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The flow domain of a C¹ autonomous field is open and the flow is C¹ on it

Statement

Let n≥1, let U⊆Rn be open, let F:U→Rn be of class C1 (Ck Euclidean maps and diffeomorphisms), and let Φ:Ω→U be the local flow of x′=F(x) with maximal solutions x( ⋅ ;a):Ia→U (The local flow of an autonomous first-order system). Then Ω is open in R×U (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 Φ is of class C1 on Ω, with

∂tΦ(t,a)=F(Φ(t,a))((t,a)∈Ω).

Facts & Assumptions

Given: The open set U, the C1 field F and its local flow Φ.

[F1]

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 ∥DF∥ below means ∥DF∥op. Smooth dependence on the initial condition: if a0∈U, T>0, R>0 with B‾(a0,R)⊆U, M=sup⁡B‾(a0,R)∥F∥2, L=sup⁡B‾(a0,R)∥DF∥ and 0<ρ<R−MT, then every a∈B‾(a0,ρ) has its maximal solution defined on [0,T] with values in B‾(a0,ρ+MT)⊆B(a0,R), the estimate ∥x(t;a)−x(t;b)∥2≤eLt∥a−b∥2 holds for t∈[0,T], and (t,a)↦x(t,a) is C1 on [0,T]×B(a0,ρ) with ∂tx=F(x) and Dax(t;a)=Ya(t) (C¹ dependence of an autonomous flow on the initial condition, and the variational equation).

[F2]

Composition law: Φ(0,a)=a, and Φ(s+t,a)=Φ(t,Φ(s,a)) whenever both sides are defined (The local flow is a partial one-parameter group: identity, composition and inverse-time laws); every solution of x′=F(x) through an initial point is a restriction of the corresponding maximal solution (The local flow of an autonomous first-order system).

[F3]

Positive distance gap: if K⊆Rn is nonempty compact, C⊆Rn nonempty closed and K∩C=∅, there is δ>0 with ∥k−c∥2≥δ for all k∈K, c∈C (A compact set and a disjoint closed set have a positive norm-distance gap).

[F5]

Chain rule and C1 calculus: the composite of totally differentiable maps is totally differentiable with D(g∘f)(x)=Dg(f(x))∘Df(x); a map with continuous partial derivatives is totally differentiable; and a map that is totally differentiable everywhere with continuous total derivative is C1 (The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a), If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative, Ck Euclidean maps and diffeomorphisms, Open ball, closed ball and sphere in a metric space).

Proof

technique · direct; cover the reference trajectory by finitely many Picard-Lindelöf steps with radially shrinking balls and invoke the smooth dependence theorem on each step
1.1givenF1F3F4choosealgebra

Let (t0,a0)∈Ω with t0>0, and let x:=x( ⋅ ;a0) on [0,t0]. Its image K:=x([0,t0]) is nonempty compact and lies in U. If Rn∖U is nonempty, [F3] gives a separation d>0; choose 0<δ<d, so every closed δ-ball centred in K lies in U. If U=Rn, choose any δ>0. Define dK(z):=min⁡k∈K∥z−k∥2: for each fixed z, the reverse triangle inequality makes k↦∥z−k∥2 continuous, so the minimum is attained by [F4]. If kw attains the minimum for w, then dK(z)≤∥z−kw∥2≤∥z−w∥2+dK(w); interchanging z,w gives ∣dK(z)−dK(w)∣≤∥z−w∥2. Thus the fixed tube H:={z:dK(z)≤δ} is closed. Since compact K is bounded, there is B≥0 with ∥k∥2≤B for k∈K; a minimizing k for z∈H gives ∥z∥2≤B+δ, so H is bounded and hence compact by [F4]. It lies in U: if the complement of U is nonempty, every point in it has dK(z)≥d>δ by [F3]; when U=Rn inclusion is automatic. The vector norm inequalities used here are those of The Euclidean inner product ⟨x,y⟩=∑k<nxkyk on Rn and Cauchy-Schwarz ∣⟨x,y⟩∣≤∥x∥2∥y∥2 with its equality case, the triangle inequality for ∥⋅∥2, the parallelogram law and polarisation. Put M:=sup⁡H∥F∥2 and L:=sup⁡H∥DF∥, finite by [F4] and the norm continuity in [F1], before choosing any subdivision. Choose N≥1 with h:=t0/N satisfying hM≤δ/4 and hL≤1/2, and set xj:=x(jh) for 0≤j≤N. Every B‾(xj,δ) lies in H; thus its bounds Mj,Lj satisfy Mj≤M, Lj≤L. Set ρ:=δ/4.

2.1step 1.1F1algebra

Small-step claim: for every j and every y∈B‾(xj,ρ), the maximal solution through y is defined on [0,h] with values in B‾(xj,δ)⊆U, and Φ is C1 on [0,h]×B(xj,ρ) with ∥Φ(t,y)−Φ(t,xj)∥2≤eLt∥y−xj∥2. Indeed ρ+Mjh≤δ/4+δ/4<δ, so [F1] applies to a0:=xj, T:=h, R:=δ and the radius ρ: the bound on [0,h] is Mj≤M, and the stated estimates are clauses 1 and 3 of [F1].

3.1step 2.1F2F5algebra

Put ρ0:=ρe−Lt0 and, for 0≤j≤N, ρj:=ρe−L(t0−jh), so that ρN=ρ, ρj≤ρ for j<N, and ρj+1=eLhρj. I claim, by induction on j, that Φ(jh, ⋅ ) is C1 on W:=B(a0,ρ0) and Φ(jh,W)⊆B(xj,ρj). For j=0 this says Φ(0,a)=a∈B(a0,ρ0) and is [F2]. If it holds for j, then for a∈W the point y:=Φ(jh,a) lies in B(xj,ρj)⊆B(xj,ρ), so the small-step claim of step 2.1 gives that Φ(h,y) is defined and Φ((j+1)h,a)=Φ(h,Φ(jh,a)); moreover ∥Φ(h,y)−xj+1∥2=∥Φ(h,y)−Φ(h,xj)∥2≤eLh∥y−xj∥2<eLhρj=ρj+1, so Φ((j+1)h,W)⊆B(xj+1,ρj+1), and Φ((j+1)h, ⋅ ) is a composite of C1 maps on the relevant open sets by [F5]. This proves the claim; in particular Φ(t0, ⋅ ) is C1 on W.

4.1step 2.13.1F1F2F5

The endpoint regularity in [F1] means regularity of a local extension to an open time neighbourhood, as its proof establishes. For (t0,a0) choose the last step, writing t0=(N−1)h+h. By step 3.1, g(a):=Φ((N−1)h,a) is C1 on W and g(a0)=xN−1. By step 2.1 and [F1], the small-step flow is defined and C1 on an open neighbourhood V of (h,xN−1). Continuity of (t,a)↦(t−(N−1)h,g(a)) gives a product neighbourhood J×W′ of (t0,a0), with W′⊆W, whose image lies in V. On it [F2] gives Φ(t,a)=Φ(t−(N−1)h,g(a)), so the flow is defined and C1 by [F5]. This proves openness and regularity near every positive-time point without requiring any seam assertion.

5.1step 1.12.13.14.1F1F2F5choose∎

For a point (0,a0) choose R>0 with B‾(a0,R)⊆U, put M:=sup⁡B‾(a0,R)∥F∥2, and choose ρ=R/2 and h>0 with Mh<R/2. Apply [F1] to both F and −F on [0,h]×B(a0,ρ). Time reversal and uniqueness [F2] identify the second flow with Φ(−s,a), so (−h,h)×B(a0,ρ)⊆Ω. The state derivatives are continuous on both sides and equal In at 0, while the time derivative on the whole interval is F(Φ(t,a)) by the maximal-solution equation. The two continuous pieces agree at 0, so [F5] gives C1 regularity on this open product. For t0<0, apply steps 1.1-4.1 to −F at (−t0,a0) and reverse time; uniqueness identifies its maximal interval with −Ia (a proper extension would reverse to an extension of the original maximal solution). Thus every point of Ω has an open neighbourhood on which Φ is defined and C1. On all these neighbourhoods ∂tΦ(t,a)=F(Φ(t,a)), proving the statement.

Remarks

  • 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.

  • The conclusion is local in nature: Ω is open but need not be all of R×U, and the corollary does not assert completeness of F, boundedness of Φ, or any uniformity of the C1 estimate over all of Ω.

Depends on

Dependency tree · 2 levels

Sources