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Lec 31

The document discusses the Stable Manifold Theorem, which states that the stable and unstable manifolds of a hyperbolic equilibrium point of a nonlinear system are smooth manifolds that are tangent to the stable and unstable subspaces of the linearized system. Two approaches to proving the theorem are described: the Liapunov-Perron approach, which uses an integral equation formulation, and the Hadamard approach, which uses a graph transform functional.

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29 views4 pages

Lec 31

The document discusses the Stable Manifold Theorem, which states that the stable and unstable manifolds of a hyperbolic equilibrium point of a nonlinear system are smooth manifolds that are tangent to the stable and unstable subspaces of the linearized system. Two approaches to proving the theorem are described: the Liapunov-Perron approach, which uses an integral equation formulation, and the Hadamard approach, which uses a graph transform functional.

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Stable Manifold Theorem: Part 1

Lecture 31 Math 634 11/10/99


The Hartman-Grobman Theorem states that the ow generated by a smooth vector eld in a neighborhood of a hyperbolic equilibrium point is topologically conjugate with the ow generated by its linearization. Hartmans counterexample shows that, in general, the conjugacy cannot be taken to be C 1 . However, the Stable Manifold Theorem will tell us that there are important structures for the two ows that can be matched up by smooth changes of variable. In this lecture, we will discuss the Stable Manifold Theorem on an informal level and discuss two dierent approaches to proving it. Let f : R n R n be C 1 , and let : R be the ow generated by the dierential equation x = f (x). Suppose that x0 is a hyperbolic equilibrium point of (1). Denition The (global) stable manifold of x0 is the set W s (x0 ) := x lim (t, x) = x0 .
t

(1)

Denition The (global) unstable manifold of x0 is the set W u (x0 ) := x


t

lim (t, x) = x0 .

Denition Given a neighborhood U of x0 , the local stable manifold of x0 (relative to U) is the set
s Wloc (x0 ) := x U + (x) U and lim (t, x) = x0 . t

Denition Given a neighborhood U of x0 , the local unstable manifold of x0 (relative to U) is the set
u Wloc (x0 ) := x U (x) U and lim (t, x) = x0 . t

Note that:
s u Wloc (x0 ) W s (x0 ), and Wloc (x0 ) W u (x0 ). s u Wloc (x0 ) and Wloc (x0 ) are both nonempty, since they each contain x0 .

W s (x0 ) and W u (x0 ) are invariant sets.


s u Wloc (x0 ) is positively invariant, and Wloc (x0 ) is negatively invariant. s u Wloc (x0 ) is not necessarily W s (x0 ) U, and Wloc (x0 ) is not necessarily W u (x0 ) U. s Wloc (x0 ) is not necessarily invariant, since it might not be negatively u invariant, and Wloc (x0 ) is not necessarily invariant, since it might not be positively invariant. They do, however, possess what is known as relative invariance.

Denition A subset A of a set B is positively invariant relative to B if for every x A and every t 0, (t, x) A whenever ([0, t], x) B. Denition A subset A of a set B is negatively invariant relative to B if for every x A and every t 0, (t, x) A whenever ([t, 0], x) B. Denition A subset A of a set B is invariant relative to B if it is negatively invariant relative to B and positively invariant relative to B.
s Wloc (x0 ) is negatively invariant relative to U and is therefore invariant u relative to U. Wloc (x0 ) is positively invariant relative to U and is therefore invariant relative to U. Recall that a (k-)manifold is a set that is locally homeomorphic to an open subset of R k . Although the word manifold appeared in the names of s u Wloc (x0 ), Wloc (x0 ), W s (x0 ), and W u (x0 ), it is not obvious from the dentions of these sets that they are, indeed, manifolds. One of the consequences s of the Stable Manifold Theorem is that, if U is suciently small, Wloc (x0 ) u and Wloc (x0 ) are manifolds. (W s (x0 ) and W u (x0 ) are what are known as immersed manifolds.) For simplicity, lets now assume that x0 = 0. Let E s be the stable subspace of Df (0), and let E u be the unstable subspace of Df (0). If f is linear, then W s (0) = E s and W u (0) = E u . The Stable Manifold Theorem says that in

the nonlinear case not only are the Stable and Unstable Manifolds indeed manifolds, but they are tangent to E s and E u , respectively, at the origin. This is information that the Hartman-Grobman Theorem does not provide. More precisely there are neighborhoods U s of the origin in E s and U u of the origin in E u and smooth maps hs : U s U u and hu : U u U s such that hs (0) = Dhs (0) = hu (0) = Dhu (0) = 0 and the local stable and unstable manifolds of 0 relative to U s U u satisfy
s Wloc (0) = x + hs (x) x U s

and
u Wloc (0) = x + hu (x) x U u .

Furthermore, not only do solutions of (1) in the stable manifold converge to 0 as t , they do so exponentially quickly. (A similar statement can be made about the unstable manifold.)

Liapunov-Perron Approach
This approach to proving the Stable Manifold Theorem rewrites (1) as x = Ax + g(x), where A = Df (0). The Variation of Parameters formula gives x(t2 ) = e(t2 t1 )A x(t1 ) + for every t1 , t2 yields
t2 t1

(2)

e(t2 s)A g(x(s)) ds,

(3)

R . Setting t1 = 0 and t2 = t, and projecting (3) onto E s


t

xs (t) = etAs xs (0) +


0

e(ts)As gs (x(s)) ds,

where the subscript s attached to a quantity denotes the projection of that quantity onto E s . If we assume that the solution x(t) lies on W s (0) and we set t2 = t and let t1 , and project (3) onto E u , we get xu (t) =
t

e(ts)Au gu (x(s)) ds. 3

Hence, solutions of (2) in W s (0) satisfy the integral equation


t

x(t) = etAs xs (0) +


0

e(ts)As gs (x(s)) ds
t

e(ts)Au gu (x(s)) ds.

Now, x as E s , and dene a functional T by


t

(T x)(t) = e

tAs

as +
0

(ts)As

gs (x(s)) ds
t

e(ts)Au gu (x(s)) ds.

A xed point x of this functional will solve (2), will have a range contained in the stable manifold, and will satisfy xs (0) = as . If we set hs (as ) = xu (0) and dene hs similarly for other inputs, the graph of hs will be the stable manifold.

Hadamard Approach
The Hadamard approach uses what is known as a graph transform. Here we dene a functional not by an integral but by letting the graph of the input function move with the ow and selecting the output function to be the function whose graph is the image of the original graph after, say, 1 unit of time has elapsed. More precisely, suppose h is a function from E s to E u . Dene its graph transform F [h] to be the function whose graph is the set (1, + h()) E s . (4)

(That (4) is the graph of a function from E s to E u if we identify E s E u with E s E u is, of course, something that needs to be shown.) Another way of putting this is that for each E s , F [h](((1, + h()))s ) = ((1, + h()))u ; in other words, F [h] s (1, ) (id +h) = u (1, ) (id +h), where s and u are projections onto E s and E u , respectively. A xed point of the graph transform functional F will be an invariant manifold, and it can be show that it is, in fact, the stable manifold. 4

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