\def\day{7/1/97}


 
\catcode`@=11 
%
%------------------------- comandi riservati ---------------------------
%
\def\b@lank{ }

\newif\if@simboli
\newif\if@riferimenti
\newif\if@bozze
\newif\if@data



\def\bozze{\@bozzetrue 
\immediate\write16{!!!   INSERISCE NOME EQUAZIONI   !!!}}


\newwrite\file@simboli
\def\simboli{

    \immediate\write16{ !!! Genera il file \jobname.SMB }
    \@simbolitrue\immediate\openout\file@simboli=\jobname.smb
     \immediate\write\file@simboli{Simboli di \jobname}}

\newwrite\file@ausiliario
\def\riferimentifuturi{
    \immediate\write16{ !!! Genera il file \jobname.aux }
    \@riferimentitrue\openin1 \jobname.aux
    \ifeof1\relax\else\closein1\relax\input\jobname.aux\fi
    \immediate\openout\file@ausiliario=\jobname.aux}

\newcount\eq@num\global\eq@num=0
\newcount\sect@num\global\sect@num=0
\newcount\para@num\global\para@num=0
\newcount\const@num\global\const@num=0
\newcount\lemm@num\global\lemm@num=0


\newif\if@ndoppia
\def\numerazionedoppia{\@ndoppiatrue\gdef\la@sezionecorrente{\the\sect@num}}

\def\se@indefinito#1{\expandafter\ifx\csname#1\endcsname\relax}
\def\spo@glia#1>{} % si applica a \meaning\xxxxx; butta via tutto quello
                   % che produce \meaning fino al carattere > 
                   % (v. manuale TeX, pag. 382, \strip#1>{}).

\newif\if@primasezione
\@primasezionetrue

\def\s@ection#1\par{\immediate
    \write16{#1}\if@primasezione\global\@primasezionefalse\else\goodbreak
    \vskip\spaziosoprasez\fi\noindent
    {\bf#1}\nobreak\vskip\spaziosottosez\nobreak\noindent}


%--------------------------- Indice -------------------------------


\newif\if@indice
\newif\if@ceindice

\newwrite\file@indice

\def\indice{
           \immediate\write16{Genera il file \jobname.ind}
           \@indicetrue
           \immediate\openin2 \jobname.ind
           \ifeof2\relax\else
             \closein2\relax
       \@ceindicetrue\fi
            \if@ceindice\relax\else
            \immediate\openout\file@indice=\jobname.ind
         \immediate\write
         \file@indice{\string\vskip5pt
         \string{ \string\bf \string\centerline\string{ Indice 
         \string}\string}\string\par}
            \fi
            }

\def\quiindice{\if@ceindice\vfill\eject\input\jobname.ind\else\vfill\eject
       \immediate\write\file@indice{\string{\string\bf\string~ 
       Indice\string}\string\hfill\folio}
       \null\vfill\eject\null\vfill\eject\relax\fi}

%
%------------------------------ a disp. dell'utente:  sezioni -------------

\def\sezpreset#1{\global\sect@num=#1
    \immediate\write16{ !!! sez-preset = #1 }   }

\def\spaziosoprasez{50pt plus 60pt}
\def\spaziosottosez{15pt}

\def\sref#1{\se@indefinito{@s@#1}\immediate\write16{ ??? \string\sref{#1}
    non definita !!!}
    \expandafter\xdef\csname @s@#1\endcsname{??}\fi\csname @s@#1\endcsname}

\def\autosez#1#2\par{
    \global\advance\sect@num by 1\if@ndoppia\global\eq@num=0\fi
    \global\lemm@num=0
    \global\para@num=0
    \xdef\la@sezionecorrente{\the\sect@num}
    \def\usa@getta{1}\se@indefinito{@s@#1}\def\usa@getta{2}\fi
    \expandafter\ifx\csname @s@#1\endcsname\la@sezionecorrente\def
    \usa@getta{2}\fi
    \ifodd\usa@getta\immediate\write16
      { ??? possibili riferimenti errati a \string\sref{#1} !!!}\fi
    \expandafter\xdef\csname @s@#1\endcsname{\la@sezionecorrente}
    \immediate\write16{\la@sezionecorrente. #2}
    \if@simboli
      \immediate\write\file@simboli{ }\immediate\write\file@simboli{ }
      \immediate\write\file@simboli{  Sezione 
                                  \la@sezionecorrente :   sref.   #1}
      \immediate\write\file@simboli{ } \fi
    \if@riferimenti
      \immediate\write\file@ausiliario{\string\expandafter\string\edef
      \string\csname\b@lank @s@#1\string\endcsname{\la@sezionecorrente}}\fi
    \goodbreak\vskip 48pt plus 60pt
    \noindent{\bf\the\sect@num.\quad #2}
   \if@bozze
    {\tt #1}\fi
    \par\nobreak\vskip 15pt
    \nobreak}

\def\blankii{\blank\blank}

\def\destra#1{{\hfill#1}}
\font\titfnt=cmssbx10 scaled \magstep2
\font\capfnt=cmss17 scaled \magstep4
\def\blank{\vskip 12pt}

\def\capitolo#1#2\par{
    \global\advance\sect@num by 1\if@ndoppia\global\eq@num=0\fi
    \global\lemm@num=0
    \global\para@num=0
    \xdef\la@sezionecorrente{\the\sect@num}
    \def\usa@getta{1}\se@indefinito{@s@#1}\def\usa@getta{2}\fi
    \expandafter\ifx\csname @s@#1\endcsname\la@sezionecorrente\def
    \usa@getta{2}\fi
    \ifodd\usa@getta\immediate\write16
      { ??? possibili riferimenti errati a \string\sref{#1} !!!}\fi
    \expandafter\xdef\csname @s@#1\endcsname{\la@sezionecorrente}
    \immediate\write16{\la@sezionecorrente. #2}
   \if@simboli
      \immediate\write\file@simboli{ }\immediate\write\file@simboli{ }
      \immediate\write\file@simboli{  Sezione 
                                  \la@sezionecorrente :   sref.   #1}
      \immediate\write\file@simboli{ } \fi
    \if@riferimenti
      \immediate\write\file@ausiliario{\string\expandafter\string\edef
      \string\csname\b@lank @s@#1\string\endcsname{\la@sezionecorrente}}\fi
           \par\vfill\eject
           \destra{\capfnt {\la@sezionecorrente}\hbox to 10pt{\hfil}}
           \blankii\noindent{\titfnt\baselineskip=20pt
           \hfill\uppercase{#2}}\blankii
      \if@indice
       \if@ceindice\relax\else\immediate\write
       \file@indice{\string\vskip5pt\string{\string\bf 
       \la@sezionecorrente.#2\string}\string\hfill\folio\string\par}\fi\fi
       \if@bozze
         {\tt #1}\par\fi\nobreak}






\def\semiautosez#1#2\par{
    
\gdef\la@sezionecorrente{#1}\if@ndoppia\global\eq@num=0
     \fi
     \global\lemm@num=0
    \global\para@num=0
        \if@simboli
      \immediate\write\file@simboli{ }\immediate\write\file@simboli{ }
      \immediate\write\file@simboli{  Sezione ** : sref.
          \expandafter\spo@glia\meaning\la@sezionecorrente}
      \immediate\write\file@simboli{ }\fi
    \s@ection#2\par}


%------------------paragrafi----------------------------------------


\def\pararef#1{\se@indefinito{@ap@#1}
    \immediate\write16{??? \string\pararef{#1} non definito !!!}
    \expandafter\xdef\csname @ap@#1\endcsname {#1}
    \fi\csname @ap@#1\endcsname}

\def\autopara#1#2\par{
     \global\advance\para@num by 1
     \xdef\il@paragrafo{\la@sezionecorrente.\the\para@num}
     \vskip10pt
     \noindent {\bf \il@paragrafo\ #2}
     \def\usa@getta{1}\se@indefinito{@ap@#1}\def\usa@getta{2}\fi
     \expandafter\ifx\csname 
@ap@#1\endcsname\il@paragrafo\def\usa@getta{2}\fi
     \ifodd\usa@getta\immediate\write16
        {??? possibili riferimenti errati a \string\pararef{#1} !!!}\fi
     \expandafter\xdef\csname @ap@#1\endcsname{\il@paragrafo}
     \def\usa@getta{\expandafter\spo@glia\meaning
     \la@sezionecorrente.\the\para@num}
     \if@simboli
      \immediate\write\file@simboli{ }\immediate\write\file@simboli{ }
      \immediate\write\file@simboli{ paragrafo
                                  \il@paragrafo :   pararef.   #1}
      \immediate\write\file@simboli{ } \fi
    \if@riferimenti
      \immediate\write\file@ausiliario{\string\expandafter\string\edef
      \string\csname\b@lank @ap@#1\string\endcsname{\il@paragrafo}}\fi
    \if@indice
     \if@ceindice\relax\else\immediate\write
       \file@indice{\string\noindent\string\item\string{
       \il@paragrafo.\string}#2\string\dotfill\folio\string\par}\fi\fi
    \if@bozze
       {\tt #1}\fi\par\nobreak\vskip .3 cm \nobreak}

%------------------------------ a disp. dell'utente:  equazioni -----------

\def\eqpreset#1{\global\eq@num=#1
     \immediate\write16{ !!! eq-preset = #1 }     }

\def\eqlabel#1{\global\advance\eq@num by 1
    \if@ndoppia\xdef\il@numero{\la@sezionecorrente.\the\eq@num}
       \else\xdef\il@numero{\the\eq@num}\fi
    \def\usa@getta{1}\se@indefinito{@eq@#1}\def\usa@getta{2}\fi
    \expandafter\ifx\csname @eq@#1\endcsname\il@numero\def\usa@getta{2}\fi
    \ifodd\usa@getta\immediate\write16
       { ??? possibili riferimenti errati a \string\eqref{#1} !!!}\fi
    \expandafter\xdef\csname @eq@#1\endcsname{\il@numero}
    \if@ndoppia
       \def\usa@getta{\expandafter\spo@glia\meaning
       \il@numero}
       \else\def\usa@getta{\il@numero}\fi
    \if@simboli
       \immediate\write\file@simboli{  Equazione 
            \usa@getta :  eqref.   #1}\fi
    \if@riferimenti
       \immediate\write\file@ausiliario{\string\expandafter\string\edef
       \string\csname\b@lank @eq@#1\string\endcsname{\usa@getta}}\fi}

\def\eqsref#1{\se@indefinito{@eq@#1}
    \immediate\write16{ ??? \string\eqref{#1} non definita !!!}
    \if@riferimenti\relax
    \else\eqlabel{#1} ???\fi
    \fi\csname @eq@#1\endcsname }

\def\autoeqno#1{\eqlabel{#1}\eqno(\csname @eq@#1\endcsname)\if@bozze
        {\tt #1}\else\relax\fi}
\def\autoleqno#1{\eqlabel{#1}\leqno(\csname @eq@#1\endcsname)}
\def\eqref#1{(\eqsref{#1})}

%----------- Lemmi automatici: a disposizione dell'utente ----------------

\def\lemmalabel#1{\global\advance\lemm@num by 1
    \xdef\il@lemma{\la@sezionecorrente.\the\lemm@num}
    \def\usa@getta{1}\se@indefinito{@lm@#1}\def\usa@getta{2}\fi
    \expandafter\ifx\csname @lm@#1\endcsname\il@lemma\def\usa@getta{2}\fi
    \ifodd\usa@getta\immediate\write16
       { ??? possibili riferimenti errati a \string\lemmaref{#1} !!!}\fi
    \expandafter\xdef\csname @lm@#1\endcsname{\il@lemma}
    \def\usa@getta{\expandafter\spo@glia\meaning
       \la@sezionecorrente.\the\lemm@num}
       \if@simboli
       \immediate\write\file@simboli{  Lemma
            \usa@getta :  lemmaref #1}\fi
    \if@riferimenti
       \immediate\write\file@ausiliario{\string\expandafter\string\edef
       \string\csname\b@lank @lm@#1\string\endcsname{\usa@getta}}\fi}

\def\autolemma#1{\lemmalabel{#1}\csname @lm@#1\endcsname\if@bozze
    {\tt #1}\else\relax\fi}   

\def\lemmaref#1{\se@indefinito{@lm@#1}
    \immediate\write16{ ??? \string\lemmaref{#1} non definita !!!}
    \if@riferimenti\else
    \lemmalabel{#1}???\fi
    \fi\csname @lm@#1\endcsname}


%--------------- bibliografia automatica: riservati ----------------------


\newcount\cit@num\global\cit@num=0

\newwrite\file@bibliografia
\newif\if@bibliografia
\@bibliografiafalse
\newif\if@corsivo
\@corsivofalse

\def\title#1{{\it #1}}
\def\rivista#1{#1}

\def\lp@cite{[}
\def\rp@cite{]}
\def\trap@cite#1{\lp@cite #1\rp@cite}
\def\lp@bibl{[}
\def\rp@bibl{]}
\def\trap@bibl#1{\lp@bibl #1\rp@bibl}

\def\refe@renza#1{\if@bibliografia\immediate        % scrive su .BIB
    \write\file@bibliografia{
    \string\item{\trap@bibl{\cref{#1}}}\string
    \bibl@ref{#1}\string\bibl@skip}\fi}

\def\ref@ridefinita#1{\if@bibliografia\immediate\write\file@bibliografia{ 
    \string\item{?? \trap@bibl{\cref{#1}}} ??? tentativo di ridefinire la 
      citazione #1 !!! \string\bibl@skip}\fi}

\def\bibl@ref#1{\se@indefinito{@ref@#1}\immediate
    \write16{ ??? biblitem #1 indefinito !!!}\expandafter\xdef
    \csname @ref@#1\endcsname{ ??}\fi\csname @ref@#1\endcsname}

\def\c@label#1{\global\advance\cit@num by 1\xdef            % assegna il numero
   \la@citazione{\the\cit@num}\expandafter
   \xdef\csname @c@#1\endcsname{\la@citazione}}

\def\bibl@skip{\vskip 5truept}

%------------------------ bibl. automatica: a disp. dell'utente ------------

\def\stileincite#1#2{\global\def\lp@cite{#1}\global
    \def\rp@cite{#2}}
\def\stileinbibl#1#2{\global\def\lp@bibl{#1}\global
    \def\rp@bibl{#2}}

\def\corsivo{\global\@corsivotrue}

\def\citpreset#1{\global\cit@num=#1
    \immediate\write16{ !!! cit-preset = #1 }    }

\def\autobibliografia{\global\@bibliografiatrue\immediate
    \write16{ !!! Genera il file \jobname.BIB}\immediate
    \openout\file@bibliografia=\jobname.bib}

\def\cref#1{\se@indefinito                  % se indefinito definisce
   {@c@#1}\c@label{#1}\refe@renza{#1}\fi\csname @c@#1\endcsname}

\def\upcref#1{\null$^{\,\cref{#1}}$}

\def\cite#1{\trap@cite{\cref{#1}}}                  %  [5]
\def\ccite#1#2{\trap@cite{\cref{#1},\cref{#2}}}     %  [5,6]
\def\ncite#1#2{\trap@cite{\cref{#1}--\cref{#2}}}    %  [5-8] senza definire
\def\upcite#1{$^{\,\trap@cite{\cref{#1}}}$}               % ^[5]
\def\upccite#1#2{$^{\,\trap@cite{\cref{#1},\cref{#2}}}$}  % ^[5,6]
\def\upncite#1#2{$^{\,\trap@cite{\cref{#1}-\cref{#2}}}$}  % ^[5-8] senza def.

\def\clabel#1{\se@indefinito{@c@#1}\c@label           % sola definizione
    {#1}\refe@renza{#1}\else\c@label{#1}\ref@ridefinita{#1}\fi}


\def\cclabel#1#2{\clabel{#1}\clabel{#2}}                     % def. doppia
\def\ccclabel#1#2#3{\clabel{#1}\clabel{#2}\clabel{#3}}       % def. tripla

\def\biblskip#1{\def\bibl@skip{\vskip #1}}           % spaziatura nella bibl.

\def\insertbibliografia{\if@bibliografia             % scrive la bibliografia
    \immediate\write\file@bibliografia{ }
    \immediate\closeout\file@bibliografia
   \if@indice
     \if@ceindice\relax\else\immediate\write
       \file@indice{\string\vskip5pt\string{\string\bf\string~ 
       Bibliografia\string}\string\hfill\folio\string\par}\fi\fi
     \catcode`@=11\input\jobname.bib\catcode`@=12\fi
   }

%--------- per comporre il file con la bibliografia --------------

\def\commento#1{\relax} 
\def\biblitem#1#2\par{\expandafter\xdef\csname @ref@#1\endcsname{#2}}

% ricordare: una lista in chiaro della bibliografia si 
% ottiene eseguendo $ TEX BIBLIST 


%---------------- titolo in cima alla pagina, data.-----------------

\def\data{\number\day.\number\month.\number\year}
\def\datasotto{\@datatrue
\footline={\hfil{\rm \data}\hfil}}



\def\titoli#1{\if@data\relax\else\footline={\hfil}\fi
         \xdef\prima@riga{#1}\voffset+20pt
        \headline={\ifnum\pageno=1
             {\hfil}\else\hfil{\sl \prima@riga}\hfil\folio\fi}}

\def\duetitoli#1#2{\if@data\relax\else\footline={\hfil}\fi
         \voffset=+20pt
    \headline={\ifnum\pageno=1
             {\hfil}\else{\ifodd\pageno\hfil{\sl #2}\hfil\folio
\else\folio\hfil{\sl #1}\hfil\fi}  \fi} }

\def\la@sezionecorrente{0}



% ------------------COSTANTI ---------------------------------



\def\const@label#1{\global\advance\const@num by 1\xdef            
   \la@costante{\the\const@num}\expandafter
   \xdef\csname @const@#1\endcsname{\la@costante}}

\def\cconlabel#1{\se@indefinito{@const@#1}
\const@label{#1}\fi}

\def\constnum#1{\se@indefinito{@const@#1}
\const@label{#1}\fi\csname @const@#1\endcsname}

\def\ccon#1{C_{\constnum{#1}}}


\catcode`@=12 



%------------------ FORMATI TEOREMI E GENERALI --------------------

\def\abstract{
\vskip48pt plus 60pt
\noindent
{\bf Abstract.}\quad}

\def\summary{
\centerline{{\bf Summary.}}\par}

\def\firma{\noindent
\centerline{Dario BAMBUSI}\par\noindent
\centerline{Dipartimento di Matematica dell'Universit\`a,}\par\noindent
\centerline{Via Saldini 50, 20133 Milano, Italy.}\par}

\def\theorem#1#2{\par\vskip4pt
\noindent {\bf Theorem \autolemma{#1}.}{\sl \ #2}
 \par\vskip10pt}

\def\semitheorem#1{\par\vskip4pt
\noindent {\bf Theorem.}{\sl \ #1}
 \par\vskip10pt}


\def\lemma#1#2{\par\vskip4pt
\noindent {\bf Lemma \autolemma{#1}.}{\sl \ #2}
 \par\vskip4pt}

\def\proof{\par\noindent{\bf Proof.}\ }

\def\proposition#1#2{\par\vskip4pt
\noindent {\bf Proposition \autolemma{#1}.}{\sl \ #2}
 \par\vskip10pt}

\def\corollary#1#2{\par\vskip4pt
\noindent {\bf Corollary \autolemma{#1}.}{\sl \ #2}
 \par\vskip10pt}

\def\remark#1#2{\par\vskip4pt
\noindent {\bf Remark \autolemma{#1}.}{\sl \ #2}
 \par\vskip4pt}

\def\definition#1{\par\vskip2pt
\noindent {\bf Definition.}{\sl \ #1}
 \par\vskip2pt}



%------------------- ROUTINE DI USO GENERALE -----------------------

\def\norma#1{\left\Vert#1\right\Vert}
\def\perogni{\forall\hskip1pt}
\def\meno{\hskip1pt\backslash}
\def\frac#1#2{{#1\over #2}}
\def\fraz#1#2{{#1\over #2}}

\def\interno{\vbox{\hbox{\vbox to .3 truecm{\vfill\hbox to .2 truecm
{\hfill\hfill}\vfill}\vrule}\hrule}\hskip 2pt}

\def\quadratino{
\hfill\vbox{\hrule\hbox{\vrule\vbox to 7 pt {\vfill\hbox to
7 pt {\hfill\hfill}\vfill}\vrule}\hrule}\par}

\font\strana=cmti10
\def\lie{\hbox{\strana \char'44}}


\def\ponesotto#1\su#2{\mathrel{\mathop{\kern0pt #1}\limits_{#2}}}
\def\Sup{\mathop{{\rm Sup}}}

%\def\Sup#1{\hskip2pt\ponesotto{{\rm Sup}}\su{#1}}

\def\tdot#1{\hskip2pt\ddot{\null}\hskip2.5pt \dot{\null}\kern -5pt {#1}}

\def\diff#1#2{\frac{\partial #1}{\partial #2}}
\def\base#1#2{\frac{\partial}{\partial#1^{#2}}}
\def\charslash#1{\setbox2=\hbox{$#1$}
     \dimen2=\wd2
     \setbox1=\hbox{/}\dimen1=\wd1
     \ifdim\dimen2>\dimen1
     \rlap{\hbox to \dimen2{\hfil /\hfil}}
     #1
     \else
     \rlap{\hbox to \dimen1{\hfil$#1$\hfil}}
     /
     \hfil\fi}

\def\Re{{\rm \kern 0.4ex I \kern -0.4 ex R}}

\def\Sh{{\rm Sh}\hskip1pt}
\def\Ch{{\rm Ch}\hskip1pt}
\def\poisson#1#2{\left\{#1 ,#2\right\} }
\def\toro{{\bf T}}
\def\Na{{\bf N}} 
\def\Ra{{\bf Z}} 
\def\id{{\bf 1}}                  
\def\Cm{{\bf C}}
\def\reale{{\rm Re}\hskip2pt}
\def\imma{{\rm Im}\hskip2pt}
\def\rin{{\bf Z}}


\def\pmb#1{\setbox0=\hbox{#1}\ignorespaces
    \hbox{\kern-.02em\copy0\kern-\wd0\ignorespaces
    \kern.05em\copy0\kern-\wd0\ignorespaces
    \kern-.02em\raise.02em\box0 }}
\def\vett#1{\pmb{$#1$}}


\def\A{{\cal A}}
\def\B{{\cal B}}
\def\C{{\cal C}}
\def\D{{\cal D}}
\def\E{{\cal E}}
\def\F{{\cal F}}
\def\G{{\cal G}}
\def\H{{\cal H}}
\def\I{{\cal I}}
\def\L{{\cal L}}
\def\M{{\cal M}}
\def\N{{\cal N}}


\def\O{{\cal O}}
\def\P{{\cal P}}
\def\Q{{\cal Q}}
\def\R{{\cal R}}
\def\S{{\cal S}}
\def\T{{\cal T}}
\def\U{{\cal U}}
\def\V{{\cal V}}
\def\W{{\cal W}}
\def\Z{{\cal Z}}




\def\sym{\nabla^\Omega}
\def\uno{{\kern+.3em {\rm 1} \kern -.22em {\rm l}}}                     
\def\unpo{\vskip3pt}
\def\unp{\vskip6pt}


\def\a{\`a\ }
\def\o{\`o\ }
\def\e{\`e\ }

\parindent=0pt
\parskip=10pt
\def\wnote#1{\footnote{$^*$}{{\tt #1}}}
\def\section#1{\bigskip \bigskip {\bf #1} \bigskip}
\bozze
\riferimentifuturi


\def\interi{\Ra}

\def\adiabat{\cite{bam?}}
\def\frac#1#2{{ #1 \over #2 }}
\def\toro{{\bf T}}
\def\U{{\cal U}}
\def\S{{\cal S}}
\def\R{{\cal R}}
\def\taglio{\left(\frac{1+e^{-\sigma/2}}{1-e^{-\sigma/2}}\right)^m}
\def\dif{d}
\def\eps{\varepsilon}
\def\Fm{\langle f\rangle}
\def\Gm{\langle g\rangle}
\def\media{\Fm}
\def\normac#1{\norma{#1}_{C^1(\U_{\rho/2}\times\toro)}}
\def\phis{\Phi_s(J,\psi)}
\def\hs{H_s(J,\psi)}
\def\arg{\sigma(\psi-\omega T),\psi-\omega T}
\def\dom{\U_\rho}
\def\sr{\bar\R}
\def\rsuno{\bar\R_1}
\def\sruno{\bar\R_1}
\def\rs{\bar\R}

\centerline{\bf PROOF OF PERSISTENCE OF INVARIANT TORI IN}
\centerline{\bf NONHAMILTONIAN PERTURBATIONS OF INTEGRABLE SYSTEMS}
\footnote{}{Version of \day}


\bigskip\bigskip\bigskip

\centerline{ Dario Bambusi}
\centerline{\it Dipartimento di Matematica, Universit\`a di Milano,}
\centerline{\it via Saldini 50, 20133 Milano (Italy)}

\bigskip

\centerline{ Giuseppe Gaeta}
\centerline{\it Department of Mathematics, Loughborough University,}
\centerline{\it Loughborough LE11 3TU (England)}


\bigskip\bigskip\bigskip



\autosez{0}Introduction

We study here the dynamics of the system
$$
\cases{
\dot I =\eps \ f(I,\phi,\eps) & \cr
\dot\phi =\omega_0 (I)+\eps \ g(I,\phi,\eps) & \cr}
\autoeqno{1}
$$
where $I\in\G\subseteq\Re^n$
(with $\G$ open) are the slow variables, $\phi\in\toro^m$ are the fast
angular variables, and $\eps$ is a (small) real parameter. We assume 
that all functions appearing here are analytic.

We will prove that, provided the average of $f$ over the angles has a
hyperbolic attractive zero at a point $I_*\in\G$, and the corresponding
frequency $\omega_0 (I_*)$ is sufficiently nonresonant, then there exists
a normally hyperbolic attractive invariant torus of the system \eqref{1}
which is close to the torus $I_*\times\toro^m$. 

We introduce the set $\Gamma(\tau,\gamma,K)$ of variables which are 
``$\tau,\gamma$ 
diophanitine up to order $K$'', namely we define
$$
\Gamma(\tau,\gamma,K):=\left\{I\in\G\ :\ |\omega_0(I)\cdot 
k|\geq\frac\gamma{|k|^\tau}\ ,\quad\perogni k\in\Ra\meno\left\{0\right\}
\ {\rm such\ that}\ |k|:=\sum_{i=1}^m|k_i|\leq K\right\}\ .
$$

We will denote by $\Fm$ the average of the main part of $f$ with 
respect to the angles, namely
$$
\Fm(I):=\frac1{(2\pi)^{m}}\int_{\toro^m}f(I,\phi,0)d^m\phi
$$
(similarly we will use the notation $\Gm$).

Consider $\Fm$: we assume that there exists an attractive zero $I_*$
of $\Fm$, namely a zero such that all the eigenvalues of $d\Fm(I_*)$ are
strictly negative 

\theorem{m}{Assume that there exist constants $\tau,\gamma,K$ such that 
$I_*\in\Gamma(\tau,gamma,K)$, thne there exist constants $\epsilon_*, 
K_*,\ccon0$, such that, if $K>K_*\left|\ln\eps_*\right|^\tau$, and 
$\exp\frac{K}{K_*}<\eps<\eps_*$, then \eqref{1} has a stable invariant 
torus close to the torus $\toro_*:=I_*\times\toro^m$, precisely, one has 
$$
\min_{(I,\phi)\in\toro_*}\norma{I-I_*}\leq\ccon0\eps\left|\ln\eps\right| 
^{2\tau+1}\autoeqno{dis}
$$
}


\autosez{nor}The normal form lemma

We first give a quantitative form to our smoothness assumptions. Let 
$D\subset\G$ (strictly) be open. We introduce the complex open set 
$$
D_\rho:=\bigcup_{I\in\D}B_{\rho}(I)\ ,
$$
where $B_{\rho}(I)\subset\Cm^{n}$ is the closed ball of radius $\rho$ 
centered at $I$. We also introduce 
the complexification of the $m$--dimensional torus
$$
(\toro+i\sigma)^m:=\left\{(\phi_i)\in\left(\toro +i\Re\right)^m\ :\ 
|\imma\phi_i|\leq\sigma   \right\}\ .
$$
Then, there exist some $\bar\rho,\bar\sigma,\eta>0$ such that 
the functions $f$, 
$g$, and $\omega_0$ can be extended to complex analytic functions on 
$$
\D_{\bar\rho,2\bar\sigma,\eta}:=D_{\bar\rho}\times\left(\toro^m+i2\bar
\sigma
\right)\times \B_{\eta}(0)\ ,
$$
where $\B_{\eta}(0):=\left\{\epsilon\in\Cm\ :\ |\eps|\leq\eta\right\}$, 
which moreover are bounded on such set; moreover, there exist constants
$F,G$, and $\Omega$ such that
$$
\eqalign{
\sup_{\D_{\bar\rho,2\bar\sigma,\eta}}\norma{f(I,\phi,\eps)}\leq F
\cr
\sup_{\D_{\bar\rho,2\bar\sigma,\eta}}\norma{g(I,\phi,\eps)}\leq G
\cr
\sup_{\D_{\bar\rho,2\bar\sigma,\eta}}\norma{d\omega_0 (I)}\leq \Omega\ .
}
$$

We will also consider the complex extension 
$$
\Gamma_{\rho}(\tau,\gamma,K):=\bigcup_{I\in\Gamma(\tau,\gamma,K)}
B_{\rho}(I)\ .
$$

Here we will prove the following 

\lemma{nf.1}{Fix $\tau\geq m$ and $\gamma>0$, then, provided $\epsilon$ 
is small enough there exist constants 
$\ccon1,\cconlabel2\cconlabel3\cconlabel4\cconlabel5\cconlabel6...,\ccon7$ 
and an analytic coordinate transformation 
$$
\eqalign{
I&=J+\eps A(J,\psi,\eps)\ ,
\cr
\phi&=\psi+\eps B(J,\psi,\eps)\ ,
}\autoeqno{c.c}
$$
defined on
$\Gamma_{\rho/2}(\tau,\gamma,\ccon1\left|\ln\eps\right|^{\tau})\times 
(\toro+i\bar \sigma/2)^m$, where 
$$
\rho:=\frac{\ccon2}{|\ln\eps|^{\tau+1}}\ ;\autoeqno{rho}
$$
which transforms \eqref{1} into the system
$$
\eqalign{
\dot 
J&=\eps\Fm(J)+\eps^2Z(J,\eps)+R(J,\psi,\eps)
\cr
\dot\psi&=\omega_0(J)+\eps\Gm(J)+R_1(J,\psi,\eps)\ .
}\autoeqno{sys}
$$
Moreover, the vector valued functions $A, B,Z,R,R_1$ are analytic on 
$\Gamma_{\rho/2}(\tau,\gamma,\ccon1\left|\ln\eps\right|^{\tau})\times 
(\toro+i\bar \sigma/2)^m$, and, satisfy the estimates
$$
\eqalign{
\sup_{\Gamma_{\rho/2}(\tau,\gamma,\ccon1\left|\ln\eps\right|^{\tau})\times 
(\toro+i\bar 
\sigma/2)^m}\norma{A}\leq\ccon3\left|\ln\eps\right|^\tau
\cr
\sup_{\Gamma_{\rho/2}(\tau,\gamma,\ccon1\left|\ln\eps\right|^{\tau})\times 
(\toro+i\bar 
\sigma/2)^m}\norma{B}\leq\ccon4\left|\ln\eps\right|^{2\tau}
\cr
\sup_{\Gamma_{\rho/2}(\tau,\gamma,\ccon1\left|\ln\eps\right|^{\tau})\times 
(\toro+i\bar 
\sigma/2)^m}\norma{Z}\leq\ccon5\left|\ln\eps\right|^{2\tau+1}
\cr
\sup_{\Gamma_{\rho/2}(\tau,\gamma,\ccon1\left|\ln\eps\right|^{\tau})\times 
(\toro+i\bar 
\sigma/2)^m}\norma{R}\leq\ccon6\eps^3\left|\ln\eps\right|^{4\tau+2}
\cr
\sup_{\Gamma_{\rho/2}(\tau,\gamma,\ccon1\left|\ln\eps\right|^{\tau})\times 
(\toro+i\bar 
\sigma/2)^m}\norma{R_1}\leq\ccon7\eps^2\left|\ln\eps\right|^{3\tau+1}
}
$$
} 

\remark{1.2}{The dependence of $A,B,Z,R,R_1$ on $\eps$ is in general 
discontinuous (see remark \lemmaref{1.1} below).}



\unp
\noindent
{\tt 0) Preliminaries}

We will first decompose $f$ and $g$ in parts of 
different order in $\eps$. So we write
$$
\eqalign{
f(I,\phi,\eps)=\tilde f^0(I,\phi)+\eps \tilde f^1(I,\phi)+\eps^2 \tilde 
f^2(I,\phi,\eps)
\cr
g(I,\phi,\eps)=\tilde g^0(I,\phi)+\eps \tilde g^1(I,\phi,\eps)\ ,
}
$$
where
$$
\eqalign{
\tilde f^0(I,\phi):=f(I,\phi,0)\ ,\quad \tilde f^1:=
\left.\diff{f}{\eps} 
\right|_{\eps=0}\ ,\quad \tilde f^2:=\frac1{\eps^2}\left[f-\tilde 
f^0-\eps\tilde f^1\right]\ ,
\cr
\tilde g^0(I,\phi):=g(I,\phi,0)\ ,\quad \tilde 
g^1:=\frac1\eps\left[g-\tilde g^0\right]\ .
}
$$
Then we perform the so called ``ultraviolet cutoff'', so we fix a 
positive $K$ (which will be related to $\eps$ in a while), and define
$$
\eqalign{
f^0(I,\phi):=\sum_{|k|\leq K}\tilde f^0_k(I)e^{ik\phi}
\cr
f^1(I,\phi):=\frac1\eps \sum_{K<|k|\leq 2K}\tilde f^0_k(I)e^{ik\phi}
+\sum_{|k|\leq 2K}\tilde f^1_k(I)e^{ik\phi}
\cr
f^2(I,\phi,\eps):=\tilde f^2(I,\phi,\eps)+\frac1{\eps^2}\sum_{|k|>2K}
\tilde f^0_k(I)e^{ik\phi}+\frac1\eps\sum_{|k|>2K}
\tilde f^1_k(I)e^{ik\phi}
\cr
g^0(I,\phi):=\sum_{|k|\leq K}\tilde g^0_k(I)e^{ik\phi}
\cr
g^1(I,\phi,\eps):=\tilde g^1(I,\phi,\eps)+\frac1{\eps}\sum_{|k|>K}
\tilde g^0_k(I)e^{ik\phi}\ ,
}\autoeqno{Ta}
$$
where $\tilde f^i_k$ is the $k-th$ fourier coefficient of $\tilde f^i$, 
and similarly for $\tilde g^i_k$ (and for the Fourier coefficients of 
other functions incountered below).



\lemma{uc}{Define
$$
\eqalign{
F_0:=F\taglio
\cr
F_1 :=F\taglio \frac{e^{-\sigma K/2}}{\eps}+\frac F{\eta}\taglio
\cr
F_2:=\frac{8F}{\eta}+F\taglio\left(\frac{e^{-\sigma 
K/2}}{\eps}\right)^2+
\frac F\eta\frac{e^{-\sigma K/2}}{\eps}
\cr
G_0:=G\taglio
\cr
G_1:=\frac{2G}\eta+G\taglio\frac{e^{-\sigma K/2}}{\eps}\ .
}
$$
Then one has
$$
\eqalign{
\sup_{\D_{\bar\rho,\bar\sigma,\eta/2}}\norma{f^i}\leq\sum_{|k|\leq(i+1)K}
\sup_{I\in D_\rho}\norma{f^i_k(I)}e^{\bar\sigma |k|}\leq F_i\ ,\quad 
i=0,1
\cr
\sup_{\D_{\bar\rho,\bar\sigma,\eta/2}}
\norma{g^0}\leq\sum_{|k|\leq K}
\sup_{I\in D_\rho}\norma{g^0_k(I)}e^{\bar\sigma |k|}\leq G_0\ ,
\cr
\sup_{\D_{\bar\rho,\bar\sigma,\eta/2}}\norma{f^2}\leq F_2\ ,\quad
\sup_{\D_{\bar\rho,\bar\sigma,\eta/2}}\norma{g^1}\leq G_1
}\autoeqno{A.2}
$$
}

\proof Just use Cauchy inequality to estimate $\tilde f^1$ and $\tilde
g^1$, and (following \cite{gio?}, lemma 8) the exponential decay of 
Fourier coefficients to get the thesis.\quadratino 

In order to obtain that the constants $F_i$ and $G_i$ do not depend on 
$\eps$ we choose
$$
K:=\frac2\sigma \left|\ln\eps\right|\ .\autoeqno{(k)}
$$

We are thus reduced to the system 
$$ 
\eqalign{
\dot I=&\eps f^0(I,\phi)+\eps^2 f^1(I,\phi)+\eps^3 f^2(I,\phi,\eps)\ , 
\cr
\dot\phi=&\omega_0 (I)+\eps g^0(I,\phi)+\eps^2 
g^1(I,\phi,\eps)\ , \cr} \autoeqno{v}
$$

\remark{1.1}{The functions $f^0, f^1, g^0$ (and therefore also the 
functions $f^2,g^1$) depend on $\epsilon$ through $K$ (cf. \eqref{Ta} 
and \eqref{(k)}), and such a dependence is in general discontinuous.}

\unp
\noindent
{\tt 1) Formal theory}

We look for a formal coordinate transformation
$$
\eqalign{
I= & J+\epsilon A_1(J,\psi)+\epsilon^2 A_2(J,\psi,\eps)=J+\eps 
A(J,\psi,\eps)
\cr
\phi=& \psi+\epsilon B(J,\psi)\ , \cr
}\autoeqno{t}
$$
which reduces the system \eqref{v} to the form \eqref{sys}. We
substitute the first of \eqref{t} in the first of \eqref{v} and
determine $A_1$ in order to eliminate at first order the dependence of
$f$ on the angles. We have 
$$ 
\dot J=\eps\left[
f^0(J,\psi)-d_\psi{A_1}(J,\psi)\omega_0 (J) \right]+o(\eps)\
\autoeqno{A1} 
$$
(here and in the
following, the notation $d_\psi A \omega_0 $ means the application of the 
differential with respect to the angles to $\omega_0$, in coordinates it 
has the form $\omega_0 ^i
{\partial A /
\partial \psi^i } $, and similarly for equivalent notations
to be used below).

Since 
$$ 
f^0(J,\psi)=\sum_{|k|\leq K}f^0_k(J)e^{ik\cdot\psi}\ , 
$$ 
we
define  (as usual) 
$$ 
A_1(J,\psi):=\sum_{0\not=|k|\leq
K}\frac{f^0_k(J)}{i\omega_0 (J)\cdot k} e^{ik\cdot\psi}\ , \autoeqno{A.1}
$$
which makes sense provided $\omega_0(J)\cdot k\not=0$ $\perogni k$ with
$|k|\leq K$ and $\perogni J$ in the domain we are interested in; with
this, the square bracket in \eqref{A1} reduces to $\Fm$. We
consider now the equation for $\psi$. Substituting \eqref{t} in it we
obtain
$$
\dot \psi=\omega_0 (J)+\eps \left[
g^0(J,\psi)+d_J\omega_0 (J)A_1(J,\psi)-d_\psi B(J,\psi)\omega_0 (J)
\right]+o(\eps)\ .\autoeqno{psip}
$$
We choose $B$ as (using an obvious notation)
$$
B(J,\psi)=\sum_{0\not=|k|\leq K}\frac1{i\omega_0 (J)\cdot k}\left(
g^0_k(J)-d_J\omega_0 (J)\frac{f^0_k(J)}{i\omega_0 (J)\cdot k  } \right)
e^{ik\cdot\psi}\ ,\autoeqno{B1}
$$
which reduces the square bracket of \eqref{psip} to $\Gm$. 
We consider again the equation for $J$ in order to eliminate at second
order the dependence on the angles. 


\lemma{77}{Define $\Psi$ by 
$$
\Psi:=f^1+d_\psi f^0B-d_\psi A_1\Gm+d_Jf^0A_1-d_JA_1\Fm\ .\autoeqno{psi}
$$
and 
$$
A_2(J,\psi):= \ \sum_{0\not=|k|\leq 2K}\frac{\Psi_k(J)}{i\omega_0 (J)\cdot
k} \ e^{ik\cdot\psi}\ ,
$$
then the formal coordinate transformation \eqref{t} reduces \eqref{v} to 
the form \eqref{sys} with $Z$ the average of $\Psi$ over the angles,
$$
\eqalign{
R:=\left(
\L^{-1}-\uno+\eps d _J A_1
\right)\eps \media+ \eps \L^{-1}d_\psi A_1\left(\omega_0+\eps\Gm -\dot 
\psi \right)+\eps^2\left(\L^{-1}-\uno\right)\left(Z+d_JA_1\Fm\right)
\cr
-\L^{-1}\left[\eps\Delta f^0+\eps^2(d_JA_2\dot J-\Delta f^1) +\eps^2 
d_\psi A_2 (\dot\psi-\omega_0)-\eps ^3 f^2(I,\phi)-\eps^3 d_Jf^0 A_2
\right]
}
$$
and 
$$ 
R_1:=  \Delta\omega_0 +\eps\Delta g_0+\eps^2g^1
+  \eps d_\psi B(\omega_0 -\dot\psi)-\eps d_J B\dot J\ .
\autoeqno{r1}
$$
}
We also introduced the notations
$$
\eqalign{
\L&:=\uno+\eps d_JA_1
\cr
\Delta f^0 =& f^0(I,\phi)-f^0(J,\psi)-\eps\left[d_Jf^0(J,\psi)
A_1(J,\psi) +d_{\psi}f^0(J,\psi) B(J,\psi)\right]\ ,
\cr
\Delta f^1 =& f^1(I,\phi)-f^1(J,\psi) \ ,
\cr
\Delta g_0 =& g^0(I,\phi)-
g^0(J,\psi)\ , \cr
\Delta\omega_0  =&
\omega_0 (I)-\omega_0 (J)-\eps d_J\omega_0 (J)A_1(J,\psi) \ . \cr
}\autoeqno{delta}
$$

\proof Consider the equation for $J$. We have
$$
\eqalign{
\L \dot J+\eps^2 d_J A_2\dot J+\eps d_\psi A_1 \dot \psi +\eps^2 d_\psi 
A_2 \dot \psi&=
\cr
\eps \left[ f^0+d_Jf^0\eps A_1+d_\psi f^0\eps B
+\Delta f^0
 \right]
&+\eps^2\left[f^1+\Delta f^1\right]+\eps^3 f^2(I,\phi)
}
$$
here the functions are evalueted in $J,\psi$ unless otherwise specified. 
Thus we can rewrite the above formula as
$$
\eqalign{
\L\dot J=\eps \left[f^0-d_\psi A_1 \omega_0 (J)\right] +\eps^2 \left\{
f_1+d_\psi f^0 B+d_J f^0 A_1- d_\psi A_2 \dot \psi \right\}
\cr
-\left(\eps\Delta f^0+\eps^2(\Delta f^1- d_J A_2 \dot J +\eps ^3 
f^2(I,\phi)+d_J f^0 A_2)  \right)
\ ,}
\autoeqno{pp}
$$
Using the fact that $A_1$ satisfies the homological equation, the square 
bracket in \eqref{pp} is nothing else than $\Fm$ we rewrite 
\eqref{pp} as
$$
\L\dot J=\eps\Fm+\eps^2\left\{
f_1+d_\psi f^0 B+d_J f^0 A_1- d_\psi A_2\omega_0 
\right\}+\F_3\ ,\autoeqno{15}
$$
where
$$
\eqalign{
\F_3:=
-\eps\left[d_\psi A_1(\dot 
\psi-\omega_0 (J)-\eps\Gm) \right]
\cr
-\eps^2d_JA_2\dot J+\eps\Delta f^0+\eps^2\Delta 
f^1+\eps^3f^2(I,\phi)-\eps^2d_\psi A_2(\dot \psi-\omega_0 (J))\ .
}
$$
Multiplying by $\L^{-1}$, and taking into account the definition of $A_2$ we 
get
$$
\eqalign{
\dot J=\eps\Fm-\eps^{2}d_JA_1\Fm+\eps\left(\L^{-1}-\uno+\eps 
d_JA_1\right)\Fm
\cr
+\eps^2 \left\{...\right\}+\L^{-1}\F_3
+\eps^2\left(\L^{-1}-\uno\right)\left\{...\right\}\ .}
$$
where the curly bracket coincides with that of \eqref{15}. Taking into 
account that 
$$
\left\{...\right\}+d_JA_1\media=\Psi+d_\psi A_2\omega_0 
$$
and the definition of $A_2$ we get the expression of $R$.
\quadratino


\bigskip
\noindent
{\tt 2) Quantitative estimates}

We begin by determininig the domain.  To this end the following lemma 
is usefull

\lemma{4.1}{For $K$ large enough (so that $\rho\leq\bar\rho$) define
$$
\rho =\frac{\gamma}{\Omega 2^{\tau+2} K^{\tau+1}}\ ,
\autoeqno{4.lem1}
$$ 
then, 
one has 
$$
\Gamma_{\rho}(\tau,\gamma,2K)\subset\Gamma(\tau,\frac\gamma2,2K)\ .
$$
} 
\proof Just use Lagrange theorem; for details see 
\adiabat\ lemma 4.1. \quadratino

In what follows we will use the notation 
$$
\alpha_K:=\frac{\gamma}{2K^{\tau}}\ .\autoeqno{14.1}
$$

>From now on we assume that $\rho$ satifies \eqref{4.lem1}.


We fix now $\tau$ and $\gamma$ (while $K$ is determined by \eqref{(k)}).
For a function $h$ analytic in
$\Gamma_{\alpha\rho}(\tau,\gamma,2K)\times\toro^m+i\beta\sigma$, where
$\alpha,\beta \in(0,1]$ we define 
$$
\norma{h}_{\alpha\rho,\beta\sigma}:=\sup_{B_{\alpha\rho}(I_*)\times\toro^m
+i\beta\sigma}\norma{h(I,\phi)}\ .
$$

We come to the estimates.

Clearly, from \eqref{A.1}, \eqref{A.2}, \eqref{B1}, we have
$$
\norma{A_1}_{\rho,\sigma}\leq \frac{F_0}{\alpha_K}\ ,\quad 
\norma{B}_{\rho,\sigma}\leq\left(\frac{\Omega 
F_0}{\alpha_K}+G_0\right)\frac1{\alpha_K}\leq \frac{2\Omega F_0}{\alpha_K^2} 
\ ,
$$ 
where we used the fact that $\alpha_K\to0$ as $\eps\to0$ cf. 
\eqref{(k)}, \eqref{14.1} to identify 
(and retain) only the main term.

Then, using the Cauchy inequalities it is easy to see that
$$
\norma{\Psi}_{3\rho/4,3\sigma/4}\leq F_1+
\frac{4F_0^2}
{\alpha_K}\left(\frac2\rho+\frac{\Omega}{e\sigma\alpha_K}+\frac{G_0}{e\sigma}
\right)
\leq\frac{16 F_0^2}{\alpha_K\rho}\ ,
$$
where we used $\rho=o(\alpha_K)$ (cf. \eqref{4.lem1}, \eqref{14.1}) 
to identify the leading term.
>From this we obtain
$$
\eqalign{
\norma{A_2}_{3\rho/4,3\sigma/4}\leq\frac{16 
F_0^2}{\alpha_K\alpha_{2K}\rho}
\cr
\norma{A}_{3\rho/4,3\sigma/4}\leq\frac{2F_0}{\alpha_K}\ 
}
$$
(provided $\eps$ is small enough).

Before estimating the remainders $R$, $R_1$ we need some preliminary 
estimates.

\lemma{ln.1}{One has
$$
\eqalign{
\norma{\dot J}_{3\rho/4,3\sigma/4}\leq 2\eps F_0\ ,\quad \norma{\dot 
\psi-\omega_0 }_{3\rho/4,3\sigma/4}\leq2\eps \frac{\Omega F_0}{\alpha_K}
\cr
\norma{\Delta\omega_0}_{\rho/2,\sigma/2}\leq\eps^2\frac{24\Omega F_0^2}
{\rho\alpha_K\alpha_{2K}}\ ,\quad \norma{\Delta 
g_0}_{\rho/2,\sigma/2}\leq\eps\frac{8G_0F_0}{\rho\alpha_K}
\cr
\norma{\Delta f_0}_{\rho/2,\sigma/2}\leq\eps^2\frac{2^7 
F_0^3}{\rho^2\alpha_K\alpha_{2K}}\ ,\quad \norma{\Delta 
f_1}_{\rho/2,\sigma/2}\leq\eps\frac{8F_1 F_0}{\rho\alpha_K}
\cr
\norma{\L}_{\rho/2,\sigma/2}\leq2\ ,\quad \norma{\L-\uno
}_{\rho/2,\sigma/2}\leq \frac{4\eps}{\rho\alpha_K}F_0
\ ,\quad \norma{\L-\uno+\eps\diff{A_1}J
}_{\rho/2,\sigma/2}\leq \frac{8\eps^2 F_0^2}{\rho^2\alpha_K^2}\ .}
$$
}
\proof We begin by $\Delta \omega_0$: one has
$$
\eqalign{
\norma{\Delta\omega_0}\leq \norma{\omega_0(I)-[\omega_0(J)+\eps\diff{\omega_0}J 
A]}+\eps^2\norma{\diff{\omega_0}J}\norma{A_2}
\cr
\leq\norma{\frac{\partial^2\omega_0}{\partial 
J^2}
}\eps^2\norma{A_1+\eps A_2}^2+\eps^2 \norma{\diff{\omega_0}J}\norma{A_2}\ ,
}
$$
from which
$$
\norma{\Delta\omega_0}_{\rho/2,\sigma/2}\leq \frac 
4\rho\Omega\eps^2\left( \frac{F_0}{\alpha_K}+\eps\frac{16 
F^2_0}{\alpha_K\alpha_{2K}\rho}\right)^2+\eps^2\Omega \frac{16 
F^2_0}{\alpha_K\alpha_{2K}\rho}\leq
\frac{24\Omega 
F_0^2\eps^2}{\rho\alpha_K\alpha_{2K}}\ .
$$
Concerning $\Delta g_0$ we have 
$$
\norma{\Delta g_0}_{\rho/2,\sigma/2}\leq \norma{\diff{g_0}I}\norma{\eps 
A_1+\eps^2 A_2 }+\norma{\diff{g_0}\psi}\eps\norma{B}\ ,
$$
which can be easily estimated giving the claimed result.

We come to $\dot J$ and $\dot\psi-\omega_0$.
It is easy to obtain the following equations 
$$
\eqalign{
(\uno+\eps d_JA)\dot J=\eps\media-\eps d_\psi A(\dot \psi-\omega_0 )
-\eps^2d_\psi A_2\omega_0 
+\eps(f^0(I,\phi)-f^0(J,\psi))+\eps^2f^1+\eps^3f^2
\cr
(\uno+\eps d_\psi B)(\dot \psi-\omega_0 )=[\omega_0(I)-\omega_0(J)]+\eps\Gm(J)
+\eps\Delta 
g^0+\eps^2 g^1(I,\phi)
-\eps d_J B\dot J\ .}
$$
Solving the second with respect to $\dot \psi-\omega_0 $, substituing in
the first, and using the definition of $A_2$ to estimate the last term
of the so obtained inequality, one gets the wonted estimates for $\dot
J$ and $\dot\psi-\omega_0 $. 

All the other estimates can be obtained almost in the same way. 
\quadratino

To obtain the proof of lemma \lemmaref{nf.1} we proceed now as follows: 
first use the above lemma to obtain the estimate
$$
\norma{R_1}_{\rho/2,\sigma/2}\leq\eps^2\frac{48\Omega 
F_0}{\rho\alpha_K\alpha_{2K}}\ . \autoeqno{dpsi}
$$
Then, notice that the r.h.s. of 
\eqref{dpsi} gives also an estimate of $\dot\psi-\omega_0-\eps\Gm$. 
Using such an estimate it is 
easy to obtain the following estimate for $R$:
$$
\norma{R}_{\rho/2,\sigma/2}\leq\eps^3\frac{2^{11}F_0^3}{\rho^2\alpha_K 
\alpha_{2K}}\ .
$$
This gives Lemma \lemmaref{nf.1} with the claimed estimates.


\autosez{hyp}Persistence of stable hyperbolic tori

We consider here a system of the form \eqref{sys}. We will assume that 
$\Fm$ has an attractive zero which is suffitiently nonresonant, and we 
will prove that the correspnding invariant torus of the averaged system 
can be continued to an invariant tous of system \eqref{sys}

We assume that there exists an attractive zero $J_*$ of $\Fm$,
namely a zero such that all the eigenvalues of $d\Fm(J_*)$ are strictly
negative  We first continue it to a zero of $\Fm+\eps Z$. This requires
some care since $Z$ is defined only on nonresonant sets, and moreover 
such function depends discontinuously on $\eps$. 


\lemma{h.1}{Assume that there exist $\tau,\gamma, K$ such that the zero 
$J_*$ of $\Fm$ belongs to $\Gamma(\tau,\gamma,K)$, then there exist 
$\eps_*,\ccon{h3}$ such that the following holds true: if 
$$
K\geq\ccon1|\ln\eps_{*}|^\tau\autoeqno{s}
$$ 
then for any $\eps$ satisfying 
$$
e^{-K/\ccon1}\leq\eps<\eps_*\autoeqno{*}
$$ 
the function $\Fm+\eps Z$ has an 
attractive zero $J_0(\eps)$ close to $J_*$, namely such that 
$$
\norma{J_0(\eps)-J_*}\leq \ccon{h3} \eps|\ln\eps|^{2\tau+1}\ 
;\autoeqno{dj0}
$$
moreover there exists $\lambda>0$ such that all the eigenvalues 
$\lambda_i=\lambda_i(\eps)$ of 
$d\Fm(J_0)+\eps d_JZ(J_0)$ satisfy
$$
\inf_{e^{-K/\ccon1}\leq\eps<\eps_*}|\lambda_1(\eps)|\geq\lambda\ 
.\autoeqno{la}
$$
}
\proof We fix $\eps$ and consider the function
$$
F(J,\mu):=\Fm(J)+\frac\mu{\eps|\ln\eps|^{2\tau+1}}Z(J,\eps)\ 
,\autoeqno{F}
$$
to which we can apply the implicit function theorem. So we obtain that there 
exists $\mu_*$ such that provided $\mu<\mu_*$ such function has a zero 
$J_1(\mu)$ smoothly (analitically) depending on $\mu$. Define now 
$\eps_*$ by $\eps_*|\ln\eps_*|^{2\tau+1}=\mu_*$. Provided condition 
\eqref{*} is satisfyed it is possible to choose 
$\eps$ so small that the fraction in \eqref{F} is one, and the function 
$J_1$ is defined. We then put $J_0(\eps):=J_1(\eps|\ln\eps|^{2\tau+1})$.

We come to the estimates \eqref{dj0} and \eqref{la}.
Remark that $\diff{J_1}\mu$ (which can be computed explicitly) is bounded 
uniformly on $\eps$, and therefore \eqref{dj0} is a consequence of the 
smoothness of $J_1(\mu)$.
The eigenvalues of $d_JF(J_1(\mu),\mu)$ depend smoothly on $\mu$, and
therefore they are close to the eigenvalues of $d\Fm(J_*)$, so that also
condition \eqref{la} holds. 
\quadratino

In all the rest of the paper we will denote by $\rho$ the quantity 
\eqref{rho}.

\remark{h.2}{By \eqref{dj0} one has
$$
B_{\rho/4}(J_0(\eps))\subset\Gamma_{\rho/2}(\tau\gamma,K) \ ,
$$
so that $B_{\rho/4}(J_0(\eps))$ is contained in the domain of definition 
of \eqref{sys}.
}

\remark{h.3}{Under the hypotheses of lemma \lemmaref{h.1} the system
$$
\eqalign{
\dot J=\eps\Fm+\eps^2 Z
\cr
\dot \psi=\omega+\eps\Gm
}\autoeqno{sys.1}
$$
has an attractive torus $J_0(\eps)\times\toro^m$ close to the torus 
$J_*\times\toro^m$. 
}

We are going to continue such a normally hyprebolic torus to a torus of 
system \eqref{sys}.

We will follow almost literaly the proof of persistence
of normally hyperbolic manifolds given by Fenichel, just adding
quantitative estimates on the size of the threshold. Such estimates are
needed in our case (in which the Lyapunov exponents of the invariant
manifold and the size of the perturbation are related).

{\it In all the rest of the paper we will assume that $\eps$ is small 
enough and that $J_*$ is suffitiently nonresonant}. By this we mean that 
$J_*\in\Gamma(\tau,\gamma,K)$ with $K>\ccon1|\ln\eps|^\tau$.

We give now a suitable form to system \eqref{sys}. First we make an 
$\eps$ dependent 
translation in $J$ space so that the attractive zero $J_0(\eps)$ 
coincides with 0, namely so that $\Fm(0)+\eps Z(0,\eps)=0$. Then we 
write our system in the form
$$
\eqalign{
\dot J&=A_{\eps}J+\N(J,\eps)+\eps^{2+p}\R(J,\psi,\eps)
\cr
\dot\psi&=\omega(J,\eps)+\eps^{1+p}\R_1\ ,
}\autoeqno{h.s}
$$
where $p$ is any real number satisfying $0<p<1$, and
$$
\eqalign{
A_{\eps}&:=d_J\Fm(0)+\eps d_JZ(0,\eps)\ ,\quad \N(J,\eps):=\Fm(J)+\eps 
Z(J,\eps)-A_{\eps}J
\cr
\omega(J,\eps)&:=\omega_0(J)+\eps\Gm(J)\ ,
\cr
\R&=\frac R{\eps^{2+p}}\ ,\quad \R_1=\frac {R_1}{\eps^{1+p}}\ .
}
$$
In what follows we will systematically omit the $\eps$ dependence of the 
various functions. This is not dangerous by virtue of the following

\lemma{h.9}{For any integer $q$ the $C^q$ norms of $\N,\R,\R_1,\omega$ 
are bounded  on $B_{\rho/4}(0)\times(\toro+i\bar\sigma/4)^m$, uniformly 
in $\eps$; moreover there exists $C_{N}$ such that 
$$
\norma{\N(J)}\leq C_N\norma{J}^2\ ,\quad 
\norma{d\N(J)}\leq2C_N\norma{J}\ .\autoeqno{s.n}
$$}
\proof Consider first $\R$. By Cauchy inequality its $C^q$ norm is 
bounded on $B_{\rho/4}(0)\times(\toro+i\bar\sigma/4)^m$ by a constant 
multiplied by 
$$
\frac{\eps^3|\ln\eps|^{4\tau+2}|\hskip1pt 
|\ln\eps|^{q(\tau+1)}}{\eps^{2+p}}\ ,
$$
which is bounded provided $p<1$. Similarly for $\R_1$ and $\N$. 
The estimate of 
$\omega$ is easily obtained by remarking that such function is analytic 
and bounded on $D_{\bar\rho}$, with $\bar\rho$ defined at the beginning 
of the paper, and independent of $\eps$. The estimate \eqref{s.n} is a 
simple consequence of the twice differentiability of $\Fm+\eps Z$ with 
respect to $J$.\quadratino

We fix now $0<p<1$, and $q\geq1$. We introduce some notations. We 
denote by $\bar\R,\bar\R_{1}$ the constants 
bounding the $C^q$ norm of $\R$ and $\R_1$ respectively. The $C^{q-1}$ 
norm of $d\omega$ is bounded by $2\Omega$. 

We denote  by $F^t(J,\psi)$ the solution of \eqref{h.s} starting at the
point $(J,\psi)$. With an obvious notation we write
$\left( J(t) , \psi(t) \right) = F^t (J,\psi) $. We will also denote $$
H_t(J,\psi):=J(t)\ ,\quad \Phi_t(J,\psi)=\psi(t)\ ,\autoeqno{ev}
$$
and 
$$
\U_{\rho_1}:=(D\cap B_{\rho_1}(0))\times\toro^m\ ,\quad 
\omega_*:=\omega(J_0)\ .
$$

We will often use the formula of variation of
constants, which gives
$$
\eqalign{
H_t (J,\psi) =  e^{\eps At}J+ & \eps \int_0^t e^{\eps A(t-s)} \left(
\N( H_s (J , \psi ) )+ \eps^{1+p}\R(\hs,\phis) \right) ds \ , }\autoeqno{h}
$$
and the formula
$$
\Phi_t(J,\psi)=\psi+
\int_0^t\left[\omega(\hs)+\eps^{1+p}\R_1(\hs,\phis)\right]ds
\ .\autoeqno{phi}
$$

We recall that Fenichel's method consists in looking for an invariant 
manifold of the map $F^T$, where $T$ is a fixed positive time.

We fix 
$$
T:=\eps^{-7p/8}\ .\autoeqno{T.1}
$$
Notice that this establishes a relation between the time $T$ and the 
smallest Lyapunov exponent $\eps \lambda$ of the unperturbed invariant torus 
$J=0$, in 
particular one has $\eps\lambda T\ll 1$, but $\eps\ll\eps T$ (this is 
the key trick for the proof).

We have the following

\lemma{inv}{For any $\rho_1$ satisfying $\rho\geq\rho_1$ and
$\lambda\rho_1\geq2\eps^{1+p}\rs$, and $t\leq T$ one has 
$$
F^t(\U_{\rho_1})\subset\U_{\rho_1}\ .
$$
}
\proof Using \eqref{h} and \eqref{s.n} we have
$$
\eqalign{
\norma{J(t)}&\leq e^{-\eps\lambda t}\rho_1+\eps\int_0^te^{\lambda\eps
(t-s)}[C_N\rho_1^2+\eps^{1+p}\sr]ds
\cr
&
\leq e^{-\eps\lambda t}\rho_1+\eps t(C_N\rho_1^2+\eps^{1+p}\rs)
\cr
&=(1-\lambda\eps t)\rho_1+\eps t (C_N\rho_1^2+\eps^{1+p}\rs)+o(\eps
t)\rho_1\ ,
}
$$
and this is less than $\rho_1$ provided $\rho_1$ is small, $\eps t$ is
small, and $\eps^{1+p}\rs+o(\eps t)\rho_1\leq\lambda\rho_1$. \quadratino

In particular it follows from this lemma that the evolution up to time
$T$ leaves $\U_{\rho_1}$ invariant; in
other words, the evolution does not push (up to time $T$) an initial
datum in $\U_{\rho_1}$ out of the domain of definition of the system
\eqref{h.s}. We fix now  
$$ 
\rho_1:=\frac{2\rs}{\lambda}\eps^{1+p}\ . $$

We recall that, following Fenichel, the invariant manifold is found as
the graph of a section $\sigma:\toro^m\to\Re^n$ $(J=\sigma(\psi))$.
Moreover, $\sigma$ is characterized as the unique fixed point of the
``graph transform'' $G$. Coming to the definition of such a graph
transform, let us fix a section $\sigma$, and consider the map defined 
by
$$ 
\psi\mapsto \xi=\xi(\psi):=
\Phi_{T}(\sigma(\psi-\omega_* T),\psi-\omega_* T)\
\autoeqno{xi} $$
(where we used the notation of \eqref{ev}); it will be needed to invert 
such a map. 

It is usefull to introduce the function 
$$
\S(\psi):=\xi(\psi)-\psi\ ,
$$
so that $\xi(\psi)=\psi+\S(\psi)$.

\lemma{k.1}{Let $\sigma:\toro^m\to B_{\rho_1}(0)$, then
$$
\norma{\S(\psi)}\leq(4\lambda\rs+\bar\R_1)\eps^{1+p }T\ll 1\ .
$$
}

\proof By \eqref{phi} one has
$$
\eqalign{
\S(\psi)&=\int_0^t\left[\omega(\hs)+\eps^{1+p}\R_1(\hs,\phis)\right]ds 
-\omega_* T
\cr
&
\int_0^t\left[\omega(\hs)-\omega_*\right]ds
+\eps^{1+p}\int_0^t\left[\R_1(\hs,\phis)\right]ds \ .
}
$$
But, taking into account lemma \lemmaref{inv} one has 
$\norma{H_s}\leq\rho_1$, and therefore the argument of the first 
integral is the difference between the value of the function $\omega$ at 
points $\rho_1$ close, and moreover $\norma{\R_1}$ is bounded. So we 
have
$$
\norma{\S(\psi)}\leq 2\Omega\rho_1 T+\eps^{1+p}\bar\R_1 T\ ,
$$
which, taking into account the definition of $\rho_1$ gives \eqref{s}. 
\quadratino

By the implicit function theorem it follows that $\xi(\psi)$ is 
invertible. 


We define the graph transform writing $$ G\sigma (\xi):= H_T(\arg)\ , $$
where $\psi,$ and $\xi$ are related by \eqref{xi}. 

Define now the space $S_d$ of the Lipschitz functions $h$ from $\toro^m$
to $\U_{\rho_1}$ with Lipschitz
constants ${\rm Lip} (h)$ smaller than $d$.
We choose
$$ d=\eps^{1+p/2}\ . $$
Following again Fenichel, we will prove that $G:S_d\to S_d$ is a
contraction, so that it has a unique fixed point; this is the invariant
torus. We split the proof in some lemmas.

\lemma{l.1}{For $(J,\psi)\in \U_{\rho_1}$, the 
following relations hold:
$$
\eqalign{
& \sup_{J,\psi}\norma{d_JH_T(J,\psi)}\leq 1-\eps T\lambda+{\rm h.o.t.}
\ ,
\cr
& \sup_{J,\psi,s\leq t}\norma{d_J \Phi_s(J,\psi)}\leq t2\Omega+
{\rm h.o.t.}
 \ ,
\cr
& \sup_{J,\psi,s\leq t}\norma{d_\psi H_s(J,\psi)}\leq
\eps^{2+p}t\rs+{\rm h.o.t.}
\cr
& \sup_{J,\psi,s\leq t}\norma{d_\psi \Phi_s(J,\psi)}\leq 1+2\Omega
t^2\eps^{2+p}\rs+{\rm h.o.t.}
\ . \cr}\autoeqno{l.2}
$$}

\proof Let us write
$$
\eqalign{
\alpha_1:=\sup_{t\in[0,T]}\sup_{J,\psi}\norma{d_JH_t(J,\psi)}\ ,& \quad
\alpha_2(s):=\sup_{t\in[0,s]}\sup_{J,\psi}\norma{d_\psi H_t(J,\psi)}\ ,\quad
\cr
\alpha_3(s):=\sup_{t\in[0,s]}\sup_{J,\psi}\norma{d_J\Phi_t(J,\psi)}\
,& \quad \alpha_4(s):=\sup_{t\in[0,s]}\sup_{J,\psi}\norma{d_\psi
\Phi_t(J,\psi)}\ . \cr}
$$
Differentiating eqs. \eqref{h} and \eqref{phi} with respect to $J$, one
has
$$
D_JH_t=e^{\eps At}+\eps\int_0^t e^{\eps A(t-s)}\left[ d\N d_{J}H_s+ 
\mu\left(
d_J\R_1 d_JH_s+d_\psi \R_1d_J\Phi_s
\right)
\right]ds\ ,
$$
from which one obtains the following inequalities
$$
\eqalign{
\norma{d_J H_t}\leq & e^{-\lambda t\eps}+\eps t\left[
2C_N\rho_1 \alpha_1+\eps^{1+p}\left( \alpha_1+\alpha_3  \right)  \rs
\right]\ ,
\cr
\norma{d_J \Phi_t}\leq & t\left[2\Omega\alpha_1+\eps^{1+p}\left( \alpha_1+
\alpha_3  \right) \rsuno  \right]\ . \cr }\autoeqno{alpha}
$$
Now, it is clear that $\alpha_1= 1$,
while the r.h.s.~of the second of \eqref{alpha} is a function increasing
with time; so we have that there exists $\tilde \Phi\geq\alpha_3$ such
that
$$
\tilde\Phi\leq t\Omega+\eps^{1+p} t\left(\rsuno+\tilde
\Phi\rsuno\right)\ ;
$$
neglecting higher order terms this gives $\norma{d_J \Phi_t}\leq
\tilde\Phi\leq
t\Omega$. Substituting in the first of \eqref{alpha} we get the first
two of
\eqref{l.2} (recall that $\eps T\ll 1$).
Differentiating \eqref{h} and \eqref{phi} with respect to
$\psi$, making some standard estimates
we get a system of inequalities for $\alpha_2,\alpha_4$ which gives the
remaining of \eqref{l.2}. \quadratino


\lemma{l.2}{For any $\sigma\in S_d$, one has
$$
{\rm Lip}(G\sigma)\leq \left[1+(2\Omega Td-\eps\lambda
T)\right]d+{\rm h.o.t.} \ ;
$$
hence ${\rm Lip}(G\sigma) <  d $, and $G$ maps $S_d$ into itself.  }
\proof Let $\xi_1,\xi_2$ be related to $\psi_1,\psi_2$ as in \eqref{xi}.
We have to estimate
$$
\norma{G\sigma(\xi_1)-G\sigma(\xi_2)}=\norma{ H_T
\left( \sigma(\psi_1-\omega_* T),\psi_1-\omega_* T \right)
-H_T \left( \sigma(\psi_2-\omega_* T),\psi_2-\omega_* T \right) }\ .
$$
Using Lagrange theorem 
one has that
that the above quantity is less than
$$
{\rm Lip}\left[H_T(\sigma(.)-\omega_*T,\hskip1pt .\hskip1pt -\omega_*)
\right]\norma{\psi_1-\psi_2}\ .
$$
Such a Lipschitz constant is estimated using lemma \lemmaref{l.1} by
$$
\norma{d_J H_T}d+\norma{d_\psi H_T}\leq
\left[ (1-\eps\lambda T)d+\eps^{2+p}T\rs \right] \ ,
$$
where we neglected higher order terms.
So, we need an estimate of $\norma{\psi_1-\psi_2}$  in terms of
$\norma{\xi_1-\xi_2}$. To obtain it
we estimate the Lipschitz constant of
$\S$. 
We split the estimate
in two parts, corresponding to the two parts of 
\eqref{phi}.
We begin by
$$
\eqalign{
\int_0^T & \norma{ \omega\left(H_s\left(
\sigma(\psi_1-\omega_*T),\psi_1-\omega_*T   \right)\right)-
\omega\left(H_s\left(
\sigma(\psi_2-\omega_*T),\psi_2-\omega_*T   \right)\right)
}ds
\cr
\leq & T2\Omega
\left[d\norma{\psi_1-\psi_2}+\eps^{2+p}T\rs\norma{\psi_1-\psi_2}\right]\simeq
T2\Omega d\norma{\psi_1-\psi_2}\ , \cr}
$$
where we neglected higher order terms, and used again lemma 
\lemmaref{l.1}.
This gives the estimate of the Lipschitz constant of such a term.
Proceeding analogously for the other term one obtains that its
Lipschitz constant is smaller than
$$
\eps^{1+p }T\rsuno
(d+\eps^{2+p}T\rs+2\Omega Td
+1+2\Omega T^2\eps^{2+p} \rs)\simeq \eps^{1+p}
T\rsuno\ ,
$$
so that ${\rm Lip} (\S)\leq 2\Omega Td+{h.o.t.}$. But one has 
$$
\eqalign{
\norma{\psi_1-\psi_2}=\norma{\xi_1-\xi_2-\S(\psi_1)+\S(\psi_2)}
\cr
\leq \norma{\xi_1-\xi_2}+\norma{\S(\psi_1)-\S(\psi_2)}\leq 
\norma{\xi_1-\xi_2}+[{\rm Lip} \S]\norma{\psi_1-\psi_2}\ ,
}
$$
so that
(at
first order) 
$$ 
\norma{\psi_1-\psi_2}\leq\frac{\norma{\xi_1-\xi_2}}{1-2\Omega Td}\simeq
(1+2\Omega Td)\norma{\xi_1-\xi_2}\ .\autoeqno{33}
$$
This completes the proof. \quadratino


\lemma{l.4}{The
graph transform $G\big\vert_{S_d}$ is Lipschitz and its Lipschitz
constant
is less than
$$ 1+d4\Omega T-\eps
T\lambda\ . \autoeqno{lipg} $$}

\proof We have to estimate
$\norma{G\sigma(\xi)-G\sigma'(\xi)}$; this is equal to
$$
\norma{H_T\left(\sigma(\psi-\omega_*T),\psi-\omega_* T\right) -
H_T\left(\sigma'(\psi'-\omega_*T),\psi'-\omega_* T\right)
}\autoeqno{sigma}
$$
(where $\psi'$ is related to $\xi$
by \eqref{xi}, via the section
$\sigma'$). This is estimated, using Lagrange theorem and lemma
\lemmaref{l.1} by
$$
\eqalign{
(1-\eps \lambda T)\norma{\sigma(\psi-\omega_*T)-\sigma'(\psi'-\omega_*T)}+
\eps^{2+p}T\rs\norma{\psi-\psi'}\leq
\cr
(1-\eps \lambda T)\left[
\norma{\sigma(\psi-\omega_*T)-\sigma(\psi'-\omega_*T)}+
\norma{\sigma(\psi'-\omega_*T)-\sigma'(\psi'-\omega_*T)}
\right]+
\eps^{2+p}T\rs\norma{\psi-\psi'}
\ .
}\autoeqno{34}
$$
To estimate this quantity we need an estimate of $\psi-\psi'$.
Defining $J$ and $J'$ by
$$
\eqalign{
(J,\xi)&= F^T(\arg)
\cr
(J',\xi)&= F^T(\sigma'(\psi'-\omega_* T),\psi'-\omega_*T)
}
$$
one has that $F^{-T}(J,\xi)$ and $F^{-T}(J',\xi')$ is in 
$\U_{\rho_1}$, and moreover
$$
\psi=\Phi_{-T}(\xi,J)+\omega_*T\ ,\quad
\psi'=\Phi_{-T}(\xi,J')+\omega_*T\ .
$$
>From this, using \eqref{phi} one has 
$$
\norma{\psi-\psi'}\leq T[4\omega+2\eps^{1+p}\bar\R_1]\ .
$$
Inserting in \eqref{34} we get the thesis. \quadratino

So, $G$ is a contraction and therefore has a unique fixed point which is
the invariant manifold. Moreover, by construction the fixed point is a
section $\sigma:\toro^m\to\U_{\rho_1}$, and therefore the perturbed
invariant torus is $\O(\rho_1)$ close to the the torus $J=0$, which in
turn is $\O(\eps\left|\ln\eps\right|^{2\tau+1})$
close to the invariant torus $J_*\times\toro^m$ of the averaged system. 
Finally the change of variables \eqref{c.c} is 
$\eps\left|\ln\eps\right|^{\tau}$ close to the identity, and therefore 
the invariant torus satisfyies \eqref{dis}.

 

\autosez{hypg}Extension to the general hyperbolic case

\def\J{{\cal J}}

In the discussion above, we have assumed that the unperturbed
invariant torus is not only hyperbolic, but also attractive. We give now
a sketch of the proof of persistence of the normally  hyperbolic manifold
in the general case, in which the unperturbed  invariant manifold is not
attractive (or repulsive).

Following Fenichel and many  other authors we first look at
the (local) unstable manifold of the  torus $J=0$, which is a
conctractive manifold, and so we apply the theory of the previous
section to prove its persistence. Then we look  at the stable manifold,
inverting time this becomes an attractive  manifold, so we obtain in the
same way its persistence. The normally  hyperbolic torus is obtained as
the intersection of the two manifolds.

To obtain quantitative estimates in this case one needs some
care. To explain this we introduce some notations. First we consider
again the  operator $A$, and we assume that it is diagonal. Let
$-\lambda_1,...,-\lambda_k$ be the negative eigenvalues of $A$, and
$\mu_1,...,\mu_l$ be the positive eigenvalues. 
Finally denote by $\J$ the coordinates
along the attractive directions, and by $\I$ those in the expanding
directions, i.e.
$$
A \pmatrix{ \J \cr \I \cr} \ = \ \pmatrix{ A_1 & 0 \cr 0 & A_2 \cr}
\pmatrix{ \J \cr \I \cr} $$
with
$$ \left( A_1 \J \right)_i = - \lambda_i \J_i \quad , \quad \left( A_2 \I
\right)_i =
\mu_i \I_i \ . $$

We then write the original system as
$$
\cases{
\dot \J=\eps A_1\J+ \eps\H_{\J}(\J,\I)+\eps^{2+p}\R_{\J}(\J,\I,\psi) &
\cr
\dot \I=\eps A_2\I+ \eps \H_{\I}
(\J,\I)+\eps^{2+p}\R_{\I}(\J,\I,\psi) &
\cr
\dot \psi=\omega(\I,\J) +\eps^{1+p}\R_1(\I,\J,\psi)\ & \cr}
$$
where the terms $\H_{\J}$ and $\H_{\I}$ are the
different components of $\F - A$. Since $\Z$ and $\Fm$ are $C^2$, it
follows that $\F$ is also $C^2$, and therefore $\H_{\I}$ and $\H_{\J}$ are
$\O(\rho_1)$, which implies that $\eps \H_{\J}$ is of the same order as the
remainder $\eps^{2+p}\R$; thus the theory of the previous section
applies with minor changes. In particular, one should again obtain the
appropriate estimates, in a way adapted to the new form; we mention
that, in particular, the estimates corresponding to lemma \lemmaref{l.1}
take a slightly worse form.

\bye



re
The quntity $J$ satisfies the equation
$$
\dot J=\eps \Fm(J)+\eps^2 Z+R \ ,\autoeqno{eqj} 
$$
where $Z$ is the solution to the homological equation 
here $\Psi$ is given by
$$
\Psi:=f^1+d_\psi f^0B+d_Jf^0A_1-d_JA_1\Fm\ .\autoeqno{psi}
$$
The remainder $R$ is given by
}



We write it as follows
$$
\dot J=\eps \Fm(J)+\eps^2 \left[ \Psi(J,\psi)-d_\psi A_2(J,\psi)
\omega (J)\right]+o(\eps^2)\ ,
$$
where
$$
\Psi:=f^1+d_\psi f^0B+d_Jf^0A_1-d_JA_1\Fm\ .\autoeqno{psi}
$$
Denoting by $\Psi_k(J)$ the Fourier components of $\Psi$ (since $N\geq
2K$
their order does not exceed $N$) we write
so that denoting $\Psi_0(J)$ as $Z(J)$,
equations \eqref{1} are reduced to the form
where
$$
\eqalign{
R:= & (\uno+\eps d_JA)^{-1} \left[\eps^3 f^2+\eps \Delta
f^0+\eps^2\Delta f^1
-\eps d_\psi A_1   \R_1 \right]
\cr
+ & \left[ \left(\uno+\eps d_JA  \right)^{-1}-\uno\right]\eps^2Z
+\left[ \left(\uno+\eps d_JA  \right)^{-1}-\uno+\eps d_JA_1  \right]
\eps \Fm\ ,
}\autoeqno{r}
$$
Here we introduced the notations

Eventualy we will define the quantities $\R$ and $\R_1$ 
(cf.\eqref{nf}) by $\eps^{1+p}\R=R$ and $\eps^{1+p}\R_1=R_1$, and it 
will turn out that such quantities are bounded uniformly in $\eps$. 




\bigskip
\noindent
{\tt 2) Quantitative estimates}
%{[(#@~`$%^&*|%!)]}
We begin by determininig the domain.  To this end
fix $J_*\in\G$ such that
$\omega_*:=\omega (J_*)$ is diophantine.
It is clear that, provided $\rho$ is small enough,
$\omega(J)\cdot k$ is bounded from below for $|k|\leq N$ and
$J\in\U_\rho$. In what
follows we will need an estimate of the $C^3(\U_{\rho})$ norm of
$(\omega(J)\cdot k)^{-1}$, so the following lemma is useful:

\lemma{dio}{Fix $M>1$, and let $\Omega$ be defined as in \eqref{de};
then, provided
$$
|k|\leq M\ ,\quad \rho\leq\frac{\gamma}{2\Omega M^{\tau+1}}\ 
,\autoeqno{Nb}
$$
one has
$$
\norma{\frac1{\omega (.)\cdot k}}_{C^3(\U_\rho)}\leq\frac1{\alpha_M}\ ,
$$
with
$$
\alpha_M=\frac{\tilde\gamma}{M^\nu}\ ,\quad \nu=4\tau+3\
$$
and $ \tilde\gamma>0$ independent of $M$.
}
\proof First notice that for $h\in C^3(\Re^n,\Re)$, one has
$$
\norma{\frac1{h}}_{C^3}\leq
C\frac{\left(\norma{dh}_{C^2}\right)^3}{\inf|h|^4}\ ,
$$
for some positive $C$. We fix $k\in\Ra^n\meno \{0\}$ with $|k|\leq M$,
and take $h=\omega\cdot k$. Clearly we have
$$
\norma{d_J(\omega\cdot k)}_{C^2}\leq \Omega M\ .
$$
We now estimate $\omega\cdot k$ from below.

By Lagrange's theorem there exists a $J'$ such that
$$
k\cdot\omega (J) = k\cdot\omega^* + k\cdot
\dif_{J}\omega(J')\bigl(J-J^*\bigr)\ ,
$$
and one has
$$
|k\cdot \dif_{J}\omega(J')\bigl(J-J^*\bigr)|
\leq \Omega M\rho
$$
for every $J,J'\in B_{\rho}(J^*)$.
Thus the statement follows in view of
the trivial inequality
$$
|k\cdot\omega(J)| \geq |k\cdot\omega^*| - |k\cdot
\dif_{J}\omega(J')\bigl(J-J^*\bigr)|\ .
$$
\quadratino


We fix $\rho$, and introduce a family (independent of $\ell$) of norms for
functions
$h:\dom\times\toro^m\to\Re^\ell$, given by
$$
\norma{h}_{j,r}:=\sum_{k}\norma{h_k}_{C^j(\dom)}|k|^{r}\ .
$$
Notice that such a norm dominates the $C^{\min\{j,r\}}
(\dom\times\toro)$ norm.
It is easy to check that, given two functions $h$, $\tilde h$ one has
$$
\norma{h\tilde h}_{j,r}\leq\norma{h}_{j,r}\norma{\tilde h}_{j,r}
$$
For the sake of brevity we will write $F^1:=F/K^r$, $F^2:=F/N^r$,
$G^1:=G/K^r$, ($F^0:=F$),
so that
$$
F^i:=\norma{f^i}_{3,3}\ , \ G^i:=\norma{g^i}_{3,3}\
.\autoeqno{norme}
$$
One has
$$
\norma{A_1}_{3,3}\leq\frac{F^0}{\alpha_K}\ , \ \norma{B}_{2,3}\leq\frac
1{\alpha_{K}}\left(G^0+\frac{\Omega F^0}{\alpha_K}\right)\ .
$$
In order to get an estimate of the norms of $A_2$ and of $Z$ we need an
estimate of the norm of $\Psi$. Using the definition \eqref{psi}, we
immediately get
$$
\norma{\Psi}_{2,2}\leq F^1+\frac{F^0}{\alpha_{K}}
\left(G^0+\frac{\Omega
F^0}{\alpha_K}\right)+\frac{F^0}{\alpha_K}(G^0+2F^0)\ .
$$
In order to simplify this expression we remark that in what follows we
will link $K$ and $N$ to $\eps$ in such a way that $N,K\to
\infty$ as $\eps\to0$. So we have
$$
\norma{\Psi}_{2,2}\leq
F^1+\frac{(F^0)^2\Omega}
{\alpha_K^2}+{\rm h.o.t.}
$$
(where ``h.o.t.'' denotes higher order terms), from which,
$$
\norma{A_2}_{2,2}\leq\frac1{\alpha_N}
\left(F^1+\frac{(F^0)^2\Omega}
{\alpha_K^2}\right)+{\rm h.o.t.}\ .\autoeqno{A2S}
$$

In what follows we will retain only the leading order terms, and the
notation ``+ h.o.t.'' will be omitted; at the end of the procedure we
will add a factor 2 to take into account higher order terms.
Hence, we will write
$$
\norma{A_1+\epsilon A^{2}}_{2,2}\leq \frac{F^0}{\alpha_K}\ .
$$

We begin now to estimate the $C^1$ norm
of the remainders
$R$ and $R_1$. Consider $\Delta\omega $: by Lagrange theorem,
we have
$$
\eqalign{
& \norma{\omega (I) -\omega (J)-\eps d_J\omega (J)[A_1+\eps
A_2 ] }_{C^1 ( \U_{\rho/2}\times\toro^m ) } \leq \cr
& \leq
\sup_{J\in\dom} \norma{d_J \omega (J) }_{C^2} \norma{\eps
A}_{C^1}^2 \leq \eps^2 \Omega \frac{(F^0)^2}{\alpha_K^2} \ , \cr}
$$
and it follows that
$$
\norma{\Delta\omega }_{C^1(\U_{\rho/2}\times \toro^m)}
\leq \frac{\eps^2\Omega}{\alpha_N}
\left(F^1 +\frac{\Omega (F^0)^2}{\alpha_K^2}\right)\ .
$$
Analogously, we have
$$
\eqalign{
\norma{\Delta g_0}_{C^1(\U_{\rho/2}\times \toro^m)}
\leq \ & \eps \frac{G^0\Omega F^0}{\alpha_K^2}
\cr
\norma{\Delta f^1}_{C^1(\U_{\rho/2}\times \toro^m)}
\leq \ & \eps\frac{F^1\Omega F^0}{\alpha_K^2}
\cr
\norma{\Delta f^0}_{C^1(\U_{\rho/2}\times \toro^m)}
\leq \ &
\eps^2F^0\left[\frac{(F^0)^2\Omega^2}{\alpha_K^4}+\frac{(F^0)^2
\Omega}{\alpha_K^2\alpha_N}+\frac{F^1}{\alpha_N}
\right]
\ . \cr}\autoeqno{deltas}
$$

Using also
$$
\normac{\left[(\uno+\eps d_JA(J,\psi))^{-1}-\uno\right]
 }\leq
\eps^2\frac{\Omega F^0G^0}{\alpha_K}\ , $$
we obtain
$$
\normac{R_1}\leq 2\eps^2\left[
\frac{F^1\Omega}{\alpha_N}+G^1+\frac{\Omega^2
(F^0)^2}{\alpha_N\alpha_K\alpha_{K_1}}\right]
\ .\autoeqno{r1s}
$$
To get an estimate of the remainder $R$ we need to estimate the
various terms of \eqref{r}.

Collecting our results, we get
$$
\normac{R}\leq 2\eps^3\left[
F^2+\frac{F^0\Omega}{\alpha_K\alpha_N}\left( \frac{(F^0)^2}{\alpha_K^2}
+F^1  \right)+\frac{G^1F^0} {\alpha_K}  \right]\ .\autoeqno{R.1}
$$

Now, we would like to choose $K$ and $N$ in order to minimize the two
remainders. We consider only $R$. One can see that the last term of
\eqref{R.1} is of higher order, so we impose that the other ones are of
the same order. Namely we impose
$$
\frac1{N^r\eps^2}=(K^3N)^\nu\ ,\quad K^{2\nu}=\frac1{K^r\eps}\ ,
$$
which gives
$$
N=\eps\string^\left(-\frac{2r+\nu}{(r+\nu)(r+2\nu)}\right)\ ,\quad
K=\eps\string^\left(-\frac1{2\nu+r}\right)\ ,\autoeqno{Na}
$$
and
$$
\norma{R}_{C^1(\U_{\rho/2}\times\toro^m)}
\leq C\eps^{2+p}\ ,\quad \norma{R_1}_{C^1(\U_{\rho/2}\times\toro^m)}
\leq C\eps^{1+p_2}
$$
with
$$
p=\frac{r^2-2r\nu-2\nu^2}{(r+\nu)(r+2\nu)}\ ,\quad
p_2=\frac{r^2-r\nu-\nu^2}{(r+\nu)(r+2\nu)}\ .
$$
Since $p_2>p$ one has also $\norma {R_1}\leq C\eps^{1+p}$. The estimate 
on $\rho$ is obtained substituing the expression of $N$ cf.\eqref{Na} 
into \eqref{Nb}.
This concludes the proof. \quadratino

\autosez{hyp}Persistence of the normally hyperbolic torus

We consider here a system of the form \eqref{nf}.

To begin with, we assume that: {\tt (i)} $\Fm(J_*)=0$; {\tt (ii)} the
real part of all the eigenvalues $d_J\Fm(0)$ is negative; and that {\tt
(iii)} $\omega_*:= \omega (J_*)$ is a diophantine number, so that the
domain of definition of system \eqref{nf} is an open neighbourhood of
the torus $\Fm(J_*)$, of size $\O(\eps^{p_0})$.

In what follows we will follow almost literaly the proof of persistence
of normally hyperbolic manifolds given by Fenichel, just adding
quantitative estimates on the size of the threshold. Such estimates are
needed in our case (in which the Lyapunov exponents of the invariant
manifold and the size of the perturbation are related).

We fix $\eps$ (small) and notice that, by the implicit function theorem
and the estimate \eqref{Z}, $\F$ has a zero which is
$\O(\eps^{r/(r+2\nu)})$ close to $J_*$. We will make a translation in
the $J$ space so that such a zero coincides with $J=0$. We remark that,
by our assumption {\tt (iii)} above, the domain of definition of system
\eqref{nf} is of order $\eps^{p_0}$, with $p_0$ which by \eqref{P} is
smaller than $r/(r+2\nu)$, and therefore $J=0$ is conatined in such a 
domain toghether with a
neighbourhood of size of order $\O(\eps^{p_0})$. 

We introduce now some notations. We will write $A:=d\F(0)$, denote by
$\lambda_1,...,\lambda_n$ the eigenvalues of $A$, and write
$\lambda=\inf_{\eps\in[0,\eta]} \min \left\{ -{\rm Re} (\lambda_1) , ...
, -{\rm Re} (\lambda_n ) \right\}$; notice that $\lambda>0$.
We denote  by $F^t(J,\psi)$ the solution of \eqref{nf} starting at the
point $(J,\psi)$. With an obvious notation we write
$\left( J(t) , \psi(t) \right) = F^t (J,\psi) $. We will also denote $$
H_t(J,\psi):=J(t)\ ,\quad \Phi_t(J,\psi)=\psi(t)\ ,\autoeqno{ev}
$$
and by $\sr, \sruno$ the constants bounding the $C^1$ norm of $\R$ and
$\R_1$ respectively.
We will often use the formula of variation of
constants, which gives
$$
\eqalign{
H_t (J,\psi) =  e^{\eps At}J+ & \eps \int_0^t e^{\eps A(t-s)} \left(
\left[ \F (H_s ( J , \psi )) - A H_s (J , \psi ) \right] \right.
\cr
& \left. + \eps^{1+p}\R(\hs,\phis) \right) ds \ , \cr}\autoeqno{h}
$$
and the formula
$$
\Phi_t(J,\psi)=\psi+
\int_0^t\left[\omega(\hs)+\eps^{1+p}\R_1(\hs,\phis)\right]ds
\ .\autoeqno{phi}
$$

In order to avoid repetitions, we stress that {\it all what follows
holds provided $\eps$ is small enough, so from now on such a statement
will be understood}, and not repeated at each time.

We will also fix from now on
$$
T:=\eps^{-7p/8}\ .\autoeqno{T.1}
$$
Notice that this establishes a relation between the time $T$ and the 
smallest Lyapunov exponent $\eps \lambda$ of the unperturbed invariant torus 
$J=0$, in 
particular one has $\eps\lambda T\ll 1$.

We have the following

\lemma{inv}{Assume $p_0<p+1$; then, for any $\rho_1$ satisfying
$\rho\geq\rho_1$ and $\lambda\rho_1\geq\eps^{1+p}\rs$, one has
$$
F^T(\U_{\rho_1})\subset\U_{\rho_1}\ .
$$
}
\proof Using \eqref{h} and the differentiability of $\F$ we have
$$
\eqalign{
\norma{J(t)}&\leq e^{-\eps\lambda T}\rho_1+\eps\int_0^Te^{\lambda\eps
(t-s)}[o(\rho_1)+\eps^{1+p}\sr]ds
\cr
&
\leq e^{-\eps\lambda T}\rho_1+\eps T(o(\rho_1)+\eps^{1+p}\rs)
\cr
&=(1-\lambda\eps T)\rho_1+\eps T (o(\rho_1)+\eps^{1+p}\rs)+o(\eps
T\rho_1)\ ,
}
$$
and this is less than $\rho_1$ provided $\rho_1$ is small, $\eps T$ is
small, and $\eps^{1+p}\rs\leq\lambda\rho_1$. \quadratino

In particular it follows from this lemma that the evolution up to time
$T$ leaves $\U_{\rho_1}$ invariant; in
other words, the evolution does not push (up to time $T$) an initial
datum in $\U_{\rho_1}$ out of the domain of definition of the system
\eqref{nf}. We fix now  
$$ \rho_1:=\frac{2\lambda}{\R}\eps^{1+p}\ . $$

We recall that, following Fenichel, the invariant manifold is found as
the graph of a section $\sigma:\toro^m\to\Re^n$ $(J=\sigma(\psi))$.
Moreover, $\sigma$ is characterized as the unique fixed point of the
``graph transform'' $G$. Coming to the definition of such a graph
transform, let us fix a section $\sigma$, and consider the map
$$ 
\psi\mapsto \xi(\psi):=
\Phi_{T}(\sigma(\psi-\omega_* T),\psi-\omega_* T)\
\autoeqno{xi} $$
(where we used the notation of \eqref{ev}); it will be needed to invert
it. Using \eqref{phi} and the implicit
function theorem, it is easy to see that, for
$\sigma:\toro^m\to\U_{\rho_1}$, \eqref{xi} is invertible. We define the
graph transform writing
$$ G\sigma (\xi):= H_T(\arg)\ , $$
where $\psi,$ and $\xi$ are related by \eqref{xi}.

Define now the space $S_d$ of the Lipschitz functions $h$ from $\toro^m$
to $\U_{\rho_1}$ with Lipschitz
constants ${\rm Lip} (h)$ smaller than $d$.
We choose
$$ d=\eps^{1+p/2}\ . $$
Following again Fenichel, we will prove that $G:S_d\to S_d$ is a
contraction, so that it has a unique fixed point; this is the invariant
torus. We split the proof in some lemmas.

\lemma{l.1}{The following relations hold:
$$
\eqalign{
& \sup_{J,\psi}\norma{d_JH_T(J,\psi)}\leq 1-\eps T\lambda+{\rm h.o.t.}
\ ,
\cr
& \sup_{J,\psi,s\leq t}\norma{d_J \Phi_s(J,\psi)}\leq t\Omega+
{\rm h.o.t.}
 \ ,
\cr
& \sup_{J,\psi,s\leq t}\norma{d_\psi H_s(J,\psi)}\leq
\eps^{2+p}t\rs+{\rm h.o.t.}
\cr
& \sup_{J,\psi,s\leq t}\norma{d_\psi \Phi_s(J,\psi)}\leq 1+\Omega
t^2\eps^{2+p}\rs+{\rm h.o.t.}
\ . \cr}\autoeqno{l.2}
$$}

\proof Let us write
$$
\eqalign{
\alpha_1:=\sup_{t\in[0,T]}\sup_{J,\psi}\norma{d_JH_t(J,\psi)}\ ,& \quad
\alpha_2(s):=\sup_{t\in[0,s]}\sup_{J,\psi}\norma{d_\psi H_t(J,\psi)}\ ,\quad
\cr
\alpha_3(s):=\sup_{t\in[0,s]}\sup_{J,\psi}\norma{d_J\Phi_t(J,\psi)}\
,& \quad \alpha_4(s):=\sup_{t\in[0,s]}\sup_{J,\psi}\norma{d_\psi
\Phi_t(J,\psi)}\ . \cr}
$$
Differentiating eqs. \eqref{h} and \eqref{phi} with respect to $J$, one
obtains the following inequalities
$$
\eqalign{
\norma{d_J H_t}\leq & e^{-\lambda t\eps}+\eps t\left[
o(\eps^0)\alpha_1+\eps^{1+p}\left( \alpha_1+\alpha_3  \right)  \rs
\right]\ ,
\cr
\norma{d_J \Phi_t}\leq & t\left[\Omega\alpha_1+\eps^{1+p}\left( \alpha_1+
\alpha_3  \right) \rsuno  \right]\ . \cr }\autoeqno{alpha}
$$
Now, it is clear that (provided $T$ is not too large) $\alpha_1= 1$,
while the r.h.s.~of the second of \eqref{alpha} is a function increasing
with time; so we have that there exists $\tilde \Phi\geq\alpha_3$ such
that
$$
\tilde\Phi\leq t\Omega+\eps^{1+p} t\left(\rsuno+\tilde
\Phi\rsuno\right)\ ;
$$
neglecting higher order terms this gives $\norma{d_J \Phi_t}\leq
\tilde\Phi\leq
t\Omega$. Substituting in the first of \eqref{alpha} we get the first
two of
\eqref{l.2} (recall that $\eps T\ll 1$).
Differentiating \eqref{h} and \eqref{phi} with respect to
$\psi$, making some standard estimates
we get a system of inequalities for $\alpha_2,\alpha_4$ which gives the
remaining of \eqref{l.2}. \quadratino


\lemma{l.2}{For any $\sigma\in S_d$, one has
$$
{\rm Lip}(G\sigma)\leq \left[1+(\Omega Td-\eps\lambda
T)\right]d+{\rm h.o.t.} \ ;
$$
hence ${\rm Lip} < \sigma$, and $G$ maps $S_d$ into itself.  }
\proof Let $\xi_1,\xi_2$ be related to $\psi_1,\psi_2$ as in \eqref{xi}.
We have to estimate
$$
\norma{G\sigma(\xi_1)-G\sigma(\xi_2)}=\norma{ H_T
\left( \sigma(\psi_1-\omega_* T),\psi_1-\omega_* T \right)
-H_T \left( \sigma(\psi_2-\omega_* T),\psi_2-\omega_* T \right) }\ .
$$
Using Lagrange theorem and lemma \lemmaref{l.1}, one has that
that the above quantity is less than
$$
\left[ (1-\eps\lambda T)d+\eps^{2+p}T\rs \right] \cdot
\norma{\psi_1-\psi_2}\ ,
$$
where we neglected higher order terms.
So, we need an estimate of $\norma{\psi_1-\psi_2}$  in terms of
$\norma{\xi_1-\xi_2}$. To obtain such an estimate we proceed as follows:
first we put
$\S(\psi):=\xi(\psi)-\psi$. Then we estimate the Lipschitz constant of
$\S$.
We split the estimate
of $\norma{\S(\psi_1)-\S(\psi_2)}$ in two parts,
see eq.~\eqref{phi}; we begin by
$$
\eqalign{
\int_0^T & \norma{ \omega\left(H_s\left(
\sigma(\psi_1-\omega_*T),\psi_1-\omega_*T   \right)\right)-
\omega\left(H_s\left(
\sigma(\psi_2-\omega_*T),\psi_2-\omega_*T   \right)\right)
}ds
\cr
\leq & T\Omega
\left[d\norma{\psi_1-\psi_2}+\eps^{2+p}T\rs\norma{\psi_1-\psi_2}\right]\simeq
T\Omega d\norma{\psi_1-\psi_2}\ , \cr}
$$
where we neglected higher order terms.
This gives the estimate of the Lipschitz constant of such a term.
Proceeding analogously for the other term one obtains that its
Lipschitz constant is smaller than
$$
\eps^{1+p }T\rsuno
(d+\eps^{2+p}T\rs+\Omega Td
+1+\Omega T^2\eps^{2+p} \rs)\simeq \eps^{1+p}
T\rsuno\ ,
$$
so that ${\rm Lip} (\S)\leq \Omega Td$. From this one has (at first
order) $$
\norma{\psi_1-\psi_2}\leq\frac{\norma{\xi_1-\xi_2}}{1-\Omega Td}\simeq
(1+\Omega Td)\norma{\xi_1-\xi_2}\ .\autoeqno{33}
$$
This completes the proof. \quadratino


\lemma{l.4}{The
graph transform $G\big\vert_{S_d}$ is Lipschitz and its Lipschitz
constant
is less than
$$ 1+d\Omega T-\eps
T\lambda\ . \autoeqno{lipg} $$}

\proof We have to estimate
$\norma{G\sigma(\xi)-G\sigma'(\xi)}$; this is equal to
$$
\norma{H_T\left(\sigma(\psi-\omega_*T),\psi-\omega_* T\right) -
H_T\left(\sigma'(\psi'-\omega_*T),\psi'-\omega_* T\right)
}\autoeqno{sigma}
$$
(where $\psi'$ is related to $\xi$
by \eqref{xi}, via the section
$\sigma'$). This is estimated, using Lagrange theorem and lemma
\lemmaref{l.1} by
$$
(1-\eps \lambda T)\norma{\sigma(\psi-\omega_*T)-\sigma'(\psi'-\omega_*T)}+
\eps^{2+p}T\rs\norma{\psi-\psi'}\ .\autoeqno{34}
$$
To estimate this quantity we need an estimate of $\psi-\psi'$.
>From \eqref{xi} we have
$$
\xi=\psi+\S^{\sigma}(\psi)=\psi'+\S^{\sigma'}(\psi')\ ,
$$
from which
$$
\psi-\psi'=-\S^{\sigma}(\psi)+\S^{\sigma}(\psi')-\S^{\sigma}(\psi')+
\S^{\sigma'}(\psi')\ ,
$$
and from this
$$
\norma{\psi+\S^{\sigma}(\psi)-\psi'-\S^{\sigma}(\psi')}=\norma{
\S^{\sigma}(\psi')-\S^{\sigma'}(\psi')}\ .
$$
The first term is estimated from below using \eqref{33}, while
the second term is estimated using the explicit form of $\S$. This
gives
$$
\norma{\psi-\psi'}\leq(1+\Omega dT)\left[ \Omega T +\epsilon^{2+p}T
\left(\rs+\rs T\Omega\right)\right]\norma{\sigma-\sigma'}\ .
$$
Inserting this in \eqref{34} we get the thesis. \quadratino

So, $G$ is a contraction and therefore has a unique fixed point which is
the invariant manifold. Moreover, by construction the fixed point is a
section $\sigma:\toro^m\to\U_{\rho_1}$, and therefore the perturbed
invariant torus is $\O(\rho_1)$ close to the the torus $J=0$, which in
turn is $\O(\eps^{p_1})$
close to the invariant torus of the averaged system.


\autosez{hypg}Extension to the general hyperbolic case

\def\J{{\cal J}}

In the discussion above, we have assumed that the unperturbed
invariant torus is not only hyperbolic, but also attractive. We give now
a sketch of the proof of persistence of the normally  hyperbolic manifold
in the general case, in which the unperturbed  invariant manifold is not
attractive (or repulsive).

Following Fenichel and many  other authors we first look at
the (local) unstable manifold of the  torus $J=0$, which is a
conctractive manifold, and so we apply the theory of the previous
section to prove its persistence. Then we look  at the stable manifold,
inverting time this becomes an attractive  manifold, so we obtain in the
same way its persistence. The normally  hyperbolic torus is obtained as
the intersection of the two manifolds.

To obtain quantitative estimates in this case one needs some
care. To explain this we introduce some notations. First we consider
again the  operator $A$, and we assume that it is diagonal. Let
$-\lambda_1,...,-\lambda_k$ be the negative eigenvalues of $A$, and
$\mu_1,...,\mu_l$ be the positive eigenvalues. 
Finally denote by $\J$ the coordinates
along the attractive directions, and by $\I$ those in the expanding
directions, i.e.
$$
A \pmatrix{ \J \cr \I \cr} \ = \ \pmatrix{ A_1 & 0 \cr 0 & A_2 \cr}
\pmatrix{ \J \cr \I \cr} $$
with
$$ \left( A_1 \J \right)_i = - \lambda_i \J_i \quad , \quad \left( A_2 \I
\right)_i =
\mu_i \I_i \ . $$

We then write the original system as
$$
\cases{
\dot \J=\eps A_1\J+ \eps\H_{\J}(\J,\I)+\eps^{2+p}\R_{\J}(\J,\I,\psi) &
\cr
\dot \I=\eps A_2\I+ \eps \H_{\I}
(\J,\I)+\eps^{2+p}\R_{\I}(\J,\I,\psi) &
\cr
\dot \psi=\omega(\I,\J) +\eps^{1+p}\R_1(\I,\J,\psi)\ & \cr}
$$
where the terms $\H_{\J}$ and $\H_{\I}$ are the
different components of $\F - A$. Since $\Z$ and $\Fm$ are $C^2$, it
follows that $\F$ is also $C^2$, and therefore $\H_{\I}$ and $\H_{\J}$ are
$\O(\rho_1)$, which implies that $\eps \H_{\J}$ is of the same order as the
remainder $\eps^{2+p}\R$; thus the theory of the previous section
applies with minor changes. In particular, one should again obtain the
appropriate estimates, in a way adapted to the new form; we mention
that, in particular, the estimates corresponding to lemma \lemmaref{l.1}
take a slightly worse form.

\bye

