Geometric methods for invariant manifolds in dynamical ... · Geometric methods for invariant...

Geometric methods for invariant manifolds in dynamicalsystems I.

Fixed points and periodic orbits

Maciej Capiński

AGH University of Science and Technology, Kraków

JISD2012 Geometric methods for manifolds I. 28 May 2012 1 / 27

Geometric methods for invariant manifolds in dynamicalsystems I.

Fixed points and periodic orbits

Maciej Capiński

AGH University of Science and Technology, Kraków

M. Gidea, T. Kapela, C. Simó, P. Roldan, D. Wilczak, P. Zgliczyński

Plan of the lecture

Motivation

Examples of methodology that we shall use

Brouwer theorem

Interval Newton method

Covering relations

Example of application

Motivation

ODEs PDEsx = f (x)

Fixed point f (p) = 0

f : R2 → R2

Motivation

ODEs PDEsx = f (x)

Periodic orbit

f : R2 → R2

Motivation

ODEs PDEsx = f (x)

Periodic orbit

f : R2 → R2

Motivation

ODEs PDEsx = f (x)

Stable, unstable manifolds

f : R2 → R2

Motivation

ODEs PDEsx = f (x)

Stable, unstable manifolds

f : R2 → R2

Motivation

ODEs PDEsx = f (x)

Normally hyperbolic manifolds

f : R2 × S1 → R2 × S1

Motivation

ODEs PDEsx = f (x)

f : R3 → R3

Motivation

ODEs PDEsx = f (x)

f : Rn → Rn

Motivation

ODEs PDEsx = f (x)

f : Rn → Rn

ut = Lu +N

u(t, x) =∑k

ak(t)eikπx

Take a = (ai , . . . , ai+n)

a = f (a) + R

ak < 0 for k /∈ {i , . . . , i + n}.

Motivation

ODEs PDEsx = f (x)

f : Rn → Rn

ut = Lu +N

u(t, x) =∑k

ak(t)eikπx

Take a = (ai , . . . , ai+n)

a = f (a) + R

ak < 0 for k /∈ {i , . . . , i + n}.

Motivation

ODEs PDEsx = f (x)

f : Rn → Rn

ut = Lu +N

u(t, x) =∑k

ak(t)eikπx

Take a = (ai , . . . , ai+n)

a = f (a) + R

If ak < 0 for k /∈ {i , . . . , i + n}

Motivation

ODEs PDEsx = f (x)

f : Rn → Rn

ut = Lu +N

u(t, x) =∑k

ak(t)eikπx

Take a = (ai , . . . , ai+n)

a = f (a) + R

If ak < 0 for k /∈ {i , . . . , i + n}

Kinds of tools that we shall useBolzano theorem

f : R→ R f (x) ?= 0

f (a) < 0 f (b) > 0

There exists an x∗ in (a, b) such that

f (x∗) = 0

Kinds of tools that we shall useBolzano theorem - no need to be too accurate

f : R→ R f (x) ?= 0

f (a) < 0 f (b) > 0

There exists an x∗ in (a, b) such that

f (x∗) = 0

Kinds of tools that we shall useBolzano theorem - some more information

f : R→ R f ′ : R→ R

f (a) < 0 f (b) > 0 f ′(x) > 0, x ∈ [a, b]

There exists a unique x∗ in (a, b) such that

f (x∗) = 0

Kinds of tools that we shall useInterval arithmetic

computations on intervals:

[1, 2] + [3, 4] = [4, 6]

[1, 2]− [3, 4] = [−3,−1]

[1, 2] ∗ [3, 4] = [3, 12]

[1, 2]/[3, 4] = [14,

[1, 2][3,4] = [13, 24]

extends to higher dimensions

[1, 2]− [1, 2] = [−1, 1]

f : Rn → Rn

What can be computed:

[f (U)]

[Df (U)]

higher order derivatives

linear algebra; eg. [A−1]

CAPD library

[1, 2] + [3, 4] = [4, 6]

[1, 2]− [3, 4] = [−3,−1]

[1, 2] ∗ [3, 4] = [3, 12]

[1, 2]/[3, 4] = [14,

[1, 2][3,4] = [13, 24]

[1, 2]− [1, 2] = [−1, 1]

f : Rn → Rn

[f (U)]

[Df (U)]

CAPD library

[1, 2] + [3, 4] = [4, 6]

[1, 2]− [3, 4] = [−3,−1]

[1, 2] ∗ [3, 4] = [3, 12]

[1, 2]/[3, 4] = [14,

[1, 2][3,4] = [13, 24]

[1, 2]− [1, 2] = [−1, 1]

f : Rn → Rn

[f (U)]

[Df (U)]

CAPD library

Kinds of tools that we shall useBrouwer theorem

x = f (x) f (x∗) ?= 0

Theorem (Brouwer theorem)

If F : B → B is continuous, thenthere exists a q ∈ B

F (q) = q

Interval Newton methodF : Rn → Rn, C 1

B = Πni=1[ai , bi ]

x0 ∈ B

Theorem (interval Newton)

Ifx0 − [DF (B)]−1F (x0) ⊂ B

Then ∃!x∗ ∈ B such that

F (x∗) = 0

(intuition)Newton-Raphson:

F : R→ R

xn+1 = xn−F (xn)F ′(xn)

Proof. chalk.

Theorem (Brouwer)If F : B → B is continuous,then there exists a q ∈ B suchthat F (q) = q.

x0 ∈ B

Ifx0 − [DF (B)]−1F (x0) ⊂ B

F (x∗) = 0

F : R→ R

Proof. chalk.

x0 ∈ B

Ifx0 − [DF (B)]−1F (x0) ⊂ B

F (x∗) = 0

F : R→ R

Proof. chalk.

x0 ∈ B

Ifx0 − [DF (B)]−1F (x0) ⊂ B

F (x∗) = 0

F : R→ R

Proof. chalk.

x0 ∈ B

Ifx0 − [DF (B)]−1F (x0) ⊂ B

F (x∗) = 0

F : R→ R

Proof. chalk.

x0 ∈ B

Ifx0 − [DF (B)]−1F (x0) ⊂ B

F (x∗) = 0

F : R→ R

Proof. chalk.

Interval Newton methodExample - Henon map

h(x , y) = (1− ax2 + y , bx)

a = 1.4, b = 0.3

Fixed point:

h(x , y) = (x , y)

F (x , y) = (1− ax2 + y − x , bx − y) = 0

x0 − [DF (B)]−1F (x0) ⊂ B.

Then ∃!x∗ ∈ B, F (x∗) = 0.

h(x , y) = (1− ax2 + y , bx)

a = 1.4, b = 0.3

Fixed point:

h(x , y) = (x , y)

F (x , y) = (1− ax2 + y − x , bx − y) = 0

x0 − [DF (B)]−1F (x0) ⊂ B.

Then ∃!x∗ ∈ B, F (x∗) = 0.

h(x , y) = (1− ax2 + y , bx)

a = 1.4, b = 0.3

Fixed point:

h(x , y) = (x , y)

F (x , y) = (1− ax2 + y − x , bx − y) = 0

x0 − [DF (B)]−1F (x0) ⊂ B.

Then ∃!x∗ ∈ B, F (x∗) = 0.

F (x , y) = (1− ax2 + y − x , bx − y) = 0

x0 − [DF (B)]−1F (x0) ⊂ B.

Then ∃!x∗ ∈ B, F (x∗) = 0.

F (x , y) = (1− ax2 + y − x , bx − y) = 0

x0 − [DF (B)]−1F (x0) ⊂ B.

Then ∃!x∗ ∈ B, F (x∗) = 0.

F (x , y) = (1− ax2 + y − x , bx − y) = 0

x0 − [DF (B)]−1F (x0) ⊂ B.

Then ∃!x∗ ∈ B, F (x∗) = 0.

F (x , y) = (1− ax2 + y − x , bx − y) = 0

x0 − [DF (B)]−1F (x0) ⊂ B.

Then ∃!x∗ ∈ B, F (x∗) = 0.

F (x , y) = (1− ax2 + y − x , bx − y) = 0

x0 − [DF (B)]−1F (x0) ⊂ B.

Then ∃!x∗ ∈ B, F (x∗) = 0.

F (x , y) = (1− ax2 + y − x , bx − y) = 0

x0 − [DF (B)]−1F (x0) ⊂ B.

Then ∃!x∗ ∈ B, F (x∗) = 0.

From ODEs to maps

F (q) = q

From ODEs to maps

F (q) = q

x = f (x , t)

From ODEs to maps

F (q) = q

x = f (x , t) P(q) = q

From ODEs to mapsPoincare map

x = f (x)

x(0) = x0

Flowφ(t, x0) = x(t)

Time T -shift map

P(x) = φ(T , x)

f : Rn → Rn

V ⊂ Rn

Poincare map:

P : V → V

P(x) = φ(τ (x), x)

x = f (x)

x(0) = x0

Time T -shift map

P(x) = φ(T , x)

f : Rn → Rn

V ⊂ Rn

Poincare map:

P : V → V

P(x) = φ(τ (x), x)

x = f (x)

x(0) = x0

Time T -shift map

P(x) = φ(T , x)

f : Rn → Rn

V ⊂ Rn

Poincare map:

P : V → V

P(x) = φ(τ (x), x)

Periodic orbits of ODEsInterval Newton method

x = f (x)

P : V → VP(x) = φ(τ (x), x)

P(x∗) = x∗

TheoremIf

x0 − [DF (B)]−1F (x0) ⊂ B

F (x∗) = 0

F (x) = P(x)− x

x0− [DP(B)− Id ]−1(P(x0)− x0) ⊂ B

x = f (x)

P : V → VP(x) = φ(τ (x), x)

P(x∗) = x∗

TheoremIf

x0 − [DF (B)]−1F (x0) ⊂ B

F (x∗) = 0

F (x) = P(x)− x

x0− [DP(B)− Id ]−1(P(x0)− x0) ⊂ B

x = f (x)

P : V → VP(x) = φ(τ (x), x)

P(x∗) = x∗

TheoremIf

x0 − [DF (B)]−1F (x0) ⊂ B

F (x∗) = 0

F (x) = P(x)− x

x0− [DP(B)− Id ]−1(P(x0)− x0) ⊂ B

Topological coveringF : Rn → Rn

N = Bu ×Bs

N− = ∂Bu ×BsN+ = Bu × ∂Bs

Definition (covering)

N F⇒ NπuF (N−) ∩Bu = ∅πsF (N) ⊂ Bs∃q0 ∈ N s.t. F (q0) ∈ intN (∗)

TheoremThere exists a point p ∈ N suchthat

F (p) = p

Proof. chalk.(*) stronger conditions needed: ∃h : [0, 1]× N → Rn , homotopy, such that (see [GZ] for details):

h0 = F , hλ(N−) ∩ N = ∅, hλ(N) ∩ N+ = ∅ h1 = (A, 0), where A is a matrix s.t. Bu ⊂ ABu

N = Bu ×Bs

N F⇒ N

F (p) = p

N = Bu ×Bs

N F⇒ N

F (p) = p

N = Bu ×Bs

N F⇒ N

F (p) = p

Correctly aligned windows

Theorem

N0F⇒ N1

F⇒ . . .F⇒ N0

Then there exists a periodic orbitpassing through the sets.

Proof.

N = N0 × . . .×NkF(x0, . . . , xk) =

(F (xk),F (x0), . . . ,F (xk−1))

N F⇒ N

Correctly aligned windows

Theorem

N0F⇒ N1

F⇒ . . .F⇒ N0

Then there exists a periodic orbitpassing through the sets.

Proof.

N = N0 × . . .×NkF(x0, . . . , xk) =

(F (xk),F (x0), . . . ,F (xk−1))

N F⇒ N

ChaosTwo correctly aligned windows

N0F⇒ N1

N0F⇒ N0

N1F⇒ N0

N1F⇒ N1

For any sequence of zeros and ones we have

0 0 1 0 1 1 . . .

F 0(p) ∈ N0 F 1(p) ∈ N0 F 2(p) ∈ N1 F 3(p) ∈ N0 F 4(p) ∈ N1 F 5(p) ∈ N1 . . .

ChaosHorseshoe

N0F⇒ N1

N0F⇒ N0

N1F⇒ N0

N1F⇒ N1

Orbits of any prescribed sequences of zeros and ones.

Periodic orbits of any period. For example:

N0F⇒ N1

F⇒ N1F⇒ N1

F⇒ N0

Example of applicationThe three body problem

Two planets rotate on circular orbits around center of massThird, small, massless particle does not influence their motion

N0F⇒ N0 N1

F⇒ N0

N0F⇒ N1 N1

F⇒ N1

The three body problemFixed points

We can position a satellite in 5 points and it will remain motionless

N0F⇒ N0 N1

F⇒ N0

N0F⇒ N1 N1

F⇒ N1

The three body problemThe problem is three dimensional

Momenta coordinate

Coordinates x , y , x , y

(Conservation of energy reduces the dimension by one)

N0F⇒ N0 N1

F⇒ N0

N0F⇒ N1 N1

F⇒ N1

The three body problemPeriodic orbits

Momenta coordinate

N0F⇒ N0 N1

F⇒ N0

N0F⇒ N1 N1

F⇒ N1

The three body problemWhere is the map and windows?

Momenta coordinate

N0F⇒ N0 N1

F⇒ N0

N0F⇒ N1 N1

F⇒ N1

The three body problemTransition from one window to another

Momenta coordinate

N0F⇒ N0 N1

F⇒ N0

N0F⇒ N1 N1

F⇒ N1

The three body problemChaos in celestial mechanics

Momenta coordinate

For any sequence of zeros and ones we have

0 0 1 0 1 1 . . .

F 0(p) ∈ N0 F 1(p) ∈ N0 F 2(p) ∈ N1 F 3(p) ∈ N0 F 4(p) ∈ N1 F 5(p) ∈ N1 . . .

[WZ] D. Wilczak, P. Zgliczyński, Comm. Math. Phys. 2003, 2005

N0F⇒ N0 N1

f⇒ N0

N0F⇒ N1 N1

f⇒ N1

Closing remarks

We can:

compute fixed points

compute periodic orbits

prove chaotic dynamics

next lectures

Thank you for your attention

References

Interval Newton method:[N] A. Neumeier, Interval methods for systems of equations. Cambridge University Press, 1990.

Covering relations:[GZ] M. Gidea, P.Zgliczyński, Covering relations for multidimensional dynamical systems I, J. of Diff. Equations,

202(2004) 32–58

3 body problem example:[WZ] D. Wilczak, P.Zgliczyński, Heteroclinic Connections between Periodic Orbits in Planar Restricted Circular Three

Body Problem - A Computer Assisted Proof, Comm. Math. Phys. 234 (2003) 1, 37-75.

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