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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 , from mode to mode at . Let be its guard, let be its reset, and write and . For each incoming and outgoing mode, assume its IVPs initialized at time from states near and , 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 initial map in Parameter-dependent ODE flows have the variational tangent on a common tube. For event-time variations to the left of , impose the same tube hypothesis on the time-reversed incoming field. Thus the relevant mode flows are in initial state, and the incoming flow is jointly in time and initial state near . Assume also that and the nominal event crosses in its declared orientation. For every sufficiently small incoming perturbation at the common pre-event time , initialize the perturbed incoming mode at , and let be its local guard root near ; assume this root is the selected transition. Put , and define as the right-limit difference , with both outgoing trajectories evaluated at the same clock time . Then 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 incoming mode, guard and reset, a outgoing mode flow on a common tube, and a nominal event with .
Smooth hybrid ODE modes, guards, resets, and deterministic event priority: each transition has a guard with declared orientation and a reset, and a mode trajectory solves its mode ODE until the selected event.
The derivative of a guard along an ODE mode is its Lie derivative: along the incoming flow, . Thus the event equation has nonzero derivative in its time variable at the nominal event.
The parametrized implicit function theorem with regularity: a scalar equation with nonzero derivative in the scalar unknown has a local solution, whose derivative is obtained by implicit differentiation.
Parameter-dependent ODE flows have the variational tangent on a common tube: for a parameterized ODE with a initial map and solutions in a common compact tube, the solution map into continuous trajectories is in the parameter and its tangent solves the variational IVP.
The chain rule for total derivatives: : the derivative of a composition is the composition of the derivatives.
Proof
Let , where 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 flow dependence near . By [F5], is . At , [F2] gives . By [F3], the nearby event time is . Since , its initial-state derivative at is the identity. Implicit differentiation gives . Thus the actual shift satisfies .
At the perturbed event, [F4] gives incoming state . By [F5], the reset-state variation is . Compare at . If , the nominal outgoing state advances from to by , while the perturbed state has just reset. If , the perturbed outgoing state advances from its reset at to by , while the nominal state has just reset. In both cases the same-clock difference is , since step 1.1 gives .
Substitute the expression for from step 1.1 into step 2.1 and factor . The resulting linear map is , which is the stated matrix . The remainder remains 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.
Depends on
- Smooth hybrid ODE modes, guards, resets, and deterministic event priority
- The derivative of a guard along an ODE mode is its Lie derivative
- Parameter-dependent ODE flows have the variational tangent on a common tube
- The parametrized implicit function theorem with $C^k$ regularity
- The chain rule for total derivatives: $D(g\circ f)(a)=Dg(f(a))\circ Df(a)$
Used by
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