EMAT33100 - Nonlinear Dynamics & Chaos 1

EMAT33100: Nonlinear Dynamics & Chaos
Lecture Notes
by
Bernd Krauskopf & Hinke Osinga
1 What is a dynamical system?
A dynamical system is a system whose behaviour can be described by an evolution operator
Φ
t
: X →X
defined on a space X for all t ∈ T. The space X is called the state space or phase space.
The space T, or time, can be R, in which case we speak of a continuous time system, or
T = Z, which corresponds to a discrete time system. The evolution operator must be such
that the following two conditions hold for any initial condition x
0
∈ X and any t, s ∈ T:
1. Φ
0
(x
0
) = x
0
(“no time, no evolution”),
2. Φ
t+s
(x
0
) = Φ
t

s
(x
0
)) (“determinism”).
If T = R, then the dynamical system is a continuous time system, which is typically given
as a vector field
˙ x = f(x), (1)
where f is a function defined on X. The evolution operator describes the flow of the vector
field. Special solutions of a vector field are:
• Equilibria or rest points: Points x

∈ X with f(x

) = 0.
• Periodic orbits: For a point x

∈ X there exists τ ∈ R with τ > 0 such that
Φ
τ
(x

) = x

. The periodic orbit is defined as the closed curve

t
(x

) | 0 ≤ t < τ

},
where τ

> 0 is the smallest number τ such that Φ
τ
(x

) = x

, and it is called the
period of the periodic orbit.
2 Bernd Krauskopf & Hinke Osinga
If T = Z, then the dynamical system is a discrete system and defined by a map
x →g(x), (2)
where g is a function defined on X. The evolution operator is the map g itself and Φ
t
(x) =
Φ
n
(x) = g
n
(x). Special solutions of a discrete system are:
• Equilibria or fixed points: Points x

∈ X with g(x

) = x

.
• Periodic orbits: For a point x

∈ X there exists n ∈ Z with n > 0 such that
g
n
(x

) = x

, while g
i
(x

) = x

for all 0 < i < n. The periodic orbit is defined as the
set of n points
{g
i
(x

) | 0 ≤ i < n},
and n is called the period of the periodic orbit.
Given the evolution operator, we can find out what happens to x
0
as time evolves. With
time increasing, one would follow x
0
under the flow of (1) or compute iterations of x
0
under
the function g of (2). If f in (1) is sufficiently smooth, then we can also go back in time
and follow the flow backward to see where x
0
came from. The entire future and history of
a point x
0
,

t
(x
0
) | t ∈ T},
is called the orbit of x
0
. In discrete time, g must be invertible in order to look at the entire
orbit. However, we can always consider the forward orbit {Φ
t
(x
0
) | t ∈ T, t ≥ 0}, only.
Remark 1 Throughout the lectures we will assume that the function f associated with
a vector field, as in (1), is sufficiently smooth so that both past and future are uniquely
determined by the initial condition x
0
. In other words, the differential equations in this
course always have unique solutions, provided a sufficient number of initial or boundary
conditions is given.
Example
The logistic map
p →rp(1 −p)
is a discrete dynamical system for any r ∈ R. The state space is R and orbits are given by
the iterates of the map. Since this map is not invertible, we can only look at forward orbits.
[Note that a one-dimensional discrete system can only be chaotic if it is not invertible.]
Example
The Lorenz system

˙ x = σ(y −x),
˙ y = ̺x −y −xz,
˙ z = −βz + xy
(3)
is a three-dimensional continuous dynamical system. Even though we cannot explicitly
solve the system of ODEs, the solutions are uniquely determined in both forward and
backward time by the initial condition (x
0
, y
0
, z
0
)
T
∈ R
3
. [Note that a vector field can only
be chaotic if its phase space is at least three-dimensional.]
EMAT33100 - Nonlinear Dynamics & Chaos 3
2 What is chaos?
Chaos theory is so young that mathematicians still have not decided on the definition of
chaos!! Based on the classical notions, the evolution of an initial condition x
0
under an
operator Φ
t
does not behave chaotically if:
• Φ
t
(x
0
) goes to an equilibrium when t →∞.
• Φ
t
(x
0
) goes to a periodic orbit when t →∞.
• Φ
t
(x
0
) escapes to ∞ as t →∞.
This is not chaotic behaviour, because it is predictable.
A system is chaotic if (a subset of the) orbits are confined to a bounded region, but still
behave unpredictably. A good example is the Lorenz system (3) with σ = 10, ̺ = 28 and
β = 8/3. Arbitrary orbits seem to accumulate on an object called the butterfly attractor.
Two initial conditions that are very close to each other behave similarly, since they both
trace the butterfly attractor. On the other hand, one would expect that two nearby initial
conditions trace a similar path, at least for a very long time; the number of turns in
one of the butterfly’s wings followed by a number of turns in the other wing, etcetera,
should be the same, at least initially. Chaotic behaviour means that this is not true, in
the sense that fairly quickly the two orbits start to behave very differently and there is
no trace or “memory” of the fact that they were once so close. This property is called
sensitive dependence on initial conditions and can be roughly translated as “all decimal
places matter.”
3 Phase portraits and topological equivalence
Example
Consider the one-dimensional linear continuous time dynamical system
˙ x = αx, (4)
4 Bernd Krauskopf & Hinke Osinga
with x ∈ R and a parameter α ∈ R. We can immediately write down the solution of (4),
namely
x(t) = e
αt
x(0)
is uniquely determined by the choice of initial condition x(0) ∈ R. In dynamical systems
theory, one is interested in getting a rough idea what solutions look like — just a sketch
will do — and one is particularly keen on knowing what happens to solutions in the long
run, as time t →∞.
Since we know the solution, we can easily draw a sketch depending on the choice for
the parameter α. Qualitatively, we have the following different possibilities:
→t
x

x(0)
u
α = 0
α < 0
α > 0
If α < 0, x(t) →0 as t →∞,
If α = 0, x(t) = constant,
If α > 0, x(t) →±∞ as t →∞.
In this picture, we choice for x(0) is some positive number. If we choose x(0) < 0, then
the solution either drops to −∞, if α > 0, stays constant, if α = 0, or it increases to 0,
if α < 0; this is the exact mirror image of the above picture, where the mirror is at the
t-axis. The case α = 0 is rather unusual, and we will forget about it in this example.
An extremely simple, and much favoured way of sketching the qualitative behaviour is
as follows:
u ,
0
α < 0
→x
u ,
0
α > 0
→x
The pictures plot the phase space which is R in our case, so we draw a line. The dynamical
system has one equilibrium, namely the origin, which is also indicated in the pictures. If
α < 0, then solutions tend to 0, which is indicated by the arrows. The arrows point in
the opposite direction for the case α > 0. In particular, the pictures immediately reveal
that the equilibrium, the origin, is stable for α < 0 and unstable for α > 0. We call such
pictures phase portraits.
One-dimensional dynamical systems have another, extremely handy, way of visualising
their behaviour. We can namely compare the velocity, and in particular the direction of
the velocity, ˙ x with the position x by simply plotting the graph of ˙ x, that is, the graph of
the RHS of (4). Again, we have the cases α < 0 and α > 0 as follows:
EMAT33100 - Nonlinear Dynamics & Chaos 5
α < 0
u ,
0 →x
`
`
`
`
`
`
` `
`
`
`
`
`
`
``
˙ x

˙ x = αx
α > 0
u ,
0 →x

˙ x

˙ x = αx
The graph ˙ x = αx directly relates to the direction of the arrows on the x-axis. If the graph
lies above the x-axis, then the arrow points to the right — x is increasing, because ˙ x > 0;
where it lies below the x-axis, thearrow points to the left — x is decreasing, because ˙ x < 0.
Note that the point where the graph intersects the x-axis is the equilibrium point.
Example
To illustrate the power of this geometric technique, we consider the following nonlinear
problem
˙ x = sin x. (5)
Again, this is a one-dimensional continuous time dynamical system and x ∈ R. Suppose
we would like to know the behaviour of the solution starting at x(0) =
π
4
.
The ODE (5) is separable, and we can, in fact, solve it explicitly. For initial condition
x(0) = x
0
, we find that the solution must be such that
t = ln

(1 −cos x) sin x
0
(1 −cos x
0
) sin x

= ln

csc x −cot x
csc x
0
−cot x
0

.
So, what happens to the solution with x
0
=
π
4
?
By being just a little less precise, we can find an answer remarkably quickly by looking
at the graph of ˙ x = sin x.
u
0
u
π
u

u
−π
u
−2π
˙ x

→x
, ,
6 Bernd Krauskopf & Hinke Osinga
The dynamical system (5) has equilibria at x = k π, for any k ∈ Z. Considering where
the graph of sin x is above or below the x-axis, we immediately deduce that −π, π, 3π,
etcetera, are attracting equilibria; the equilibria in between, −2π, 0, 2π, etcetera, are
repelling equilibria. Starting with an initial condition x(0) =
π
4
, this is in the region where
the arrows point to the right, so the solution will increase and x(t) = π in the limit t →∞.
Based on the graph of sin x, we can be more specific: the speed at which the solution
increases to π is increasing as well until x(t) =
π
2
, after which the velocity slows down to
0 (note that x(t) itself is monotonically increasing; ˙ x is positive at all time). However, we
cannot say at what time x(t) =
π
2
or something as detailed as that. Nevertheless, with the
picture of the graph of sin x we can give a qualitative behaviour of solutions starting at
any arbitrary initial condition.
Topological equivalence
Let us have a more closer look at the graph of sin x near x = π. This local picture matches
the phase portrait of (4) for α < 0 VERY well.
˙ x = sin x near x = π
u ,
π →x

˙ x

˙ x = αx with α < 0
u ,
0 →x
`
`
`
`
`
`
` `
`
`
`
`
`
`
``
˙ x

We call these two systems topologically equivalent in these respective neighbourhoods. The
official definition is
Definition
Suppose we have two vector fields
(1) ˙ x = f(x) and (2) ˙ y = g(y).
Then (1) on a domain U is topologically equivalent to (2) on a domain V , if we can find a
continuous and invertible map h : U →V that maps orbits of (1) to orbits of (2), respecting
the direction of time.
Hence, in the respective domains U and V the two vector fields have the same number of
equilibria (one in our example) and the phase portraits are identical. Note that we do not
need to have a time-wise precise mapping of the orbits.
3.1 Phase portraits for two-dimensional systems
Unfortunately, with two-dimensional systems it is already impossible to draw the graph of
the RHS (this would be a surface in four-dimensional space). Hence, for phase portraits we
EMAT33100 - Nonlinear Dynamics & Chaos 7
restrict ourselves to sketches in the phase space only, that is, on the plane. However, the
whole idea is the same: we indicate with arrows in which direction the vector field points,
which depends on the sign of the two components of the RHS.
Example
Consider, for example, the harmonic oscillator with a friction term.
Newton’s law gives:
¨ x + c ˙ x + ω
2
x = 0
M
spring
0 →x, the displacement
THIS IS A TWO-DIMENSIONAL DYNAMICAL SYSTEM !!!
The system is not determined by the displacement x alone! We also need to know the
velocity ˙ x. Hence, the phase space is R
2
, the space of displacements and velocities. Another
way to see this, is that the equation is a second-order ODE. Dynamical systems must be
written as a system of first-order ODEs. By defining y = ˙ x we obtain the system of
equations

˙ x = y,
˙ y = −cy −ω
2
x.
(6)
The general form of a vector field is:
˙ x = f(x, λ),
where x ∈ X = R
n
and λ ∈ R
m
is a vector of parameters. The function
f : R
n
×R
m
→R
n
with
f(x, λ) =

¸
¸
f
1
(x, λ)
.
.
.
f
2
(x, λ)

assigns a vector to every point in phase space ⇒ a force field.
You have probably seen the example of the harmonic oscillator before. If no friction is
present in the system, that is, c = 0, then the motion is perfectly sinusoidal. If c > 0,
then the amplitude of the oscillations dies out as t → ∞. In the physically unlikely
(but mathematically completely logical) case that c < 0, the amplitude of the oscillations
increases. This can be visualised as follows by plotting the x-coordinate versus time.
8 Bernd Krauskopf & Hinke Osinga
c > 0
10 0
1.5
-1.5
x
t
c = 0
10 0
1.5
-1.5
x
t
c < 0
10 0
3
-3
x
t
Forgetting about time, the phase portrait for these three cases plot the orbits in the (x, y)-
plane. With arrows we indicate the direction of the flow, but we are sloppy in providing
information about how fast the motion is. For example, the pictures give information about
the amplitude, but not the frequency of the oscillations. In particular, the frequency is the
same for all periodic orbits in the phase portrait for c = 0, which cannot be deduced from
the picture.
c > 0
1.5 -1.5
5
-5

y
x
c = 0
1.5 -1.5
5
-5



y
x
c < 0
3 -3
10
-10

y
x
By simply considering the direction of the arrows in the phase plane, one can often deduce
the stability properties of the equilibria. If there is uncertainty about this, then we can
also do a bit more algebra to make sure. This is the topic of the next section, but we
first show another example where the phase portrait does give all relevant information by
considering the direction of the arrows alone.
Example
Consider the following model in population dynamics of two species that compete, say for
the same limited food source, such that they inhibit each other’s growth. A simple model
for this type of interaction is

˙ x = x(1 −x −αy) =: f(x, y) and
˙ y = λy(1 −y −βx) =: g(x, y).
(7)
The two species are represented by x and y, which stand for fractions of an expected
population size (so x = 1 would be considered as a healthy situation). In the absence of
species y, species x satisfies what is known as logistic growth: the species will increase
until it reaches its expected value x = 1 (or decrease if it started at a value larger than
1). Both x = 0 and x = 1 are equilibria, where x = 0 is repelling and x = 1 is attracting.
EMAT33100 - Nonlinear Dynamics & Chaos 9
Similarly y grows logistically in the absence of x. The two parameters α and β are positive
and indicate the inhibition effect.
The nullclines of (7) are:
˙ x = 0 → x = 0 or y =
1
α
(1 −x),
˙ y = 0 → y = 0 or y = 1 −βx.
Note that there is no reason to decide whether α < 1 or α > 1 and the same holds for β.
Hence, there are four possible configuration for the nullclines if we ignore the possibility
α = 1 and/or β = 1 (this is far less likely than α = 1 and β = 1). Note that we are only
interested in the positive quadrant, because we are dealing with species.
α, β < 1
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
y
x 0
1
1
α
1
1
β
P

s
s
s
s
·
`
,
·
`
,

α, β > 1
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
y
x 0
1
1
α
1
1
β
P

s
s
s
s
·
`
,
·
`
,

β < 1 < α

`
`
`
`
`
`
`
`
`
`
`
`
y
x 0
1
1
α
1
1
β
s
s
s
·
`
,
,
,
,
`
`
α < 1 < β
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
`
y
x 0
1
1
α
1
1
β
s
s
s
·
`
,
·
·
·

Using that we know the direction of the arrows along the coordinate axes (absence of the
other species), we can “fill out” the rest of the phase portrait for each of the four cases.
Note that the cases α, β < 1 and α, β > 1 lead to the existence of a steady state P

in the
positive quadrant off the coordinate axes. This steady state does not exist if β < 1 < α or
α < 1 < β.
In each of the four cases, the origin is a source or repelling point. The diagram shows
that for α, β < 1 the steady states (1, 0) and (0, 1) are saddles, while the positive steady
state P

is stable. Hence, the populations reach a balanced situation where both x and y
10 Bernd Krauskopf & Hinke Osinga
are positive. Unfortunately, this case seems quite rare in nature. Typically at least one of
α and β is larger than 1.
For α, β > 1 the two steady states on the axes (1, 0) and (0, 1) are both stable and P

is a saddle. Hence, there are two attractors in this system and it depends on the initial
conditions whether the x population or the y population goes extinct. This means that
there must exist a curve through P

that separates the positive quadrant into two regions.
On one side of this separatrix initial conditions converge to (1, 0) and on the other side they
converge to (0, 1). The separatrix separates the two basins of attraction. Since the origin
is a source, we can conclude that the separatrix must also pass through (0, 0). However, it
is not possible, in general, to find an explicit equation for the separatrix. Nevertheless, it
is clear such a curve must exist. Initial conditions chosen exactly on the separatrix neither
go to (1, 0) nor to (0, 1), but to P

instead. The separatrix is, therefore, also called the
stable manifold of P

.
If β < 1 < α then (1, 0) is a saddle and (0, 1) is stable. Hence, the x-population dies
out. If on the other hand α < 1 < β then (0, 1) is a saddle and (1, 0) is stable, so that the
y-population dies out. Intuitively, this is clear from the equations (7). If β < 1 < α then y
has a stronger inhibitive effect on x than the x on y. So, x will lose. Similarly, y will lose
if α < 1 < β.
We see that in three of the four cases one of the populations goes extinct. This illustrates
the principle of competitive exclusion that is common in nature. Typically, in nature, one
of the two species will move away, or choose another food source or so to survive. Hence,
naturally, a species attempts to adjust the inhibition the other has on it. Well, at least the
most inhibited species tries.
Let us assume that we are in the situation β < 1 < α. This means that y has a stronger
inhibitive effect on x than the other way around. Hence, x will try to adapt, so that it
may survive. This means mathematically that x will try to change the parameter α by
looking for another food source, for example. If α decreases only slightly, the situation stays
topologically the same, and x will still go extinct (it only takes a little longer). However,
when α decreases dramatically, so that α < 1, then the situation becomes topologically
different and x manages to survive. The moment of change in the two topologically different
cases comes about when α = 1. We call such a transition between two topologically different
phase portraits a bifurcation.
Eigenvalues and the stability of equilibria
Recall that a point x
0
of the vector field ˙ x = f(x) is an equilibrium or steady state if
f(x
0
) = 0, that is, if there is no force at x
0
. The Jacobian Df(x
0
) at the equilibrium x
0
is
defined as
Df(x
0
) =

∂f
1
∂x
1
. . .
∂f
1
∂x
n
.
.
.
.
.
.
∂f
n
∂x
1
. . .
∂f
n
∂x
n
¸
¸
¸
¸
¸
¸
, where f(x) =

f
1
(x)
.
.
.
f
n
(x)
¸
¸
¸
,
EMAT33100 - Nonlinear Dynamics & Chaos 11
and is an n × n matrix. The eigenvalues of this matrix (counted with multiplicity) are
important for determining the stability properties of the equilibrium x
0
. We define the
following three numbers:
n
0
= # of eigenvalues of Df(x
0
) with zero real part,
n
+
= # of eigenvalues of Df(x
0
) with positive real part,
n

= # of eigenvalues of Df(x
0
) with negative real part.
An equilibrium x
0
is called hyperbolic if n
0
= 0. In this case, we call x
0
an attractor if
n

= n and n
+
= 0, a repellor if n
+
= n and n

= 0, and a saddle point both n
+
> 0 and
n

> 0. In general, we cannot be certain about the stability properties of x
0
if n
0
= 0.
Hence, the stability properties of an equilibrium x
0
for a nonlinear dynamical systems
are determined by the linearisation about x
0
. This is stated in the following important
theorem:
Theorem 2 (Hartman & Grobmann) If the vector field
(1) ˙ x = f(x)
has a hyperbolic equilibrium x
0
, then there exists a neighbourhood U of x
0
such that (1)
on U is topologically equivalent to the linearised system
(2) ˙ x = Df(x
0
) x
on an (arbitrary) neighbourhood V of the origin.
For example, the system ˙ x = sin x near x = π is topologically equivalent to the system
˙ x =

d
dx
sin x

x=π

x = (cos π) x = −x,
as we have seen before.
The Hartman-Grobmann Theorem is very powerful: it says that the dynamics of any
nonlinear dynamical system is similar to the dynamics of a linear system locally near its
hyperbolic equilibria. So, what is the possible dynamics of a linear system?
Let us, for simplicity, consider all linear vector fields on R
2
. The case for R
n
is similar.
Hence, we consider an arbitrary 2 ×2 matrix A and the linear system
¸
˙ x
˙ y

= A
¸
x
y

. (8)
The origin is the only equilibrium. It is not so hard to find explicit solutions of (8) for
specific choices of A and deduce the behaviour, so here we only list the possibilities. The
eigenvalues of A are determined by the zeroes of its characteristic polynomial
char
A
(λ) = det(λI −A) =

¸
λ 0
0 λ

−A

= λ
2
−trace(A) λ + det(A).
Depending on the trace and determinant of A we can figure out the values for n
0
(A),
n

(A), and n
+
(A). In particular, n
0
(A) = 0 only if det(A) = 0 (which is not very common
for arbitrary 2 ×2 matrices). We get the following picture in the (trace(A), det(A))-plane:
12 Bernd Krauskopf & Hinke Osinga
trace(A)
det(A)
2
2a
1
1a
3 3
Eigenvalues in
1a
and
2a
are complex conjugate.
On the trace(A)-axis we have n
0
= 0.
In
1
and
1a
: n

= 2 ⇒ origin is an attractor
In
2
and
2a
: n
+
= 2 ⇒ origin is a repellor
In
3
: n
+
= n

= 1 ⇒ origin is a saddle point
For each of the regions, we have the following qualitative phase portraits, each given with
an example taken either from the harmonic oscillator or from the competing species model.
Eigenvalues Phase portrait Example
1
C
u u
x
y
s ,
·
·
`
`

»

´
Competing species, α, β > 1
linearisation about (1, 0)
A =
¸
−1 −α
0 −λ(β −1)

1a
C
u
u
x
y
1.5 -1.5
5
-5

Harmonic oscillator
c = 0.7, ω = 3
A =
¸
0 1
−9 −c

2
C
u u
x
y
s ,
`
`
·
·

´

»

Competing species
linearisation about (0, 0)
A =
¸
1 0
0 λ

2a
C
uu
x
y
3 -3
10
-10

Harmonic oscillator
c = −0.3, ω = 3
A =
¸
0 1
−9 −c

3
C
u u
x
y
s ,
`
·
º >>
> >.
Competing species, α, β < 1
linearisation about (1, 0)
A =
¸
−1 −α
0 λ(1 −β)

EMAT33100 - Nonlinear Dynamics & Chaos 13
Theorem 3 Consider the two linear vector fields
(1) ˙ x = Ax and (2) ˙ x = Bx,
where A and B are n × n matrices. If n
0
(A) = n
0
(B) = 0, that is, if the origin is a
hyperbolic equilibrium for both systems, then (1) and (2) are topologically equivalent if and
only if n
+
(A) = n
+
(B) and, consequently, also n

(A) = n

(B).
In particular, the above theorem says that
1
and
1a
, as well as
2
and
2a
are topologically
equivalent! For one-dimensional systems the phase portraits of two topologically equivalent
systems are identical. For two-dimensional systems, we need to be a little more flexible.
Imagine that the phase portraits are drawn on a piece of rubber. If with a bit of pulling
and stretching two phase portraits are identical, then the associated dynamical systems
are topologically equivalent.
4 Stable and unstable manifolds
Linearisation about hyperbolic equilibria and topological equivalence are local results. We
know what a vector field looks like near a hyperbolic equilibrium, but how do we paste
this information together to obtain the entire phase portrait? An important global object
for this purpose is the following.
Definition
Let x
0
be a saddle point of the vector field ˙ x = f(x). The set of all points “ending up at
x
0
” under the flow Φ
t
of the vector field
W
s
(x
0
) = {x ∈ R
n
| Φ
t
(x) →x
0
as t →∞}
is called the stable manifold of x
0
. Similarly, all points “coming from x
0

W
u
(x
0
) = {x ∈ R
n
| Φ
t
(x) →x
0
as t →−∞}
is called the unstable manifold of x
0
.
The stable and unstable manifolds of saddle points in two-dimensional vector fields are
one-dimensional curves. In general, the dimension of the unstable manifold is equal to n
+
and the dimension of the stable manifold is n

. It is not easy to find stable and unstable
manifolds; it is not possible, in general, to compute them analytically. However, we do
know the following:
Theorem 4 Let x
0
be a saddle point of ˙ x = f(x). Then x
0
is also a saddle point of the
linearised system
s ,

´
´
´
´
´
´
´
´
´
´´
´-
´
´´
.
`
E
u
(x
0
)
E
s
(x
0
)
W
u
loc
(x
0
)
W
s
loc
(x
0
)
˙ x = Df(x
0
) (x −x
0
).
Let E
s
(x
0
) and E
u
(x
0
) denote the stable
and unstable eigenspaces of the linearised
system. In a small enough neighbourhood
U of x
0
, there exists a local piece of W
s
(x
0
),
called W
s
loc
(x
0
), that is a smooth manifold and that can be considered as the graph of some
function h : E
s
(x
0
) → E
u
(x
0
). Furthermore, W
s
loc
(x
0
) is tangent to E
s
(x
0
) at x
0
. The
same is true for the local unstable manifold W
u
loc
(x
0
) which is defined in the same way.
14 Bernd Krauskopf & Hinke Osinga
Example
The planar pendulum is a good example to illustrate the global (un)stable manifolds.
`
`
`
`
`
`
`
`
`
θ
}
M
>
>
>
>
>
>.
·
l
M g
Mg sin θ
˙
θ
The planar pendulum can be considered as a two-dimensional
dynamical system, very similar to the harmonic oscillator. The
equations of motion are
M l
¨
θ + c
˙
θ + M g sin θ = 0,
Where M is the mass, l is the length of the pendulum, g the
gravitational constant, and c the dampings coefficient. By res-
caling time t →

l
g
t, and defining x = θ, y =

l
g
˙
θ (or simply
assuming l = g = 1), we obtain equations in a simple form.
Define D =
c
m

g l
, then

˙ x = y,
˙ y = −Dy −sin x.
(9)
Since x = θ is the angular displacement from the vertical down position, this variable is
periodic with period 2π, which means that the phase space is a cylinder. Alternatively, we
can assume X = R
2
and we will see the periodicity in x from the phase portrait.
To analyse the dynamics, we compute the equilibria and determine their stability. The
equilibria are given by
y = 0 and sin x = 0 ⇔ x = k π, k ∈ Z.
The Jacobian matrix is
Df
¸
x
y

=
¸
0 1
−cos x −D

.
Hence, for the equilibria (2k π, 0) the matrix becomes
Df
¸
2k π
0

=
¸
0 1
−1 −D

,
with eigenvalues
λ
1,2
=
−D
2
±
1
2

D
2
−4
that are ±2i if D = 0 and complex conjugated for small D. For the equilibria (2k π +π, 0)
the matrix becomes
Df
¸
2k π + π
0

=
¸
0 1
1 −D

,
with eigenvalues
λ
1,2
=
−D
2
±
1
2

D
2
+ 4,
EMAT33100 - Nonlinear Dynamics & Chaos 15
so that always one is positive and one negative.
From the theory, we can conclude that equilibria (2k π + π, 0) are saddle points, with
eigenvectors
¸
1
1

and
¸
−1
1

if D = 0. For small D > 0 the equilibria (2k π, 0) are (spiral)
attractors. The theory does not allow us to say something about the equilibriua (2k π, 0)
for D = 0, because these are not hyperbolic. However, we know that a pendulum without
friction will have periodic motion. Hence, near the equilibria, the dynamics becomes:
−π 0 π 2π −π 0 π 2π
No friction: D = 0 Friction: D > 0
If D = 0, then the periodic motion where the pendulum swings back and forth is separated
from the periodic motion where the pendulum goes over the top by the stable and unstable
manifolds. If the pendulum is (almost) exactly up (unstable situation) it will fall down
and again end up (almost) exactly up. This means that the stable and unstable manifolds
connect up as shown below.
6.3 -6.3
3
-3
−π 0 π
ր
ւ
ց
տ
ր
ւ
ց
տ






0
1
2
3
1
pendulum goes over the
top counter-clockwise.
2
pendulum does not go
over the top.
3
pendulum goes over the
top clockwise.
In the presence of friction, practically all initial conditions end up at the vertical down
position. The exception is formed by the stable manifolds, consisting of points that end
up in the vertical up position (highly exceptional!)
6.3 -6.3
3
-3
−π 0 π
ր
ւ
ց
տ
ր
ւ
ց
տ


← ←
0
All typical initial
conditions end up
in the rest position.

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