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The local flow is a partial one-parameter group: identity, composition and inverse-time laws
Statement
Let , let be open, let be continuous and locally Lipschitz in the state variable (Local Lipschitz continuity in the state variable, locally uniform in time and parameters), and let be the local flow of as in The local flow of an autonomous first-order system, with maximal solutions and flow domain . Then:
- and for every ;
- if and , then and ;
- if , then and .
Facts & Assumptions
Given: The open set , the field , and the local flow built from the unique maximal solutions through .
For every , is a solution of with on the open interval containing , it is maximal, and every solution of that initial value problem is a restriction of it; moreover this maximal solution is unique (The local flow of an autonomous first-order system, Extensions, maximal solutions, maximal intervals, and global solutions, Every Picard–Lindelöf initial value problem has one maximal solution on an open interval, First-order systems, initial value problems, and solutions on intervals).
If is a solution of and , then the translate , defined for , is again a solution of on the open interval , with : this is the chain rule applied to the translation , which has derivative (First-order systems, initial value problems, and solutions on intervals).
Proof
Clause 1 is definitional: because is the maximal interval of the solution through , and .
Fix and put . Define and by . By [F2], solves on the open interval , and .
The curve is the unique maximal solution through and is a solution through ; by [F1] is the restriction of to , so and . If were a proper subinterval of , the curve on would, by [F2], be a solution extending from to a strictly larger interval, contradicting its maximality in [F1]. Thus . Now let ; then , that is , and . This is clause 2.
For clause 3, fix and put . Define and by . By [F2] (with ) solves on the open interval , and . By [F1] is the restriction of the unique maximal solution to ; hence and .
Remarks
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Clause 2 is the cocycle or semigroup identity for the partial flow; it is proved, not assumed. Its hypothesis cannot be dropped: for a field whose solutions blow up in finite time, the solution through may be defined at time but not for a further time from .
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Clause 3 says that is injective on its domain with inverse restricted to ; this is a consequence of uniqueness and maximality, and it is used in Finite-time tangent growth rates and Lyapunov exponents of a C¹ flow.
Depends on
The local flow of an autonomous first-order system
Extensions, maximal solutions, maximal intervals, and global solutions
Every Picard–Lindelöf initial value problem has one maximal solution on an open interval
First-order systems, initial value problems, and solutions on intervals
Local Lipschitz continuity in the state variable, locally uniform in time and parameters
Dependency tree · 2 levels
Sources
- G. Teschl, Ordinary Differential Equations and Dynamical Systems (AMS Graduate Studies in Mathematics 140, online edition), Section 6.1 (properties of the flow phi(t, x); the cocycle identity), printed pages 190-192
- J. Arino, MATH 8430 Fundamental Theory of Ordinary Differential Equations (University of Manitoba), Section 1.3 (gluing of solutions on overlapping intervals), printed pages 22-28