The mountain pass theorem is an existence theorem from the calculus of variations, originally due to Antonio Ambrosetti and Paul Rabinowitz. Given certain conditions on a function, the theorem demonstrates the existence of a saddle point. The theorem is unusual in that there are many other theorems regarding the existence of extrema, but few regarding saddle points.
Statement The assumptions of the theorem are:
I {\displaystyle I} is a functional from a Hilbert space H to the reals,
I ∈ C 1 ( H , R ) {\displaystyle I\in C^{1}(H,\mathbb {R} )} and I ′ {\displaystyle I'} is Lipschitz continuous on bounded subsets of H,
I {\displaystyle I} satisfies the Palais–Smale compactness condition,
I [ 0 ] = 0 {\displaystyle I[0]=0} , there exist positive constants r and a such that I [ u ] ≥ a {\displaystyle I[u]\geq a} if ‖ u ‖ = r {\displaystyle \Vert u\Vert =r} , and there exists v ∈ H {\displaystyle v\in H} with ‖ v ‖ > r {\displaystyle \Vert v\Vert >r} such that I [ v ] ≤ 0 {\displaystyle I[v]\leq 0} . If we define:
Γ = { g ∈ C ( [ 0 , 1 ] ; H ) | g ( 0 ) = 0 , g ( 1 ) = v } {\displaystyle \Gamma =\{\mathbf {g} \in C([0,1];H)\,\vert \,\mathbf {g} (0)=0,\mathbf {g} (1)=v\}}
and:
c = inf g ∈ Γ max 0 ≤ t ≤ 1 I [ g ( t ) ] , {\displaystyle c=\inf _{\mathbf {g} \in \Gamma }\max _{0\leq t\leq 1}I[\mathbf {g} (t)],}
then the conclusion of the theorem is that c is a critical value of I.
Visualization The intuition behind the theorem is in the name "mountain pass." Consider I as describing elevation. Then we know two low spots in the landscape: the origin because I [ 0 ] = 0 {\displaystyle I[0]=0} , and a far-off spot v where I [ v ] ≤ 0 {\displaystyle I[v]\leq 0} . In between the two lies a range of mountains (at ‖ u ‖ = r {\displaystyle \Vert u\Vert =r} ) where the elevation is high (higher than a>0). In order to travel along a path g from the origin to v, we must pass over the mountains—that is, we must go up and then down. Since I is somewhat smooth, there must be a critical point somewhere in between. (Think along the lines of the mean-value theorem.) The mountain pass lies along the path that passes at the lowest elevation through the mountains. Note that this mountain pass is almost always a saddle point. For a proof, see section 8.5 of Evans.
Weaker formulation Let X {\displaystyle X} be Banach space. The assumptions of the theorem are:
Φ ∈ C ( X , R ) {\displaystyle \Phi \in C(X,\mathbf {R} )} and have a Gateaux derivative Φ ′ : X → X ∗ {\displaystyle \Phi '\colon X\to X^{*}} which is continuous when X {\displaystyle X} and X ∗ {\displaystyle X^{*}} are endowed with strong topology and weak* topology respectively. There exists r > 0 {\displaystyle r>0} such that one can find certain ‖ x ′ ‖ > r {\displaystyle \|x'\|>r} with
max ( Φ ( 0 ) , Φ ( x ′ ) ) < inf ‖ x ‖ = r Φ ( x ) =: m ( r ) {\displaystyle \max \,(\Phi (0),\Phi (x'))<\inf \limits _{\|x\|=r}\Phi (x)=:m(r)} .
Φ {\displaystyle \Phi } satisfies weak Palais–Smale condition on { x ∈ X ∣ m ( r ) ≤ Φ ( x ) } {\displaystyle \{x\in X\mid m(r)\leq \Phi (x)\}} . In this case there is a critical point x ¯ ∈ X {\displaystyle {\overline {x}}\in X} of Φ {\displaystyle \Phi } satisfying m ( r ) ≤ Φ ( x ¯ ) {\displaystyle m(r)\leq \Phi ({\overline {x}})} . Moreover, if we define
Γ = { c ∈ C ( [ 0 , 1 ] , X ) ∣ c ( 0 ) = 0 , c ( 1 ) = x ′ } {\displaystyle \Gamma =\{c\in C([0,1],X)\mid c\,(0)=0,\,c\,(1)=x'\}}
then
Φ ( x ¯ ) = inf c ∈ Γ max 0 ≤ t ≤ 1 Φ ( c ( t ) ) . {\displaystyle \Phi ({\overline {x}})=\inf _{c\,\in \,\Gamma }\max _{0\leq t\leq 1}\Phi (c\,(t)).}
For a proof, see section 5.5 of Aubin and Ekeland.
References
Further reading Aubin, Jean-Pierre; Ekeland, Ivar (2006). Applied Nonlinear Analysis. Dover Books. ISBN 0-486-45324-3. Bisgard, James (2015). "Mountain Passes and Saddle Points". SIAM Review. 57 (2): 275–292. doi:10.1137/140963510. Evans, Lawrence C. (1998). Partial Differential Equations. Providence, Rhode Island: American Mathematical Society. ISBN 0-8218-0772-2. Jabri, Youssef (2003). The Mountain Pass Theorem, Variants, Generalizations and Some Applications. Encyclopedia of Mathematics and its Applications. Cambridge University Press. ISBN 0-521-82721-3. Mawhin, Jean; Willem, Michel (1989). "The Mountain Pass Theorem and Periodic Solutions of Superlinear Convex Autonomous Hamiltonian Systems". Critical Point Theory and Hamiltonian Systems. New York: Springer-Verlag. pp. 92–97. ISBN 0-387-96908-X. McOwen, Robert C. (1996). "Mountain Passes and Saddle Points". Partial Differential Equations: Methods and Applications. Upper Saddle River, NJ: Prentice Hall. pp. 206–208. ISBN 0-13-121880-8.