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.
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]
For , the polar coordinates satisfy
A positive constant radius must therefore be one. The nonconstant periodic solutions are
with least period and counterclockwise orientation. The origin is also a stationary solution, hence periodic in the degenerate sense of a constant function; it is a point rather than a nontrivial closed orbit. There are no other constant-radius solutions.
For , put . Then , a logistic differential equation. Solving this separable differential equation gives
The denominator is positive for every forward time. When , the radius increases monotonically to one; when , it decreases monotonically to one; and when it stays there. Thus every nonzero orbit approaches the unit circle while continuing to rotate. More precisely, its distance from the phase-matched circular solution tends to zero; its Cartesian coordinates do not converge to a single point. For , the solution stays at the origin.
The origin is the only equilibrium point. Its Jacobian matrix is
whose eigenvalues are . It is an unstable focus. The unit circle is an attracting limit cycle, rather than a curve of equilibria: on it the vector field remains nonzero. Linearizing the radial equation at gives , confirming radial attraction. All other radii are strictly monotone, so there are no additional nontrivial periodic orbits.
Figure 1.
Counterclockwise spirals approach an attracting unit circle around an unstable equilibrium
. Details.
The second-order equation is equivalent to the planar system after setting . Any nonconstant periodic solution has a maximum and minimum . At an extremum , so and are impossible. Equality at either endpoint would give one of the equilibrium points, and uniqueness would force a constant solution. Therefore a nonconstant periodic orbit lies in .
If , throughout this strip
has the sign of whenever . A nonconstant orbit spends a positive time away from , so its integral cannot vanish, contradicting part (b). Thus there are no nonconstant periodic solutions. The constant equilibrium solutions of course remain; as usual the question's periodic-orbit assertion excludes equilibria.
Periodic solution Created 2026-10-14 Updated 2026-10-14
A periodic solution is a solution of a differential equation which is a periodic function: for some , at every time. This demands repetition of the state, rather than merely repetition of the coefficients in the differential equation. A nonconstant periodic solution of an autonomous differential equation traces a periodic orbit; constant equilibrium points are also periodic functions, so they must be excluded when asserting absence of periodic orbits.
For an explicit example, consider the initial value problem
Its coefficient has period . Taking a logarithmic derivative and then applying integration gives
Direct differentiation verifies both the differential equation and the initial condition. After one coefficient period,
Thus the repeating coefficient generally produces a repeating shape with a changed amplitude. With , the three cases have one-period factors approximately , respectively. Only gives a periodic solution with this initial condition. For the positive solution of a differential equation tends to zero, and for it tends to infinity; neither can have any positive period. The zero solution of a differential equation, obtained with a different initial condition, is periodic for every .
Figure 1.
One repeating coefficient can produce decay, periodic motion, or growth
. The original example , , shown over one coefficient period and four coefficient periods. Shading marks the bounds , and dashed curves mark . The right column uses a logarithmic vertical scale. Details.
The exponential function separates two roles:
For , even the decaying case initially rises, because . The growing case has intervals of decline, because becomes negative. This is the distinction between the instantaneous logarithmic derivative and the Floquet growth rate measured over many periods.
More generally, for a real continuous periodic function of period , the scalar linear differential equation has
A nonzero solution of a differential equation is -periodic exactly when , or equivalently when the coefficient has zero integral over a period. This scalar calculation is the simplest example of a Floquet multiplier.[ref]