A nonsmooth fold occurs when an equilibrium or limit cycle of a nonsmooth dynamical system hits a switching manifold and collides and annihilates with another solution of the same type. We show that beyond the bifurcation, the leading-order truncation to the system, in general, has no bounded invariant set. This is proved for boundary equilibrium bifurcations of Filippov systems, hybrid systems, and continuous piecewise-smooth ordinary differential equations, and grazing-type events for which the truncated form is a continuous piecewise-linear map. The omitted higher-order terms are expected to be incapable of altering the local dynamics qualitatively, implying the system has no local invariant set on one side of a nonsmooth fold, and we demonstrate this with an example. Thus, if the equilibrium or limit cycle is attracting, the bifurcation causes the local attractor of the system to tip to a new state. The results also help explain global aspects of bifurcation structures of the truncated systems.
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