2023/01/05 by Marc Briane, Briane, Marc, Loı̈c Hervé +1
Economics, Econometrics and Finance · Mathematics · #Advanced Differential Equations and Dynamical Systems #Analysis of PDEs (math.AP) #FOS: Mathematics #Mathematical Dynamics and Fractals #Stochastic processes and financial applications
paper · pdf · doi:10.48550/arxiv.2301.02000
openalex publication_date 2023/01/05 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28
In this paper, we study the asymptotic expansion of the flow X(t, x) solution to the nonlinear ODE: X (t, x) = b X(t, x) with X(0, x) = x ∈ R d , where b is a regular Z dperiodic vector field in R d. More precisely, we provide various conditions on b to obtain a "fine" asymptotic expansion of X of the type: |X(t, x) -- x -- t ζ(x)| ≤ M < ∞, which is uniform with respect to t ≥ 0 and x ∈ R d (or at least in a subset of R d), and where ζ(x) for x ∈ R d , are the rotation vectors induced by the flow X. On the one hand, we give a necessary and sufficient condition on the vector field b so that the expansion X(t, x) -- x -- t ζ(x) reads as Φ X(t, x) -- Φ(x), which yields immediately the desired expansion when the vector-valued function Φ is bounded. In return, we derive an admissible class of vector fields b in terms of suitable diffeomorphisms on Y d and of vector-valued functions Φ. On the other hand, assuming that the two-dimensional Kolmogorov theorem and some extension in higher dimension hold, we establish different regimes depending on the commensurability of the rotation vectors of the flow X for which the fine estimate expansion of X is valid or not. It turns out that for any two-dimensional flow X associated with a non vanishing smooth vector field b and inducing a unique incommensurable rotation vector ξ, the fine asymptotic expansion of X holds in R 2 if, and only if, ξ 1 /ξ 2 is a Diophantine number. This result seems new in the setting of the ODE's flow. The case of commensurable rotation vectors ζ(x) is investigated in a similar way. Finally, several examples and counterexamples illustrate the different results of the paper, including the case of a vanishing vector field b which blows up the asymptotic expansion in some direction.