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A positive transverse Hessian gives an open nonsynchronous basin

Statement

Assume countable choice. Let U be a smooth real potential on a finite flat phase torus TV, invariant under simultaneous rotations, and let q be an equilibrium of its negative gradient flow. If its Hessian is positive on 1⊥ and its rotation orbit contains no all-equal phase configuration, that orbit attracts a nonempty open set of initial phases. This set has positive normalized phase volume. Therefore the flow does not converge to the synchronous set for almost every initial phase. Positive transverse Hessian means xTHx>0 for every nonzero real x with ∑vxv=0.

Facts & Assumptions

[F1]

Smooth negative gradient trajectories on the phase torus exist uniquely for all real times under countable choice, by Gradient trajectories and complete compact phase dynamics and The Axiom of Countable Choice (AC_ω).

[F2]

Rotation and relative phase conventions are those of Diagonal phase rotations and relative-phase coordinates.

[F3]

Every nonempty open phase set has positive phase volume, and almost-everywhere assertions mean outside a phase-null set, by Normalized phase volume and almost-everywhere assertions.

[F4]

In angular Euclidean charts the Hessian is the matrix of second partial derivatives, and a critical point has zero gradient (The Hessian matrix and critical points of a scalar field). Continuous second partial derivatives commute, so the Hessian of the smooth potential is symmetric at every chart point, without a local-minimum assumption (Clairaut--Schwarz theorem for continuous second partial derivatives).

[F5]

A self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis (Real spectral theorem: a self-adjoint endomorphism of a finite-dimensional real inner product space has an orthonormal eigenbasis).

[F6]

Continuous partial derivatives give total differentiability with the Jacobian as derivative (If all partial derivatives exist on a neighbourhood and are continuous at a point, then the map is totally differentiable there with Jacobian derivative); total derivatives obey the chain rule (The chain rule for total derivatives: D(g∘ f)(a)=Dg(f(a))∘ Df(a)). Scalar sums, products, powers and compositions obey the usual derivative rules (Sum, product, quotient, and chain rules from difference quotients).

[F7]

For a continuously differentiable scalar function on an open interval containing [a,b], f(b)−f(a)=∫abf′(s) ds (The fundamental theorem of calculus and integration by parts). Pointwise bounds on an integrable function bound its integral by the same constants times b−a for a<b (If f ≤ g on [a,b] and both are integrable then ∫ₐᵇ f ≤ ∫ₐᵇ g; and m(b-a) ≤ ∫ₐᵇ f ≤ M(b-a)).

[F8]

The exponential is smooth with derivative itself (The exponential function is smooth and (exp)'=exp), is positive with e−x=1/ex (The exponential is positive and satisfies exp(-x)=1/exp(x)), and tends to zero as its argument tends to negative infinity (The exponential tends to +∞ at +∞ and to 0 at -∞).

Proof

Given: The torus, invariant potential and nonsynchronous equilibrium q with a positive transverse Hessian.

Goal: Produce an open positive-volume set converging to nonsynchronous rotations of q.

1.1givenF1F2F4F5F6algebra

Choose real representatives of q in an angular chart and put n=∣V∣ and E=1⊥. Differentiating U(θ+c1)=U(θ) in c and in the coordinates of θ, using [F6], gives 1T∇U(θ)=0 and ∇U(θ+c1)=∇U(θ). Differentiating the latter identity in c gives H1=0. By [F4], H is symmetric, so 1THx=(H1)Tx=0 for x∈E: its restriction to E is a self-adjoint endomorphism. The nonsynchrony hypothesis excludes n=1, so E has positive dimension. By [F5], choose an orthonormal eigenbasis of this restriction. Every eigenvalue is positive by the assumed positive quadratic form; let m>0 be their minimum. Expansion in this basis gives xTHx≥m∥x∥2 for x∈E.

2.1givenF4F6F7step 1.1algebra

Continuity of the Hessian gives r>0 such that for ∥z∥≤r, all entries of A(z)=∇2U(q+z)−H have absolute value less than m/(2n) and these points lie in the chosen chart. Indeed, ∣xTA(z)x∣≤max⁡i,j∣A(z)ij∣(∑i∣xi∣)2≤nmax⁡i,j∣A(z)ij∣∥x∥2; the last inequality follows by expanding ∑i<j(∣xi∣−∣xj∣)2≥0. Thus xT∇2U(q+z)x≥(m/2)∥x∥2 for x∈E. For y∈E with ∥y∥<r, the scalar function s↦yT∇U(q+sy) is continuously differentiable on an open interval containing [0,1], by smoothness and [F6]. Its derivative is yT∇2U(q+sy)y, and its value at zero is zero because q is an equilibrium. Applying both parts of [F7] yields yT∇U(q+y)=∫01yT∇2U(q+sy)y ds≥(m/2)∥y∥2.

3.1F1F2F6F7F8step 1.1step 2.1algebra

Shrink r if necessary and choose δ>0 so that the closed cylinder q+c1+y, ∣c∣≤δ, y∈E, ∥y∥≤r, lies inside the angular chart. A solution initially q+c1+y0 with ∣c∣<δ and ∥y0∥<r has constant mean coordinate c and satisfies y˙=−∇U(q+y) by the rotation identities in step 1.1. As long as it stays in the ball, step 2.1 and [F6] give d∥y∥2/dt≤−m∥y∥2. By [F6] and [F8], g(t)=emt∥y(t)∥2 has g′(t)≤0. On any such interval [0,t], [F7] gives g(t)−g(0)=∫0tg′(s) ds≤0; hence ∥y(t)∥2≤e−mt∥y0∥2. Since emt has positive derivative and e0=1 (the reciprocal identity at zero and positivity in [F8]), [F7] also gives emt≥1 for t≥0. Thus the estimate prevents a first exit from the ball by continuity. The closed cylinder stays inside the chart, and the complete flow in [F1] continues this estimate for all positive times. Finally [F8] gives y(t)→0, so the trajectory converges to Rcq.

4.1F2F3step 3.1construct∎

Allowing c to range over (−δ,δ) and y0 over a smaller open ball in E gives a nonempty open set in the angular chart: R1⊕E=RV, with continuous inverse coordinates c=n−1∑v(θv−qv) and y=θ−q−c1. Step 3.1 makes each such solution converge to a rotation of q. No such limit is synchronous by hypothesis. The synchronous set is closed, being the zero fibre of the continuous relative-phase map in [F2]; an open metric ball about each nonsynchronous limit is therefore disjoint from that set. Convergence to this limit prevents the solution from approaching the synchronous set. By [F3] the open initial set has positive phase volume and cannot be contained in a phase-null exception set. This rules out almost-everywhere synchronous convergence.

Source notes

This locally proves the dynamical implication invoked in Canale, Section II.B, p. 6. The source supplies attribution for the Kuramoto case; the smooth-potential attraction argument here uses the declared mathematical suppliers. It establishes an open basin for the rotation orbit, rather than for one prescribed equilibrium point.

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External dependencies

Eduardo A. Canale, From weighted to unweighted graphs in Synchronizing Graph Theory, arXiv:2209.06362v3 · Section II.B, printed p. 6 (PDF page 6), paragraph beginning "One way to see"

For the homogeneous Kuramoto flow, a nonsynchronous equilibrium whose potential Hessian has precisely the rotation zero mode and otherwise positive eigenvalues obstructs synchronization from almost every initial condition.

Hypotheses: A finite weighted graph with the homogeneous Kuramoto negative-gradient flow and its rotation-invariant cosine-difference potential; the equilibrium is not a consensus and the transverse Hessian is positive.

Reading limits: Checked Section II.B, printed pp. 5–6, for this attribution only. The smooth-potential generalization and its attraction argument below are local deductions, not an imported theorem or a reconstruction of the rest of Canale's paper.

Sources