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A transversal return of a C¹ flow yields a local C¹ Poincaré map, with inverse given by the reversed crossing
Statement
Let , let be open, let be of class ( Euclidean maps and diffeomorphisms), and let be the local flow of (The local flow of an autonomous first-order system). Let and satisfy , and put . Let be open with , and let be with
thus the reference orbit meets the level set transversally at (time ) and again at (time ). Then there are open sets with and with , and functions
such that:
- for every , and there is an open interval with such that
- for every , and the map
is with , while
is with , for all , and for all ;
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is open in the relative topology of (Subspace topology: the traces of the open sets, its closed sets and its bases, the continuity of the inclusion, and the characteristic property of a map into a subspace), and is a diffeomorphism with inverse . The map is the local Poincaré return map associated with the crossing at . Here the portions of in and have the embedded section charts supplied below; no regularity of away from these neighbourhoods is required.
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If, in addition, for every , where the bar denotes closure in (Interior, closure, boundary, exterior, derived set and isolated point in a topological space), then can be chosen so that and for and . In this case is the local first-return map to : is its least positive hitting time. This explicit exclusion condition supplies persistence even when is not closed in .
Facts & Assumptions
Given: The open set , the field , its local flow , the reference data with , and the transversal function with the displayed properties.
is open in and is , with (The flow domain of a C¹ autonomous field is open and the flow is C¹ on it).
Composition law and inverse time: ; if and then and ; and implies with (The local flow is a partial one-parameter group: identity, composition and inverse-time laws).
Implicit function theorem: if is on an open set, and the partial derivative in the scalar variable at is nonzero, then near the zero set of is the graph of a unique function of the remaining variables, with the stated uniqueness for all points of a product neighbourhood (The Euclidean implicit function theorem with derivative formula).
The chain rule gives ; compositions of maps are ; differentiability conventions are those of total derivatives and Jacobians (The chain rule for total derivatives: , The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case, The total (Fréchet) derivative as the linear first-order approximation with remainder, Euclidean maps and diffeomorphisms).
Closed bounded real intervals are compact (Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line); continuous images of compact sets are compact, and open covers of compact sets have finite subcovers (The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset). A differentiable real function whose derivative has a fixed nonzero sign on an interval is strictly monotone by The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with . Closure is the smallest closed superset in the indicated subspace (Interior, closure, boundary, exterior, derived set and isolated point in a topological space).
Proof
By [F1] there are an open interval and an open set with with and (shrink if necessary, using that and continuity of ). Define , ; it is by [F1] and [F4], and
Apply [F3] to at : there are open containing , open containing and a unique function with such that for In particular for , which is the first part of clause 1.
Reverse-time construction. The field is on , and is its local flow on the reflected domain, because solves and every solution is a restriction of the corresponding maximal solution [F2]. Apply steps 1.1-2.1 to at the initial point and time : the reversed reference solution satisfies by [F2], and its crossing derivative is . Hence there are an open interval , an open set with and a function with such that Define , ; then is (composition of the map with , whose values lie in because ) and for every .
Define for . Then is as a composition of maps, and for every by step 2.1. Since , continuity of gives an open set with and .
Shrinking the two neighbourhoods. Choose an open set with , and ; this is possible because , and are continuous. Define Then is open (preimages of open sets under the continuous maps ) and contains : and by [F2]. By construction and , so restricting to and to gives the functions of clauses 1 and 2, with and both and mapping into (steps 2.1 and 2.2).
First inverse identity. Let and put and . Since and by [F2], we have ; the equivalence of step 2.2 with the pair therefore gives . Hence , so , and , so ; therefore . Thus , and for every .
Second inverse identity. Let and put (the value lies in by step 2.2). By [F2], , and because ; the equivalence of step 2.1 with the pair therefore gives . Hence .
Assume the additional exclusion in clause 4. Choose with sufficiently small that the reference paths for and lie in , and has a fixed nonzero sign on each of these two intervals. Continuity and compactness give an open neighbourhood of such that all these paths for remain in with the same respective signs. The compact middle path lies in the open set by the additional hypothesis. By openness of , continuity of and finite product-neighbourhood covers of the compact time intervals, further shrink so that and . Also shrink it so that .
Since , one has at each (). For , after permuting coordinates, [F3] makes near the graph of a function; its graph parametrization and coordinate projection are an embedded section chart. For , continuity of and give an interval on which has a fixed nonzero sign; the mean value theorem [F5] makes strictly monotone there, so in that interval is the singleton , a zero-dimensional section chart. Shrink into the chart near and shrink into the target chart near ; by continuity of shrink further so , then repeat the construction of in step 3.2. In dimensions , the chart coordinates of and are ambient coordinate projections composed with ambient maps, so both are ; for these maps are locally constant into the singleton charts. Their restrictions to the sections are therefore in the same charts. The inverse identities of steps 3.3--3.4 remain valid after these neighbourhood restrictions.
By steps 3.3 and 3.4, : if with , then , and ; conversely, if , then and step 3.4 gives . Since and are open in , the set is open in the relative topology of . On the maps and are inverse to each other by steps 3.3 and 3.4, and both are in the charts of step 4.1, so is a diffeomorphism with inverse . This proves clauses 2 and 3.
Repeat step 3.2 with , retaining its inverse identities and charts. For , the scalar function is strictly monotone on and vanishes at , hence has no zero for . The middle interval has no -hits by step 3.5. On the scalar function is strictly monotone and has its unique zero at ; thus it has no zero on . These intervals cover , and . This proves the first-return conclusion of clause 4, together with clauses 1-3 already proved.
Remarks
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The two transversality hypotheses are exactly what the two applications of the implicit function theorem use: at the forward crossing and at the crossing of the reversed reference orbit. If only the forward crossing were transversal, the return time would still exist as a function, but the construction of the inverse and hence of the local conjugacy of with the reversed flow would not be available.
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No periodicity of the reference orbit is assumed: need not equal . When is periodic of period and the section is transversal at , the map above is a local return map; it is a first-return map when the exclusion hypothesis of clause 4 holds, and every fixed point of corresponds to a periodic orbit of the flow through the section in the usual way; that correspondence is not needed in this batch.
Depends on
The flow domain of a C¹ autonomous field is open and the flow is C¹ on it
The local flow of an autonomous first-order system
The local flow is a partial one-parameter group: identity, composition and inverse-time laws
The Euclidean implicit function theorem with derivative formula
Subspace topology: the traces of the open sets, its closed sets and its bases, the continuity of the inclusion, and the characteristic property of a map into a subspace
Euclidean maps and diffeomorphisms
The total (Fréchet) derivative as the linear first-order approximation with remainder
The chain rule for total derivatives:
The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case
Interior, closure, boundary, exterior, derived set and isolated point in a topological space
Heine-Borel in : with the Euclidean metric a subset of is compact if and only if it is closed and bounded, and the proof by bisection uses no choice principle; the same holds on the real line
The image of a compact metric space under a continuous map is compact, and so is the image of any compact subset
The mean value theorem, as the case of Cauchy's: for continuous on with and differentiable on there is with
Dependency tree · 2 levels
Sources
- G. Teschl, Ordinary Differential Equations and Dynamical Systems (AMS Graduate Studies in Mathematics 140, online edition), Section 6.4, Lemma 6.9 and the Poincare map (6.25), printed pages 197-198
- J. Arino, MATH 8430 Fundamental Theory of Ordinary Differential Equations (University of Manitoba), Section 1.4 and Chapter 2 (flow differentiability and section maps), printed pages 32-40 and 76-90