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Local flows by a contraction argument
Statement
Let be open, , let have continuous first partial derivatives, and fix . There are and a map such that for each , is , satisfies and on , and is the unique such solution that stays in . The dependence on the initial point is locally Lipschitz, and the local flow law holds whenever the displayed maps are defined in the chosen neighborhood.
Facts & Assumptions
Given: The Euclidean norm on , an open , a vector field with continuous first partial derivatives, and .
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.
On a convex open set, a uniform bound implies : on a convex open set, a uniform bound on the derivative operator norm gives the corresponding Lipschitz bound.
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion: every continuous real component on a compact interval is Riemann integrable.
Newton–Leibniz needs only continuity on , differentiability on , 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.
and for with the Euclidean metric are complete, componentwise from the Cauchy criterion in : every Cauchy sequence in with its Euclidean norm has a limit in .
Proof
Given: as in the Statement; use the componentwise Riemann integral for continuous -valued functions.
By openness choose with . Continuity of and at gives finite bounding on and on . By [F1] is totally differentiable there, and [F2] applied to the convex ball gives for .
Choose with and , and let with the supremum norm. It is complete: for a supremum-Cauchy sequence , [F5] gives the pointwise limit ; the supremum-Cauchy estimate, passed to that pointwise limit, gives uniform convergence to . The limit is continuous: given and , choose with , then continuity gives such that whenever ; the triangle inequality yields . Also for every , since this Euclidean ball is closed and each lies in it. Thus . For define . The integrand is continuous and hence integrable by [F3]. Then maps into itself, since , and is a contraction with constant at most .
Starting at the constant curve , iterate . If , then ; the geometric tail bound makes uniformly Cauchy. Its limit is a fixed point by the contraction bound. Any two fixed points have distance at most times that distance, so they coincide.
For , continuity and [F3] make every component Riemann integrable. At an interior , the difference quotient of differs from by at most , which tends to zero by continuity; thus . Conversely any solution staying in the ball satisfies the fixed-point equation by [F4], so uniqueness of the fixed point is uniqueness of the IVP.
If lie in , subtract their fixed-point equations from step 3.1 and take suprema to obtain . Since , division gives the local Lipschitz estimate .
Whenever the compositions remain in the chosen ball, both and solve the same IVP at , with initial value . Uniqueness from step 4.1 gives the local flow law; setting gives the local inverse relation.
Depends on
If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative
On a convex open set, a uniform bound implies
A continuous function on is Riemann integrable, by Heine-Cantor and Riemann's criterion
Newton–Leibniz needs only continuity on , differentiability on , and a Riemann-integrable extension of the interior derivative
and for with the Euclidean metric are complete, componentwise from the Cauchy criterion in