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Smooth state flow for continuous-time smooth-state force fields

Statement

Let d≥1, let I=[a,b] be a compact interval contained in an open interval J⊆R, and let G:J×Td→Rd be continuous in time with jointly continuous state derivatives DxrG on J×Td for every integer r≥1. Assume that G and each state derivative DxrG are bounded on I×Td for every integer r≥1. For initial data (x0,v0)∈Td×Rd, the system

X˙(t)=V(t),V˙(t)=G(t,X(t)),(X(a),V(a))=(x0,v0)

has a unique solution on all of I. For each t∈I, the map (x0,v0)↦(X(t),V(t)) is C∞; for every integer r≥1 its rth initial-state derivative is bounded uniformly over t∈I and all (x0,v0). Its inverse is the solution map from t back to a. If G is jointly C∞ in (t,x) on J×Td, then the flow is jointly C∞ in time and initial state.

Facts & Assumptions

Given: The compact interval, torus, continuous-time force field, bounded state derivatives and the initial-value system in the Statement.

[F1]

Picard-Lindelöf local existence and uniqueness for first-order systems: a continuous vector field that is locally Lipschitz in state has a unique local solution; on a compact cylinder, a bounded field and a state-Lipschitz bound give a common short interval.

[F2]

Gronwall's integral inequality with variable and constant coefficients: if a nonnegative continuous error satisfies u(t)≤c+∫atLu(s) ds with c,L≥0, then u(t)≤ceL(t−a); the time-reversed version holds for t≤a.

Proof

1.1F1constructalgebra

If a=b, the only time is the prescribed initial time and the solution map is the identity, so the claims hold. Otherwise lift G periodically to G~:J×Rd→Rd and write z=(x,v) and B(t,z)=(v,G~(t,x)). On every compact time interval and bounded state ball, B is continuous, bounded and Lipschitz in state because DxG is bounded. Thus [F1] gives unique local solutions. Along any such solution, if M:=sup⁡I×Td∣G∣, then ∣V(t)−v0∣≤M∣t−a∣ and ∣X(t)−x0−(t−a)v0∣≤M∣t−a∣2/2 for lifted positions. Hence a solution on a finite subinterval of I remains in one bounded state cylinder. On a slightly larger cylinder the field has one finite bound and one finite state-Lipschitz constant, so the quantitative [F1] time estimate gives a common positive continuation length for every point of the trajectory. Finitely many such equal-length continuations cover I. Uniqueness on overlaps from [F1] gives one solution on all of I.

1.2F1F2constructalgebra

Fix a compact subinterval and a base state z0. The bound on DzB and [F2] give ∣z(t,z0+h)−z(t,z0)∣≤C∣h∣ uniformly in t for small h. In the integral equations, set Δh(t):=z(t,z0+h)−z(t,z0) and Ah(t):=∫01DzB(t,z(t,z0)+θΔh(t)) dθ. Then Δh(t)=h+∫atAh(s)Δh(s) ds. Uniform continuity of DzB on the compact time interval and torus gives Ah→A:=DzB(t,z(t,z0)) uniformly in t. The linear integral equation J(t)=I+∫atA(s)J(s) ds has a unique solution by the same Picard iteration as [F1]. Subtracting it from the equation for Δh, applying [F2], and using sup⁡t∥Ah−A∥→0 proves sup⁡t∣Δh(t)−J(t)h∣/∣h∣→0. Thus Dz0z(t,z0)=J(t) and it satisfies J˙=DzB(t,z(t,z0))J, J(a)=I. Since DzB is bounded uniformly in state, [F2] also gives sup⁡t∈I,z0∥J(t,z0)∥<∞.

2.1F1F2step 1.2algebra∎

For each r≥2, the candidate r-th state derivative Jr satisfies the linear variational equation J˙r=DzB(t,z)Jr+∑π a partition of {1,…,r}∣π∣≥2Dz∣π∣B(t,z)[J∣C1∣,…,J∣C∣π∣∣],Jr(a)=0, where C1,…,C∣π∣ are the blocks of π and z=z(t,z0). The coefficient and all higher derivatives of B are bounded uniformly in state. By induction, the forcing term is therefore bounded uniformly over initial states; [F2] gives a unique Jr with a uniform finite-time bound. Applying the difference-quotient argument of step 1.2 to the equation for Jr−1, using uniform continuity of each DzjB on the compact time interval and periodic state variable for j≤r, shows that this Jr is its derivative. Induction proves smooth dependence and the asserted uniform bounds. Solving the same system backward in time gives the inverse map, and uniqueness makes the two maps inverse. If B is also smooth in time, ∂tz=B(t,z) and the state-jet equations give every mixed time-state derivative by repeated chain rule.

Remarks

The proof uses no time derivatives of G for smoothness in the initial state. This is the form needed when a force is defined by integration against a narrowly continuous measure curve.

Depends on

Dependency tree · 2 levels

Sources