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A compactly trapped gradient trajectory has a critical accumulation point

Statement

Let U⊆Rm be open, m≥1, f∈C1(U) and x:[0,∞)→U solve x′=−∇f(x). If x(t) belongs to a compact set K⊂U for all t≥0, there exist times tj→∞ and a subsequence of x(tj) converging to y∈K with ∇f(y)=0. Moreover f(y)≤f(x(0)).

Facts & Assumptions

[F2]

The class C1(U) uses Continuously differentiable maps, local inverses, and local diffeomorphisms: f is totally differentiable and the entries of its derivative are continuous. In particular f and its Euclidean gradient are continuous.

[F3]

Rational times are dense in the real line by Both ℚ and ℝ ∖ ℚ are dense in ℝ, and every nonempty open subset of ℝ is uncountable, and ℚ is countably infinite supplies a fixed enumeration of them. Taking the least eligible enumeration index defines each time without countable choice.

[F4]

Clause 2 of The sequential closure is contained in the closure, continuity implies sequential continuity, and sequential limits need not be unique says that a continuous map sends a convergent sequence to a sequence converging to the image of its limit; it applies to f and ∇f on U with their usual Euclidean topologies.

[F5]

Continuous real functions on nondegenerate compact intervals are Riemann integrable (A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion). For such integrals, a pointwise lower bound g≥a gives ∫uvg≥a(v−u), and a nonnegative integrand has a nonnegative integral (If f ≤ g on [a,b] and both are integrable then ∫ₐᵇ f ≤ ∫ₐᵇ g; and m(b-a) ≤ ∫ₐᵇ f ≤ M(b-a)).

Proof

Given: The data and hypotheses in the Statement.

Goal: Prove the asserted conclusion.

1.1F1F2F5given

The set K is nonempty because it contains x(0). On every finite interval, the equation and continuity of ∇f give the closed-interval C1 trajectory convention of the energy supplier. Write E=f(x(0))−min⁡Kf≥0. The energy identity and the minimum of f on compact K give ∫0T∥∇f(x(t))∥2 dt≤E for every T>0. Nonnegativity of the integrand also gives energy monotonicity on every subinterval.

2.1F1F2F3F5step 1.1algebra

For every integer j≥1 there is a time t>j with ∥∇f(x(t))∥<1/j. Otherwise continuity gives ∥∇f(x(t))∥2≥1/j2 on every [j,T]. This integrand is continuous and therefore integrable, so [F5] gives ∫jT∥∇f(x(t))∥2 dt≥(T−j)/j2. The energy identity on [j,T] and step 1.1 bound this integral by f(x(j))−min⁡Kf≤E, contradicted by T>j+j2E. Continuity makes the set of eligible times greater than j open and nonempty. Density of the rationals supplies an eligible rational time; select tj as the first one in a fixed rational enumeration. This defines all tj without countable choice, with tj>j and thus tj→∞.

3.1F1F2F4step 1.1step 2.1∎

The sequence in bounded K has a convergent subsequence by Bolzano–Weierstrass, and its limit y belongs to closed K. Sequential continuity of the continuous gradient gives ∇f(y)=0, since the subsequence indices tend to infinity and the gradient norms are less than their reciprocal indices. Energy monotonicity and sequential continuity of f give f(y)≤f(x(0)), proving the assertion.

Depends on

Used by · 1

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