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]