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A transverse phase border makes the periodic BVP linearization boundedly invertible

Statement

Let u∗(s)=(γ(Ts),T), 0≤s≤1, be the augmented solution from The phase-bordered periodic-orbit BVP residual for a nonconstant C2 autonomous periodic orbit of period T>0. Assume its phase multiplier 1 is algebraically simple and its affine phase covector c satisfies c⊤f(γ(0))≠0. For the continuous linearized BVP operator L:X→Z of Continuous linearized BVP operator and its conditioning, define A(s)=Df~(u∗(s)),a0=sup⁡0≤s≤1∥A(s)∥2,B2=D2B(u∗(0),u∗(1)),KJ≥∥J−1∥2→2, where J=[M−If(γ(0))c⊤0] and M=DϕT(γ(0)). Put E=ea0 and KL:=(1+a0)[EKJ(1+∥B2∥2E)+E]+1. Then L is bijective and ∥L−1∥Z→X≤KL, with the spaces and norms defined in Continuous linearized BVP operator and its conditioning. All constants are finite and explicit once the stated coefficient and shooting-inverse bounds are supplied.

Facts & Assumptions

Given: The phase-fixed periodic solution, the augmented field and boundary map, the simple neutral multiplier and transverse phase, and the coefficient bound a0.

[F1]

The continuous linearized operator is Lv=(v′−Av,B1v(0)+B2v(1)) on X=C1([0,1],Rd+1) and Z=C([0,1],Rd+1)×Rd+1, with the norms in its definition (Continuous linearized BVP operator and its conditioning).

[F2]

The shooting Jacobian is J=[M−If(γ(0))c⊤0] and is invertible under the stated simplicity and transversality hypotheses (A simple neutral multiplier and transverse phase make the shooting Jacobian invertible).

[F3]

A linear matrix IVP with continuous coefficients on a positive-length compact interval has a solution on the entire interval (Linear matrix ODEs have unique global solutions on a fixed interval). This supplies a solution of z′=C(t)z+h(t) for continuous real C,h: use the first column of the matrix solution with coefficient [Ch00] and initial first column (z0,1); its last entry stays 1. Such vector solutions are unique by local IVP uniqueness, extending the coefficients constantly past the interval endpoints when applying the open-domain theorem (Picard-Lindelöf local existence and uniqueness for first-order systems).

[F4]

If u(t)≤C+a0∫stu(r) dr for nonnegative continuous u, then u(t)≤Cea0(t−s) (Gronwall's integral inequality with variable and constant coefficients).

[F5]

On an arbitrary open state domain a C1 autonomous field has a jointly C1 maximal flow on an open time-state domain. Its state derivative is the variational fundamental matrix, and its time derivative is the vector field (C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade).

[F7]

The derivative of a composition is the composition of its derivatives (The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a)).

Proof

1.1givenF3F4F6

The coefficient A is continuous on [0,1]. For 0≤s≤t≤1, let U(t,s) be the solution operator of v′=A(t)v. Existence on all of [0,1] and uniqueness follow from [F3] with zero forcing. For any initial vector ξ, [F6] and the equation give ∥U(t,s)ξ∥2≤∥ξ∥2+a0∫st∥U(r,s)ξ∥2 dr; Gronwall [F4] yields ∥U(t,s)∥2≤ea0(t−s). In particular U exists on the full triangle 0≤s≤t≤1 with the stated bound.

2.1F1F2F5F7step 1.1

The homogeneous solution with initial value ξ is U(t,0)ξ. Apply [F5] to the C1 augmented field f~(x,θ)=(θf(x),0) on open U×(0,∞). The given periodic solution exists through s=1, so its endpoint variation is the derivative of that flow on its open maximal domain; no convex set spanning the orbit is needed. The first d endpoint coordinates differentiate to Mv+f(γ(0))τ in initial variation (v,τ): the v column is monodromy, and the period column is ∂TϕT(γ(0))=f(γ(0)) by [F5] and periodicity. Differentiating B(u0,u1)=(x1−x0,ψ(x0)) by [F7] therefore gives B1+B2U(1,0)=J.

2.2F1F3F4F6step 1.1algebra

For data (g,q)∈Z, let p be the unique solution of p′=Ap+g, p(0)=0. Existence on all of [0,1] and uniqueness follow from [F3] with C=A and h=g. Since p′ is continuous, [F6] gives ∥p(t)∥2=∥∫0tp′(s) ds∥2≤∫0t∥p′(s)∥2 ds. Pointwise, ∥p′(s)∥2≤a0∥p(s)∥2+∥g∥∞, so monotonicity in [F6] gives ∥p(t)∥2≤∥g∥∞+a0∫0t∥p(s)∥2 ds, hence ∥p∥∞≤E∥g∥∞ by [F4]. Every solution with initial value ξ equals U(t,0)ξ+p(t), since their difference solves the homogeneous linear IVP with initial value ξ and uniqueness [F3] applies.

3.1F1F2step 1.1step 2.1step 2.2algebra

The boundary condition for this solution is Jξ+B2p(1)=q by step 2.1. Thus its unique initial value is ξ=J−1(q−B2p(1)). Writing D=∥(g,q)∥Z=max⁡(∥g∥∞,∥q∥2) gives ∥ξ∥2≤KJ(1+∥B2∥2E)D and, by steps 1.1–2.2, ∥v∥∞≤[EKJ(1+∥B2∥2E)+E]D.

4.1F1step 2.1step 2.2step 3.1algebra∎

Since v′=Av+g, ∥v′∥∞≤a0∥v∥∞+D. The definition of the X norm now gives ∥v∥X≤KLD. Steps 2.1–2.2 construct a solution for every (g,q); any solution is determined by ξ and the invertible matrix J, so it is unique. Hence L is bijective with the stated inverse bound.

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