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Smooth state flow for continuous-time smooth-state force fields
Statement
Let , let be a compact interval contained in an open interval , and let be continuous in time with jointly continuous state derivatives on for every integer . Assume that and each state derivative are bounded on for every integer . For initial data , the system
has a unique solution on all of . For each , the map is ; for every integer its th initial-state derivative is bounded uniformly over and all . Its inverse is the solution map from back to . If is jointly in on , then the flow is jointly 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.
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.
Gronwall's integral inequality with variable and constant coefficients: if a nonnegative continuous error satisfies with , then ; the time-reversed version holds for .
Proof
If , the only time is the prescribed initial time and the solution map is the identity, so the claims hold. Otherwise lift periodically to and write and . On every compact time interval and bounded state ball, is continuous, bounded and Lipschitz in state because is bounded. Thus [F1] gives unique local solutions. Along any such solution, if , then and for lifted positions. Hence a solution on a finite subinterval of 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 . Uniqueness on overlaps from [F1] gives one solution on all of .
Fix a compact subinterval and a base state . The bound on and [F2] give uniformly in for small . In the integral equations, set and Then . Uniform continuity of on the compact time interval and torus gives uniformly in . The linear integral equation has a unique solution by the same Picard iteration as [F1]. Subtracting it from the equation for , applying [F2], and using proves . Thus and it satisfies , . Since is bounded uniformly in state, [F2] also gives .
For each , the candidate -th state derivative satisfies the linear variational equation where are the blocks of and . The coefficient and all higher derivatives of are bounded uniformly in state. By induction, the forcing term is therefore bounded uniformly over initial states; [F2] gives a unique with a uniform finite-time bound. Applying the difference-quotient argument of step 1.2 to the equation for , using uniform continuity of each on the compact time interval and periodic state variable for , shows that this 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 is also smooth in time, and the state-jet equations give every mixed time-state derivative by repeated chain rule.
Remarks
The proof uses no time derivatives of for smoothness in the initial state. This is the form needed when a force is defined by integration against a narrowly continuous measure curve.