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Hyperbolic return-map stability is orbital stability
Statement
Let be a autonomous vector field on an open subset of . Let be a nonconstant periodic solution of least period , let , and let be a local smooth Poincare section through transverse to . Assume locally for a smooth with , and take a relatively compact section patch with . If the derivative of the local return map at has no eigenvalue on the unit circle, then is orbitally asymptotically stable when all eigenvalues of have modulus less than one, and is orbitally unstable when at least one has modulus greater than one.
Facts & Assumptions
Given: The vector field, periodic solution, period, section, and return map in the Statement.
Local periodic-orbit, Poincare-return, and Floquet data: the section is codimension one and transverse to the vector field; orbital stability is stability of the orbit as a set plus attraction in distance.
C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade: a autonomous vector field has a jointly maximal flow on an open time-state domain. Nearby initial states share every sufficiently short compact local time interval; the time derivative is the vector field, and uniqueness gives the flow law and finite composition along compact trajectory segments.
The parametrized implicit function theorem with regularity: for a equation, a nonzero derivative in a scalar solved variable gives a local implicit function of the remaining variables.
A hyperbolic fixed point of a local map is stable exactly when all multipliers contract: a fixed point with no unit-circle multiplier is locally asymptotically stable when all multipliers are inside and unstable when one is outside.
The chain rule for total derivatives: : derivatives of compositions obey the chain rule.
For a nonempty subset of with , compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent: in finite-dimensional Euclidean space, closed bounded sets are compact and continuous real-valued functions on nonempty compact sets attain their extrema.
The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset: the image of a compact metric space under a continuous map is compact.
Every continuous map from a nonempty compact Hausdorff space to a uniform space is uniformly continuous: a continuous map from a compact metric domain to a metric target is uniformly continuous.
Proof
Given: The data and spectral alternatives in the Statement.
The periodic solution over is a compact trajectory segment by [F6]–[F7]. Cover it by finitely many neighborhoods on which the local flow in [F2] exists, subdivide into finitely many pieces contained in those flow times, and compose the corresponding local flows. After shrinking the initial-state neighborhood, this gives a jointly map for and near . Set . At , and . Apply [F3] with to obtain a return time near and hence a return map on a section neighborhood.
For each , put . Then and . Cover the compact segment from to by finitely many flow neighborhoods from [F2] and compose them; this defines the flow near . Apply [F3] to there; its time derivative is . This gives a positive hitting time near each , bounded by , whose flow endpoint lies on near . Compactness of from [F6]–[F7] gives finitely many such neighborhoods and a uniform neighborhood of on which this forward-to-section property holds. Continuity of the finitely composed flow on compact time subintervals also makes each initial segment, up to its hitting time, uniformly close to the corresponding segment of when the initial point is close to .
Suppose all eigenvalues of lie inside the unit circle. By [F4], after shrinking the section neighborhood, every return iterate of a sufficiently close section point stays in that neighborhood and converges to . The return times are continuous and bounded below by after another shrink. The flow is uniformly continuous on the compact time-section product by [F6] and [F8], so the orbit segment from each return point approaches one traversal of uniformly as the return point tends to . Since the return points converge to , distance to tends to zero along the full forward trajectory.
For Lyapunov stability, fix . For a relatively compact section patch , the product is closed and bounded in Euclidean space and hence compact by [F6]. The flow on this set is continuous by [F2] and the finite-composition construction in step 1.1, so [F8] makes it uniformly continuous. Shrink so every orbit segment starting in stays within of until its next return. Fixed-point stability in [F4] gives a smaller neighborhood whose return iterates all remain in . Step 2.1 then supplies a neighborhood of whose points first reach the section inside that smaller neighborhood while their initial segments stay within of . Thus all forward trajectories from this neighborhood remain within of . Together with step 3.1 this proves orbital asymptotic stability.
Suppose instead that has an eigenvalue outside the unit circle. By [F4], there is a fixed section neighborhood and section points arbitrarily close to whose return iterates leave . Choose a relatively compact local section patch with and then choose with and . The set is closed, bounded, and nonempty, hence compact by [F6]; it is disjoint from compact by construction. For each , compactness of gives a closest point, so . The triangle inequality gives , so is continuous; [F6] gives it a positive minimum on . Therefore the first return point outside lies a fixed positive distance from . Such initial points can be chosen arbitrarily close to , so is not Lyapunov stable as a set. It is orbitally unstable.
Depends on
- Local periodic-orbit, Poincare-return, and Floquet data
- A hyperbolic fixed point of a local map is stable exactly when all multipliers contract
- C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade
- The parametrized implicit function theorem with $C^k$ regularity
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
- For a nonempty subset of $\mathbb{R}^n$ with $n\ge1$, compactness, closedness and boundedness, pseudocompactness, and attainment of extrema by every continuous real-valued function are equivalent
- The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset
- Every continuous map from a nonempty compact Hausdorff space to a uniform space is uniformly continuous
Used by
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Sources
- J. E. Marsden and M. McCracken, The Hopf Bifurcation and Its Applications, Springer-Verlag, 1976 (standard reference, not scraped)
- Yuri A. Kuznetsov, Elements of Applied Bifurcation Theory, 2nd ed., Springer (standard reference, not scraped)