=A_\lambda (t)w_n(t)+\frac{f_n(t)}{u_n}$$

and so

$$w_n^{}_{L^2(R,R)}\underset{t}{sup}A_\lambda (t)w_n_{L^2(R,R)}+\frac{f_n_2}{u_n},$$

showing that $`w_n^{}_{L^2(R,R)}0`$ as $`n\mathrm{},`$ for all $`R(0,\mathrm{}).`$ In particular,

$$w_n_{H^1(R,R)}0\text{ as }n\mathrm{}.$$

Now choose any $`\epsilon >0.`$ By (H$`{}_{}{}^{\mathrm{}}),`$ there is a constant $`r(0,\mathrm{})`$ such that

$$\left|A_\lambda (t)A_\lambda ^+(t)\right|\epsilon \text{ for all }tr\text{ and }\left|A_\lambda (t)A_\lambda ^{}(t)\right|\epsilon \text{ for all }tr.$$

There exist a constant $`R>r+\frac{1}{\epsilon }`$ and a function $`\phi C^1()`$ such that

$`0\phi (t)1`$ for all $`t`$, $`\phi (t)=0`$ for $`tr`$, $`\phi (t)=1`$ for $`tR`$ and $`\left|\phi ^{}(t)\right|\epsilon `$ for all $`t`$.

Consider now the function $`z_n(t)=\phi (t)w_n(t).`$ Clearly $`z_nH^1`$ and

$`S^+z_n(t)`$ $`=\phi ^{}(t)Jw_n(t)+\phi (t)Jw_n^{}(t)A_\lambda ^+(t)z_n(t)`$
$`=\phi ^{}(t)Jw_n(t)+\phi (t)Lw_n(t)+\phi (t)\{A_\lambda (t)A_\lambda ^+(t)\}w_n(t)`$
$`=\phi ^{}(t)Jw_n(t)+\phi (t){\displaystyle \frac{f_n(t)}{u_n}}+\phi (t)\{A_\lambda (t)A_\lambda ^+(t)\}w_n(t).`$
Thus,

$`S^+z_n_2`$ $`\epsilon w_n_2+{\displaystyle \frac{f_n_2}{u_n}}+\underset{tr}{sup}\left|A_\lambda (t)A_\lambda ^+(t)\right|w_n_2`$
$`\epsilon +{\displaystyle \frac{f_n_2}{u_n}}+\epsilon `$
since $`w_n_21.`$ Hence, by (5.14)

$$w_n_{H^1(R,\mathrm{})}=z_n_{H^1(R,\mathrm{})}z_n\frac{1}{k}\left(2\epsilon +\frac{f_n_2}{u_n}\right).$$

A similar argument, using $`\phi (t)w_n(t)`$ instead of $`z_n,`$ shows that

$$w_n_{H^1(\mathrm{},R)}\frac{1}{k}\left(2\epsilon +\frac{f_n_2}{u_n}\right).$$

Finally, we have shown that, for all $`n,`$

$`w_n^2`$ $`=w_n_{H^1(\mathrm{},R)}^2+w_n_{H^1(R,R)}^2+w_n_{H^1(R,\mathrm{})}^2`$
$`{\displaystyle \frac{2}{k^2}}\left(2\epsilon +{\displaystyle \frac{f_n_2}{u_n}}\right)^2+w_n_{H^1(R,R)}^2`$
and, letting $`n\mathrm{},`$

$$\underset{n\mathrm{}}{lim\; sup}w_n^2\frac{2}{k^2}\left(2\epsilon \right)^2$$

since $`w_n_{H^1(R,R)}^20,f_n_2f_2`$ and $`u_n\mathrm{}.`$ But $`w_n1`$ and $`\epsilon >0`$ can be chosen so that $`\frac{2}{k^2}\{2\epsilon \}^2<1.`$ This contradiction establishes the boundedness of the sequence $`\{u_n\}`$ in $`H^1.`$

By passing to a subsequence, we can now suppose that $`u_nu`$ weakly in $`H^1`$, and consequently that $`Lu_nLu`$ weakly in $`L^2.`$ However, $`Lu_n=f_n`$ and $`f_nf_20,`$ showing that $`Lu=f`$. This proves that $`\mathrm{rge}L`$ is a closed subspace of $`L^2`$ and we have shown that $`D_xF(\lambda ,0)\mathrm{\Phi }_0(H^1,L^2).`$

Clearly $`\mathrm{ker}D_xF(\lambda ,0)N(\lambda ).`$ To establish the equality we suppose that $`uN(\lambda )`$ and we must show that $`uH^1.`$ In fact, we shall prove that $`u(t)`$ decays to zero exponentially as $`\left|t\right|\mathrm{}.`$ This implies that $`uL^2`$ and then, since $`A_\lambda (t)`$ is bounded on $`,`$ it follows immediately that $`u^{}L^2.`$ Let us consider the behaviour of $`u(t)`$ as $`t\mathrm{},`$ the case $`t\mathrm{}`$ being similar.

Using the notation introduced in the proof of Proposition 5.2 with $`M=A_\lambda ^+,`$ we set $`u(t)=P(t)z(t)`$ and find that $`zC^1()`$ and

$$P(t)\{Jz^{}(t)Cz(t)\}=Ju^{}(t)A_\lambda ^+(t)u(t)=\{A_\lambda (t)A_\lambda ^+(t)\}u(t)$$

where $`C`$ is a real symmetric matrix and $`JC`$ has no eigenvalues with zero real part. Thus,

$$z^{}(t)=\{JC+R(t)\}z(t)\text{ where }R(t)=JP(t)^1\{A_\lambda (t)A_\lambda ^+(t)\}P(t).$$

The matrix $`R(t)`$ depends continuously on $`t`$ and $`R(t)0`$ as $`t\mathrm{}.`$ According to Corollary VII-3-7 of , this implies that there is a number $`\mu `$ such that $`lim_t\mathrm{}t^1\mathrm{log}z(t)=\mu `$ and $`\mu `$ is the real part of an eigenvalue of the matrix $`JC.`$ But, since $`lim_{\left|t\right|\mathrm{}}u(t)=0,`$ we have that $`lim_{\left|t\right|\mathrm{}}z(t)=0`$ and consequently $`\mu 0.`$ However, $`JC`$ has no eigenvalues with zero real part and so $`\mu <0.`$ Thus, for any $`\gamma <\mu ,lim_t\mathrm{}e^{\gamma t}z(t)=0.`$ This establishes the exponential decay of $`\left|u(t)\right|`$ as $`t\mathrm{}`$ and the proof is complete.

We now turn to the problem of checking the condition

$$\{xH^1:F^+(\lambda ,x)=0\}=\{xH^1:F^{}(\lambda ,x)=0\}=\{0\}$$

in Theorem 4.11. This amounts to ensuring that certain types of Hamiltonian system have no solutions which are homoclinic to $`0.`$

###### Theorem 5.3.

Suppose the (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}})`$ are satisfied.

(a) If there is a real, symmetric $`2N\times 2N`$matrix $`C`$ such that

$$g^+(t,\xi ,\lambda ),JC\xi >0\text{ for all }\xi ^{2N}\backslash \{0\},$$

then $`\{xH^1:F^+(\lambda ,x)=0\}=\{0\}.`$

(b) If

$$g^+(t,\xi ,\lambda )=A_\lambda ^+(t)\xi \text{ for all }(t,\xi )\times ^{2N},$$

(that is, $`g^+(t,,\lambda )`$ is linear), then $`\{xH^1:F^+(\lambda ,x)=0\}=\{0\}.`$

(c) If $`g^+(t,\xi ,\lambda )`$ is independent of $`t`$ and $`0`$ is an isolated zero of $`H^+(,\lambda )`$ where $`D_\xi H^+(,\lambda )=g^+(,,\lambda ),`$ then $`\{xH^1:F^+(\lambda ,x)=0\}=\{0\}.`$

The same conclusions hold when $`g^+`$ is replaced by $`g^{}.`$

###### Proof.

(a) Suppose that $`xH^1`$ and $`F^+(\lambda ,x)=0.`$ Then $`xC^1()`$ and, for all $`t,`$

$$\frac{d}{dt}Cx(t),x(t)=2Cx(t),x^{}(t)=2JCx(t),g^+(t,x(t),\lambda )>0$$

whenever $`x(t)0.`$ However $`Cx(t),x(t)0`$ as $`t\mathrm{}`$ and as $`t\mathrm{}`$ since $`xH^1.`$ Thus we must have that $`Cx(t),x(t)0`$ and consequently, $`JCx(t),g^+(t,x(t),\lambda )=0`$ for all $`t.`$ This implies that $`x(t)=0`$ for all $`t`$ as required.

(b) If $`xH^1`$ and $`F^+(\lambda ,x)=0,`$ it follows that $`S^+x=0`$ in the notation which was introduced in the proof of Theorem 5.1. From Floquet theory as in the proof of Proposition 5.2 with $`M(t)=A_\lambda ^+(t),`$ it follows that

$$S^+z=Jz^{}(t)Cz(t)\text{ where }x(t)=P(t)z(t)\text{ and }zH^1.$$

But, as is pointed out at the beginning of Section 10 of , $`\mathrm{ker}(S^+)=\{0\}`$ and so $`z0.`$ This proves that $`x=0.`$

(c) If $`xH^1`$ and $`F^+(\lambda ,x)=0,`$ it follows that $`xC^1()`$ and $`x`$ satisfies the autonomous Hamiltonian system $`Jx^{}(t)=D_\xi H(x(t),\lambda ).`$ Thus $`H(x(t),\lambda )`$ is constant, and (1.2) implies that $`H(x(t),\lambda )=0`$ for all $`t.`$ Since $`0`$ is an isolated zero of $`H(,\lambda )`$ and $`x(t)0`$ as $`\left|t\right|0,`$ it now follows that $`x=0`$. ∎

Combining these results we can formulate criteria for admissible intervals which can be checked in some examples.

###### Theorem 5.4.

Suppose that (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}})`$ are satisfied. An open interval $`\mathrm{\Lambda }`$ is admissible provided that, for all $`\lambda \mathrm{\Lambda },`$ the following conditions are satisfied.

(1) The periodic, linear Hamiltonian systems

$$Jx^{}A_\lambda ^+(t)x=0\text{ and }Jx^{}A_\lambda ^{}(t)x=0$$

have no characteristic multipliers on the unit circle.

(2) The asymptotic limit $`g^+`$ satisfies one of the conditions (a),(b) or (c) of Theorem 5.3

(3) The asymptotic limit $`g^{}`$ satisfies one of the conditions (a),(b) or (c) of Theorem 5.3.

Finally we can reformulate Theorem 4.11 as a global bifurcation theorem concerning the system (1.1)(1.2) with hypotheses only involving properties of the Hamiltonian.

###### Theorem 5.5.

Suppose that (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}})`$ are satisfied. An open interval $`\mathrm{\Lambda }`$ is admissible provided that, for all $`\lambda \mathrm{\Lambda },`$ the following conditions are satisfied.

(1) The periodic, linear Hamiltonian systems

$$Jx^{}A_\lambda ^+(t)x=0\text{ and }Jx^{}A_\lambda ^{}(t)x=0$$

have no characteristic multipliers on the unit circle.

(2) The asymptotic limit $`g^+`$ satisfies one of the conditions (a),(b) or (c) of Theorem 5.3.

(3) The asymptotic limit $`g^{}`$ satisfies one of the conditions (a),(b) or (c) of Theorem 5.3.

(4) There is a point $`\lambda _0\mathrm{\Lambda }`$ such that

(i) $`k=dimN(\lambda _0)`$ is odd where $`N(\lambda )=\{uC^2(,^{2N}):Ju^{}(t)A_\lambda (t)u(t)0`$ and $`lim_{\left|t\right|\mathrm{}}u(t)=0\},`$

(ii) for every $`uN(\lambda _0)\backslash \{0\}`$ there exists $`vN(\lambda _0)`$ such that

$$_{\mathrm{}}^{\mathrm{}}T_{\lambda _0}(t)u(t),v(t)𝑑t0\text{ where }T_\lambda (t)=D_\lambda D_\xi ^2H(t,0,\lambda )\text{ and}$$

(iii) $`dim\{T_{\lambda _0}()u:uN(\lambda _0)\}=k.`$

Then a global branch of homoclinic solutions of (1.1)(1.2) bifurcates at $`\lambda _0`$ in the sense of Theorem 2.3 with $`X=H^1`$ and $`Y=L^2.`$

Under the hypotheses (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}}),`$ all solutions of the system (1.1)(1.2) decay to zero exponentially fast as $`\left|t\right|\mathrm{}`$ and so the system (1.1)(1.2) is actually equivalent to the equation $`F(\lambda ,x)=0`$ where $`F:\times H^1L^2.`$ The exponential decay can be established by a slight variant of the proof of the second assertion of Theorem 5.1.

###### Theorem 5.6.

Suppose that (H1) to (H4) and (H$`{}_{}{}^{\mathrm{}})`$ are satisfied. If $`x`$ is a solution of (1.1)(1.2), there is a constant $`\gamma >0`$ such that $`lim_{\left|t\right|\mathrm{}}e^{\gamma \left|t\right|}\left|x(t)\right|=0.`$

###### Proof.

First we observe that

$$D_\xi H(t,\xi ,\lambda )=_0^1\frac{d}{d\tau }D_\xi H(t,\tau \xi ,\lambda )𝑑\tau =M(t,\xi ,\lambda )\xi $$

where the matrix $`M(t,\xi ,\lambda )`$ is defined by

$$M(t,\xi ,\lambda )=_0^1D_\xi ^2H(t,\tau \xi ,\lambda )𝑑\tau .$$

Thus $`x`$ satisfies the linear equation

$$Jx^{}(t)=K(t)x(t)\text{ where }K(t)=M(t,x(t),\lambda ).$$

But,

$`K(t)`$ $`={\displaystyle _0^1}\{D_\xi ^2H(t,\tau x(t),\lambda )D_\xi g^+(t,\tau x(t),\lambda )\}𝑑\tau `$
$`+{\displaystyle _0^1}\{D_\xi g^+(t,\tau x(t),\lambda )A_\lambda ^+(t)\}𝑑\tau +A_\lambda ^+(t)`$
from which it is easy to see that $`K(t)A_\lambda ^+(t)0`$ as $`t\mathrm{}.`$ Now, using the Floquet change of variables and Corollary VII-3-7 of  as in the proof of Theorem 5.1, we see that $`\left|x(t)\right|0`$ exponentially fast as $`t\mathrm{}.`$ The behaviour as $`t\mathrm{}`$ can be treated in the same way. ∎

## 6. Examples

Consider the following Hamiltonian,

$`H(t,u,v,\lambda )=`$
$`{\displaystyle \frac{1}{2}}\{v^2+\lambda u^2+a(t)u^2\}+{\displaystyle \frac{A(2+\mathrm{cos}t)\left|u\right|^{\sigma +2}}{(\sigma +2)(1+e^t)}}+{\displaystyle \frac{B(2+\mathrm{cos}\omega t)u^2v^2}{2(1+e^t)}}+r(t)Q(u,v,\lambda )`$
where $`A,B,\sigma ,\omega `$ are constants with $`A0`$ and $`\sigma >0`$,

$$a,rC()\text{ with }a\begin{array}{c}\\ \end{array}0\text{ and }\underset{\left|t\right|\mathrm{}}{lim}a(t)=\underset{\left|t\right|\mathrm{}}{lim}r(t)=0$$

and $`QC^3(^3)`$ with

$$Q(0,0,\lambda )=_iQ(0,0,\lambda )=_j_iQ(0,0,\lambda )=0$$

for all $`i,j=1,2`$ and all $`\lambda .`$

It is easily seen that $`H:\times ^2\times `$ satisfies the conditions (H1) to (H4) and that the system $`Jx^{}(t)=D_{(u,v)}H(t,x(t),\lambda )`$ is

$`v^{}(t)`$ $`=\lambda u(t)+a(t)u(t)+{\displaystyle \frac{A(2+\mathrm{cos}t)\left|u(t)\right|^\sigma u(t)}{1+e^t}}+{\displaystyle \frac{B(2+\mathrm{cos}\omega t)u(t)v(t)^2}{1+e^t}}`$
$`+r(t)_uQ(u(t),v(t),\lambda )`$ (6.15)
$`u^{}(t)`$ $`=v(t)+{\displaystyle \frac{B(2+\mathrm{cos}\omega t)u(t)^2v(t)}{1+e^t}}+r(t)_vQ(u(t),v(t),\lambda )`$ (6.16)
The condition (H) is also satisfied with

$`H^+(t,u,v,\lambda )`$ $`={\displaystyle \frac{1}{2}}\{v^2+\lambda u^2\}+{\displaystyle \frac{A(2+\mathrm{cos}t)\left|u\right|^{\sigma +2}}{\sigma +2}},`$
$`H^{}(t,u,v,\lambda )`$ $`={\displaystyle \frac{1}{2}}\{v^2+\lambda u^2\}+{\displaystyle \frac{B(2+\mathrm{cos}\omega t)u^2v^2}{2}},`$
$`g^+(t,u,v,\lambda )`$ $`=(\lambda u+A(2+\mathrm{cos}t)\left|u\right|^\sigma u,v)`$
$`g^{}(t,u,v,\lambda )`$ $`=(\lambda u+B(2+\mathrm{cos}\omega t)uv^2,v+B(2+\mathrm{cos}\omega t)u^2v).`$
Note that

$`A_\lambda (t)`$ $`=D_{(u,v)}^2H(t,0,0,\lambda )=\left[\begin{array}{cc}\lambda +a(t)& 0\\ 0& 1\end{array}\right]\text{ and}`$
$`A_\lambda ^\pm (t)`$ $`=D_{(u,v)}g^\pm (t,0,0,\lambda )=\left[\begin{array}{cc}\lambda & 0\\ 0& 1\end{array}\right].`$
Thus $`A_\lambda ^\pm (t)`$ is independent of $`t`$ and the spectrum of the matrix $`J\left[\begin{array}{cc}\lambda & 0\\ 0& 1\end{array}\right]`$ is

$$\{\pm i\sqrt{\lambda }\}\text{ for }\lambda >0,\{0\}\text{ for }\lambda =0\text{ and }\{\pm \sqrt{\left|\lambda \right|}\}\text{ for }\lambda <0.$$

It follows from Theorem 5.1 that $`D_xF(\lambda ,0)\mathrm{\Phi }_0(H^1,L^2)`$ for all $`\lambda <0.`$

Setting $`C=\left[\begin{array}{cc}0& 1\\ 1& 0\end{array}\right],`$ we find that $`JC(u,v)^T=(u,v)^T`$ and hence that

$$g^+(t,u,v,\lambda ),JC(u,v)^T=\lambda u(t)^2A(2+\mathrm{cos}t)\left|u\right|^{\sigma +2}+v^2>0$$

for all $`(u,v)^2\backslash \{(0,0)\}`$ provided that $`\lambda <0.`$ Similarly,

$$g^{}(t,u,v,\lambda ),JC(u,v)^T=\lambda u(t)^2+v^2>0$$

for all $`(u,v)^2\backslash \{(0,0)\}`$ provided that $`\lambda <0.`$

By Theorem 5.4 we now have that $`(\mathrm{},0)`$ is an admissible interval for the system (6.15)(6.16). In particular, $`D_xF(\lambda ,0):H^1L^2`$ is an isomorphism for $`\lambda <0,`$ except at the values of $`\lambda `$ for which $`\mathrm{ker}D_xF(\lambda ,0)\{0\}.`$ But, $`x\mathrm{ker}D_xF(\lambda ,0)\backslash \{0\}`$ means that $`x`$ is a homoclinic solution of the linear system

$$\begin{array}{cc}x_2^{}(t)=& \{\lambda +a(t)\}x_1(t)\\ x_1^{}(t)=& x_2(t)\end{array}$$

which is equivalent to the second order equation

$$x_1^{\prime \prime }(t)=\{\lambda +a(t)\}x_1(t).$$

Under our hypotheses on the coefficient $`a,`$ there is always at least one value of $`\lambda `$ in the interval $`(\mathrm{},0)`$ for which this equation has a homoclinic solution. Setting

$$\lambda _0=inf\{_{}\phi ^{}(t)^2a(t)\phi (t)^2dt:\phi H^1()\text{ with }_{}\phi (t)^2𝑑t=1\},$$

it is well-known (see , theorem 11.5) that $`\lambda _0(\mathrm{},0)`$ and that there exists an element $`\phi _0H^1()`$ such that

$$\phi _0(t)>0\text{ for all }t\text{ and }\lambda _0_{}\phi (t)_0^2𝑑t=_{}\phi _0^{}(t)^2a(t)\phi _0(t)^2dt.$$

Furthermore, $`\phi _0H^2()C^2()`$ and satisfies the equation

$$x_1^{\prime \prime }(t)=\{\lambda _0+a(t)\}x_1(t).$$

Setting $`x_0=(\phi _0,\phi _0^{}),`$ we find that $`\mathrm{ker}D_xF(\lambda _0,0)=\mathrm{span}\{x_0\}.`$

Finally we observe that

$$D_\lambda D_{(u,v)}^2H(t,0,0,\lambda )=\left[\begin{array}{cc}1& 0\\ 0& 0\end{array}\right]$$

and so, in the notation of Theorem 5.5,

$$T_{\lambda _0}(t)x_0(t)=(\phi _0,0).$$

Thus all the hypotheses of Theorem 5.5 are satisfied by the system (6.15)(6.16).

## 7. Appendix

Proof of Theorem 3.3 (1) It is sufficient to prove that $`D_xF`$ and $`D_\lambda F`$ exist and are continuous on $`\times H^1.`$
For $`D_xF(\lambda ,x),`$ we consider $`\lambda `$ and $`x,yH^1`$ with $`(\lambda ,x)`$ fixed. Then

$`F(\lambda ,x+y)F(\lambda ,x)\{Jy^{}M(\lambda ,x)y\}`$
$`=D_\xi H(,x+y,\lambda )+D_\xi H(,x,\lambda )+D_\xi ^2H(,x,\lambda )y`$
$`={\displaystyle _0^1}D_\xi ^2H(,x,\lambda )y{\displaystyle \frac{d}{ds}}D_\xi H(,x+sy,\lambda )ds`$
$`={\displaystyle _0^1}\{D_\xi ^2H(,x,\lambda )D_\xi ^2H(,x+sy,\lambda )\}y𝑑s.`$
Hence, for all $`t,`$

$`F(\lambda ,x+y)(t)F(\lambda ,x)(t)\{Jy^{}M(\lambda ,x)y\}(t)`$
$`y(t)\underset{t}{sup}{\displaystyle _0^1}D_\xi ^2H(t,x(t),\lambda )D_\xi ^2H(t,x(t)+sy(t),\lambda )𝑑s`$
and so

$`F(\lambda ,x+y)F(\lambda ,x)\{Jy^{}M(\lambda ,x)y\}_2`$
$`y_2\underset{t}{sup}{\displaystyle _0^1}D_\xi ^2H(t,x(t),\lambda )D_\xi ^2H(t,x(t)+sy(t),\lambda )𝑑s.`$
Recalling that $`H^1`$ is continuously embedded in $`C_d,`$ we observe that there is a compact subset $`K`$ of $`^{2N}`$ such that $`x(t)`$ and $`y(t)K`$ for all $`t`$ and all $`yH^1`$ such that $`y1.`$ Since $`D_\xi ^2H(,,\lambda )`$ is a $`C_\xi ^0`$bundle map by (H3), it follows that

$$\underset{t}{sup}_0^1D_\xi ^2H(t,x(t),\lambda )D_\xi ^2H(t,x(t)+sy(t),\lambda )𝑑s0\text{ as }y0.$$

This proves that $`D_xF(\lambda ,x)y`$ exists and is equal to $`Jy^{}M(\lambda ,x)y.`$ For the continuity of $`D_xF,`$ we consider $`(\lambda ,x),(\mu ,z)\times H^1`$ and $`yH^1`$ with $`(\lambda ,x)`$ fixed. Then

$`\{D_xF(\lambda ,x)D_xF(\mu ,z)\}y`$ $`=\{M(\mu ,z)M(\lambda ,x)\}y`$
$`=\{D_\xi ^2H(,z,\mu )D_\xi ^2H(,x,\lambda )\}y`$
and hence

$$\{D_xF(\lambda ,x)D_xF(\mu ,z)\}y_2y_2\underset{t}{sup}D_\xi ^2H(t,z(t),\mu )D_\xi ^2H(t,x(t),\lambda ).$$

Thus $`D_xF(\lambda ,x)D_xF(\mu ,z)`$ in $`B(H^1,L^2)`$ is bounded above by

$$\underset{t}{sup}D_\xi ^2H(t,z(t),\mu )D_\xi ^2H(t,x(t),\lambda ).$$

But

$`D_\xi ^2H(t,z(t),\mu )D_\xi ^2H(t,x(t),\lambda )`$
$`={\displaystyle _0^1}{\displaystyle \frac{d}{ds}}D_\xi ^2H(t,z(t),s\mu +(1s)\lambda )𝑑s+D_\xi ^2H(t,z(t),\lambda )D_\xi ^2H(t,x(t),\lambda )`$
$`={\displaystyle _0^1}D_\lambda D_\xi ^2H(t,z(t),s\mu +(1s)\lambda )𝑑s(\mu \lambda )+D_\xi ^2H(t,z(t),\lambda )D_\xi ^2H(t,x(t),\lambda )`$
There is a constant $`K`$ such that $`(z(t),s\mu +(1s)\lambda )K`$ for all $`(\mu ,z)\times H^1`$ with $`(\mu ,z)(\lambda ,x)1,`$ and hence by part (i) of Lemma 3.2, there is a constant $`C(K)`$ such that

$$D_\lambda D_\xi ^2H(t,z(t),s\mu +(1s)\lambda )C(K)\text{ for all }t\text{ and all }s[0,1].$$

Thus

$$\underset{t}{sup}_0^1D_\lambda D_\xi ^2H(t,z(t),s\mu +(1s)\lambda )𝑑sC(K)$$

and so

$`\underset{t}{sup}D_\xi ^2H(t,z(t),\mu )D_\xi ^2H(t,x(t),\lambda )`$
$`C(K)\left|\mu \lambda \right|+\underset{t}{sup}D_\xi ^2H(t,z(t),\lambda )D_\xi ^2H(t,x(t),\lambda ).`$
As above,

$$\underset{t}{sup}D_\xi ^2H(t,z(t),\lambda )D_\xi ^2H(t,x(t),\lambda )0\text{ as }zx0$$

since $`D_\xi ^2H(,,\lambda )`$ is a $`C_\xi ^0`$bundle map. Thus

$$\underset{t}{sup}D_\xi ^2H(t,z(t),\mu )D_\xi ^2H(t,x(t),\lambda )0$$

as $`(\mu ,z)(\lambda ,x)`$ in $`\times H^1,`$ establishing the continuity of

$`D_xF:`$ $`\times H^1B(H^1,L^2)`$ at $`(\lambda ,x).`$

For the differentiability with respect to $`\lambda ,`$ we consider $`\lambda ,\tau `$ and $`xH^1.`$ Then

$`F(\lambda +\tau ,x)F(\lambda ,x)+\tau D_\lambda D_\xi H(,x,\lambda )`$
$`=D_\xi H(,x,\lambda +\tau )+D_\xi H(,x,\lambda )+\tau D_\lambda D_\xi H(,x,\lambda )`$
$`={\displaystyle _0^1}\{\tau D_\lambda D_\xi H(,x,\lambda ){\displaystyle \frac{d}{ds}}D_\xi H(,x,\lambda +s\tau )\}𝑑s`$
$`=\tau {\displaystyle _0^1}\{D_\lambda D_\xi H(,x,\lambda )D_\lambda D_\xi H(,x,\lambda +s\tau )\}𝑑s.`$
By (H1), $`D_\lambda D_\xi H(,0,\lambda )0`$ and so

$`D_\lambda D_\xi H(,x,\lambda )D_\lambda D_\xi H(,x,\lambda +s\tau )`$
$`={\displaystyle _0^1}{\displaystyle \frac{d}{d\sigma }}\{D_\lambda D_\xi H(,\sigma x,\lambda )D_\lambda D_\xi H(,\sigma x,\lambda +s\tau )\}𝑑\sigma `$
$`={\displaystyle _0^1}\{D_\lambda D_\xi ^2H(,\sigma x,\lambda )D_\lambda D_\xi ^2H(,\sigma x,\lambda +s\tau )\}x𝑑\sigma .`$
Thus

$`{\displaystyle \frac{F(\lambda +\tau ,x)F(\lambda ,x)}{\tau }}+D_\lambda D_\xi H(,x,\lambda )_2`$
$`x_2\underset{t}{sup}{\displaystyle _0^1}{\displaystyle _0^1}D_\lambda D_\xi ^2H(t,\sigma x(t),\lambda )D_\lambda D_\xi ^2H(t,\sigma x(t),\lambda +s\tau )𝑑\sigma 𝑑s.`$
Recalling that $`D_\lambda D_\xi ^2H`$ is a $`C_{(\xi ,\lambda )}^0`$bundle map, we easily deduce from this that $`D_\lambda F(\lambda ,x)`$ exists and is equal to $`D_\lambda D_\xi H(,x,\lambda )`$ for all $`(\lambda ,x)\times H^1.`$ For the continuity of $`D_\lambda F,`$ we consider $`(\lambda ,x),(\mu ,z)\times H^1`$ with $`(\lambda ,x)`$ fixed. Then, using (H1),

$`D_\lambda F(\lambda ,x)D_\lambda F(\mu ,z)`$ $`=D_\lambda D_\xi H(,z,\mu )D_\lambda D_\xi H(,x,\lambda )`$
$`={\displaystyle _0^1}{\displaystyle \frac{d}{ds}}\{D_\lambda D_\xi H(,sz,\mu )D_\lambda D_\xi H(,sx,\lambda )\}𝑑s`$
$`={\displaystyle _0^1}\{D_\lambda D_\xi ^2H(,sz,\mu )zD_\lambda D_\xi ^2H(,sx,\lambda )x\}𝑑s`$
Hence

$$\begin{array}{c}D_\lambda F(\lambda ,x)D_\lambda F(\mu ,z)=\hfill \\ \hfill =_0^1\{D_\lambda D_\xi ^2H(,sz,\mu )zD_\lambda D_\xi ^2H(,sx,\lambda )z\}𝑑s\\ \hfill +_0^1\{D_\lambda D_\xi ^2H(,sx,\lambda )zD_\lambda D_\xi ^2H(,sx,\lambda )x\}𝑑s\end{array}$$

and so

$$\begin{array}{c}D_\lambda F(\lambda ,x)D_\lambda F(\mu ,z)_2\hfill \\ \hfill z_2\underset{t}{sup}_0^1D_\lambda D_\xi ^2H(t,sz(t),\mu )D_\lambda D_\xi ^2H(t,sx(t),\lambda )𝑑s\\ \hfill +zx_2\underset{t}{sup}_0^1D_\lambda D_\xi ^2H(t,sx(t),\lambda )𝑑s\end{array}$$

From (H3), it follows that

$$\underset{t}{sup}_0^1D_\lambda D_\xi ^2H(t,sz(t),\mu )D_\lambda D_\xi ^2H(t,sx(t),\lambda )𝑑s0$$

as $`(z,\mu )(x,\lambda )`$ in $`\times H^1,`$ and it follows from Lemma 3.2(i) that there is a constant $`C`$ such that

$$\underset{t}{sup}_0^1D_\lambda D_\xi ^2H(,sx,\lambda )𝑑sC.$$

Therefore

$$D_\lambda F(\lambda ,x)D_\lambda F(\mu ,z)_20\text{ as }(z,\mu )(x,\lambda )\text{ in }\times H^1,$$

proving that $`D_\lambda F:\times H^1L^2`$ is continuous at $`(\lambda ,x).`$

(2) To prove that $`D_xF(\lambda ,0)`$ is differentiable with respect to $`\lambda ,`$ we consider $`\lambda ,\tau `$ and $`yH^1.`$ Then

$`\{D_xF(\lambda +\tau ,0)D_xF(\lambda ,0)\}y`$ $`=\{D_\xi ^2H(,0,\lambda +\tau )D_\xi ^2H(,0,\lambda )\}y`$
$`=\tau {\displaystyle _0^1}D_\lambda D_\xi ^2H(,0,\lambda +s\tau )y𝑑s`$
and hence

$$\begin{array}{c}\left\{\frac{D_xF(\lambda +\tau ,0)D_xF(\lambda ,0)}{\tau }+D_\lambda D_\xi ^2H(,0,\lambda )\right\}y\hfill \\ \hfill =_0^1\{D_\lambda D_\xi ^2H(,0,\lambda )D_\lambda D_\xi ^2H(,0,\lambda +s\tau )\}y𝑑s.\end{array}$$

Thus

$$\begin{array}{c}\left\{\frac{D_xF(\lambda +\tau ,0)D_xF(\lambda ,0)}{\tau }+D_\lambda D_\xi ^2H(,0,\lambda )\right\}y_2\hfill \\ \hfill y_2\underset{t}{sup}_0^1D_\lambda D_\xi ^2H(,0,\lambda )D_\lambda D_\xi ^2H(,0,\lambda +s\tau )𝑑s\end{array}$$

and, since $`H^1`$ is continuously embedded in $`L^2,`$ this shows that

$$\begin{array}{c}\frac{D_xF(\lambda +\tau ,0)D_xF(\lambda ,0)}{\tau }+D_\lambda D_\xi ^2H(,0,\lambda )[]_{B(H^1,L^2)}\hfill \\ \hfill \underset{t}{sup}_0^1D_\lambda D_\xi ^2H(t,0,\lambda )D_\lambda D_\xi ^2H(t,0,\lambda +s\tau )𝑑s\end{array}$$

Using (H3), it follows that $`D_\lambda D_xF(\lambda ,0)`$ exists and is equal to multiplication by $`D_\lambda D_\xi ^2H(,0,\lambda ).`$ The continuity of $`D_\lambda D_xF(,0):B(H^1,L^2)`$ again follows from (H3). Indeed,

$`\{D_\lambda D_xF(\lambda ,0)D_\lambda D_xF(\mu ,0)\}y_2`$ $`=\{D_\lambda D_\xi ^2H(,0,\mu )D_\lambda D_\xi ^2H(,0,\lambda )\}y_2`$
$`y_2\underset{t}{sup}D_\lambda D_\xi ^2H(t,0,\mu )D_\lambda D_\xi ^2H(t,0,\lambda )`$
so that

$$D_\lambda D_xF(\lambda ,0)D_\lambda D_xF(\mu ,0)_{B(H^1,L^2)}\underset{t}{sup}D_\lambda D_\xi ^2H(t,0,\mu )D_\lambda D_\xi ^2H(t,0,\lambda ).$$

(3) Consider $`uW`$ and $`\lambda ,\mu `$ with $`\lambda `$ fixed. Then

$$F(\lambda ,u)F(\mu ,u)_2=D_\xi H(,u,\lambda )D_\xi H(,u,\mu )_2$$

and

$`D_\xi H(,u,\lambda )D_\xi H(,u,\mu )`$ $`=(\lambda \mu ){\displaystyle _0^1}D_\lambda D_\xi H(,u,s\lambda +(1s)\mu )𝑑s`$
$`=(\lambda \mu ){\displaystyle _0^1}{\displaystyle _0^1}D_\lambda D_\xi ^2H(,\sigma u,s\lambda +(1s)\mu )u𝑑s𝑑\sigma .`$
since $`D_\lambda D_\xi H(,0,s\lambda +(1s)\mu )0`$ by (H1). Let $`L=sup\{x_{\mathrm{}}:xW\}`$. Since $`W`$ is bounded in $`H^1`$ which is continuously embedded in $`C_d`$, it follows that $`L<\mathrm{}.`$ Set $`K=\sqrt{L+\left|\lambda \right|+1}.`$ By Lemma 3.2(i) there is a constant $`C(K)`$ such that

$$D_\lambda D_\xi ^2H(t,\xi ,\gamma )C(K)\text{ for all }t\text{ and }(\xi ,\gamma )K.$$

It follows that, for all $`uW`$ and $`\mu [\lambda 1,\lambda +1],`$

$$F(\lambda ,u)F(\mu ,u)_2\left|\lambda \mu \right|u_2C(K),$$

proving that the family $`\{F(,u)\}_{uW}`$ is equicontinuous at $`\lambda .`$

(4) We fix $`(\lambda ,x)\times H^1`$ and consider a sequence $`\{x_n\}`$ which converges weakly to $`x`$ in $`H^1.`$ In particular, $`\{x_n\}`$ is bounded in $`H^1,`$ and recalling the remarks following (3.8), we have that $`\{F(\lambda ,x_n)\}`$ is a bounded sequence in $`L^2.`$ Thus it is enough to prove that

$$F(\lambda ,x_n)F(\lambda ,x_n),\phi _20\text{ for all }\phi C_0^{\mathrm{}}(,^{2N})=C_0^{\mathrm{}}$$

where $`,_2`$ denotes the usual scalar product in $`L^2.`$
Given $`\phi C_0^{\mathrm{}},`$ let $`R>0`$ be such that $`\phi (t)=0`$ for all $`t[R,R].`$ Furthermore, since $`H^1`$ is continuously embedded in $`C_d,`$ there is a constant $`K`$ such that

$$x_n_{\mathrm{}}K\text{ for all }n\text{ and also }x_{\mathrm{}}K.$$

Since $`D_\xi H(,,\lambda )`$ is uniformly continuous on $`[R,R]\times B(0,2K)\times ^{2N},`$ it follows that

$$D_\xi H(,x_n,\lambda )D_\xi H(,x,\lambda ),\phi 0\text{ as }n\mathrm{}$$

since $`x_nx`$ uniformly on $`[R,R].`$ Furthermore,

$$Jx_n^{}Jx^{},\phi _2=x_nx,J\phi ^{}_20$$

again by the uniform convergence of $`x_n`$ to $`x`$ on $`[R,R].`$ This completes the proof.

Proof of Theorem 4.1 By (H$`{}_{}{}^{\mathrm{}})`$ we have that $`D_\xi g^+(,,\lambda )`$ is a $`C_\xi ^0`$bundle map and

$$g^+(t,\xi ,\lambda )=_0^1D_\xi g^+(t,s\xi ,\lambda )\xi 𝑑s.$$

As in the proof of Lemma 3.2(ii), for any $`K>0,`$ there exists a constant $`C(\lambda ,K)`$ such that

$$D_\xi g^+(t,\xi ,\lambda )C(\lambda ,K)$$

for all $`t`$ and all $`\xi ^{2N}`$ such that $`\xi K.`$ Thus,

$$g^+(t,\xi ,\lambda )C(\lambda ,K)\xi $$

for all $`t`$ and all $`\xi ^{2N}`$ such that $`\xi K.`$ If $`W`$ is a bounded subset of $`H^1,`$ there is a constant $`K`$ such that $`x_{\mathrm{}}K`$ for all $`xW,`$ and consequently,

$$g^+(t,x(t),\lambda )C(\lambda ,K)x(t)$$

for all $`t`$ and $`xW.`$ Thus $`g^+(,x,\lambda )L^2`$ and

$$g^+(,x,\lambda )_2C(\lambda ,K)x_2\text{ for all }xW.$$

This proves that $`h^+(\lambda ,)`$ maps $`H^1`$ into $`L^2`$ and is bounded.

The weakly sequential continuity of $`F(\lambda ,):H^1L^2`$ follows from this and the continuity of $`g^+(,,\lambda ):\times ^{2N}^{2N}`$ exactly as in the proof of Theorem 3.3(4).

Acknowledgement.  This paper was begun when the first author was visiting the EPFL in Lausanne. He would like to thank all the staff for providing a warm environment. Moreover, he wishes to thank prof. J. Pejsachowicz for many interesting discussions.


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# LSB Galaxies and the Tully-Fisher Relation

## 1 INTRODUCTION

As sensitivity has improved, many galaxies fainter than the natural sky brightness have been discovered. It has now become clear that the central disk surface brightness of spiral galaxies does not fall within a narrow range of $`\mu _B`$(0)=21.65$`\pm `$0.30 mag arcsec-2 as originally proposed by Freeman (1970) and that, at a given circular velocity, there is a very wide range of observed $`\mu _B`$(0). As a candidate repository of abundant baryonic mass in the Universe and a significant link in the unsolved evolutionary paths of galaxies, low surface brightness galaxies (LSB, hereafter) have become a relatively new subject of study in extragalactic astronomy (Bothun et al. 1997 and references therein).

Since the distribution in surface brightness is continuous, there is no obvious definition for a low surface brightness galaxy, but, practically, many surveys define a low surface brightness system as a galaxy with a disk central surface brightness $`\mu _B(0)23`$ mag arcsec-2, a value roughly equal to the brightness of the night sky background in the regime between 4000 and 5000 Å on a moonless night at a good astronomical observing site (Bothun, 1998). Although several catalogs contained significant numbers of diffuse galaxies before the 1970s, the LSBs in those catalogs were limited to low mass galaxies and were not representative of the full range of LSB types. The discovery of LSB galaxies advanced considerably in the 1980s (Impey and Bothun, 1997). To date (O’Neil et al. 1998 and references therein), three main classes of LSB galaxies have been identified: (1) dwarfs, defined by objects with scale lengths $``$1 kpc; (2) disk galaxies with scale lengths 1$`\alpha `$5 kpc and circular velocities in the range 80-200 km s-1; and (3) giant disk galaxies with scale lengths $``$5 kpc.

Dwarf LSBs include both irregular (dI) and more regular spiral (dS) galaxies (Sung et al., 1998; Schombert et al., 2001). Dwarf LSB galaxies have much in common with blue compact dwarfs (BCDs): a large amount of Hi, often with small OB associations, and blue colors ($`BV`$0.5 mag). But dwarf irregulars are distinguished from BCDs by having amorphous shapes, as well as by having star-forming regions that are not centrally concentrated. Also, dwarf LSBs are known to have higher total masses (within a given surface brightness) and larger linear diameters than BCDs (Sung et al., 1998). Meanwhile, normal-size or giant LSBs are more similar to late-type spiral galaxies in their general properties, except in overall low stellar density. They have normal or rich Hi contents with $`M_{\mathrm{HI}}`$/$`L_B`$$``$1.5 (Schombert et al., 1990; van der Hulst et al., 1993; de Blok et al., 1996; Pickering et al., 1997) but the average Hi surface densities are 6$`\times `$1020 cm-2 which is below the threshold for star formation (van der Hulst et al., 1993; de Blok et al., 1996); CO emission is seldom detected in these systems (Schombert et al., 1990; O’Neil et al., 2000b). In a recent work by O’Neil et al. (2002, and references therein), only 6 out of 28 LSB galaxies observed at mm wavelength have been detected in CO. The integrated $`BV`$ colors are known to be unusually blue without large, bright star-forming regions (Schombert et al., 1990; McGaugh et al., 1995; de Blok et al., 1995) but giant LSB spirals are redder than smaller LSB galaxies with a trend of redder color with increasing “diffuseness”(Sprayberry et al., 1995b).

Even though it is believed that giant LSBs may have evolutionary histories distinct from other LSBs (Matthews et al., 2001), most of the LSB galaxies are thought to be quiescent, unevolved and gas-rich systems (Schombert et al., 1990; McGaugh and Bothun, 1994; McGaugh et al., 1995; de Blok et al., 1996; Matthews et al., 2001). To explain localized star formation without global star formation in the LSB galaxies, “sporadic star formation episodes and a slow evolutionary rate scenario” has been suggested (de Blok et al., 1995; Bothun et al., 1997). If the LSB galaxies evolve much slower than their high surface brightness counterparts, these systems must form less stars in a Hubble time and will thus have a higher total mass-to-light ($`M/L`$) ratio. For this reason, many groups have been studying the $`M/L`$ ratio and the gas content of LSB galaxies to understand how the star formation history and evolutionary state of these systems differ from those of high surface brightness galaxies.

The luminosity-Hi linewidth plane, first constructed by Tully and Fisher (1977), indirectly contains information about the variance in global $`M/L`$ for disk galaxies. In simple dynamical terms, a small scatter about the TF relation can be understood if disk galaxies a) obey the virial theorem, b) have constant $`M/L`$ and c) have constant $`\mu _B`$(0). The mystery, of course, in the TF relation is that conditions b and c are demonstrably false. The recognition that the potentials of disk galaxies are dark matter dominated makes the existence of the TF relation very difficult to understand from first principles because, apparently, it requires that the amount of luminosity trace the dark matter in a way that scales exactly with $`V_c`$. This fine tuning requires that the baryonic mass fraction in disk galaxy potentials be nearly constant, which should be a troubling point as it implies that just enough baryonic gas creeps into these dark potentials and then has the correct star formation history to produce the right amount of light for a given $`V_c`$. In order for LSB disk galaxies to therefore comply with the TF relation requires an additional fine tuning between $`\mu _B`$(0) and $`M/L`$ must occur in such a way that higher $`M/L`$ potentials (e.g. those with a reduced baryonic mass fraction) still produce the correct amount of light for a given $`V_c`$.

This apparent physical paradox strongly suggests that LSB galaxies which deviate from the observed TF relation must exist. Thus, searches have been conducted for any strong discrepancies from the TF relation among LSB galaxies in order to see whether or not there exists such a conspiracy, and how it could affect the star formation histories of either LSBs or normal spiral galaxies. Recently, O’Neil et al. (2000a) found six apparently extreme systems in their Hi survey using Arecibo, which appear to strongly deviate from the TF relation thus opening up the manifold of disk galaxy properties. This potentially important result was highlighted by O’Neil et al. (2000a), but, unfortunately, as demonstrated in this paper, that result is an artifact of a much larger than anticpated side-lobe problem associated with the reconfiguration of the Arecibo focussing system and the subsequent change in illumination pattern on the dish.

The sample of O’Neil et al. (2000a) contains a more diverse LSB population in terms of color and size than other samples. In 1997, O’Neil, Bothun and Cornell (O’Neil et al., 1997a, b) conducted a comprehensive survey of LSB galaxies in order to obtain structural parameters such as $`\mu _B`$, $`\alpha `$, $`r_{25}`$, etc. and colors (Johnson/Cousins $`U,B,V,I,\&R`$, when possible) in the Cancer and Pegasus galaxy clusters (hearafter OBC) using the University of Texas MacDonald Observatory 0.8 m telescope. In total 127 galaxies were found with $`\mu _B`$22.0 mag arcsec-2 including 119 newly identified LSB systems. The colors of these galaxies range continuously from very blue ($`UB`$=0.56, $`BV`$=0.37) to very red ($`BV>`$0.8; note that galaxies of S0a or earlier types have this $`BV`$ value in general - see Figure 5 of Roberts and Haynes (1994)), which indicates that LSB galaxies at the present epoch define a wide range of evolutionary states (O’Neil et al., 1997b). Also, the OBC catalog includes many small galaxies with scale lengths less than 1 kpc. Since the redshifts were not known, the conversion from arcsec to kpc was based on an average distance either to the cluster (Pegasus or Cancer) or to the primary galaxy in the image (O’Neil et al., 1997a).

More recently, O’Neil et al. (2000a) conducted an Hi survey of galaxies from the OBC catalog using the refurbished 305m Arecibo Gregorian Telescope, and detected Hi emission from 43 galaxies out of the 111 LSBs in the 2000-12000 km s-1 range. The detected galaxies cover a similar range of properties as HSB galaxies, ranging from very blue through very red ($`BV`$=-0.7 - 1.7) and from extremely gas rich through gas poor ($`M_{\mathrm{HI}}`$/$`L_B`$=0.1 - 50 $`(M/L)_{}`$). With the determined line widths and absolute magnitudes, the authors find that only 40% of the Hi detected LSB galaxies fall within 1$`\sigma `$ of the standard high surface brightness galaxy TF relation. In addition, they find six extreme outliers (see Fig. 1). This indicates that the $`M/L`$ ratios of some LSB galaxies are much higher than the values needed to compensate for low surface brightness. In order to determine the $`M/L`$ more accurately and to study the detailed Hi properties such as the Hi distribution, the isophotal (Hi) size, the local kinematics, rotation curves, and $`M_{\mathrm{HI}}`$/$`M_T`$, it is required to get Hi synthesis images and in this paper we investigate the galaxies most discrepant from the TF relation found by O’Neil et al. (2000a). We obtained images with the VLA of four of the 43 galaxies detected in Hi by O’Neil et al. (2000a) \- three out of the six extreme non-TF galaxies and one galaxy which deviates from the TF relation by 2$`\sigma `$, using the VLA in the 3 km C-short configuration. The observations in the VLA, however, show that some of the Arecibo results are contaminated by bright galaxies, due to a significantly larger sidelobe compared to what was believed at the time of observation.

In this paper, we present the results of the VLA observations. In § 2, we summarize the observations and data reduction. In § 3, we present and discuss the Hi properties of the galaxies which we have found in the field. Finally, in § 4, we compare the Hi global profiles of the bright galaxies (contaminators) to the Hi spectra of the LSBs obtained by O’Neil et al. (2000a) to illustrate the degree of confusion in the Arecibo Hi survey caused by the extended sidelobe. In light of this, this paper then corrects the results of O’Neil et al. (2000a) and removes some of the observed TF discrepancy thus maintaining the mystery of how it is that LSB disk galaxies can populate a similar TF locus as high surface brightness galaxies.

## 2 OBSERVATIONS AND DATA REDUCTION

The Hi imaging was done in June 2000 with the VLA in the 3 km C-short configuration. We observed three out of the six extreme departures from the TF (P01-3, C06-1, C04-1) and C04-2 which is located at the 2$`\sigma `$ upper limit of the TF relation (see Fig. 1). The 21-cm linewidths (at the 50% level) determined by O’Neil et al. (2000a) for these sample galaxies are 375, 333, 410 and 85 km s-1, with peak flux densities of 9, 8, 9 and 6 mJy (O’Neil et al., 2000a). From the known velocity widths, the bandwidth was chosen as 6.25 (for P01-3 and C06-1) and 3.125 (for C04-1 and C04-2) MHz. The data were obtained with 2 polarizations (2AC correlator mode) and 63 channels. The field of view is set by the 25 m diameter of the individual array elements. We integrated 8 hours per galaxy resulting in a 2$`\sigma `$ column density sensitivity of 5.6 and 4.8$`\times `$1019 cm-2 per channel ($`\mathrm{\Delta }v`$=20.6 km s-1) for P01-3 and C06-1, respectively, 2.6 and 3.2$`\times `$1019 cm-2 per channel ($`\mathrm{\Delta }v`$=10.3 km s-1) for C04-2 and C04-2, respectively. Instrumental parameters and resulting sensitivities are listed in Table 1. 222Note that the rms per channel of P01-3 cube is worse or comparible to the cubes of C04-2 and C04-1 even though its wider channel width and this is caused by a serious solar interference on that day.

Standard VLA calibration procedures were applied in AIPS. The continuum was subtracted by making a linear fit to the visibility data for a range of line-free channels in both sides of the band. We chose line-free channels based on the Hi spectra of O’Neil et al. (2000a). Two of the observations (P01-3 and C04-1) were seriously affected by solar interference. For these we first subtracted a model of the continuum image from the $`uv`$ data, and then clipped $`uv`$ data above 2 Jy for each datacube. To make the images we applied a weighting scheme intermediate between uniform and natural but closer to a natural weighting scheme to maximize sensitivity.

## 3 RESULT

In our VLA observations of the LSB galaxies, we detect five galaxies in total (including two LSBs: UGC 12535 (P01-1) and C04-2, from the four Hi datacubes centered on the LSB galaxies. In the field of P01-3, we detect three galaxies, -NGC 7631, KUG 2318+078 and UGC 12535-but not P01-3. UGC 12535 is in fact the same as the LSB galaxy P01-1 in the OBC catalog. Likewise, in the field of C06-1, NGC 2595 was detected instead of the LSB galaxy, C06-1. In fact, the Hi profiles of P01-2, P01-3 and C06-1 of O’Neil et al. (2000a) are consistent with those of KUG 2318+078, NGC 7631 and NGC 2595, respectively which implies that the Hi survey of O’Neil et al. (2000a) must have been contaminated by bright neighbors. The details will be discussed in § 4. We do not see any Hi from C04-1 which appears to be the only isolated LSB deviating significantly from the TF relation (Fig.1 and Fig. 2).

Below, we present the Hi properties and Hi maps of the galaxies which we detect from the VLA run (Jun, 2000). The extended Hi properties are summarized in Table 2. The Hi mass is calculated using $`M_{\mathrm{HI}}=2.36\times 10^5d^2S_{\mathrm{HI}}𝑑vM_{}`$, where the distance $`d`$ in Mpc and the integrated Hi emissivity $`S_{\mathrm{HI}}𝑑v`$ is in Jy km s-1. We assume $`H_0=75`$ km s-1 Mpc-1 in this work. The Hi linewidths, $`W_{20}`$ and $`W_{50}`$, were measured in three different ways: at 20% and 50% of (1) the highest peak; (2) two different peaks of each side of the systemic velocity; (3) the average of those two peaks. The differences are not larger than 10 km s-1 and the linewidths determined by the second method are given in the Table. The smallest Hi mass that can be detected in a datacube at the position of the LSB is a 4$`\sigma `$ signal per beam per channel. The upper limit to the Hi mass is $`10^8`$M, if the LSB’s are within the velocity range probed. Since we now no longer have a detection of these galaxies, we do not know their redshifts and they may lie outside the observed velocity range.

### 3.1 LSB galaxies

We detect Hi from two LSB galaxies, UGC 12535 (Fig. 3) and C04-2 (Fig. 4).

UGC 12535 is found in the field of P01-3 and is also known as P01-1 in the OBC catalog. UGC 12535 was also in the original cluster spiral sample of Bothun et al. (1982) who failed to detect it in 21-cm and noted that it had an ususually low value of $`M_{HI}/L_B`$ for its classification as a normal-sized late-type LSB galaxy with $`D_{25}`$17.5 kpc (assuming $`H_0`$=75 km s-1 Mpc-1). These new observations show that UGC 12535 is less than 2$`\sigma `$ from TF relation with the corrected Hi linewith, $`W_{50}^{\mathrm{Corr}}`$=174 km s-1 (see Fig. 11). Our Hi mass of UGC 12535 implies an $`M_{HI}/L_B`$ of 0.15 which is indeed very low. This is a relatively red LSB disk with observed color of $`BV`$ = 0.82 (see both O’Neil et al. 1997a and Bothun et al. 1985) and thus represents a rare case of a LSB disk with relatively low gas content which may indeed be the faded evolutionary remains of a former HSB spiral, of which there are currently many in the Pegasus I cluster (see Bothun et al. (1982)).

Another Hi detected LSB galaxy is C04-2. C04-2 is one of the newly identified LSBs in O’Neil et al. (1997a)’s CCD survey for LSB galaxies. However, in O’Neil et al. (1997a), the scale length of C04-2 is not available since they did not provide information for galaxies with King profiles or galaxies which have such irregular surface brightness profiles that they are unsuitable for a linear fit. But considering its apparent size (D$`{}_{25}{}^{}=22.1^{\prime \prime }`$) and radial velocity ($`V_{opt}=5168`$ km s-1), the physical size (diameter) of C04-2 is about 7.4 kpc and it must be either of the first or second class. The Hi profile of C04-2 is consistent with the Hi spectrum of O’Neil et al. (2000a). Since the size of C04-2 is comparable to the beamsize itself, we could not derive the rotation. C04-2 is also one of the very red LSBs with $`BV`$=1.33 and deviates from the TF by 2$`\sigma `$ in the direction of smaller $`M/L`$.

The star formation history of LSB disk galaxies has generally been hard to understand, mostly because of the bulk of these disk galaxies are very blue but with very low current star formation rates. The simplest traditional scenario, that LSB disks are the faded remnants of HSB disks and thus represent an advanced state of disk galaxy evolution, has long been ruled out by the fact that the LSB disk is very blue and gas rich in general. This study has now produced a good candidate in UGC 12535 as a faded HSB disk. (In addition, the decontaminated red LSBs now remain as such with no known velocity. If they are indeed cluster members, as seems likely given their angular size, then they too may comprise additional examples of red LSB disks that are gas poor). On the other hand, C04-2 is very red yet has relatively high gas content which straightforwardly shows that red LSB galaxies are not necessarily gas-poor, a result consistent with O’Neil et al. (2000a). Thus, like their blue counterparts, red LSB disks are unlikely to be in the same evolutionary state at the present time.

### 3.2 HSB neighbors

NGC 7631 (Fig. 5) is found in the field of P01-3 with a radial velocity of 3746 km s-1. We see its rotation curve declining (on both sides). The rotation velocity of 200 km s-1 decreases between 17 kpc and 20 kpc, beyond R25 ($``$13.7 kpc), by 15$`\pm `$5.7 km s-1 ($``$7% of the maximum rotation velocity). Previously, Casertano and van Gorkom (1991) studied spiral galaxies which have declining rotation curves and find falling curves are more dominant in bright, compact galaxies and rising curves are more frequently found in low-luminosity galaxies. They conclude that the decrease in rotational velocity indicates a large ratio of luminous to dark mass in luminous regions of the systems, which suggests that the compactness of a galaxy is a measure of the initial spin parameter. We see a declining rotation curve from another bright, compact galaxy, KUG 2318+078 (Fig. 6), found in the field of P01-3 with 3886 km s-1. KUG 2318+078 has remarkably asymmetric kinematics and the decrease of the rotational velocity is found only in one side. In the approaching side, the rotational velocity reaches at its maximum velocity, 125.0$`\pm `$1.8 km s-1 at a radius between 7 and 8 kpc, then drops by $``$21% to 98.6$`\pm `$6.0 km sec-1. The Hi profile is consistent with the Hi spectrum of P01-2 (Fig. 8) obtained at Arecibo. KUG 2318+078 seems to be located outside of the Arecibo main beam (Fig. 9), but it must have affected P01-2 within the first sidelobe. The details will be discussed in the last section.

In the field of C06-1, NGC 2595 (Fig. 7) is found at a distance of 2.9 arcmin from C06-1 with a radial velocity of 4214 km s-1. NGC 2595 has well defined spiral arms and a flat rotation curve with the maximum velocity of 325$`\pm `$17 km s-1.

NGC 7631 and NGC 2595 fall into the middle of the standard TF, while KUG 2318+078 is located between 1$`\sigma `$ and 2$`\sigma `$ to the direction of over luminous for a given linewidth (Fig. 11).

## 4 DISCUSSION

Through VLA synthesis imaging (2000), we fail to detect Hi from any of the LSB galaxies which were thought by O’Neil et al. (2000a) to deviate significantly from the TF relation. Instead, we find that the Hi profiles of NGC 7631 and NGC 2595 are consistent in velocity range and amplitude with P01-3 and C06-1 observed by O’Neil et al. (2000a) using the Arecibo telescope (using the corrections found by Heiles et al. (2001)). The bright galaxies, NGC 7631 and NGC 2595 are located at 2.6 and 2.9 arcmin from P01-3 and C06-1, respectively. Therefore, we conclude that the Hi profiles of P01-3 and C06-1 must have been contaminated by those bright companions. Similarly, we find that the Hi profile of P01-2 of O’Neil et al. (2000a) is consistent with that of KUG 2318+078 which is 2.9 arcminute away (see Fig. 8). In none of these cases, the bright contaminators were expected to seriously affect the signal of the LSB galaxies in the center considering the beamsize of the Arecibo at 1420 MHz (3.1$`\times `$3.5 in Az$`\times `$ZA). However, recent work by Heiles et al. (2001) shows that the first sidelobe extends to $``$ 10 arcmin diameter and if we take this into account, the Hi survey by O’Neil et al. (2000a) could have been seriously contaminated. As an attempt to save face, we point out that, at the time of the original observations (scheduled to be the first extragalactic post upgrade Arecibo observations) O’Neil et al. (2000a) would not have even undertaken these observations had they known that the post upgrade beam now contains a sidelobe which is effectively 3 times the beam size! Clearly that produced some anamolous results, which scientifically were interesting and lead to the VLA follow-up observations which then showed how severe the contamination really was.

Indeed, five out of the six LSB galaxies which were thought to deviate significantly from the TF relation (O’Neil et al., 2000a) have bright companions within the first sidelobe of Arecibo (Fig. 10). Besides P01-3, C06-1, and P01-2, two other extreme non-TF LSB galaxies, C05-5 and C08-3, must have also been affected by the bright, nearby galaxies UGC 4416 and UGC 4308. In Table 3, we present the list of LSB galaxies and their possible contaminators with coordinates and radial velocities. Note, however, that unlike most of the LSB galaxies which have bright neighbors, P01-4 does not seem to be contaminated, even though P01-4 has a bright neighbor, NGC 7631, at a distance of 3.4 arcmin and it falls within the distance the beam to the sidelobe. It implies that the first sidelobe might be asymmetric, consistent with the results of Heiles et al. (2001). We investigated the fields of the 43 Hi detected LSB galaxies in O’Neil et al. (2000a)’s sample. Excluding the five galaxies which turned out to be contaminated by bright galaxies, the rest of the Hi-detected LSB galaxies are safely isolated within the first sidelobe of the Arecibo.

From this work, we conclude that we do not see any evidence of strong deviation from the TF relation for the LSB sample of (O’Neil et al., 2000a). Even though many groups have been working on this subject, there is still no agreement if there exists any fine tuning between central surface brightness and the total mass-to-light ratio that makes disk galaxies follow the TF relation. For instance, Zwaan et al. (1995) and Sprayberry et al. (1995a) find that the LSB galaxies follow the same TF relation defined by normal spiral while Persic and Salucci (1991) and Matthews et al. (1998b) find a curvature (underluminous at a given line width) at the low luminosity end of the TF for LSB galaxies.

These contradictory results may partly be due to selection effects. As Matthews et al. (1998b) point out, the star formation history and evolutionary states of LSB galaxies studied using the TF relation gives different interpretations strongly depending on the sample galaxies. For example, investigators who studied comparable to or larger than normal-sized galaxies conclude that LSB galaxies do follow the same TF relation (Zwaan et al., 1995; Sprayberry et al., 1995a), while others who included smaller LSBs find larger scatter in the TF (Matthews et al., 1998b). Here we have a good sample (OBC catalog, 1997) which is diverse in terms of sizes and colors and in fact, we see a larger scatter even if we exclude the contaminated LSBs.

In Fig. 11, we present the TF relation of O’Neil et al. (2000a)’s LSBs excluding the contaminated LSBs at $`B`$-band. Indeed $`B`$-band TF relations are often known to suffer from star formation activities or internal extinction. However, the ratio of surface brightness of the galaxy to the sky background steadily decreases as one goes to longer wavelength. Therefore, the S/N of low surface brightness systems at longer wavelength such as $`I`$-band is lower than at $`B`$-band, which still makes us rely on $`B`$-band TF relation the most rather than TF relations at any other longer wavelengths for low surface brightness galaxies (see Fig. 12). Hence, here we discuss about the TF relation of O’Neil et al. (2000a)’s LSBs only at $`B`$-band through Fig. 11.

We see a larger scatter at the low luminosity end but this is typical of most TF samples (see also McGaugh et al. (2001)). We find, $`M_B^{Corr}`$=-(6.57$`\pm `$0.96)log$`W_{50}^{Corr}`$-3.84$`\pm `$1.91 with 38 LSB galaxies which is close to the TF relation obtained by Zwaan et al. (1995) ($`M_B^{Corr}`$=-6.59log$`W_{50}^{Corr}`$-3.73$`\pm `$0.77 from 42 sample galaxies) but gives a larger scatter. Much of this scatter at the low luminosity end can be attributed to inclination error and/or significant non-circular motions that contributed to the observed linewidth. What is therefore more relevant is that we see significant scatter at higher linewidths (e.g. $`>`$ 100 km s-1) and this is almost surely reflecting the intrinsic variation in global $`M/L`$ among disk galaxies of varying $`\mu _B`$(0).

In this figure, LSBs are also plotted by color; very blue ($`BV<`$0.6), intermediate color (0.6$`BV`$0.8) and very red ($`BV>`$0.8). Here we find a weak trend of scatter by colors; blue LSBs seem to have higher $`M/L`$ (as Zwaan et al. (1995) or Matthews et al. (1998a) find), while no preferential direction is seen for red LSBs in their scatter. In fact, the OBC catalog contains many red small LSBs compared to previous LSB studies and from some of the red LSB samples, we find an opposite trend of the curvature which Persic and Salucci (1991) or Matthews et al. (1998b) found. However, the integrated color in this plot is drawn using $`BV`$ only and it requires further study.

We learn the following from the TF of the LSB galaxies in the OBC catalog (O’Neil et al., 2000a): (1) the curvature predicted and found by Persic and Salucci (1991) & Matthews et al. (1998b) is marginally found only for the blue LSB galaxies; (2) unlike blue ($`BV<0.4`$) LSBs, very red ($`BV>0.8`$) LSB galaxies do not show any preferential direction in deviating from the standard TF; (3) a weak correlation between gas richness and the deviation from the TF, is found in agreement with the findings by Matthews et al. (1998b). This broadening of the TF relation, as found in this study, is consistent with moving away from selection effect dominated systems and towards a more representative sample of disk galaxies.

The VLA of the National Radio Astronomy Observatory is operated by Associated Universities, Inc. under a cooperative agreement with the National Science Foundation. This work has been supported in part by NSF grant AST-00-98249 to Columbia University.