Characteristic flow map ($Z_{s,t}$)

The characteristic flow map $Z_{s,t}(x)$ is the point reached at time $t$ by the characteristic curve that passes through $x$ at time $s$. Whenever the flow is invertible, transport solutions pull their initial data back by $Z_{0,t}^{-1}$.

The Jacobian determinant of a differentiable characteristic flow map measures its change of volume. The variational equation and the Liouville formula for a fundamental matrix give the displayed formula for a complete smooth field $b$. For kinetic advection with $b=(v,F)$, its divergence is ${\nabla }_v\cdot F$. A zero divergence preserves phase-space Lebesgue measure.

If $F\in C^1(\mathbb{R}\times {\mathbb{R}}^d)$ and $|F(t,x)|\le K(1+|x|)$, every characteristic curve is defined for all real time. The Gronwall inequality bounds $1+|X(t)|$ on each bounded time interval, so local ordinary differential equation existence cannot terminate through escape to infinity. Uniqueness and the variational equation give a global $C^1$ spatial flow diffeomorphism, with Jacobian $J>0$ satisfying $J_t=(\mathrm{div}F)(t,X)J$.