Floquet theory is a branch of the theory of ordinary differential equations relating to the class of solutions to periodic linear differential equations of the form
with a piecewise continuous periodic function with period and defines the state of the stability of solutions.
The main theorem of Floquet theory, Floquet's theorem, due to , gives a canonical form for each fundamental matrix solution of this common linear system. It gives a coordinate change with that transforms the periodic system to a traditional linear system with constant, real coefficients.
When applied to physical systems with periodic potentials, such as crystals in condensed matter physics, the result is known as Bloch's theorem.
Note that the solutions of the linear differential equation form a vector space. A matrix is called a fundamental matrix solution if all columns are linearly independent solutions. A matrix is called a principal fundamental matrix solution if all columns are linearly independent solutions and there exists such that is the identity. A principal fundamental matrix can be constructed from a fundamental matrix using . The solution of the linear differential equation with the initial condition is where is any fundamental matrix solution.
Let be a linear first order differential equation,
where is a column vector of length and an periodic matrix with period (that is for all real values of ). Let be a fundamental matrix solution of this differential equation. Then, for all ,
Here
is known as the monodromy matrix.
In addition, for each matrix (possibly complex) such that
there is a periodic (period ) matrix function such that
Also, there is a real matrix and a real periodic (period-) matrix function such that
In the above , , and are matrices.
This mapping gives rise to a time-dependent change of coordinates (), under which our original system becomes a linear system with real constant coefficients . Since is continuous and periodic it must be bounded. Thus the stability of the zero solution for and is determined by the eigenvalues of .
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Linear and nonlinear dynamical systems are found in all fields of science and engineering. After a short review of linear system theory, the class will explain and develop the main tools for the quali