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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 n≥1, let U⊆Rn be open, let F:U→Rn be of class C1 (Ck Euclidean maps and diffeomorphisms), and let Φ:Ω→U be the local flow of x′=F(x) (The local flow of an autonomous first-order system). Let x0∈U and t0>0 satisfy (t0,x0)∈Ω, and put x1:=Φ(t0,x0). Let W⊆Rn be open with x0,x1∈W, and let h:W→R be C1 with

h(x0)=h(x1)=0,Dh(x0)F(x0)≠0,Dh(x1)F(x1)≠0;

thus the reference orbit meets the level set Σ:=h−1(0)∩W transversally at x0 (time 0) and again at x1 (time t0). Then there are open sets A⊆W with x0∈A and B⊆W with x1∈B, and C1 functions

τ:A→R,σ:B→R,τ(x0)=σ(x1)=t0,

such that:

  1. h(Φ(τ(x),x))=0 for every x∈A, and there is an open interval J∋t0 with A⊆W such that

h(Φ(t,x))=0, (t,x)∈J×A⟺t=τ(x);

  1. h(Φ(−σ(y),y))=0 for every y∈B, and the map

P:A⟶Σ,P(x):=Φ(τ(x),x),

is C1 with P(A∩Σ)⊆B, while

Q:B⟶Σ,Q(y):=Φ(−σ(y),y),

is C1 with Q(B∩Σ)⊆A, Q(P(x))=x for all x∈A∩Σ, and P(Q(y))=y for all y∈B∩Σ∩Q−1(A);

  1. P(A∩Σ)=B∩Σ∩Q−1(A) is open in the relative topology of Σ (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 P:A∩Σ→P(A∩Σ) is a C1 diffeomorphism with inverse Q∣P(A∩Σ). The map P is the local Poincaré return map associated with the crossing at t0. Here the portions of Σ in A and B have the embedded C1 section charts supplied below; no regularity of Σ away from these neighbourhoods is required.

  2. If, in addition, Φ(s,x0)∉Σ‾ U for every 0<s<t0, where the bar denotes closure in U (Interior, closure, boundary, exterior, derived set and isolated point in a topological space), then A,B can be chosen so that τ(x)>0 and Φ(s,x)∉Σ for x∈A∩Σ and 0<s<τ(x). In this case P is the local first-return map to Σ: τ(x) is its least positive hitting time. This explicit exclusion condition supplies persistence even when Σ is not closed in U.

Facts & Assumptions

Given: The open set U, the C1 field F, its local flow Φ, the reference data (t0,x0) with x1=Φ(t0,x0), and the transversal function h with the displayed properties.

[F1]

Ω is open in R×U and Φ:Ω→U is C1, with ∂tΦ(t,a)=F(Φ(t,a)) (The flow domain of a C¹ autonomous field is open and the flow is C¹ on it).

[F2]

Composition law and inverse time: Φ(0,a)=a; if (s,a)∈Ω and (t,Φ(s,a))∈Ω then (s+t,a)∈Ω and Φ(s+t,a)=Φ(t,Φ(s,a)); and (t,a)∈Ω implies (−t,Φ(t,a))∈Ω with Φ(−t,Φ(t,a))=a (The local flow is a partial one-parameter group: identity, composition and inverse-time laws).

[F3]

Implicit function theorem: if G is C1 on an open set, G(t0,x0)=0 and the partial derivative in the scalar variable at (t0,x0) is nonzero, then near (t0,x0) the zero set of G is the graph of a unique C1 function of the remaining variables, with the stated uniqueness for all points of a product neighbourhood (The Euclidean implicit function theorem with derivative formula).

[F4]

The chain rule gives ∂t(h(Φ(t,x)))=Dh(Φ(t,x))(∂tΦ(t,x))=Dh(Φ(t,x))F(Φ(t,x)); compositions of C1 maps are C1; differentiability conventions are those of total derivatives and Jacobians (The chain rule for total derivatives: D(g∘f)(a)=Dg(f(a))∘Df(a), The Jacobian matrix of partial derivatives and the gradient in the scalar-valued case, The total (Fréchet) derivative Df(a) as the linear first-order approximation with o(∥h∥2) remainder, Ck Euclidean maps and diffeomorphisms).

Proof

technique · direct; apply the implicit function theorem to the scalar function $(t,x)\mapsto h(\Phi(t,x))$ at both crossings of the section
1.1givenF1F4algebra

By [F1] there are an open interval J0∋t0 and an open set A0⊆W with x0∈A0 with J0×A0⊆Ω and Φ(J0×A0)⊆W (shrink A0 if necessary, using that Φ(t0,x0)=x1∈W and continuity of Φ). Define G:J0×A0→R, G(t,x):=h(Φ(t,x)); it is C1 by [F1] and [F4], and G(t0,x0)=h(x1)=0,∂tG(t0,x0)=Dh(x1)F(x1)≠0.

2.1step 1.1F1F3

Apply [F3] to G at (t0,x0): there are open J1⊆J0 containing t0, open A1⊆A0 containing x0 and a unique C1 function τ:A1→J1 with τ(x0)=t0 such that for (t,x)∈J1×A1 h(Φ(t,x))=0⟺t=τ(x). In particular h(Φ(τ(x),x))=0 for x∈A1, which is the first part of clause 1.

2.2step 1.12.1F1F2F3

Reverse-time construction. The field −F is C1 on U, and Ψ(t,y):=Φ(−t,y) is its local flow on the reflected domain, because s↦Φ(−s,y) solves y′=−F(y) and every solution is a restriction of the corresponding maximal solution [F2]. Apply steps 1.1-2.1 to −F at the initial point x1 and time t0: the reversed reference solution satisfies Ψ(t0,x1)=Φ(−t0,x1)=x0 by [F2], and its crossing derivative is ∂t(h(Ψ(t,y)))∣(t0,x1)=Dh(x0)(−F(x0))≠0. Hence there are an open interval J2∋t0, an open set B0⊆W with x1∈B0 and a C1 function σ:B0→J2 with σ(x1)=t0 such that h(Φ(−t,y))=0, (t,y)∈J2×B0⟺t=σ(y). Define Q:B0→Σ, Q(y):=Φ(−σ(y),y); then Q is C1 (composition of the C1 map (t,y)↦Φ(t,y) with y↦(−σ(y),y), whose values lie in Ω because σ(y)∈J2) and h(Q(y))=0 for every y∈B0.

3.1step 2.1F1F4

Define P(x):=Φ(τ(x),x) for x∈A1. Then P is C1 as a composition of C1 maps, and P(x)∈Σ for every x∈A1 by step 2.1. Since P(x0)=x1, continuity of P gives an open set A2⊆A1 with x0∈A2 and P(A2)⊆W.

3.2step 2.13.12.2F1F2F4

Shrinking the two neighbourhoods. Choose an open set A⊆A2 with x0∈A, τ(A)⊆J2 and P(A)⊆B0; this is possible because τ(x0)=t0∈J2, P(x0)=x1∈B0 and τ,P are continuous. Define B:=B0∩σ−1(J1)∩Q−1(A). Then B is open (preimages of open sets under the continuous maps σ,Q) and contains x1: σ(x1)=t0∈J1 and Q(x1)=Φ(−t0,x1)=x0∈A by [F2]. By construction Q(B)⊆A and σ(B)⊆J1, so restricting τ to A and σ to B gives the C1 functions of clauses 1 and 2, with P:A→Σ and Q:B→Σ both C1 and mapping into Σ (steps 2.1 and 2.2).

3.3step 2.13.12.23.2F2F3

First inverse identity. Let x∈A∩Σ and put y:=P(x)∈B0 and s:=τ(x)∈J2. Since h(x)=0 and Φ(−s,y)=Φ(−τ(x),Φ(τ(x),x))=x by [F2], we have h(Φ(−s,y))=0; the equivalence of step 2.2 with the pair (s,y)∈J2×B0 therefore gives σ(y)=s=τ(x). Hence σ(y)=τ(x)∈J1, so y∈σ−1(J1), and Q(y)=Φ(−σ(y),y)=Φ(−τ(x),y)=x∈A, so y∈Q−1(A); therefore y∈B. Thus P(A∩Σ)⊆B, and Q(P(x))=Φ(−σ(y),y)=x for every x∈A∩Σ.

3.4step 2.12.23.2F2F3

Second inverse identity. Let y∈B∩Σ∩Q−1(A) and put x:=Q(y)∈A∩Σ (the value lies in Σ by step 2.2). By [F2], Φ(σ(y),x)=Φ(σ(y),Φ(−σ(y),y))=y, and h(y)=0 because y∈Σ; the equivalence of step 2.1 with the pair (σ(y),x)∈J1×A1 therefore gives σ(y)=τ(x). Hence P(Q(y))=Φ(τ(x),x)=Φ(σ(y),x)=y.

3.5givenF1F4F5step 2.1choose

Assume the additional exclusion in clause 4. Choose ε>0 with 3ε<t0 sufficiently small that the reference paths for 0≤s≤ε and t0−2ε≤s≤t0+2ε lie in W, and Dh(Φ(s,x0))F(Φ(s,x0)) has a fixed nonzero sign on each of these two intervals. Continuity and compactness give an open neighbourhood A3 of x0 such that all these paths for x∈A3 remain in W with the same respective signs. The compact middle path K={Φ(s,x0):ε≤s≤t0−ε} lies in the open set U∖Σ‾ U by the additional hypothesis. By openness of Ω, continuity of Φ and finite product-neighbourhood covers of the compact time intervals, further shrink A3 so that [0,t0+2ε]×A3⊆Ω and Φ([ε,t0−ε]×A3)⊆U∖Σ‾ U. Also shrink it so that ∣τ(x)−t0∣<ε.

4.1givenF3F4F5step 3.2

Since Dh(xi)F(xi)≠0, one has Dh(xi)≠0 at each xi (i=0,1). For n≥2, after permuting coordinates, [F3] makes Σ near xi the graph xn=fi(x1,…,xn−1) of a C1 function; its graph parametrization and coordinate projection are an embedded section chart. For n=1, continuity of h′ and h′(xi)≠0 give an interval on which h′ has a fixed nonzero sign; the mean value theorem [F5] makes h strictly monotone there, so Σ in that interval is the singleton {xi}, a zero-dimensional section chart. Shrink A into the chart near x0 and shrink B0 into the target chart near x1; by continuity of P shrink A further so P(A)⊆B0, then repeat the construction of B in step 3.2. In dimensions n≥2, the chart coordinates of P:A→Σ and Q:B→Σ are ambient coordinate projections composed with ambient C1 maps, so both are C1; for n=1 these maps are locally constant into the singleton charts. Their restrictions to the sections are therefore C1 in the same charts. The inverse identities of steps 3.3--3.4 remain valid after these neighbourhood restrictions.

5.1step 3.13.23.33.44.1F1F4

By steps 3.3 and 3.4, P(A∩Σ)=B∩Σ∩Q−1(A): if y=P(x) with x∈A∩Σ, then y∈B, y∈Σ and Q(y)=x∈A; conversely, if y∈B∩Σ∩Q−1(A), then x:=Q(y)∈A∩Σ and step 3.4 gives P(x)=y. Since B and Q−1(A) are open in Rn, the set B∩Σ∩Q−1(A) is open in the relative topology of Σ. On P(A∩Σ) the maps P and Q are inverse to each other by steps 3.3 and 3.4, and both are C1 in the charts of step 4.1, so P:A∩Σ→P(A∩Σ) is a C1 diffeomorphism with inverse Q∣P(A∩Σ). This proves clauses 2 and 3.

6.1step 3.53.23.33.45.1F4F5∎

Repeat step 3.2 with A⊆A3, retaining its inverse identities and charts. For x∈A∩Σ, the scalar function s↦h(Φ(s,x)) is strictly monotone on [0,ε] and vanishes at 0, hence has no zero for 0<s≤ε. The middle interval has no Σ-hits by step 3.5. On [t0−2ε,t0+2ε] the scalar function is strictly monotone and has its unique zero at τ(x); thus it has no zero on [t0−ε,τ(x)). These intervals cover (0,τ(x)), and τ(x)>t0−ε>0. This proves the first-return conclusion of clause 4, together with clauses 1-3 already proved.

Remarks

  • The two transversality hypotheses are exactly what the two applications of the implicit function theorem use: Dh(x1)F(x1)≠0 at the forward crossing and Dh(x0)F(x0)≠0 at the crossing of the reversed reference orbit. If only the forward crossing were transversal, the return time τ would still exist as a C1 function, but the construction of the inverse and hence of the local conjugacy of P with the reversed flow would not be available.

  • No periodicity of the reference orbit is assumed: x1 need not equal x0. When x0 is periodic of period t0 and the section is transversal at x0, the map P 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 P 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

Dependency tree · 2 levels

Sources