Time-Dependent Flows

Time-Dependent Vector Fields and the Need for Generalization The Lifting Trick The Fundamental Theorem on Time-Dependent Flows Flow Matching and the Time-Dependent Flow

Time-Dependent Vector Fields and the Need for Generalization

The fundamental theorem on flows of the previous development settled the existence and uniqueness theory for systems of ordinary differential equations on a smooth manifold in the autonomous case — that is, when the law specifying the velocity at each point depends only on the point and not on the moment of time at which the trajectory passes through it. The autonomous restriction is natural for the geometric content of the theory (a vector field on \(M\) assigns a single vector to each point), and it covers most of the constructions encountered so far. There are, however, several settings in which an explicit time-dependence in the velocity law cannot be removed by reformulation: classical mechanics with externally driven forces, control systems with prescribed time-varying inputs, and — more recently — flow-based generative models in machine learning, in which a neural network produces a time-dependent velocity field whose flow transports a base probability distribution into a target one. The present section establishes the existence and uniqueness theory in this non-autonomous regime, and identifies the time-dependent flow that takes the role played by the autonomous flow in the previous theorem.

Time-Dependent Vector Fields

Definition: Time-Dependent Vector Field

Let \(M\) be a smooth manifold and \(J \subseteq \mathbb{R}\) an open interval. A time-dependent vector field on \(M\) with parameter interval \(J\) is a smooth map \[ V : J \times M \to TM \] such that \(V(t, p) \in T_p M\) for every \((t, p) \in J \times M\). For each fixed \(t \in J\), the assignment \(V_t : p \mapsto V(t, p)\) is then an ordinary smooth vector field on \(M\).

The map \(V_t\) is a vector field on \(M\) — a slice through the time-dependent field at time \(t\) — and the family \(\{ V_t : t \in J \}\) is the data that replaces a single vector field when the velocity law is allowed to vary with time. Every ordinary smooth vector field \(X \in \mathfrak{X}(M)\) determines a time-dependent vector field on \(\mathbb{R} \times M\) by the constant assignment \(V(t, p) = X_p\); the autonomous theory is therefore contained in the non-autonomous theory as the special case in which \(V_t\) does not depend on \(t\).

Integral Curves of a Time-Dependent Vector Field

The differential equation that an integral curve of a time-dependent vector field must satisfy is the natural one. At each parameter value \(t\), the curve must have velocity equal to the value of the time-dependent vector field at the pair \((t, \gamma(t))\) — that is, evaluated both at the current time and at the current point.

Definition: Integral Curve of a Time-Dependent Vector Field

Let \(V : J \times M \to TM\) be a time-dependent vector field on \(M\). A differentiable curve \(\gamma : J_0 \to M\), defined on an open subinterval \(J_0 \subseteq J\), is an integral curve of \(V\) if \[ \gamma'(t) = V\bigl(t, \, \gamma(t)\bigr) \qquad \text{for every } t \in J_0 . \]

When \(V\) is the time-dependent extension of an autonomous vector field \(X\) — that is, when \(V(t, p) = X_p\) — the equation \(\gamma'(t) = V(t, \gamma(t)) = X_{\gamma(t)}\) reduces to the definition of an integral curve of \(X\). The non-autonomous definition is therefore a genuine generalization of the autonomous one, recovering the latter as a special case.

Why a Time-Dependent Vector Field Need Not Generate a Flow

The autonomous fundamental theorem produced not merely an integral curve through each point, but a smooth flow whose trajectories were the integral curves and whose composition was governed by the group law of \(\mathbb{R}\). The flow assembled the family of integral curves into a single map \(\theta : \mathcal{D} \to M\) with the property that for each point of \(M\), only one trajectory passes through it. In the time-dependent case this consolidation fails at a basic level: two integral curves of \(V\) that pass through the same point \(p\) at different starting times can leave \(p\) in different directions, because the velocity at \(p\) is a function of the time at which the trajectory arrives there.

Concretely, suppose \(\gamma_1\) and \(\gamma_2\) are two integral curves of \(V\) — each with its own parameter interval — that both pass through the same point \(p\) but at different parameter values: \(\gamma_1(t_0) = \gamma_2(s_0) = p\) for some \(t_0 \neq s_0\). The integral-curve equation forces their velocities at \(p\) to be the values of \(V\) at the corresponding parameter values, namely \(\gamma_1'(t_0) = V(t_0, p)\) and \(\gamma_2'(s_0) = V(s_0, p)\); these two velocities need not agree, so the two curves depart from \(p\) along different paths. In the autonomous case this cannot happen, because the velocity at \(p\) is a single vector \(X_p\) independent of any time parameter; in the time-dependent case the same point \(p\) carries a whole one-parameter family of possible departure velocities.

The object that replaces the autonomous flow in this setting is therefore not a map parametrized by a single time variable \(t\), but a map parametrized by a pair of time variables \((t, t_0)\) — the current time and the starting time — together with the starting point. The next two sections produce this object as a well-defined smooth map and establish its basic properties; the construction proceeds by a single technical reduction that transports the entire non-autonomous theory back to the autonomous theorem already proved.

The Lifting Trick

The reduction from time-dependent to autonomous is geometric in nature: we enlarge the manifold by one dimension to include the time variable as an additional coordinate, and construct on the enlarged manifold an honest autonomous vector field whose flow encodes both the passage of time and the motion produced by the time-dependent field on the original manifold. This is the lifting trick: the non-autonomous problem on \(M\) is lifted to an autonomous problem on \(J \times M\), and the answer on \(J \times M\) is then projected back down to a time-dependent flow on \(M\).

Construction of the Lifted Vector Field

Let \(V : J \times M \to TM\) be a time-dependent vector field, and let \(s\) denote the standard coordinate on the open interval \(J \subseteq \mathbb{R}\). The product manifold tangent space identification decomposes the tangent space at each point of \(J \times M\) as a direct sum, \[ T_{(s, p)} (J \times M) \cong T_s J \oplus T_p M , \] so a tangent vector at \((s, p)\) is specified by giving a tangent vector to \(J\) at \(s\) and a tangent vector to \(M\) at \(p\). Define \(\tilde V \in \mathfrak{X}(J \times M)\) by assigning to each point \((s, p)\) the tangent vector \[ \tilde V_{(s, p)} = \left( \frac{\partial}{\partial s}\bigg|_s , \, V(s, p) \right) \in T_s J \oplus T_p M . \] The first component selects the unit tangent vector to \(J\), and the second component is the value of the time-dependent field at the pair \((s, p)\). Smoothness of \(V\) as a map \(J \times M \to TM\) implies smoothness of \(\tilde V\) as a section of \(T(J \times M)\), so \(\tilde V\) is a genuine smooth autonomous vector field on \(J \times M\).

The Flow of the Lifted Field

Applying the fundamental theorem on flows to the autonomous field \(\tilde V\) on the manifold \(J \times M\) produces an open subset \(\tilde{\mathcal{D}} \subseteq \mathbb{R} \times (J \times M)\) and a smooth flow \[ \tilde \theta : \tilde{\mathcal{D}} \to J \times M , \] with the usual properties: \(\tilde \theta(0, (s, p)) = (s, p)\) for every initial condition, and \(t \mapsto \tilde \theta(t, (s, p))\) is the maximal integral curve of \(\tilde V\) starting at \((s, p)\). Write the components of \(\tilde \theta\) explicitly as \[ \tilde \theta\bigl(t, \, (s, p)\bigr) = \bigl( \alpha(t, (s, p)), \, \beta(t, (s, p)) \bigr) , \] where \(\alpha : \tilde{\mathcal{D}} \to J\) and \(\beta : \tilde{\mathcal{D}} \to M\) are smooth.

Substituting the integral-curve equation \(\tilde \theta'(t) = \tilde V_{\tilde \theta(t)}\) into the definition of \(\tilde V\) and reading off the two components yields a coupled system for \(\alpha\) and \(\beta\): \[ \frac{\partial \alpha}{\partial t}(t, (s, p)) = 1 , \qquad \alpha\bigl(0, (s, p)\bigr) = s , \] \[ \frac{\partial \beta}{\partial t}(t, (s, p)) = V\bigl( \alpha(t, (s, p)), \, \beta(t, (s, p)) \bigr) , \qquad \beta\bigl(0, (s, p)\bigr) = p . \] The equation for \(\alpha\) is decoupled and integrates immediately to give \(\alpha(t, (s, p)) = t + s\). Substituting this into the equation for \(\beta\) yields \[ \frac{\partial \beta}{\partial t}(t, (s, p)) = V\bigl( t + s, \, \beta(t, (s, p)) \bigr) . \]

The reading of the result is geometric. The first component \(\alpha(t, (s, p)) = t + s\) records that the time coordinate of an integral curve of \(\tilde V\) advances at unit rate, so that the parameter \(t\) on the integral curve is identified directly with the elapsed time. The second component \(\beta\) is a curve in \(M\) whose velocity at parameter \(t\) is the value of the original time-dependent field at the lifted time \(t + s\) and the current point \(\beta(t, (s, p))\) — exactly the integral-curve condition for \(V\), starting from \(p\) at time \(s\).

The Time-Dependent Flow Domain

The starting time of the integral curve in the lifted picture is the first coordinate \(s\) of the initial condition \((s, p)\). Renaming this coordinate \(t_0\) — the starting time of the time-dependent integral curve in the original manifold \(M\) — and writing the elapsed-time parameter \(t\) of the lifted flow as a current-time parameter via the relation \(t_{\text{current}} = t_0 + t\), the parameter triple \((t_{\text{current}}, t_0, p)\) replaces the lifted parameters \((t, (t_0, p)) \in \tilde{\mathcal{D}}\). The subset of \(\mathbb{R} \times J \times M\) on which this reparametrization makes sense is \[ \mathcal{E} = \bigl\{ (t, t_0, p) \in \mathbb{R} \times J \times M : (t - t_0, \, (t_0, p)) \in \tilde{\mathcal{D}} \bigr\} . \] Openness of \(\tilde{\mathcal{D}}\) in \(\mathbb{R} \times (J \times M)\) and continuity of the map \((t, t_0, p) \mapsto (t - t_0, (t_0, p))\) imply openness of \(\mathcal{E}\) in \(\mathbb{R} \times J \times M\). Moreover, the membership \((t - t_0, (t_0, p)) \in \tilde{\mathcal{D}} \subseteq \mathbb{R} \times (J \times M)\) forces the initial-condition component to lie in \(J \times M\), so \(t_0 \in J\) automatically; and the identity \(\alpha(t - t_0, (t_0, p)) = (t - t_0) + t_0 = t\) — combined with the fact that \(\alpha\) takes values in \(J\) — shows that whenever \((t, t_0, p) \in \mathcal{E}\) the current time \(t\) lies in \(J\) as well. Hence \[ \mathcal{E} \subseteq J \times J \times M , \] and the time-dependent flow we are about to define will take \((t, t_0, p)\) with \(t, t_0 \in J\). The construction of the flow itself, together with the statement and proof of its defining properties, is the subject of the next section.

The Fundamental Theorem on Time-Dependent Flows

The lifted construction produces, by projection onto the second factor, the map that plays the role of the flow in the time-dependent regime. Where the autonomous flow is parametrized by a single time variable, the time-dependent flow is parametrized by current time, starting time, and starting point: the trajectory that passes through \(p\) at time \(t_0\) is a function of where we are and how long we have been moving.

Definition: Time-Dependent Flow

Let \(V : J \times M \to TM\) be a smooth time-dependent vector field, and let \(\tilde V\) be the lifted vector field on \(J \times M\) with flow \(\tilde \theta = (\alpha, \beta) : \tilde{\mathcal{D}} \to J \times M\) constructed in the previous section. The time-dependent flow of \(V\) is the map \[ \psi : \mathcal{E} \to M , \qquad \psi(t, t_0, p) = \beta\bigl( t - t_0, \, (t_0, p) \bigr) , \] where \(\mathcal{E} \subseteq J \times J \times M\) is the open subset defined in the lifting construction.

Smoothness of \(\beta\) on \(\tilde{\mathcal{D}}\) and openness of \(\mathcal{E}\) imply smoothness of \(\psi\) on \(\mathcal{E}\). The differential equation satisfied by \(\beta\) translates directly into an equation for \(\psi\). For fixed starting data \((t_0, p)\) and varying current time \(t\), set \(\psi^{(t_0, p)}(t) = \psi(t, t_0, p) = \beta(t - t_0, (t_0, p))\). After the renaming \(s = t_0\) of the lifting construction, the equation derived in the previous section reads \(\partial \beta / \partial \tau (\tau, (t_0, p)) = V(\tau + t_0, \beta(\tau, (t_0, p)))\). Applying the chain rule to the composition \(t \mapsto \beta(t - t_0, (t_0, p))\) — whose inner derivative is \(d(t - t_0)/dt = 1\) — and substituting \(\tau = t - t_0\) gives \[ \bigl( \psi^{(t_0, p)} \bigr)'(t) = \frac{\partial \beta}{\partial \tau}(t - t_0, (t_0, p)) = V\bigl( (t - t_0) + t_0, \, \beta(t - t_0, (t_0, p)) \bigr) = V\bigl( t, \, \psi^{(t_0, p)}(t) \bigr) , \] with initial value \(\psi^{(t_0, p)}(t_0) = \beta(0, (t_0, p)) = p\), so \(\psi^{(t_0, p)}\) is an integral curve of \(V\) with starting time \(t_0\) and starting point \(p\). The defining properties of \(\psi\) are collected in the theorem below.

The Fundamental Theorem

The autonomous fundamental theorem produced a maximal flow with three structural properties: smoothness, the group law, and characterization of each trajectory as a maximal integral curve. The time-dependent theorem records the corresponding structural data, with the group law replaced by a two-parameter cocycle relation that reflects the non-autonomous nature of the trajectories.

Theorem (Fundamental Theorem on Time-Dependent Flows)

Let \(M\) be a smooth manifold, let \(J \subseteq \mathbb{R}\) be an open interval, and let \(V : J \times M \to TM\) be a smooth time-dependent vector field on \(M\). There exist an open subset \(\mathcal{E} \subseteq J \times J \times M\) and a smooth map \(\psi : \mathcal{E} \to M\) — the time-dependent flow of \(V\) — with the following properties.

  • (a) Existence and uniqueness of trajectories. For every \(t_0 \in J\) and \(p \in M\), the set \(\mathcal{E}^{(t_0, p)} = \{ t \in J : (t, t_0, p) \in \mathcal{E} \}\) is an open interval containing \(t_0\), and the smooth curve \(\psi^{(t_0, p)} : \mathcal{E}^{(t_0, p)} \to M\) defined by \(\psi^{(t_0, p)}(t) = \psi(t, t_0, p)\) is the unique maximal integral curve of \(V\) satisfying \(\psi^{(t_0, p)}(t_0) = p\).
  • (b) Reparametrization invariance. If \(t_1 \in \mathcal{E}^{(t_0, p)}\) and \(q = \psi^{(t_0, p)}(t_1)\), then \(\mathcal{E}^{(t_1, q)} = \mathcal{E}^{(t_0, p)}\) and \(\psi^{(t_1, q)} = \psi^{(t_0, p)}\).
  • (c) Time-slice diffeomorphisms. For each \((t_1, t_0) \in J \times J\), the set \(M_{t_1, t_0} = \{ p \in M : (t_1, t_0, p) \in \mathcal{E} \}\) is open in \(M\), and the map \(\psi_{t_1, t_0} : M_{t_1, t_0} \to M\) defined by \(\psi_{t_1, t_0}(p) = \psi(t_1, t_0, p)\) is a diffeomorphism onto \(M_{t_0, t_1}\), with inverse \(\psi_{t_0, t_1}\).
  • (d) Cocycle relation. Whenever \(p \in M_{t_1, t_0}\) and \(\psi_{t_1, t_0}(p) \in M_{t_2, t_1}\), we have \(p \in M_{t_2, t_0}\) and \[ \psi_{t_2, t_1} \circ \psi_{t_1, t_0}(p) = \psi_{t_2, t_0}(p) . \]

The cocycle relation in (d) is the two-parameter replacement for the group law \(\theta_{t_2} \circ \theta_{t_1} = \theta_{t_1 + t_2}\) of an autonomous flow. The autonomous flow can be recovered from the time-dependent flow when \(V\) is constant in \(t\): the time-slice diffeomorphism \(\psi_{t_1, t_0}\) then depends only on the difference \(t_1 - t_0\), and the cocycle relation collapses to the additive group law in that difference.

Proof (outline):

Every assertion is read off from the corresponding property of the lifted flow \(\tilde \theta = (\alpha, \beta)\) on \(J \times M\), which exists and is smooth by the autonomous fundamental theorem on flows applied to the lifted field.

(a). The map \(t \mapsto \psi^{(t_0, p)}(t)\) is an integral curve of \(V\) starting at \(p\) at time \(t_0\) by the differential equation derived above. For uniqueness and maximality, suppose \(\gamma : J_0 \to M\) is any integral curve of \(V\) with \(\gamma(t_0) = p\), and define a lifted curve \(\tilde \gamma : J_0 \to J \times M\) by \(\tilde \gamma(t) = (t, \gamma(t))\). The velocity of \(\tilde \gamma\) at \(t\) is \(\bigl(\partial / \partial s |_t, \, \gamma'(t)\bigr) = \bigl(\partial / \partial s |_t, \, V(t, \gamma(t))\bigr) = \tilde V_{\tilde \gamma(t)}\), so \(\tilde \gamma\) is an integral curve of \(\tilde V\) starting at \((t_0, p)\) when \(t = t_0\). The shifted curve \(t \mapsto \tilde \theta(t - t_0, (t_0, p))\) is also an integral curve of \(\tilde V\) — its parameter \(s = t - t_0\) ranges through the lifted maximal interval \(\tilde{\mathcal{D}}^{(t_0, p)}\) — and it too takes the value \((t_0, p)\) at \(t = t_0\), since \(\tilde \theta(0, (t_0, p)) = (t_0, p)\). Uniqueness and maximality of integral curves of \(\tilde V\) therefore identify \(\tilde \gamma\) as the restriction of \(t \mapsto \tilde \theta(t - t_0, (t_0, p))\) to \(J_0\), with \(J_0 \subseteq t_0 + \tilde{\mathcal{D}}^{(t_0, p)} = \mathcal{E}^{(t_0, p)}\). Projecting to the \(M\)-component gives \(\gamma\) as the restriction of \(\psi^{(t_0, p)}\) to \(J_0\). The set \(\mathcal{E}^{(t_0, p)}\) is therefore the maximal interval on which the integral curve through \((t_0, p)\) exists, and is an open interval containing \(t_0\) since it is the affine shift of an open interval in the lifted flow domain.

(b). Suppose \(t_1 \in \mathcal{E}^{(t_0, p)}\) and set \(q = \psi^{(t_0, p)}(t_1)\). Both \(\psi^{(t_0, p)}\) and \(\psi^{(t_1, q)}\) are integral curves of \(V\) that pass through \(q\) at time \(t_1\), so by the uniqueness clause of (a) applied at time \(t_1\), they coincide on the intersection of their domains, and by maximality they have the same domain.

(d). Suppose \(p \in M_{t_1, t_0}\) and \(\psi_{t_1, t_0}(p) \in M_{t_2, t_1}\), and set \(q = \psi_{t_1, t_0}(p) = \psi^{(t_0, p)}(t_1)\). Part (b) gives \(\psi^{(t_1, q)}(t_2) = \psi^{(t_0, p)}(t_2)\), which unwinds to \(\psi_{t_2, t_1} \circ \psi_{t_1, t_0}(p) = \psi_{t_2, t_0}(p)\); in particular \(t_2 \in \mathcal{E}^{(t_0, p)}\), so \(p \in M_{t_2, t_0}\).

(c). Openness of \(M_{t_1, t_0}\) in \(M\) follows from openness of \(\mathcal{E}\). The containment \(\psi_{t_1, t_0}(M_{t_1, t_0}) \subseteq M_{t_0, t_1}\) is part (b) read as a statement on domains: for \(p \in M_{t_1, t_0}\) and \(q = \psi_{t_1, t_0}(p)\), part (b) gives \(\mathcal{E}^{(t_1, q)} = \mathcal{E}^{(t_0, p)}\), so \(t_0 \in \mathcal{E}^{(t_1, q)}\), which is exactly \(q \in M_{t_0, t_1}\). Reversing the roles of \(t_0\) and \(t_1\) gives the opposite containment \(\psi_{t_0, t_1}(M_{t_0, t_1}) \subseteq M_{t_1, t_0}\), and the cocycle relation (d) applied with \(t_2 = t_0\) yields \(\psi_{t_0, t_1} \circ \psi_{t_1, t_0} = \psi_{t_0, t_0} = \mathrm{id}\) on \(M_{t_1, t_0}\) — using that \(\psi_{t_0, t_0}(p) = \psi^{(t_0, p)}(t_0) = p\) by (a). Together these identify \(\psi_{t_1, t_0}\) as a smooth bijection \(M_{t_1, t_0} \to M_{t_0, t_1}\) with smooth inverse \(\psi_{t_0, t_1}\), which is the definition of a diffeomorphism.

The order in which the four parts are proved — (a), (b), (d), (c), rather than the order in which they are stated — reflects their logical dependence. Existence and uniqueness in (a) is the input that makes the reparametrization identity in (b) available; the cocycle relation in (d) is a corollary of (b) read at the level of time-slice maps; and the diffeomorphism property in (c) is then a consequence of (b) and (d) combined. The interlocking of the four properties is exactly what makes the time-dependent flow a coherent geometric object rather than a loose collection of integral curves.

Flow Matching and the Time-Dependent Flow

A modern application in which the time-dependent flow plays an essential role lies outside classical mechanics or control theory altogether: in the construction of generative models in machine learning. The strategy is to learn a time-dependent velocity field whose flow transports a base probability distribution onto a target one — the distribution of natural images, of natural-language text, or of any other complex data type — and to sample from the target by integrating the learned field from a sample of the base distribution. The theorem of the previous section is precisely the rigorous foundation on which this construction rests: it guarantees that the learned velocity field generates a well-defined two-parameter family of diffeomorphisms whose time-slice map can be evaluated by ODE integration, and that the cocycle relation ensures consistency when these integrations are composed.

The Time-Dependent Flow in Generative Modeling

In the flow-matching construction for generative models, a neural network is trained to approximate a time-dependent velocity field \(\mathbf{u}_t(\mathbf{x})\) on \(J \times \mathbb{R}^n\) — a time-dependent vector field in the sense of this page, with \(J = (0, 1)\). The generative procedure is the time-slice diffeomorphism \(\psi_{1, 0}\) of the corresponding time-dependent flow: a sample \(\mathbf{x}_0\) drawn from the base distribution at time \(0\) is carried by the flow to \(\psi_{1, 0}(\mathbf{x}_0)\), a sample from the target distribution at time \(1\). The well-posedness of this procedure was previously available through the Lipschitz version of the Picard–Lindelöf theorem on Euclidean space, which gives existence and uniqueness of integral curves for each fixed sample but treats each trajectory in isolation. The fundamental theorem of this page does more: it produces \(\psi_{1, 0}\) as a single smooth diffeomorphism between open subsets of the data manifold, with composition behavior governed by the cocycle relation. The diffeomorphism property underlies the change-of-variables formula for probability densities under the flow, the cocycle relation underlies the consistency of partial integrations, and the smoothness of \(\psi\) jointly in current time, starting time, and starting point — combined with the standard smooth dependence of solutions to ODEs on parameters — underlies the differentiability of the generative procedure with respect to the parameters of the learned field, which is the property exploited by backpropagation through the flow during training.

The connection runs in both directions, and the geometric content of the time-dependent flow has a corresponding payoff outside Euclidean settings. When the data are naturally modeled as a manifold rather than as \(\mathbb{R}^n\) — for example, when the data are rotations, points on a sphere, or probability distributions over a finite set — the Euclidean Picard–Lindelöf statement no longer applies directly, but the manifold-level fundamental theorem of this page does. The same flow-matching construction can therefore be transferred to manifold-valued data, with the time-dependent flow producing a diffeomorphism between open subsets of the data manifold by exactly the same mechanism. The technical apparatus developed here is, in this sense, the manifold-level foundation that flow-based generative modeling needs in order to make the leap from Euclidean to geometric data — and it is the structural endpoint of the present chapter, the place where the theory of flows on smooth manifolds becomes the apparatus on which a current branch of machine learning runs.