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Local flows by a contraction argument

Statement

Let U⊆Rm be open, m≥1, let X:U→Rm have continuous first partial derivatives, and fix q0∈U. There are r,δ>0 and a map ϕ:[−δ,δ]×B‾(q0,r/2)→B‾(q0,r) such that for each p∈B‾(q0,r/2), t↦ϕ(t,p) is C1, satisfies ϕ(0,p)=p and ∂tϕ(t,p)=X(ϕ(t,p)) on (−δ,δ), and is the unique such solution that stays in B‾(q0,r). The dependence on the initial point is locally Lipschitz, and the local flow law ϕ(t,ϕ(s,p))=ϕ(t+s,p) holds whenever the displayed maps are defined in the chosen neighborhood.

Facts & Assumptions

Given: The Euclidean norm on Rm, an open U, a vector field with continuous first partial derivatives, and q0∈U.

[F1]

If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative: continuous partial derivatives on an open neighborhood imply total differentiability there, with derivative the Jacobian.

[F3]

A continuous function on [a,b] is Riemann integrable, by Heine-Cantor and Riemann's criterion: every continuous real component on a compact interval is Riemann integrable.

[F4]

Newton–Leibniz needs only continuity on [a,b], differentiability on (a,b), and a Riemann-integrable extension of the interior derivative: if a continuous function on a closed interval has a Riemann-integrable interior derivative, its integral is the endpoint increment.

[F5]

R and Rn for n≥1 with the Euclidean metric are complete, componentwise from the Cauchy criterion in R: every Cauchy sequence in Rm with its Euclidean norm has a limit in Rm.

Proof

Given: U,X,q0 as in the Statement; use the componentwise Riemann integral for continuous Rm-valued functions.

1.1givenF1F2

By openness choose R>0 with B‾(q0,2R)⊂U. Continuity of X and DX at q0 gives finite M,L≥0 bounding ∥X∥ on B‾(q0,R) and ∥DX∥ on B(q0,2R). By [F1] X is totally differentiable there, and [F2] applied to the convex ball B(q0,2R) gives ∥X(u)−X(v)∥≤L∥u−v∥ for u,v∈B‾(q0,R).

2.1step 1.1F2F3F5construct

Choose δ>0 with Mδ≤R/2 and Lδ<1, and let C:={γ∈C([−δ,δ],Rm):γ(t)∈B‾(q0,R) for every t} with the supremum norm. It is complete: for a supremum-Cauchy sequence (γk), [F5] gives the pointwise limit γ(t)∈Rm; the supremum-Cauchy estimate, passed to that pointwise limit, gives uniform convergence to γ. The limit is continuous: given ε>0 and t0, choose k with ∥γk−γ∥∞<ε/3, then continuity gives ρ>0 such that ∥γk(t)−γk(t0)∥<ε/3 whenever ∣t−t0∣<ρ; the triangle inequality yields ∥γ(t)−γ(t0)∥<ε. Also γ(t)∈B‾(q0,R) for every t, since this Euclidean ball is closed and each γk(t) lies in it. Thus γ∈C. For p∈B‾(q0,R/2) define Tpγ(t):=p+∫0tX(γ(s)) ds. The integrand is continuous and hence integrable by [F3]. Then Tp maps C into itself, since ∥Tpγ(t)−q0∥≤∥p−q0∥+M∣t∣≤R, and is a contraction with constant at most Lδ.

3.1step 2.1algebraconstruct

Starting at the constant curve γ0(t)=p, iterate γk+1=Tpγk. If κ=Lδ<1, then ∥γk+1−γk∥∞≤κk∥γ1−γ0∥∞; the geometric tail bound makes (γk) uniformly Cauchy. Its limit ϕ(⋅,p)∈C is a fixed point by the contraction bound. Any two fixed points have distance at most κ times that distance, so they coincide.

4.1step 3.1F3F4

For g(s)=X(ϕ(s,p)), continuity and [F3] make every component Riemann integrable. At an interior t, the difference quotient of ϕ(t,p)=p+∫0tg(s) ds differs from g(t) by at most sup⁡∣s−t∣≤∣h∣∥g(s)−g(t)∥, which tends to zero by continuity; thus ∂tϕ=X(ϕ). Conversely any C1 solution staying in the ball satisfies the fixed-point equation by [F4], so uniqueness of the fixed point is uniqueness of the IVP.

4.2step 2.1step 3.1F2algebra

If p,p′ lie in B‾(q0,R/2), subtract their fixed-point equations from step 3.1 and take suprema to obtain ∥ϕ(⋅,p)−ϕ(⋅,p′)∥∞≤∥p−p′∥+Lδ∥ϕ(⋅,p)−ϕ(⋅,p′)∥∞. Since Lδ<1, division gives the local Lipschitz estimate (1−Lδ)−1∥p−p′∥.

5.1step 4.1algebra∎

Whenever the compositions remain in the chosen ball, both t↦ϕ(t+s,p) and t↦ϕ(t,ϕ(s,p)) solve the same IVP at t=0, with initial value ϕ(s,p). Uniqueness from step 4.1 gives the local flow law; setting t=−s gives the local inverse relation.

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