3.2 General Concepts for Nonlinear Dynamics

Limit Sets

Omega Limit Point

aRn is a ωlimit point of ϕt(x0) if a sequence of time tn such that

limnϕtn(x0)=a

we denote this as ω(x0)
it gets arbitrarily close infinite times

Alpha Limit Point

aRn is a αlimit point of ϕt(x0) if a sequence of time tn such that

limnϕtn(x0)=a

we denote this as α(x0)

Examples

Limit Points and Fixed points

if x0 is a fixed point then ϕt(x0)=x0,t so:

ω(x0)=α(x0)={x0}

Limit Points and Periodic Orbits

Let ϕt(x0) be a periodic orbits for

tR,ϕT+t(x0)=ϕt(x0)

ω(x0)=α(x0)={ϕt(x0)|tR}

Limit Points and Heteroclinic Orbits

Let ϕt(x0) be a heteroclinic orbit connecting two fixed points x1 and x2

limtϕt(x0)=x1,limt+ϕt(x0)=x2.

Then one sees that α(x0)={x1} and ω(x0)={x2}.

Limit Points and Homoclinic Orbits

Let ϕt(x0) be a homoclinic orbit connecting a fixed point x to itself

limtϕt(x0)=x,limt+ϕt(x0)=x.

Then one sees that α(x0)=ω(x0)={x}.

Limit Sets and Homoclinic Orbits

Consider the IVP of the system

x˙=Ax,xR2x(0)=x00

We have discussed whether the origin 0 belongs to ω(x0) or α(x0) in the table below.

Type of the fixed point 00ω(x0)0α(x0)Center××Sink×Saddle××Source×

Bounded and Closed Sets

For AR2
Bounded: r>0 st ABr(0)
Closed: {an}nNA,limnznA
Compact: Closed and bounded

Invariant Sets:

Positively Invariant

if x0At0,ϕt(x0)A

Negatively Invariant

if x0At0,ϕt(x0)A

Invariant

If it is both positively and negatively invariant

Stable/Unstable Sets

Stable Set

For a fixed point xRn the stable set of x:

Ws(x)={pRn,s.tlimtϕt(p)=x}

note ω(p)={x}

Unstable Set

For a fixed point xRn the unstable set of x:

Wu(x)={pRn,s.tlimtϕt(p)=x}

note α(p)={x}

Example

x˙=y,y˙=x

The coefficient matrix has eigenvalues λ1=1, λ2=1, and eigenvectors v1=(1,1)t and v2=(1,1)t respectively.

The general solution reads

(x(t)y(t))=C1et(11)+C2et(11)

Thus we see that

Ws(0)={(x,y)x+y=0}Wu(0)={(x,y)xy=0}

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