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Hyperbolic return-map stability is orbital stability

Statement

Let f be a C1 autonomous vector field on an open subset of Rd. Let x∗(t) be a nonconstant periodic solution of least period T, let Γ={x∗(t):0≤t<T}, and let Σ be a local smooth Poincare section through a=x∗(0) transverse to f(a). Assume locally Σ={y:ρ(y)=0} for a smooth ρ with Dρ(a)f(a)≠0, and take a relatively compact section patch W with W‾∩Γ={a}. If the derivative of the local return map P at a has no eigenvalue on the unit circle, then Γ is orbitally asymptotically stable when all eigenvalues of DP(a) have modulus less than one, and is orbitally unstable when at least one has modulus greater than one.

Facts & Assumptions

Given: The C1 vector field, periodic solution, period, section, and return map in the Statement.

[F1]

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.

[F2]

C¹ Euclidean maximal flows, variational dependence and the finite C² upgrade: a C1 autonomous vector field has a jointly C1 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.

[F3]

The parametrized implicit function theorem with Ck regularity: for a C1 equation, a nonzero derivative in a scalar solved variable gives a C1 local implicit function of the remaining variables.

[F4]

A hyperbolic fixed point of a local map is stable exactly when all multipliers contract: a C1 fixed point with no unit-circle multiplier is locally asymptotically stable when all multipliers are inside and unstable when one is outside.

[F6]

For a nonempty subset of Rn with n≥1, 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.

[F7]
[F8]

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.

1.1F1F2F3F5F6F7givenalgebra

The periodic solution over [0,2T+1] is a compact trajectory segment by [F6]–[F7]. Cover it by finitely many neighborhoods on which the local flow in [F2] exists, subdivide [0,2T+1] 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 C1 map (t,y)↦ϕt(y) for 0≤t≤2T+1 and y near a. Set Ψ(t,y)=ρ(ϕt(y)). At (T,a), Ψ(T,a)=0 and ∂tΨ(T,a)=Dρ(a)f(a)≠0. Apply [F3] with k=1 to obtain a C1 return time τ(y) near T and hence a C1 return map P(y)=ϕτ(y)(y) on a section neighborhood.

2.1F1F2F3F5F6F7step 1.1givenalgebra

For each s∈[0,T], put ts=2T−s. Then ϕts(x∗(s))=a and T≤ts≤2T. Cover the compact segment from x∗(s) to a by finitely many flow neighborhoods from [F2] and compose them; this defines the flow near (ts,x∗(s)). Apply [F3] to Ψ(t,x)=ρ(ϕt(x)) there; its time derivative is Dρ(a)f(a)≠0. This gives a C1 positive hitting time near each x∗(s), bounded by 2T+1, whose flow endpoint lies on Σ near a. Compactness of Γ from [F6]–[F7] gives finitely many such neighborhoods and a uniform neighborhood of Γ 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 Γ when the initial point is close to Γ.

3.1F1F2F4F6F7F8step 1.1step 2.1given

Suppose all eigenvalues of DP(a) 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 a. The return times are continuous and bounded below by T/2 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 Γ uniformly as the return point tends to a. Since the return points converge to a, distance to Γ tends to zero along the full forward trajectory.

4.1F1F2F4F6F8step 1.1step 2.1step 3.1given

For Lyapunov stability, fix ε>0. For a relatively compact section patch V‾, the product [0,T+1]×V‾ 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 V so every orbit segment starting in V stays within ε of Γ until its next return. Fixed-point stability in [F4] gives a smaller neighborhood whose return iterates all remain in V. Step 2.1 then supplies a neighborhood of Γ whose points first reach the section inside that smaller neighborhood while their initial segments stay within ε of Γ. Thus all forward trajectories from this neighborhood remain within ε of Γ. Together with step 3.1 this proves orbital asymptotic stability.

5.1F1F4F6F7givencontradiction∎

Suppose instead that DP(a) has an eigenvalue outside the unit circle. By [F4], there is a fixed section neighborhood V and section points arbitrarily close to a whose return iterates leave V. Choose a relatively compact local section patch W with W‾∩Γ={a} and then choose V with V‾⊂W and P(V)⊂W. The set K=W‾∖V is closed, bounded, and nonempty, hence compact by [F6]; it is disjoint from compact Γ by construction. For each x∈K, compactness of Γ gives a closest point, so dΓ(x):=dist⁡(x,Γ)>0. The triangle inequality gives ∣dΓ(x)−dΓ(y)∣≤∥x−y∥, so dΓ is continuous; [F6] gives it a positive minimum on K. Therefore the first return point outside V lies a fixed positive distance from Γ. Such initial points can be chosen arbitrarily close to a∈Γ, so Γ is not Lyapunov stable as a set. It is orbitally unstable.

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