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Strict Floquet cluster enclosures certify orbital asymptotic stability

Statement

Let an exact nonconstant phase-fixed periodic orbit and monodromy matrix M∗ be supplied by a sound periodic-orbit certificate. Suppose M∗ belongs to a matrix family with a certified complete cluster list of pairwise disjoint filled convex polygons P0,…,Ps: each count is certified by A verified contour count encloses every Floquet multiplier in a cluster, the counts sum to the state dimension d, 1∈int⁡P0, and the count in P0 is one. Suppose also that for each j≥1, Pj⊂{z:∣z∣≤1−σ} for one supplied σ>0. Then the periodic orbit is orbitally asymptotically stable. If any non-phase cluster enclosure meets or intersects the unit circle, these hypotheses fail and this theorem gives no stability verdict.

Facts & Assumptions

Given: A nonconstant periodic solution of positive period T, its phase section, its monodromy matrix in the certified matrix family, and the complete disjoint cluster list with the stated counts and strict disk margin.

[F1]

The orbit certificate supplies an exact periodic solution, positive period, and a monodromy matrix contained in its validated family (A Krawczyk inclusion certifies a unique phase-fixed nonconstant periodic orbit).

[F2]

The phase tangent is an eigenvector of the monodromy with multiplier 1 (An autonomous periodic orbit has a neutral Floquet multiplier).

[F3]

Every successful polygon count is valid for each matrix in the supplied family and counts algebraic multiplicities (A verified contour count encloses every Floquet multiplier in a cluster).

[F4]

For a least-period orbit with simple phase multiplier and transverse affine section, the Poincare derivative has exactly the other monodromy multipliers (The Poincare derivative has precisely the non-phase monodromy multipliers).

[F5]

For a C1 autonomous field and a transverse section, if every eigenvalue of the C1 Poincare return map derivative lies strictly inside the unit disk, the orbit is orbitally asymptotically stable (Hyperbolic return-map stability is orbital stability).

[F6]

The C2 autonomous field supplied by the orbit certificate has a unique maximal C2 flow with time derivative f(ϕt(x)) (C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade). Uniqueness identifies a shifted trajectory with the solution from its shifted initial state, giving the flow law on the common domain. Composition derivatives obey the chain rule (The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a)). Eigenvectors have the meaning of Eigenvalues, eigenvectors, eigenspaces Eλ(T)=ker⁡(T−λI), and the spectrum σF(T) of an endomorphism, and generalized vectors are supplied by Jordan form over the base field exists exactly when the characteristic polynomial splits. Algebraic multiplicity means characteristic-polynomial root multiplicity.

[F7]

The corrector's record supplies the original-box affine chart z=a+Du with positive diagonal D and a nonsingular preconditioner C for the normalized residual. For each physical shooting Jacobian J in the certified root box, its verified contraction gives ∥I−CJD∥∞≤q<1. The chart transfers nonsingularity of CJD to J (Finite-budget phase-fixed periodic-orbit correction and validation, Finite-budget multidimensional Krawczyk root certification, Rational boxes admit dyadic enclosure boundaries and exact affine root charts).

[F8]

A complex square matrix E with ∥E∥∞,C<1 has I−E invertible (A complex infinity-norm defect bounds the inverse norm); the phase-bordered Jacobian criterion identifies nonsingularity with a simple neutral multiplier and transverse phase (A simple neutral multiplier and transverse phase make the shooting Jacobian invertible).

Proof

1.1F1F2F3F9givenalgebra

By [F1]–[F3], exactly one multiplier of M∗ lies in P0, and it is 1 by [F2]. Thus the algebraic multiplicity of 1 for M∗ is one. Every other multiplier lies in one of the polygons Pj, j≥1: their counts together with the count one in P0 sum to d, while [F9] says a d×d characteristic polynomial has exactly d roots counted with multiplicity. The remaining multipliers therefore all have modulus at most 1−σ<1.

2.1F1F6step 1.1givenalgebra

Nonconstancy and flow uniqueness [F6] imply f(γ(0))≠0, since otherwise the constant solution through γ(0) would be the unique trajectory. Define H={t∈R:γ(t)=γ(0)}. Flow uniqueness makes H an additive subgroup: a return to γ(0) repeats the entire trajectory, so sums and differences of return times are return times. Continuity makes H closed. One coordinate has nonzero derivative at zero and is strictly monotone on a sufficiently short interval; hence H has no nonzero element there. Its positive infimum S is therefore positive and belongs to H by closedness. For any positive period T, division by S gives T=kS+r with integer k≥1 and 0≤r<S; the subgroup property gives r∈H, so minimality forces r=0. Thus T=kS, where S is the least positive period.

3.1F2F6step 1.1step 2.1algebra

Let MS be the monodromy over S. By flow composition and the chain rule [F6], M∗=MSk. The phase tangent is a 1 eigenvector of MS by [F2]. If MSv=αv with αk≠1, then M∗v=αkv is a non-phase eigenvalue of M∗, so step 1.1 gives ∣α∣k<1 and ∣α∣<1. If αk=1 and α≠1, then v and the phase tangent are independent eigenvectors of M∗ for eigenvalue 1, contradicting its algebraic simplicity. If α=1 and there were an eigenvector independent of the phase tangent, the same contradiction follows. If the eigenvalue 1 of MS had a nontrivial Jordan chain, [F6] gives a generalized vector v with (MS−I)v=f(γ(0)) after rescaling. Then (M∗−I)v=(MSk−I)v=kf(γ(0))≠0, contradicting the algebraic simplicity of 1 for M∗. Hence 1 is simple for MS and every other eigenvalue of MS is strictly inside the unit circle.

4.1F1F4F7F8step 1.1step 2.1step 3.1

The orbit with period S is least-period by step 2.1. The certificate [F1] validates the phase-bordered shooting Jacobian for the possibly repeated period T, and that is the Jacobian used in the following nonsingularity check. For the exact real Jacobian J at that root, [F7] gives ∥I−CJD∥∞<1 with the recorded positive diagonal scale D. Regard I−CJD as a complex matrix; [F8] makes CJD invertible over C and hence over R. The affine-chart transfer in [F7] then makes J invertible; explicitly, J−1=D(CJD)−1C. Step 1.1 gives a simple phase multiplier, so the bordered criterion in [F8] implies c⊤f(γ(0))≠0. The same affine phase is therefore transverse for the least-period orbit. Apply [F4] to identify the Poincare derivative eigenvalues with all non-phase eigenvalues of MS; step 3.1 places them strictly inside the unit circle.

5.1F4F5F6step 2.1step 4.1∎

The certificate field is C2 and its affine phase section is smooth; [F4]'s hypotheses therefore give a C1 Poincare return map. Its derivative has no unit-circle multiplier, and all its eigenvalues are strictly inside by step 4.1. Shrink the section to a relatively compact patch whose closure meets the orbit only at γ(0): transversality isolates that intersection along a short orbit arc, and the remaining compact arc stays away from γ(0) by the least-period property. Apply the C1 theorem [F5] on this patch to conclude orbital asymptotic stability.

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