Write for a route congestion price and for resource demand. A route with weighted logarithmic utility chooses , since its marginal utility equals its route congestion price. Each resource raises its price when and lowers it when ; controls the speed. This is a multiplicative resource-price dynamics model of supply-demand feedback.
For a well-defined finite network, assume positive capacities, nonempty routes, and strictly positive initial resource congestion prices. The relevant rank condition is full row rank, . Zero initial prices are invariant under the printed differential equation, so the unrestricted phrase “all trajectories” needs a qualification; a concrete counterexample is given below.
Define . On the domain with , direct differentiation gives
Thus is a concave function, and it is a strictly concave function when has full row rank. It has a maximum: as , its negative linear capacity term dominates its logarithmic terms, while on bounded sets if any route congestion price approaches zero. A maximizing price vector therefore exists with every , though some individual resource congestion prices may be zero. The Karush-Kuhn-Tucker conditions are
They express feasibility and complementary slackness: positively priced resources are fully used, and an underused resource has zero price. Full row rank gives uniqueness of this maximizing price vector.
To prove convergence, rather than merely monotonicity of , use the relative-entropy Lyapunov function for resource prices
where a summand with means . Every summand is nonnegative and vanishes only at its reference price. Along a positive-price trajectory,
The last equality follows by substituting , and complementary slackness removes .
A sublevel set of bounds every price from above and bounds every coordinate with away from zero. Each route contains at least one such coordinate, because . All route congestion prices consequently remain bounded away from zero, so the vector field is regular on the resulting compact set. Positive coordinates cannot hit zero in finite time, since their equations have the form times a bounded function. These bounds also give global existence.
The LaSalle invariance principle now applies. Equality in requires and . Then and , so every such point is an equilibrium satisfying the same Karush-Kuhn-Tucker conditions. If has full row rank, is injective, making this set the singleton . Thus
for every strictly positive initial price vector. This proves full-row-rank convergence of multiplicative resource prices.
If is row-rank deficient, all maximizing price vectors still have the same route-price vector: otherwise strict concavity of makes their midpoint improve . Consequently the limiting rates are unique, while individual prices may not be. Positive-price trajectories actually converge to a single point in that possibly non-singleton equilibrium set. To see this, choose any subsequential limit in it, and form the same with reference . It is nonincreasing, and along the chosen subsequence it tends to zero. Hence it tends to zero on the whole trajectory, forcing .
For example, two identical unit-capacity resources serving one route of weight one have . With , obeys , while is constant. The equilibrium prices can be any nonnegative pair with sum one, and positive initial values select the limiting split; the route rate always tends to one. Rank deficiency can, but need not, cause price nonuniqueness. This example also shows why full column rank alone is insufficient.
Finally, the zero-price qualification is essential even for an invertible matrix. Take
The vector has positive route congestion prices and rates . Resource one is balanced, but resource two is overloaded; its zero price keeps its derivative zero. This is a boundary equilibrium of multiplicative price dynamics, distinct from the optimizing equilibrium
Therefore full row rank gives the unique optimizing equilibrium and convergence from strictly positive prices; it does not give uniqueness of every equilibrium on the nonnegative orthant.
A finite-valued global minimizer of the functional is an element satisfying
Here is its effective domain. The finite-value convention avoids treating an infeasible problem as solved.
The functional is a proper extended-real function if its effective domain is nonempty; the specified codomain already excludes . It has coercivity if always implies , equivalently every finite sublevel set is bounded. It is -sequentially lower semicontinuous if
The topology in this definition matters: norm sequential lower semicontinuity and weak sequential lower semicontinuity need not coincide for a nonconvex functional.
To prove this, properness makes . First rule out : a sequence with eventually lies in a fixed sublevel set, which is bounded by coercivity. A -convergent subsequence would then have a limit with , contradicting the codomain. Hence is finite.
Choose a minimizing sequence with . It eventually belongs to the bounded sublevel set . Extract . By sequential lower semicontinuity,
Thus . In particular, a reflexive Banach space with the weak topology supplies the required subsequence property by weak sequential compactness of bounded sequences in a reflexive Banach space. A strictly convex function has at most one minimizer; this is an additional property, not part of the existence theorem.
Initially also gives . Thus the initial velocity is azimuthal, with . By conservation of energy, the supplied mechanical energy divided by gives
The first term is nonnegative. Consequently
For a positive launch speed , introduce twice the radial effective potential on a surface of revolution per unit mass,
It satisfies
so it is a strictly convex function. Also as . To justify the other endpoint carefully, convexity gives for . This supplies a finite lower bound near , and the positive term consequently forces there.
Thus has a unique minimum at some . Its derivative is strictly increasing and zero there, so decreases to and increases afterwards. Its sublevel set is a single interval , with . If , the two boundary equations have distinct solutions; if , both boundaries are . The conservation of energy identity therefore proves
The two radii coincide exactly when , equivalently . This gives
The equation in b then has the constant solution , with : this is a circular orbit.
A positive inner bound requires . If zero launch speed is allowed, and the displayed inequality only gives because is strictly increasing; one may take the limiting inner bound . For example, satisfies all the stated hypotheses but permits inward motion from rest all the way towards the excluded axis. The two-positive-turning-radii argument therefore uses the natural interpretation of “launched with speed ” as .
Suppose a large deviation principle at speed has a good rate function with unique zero mu. At any slower speed with , its rate is zero at mu and infinity elsewhere. On a closed set excluding mu, the positive original rate gives decay faster than every exponential at speed . Neighborhoods of mu have probability tending to one, giving the slower-speed open-set lower bound. The new rate is good because its finite sublevel set is the singleton mu.
Sublevel set 2026-10-05
A sublevel set consists of points whose objective value is at most a chosen threshold. Coercivity makes finite sublevel sets bounded, while sequential lower semicontinuity makes them sequentially closed sets in the selected topology.