Floquet growth rate Created 2026-10-06 Updated 2026-10-14
The Floquet growth rate measures the exponential trend of a periodic linear differential equation over many coefficient periods. A Floquet multiplier measures the factor per period ; the corresponding rate per unit time is
where is a Floquet exponent. Taking the real part removes the ambiguity in the complex logarithm.
For the scalar example under periodic solution, and the Floquet growth rate is , independently of . Indeed,
The instantaneous logarithmic derivative keeps oscillating even though its average over complete periods is exactly . Sampling at the same phase in each period removes the modulation altogether: .
Figure 1.
The multiplier gives a factor per period and its logarithm gives a rate per unit time
. Left: sampling at , , gives ; straight lines on the logarithmic scale have slopes per period. Right: the instantaneous logarithmic derivatives oscillate around the constant long-term rates . Details.
For the general finite-dimensional homogeneous linear differential equation , assume that is continuous on the real line and -periodic, with . Normalize its fundamental matrix by and set . The maximal asymptotic exponential rate, using any induced matrix norm, is
Here is the spectral radius, are the Floquet multipliers, and invertibility gives . This concerns growth of the solution operator; it does not say that every initial condition attains the maximum.[ref]
To prove the formula, write with . Periodicity and uniqueness give
Both and have uniformly bounded matrix norms on a period. Consequently differs from by at most fixed multiplicative factors. The spectral radius formula gives , proving the claimed limit without choosing a matrix logarithm.
For a particular nonzero initial condition , decompose into the generalized eigenspaces of over the complex numbers. The rate of is the largest among components that are nonzero. Generic data have a component in the dominant generalized eigenspaces and attain ; data contained in the sum of the subdominant generalized eigenspaces have a smaller rate. For example, with , the maximal rate is , while decays at rate . These invariant subspaces describe initial data at phase zero. Their transported versions can vary with time and satisfy .
A negative Floquet growth rate allows temporary amplification. For the constant non-normal matrix
the initial condition has Euclidean norm , which rises from to about at before eventually decaying. Its exponential rate is still : the Jordan block contributes a polynomial factor, whose logarithm divided by tends to zero. At a unit-modulus Floquet multiplier, such polynomial growth can even be unbounded with zero exponential rate; gives . Thus zero Floquet growth rate alone proves neither boundedness nor a periodic solution.
For , polar coordinates give and ; the remaining amplitude equation is . Interpret in the original complex coordinate, where the phase is undefined.
If , put . The full equilibrium points are . Their eigenvalues are
Thus is stable for and has a two-dimensional unstable manifold for . The point has a one-dimensional unstable manifold for and is repelling for . On they merge in a saddle-node bifurcation; the simultaneous zero and imaginary eigenvalues at give a fold-Hopf bifurcation.
A steady positive amplitude represents a full periodic orbit, not a full equilibrium. Solving the amplitude equations gives
It exists in the wedge . The transverse amplitude Jacobian matrix has characteristic polynomial . Its two transverse Floquet exponents have negative real part for and positive real part for ; the phase direction supplies the neutral Floquet multiplier one.
The wedge boundaries are Hopf bifurcations at from and from . The left branch is supercritical, producing a stable periodic orbit as loses stability; the right branch is subcritical in the oscillatory subspace, with an unstable periodic orbit on the side where the transverse complex pair of is stable. The real unstable direction of persists throughout. There are no full equilibrium points when , and then excludes a local periodic orbit. The right panel of the bifurcation diagram in part 1(b) shows the primary curves and the perturbed global curve calculated below.