Preface |
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vii | |
1 Flows of Vector Fields in Space |
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1 | (36) |
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1.1 Notations for vector fields in space |
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2 | (4) |
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1.2 The flow of a vector field |
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6 | (12) |
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1.2.1 The semigroup property |
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11 | (2) |
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1.2.2 Global vector fields |
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13 | (1) |
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1.2.3 Regular and singular points |
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14 | (4) |
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1.3 Differentiation along a flow |
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18 | (1) |
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1.4 The equation of variation for the flow |
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19 | (4) |
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1.4.1 A Liouville Theorem for ODES |
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20 | (1) |
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1.4.2 Further regularity of the flow |
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21 | (2) |
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1.5 Flowing through X, Y, -X, -Y: commutators |
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23 | (2) |
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1.6 The product of exponentials: motivations |
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25 | (6) |
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31 | (6) |
2 The Exponential Theorem |
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37 | (34) |
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2.1 Main algebraic setting |
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38 | (5) |
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2.2 The Exponential Theorem for K(x, y) [ t] |
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]42 | |
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2.2.1 Two crucial lemmas of non-commutative algebra |
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43 | (3) |
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2.2.2 Poiricare's ODE in the formal power series setting |
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46 | (3) |
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2.3 The Exponential Theorem for K((x, y)) |
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49 | (1) |
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50 | (5) |
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2.4.1 A Dynkin-type formula |
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50 | (2) |
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2.4.2 Dynkin's original formula |
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52 | (3) |
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2.5 Identities from the Exponential Theorem |
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55 | (3) |
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2.6 The Exponential Theorem for K(x, y) [ s, t] |
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58 | (4) |
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2.6.1 The algebra K(x, y)[ s,t] |
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58 | (1) |
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2.6.2 The Exponential Theorem for K(x, y)[ s, t] |
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59 | (2) |
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2.6.3 Poincare's PDEs on K(x,y) [ s,t] |
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61 | (1) |
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62 | (2) |
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2.8 Appendix: manipulations of formal series |
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64 | (1) |
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65 | (6) |
3 The Composition of Flows of Vector Fields |
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71 | (18) |
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72 | (3) |
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3.2 Composition of flows of vector fields |
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75 | (3) |
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3.3 Approximation for higher order commutators |
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78 | (4) |
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3.4 Appendix: another identity between formal power series |
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82 | (2) |
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84 | (5) |
4 Hadamard's Theorem for Flows |
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89 | (24) |
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4.1 Preliminaries on derivations and differentials |
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90 | (3) |
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4.1.1 Time-dependent vector fields |
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93 | (1) |
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4.2 Relatedness of vector fields and flows |
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93 | (5) |
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4.2.1 Invariance of a vector field under a map |
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96 | (2) |
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4.3 Commutators and Lie-derivatives |
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98 | (5) |
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4.4 Hadamard's Theorem for flows |
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103 | (3) |
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4.5 Commuting vector fields |
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106 | (1) |
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4.6 Hadamard's Theorem for flows in space |
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107 | (3) |
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4.6.1 Series expansibility |
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107 | (2) |
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4.6.2 Conjugation of flows |
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109 | (1) |
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110 | (3) |
5 The CBHD Operation on Finite Dimensional Lie Algebras |
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113 | (20) |
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5.1 Local convergence of the CBHD series |
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114 | (2) |
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5.2 Recursive identities for Dynkin's polynomials |
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116 | (2) |
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5.3 Poincare's ODE on Lie algebras |
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118 | (3) |
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5.3.1 More Poincare-type ODEs |
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120 | (1) |
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5.4 The local associativity of the CBHD series |
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121 | (3) |
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5.5 Appendix: multiple series in Banach spaces |
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124 | (4) |
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128 | (5) |
6 The Connectivity Theorem |
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133 | (14) |
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6.1 Hormander systems of vector fields |
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134 | (2) |
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6.2 A useful Linear Algebra lemma |
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136 | (1) |
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6.3 The Connectivity Theorem |
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137 | (6) |
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6.3.1 X-subunit curves and X-connectedness |
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137 | (3) |
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6.3.2 Connectivity for Hormander vector fields |
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140 | (3) |
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143 | (4) |
7 The Carnot-Caratheodory distance |
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147 | (22) |
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7.1 The X-control distance |
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148 | (5) |
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7.2 Some equivalent definitions of dx |
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153 | (3) |
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7.3 Basic topological properties of the CC-distance |
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156 | (7) |
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7.3.1 Euclidean boundedness of the dx balls |
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159 | (2) |
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7.3.2 Length space property |
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161 | (2) |
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163 | (6) |
8 The Weak Maximum Principle |
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169 | (28) |
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170 | (2) |
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8.2 Picone's Weak Maximum Principle |
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172 | (10) |
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8.3 Existence of L-barriers |
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182 | (6) |
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8.4 The parabolic Weak Maximum Principle |
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188 | (2) |
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8.5 Appendix: semiellipticity and the WMP |
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190 | (2) |
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192 | (5) |
9 Corollaries of the Weak Maximum Principle |
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197 | (14) |
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9.1 Comparison principles |
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198 | (2) |
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9.2 Maximum-modulus and Maximum Principle |
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200 | (4) |
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202 | (2) |
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204 | (2) |
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9.4 Application: Green and Poisson operators |
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206 | (2) |
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9.5 Appendix: Another Maximum Principle |
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208 | (1) |
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209 | (2) |
10 The Maximum Propagation Principle |
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211 | (26) |
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10.1 Assumptions on the operators |
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212 | (1) |
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10.2 Principal vector fields |
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213 | (2) |
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10.3 Propagation and Strong Maximum Principle |
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215 | (3) |
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10.4 Invariant sets and the Nagumo-Bony Theorem |
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218 | (7) |
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225 | (5) |
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10.6 The proof of the Propagation Principle |
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230 | (3) |
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10.6.1 Conclusions and a resume |
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232 | (1) |
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233 | (4) |
11 The Maximum Propagation along the Drift |
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237 | (22) |
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11.1 Propagation along the drift |
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238 | (8) |
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11.2 A resume of drift propagation |
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246 | (2) |
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11.3 The point of view of reachable sets |
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248 | (8) |
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11.3.1 Examples of propagation sets for a PDO |
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251 | (5) |
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256 | (3) |
12 The Differential of the Flow wrt its Parameters |
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259 | (8) |
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12.1 The non-autonomous equation of variation |
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260 | (4) |
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12.1.1 The autonomous equation of variation |
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264 | (1) |
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12.2 More on flow differentiation |
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264 | (1) |
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12.3 Appendix: A review of linear ODEs |
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265 | (1) |
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266 | (1) |
13 The Exponential Theorem for ODEs |
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267 | (10) |
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13.1 Finite-dimensional algebras of vector fields |
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268 | (1) |
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13.2 The differential of the flow wrt the vector field |
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269 | (4) |
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13.3 The Exponential Theorem for ODEs |
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273 | (3) |
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276 | (1) |
14 The Exponential Theorem for Lie Groups |
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277 | (12) |
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14.1 The differential of the Exponential Map |
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278 | (3) |
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14.2 The Exponential Theorem for Lie groups |
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281 | (1) |
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14.3 An alternative approach with analytic functions |
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282 | (3) |
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285 | (4) |
15 The Local Third Theorem of Lie |
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289 | (10) |
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15.1 Local Lie's Third Theorem |
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290 | (4) |
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15.2 Global Lie's Third Theorem in the nilpotent case |
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294 | (3) |
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15.2.1 The Exponential Map of G |
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296 | (1) |
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297 | (2) |
16 Construction of Carnot Groups |
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299 | (6) |
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16.1 Finite-dimensional stratified Lie algebras |
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300 | (1) |
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16.2 Construction of Carnot groups |
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301 | (3) |
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304 | (1) |
17 Exponentiation of Vector Field Algebras into Lie Groups |
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305 | (26) |
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17.1 The assumptions for the exponentiation |
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306 | (3) |
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17.2 Construction of the local Lie group |
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309 | (6) |
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17.2.1 The local Lie-group multiplication |
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309 | (5) |
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17.2.2 The local left invariance of g |
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314 | (1) |
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315 | (11) |
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17.3.1 Schur's ODE on g and prolongation of solutions |
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316 | (10) |
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326 | (5) |
18 On the Convergence of the CBHD Series |
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331 | (10) |
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18.1 A domain of convergence for the CBHD series |
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332 | (5) |
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337 | (4) |
Appendix A Some prerequisites of Linear Algebra |
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341 | (16) |
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A.1 Algebras and Lie algebras |
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341 | (7) |
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A.1.1 Stratified Lie algebras |
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346 | (2) |
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A.2 Positive semidefinite matrices |
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348 | (1) |
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A.3 The Moore-Penrose pseudo-inverse |
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349 | (4) |
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353 | (4) |
Appendix B Dependence Theory for ODEs |
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357 | (30) |
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B.1 Review of basic ODE Theory |
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357 | (10) |
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357 | (5) |
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362 | (3) |
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B.1.3 ODEs depending on parameters |
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365 | (2) |
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B.2 Continuous dependence |
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367 | (7) |
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B.2.1 The Arzela-Ascoli Theorem |
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367 | (2) |
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B.2.2 Dependence on the equation |
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369 | (3) |
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B.2.3 Dependence on the datum |
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372 | (1) |
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B.2.4 Dependence on the parameters |
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373 | (1) |
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374 | (6) |
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B.3.1 The equation of variation |
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378 | (2) |
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380 | (4) |
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384 | (3) |
Appendix C A brief review of Lie Group Theory |
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387 | (22) |
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C.1 A short review of Lie groups |
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387 | (8) |
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C.1.1 The Lie algebra of G |
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388 | (2) |
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C.1.2 The exponential map of G |
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390 | (2) |
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C.1.3 Right invariant vector fields |
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392 | (1) |
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C.1.4 Lie's First Theorem |
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393 | (2) |
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395 | (5) |
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400 | (5) |
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405 | (4) |
Further Readings |
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409 | (5) |
List of abbreviations |
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414 | (1) |
Bibliography |
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415 | (6) |
Index |
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421 | |