Floquet exponent 2026-10-14
For a Floquet multiplier of a period- linear variational equation, a Floquet exponent is any logarithmic rate satisfying the displayed relation. Its real part is uniquely , while its imaginary part is defined modulo . Negative transverse real parts give local attraction to a periodic orbit; the autonomous phase direction has multiplier one and exponent zero. Constant-coefficient amplitude equations supply exponents directly as the eigenvalues of their Jacobian matrix.
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.
Floquet multiplier Created 2026-09-24 Updated 2026-10-14
A Floquet multiplier is an eigenvalue of a one-period linear evolution map. For a homogeneous linear differential equation with continuous coefficients of period , this map is the monodromy matrix of a periodic linear system . If for a nonzero eigenvector , the associated solution of a differential equation with satisfies . Its exponential rate is , the corresponding Floquet growth rate. A Floquet multiplier equal to one gives a -periodic solution in that eigenvector direction; a nontrivial Jordan block at a unit-modulus Floquet multiplier can still produce polynomial growth.
For a nonlinear periodic orbit, the Floquet multipliers are eigenvalues of the one-period map of its variational equation. A nonconstant periodic orbit of a smooth autonomous differential equation has a Floquet multiplier equal to one in its tangent direction: differentiating the solution of a differential equation with respect to its starting phase gives a periodic solution of the variational equation. The derivative of a transverse Poincaré map removes this phase direction and retains the transverse Floquet multipliers. Transverse Floquet multipliers strictly inside the unit circle give local attraction, while one outside gives instability; a transverse Floquet multiplier on the unit circle requires further analysis. For a planar periodic orbit, the transverse Floquet multiplier is given by the divergence test for a planar periodic orbit.
Floquet theory 2026-10-06
For a continuous periodic coefficient matrix , a fundamental matrix for , normalized by , obeys . The invertible matrix has a complex matrix logarithm; set and . Since commutes with , direct substitution gives and proves the factorization. A real logarithm is not required for this complex representation.
The eigenvalues of are Floquet multipliers. All solutions are bounded for forward time when every multiplier has modulus at most one and those on the unit circle have no nontrivial Jordan blocks. In a real undamped second-order scalar equation with no first-derivative term, the monodromy determinant is one. Distinct conjugate unit-modulus multipliers give bounded solutions; a nontrivial Jordan block at multiplier or gives an unbounded second solution even when one periodic or antiperiodic solution exists.
For , , the circle has normal Floquet multiplier and is attracting. Inside it, satisfies . The solution through has on one interval with . The corresponding radius is a homoclinic orbit to the origin. Near its returning endpoint , so the approach takes infinite physical time. Comparison for the scalar angular equation shows that smaller radii inside this loop approach the origin, whereas all positive radii outside it approach the circle. The origin is therefore not Lyapunov stable despite attracting an open set.
For an autonomous ordinary differential equation, the tangent to a periodic orbit gives a unit Floquet multiplier. A hyperbolic attracting cycle has that multiplier simple and all transverse multipliers strictly inside the unit disk. Thus the periodic variational operator has a one-dimensional null space spanned by the tangent. Nonlinear asymptotic attraction without hyperbolicity does not suffice: , attracts to a unit-period circle but its radial variational equation is neutral.
Liouville formula for a fundamental matrix Created 2026-10-06 Updated 2026-10-14
If and , differentiation of the determinant gives . For a planar periodic orbit this gives the nontrivial Floquet multiplier, since the tangent multiplier is one.
Monodromy matrix of a periodic linear system Created 2026-10-06 Updated 2026-10-14
For the homogeneous linear differential equation with continuous coefficient matrix of period , the monodromy matrix of a periodic linear system is the one-period map from to . If is any fundamental matrix,
Its eigenvalues are the Floquet multipliers. Multipliers are nonzero, since a fundamental matrix is invertible. Changing the starting phase conjugates , so the Floquet multipliers and Jordan blocks are independent of that choice.[ref]
This turns a continuous-time problem into repeated matrix multiplication:
If , the associated solution of a differential equation obeys at every time, not merely at the sampled times. In particular, gives a nonzero -periodic solution, and every nonzero -periodic solution arises this way. If , the state changes sign after one period and repeats after two. A unit-modulus Floquet multiplier different from need not give repetition after one period, and a generalized eigenvector in a nontrivial Jordan block need not even give bounded motion.
For the scalar example under periodic solution, is the one-by-one matrix . Numerically solving a matrix problem uses the same idea: integrate one initial value problem for each column of through one period, then compute the eigenvalues of . This is useful when an explicit solution of a differential equation is unavailable: one period determines the Floquet growth rate over arbitrarily many periods.
For piecewise constant coefficients, which are also covered by the one-period construction, is the time-ordered product of the segment matrix exponentials, with the earliest segment on the right. For example, take period and alternate
Since ,
Replacing the coefficient by its mean would instead give and the incorrect rate . The matrices do not commute. The scalar mean-coefficient formula therefore cannot simply be transferred to matrix systems. Nevertheless the Liouville formula for a fundamental matrix gives the correct determinant even in the noncommuting case:
In the example, this is ; it fixes the product of the Floquet multipliers, rather than either multiplier separately.
In Sur les équations différentielles linéaires à coefficients périodiques (1883), Gaston Floquet calls a function satisfying periodic of the second kind, and distinguishes the genuinely periodic function obtained when . This historical terminology captures precisely the difference between repetition of the coefficient and repetition of the state.[ref]
A Neimark–Sacker bifurcation of a smooth planar map occurs when a simple complex-conjugate pair of fixed-point Floquet multipliers crosses the unit circle away from low-order resonances. If its radial normal form is with , a small invariant closed curve has . For it appears on , where the fixed point has become unstable, and its radial Floquet multiplier is , so the bifurcation is supercritical. For the curve lies on and is unstable, giving a subcritical bifurcation. Area-preserving maps have a vanishing cubic radial drift at an elliptic point and do not meet this dissipative nondegeneracy condition.
With , , the multiscale chain rule gives . Expanding gives at order one
At order , moving the linearized reference dynamics to the left gives
The component sum runs over the state variables; the source uses in its first displayed sum and later. All functions for the solvability calculation are periodic in with period one.
Differentiating the autonomous cycle equation gives , so lies in the periodic null space of . For a hyperbolic attracting limit cycle, its tangent direction has Floquet multiplier one and every transverse multiplier has modulus below one. Hence it is the only periodic direction, proving the required one-dimensional null space.
Strictly, mere nonlinear stability does not ensure this spectral assertion. In polar coordinates , has an attracting unit-period cycle but neutral radial linearization at , supplying a second periodic solution of the variational equation. Thus the intended phase reduction assumes the usual simple unit Floquet multiplier, or equivalently hyperbolic transverse attraction; this assumption is made explicit here.
We count periodic orbits whose trajectories remain near the two specified homoclinic orbits; the local hypotheses impose no bound on unrelated distant cycles. Choose the return domain small enough that and are less than one. Each admissible return branch is then a contraction mapping.
A right-lobe periodic orbit is a fixed point with and . For small amplitudes it exists exactly when , and . Similarly, a left-lobe periodic orbit has , , , and exists for . Their Floquet multipliers tend to zero, so both are attracting.
A period-two orbit of the section map corresponds to one flow periodic orbit traversing both lobes. Write its states as and . Its positive amplitudes satisfy
The two-step derivative is , again tending to zero. The asymmetric planar gluing return map therefore gives at most one such attracting two-lobe cycle in the small domain. Its boundaries are obtained by setting one amplitude to zero:
For the original flow these are leading equations, with corrections or . On , the negative unstable branch makes both excursions before returning to the positive stable branch; on the positive unstable branch returns to the negative stable branch. Each is a compound homoclinic orbit, with one extra passage near the saddle equilibrium. They are distinct from the primary loop curves and .
The six open regions and their local cycles are:
RegionAttracting flow cycles
Right and left single-lobe cycles
Right single-lobe cycle only
Right single-lobe cycle and two-lobe cycle
Left single-lobe cycle only
Left single-lobe cycle and two-lobe cycle
Two-lobe cycle only
There is no additional small alternating cycle when both parameters are negative. Indeed the two positive-amplitude equations would imply and , giving , impossible for sufficiently small positive . On each mixed-sign quadrant the contraction equations give the two-lobe cycle precisely on the side of the compound curve toward the positive quadrant.
On , there is the primary right homoclinic orbit, together with a left cycle if or a two-lobe cycle if . On the analogous statement holds with left and right interchanged. On there is a compound homoclinic orbit and the right single-lobe cycle; on there is a compound homoclinic orbit and the left single-lobe cycle. At the two primary loops meet at the same saddle equilibrium. The approach to each homoclinic orbit has a diverging period; it is not a saddle-node collision of two finite-period cycles.
Figure 1.
Parameter regions and schematic phase portraits for asymmetric planar gluing
. Details.
Figure 2.
Primary, compound, and double homoclinic connections on every global bifurcation curve
. Details.
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.
At a fixed point , the quadratic equation is . Consequently
The Jacobian matrix is , and its Floquet multipliers solve . The Jury stability criterion requires and , . With , this becomes , . The lower branch never satisfies it; the upper branch is attracting precisely when
At the lower boundary the two fixed points merge with Floquet multipliers , a saddle-node bifurcation for . At the upper boundary the upper point has Floquet multipliers , giving a generic period-doubling bifurcation for .
Its direction can be established explicitly. A distinct two-cycle alternates values satisfying , . Subtracting gives , and substitution gives
It exists beyond the fixed-point period-doubling bifurcation. The second-iterate Jacobian matrix has determinant and trace . Applying the same stability inequalities shows attraction for and
Thus the first period-doubling bifurcation is supercritical; the next upper boundary has a Floquet multiplier for the two-cycle. These are the fixed-point and two-cycle thresholds of the Hénon map.
At the map preserves phase-space area, so attraction is impossible. The fixed-point fold is at , with double Floquet multiplier , and is a conservative saddle-centre bifurcation. The upper branch is linearly elliptic for ; the lower branch is a saddle fixed point of a map. At , the upper branch has double Floquet multiplier and becomes a saddle fixed point of a map for larger . The two-cycle is elliptic for , then reaches double Floquet multiplier for the second iterate at . The partial sketch distinguishes elliptic, neutrally stable Floquet multipliers from attracting states. Resonances may require additional nonlinear analysis; unit Floquet multiplier moduli alone do not prove nonlinear Lyapunov stability.
The segment is a conservative Hénon stability boundary, not an ordinary nondegenerate dissipative Neimark–Sacker bifurcation. Indeed for constant phase-space area scaling is . A simple invariant closed curve would enclose a bounded invariant set of positive phase-space area, forcing . Thus no such closed invariant curve can bifurcate into within this constant-determinant family.
Generic folds and flips away from these degeneracies persist under sufficiently small smooth perturbations: their simple unit Floquet multiplier, transverse parameter crossing and nonzero leading nonlinear coefficient persist, while the other Floquet multiplier stays away from the unit circle. The implicit function theorem then continues the bifurcation curves and their criticality. The unqualified perturbation claim needs this restriction. Arbitrary perturbations need not preserve the conservative behavior. For example, in local complex coordinates at a nonresonant elliptic fixed point, the area-preserving map property gives a cubic normal form with zero cubic radial damping. Composing with the arbitrarily small radial perturbation introduces radial coefficient . Varying the modulus through one can now give a genuine Neimark–Sacker bifurcation. Conservative degeneracies and resonances are therefore not covered by a blanket structural-stability assertion.
Figure 1.
Hénon fixed points and two-cycles at unit area determinant, and local branches of the triangular cubic map
. Details.
The origin's Jacobian matrix is triangular, , so its Floquet multipliers are , . It is attracting for , . The candidate codimension-one boundaries are , , , : respectively a or Floquet multiplier. No complex-pair crossing is possible at the origin.
The map is odd. To locate the nearby steady branches, write . The first fixed-point equation gives ; substituting into the second gives
For a symmetric two-cycle solve . Then and
These exact orbit equations for a triangular cubic map determine the amplitude and parameter side without confusing the original cubic coefficients with their centre manifold values.
On , with , steady states have and . The pitchfork bifurcation is supercritical for and subcritical for . Its centre manifold cubic coefficient is . In the stable-origin boundary segment , an attracting pair appears on .
On , with , the two-cycle has . The centre manifold map has cubic coefficient and Floquet multiplier . Since its unstable side is , the period-doubling bifurcation is supercritical for and subcritical for . In particular the boundary segment is subcritical: the nearby two-cycle lies on , where the origin is still attracting, and is unstable in the critical direction.
On , with , the steady branch has
Its scalar centre manifold map is . It is supercritical for , and subcritical for or . At the cubic vanishes: the exact equation gives , so this is a degenerate pitchfork bifurcation with destabilizing quintic coefficient and subcritical quartic amplitude scaling. It is not a generic point of the codimension-one curve.
On , with , put . The two-cycle satisfies
The centre manifold map's cubic coefficient is . Thus the period-doubling bifurcation is subcritical for , and supercritical for or . In the stable-origin edge , a stable small two-cycle appears for . At the cubic vanishes, requiring the calculation below. All criticality labels concern the centre manifold direction; a bifurcating orbit is fully attracting only if the remaining Floquet multiplier is also stable. The sketch marks the small branches on the appropriate sides of each boundary of the stable-origin rectangle.
For clarity, these stability labels follow directly from one-dimensional derivatives. At a pitchfork bifurcation , the nonzero state has and Floquet multiplier to first order. At a period-doubling bifurcation , the symmetric cycle has and one-step derivative ; its two-step Floquet multiplier is . A supercritical branch lies on and is attracting in the centre manifold direction; a subcritical branch lies on and is repelling there.
At the Floquet multipliers are , so the degeneracy is not two simultaneous unit Floquet multipliers. On its centre manifold, and direct substitution gives . With small, the unfolding to leading weighted order is
This is a generalized flip bifurcation: one parameter crosses , and the other changes the cubic sign. Writing , its two-cycles obey . For a stable smaller two-cycle and an unstable larger two-cycle collide at
The intervening range contains both. For the period-doubling bifurcation is subcritical. At , the exact orbit equation is , so the unstable two-cycle exists for with . This proves both the codimension and the required quintic effect.
Write . The equilibrium points are a stable node and a saddle equilibrium , whose unstable and stable eigenvalues are and . The saddle equilibrium's local stable manifold is . When the right-going unstable separatrix returns at with , it lands exactly on that stable manifold, producing a homoclinic orbit of the saddle. Crossing this condition changes whether the returning trajectory is captured by the node or lies on the outgoing side of the saddle equilibrium.
Use an incoming section and outgoing section . For entry with , integrate the local flow:
so the outgoing height is
The global excursion is smooth and transverse. Its return coordinate has expansion , with in these section orientations. Thus the local passage map near a dissipative saddle-node gives
For small , , hence and . If is small, the graph starts above the diagonal and, with slope less than one nearby, crosses it close to . More explicitly, , giving a unique small fixed point with Floquet multiplier . It corresponds to an attracting periodic orbit. For no such local crossing exists on ; the unstable branch returns to the node's side instead. The Poincaré return map panel shows this geometric fixed-point test.
Figure 1.
Local return map and six local phase portraits near a saddle-node separatrix-loop point; outer return arcs are schematic
. Details.
Linearizing about the orbit gives , where . The fundamental matrix therefore satisfies
The Floquet multipliers are the eigenvalues of the monodromy matrix . Differentiating the orbit equation shows that its tangent solves the variational equation. Since , one multiplier is one.
For an invertible fundamental matrix, differentiating the determinant gives . Integration from the identity yields . The determinant is the product of the two multipliers, so the other is
Floquet theory suggests a sequence of instability tongues near
At these limiting frequencies the unperturbed Floquet multipliers coincide. Each multiplication by changes a Fourier frequency by one, so forcing interactions are needed to couple and . This explains both the sequence of parametric resonances and the successive powers of in their widths.
There is no implication that the exact half-integers themselves lie in every finite- growing interval. The tongue centers generally shift by , which exceeds the width when . It is the narrow intervals near the shifted centers that contain exponentially growing solutions. Frequencies staying a fixed distance from every half-integer are stable for sufficiently small .
The circle is a periodic orbit, since there and . Its period is . Linearizing in along it gives
The monodromy matrix is triangular with diagonal entries
The unit Floquet multiplier comes from translating an autonomous orbit in time: its tangent vector is a periodic solution of the variational equation, independently of . A sufficient condition for asymptotic stability is , making the normal multiplier less than one. The reverse strict inequality gives instability; equality requires nonlinear analysis.
For the normal multiplier is , so the circle is asymptotically stable. That does not mean it attracts every initial point. Since makes strictly increasing, divide the radial equation by :
For , put . Then , whose integrated linear coefficient decreases by per revolution. Thus every exterior orbit approaches .
For put . It satisfies the linear equation
Let be its solution with . It defines the separatrix wherever . At , , , and differentiation gives , so . The approach to this endpoint takes infinite physical time because .
To locate its other endpoint, use the integrating factor with . It gives
In particular , whereas
On , crossing has , so there is one crossing . There cannot be another crossing before : on crossings have negative derivative, while the local quadratic form at is positive on its left. Thus for , and its closure is a homoclinic orbit to the origin. At , , so departure from the origin likewise takes infinite time.
Scalar-solution comparison now gives the basin picture. Initial points inside that loop have at the same angle and approach before reaching angle . Points on its boundary return to the origin along the homoclinic trajectory. Points outside the loop reach angle with or lie outside the unit circle; they approach . To check the inner exterior region quantitatively, the return map at is , where . It sends every increasingly to infinity, equivalently .
Figure 1.
Stable periodic circle and the homoclinic basin boundary for the sinusoidal radial flow
. Details.
There are no other nonconstant periodic orbits: an orbit reaching the section with has strictly increasing successive values, and the remaining inner trajectories tend to the origin. The origin, defined by the continuous Cartesian extension, attracts the interior of the loop but is not Lyapunov stable, since arbitrarily small lower-sector initial points outside the loop approach the unit circle. This is the homoclinic basin boundary in a sinusoidal radial flow.
The linearized perturbation obeys , so its fundamental matrix satisfies
The Floquet multipliers are the eigenvalues of the monodromy matrix . Differentiating the orbit equation shows that is a solution of the variational equation. For a nonconstant periodic orbit this tangent solution is nonzero and periodic, giving one multiplier equal to .
The Liouville formula for a fundamental matrix gives . Since , the product of the two multipliers is . The other multiplier is therefore exactly this exponential.
Use the nearly conserved oscillator energy . The differential equation gives
For a leading-order orbit , , the cycle averages are , , , and . The energy balance method therefore gives
The two nonzero simple roots give the leading limit cycles and . Below amplitude the energy increases, between and it decreases, and above it increases. Hence the amplitude- cycle is stable and the amplitude- cycle unstable for positive small .
The linearized averaged radial exponents are and , respectively, consistent with nontrivial Floquet multipliers and . The nonzero derivatives at these averaged zeros also justify persistence of nearby cycles for sufficiently small .