gong qingfeng important figs Systems of Linear ODEs Discrete Nonlinear Dynamical Systems Conservative Systems Ref


  • pitchfork:
  • subcritical pitchfork: $dot{x} = lambda x + x^3$
  • saddle node (turning point): $dot{x} = lambda - x^2$
  • transcritical: $dot{x} = lambda x - x^2$

important figs

  • period-doubling (flip bifurcation) $f = mu x (1-x) (f = mu sin (pi x) $ is similiar)
  • inverse tangent bifurcation - unstable and stable P-3 orbits coalesce, move slightly off bisector and becomes chaotic
  • pendulum
  • energy surface - trajectories run around the surface, not down it
  • Conservative systems: 6.5
    • study Hamiltonian p. 187-188
  • Pendulum: 6.7
  • dynamics - study of things that evolve with time
  • chaos - deterministic, aperiodic, sensitive, long-term prediction impossible
    1. phase space - has coordinates $x_1,…,x_n$
    2. phase portrait - variable x-axis, derivative y-axis
    3. bifurcation diagram - parameter x-axis, steady state y-axis
    • draw separate graphs for these
  • first check - look for fixed points
  • for 1-D, if f’ $<$ 0 then stable
  • stable f.p. = all possible ICs in a.s.b.f.n. result in trajectories that remain in a.s.b.f.n. for all time
  • asymptotically stable f.p. - stable and approaches f.p. as $trainfty$
  • hyperbolic f.p. - eigenvals aren’t strictly imaginary
  • bifurcation point of f.p. - point where num solutions change or phase portraits change significantly
  • globally stable - stable from any ICs
  • autonomous = f is a function of x, not t
  • we can always make a system autonomous by having $x_n$ = t, so $dot{x_n}$ = 1
  • dimension = number of 1st order ODEs, dimension of phase-space
  • existence and uniqueness thm: if $dot{x}$ and $dot{x}’$ are continuous, then there is some unique solution
  • linearization - used to find stability of f.p.s
  • solving Hopf: use polar to get $dot{rho}, dot{theta}$
  • multiply one thing by cos, one by sin, then add
  • $ rho = sqrt{x_1^2 + x_2^2}
    theta = tan^{-1}(frac{x_2}{x_1})$
  • Hysterisis curve - S-shaped curve of fixed branches - ruler getting larger - snap bifurcation - both axes are parameters

Systems of Linear ODEs

  • solutions are of the form $underbar{x}(t) = underbar{C}_1e^{alpha_1 t} + underbar{C}_2e^{alpha_2 t}$
  • Eigenspaces: $E^S$ (stable), $E^U$ (unstable), $E^C$ (center - real part) - plot eigenvectors
  • how to solve these systems?
    • solve eigenvectors
  • positive real part - goes out
  • negative real part - goes in
  • bifurcation requires 0 as eigenvalue
  • has imaginary component: spiral / focus
  • purely imaginary - center = stable, but not a.s.
  • finite velocity = $frac{dRe(alpha)}{dlambda}$
  • change coordinates to polar
  • for $lambda geq 0$, solution is a stable L.C. (from either direction spirals into a circular orbit)
  • attracting - any trajectory that starts within $delta$ of $bar{underbar{x}}$ evolves to $bar{underbar{x}}$ as t $to infty$ (it doesn’t have to remain within $delta$ at all times
  • stable (Lyapanov stable) - any trajectory that starts within $delta$ remains within $varepsilon$ for all time ($varepsilon$ is chosen first)
  • asymptotically stable - attracting and stable
  • hyperbolic f.p. - iff all eigenvals of the linearization of the nds about the f.p. have nonzero real parts

Discrete Nonlinear Dynamical Systems

  • functional iteration: $x_{n+m} = f^m(x_n)$ (apply f m times)
  • fixed point: $f(x^)=x^$
  • f.p. stable if $|frac{df}{dx}(x^*)|<1$, unstable if $>$ 1
  • check n-orbit by checking nth derivative: $frac{df^n}{dx}(x_i^) = prod_{i=1}^{n-1} frac{df}{dx}(x_i^)$
  • period-doubling bifurcations
  • self-stability - orbit for which the stability-determining derivative is zero. This means that the max of the map and the point at which the max occurs are in the orbit.
  • type I intermittency - exhibited by inverse tangent bifurcation
  • Feigenbaum sequence - period-doubling path to chaos, keep increasing parameter until period is chaotic

begin{center}
begin{tabular}{ | m{4cm} | m{4cm} | }
hline
multicolumn{2}{|c|}{3D Attractors}
hline
Type of Attractor & Sign of Exponents
hline
Fixed Point & (-, -, -)
Limit Cycle & (0, -, -)
Torus & (0, 0, -)
Strange Attractor & (+, 0, -)
hline
end{tabular}
end{center}

  • homoclinic orbit - connects unstable manifold of saddle point to its own stable manifold
    • e.g. trajectory that starts and ends at the same fixed point
  • manifolds are denoted by a W (ex. $W^S$ is the stable manifold)
  • heteroclinic orbit - connects unstable manifold of fp to stable manifold of another fp

Conservative Systems

  • $F(x) = -frac{dV}{dx}$ (by defn.)
  • $mddot{x}+frac{dV}{dx}=0$, multiply by $dot{x} to frac{d}{dt}[frac{1}{2}mdot{x}^2+V(x)]=0$
  • so total energy $E=frac{1}{2}mdot{x}^2+V(x)$
  • motion of pendulum: $frac{d^2theta}{dt^2}+frac{g}{L}sintheta=0$
  • nondimensionalize with $omega=sqrt{g/L}, tau=omega t to ddot{theta}+sintheta =0$
  • can multiply this by $dot{theta}$
  • $omega$-limit $t to infty$
  • $alpha$-limit $t to -infty$
  • libration - small orbit surrounding center
  • system: $dot{theta}=nu$, $dot{nu} = -sintheta$

Hamiltonian Dynamical System

  • $dot{underbar{x}}=frac{partial H}{partial y}(underbar{x},underbar{y})$
    , $dot{underbar{y}}=-frac{partial H}{partial x}(underbar{x},underbar{y})$ for some function H called the Hamiltonian
  • we can only have centers (minima in the potential) and saddle points (maxima)
  • separatrix - orbit that separates trapped and passing orbits
  • Poincare Benderson Thm - can’t have chaos in a 2D system

Ref

  • $frac{partial}{partial x}(f_1 * f_2 * f_3) = frac{partial f_1}{partial x} f_2 f_3 + frac{partial f_2}{partial x} f_1 f_3 + frac{partial f_3}{partial x} f_1 f_2$
  • $e^{mu it} = cos(mu t)+ isin(mu t)$
  • $x = A e^{(lambda + i)t} + B e^{(lambda - i)t} implies x = (A’ sin(t) + B’ cos(t)) e^{lambda t} $
    If we have $dot{x_1},dot{x_2}$ then we can get $x_2(x_1) with frac{dx_1}{dx_2} = frac{dot{x_1}}{dot{x_2}}$