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A transverse phase border makes the periodic BVP linearization boundedly invertible
Statement
Let , , be the augmented solution from The phase-bordered periodic-orbit BVP residual for a nonconstant autonomous periodic orbit of period . Assume its phase multiplier is algebraically simple and its affine phase covector satisfies . For the continuous linearized BVP operator of Continuous linearized BVP operator and its conditioning, define where and . Put and Then is bijective and , 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 .
The continuous linearized operator is on and , with the norms in its definition (Continuous linearized BVP operator and its conditioning).
The shooting Jacobian is and is invertible under the stated simplicity and transversality hypotheses (A simple neutral multiplier and transverse phase make the shooting Jacobian invertible).
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 for continuous real : use the first column of the matrix solution with coefficient and initial first column ; its last entry stays . 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).
If for nonnegative continuous , then (Gronwall's integral inequality with variable and constant coefficients).
On an arbitrary open state domain a autonomous field has a jointly 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).
Coordinatewise FTC recovers endpoint differences for continuously differentiable vector curves; continuous vector integrands are integrable, their integral satisfies , and pointwise inequalities pass to integrals (The second fundamental theorem: if is differentiable on with and is integrable, then , A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion, For and integrable when , ; for , is integrable, If on and both are integrable then ; and ).
The derivative of a composition is the composition of its derivatives (The chain rule for total derivatives: ).
Proof
The coefficient is continuous on . For , let be the solution operator of . Existence on all of and uniqueness follow from [F3] with zero forcing. For any initial vector , [F6] and the equation give ; Gronwall [F4] yields . In particular exists on the full triangle with the stated bound.
The homogeneous solution with initial value is . Apply [F5] to the augmented field on open . The given periodic solution exists through , 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 endpoint coordinates differentiate to in initial variation : the column is monodromy, and the period column is by [F5] and periodicity. Differentiating by [F7] therefore gives .
For data , let be the unique solution of , . Existence on all of and uniqueness follow from [F3] with and . Since is continuous, [F6] gives . Pointwise, , so monotonicity in [F6] gives , hence by [F4]. Every solution with initial value equals , since their difference solves the homogeneous linear IVP with initial value and uniqueness [F3] applies.
The boundary condition for this solution is by step 2.1. Thus its unique initial value is . Writing gives and, by steps 1.1–2.2, .
Since , . The definition of the norm now gives . Steps 2.1–2.2 construct a solution for every ; any solution is determined by and the invertible matrix , so it is unique. Hence is bijective with the stated inverse bound.
Depends on
- The phase-bordered periodic-orbit BVP residual
- A simple neutral multiplier and transverse phase make the shooting Jacobian invertible
- Continuous linearized BVP operator and its conditioning
- C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade
- Gronwall's integral inequality with variable and constant coefficients
- Picard-Lindelöf local existence and uniqueness for first-order systems
- Linear matrix ODEs have unique global solutions on a fixed interval
- The second fundamental theorem: if $G$ is differentiable on $[a,b]$ with $G' = f$ and $f$ is integrable, then $\int_a^b f = G(b)-G(a)$
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
- For $a \le b$ and $f : [a,b] \to \mathbb{R}^m$ integrable when $a<b$, $\bigl\lVert\int_a^b f\bigr\rVert_2 \le \int_a^b \lVert f\rVert_2$; for $a<b$, $\lVert f\rVert_2$ is integrable
- A continuous function on $[a,b]$ is Riemann integrable, by Heine-Cantor and Riemann's criterion
- If $f \le g$ on $[a,b]$ and both are integrable then $\int_a^b f \le \int_a^b g$; and $m(b-a) \le \int_a^b f \le M(b-a)$
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Sources
- Y. A. Kuznetsov, Elements of Applied Bifurcation Theory, 2nd ed., Chapter 1, §1.5 (standard reference, not scraped)
- S. M. Rump, Verification methods: Rigorous results using floating-point arithmetic, Acta Numerica 19 (2010) (standard reference, not scraped)