TITLE: Elementary properties of gradient systems
QUESTION [5 upvotes]: Consider $x_0\in\mathbb{R}^n$ and a $C^{1,1}$ function $f:\mathbb{R}^n\rightarrow\mathbb{R}$ (that is, a differentiable function whose gradient is Lipschitz function). Consider the system
$$
\begin{cases}
\dot{x}(t)=-\nabla f(x(t)),\\
x(0)=x_0.
\end{cases}
$$
Let $\gamma_{x_0}(t)$ be a trajectory (orbit) of the above system which starts at the point $x_0$ is defined for all $t$ in the maximal interval $[0,T_{x_0})$ ($T_{x_0}\in(0,+\infty]$). I am interested in the following elementary properties of the trajectory (orbit) $\gamma_{x_0}(t)$:
1) Consider the mapping $t\mapsto\rho(t):=f(\gamma_{x_0}(t))$. Prove that if $\nabla f(x_0)\ne 0$ then  $\rho(t)$ is strictly deacreasing.
My attemption: The derivative of $\rho$ is given by
$$
\rho^{\prime}(t)=\langle\nabla f(\gamma_{x_0}(t)),\dot{\gamma}(t)\rangle=-\|\nabla f(\gamma_{x_0}(t)\|^2=-\|\dot{\gamma}(t)\|^2\leq 0.
$$
Hence $\rho(t)$ is decreasing. But I cannot know how to prove $\rho(t)$ is strictly decreasing.
2) The $\omega-$limit set of $\gamma_{x_0}$ is defined by
$$
\Omega(\gamma_{x_0}):=\{\gamma_\infty:\exists (t_n)\rightarrow\infty, \lim\gamma_{x_0}(t_n)=\gamma_\infty\}.
$$
Prove that if $\gamma_{x_0}$ is bounded (that is, there exists a bounded set $B$ such that $\gamma_{x_0}(t)\in B$ for all $t$) then:

$\Omega(\gamma_{x_0})$ is either singleton or infinite;
$\nabla f(\gamma_\infty)=0$ for all $\gamma_\infty\in\Omega(\gamma_{x_0})$;
$f$ is constant on $\Omega(\gamma_{x_0})$;
$\text{dist}(\gamma_{x_0}(t),\Omega(\gamma_{x_0}))\leq\text{dist}(\gamma_{x_0}(t), S)$, where
$$
S:=\{x:\nabla f(x)=0\}.
$$
Moreover, $\text{dist}(\gamma_{x_0}(t), S)\rightarrow 0$ as $t\rightarrow\infty$.  
If $\gamma_{x_0}$ has finite length, that is
$$
\text{length}(\gamma):=\int_{0}^{T_{x_0}}\|\dot{\gamma}(t)\|
dt<+\infty$$
then $\Omega(\gamma_{x_0})$ is a singleton which is denoted by $\gamma_\infty$ and
$$
\lim_{t\rightarrow\infty}\gamma_{x_0}(t)=\gamma_\infty.
$$

I have tried to prove these properties but it is uneasy to prove them. I would be grateful if someone could help me to make clear all the properties.
Thank you for all kind help.

REPLY [4 votes]: Here are hints for parts of the questions:
1) Note that if $\nabla f(x_0) \neq 0$ then $\dot{\gamma}(t) \neq 0 $ for all $t \ge 0$. To see this, if $\dot{\gamma}(t_0) = 0$ for some $t_0 >0$, then $t \mapsto \gamma(t_0)$ and $t \mapsto \gamma(t)$ would be two solutions passing through
$\gamma(t_0)$ and by uniqueness they must be the same hence a contradiction.
It follows that $\dot{\rho}(t) <0$ for all $t \ge 0$.
2) Since $\gamma_{x_0}$ is bounded, it is clear that $\Omega(\gamma_{x_0})$ is non empty (the sequence $\gamma_{x_0}(n)$ must have an accumulation point).
In particular, there is at least one $\omega$-limit point.
It is not too difficult to show that the $\omega$-limit is closed, hence
compact.
Suppose $\gamma_\infty^k$ are $\omega$-limit points for $k=1,...,m$, for $m>1$. Choose
$\epsilon>0$ such that the open sets $U_k=B(\gamma_\infty^k, \epsilon)$ are
disjoint. Since $K=\Omega(\gamma_{x_0}) \setminus ( U_1 \cup \cdots \cup U_m)$
is non empty (since $\gamma_{x_0}$ is continuous) and compact, it follows
that the trajectory must intersect $K$ infinitely often, hence $K$
contain another distinct $\omega$-limit point. It follows that there
are an infinite number of $\omega$-limit points.
Suppose $\gamma_\infty \in \Omega(\gamma_{x_0})$ and $\nabla f(\gamma_\infty) \neq 0$. Let $K$ be a compact set containing the trajectory $\gamma_{x_0}$.
It follows that there is some $M$ such that $\|\dot{\gamma_{x_0}}(t)\|  \le M$, hence $t \mapsto {\gamma_{x_0}}(t)$ is uniformly continuous.
Let $\epsilon = { 1\over 2} \| \nabla f(\gamma_\infty) \|$ and choose $\delta>0$
such that if $x \in B(\gamma_\infty, \delta)$ then $\| \nabla f(x) \| > \epsilon$.
There is a sequence $t_n \to \infty$ such that $\gamma_{x_0}(t_n) \in B(\gamma_\infty, {1 \over 2}\delta)$, and since $\gamma_{x_0}$ is uniformly
continuous, there is some $T>0$ such that $\gamma_{x_0}(t) \in B(\gamma_\infty, \delta)$ for all $t \in [t_n, t_n+T]$. Note that
$\rho(t_n+T) -\rho(t_n) \le - T\epsilon^2$. Since $t \mapsto \rho(t)$ is
non increasing, we see that $\rho(t_n) \downarrow -\infty$, which is
a
contradiction and so $\nabla f(\gamma_\infty) = 0$.
Hence $\Omega(\gamma_{x_0}) \subset S$.
Since $\rho$ is non increasing, it follows that $f$ is constant on
the $\omega$-limit set.
It is straightforward to show that if $d(\gamma_{x_0}(t), S) \not\to 0$, then there is
an $\omega$-limit point $p$ that is not in $S$. This is a contradiction.
For the last point, suppose $\Omega(\gamma_{x_0})$ contains two distinct points $\gamma_1, \gamma_2$. Let $U_k = B(\gamma_k, {1 \over 3} \|\gamma_1-\gamma_2\| )$ (a diagram might help here). Let $t_n \to \infty$ be a
sequence of points such that $\gamma_{x_0}(t_n) \in U_1$, and let
$t_n' = \inf \{ t \ge t_n | \gamma_{x_0}(t) \in U_2 \}$.
By taking a subsequence if necessary we can assume that $t_{n+1} > t_n'$.
Then ${1 \over 3} \|\gamma_1-\gamma_2\| \le \|\gamma_{x_0}(t_n)- \gamma_{x_0}(t_n') \| \le \int_{t_n}^{t_n'} \| \dot{\gamma_{x_0}}(\tau)\| d \tau$.
Since the intervals $[t_n,t_n']$ are disjoint we see that
$\int_0^t \| \dot{\gamma_{x_0}}(\tau)\| d \tau $ is unbounded.
It follows from this that if the length of the path is bounded then the
$\omega$-limit set is a singleton and a compactness argument shows that the path converges to this limit.