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Jaap Eldering
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I don't know a reference, but here's the rough proof that $G \in C^1$.

First, from the integral eqaulityequality $$ \Phi_t(x+h) - \Phi_t(x) = \int_0^1 D\Phi_t(x+\eta h) \cdot h \,\mathrm{d}\eta $$ follows the mean-value estimate $$ \| \Phi_t(x+h) - \Phi_t(x) - D\Phi_t(x) \cdot h \| \le \sup_{\eta \in [0,1]} \| D\Phi_t(x+\eta h) - D\Phi_t(x) \|\,\|h\|. $$ This allows us to estimate $$ \|G(x+h) - G(x) - \int_0^\infty D\Phi_t(x) \cdot h \,\mathrm{d}t\| \\ \le \int_0^\infty \| \sup_{\eta\in[0,1]} D\Phi_t(x+\eta h) - D\Phi_t(x) \|\,\mathrm{d}t\,\|h\|. $$ To show that this is $o(h)$, we split up the integral into intervals $[0,T]$ and $[T,\infty)$. For any finite $T$, the first part is small since $t \mapsto D\Phi_t(x)$ is uniformly continuous on $[0,T]$. The second part is exponentially small when $T \to \infty$ due to the exponential stability. Hence $G$ is differentiable and $$ DG(x) = \int_0^\infty D\Phi_t(x) \,\mathrm{d}t. $$ Similar estimates can be repeated to prove that $G \in C^1$ and by induction that $G \in C^k$.

Extra details in reply to Willy Wong's comment:

Since $x^*$ is exponentially stable and $f \in C^1$, it follows that $x^*$ is linearly stable, hence $\|D\Phi_t(x^*)\| \le C e^{-\alpha t}$. Then for $x$ close to $x^*$, $D\Phi_t(x)$ is a small perturbation, hence the exponential estimates are approximately preserved. Since $\Phi_t(x) \to x^*$ and $D\Phi_t(x) = D\Phi_{t-T}(\Phi_T(x)) \cdot D\Phi_T(x)$, we see that when $T$ is large enough, essentially the same estimate holds for any initial $x$. Thus $\|D\Phi_t(x^*)\| \le \tilde{C} e^{-\tilde{\alpha} t}$ with $\tilde{\alpha} \approx \alpha$. This implies that the integral of $D\Phi_t(x^*)$ is well-defined.

Note that the fact that $f \in C^1$ at $x^*$ is also implicitly used to argue that $t \mapsto D\Phi_t(x)$ is uniformly (equi)continuous on any bounded interval.

I don't know a reference, but here's the rough proof that $G \in C^1$.

First, from the integral eqaulity $$ \Phi_t(x+h) - \Phi_t(x) = \int_0^1 D\Phi_t(x+\eta h) \cdot h \,\mathrm{d}\eta $$ follows the mean-value estimate $$ \| \Phi_t(x+h) - \Phi_t(x) - D\Phi_t(x) \cdot h \| \le \sup_{\eta \in [0,1]} \| D\Phi_t(x+\eta h) - D\Phi_t(x) \|\,\|h\|. $$ This allows us to estimate $$ \|G(x+h) - G(x) - \int_0^\infty D\Phi_t(x) \cdot h \,\mathrm{d}t\| \\ \le \int_0^\infty \| \sup_{\eta\in[0,1]} D\Phi_t(x+\eta h) - D\Phi_t(x) \|\,\mathrm{d}t\,\|h\|. $$ To show that this is $o(h)$, we split up the integral into intervals $[0,T]$ and $[T,\infty)$. For any finite $T$, the first part is small since $t \mapsto D\Phi_t(x)$ is uniformly continuous on $[0,T]$. The second part is exponentially small when $T \to \infty$ due to the exponential stability. Hence $G$ is differentiable and $$ DG(x) = \int_0^\infty D\Phi_t(x) \,\mathrm{d}t. $$ Similar estimates can be repeated to prove that $G \in C^1$ and by induction that $G \in C^k$.

I don't know a reference, but here's the rough proof that $G \in C^1$.

First, from the integral equality $$ \Phi_t(x+h) - \Phi_t(x) = \int_0^1 D\Phi_t(x+\eta h) \cdot h \,\mathrm{d}\eta $$ follows the mean-value estimate $$ \| \Phi_t(x+h) - \Phi_t(x) - D\Phi_t(x) \cdot h \| \le \sup_{\eta \in [0,1]} \| D\Phi_t(x+\eta h) - D\Phi_t(x) \|\,\|h\|. $$ This allows us to estimate $$ \|G(x+h) - G(x) - \int_0^\infty D\Phi_t(x) \cdot h \,\mathrm{d}t\| \\ \le \int_0^\infty \| \sup_{\eta\in[0,1]} D\Phi_t(x+\eta h) - D\Phi_t(x) \|\,\mathrm{d}t\,\|h\|. $$ To show that this is $o(h)$, we split up the integral into intervals $[0,T]$ and $[T,\infty)$. For any finite $T$, the first part is small since $t \mapsto D\Phi_t(x)$ is uniformly continuous on $[0,T]$. The second part is exponentially small when $T \to \infty$ due to the exponential stability. Hence $G$ is differentiable and $$ DG(x) = \int_0^\infty D\Phi_t(x) \,\mathrm{d}t. $$ Similar estimates can be repeated to prove that $G \in C^1$ and by induction that $G \in C^k$.

Extra details in reply to Willy Wong's comment:

Since $x^*$ is exponentially stable and $f \in C^1$, it follows that $x^*$ is linearly stable, hence $\|D\Phi_t(x^*)\| \le C e^{-\alpha t}$. Then for $x$ close to $x^*$, $D\Phi_t(x)$ is a small perturbation, hence the exponential estimates are approximately preserved. Since $\Phi_t(x) \to x^*$ and $D\Phi_t(x) = D\Phi_{t-T}(\Phi_T(x)) \cdot D\Phi_T(x)$, we see that when $T$ is large enough, essentially the same estimate holds for any initial $x$. Thus $\|D\Phi_t(x^*)\| \le \tilde{C} e^{-\tilde{\alpha} t}$ with $\tilde{\alpha} \approx \alpha$. This implies that the integral of $D\Phi_t(x^*)$ is well-defined.

Note that the fact that $f \in C^1$ at $x^*$ is also implicitly used to argue that $t \mapsto D\Phi_t(x)$ is uniformly (equi)continuous on any bounded interval.

Source Link
Jaap Eldering
  • 2.5k
  • 18
  • 27

I don't know a reference, but here's the rough proof that $G \in C^1$.

First, from the integral eqaulity $$ \Phi_t(x+h) - \Phi_t(x) = \int_0^1 D\Phi_t(x+\eta h) \cdot h \,\mathrm{d}\eta $$ follows the mean-value estimate $$ \| \Phi_t(x+h) - \Phi_t(x) - D\Phi_t(x) \cdot h \| \le \sup_{\eta \in [0,1]} \| D\Phi_t(x+\eta h) - D\Phi_t(x) \|\,\|h\|. $$ This allows us to estimate $$ \|G(x+h) - G(x) - \int_0^\infty D\Phi_t(x) \cdot h \,\mathrm{d}t\| \\ \le \int_0^\infty \| \sup_{\eta\in[0,1]} D\Phi_t(x+\eta h) - D\Phi_t(x) \|\,\mathrm{d}t\,\|h\|. $$ To show that this is $o(h)$, we split up the integral into intervals $[0,T]$ and $[T,\infty)$. For any finite $T$, the first part is small since $t \mapsto D\Phi_t(x)$ is uniformly continuous on $[0,T]$. The second part is exponentially small when $T \to \infty$ due to the exponential stability. Hence $G$ is differentiable and $$ DG(x) = \int_0^\infty D\Phi_t(x) \,\mathrm{d}t. $$ Similar estimates can be repeated to prove that $G \in C^1$ and by induction that $G \in C^k$.