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The local flow is a partial one-parameter group: identity, composition and inverse-time laws

Statement

Let n≥1, let U⊆Rn be open, let F:U→Rn be continuous and locally Lipschitz in the state variable (Local Lipschitz continuity in the state variable, locally uniform in time and parameters), and let Φ:Ω→U be the local flow of x′=F(x) as in The local flow of an autonomous first-order system, with maximal solutions x( ⋅ ;a):Ia→U and flow domain Ω={(t,a):t∈Ia}. Then:

  1. (0,a)∈Ω and Φ(0,a)=a for every a∈U;
  2. if (s,a)∈Ω and (t,Φ(s,a))∈Ω, then (s+t,a)∈Ω and Φ(s+t,a)=Φ(t,Φ(s,a));
  3. if (t,a)∈Ω, then (−t,Φ(t,a))∈Ω and Φ(−t,Φ(t,a))=a.

Facts & Assumptions

Given: The open set U, the field F, and the local flow Φ built from the unique maximal solutions x( ⋅ ;a) through (0,a).

[F1]

For every a∈U, x( ⋅ ;a):Ia→U is a solution of x′=F(x) with x(0;a)=a on the open interval Ia containing 0, 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).

[F2]

If y:J→U is a solution of x′=F(x) and s∈J, then the translate ys(σ):=y(σ+s), defined for σ∈J−s:={σ:σ+s∈J}, is again a solution of x′=F(x) on the open interval J−s, with ys(0)=y(s): this is the chain rule applied to the translation σ↦σ+s, which has derivative 1 (First-order systems, initial value problems, and solutions on intervals).

Proof

technique · direct; use uniqueness and maximality of solutions to glue translated solutions
1.1givenF1

Clause 1 is definitional: 0∈Ia because Ia is the maximal interval of the solution through (0,a), and Φ(0,a)=x(0;a)=a.

1.2givenF2

Fix (s,a)∈Ω and put b:=Φ(s,a)=x(s;a). Define J:=Ia−s and y:J→U by y(σ):=x(σ+s;a). By [F2], y solves x′=F(x) on the open interval J, and y(0)=x(s;a)=b.

2.1givenstep 1.2F1

The curve x( ⋅ ;b) is the unique maximal solution through (0,b) and y is a solution through (0,b); by [F1] y is the restriction of x( ⋅ ;b) to J, so J⊆Ib and y=x( ⋅ ;b)∣J. If J were a proper subinterval of Ib, the curve z(r):=x(r−s;b) on Ib+s would, by [F2], be a solution extending x( ⋅ ;a) from Ia=J+s to a strictly larger interval, contradicting its maximality in [F1]. Thus Ib=J. Now let t∈Ib; then t∈J, that is s+t∈Ia, and Φ(s+t,a)=x(s+t;a)=y(t)=x(t;b)=Φ(t,Φ(s,a)). This is clause 2.

3.1givenstep 2.1F1F2∎

For clause 3, fix (t,a)∈Ω and put b:=Φ(t,a)=x(t;a). Define K:=Ia−t and w:K→U by w(σ):=x(σ+t;a). By [F2] (with s=t) w solves x′=F(x) on the open interval K, and w(0)=x(t;a)=b. By [F1] w is the restriction of the unique maximal solution x( ⋅ ;b) to K; hence −t∈K⊆Ib and Φ(−t,b)=x(−t;b)=w(−t)=x(0;a)=a.

Remarks

  • Clause 2 is the cocycle or semigroup identity for the partial flow; it is proved, not assumed. Its hypothesis (t,Φ(s,a))∈Ω cannot be dropped: for a field whose solutions blow up in finite time, the solution through a may be defined at time s but not for a further time t from Φ(s,a).

  • Clause 3 says that Φt is injective on its domain with inverse Φ−t restricted to Φt(Ωt); 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

Dependency tree · 2 levels

Sources