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The flow domain of a C¹ autonomous field is open and the flow is C¹ on it
Statement
Let , let be open, let be of class ( Euclidean maps and diffeomorphisms), and let be the local flow of with maximal solutions (The local flow of an autonomous first-order system). Then is open in (The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement), and is of class on , with
Facts & Assumptions
Given: The open set , the field and its local flow .
Throughout this proof, vector norms are Euclidean and matrix norms are the subordinate Euclidean operator norms defined, bounded and shown continuous in Facts [F10] of C¹ dependence of an autonomous flow on the initial condition, and the variational equation; in particular below means . Smooth dependence on the initial condition: if , , with , , and , then every has its maximal solution defined on with values in , the estimate holds for , and is on with and (C¹ dependence of an autonomous flow on the initial condition, and the variational equation).
Composition law: , and whenever both sides are defined (The local flow is a partial one-parameter group: identity, composition and inverse-time laws); every solution of through an initial point is a restriction of the corresponding maximal solution (The local flow of an autonomous first-order system).
Positive distance gap: if is nonempty compact, nonempty closed and , there is with for all , (A compact set and a disjoint closed set have a positive norm-distance gap).
Continuous images of compact sets are compact (The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset); a continuous function on a nonempty compact set attains finite extrema (A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value); closed bounded subsets of are compact and compact subsets are closed and bounded (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line, A compact subset of a metric space is closed and bounded).
Chain rule and calculus: the composite of totally differentiable maps is totally differentiable with ; a map with continuous partial derivatives is totally differentiable; and a map that is totally differentiable everywhere with continuous total derivative is (The chain rule for total derivatives: , If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative, Euclidean maps and diffeomorphisms, Open ball, closed ball and sphere in a metric space).
Proof
Let with , and let on . Its image is nonempty compact and lies in . If is nonempty, [F3] gives a separation ; choose , so every closed -ball centred in lies in . If , choose any . Define : for each fixed , the reverse triangle inequality makes continuous, so the minimum is attained by [F4]. If attains the minimum for , then ; interchanging gives . Thus the fixed tube is closed. Since compact is bounded, there is with for ; a minimizing for gives , so is bounded and hence compact by [F4]. It lies in : if the complement of is nonempty, every point in it has by [F3]; when inclusion is automatic. The vector norm inequalities used here are those of The Euclidean inner product on and Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation. Put and , finite by [F4] and the norm continuity in [F1], before choosing any subdivision. Choose with satisfying and , and set for . Every lies in ; thus its bounds satisfy , . Set .
Small-step claim: for every and every , the maximal solution through is defined on with values in , and is on with . Indeed , so [F1] applies to , , and the radius : the bound on is , and the stated estimates are clauses 1 and 3 of [F1].
Put and, for , , so that , for , and . I claim, by induction on , that is on and . For this says and is [F2]. If it holds for , then for the point lies in , so the small-step claim of step 2.1 gives that is defined and ; moreover , so , and is a composite of maps on the relevant open sets by [F5]. This proves the claim; in particular is on .
The endpoint regularity in [F1] means regularity of a local extension to an open time neighbourhood, as its proof establishes. For choose the last step, writing . By step 3.1, is on and . By step 2.1 and [F1], the small-step flow is defined and on an open neighbourhood of . Continuity of gives a product neighbourhood of , with , whose image lies in . On it [F2] gives , so the flow is defined and by [F5]. This proves openness and regularity near every positive-time point without requiring any seam assertion.
For a point choose with , put , and choose and with . Apply [F1] to both and on . Time reversal and uniqueness [F2] identify the second flow with , so . The state derivatives are continuous on both sides and equal at , while the time derivative on the whole interval is by the maximal-solution equation. The two continuous pieces agree at , so [F5] gives regularity on this open product. For , apply steps 1.1-4.1 to at and reverse time; uniqueness identifies its maximal interval with (a proper extension would reverse to an extension of the original maximal solution). Thus every point of has an open neighbourhood on which is defined and . On all these neighbourhoods , proving the statement.
Remarks
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The proof uses only finitely many Picard-Lindelöf steps, so no countable or dependent choice is invoked; the positive gap of [F3] is the published choice-free separation statement. The corollary is the tool that lets the Poincaré return map of A transversal return of a C¹ flow yields a local C¹ Poincaré map, with inverse given by the reversed crossing be built from the implicit function theorem without extra hypotheses on the flow.
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The conclusion is local in nature: is open but need not be all of , and the corollary does not assert completeness of , boundedness of , or any uniformity of the estimate over all of .
Depends on
C¹ dependence of an autonomous flow on the initial condition, and the variational equation
The local flow of an autonomous first-order system
The local flow is a partial one-parameter group: identity, composition and inverse-time laws
Compact continuation for locally Lipschitz ODEs: a solution whose graph stays in a compact subset of the domain near a finite endpoint extends past it
A compact set and a disjoint closed set have a positive norm-distance gap
The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset
A continuous real-valued function on a nonempty compact metric space is bounded and attains a greatest and a least value
Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
A compact subset of a metric space is closed and bounded
Open ball, closed ball and sphere in a metric space
The metric topology: a set is open when every one of its points has a ball around it inside the set; closed means open complement
The Euclidean inner product on
Cauchy-Schwarz with its equality case, the triangle inequality for , the parallelogram law and polarisation
The chain rule for total derivatives:
If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative
Euclidean maps and diffeomorphisms
Dependency tree · 2 levels
Sources
- G. Teschl, Ordinary Differential Equations and Dynamical Systems (AMS Graduate Studies in Mathematics 140, online edition), Section 2.4 (Theorem 2.10: the solution map is C^k in the initial condition) and Section 6.1 (the flow domain), printed pages 45-48 and 190-192
- J. Arino, MATH 8430 Fundamental Theory of Ordinary Differential Equations (University of Manitoba), Section 1.4 and Section 2.3 (dependence on initial data and differentiability), printed pages 32-40 and 76-82