The necessity of the sausage-string structure for mode-locking regions of piecewise-linear maps

Piecewise-smooth maps are used as discrete-time models of dynamical systems whose evolution is governed by different equations under different conditions (e.g.~switched control systems). By assigning a symbol to each region of phase space where the map is smooth, any period-$p$ solution of the map can be associated to an itinerary of $p$ symbols. As parameters of the map are varied, changes to this itinerary occur at border-collision bifurcations (BCBs) where one point of the periodic solution collides with a region boundary. It is well known that BCBs conform broadly to two cases: {\em persistence}, where the symbolic itinerary of a periodic solution changes by one symbol, and a {\em nonsmooth-fold}, where two solutions differing by one symbol collide and annihilate. This paper derives new properties of periodic solutions of piecewise-linear continuous maps on $\mathbb{R}^n$ to show that under mild conditions BCBs of mode-locked solutions on invariant circles must be nonsmooth-folds. This explains why Arnold tongues of piecewise-linear maps exhibit a sausage-string structure whereby changes to symbolic itineraries occur at codimension-two pinch points instead of codimension-one persistence-type BCBs. But the main result is based on the combinatorical properties of the itineraries, so the impossibility of persistence-type BCBs also holds when the periodic solution is unstable or there is no invariant circle.