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The saltation matrix gives the first-order variation across a transverse hybrid reset

Statement

Consider a transition in Smooth hybrid ODE modes, guards, resets, and deterministic event priority with state dimension d≥1, from mode m− to mode m+ at (τ,x−). Let g(t,x)=0 be its C1 guard, let R(t,x) be its C1 reset, and write f−=fm−(τ,x−) and f+=fm+(τ,R(τ,x−)). For each incoming and outgoing mode, assume its IVPs initialized at time τ from states near x− and R(τ,x−), respectively, have unique solutions on a common finite interval and remain in a bounded convex open tube whose compact closure lies inside the open ODE domain. Use the initial state as the parameter and the identity as its C1 initial map in Parameter-dependent ODE flows have the variational tangent on a common tube. For event-time variations to the left of τ, impose the same tube hypothesis on the time-reversed incoming field. Thus the relevant mode flows are C1 in initial state, and the incoming flow is jointly C1 in time and initial state near (τ,x−). Assume also that κ:=∂tg(τ,x−)+Dxg(τ,x−)f−≠0, and the nominal event crosses in its declared orientation. For every sufficiently small incoming perturbation δx− at the common pre-event time τ, initialize the perturbed incoming mode at x−+δx−, and let τδ be its local guard root near τ; assume this root is the selected transition. Put t0=max⁡{τ,τδ}, and define δx+ as the right-limit difference lim⁡t↓t0(xδ+(t)−x+(t)), with both outgoing trajectories evaluated at the same clock time t>t0. Then δx+=S δx−+o(∥δx−∥2),S=DxR+(f+−DxRf−−∂tR)Dxg∂tg+Dxgf−, where all derivatives and vector fields are evaluated at the nominal event and the matrix product in the numerator is a column times a row. No claim is made when the crossing derivative vanishes or a nearby trajectory follows a different transition.

Facts & Assumptions

Given: A C1 incoming mode, C1 guard and reset, a C1 outgoing mode flow on a common tube, and a nominal event with ∣κ∣>0.

[F1]

Smooth hybrid ODE modes, guards, resets, and deterministic event priority: each transition has a C1 guard with declared orientation and a C1 reset, and a mode trajectory solves its mode ODE until the selected event.

[F2]

The derivative of a guard along an ODE mode is its Lie derivative: along the incoming flow, ddtg(t,x(t))=∂tg+Dxgf−. Thus the event equation has nonzero derivative in its time variable at the nominal event.

[F3]

The parametrized implicit function theorem with Ck regularity: a C1 scalar equation with nonzero derivative in the scalar unknown has a local C1 solution, whose derivative is obtained by implicit differentiation.

[F4]

Parameter-dependent ODE flows have the variational tangent on a common tube: for a C1 parameterized ODE with a C1 initial map and solutions in a common compact tube, the solution map into continuous trajectories is C1 in the parameter and its tangent solves the variational IVP.

[F5]

The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a): the derivative of a C1 composition is the composition of the derivatives.

Proof

1.1givenF2F3F4F5algebra

Let H(s,x)=g(s,ϕ−(s;τ,x)), where ϕ− is the incoming mode flow initialized at the nominal pre-event time. The stated common-tube hypothesis and [F4], applied to the field and to its time reversal on the left interval, give the required C1 flow dependence near (τ,x−). By [F5], H is C1. At (s,x)=(τ,x−), [F2] gives ∂sH=κ≠0. By [F3], the nearby event time s=τ(x) is C1. Since ϕ−(τ;τ,x)=x, its initial-state derivative at s=τ is the identity. Implicit differentiation gives Dτ(x−)=−Dxg/κ. Thus the actual shift δτ:=τδ−τ satisfies δτ=−Dxg δx−/κ+o(∥δx−∥2).

2.1givenF1F4F5step 1.1algebra

At the perturbed event, [F4] gives incoming state x−+δx−+f−δτ+o(∥δx−∥2). By [F5], the reset-state variation is DxR δx−+(DxRf−+∂tR)δτ+o(∥δx−∥2). Compare at t0=max⁡{τ,τ+δτ}. If δτ≥0, the nominal outgoing state advances from τ to t0 by f+δτ+o(∣δτ∣), while the perturbed state has just reset. If δτ<0, the perturbed outgoing state advances from its reset at τ+δτ to t0=τ by f+(−δτ)+o(∥δx−∥2), while the nominal state has just reset. In both cases the same-clock difference is DxR δx−+(DxRf−+∂tR−f+)δτ+o(∥δx−∥2), since step 1.1 gives δτ=O(∥δx−∥2).

3.1step 1.1step 2.1algebra∎

Substitute the expression for δτ from step 1.1 into step 2.1 and factor δx−. The resulting linear map is DxR+(f+−DxRf−−∂tR)Dxg/κ, which is the stated matrix S. The remainder remains o(∥δx−∥2) because the event-time variation is linear to first order by step 1.1.

Remarks

The batch-96 supplier Parameter-dependent ODE flows have the variational tangent on a common tube is present on library/numerical-optimization-inverse-problems-and-uncertainty-quantification/discrete-continuous-and-pde-adjoint-sensitivities.md, with its companion page at the same canonical category. The earlier missing-page observation checked the different dynamics-category path. The exact common-tube interface and identity-initial-map/time-reversal specialization above are retained; this placement reconciliation grants no independent proof acceptance.

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