1 Definitions Attractor - An attracting set, A is defined to have

the following properties:

Some mathematical definitions:
1. A is an invariant set.
Algebraic multiplicity - The algebraic multiplic-
ity, A (i ), of an eigenvalue from matrix A is 2. A attracts an open set of initial conditions.
the largest integer k such that ( i )k divides There is an open set U containing A such
evenly the polynomial expression for the charac- that if x U , then the distance from x(t)
teristic equation, i.e. it is the number of times a to A tends to 0 as t . A attracts all
given i is repeated trajectories that start sufficiently close to it.
Geometric multiplicity - The geometric multiplic- The largest such U is the basin of attraction
ity, A , of of an eigenvalue from matrix A is the of A.
maximum number of linearly independent eigen- 3. A is minimal. There is no proper subset of
vectors associated with i . It is the dimension of A that satisfies conditions (1) and (2) above.
the nullspace of (A i I), also called the nullity
of (A i I), which is related to the dimension as:
A = n rank (A i I) 2 General Method
where n is the dimension A. Also, A A (i ). For a general non-linear system:
If A < A (i ), then the matrix, A, is said to be
degenerate x = f (x) (2.0.1)
Hyperbolic equilibrium - An equilibrium point is
called a hyperbolic equilibrium point if none of 1. Solve:
the eigenvalues of f (x ) have zero real part. No-
x = 0
tice that the hyperbolic property is defined based
on the linearised approximation of the non-linear to obtain equilibria, x .
system.
2. Linearise Eqn. (??) to obtain:
Invariant set - An invariant set is a set of val-
ues in Rn space such that starting within the set x = Ax (2.0.2)
when t=0 guarantees that the trajectory remains
bounded within the set for all t. where A is the Jacobian matrix of f (x), i.e. A =
f (x).
Let U be the invariant set:
U <n 3. Evaluate the Jacobian, A, at an equilibrium
point.
if x(0) U , then x(t) U, t > 0
The Jacobian, A, represents a new curvilinear co-
An invariant set is a loose term. For instance, any ordinate system based on the gradient of the func-
equilibrium point is an invariant set. A trapping tion, f (x). Evaluating the Jacobian at the equi-
region and domain/region/basin of attraction of librium point therefore gives the gradient of the
an equilibrium point are also invariant sets. A function locally at the equilibrium point. This is
trivial invariant set is the whole state space. For the tangent space.
an autonomous system, any of the trajectories in
The new local coordinate system can be decom-
state-space is an invariant set. Since limit cy-
posed to find eigenvalue-eigenvector pairs. This
cles are special cases of system trajectories (closed
gives its invariant directions and tells us about
curves in the phase plane), they are also invariant
the local stability of the equilibrium point.
sets.
Domain/Region/Basin of attraction - The do- 4. Decompose A to find its eigenvalues and eigen-
main/region/basin of attraction, U , of an attract- vectors at the equilibrium point.
ing set A is the set of initial conditions x0 U Eqn. (??) has a solution of the form:
such that x(t) A as t .
x(t) = eAt x0
Trapping region - A region is trapping if along its P
boundary the vector field is pointing inwards or is where x0 = i ci vi where vi is an eigenvector of
tangential to it. A.

1
This can be re-expressed as: In the linearised approximation, a non-hyperbolic
X equilibrium is a centre. But the topology of the
i t
x(t) = ci e vi (2.0.3) non-linear system at the equilibrium point is not
i necessarily a centre. We cannot make this conclu-
sion since we cannot apply the Hartman-Grobman
see (??) for proof. Theorem - which only works for hyperbolic equi-
libria.
4.1. If A < A (i ) for any i (A is degenerate),
then try a component solution of the form: 6. To investigate the stability of non-hyperbolic
equilibria in the original non-linear system, we
xi (t) = tei t vi + ei t w have the following options:

where w is an unknown vector that needs to Polar coordinate transformation

be determined. Substituting this into Eqn. Symmetry
(??) and equating like terms gives: Hamiltonian/Gradient System
(A i I) w = vi Lyapunovs Direct Method
LaSalles Invariant Set Theorem
which can be solved to find w.
7. To further analyse the topology of the non-
4.2. If i is complex, then vi will also be com-
linear system, especially when determining the ex-
plex, with the conjugate pairs being i and
istence limit cycles and separatrix cycles, we have
vi . The pair of complex eigenvectors can be
the following options:
replaced with real eigenvectors.
If i = i + ji and vi = ai + jbi , then the Polar coordinate transformation - Existence
component solution is: of a limit cycle
Poincare-Bendixson Theorem
xi (t) = ei t ai cos(i t) bi sin(i t)


Index Theory
+ jei t ai sin(i t) + bi cos(i t)


Bendixson/Dulac Criterion
Combining this with the complex conjugate
component solution, xi (t), gives two real so-
lutions: 3 Invariant Manifolds
p(t) = ei t ai cos(i t) bi sin(i t)


This section introduces the concept of invariant
i t


q(t) = e ai sin(i t) + bi cos(i t) manifolds and their relation to the stable, unsta-
ble and centre subspaces.
4.3. A can be normalised to obtain its normal Recall that the general solution to the linear sys-
form, A0 , by changing coordinates. Consider tem is given by Eqn. (??):
Eqn. (??) and let y = V1 x: X
x(t) = ci ei t vi
x = Ax i
y = V1 AVy where each component, i, can be grouped under
the categories: stable (s), unstable (u), or centre
so:
(c). This gives:
A0 = V1 AV x(t) = ws (t) + wu (t) + wc (t)

5. Analyse stability of the equilibrium point by where ws (t) is the stable subspace, E s ; wu (t) is
looking at its eigenvalues. the unstable subspace, E u ; wc (t) is the centre sub-
c
If the equilibrium is hyperbolic, we can conclude space, E .
on the stability of the original non-linear system Each subspace is formed from the linear combina-
using the Hartman-Grobman Theorem. However, tion of eigenvectors which span said subspace, e.g.
if the equilibrium is non-hyperbolic, the Hartman- ws = E s is formed from the linear combination
Grobman Theorem doesnt apply so we cannot use of vis - the eigenvectors corresponding to stable
it to conclude on the non-linear systems stability. eigenvalues - each of which span the subspace, E s .

2
Having identified the subspaces present in the so- 4 Stability of Non-Hyperbolic
lution, x(t), we must now show that these sub- Equilibria
spaces are invariant w.r.t. to the flow, eAt . We
therefore need to decouple the system of equations
If an equilibrium point in the linearised approxi-
in the linear system. Returning to Eqn. (??) and
mation is non-hyperbolic, we cannot conclude that
changing coordinates:
this equilibrium point in the original non-linear
system is a centre, because the Hartman-Grobman
x = Ax Theorem does not apply.
= VV1 x Instead, further analysis is required using the tools
1 1 below:
V x = V x
z = z
4.1 Polar Coordinate Transformation
where T, , and z are defined as follows:
This transforms the coordinate system of the lin-
earised system from Cartesian to Polar Coordi-
.. .. .. nates. Note that this only works for a 2D system,
h . i h . i h . i <2 :
vju
s
T= vi vkc x1 x1 + x2 x2 x1 x2 x2 x1
.
.. .
.. .
..
r = =
r r2
h i where r gives the radius of the trajectory mea-
s
i 0
h i
0 sured from the equilibrium point.
u

= 0 j 0
h i

0 0 ck
4.2 Symmetry

A 2D non-linear system is symmetric w.r.t. the

zs
ui x1 axis if it is invariant under the transformation
z = zj
(t, x2 ) (t, x2 ) and vice versa.
zck
h i Likewise, the system is symmetric w.r.t. the x2
s axis if it is invariant under the transformation,
i 0 0

zsi zsi
(t, x1 ) (t, x1 ) and vice versa.
h i
u
uj u

zj = 0 0 zj

zck zc If a system is symmetric w.r.t. one of the axes, and
h i
ck

0 0 k
if the origin is a centre in the linearised approxi-
mation, then the origin is a centre in the original
non-linear system. Consider the system:
We see that the solution of the stable, unstable
and centre systems of equations (zsi , zuj , zck respec- x1 = x2 x32 , f (x1 , x2 )
tively) are decoupled from each other. Hence, each x2 = x1 x22 , g (x1 , x2 )
system of equations is able to completely describe
the behaviour of the flow within its corresponding and test it under the transformation (t, x2 )
subspace. Therefore, the subspaces is decoupled (t, x2 ):
from each other and are therefore invariant. dx1
= x1
For example, consider a saddle node, which has d (t)
both stable and unstable directions. The eigenvec- d (x2 )
= x2
tors corresponding to the stable and unstable di- d (t)
rections are contained in ws and wu respectively. f (x1 , x2 ) = f (x1 , x2 )
These eigenvectors are separatrices which divide
g (x1 , x2 ) = g (x1 , x2 )
the phase plane into stable and unstable regions.
Trajectories are unable cross separatrices and are which shows that it is invariant under the transfor-
therefore contained within either the stable or un- mation. The system is therefore symmetric about
stable region. Hence, the subspaces E s , E u , and the x1 axis. Hence, the origin is a non-linear cen-
E c form invariant manifolds. tre.

3
4.3 Conservative Systems 4.4 Gradient Systems

A conservative system possesses an energy-like Systems of the form:

function, V (x), which is preserved along the tra-
jectories of the system. The requirements a con- x = V (x) (4.4.1)
servative system needs to satisfy are: there exists
a non-constant V (x) : <n < with dVdt(x) = 0. where V (x), is a twice-differentiable function de-
fined on some set U <n , are called Gradient
If the system has an isolated equilibrium at x
Systems with n degrees of freedom.
(there are no other equilibria in a neighbourhood
around it), and one can construct such a V (x) Eqn. (??) shows that trajectories are perpendicu-
with a local minimum or maximum at x , then lar to level sets of V (x) and that the equilibrium
there is a region around x which contains a closed points of Gradient Systems correspond to critical
orbit, i.e. the trajectories around x evolve on points of V (x).
level sets of V (x). So if x is a strict local minimum of V (x), then
I dont know if Vector Fields Possessing an Inte- V (x) V (x ) is a Lyapunov function for x which
gral are the same as Hamiltonian Systems or what is asymptotically stable. If x is a strict local max-
the relation between the two are. Some sources dif- imum of V (x), then x is unstable.
ferentiate it and some dont. As far as Im con-
Note that a Gradient System is the dual of a
cerned, they are exactly the same. Let me knowHamiltonian System. A level set in a Gradient
System is an orbit in a Hamiltonian System. Like-
wise, the gradient of a Hamiltonian System is the
4.3.1 Vector Fields Possessing an Integral trajectory of a Gradient System. It can be shown
that the trajectories of both systems are orthogo-
4.3.2 Hamiltonian Systems nal; see ??.
Systems of the form:
4.5 Lyapunovs Direct Method
p = f (p, q)
q = g (p, q) This involves finding an energy-like function,
called a Lyapunov function, V (x), similar to the
where p, q <n for which there exists a twice- Hamiltonian, H(p, q), except the former exists
differentiable function, H(p, q) : <2n < for for both conservative and dissipative systems,
some set U <2n such that: whereas the latter only exists for conservative sys-
tems. The Lyapunov function can be used to con-
clude on the non-linear systems stability.
H(p, q)
f (p, q) = (4.3.1) To be classified as a Lyapunov function, it must
q
H(p, q) fulfil the following criteria. Let V (x) : <n < be
g (p, q) = (4.3.2) a continuously differentiable function defined for
p
some set U <n in the neighbourhood of x . If:
are called Hamiltonian Systems with n degrees of
freedom. Note that all Hamiltonian Systems are 1. V (x) is positive definite
conservative. See ?? for the derivation of Eqn. 2. V (x) is negative semi-definite
(??) and (??) above.
If it can be shown that the system is a Hamil- then x is stable. If additionally,
tonian System by finding H(p, q), then we have
also found the possible trajectories of the system 3. V (x) is negative definite
- since the trajectories evolve along level sets of
H(p, q) which form closed orbits. then x is asymptotically stable. If additionally,
We can therefore conclude on the trajectory and
stability of the system. For example, if (p , q ) is 4. V (x) is radially unbounded (U = <n )
an equilibrium and H(p, q) > 0, then this equilib-
rium is stable. then x is globally asymptotically stable.

4
4.6 LaSalles Invariant Set Theorem 4.6.1 Indirect Trapping Region

It is difficult to find a a true Lyapunov function The indirect method is to simply use the func-
that satisfies condition (3) - strict negative defin- tion, V (x), that satisfies the conditions in Lya-
ity - as it is usually only negative semi-definite. So punovs Direct Method (??) or LaSalles Invari-
Lyapunovs Direct Method cannot be used to con- ant Set Theorem (??). The local region where
clude on asymptotic stability. However, Invariant V (x) satisfies the conditions is the trapping re-
Set Theorem can be used to conclude on asymp- gion. The condition required on the boundary of
totic stability. the trapping region is V = 0.
Besides often yielding conclusions on asymptotic This can be seen from the requirement that
stability when V (x) is only negative semi-definite, V (x) 0 for the region, i.e. the trajectory must
the invariant set theorems also allow us to extend be such that V (x) decreases or remains constant
the concept of Lyapunov function so as to describe over time. Since V (x) is bounded over this region
convergence to dynamic behaviours more general (it is possible to draw closed curves of V (x) = V0 ),
than equilibrium, e.g., convergence to a limit cy- the trajectory must point inward or tangentially
cle. to the boundary of the region.
The invariant set theorems reflect the intuition
that the decrease of V (x) has to gradually van- 4.6.2 Direct Trapping Region
ish (i.e., V (x) has to converge to zero) because
V (x) is lower bounded. The direct (or graphical) method would be to
analyse the vector field of the phase space and
Let V (x) : <n < be a continuously differen-
construct some bounded region defined by a char-
tiable function defined for some set U <n in the
acteristic set of vectors (or vector function), y. A
neighbourhood of x . Assume:
trapping region is defined as having a vector field
that is pointing inwards or tangential to it.
1. for some V0 > 0, the region, D, defined by
In 2D, the bounded region is defined by some
V (x) V0 is bounded
closed curve, C. At any point along C, the tra-
jectory must point inward or lie tangential to C.
2. V (x) 0 x(t) D The exact condition required is as follows:
Let the gradient of the curve at any point be
where the trapping region, D, is assumed to exist. m(C). The direction vector of the trajectory at
any point is given by:
Let R = {x : V (x) = 0} and M be the largest !
x1
invariant set in R. Then, every solution x(t) x =
x2
originating in D tends to M as t .
which has (scalar) gradient:
In the above theorem, the word largest is un-
derstood in the sense of set theory, i.e., M is the x2
m(x) =
union of all invariant sets (e.g., equilibrium points x1
or limit cycles) within R. In particular, if the set which can alternatively be derived by considering
R is itself invariant (i.e., if once V (x) = 0, then the gradient of the trajectory on the phase plane:
V (x) for all future time), then M = R.

dx2
Note that LaSalles Theorem assumes the exis- m (x) =
dx1
tence of the invariant set, D. Note also that V (x)
dx2 dt
is not a Lyapunov function. It is not required to =
be positive definite and V (x) is only required to dt dx1
be negative semi-definite. If V (x) is positive def- x2
=
inite then it is a Lyapunov function whose level x1
sets can be used to generate D.

noting that m(x) = m (x) , where (x), is a
The trapping region, D, can be found indirectly curve representing the trajectorys path in the
or directly. phase plane.

5
The limiting condition to be satisfied for C to be Also, x0 can be written as a linear combination of
the boundary of a trapping region is: the eigenvectors of A:
m(x) = m(C) X
x0 = ci vi (5.1.2)
x2 i
= m(C)
x1
x2 mx1 = 0 Using both Eqn. (??) and (??):
where m = m(C). But more generally,
x(t) = eAt x0
x2 mx1 0 or x2 mx1 0 (4.6.1) 
1 2 2
X
= I + At + A t + . . . ci vi
where the choice of inequality depends on the ge- 2
i
ometry. To determine which inequality applies, X X t2 X
draw the tangent to the curve at some point, x, = ci vi + t ci Avi + ci A2 vi
with gradient, m(C). Then draw vectors of x 2
i i i
pointing into the trapping region at x. Only one X X t2 X
of the inequalities can be true. = ci vi + t ci Avi + ci A2 vi
2
i i i
In 3D, the bounded region is defined by some X X t2 X 2
closed surface. At any point on the surface, the = ci vi + t ci i vi + ci i vi
2
trajectory must point inward or lie tangential to i i i
 
the surface. The exact condition required is as
X 1 2 2
= ci vi 1 + i t + i t
follows: 2
i
X
Let the outward normal of the surface be, n. Then = ci ei t vi
the following must be satisfied i

x n 0 (4.6.2)
i.e. the trajectory is either tangential to the sur- 5.2 Proof that trajectories in Hamilto-
face or points into the region bounded by the sur- nian Systems are orthogonal to tra-
face. jectories in Gradient Systems

5.3 Derivation of Hamiltonian relation

5 Miscellaneous Proofs and in Eqn. (??) and (??)
Derivations

5.1 Proof that x(t) =P eAt x0 can be

rewritten as x(t) = i ci ei t vi

Taylors expansion of eA t gives:

1
eAt = I + A + A2 t2 + . . . (5.1.1)
2