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]
Let be the position at time of the characteristic curve satisfying and . Smooth uniqueness implies . Differentiating in the initial point gives the variational equation
The Liouville formula for a fundamental matrix, or the derivative formula for a determinant, therefore gives
Because , the mixed second derivatives cancel and . The initial Jacobian determinant is one, so
Thus this Hamiltonian flow preserves planar Lebesgue measure. This calculation assumes smoothness as in the part; a rough-flow conclusion later must be justified by approximation rather than by differentiating a merely continuous velocity.
Let along one characteristic curve. Differentiating the characteristic equation gives , , with . The Liouville formula for a fundamental matrix then gives the phase-space flow Jacobian
Indeed , since is independent of . Differentiation proves . If that divergence vanishes, gives and the flow preserves Lebesgue measure on phase space.
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.
Phase-space flow Jacobian Created 2026-10-07 Updated 2026-10-25
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 . For kinetic advection with , its divergence is . A zero divergence preserves phase-space Lebesgue measure.
Variational equation Created 2026-10-07 Updated 2026-10-14
Differentiating a smooth characteristic flow map in its initial point gives this linear equation, with . The Liouville formula for a fundamental matrix then gives . Incompressible Hamiltonian flows preserve Lebesgue measure because this divergence vanishes.