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Zeros of the phase-bordered BVP are phase-fixed periodic orbits

Statement

Let f, ψ, G, and f~ be as in The phase-bordered periodic-orbit BVP residual. Assume the exact flow exists uniquely on [0,θ] and f(x)≠0. Then G(x,θ)=0 if and only if s↦(ϕθs(x),θ) solves the augmented BVP on [0,1], with a nonconstant periodic trajectory whose phase satisfies ψ(x)=0.

Facts & Assumptions

Given: An autonomous C2 vector field, a phase function, a positive θ, and a unique exact flow on [0,θ] from the trial point.

[F1]

The augmented vector field is (x,θ)↦(θf(x),0), its boundary map is (x1−x0,ψ(x0)), and its shooting residual is (ϕθ(x)−x,ψ(x)) (The phase-bordered periodic-orbit BVP residual).

[F2]

A solution of a square BVP is a differentiable curve satisfying its vector field and endpoint residual (Square nonlinear two-point boundary-value problems and endpoint residuals).

[F3]

The C2 autonomous field has a unique maximal C2 flow satisfying ∂tϕt(x)=f(ϕt(x)) (C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade). Uniqueness gives the flow law wherever both sides are defined, by comparing the shifted trajectory and the solution from its shifted initial state.

[F4]

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

1.1givenF1F2F3F4construct

Suppose G(x,θ)=0. Set u(s)=(ϕθs(x),θ). By [F3] and [F4], u′(s)=(θf(ϕθs(x)),0)=f~(u(s)). Its endpoint state has the same x component as its initial state, and its initial phase residual is ψ(x)=0, so [F1]–[F2] make it an augmented BVP solution.

2.1givenF1F3step 1.1

Define γ(t)=ϕt(x) for 0≤t≤θ. By [F3] it solves γ′=f(γ), and G(x,θ)=0 gives γ(θ)=γ(0) and ψ(γ(0))=0. Since f(x)≠0, it is nonconstant.

3.1givenF1F2F3F4step 1.1∎

Conversely, let γ be a nonconstant solution on [0,θ] with γ(θ)=γ(0) and ψ(γ(0))=0. Uniqueness in [F3] identifies γ(t)=ϕt(γ(0)). Thus both components of G(γ(0),θ) vanish, and u(s)=(γ(θs),θ) satisfies the augmented BVP by the same chain-rule calculation as step 1.1.

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