123 208 __THS TH 119‘s or..-—-"" \ / . «3: 3' \i 31"“ 1?. .73.: 5‘1 {443% L AW 9 1; awn .. .. *';f,,;&$~ an ‘r ‘s.- "‘ This is to certify that the dissertation entitled ON THE EXISTENCE AND NONEXISTENCE OF PERIODIC ORBITS IN A NEIGHBOURHOOD OF HOMOCLINIC AND HETEROCLINIC ORBITS presented by Mohammad Riazi-Kermani has been accepted towards fulfillment of the requirements for PH. D. degree in Mathematics {Laxk LLJ Major professor Date ARM MSU is an Affirmative Aclt'om Equal Opponunily Instilun'on 0- 12771 }V1ESI_J RETURNING MATERIALS: P1ace in book drop to Liaauues remove this checkout from --c—- your record. FINES wiH be charged if book is returned after the date stamped below. ON THE EXISTENCE AND NONEXISTENCE OF PERIODIC ORBITS IN A NEIGHBOURHOOD OF HOMOCLINIC AND HETEROCLINIC ORBITS BY Mohammad Riazi-Kermani A DISSERTATION Submitted to Michigan State University in partial fulfillment of the requirements for the degree of DOCTOR OF PHILOSOPHY Department of Mathematics 1984 ABSTRACT ON THE EXISTENCE AND NONEXISTENCE OF PERIODIC ORBITS IN A NEIGHBOURHOOD OF HOMOCLINIC AND HETEROCLINIC ORBITS BY Mohammad Riazi-Kermani We show that the eigenvalues of the linearized system determines the existence or nonexistence of periodic orbits in a neighbourhood of a homoclinic 3 for autonomous or heteroclinic orbit in R2 and IR systems. We also show the existence of periodic orbits in the modified logistic equation corresponding to the central difference scheme by the method of averaging. The existence of a heteroclinic orbit is also proved in the modified logistic equation. TO MY PARENTS AND MY WIFE ii ACKNOWLEDGMENTS The writer is sincerely grateful to Professor S.N. Chow for his patient counsel and guidance in the preparation of this thesis. He wishes to offer special thanks to Professors Lee M. Sonneborn. Clifford E. Weil, Richard E. Phillips, Habib Salehi, Daniel A. Moran and John Mallet-Paret for their teachings and encouragements during his career as a graduate student. He is also deeply appreciative of the moral support given him by Professor Kyung Whan Kwun. Finally, he also likes to thank Mrs. Cindy Smith, Miss Tammy Hatfield, and Mrs. Cathy Friess for typing this manuscript. iii TABLE OF CONTENTS Chapter INTRODUCTION . . . . . . . . . . . . . . . . 2 l. FLOWS ON HR . . . . . . . . . . . . . . 1.1 Neighbourhoods of homoclinic orbits . 2 1n R O O O O I O O O O O O I O O 1.2 Neighbourhoods of heteroclinic orbits inIRZ.............. 2.FLOWSONJR3.............. 2.1 Neighbourhoods of homoclinic orbits in, IR3 . . . . . . . . . . . . . . 2.2 Neighbourhoods of heteroclinic orbits in. IR3 . . . . . . . . . . . . . . 3. A SINGULAR PERTURBATION PROBLEM . . . . . 3.1 The existence of a periodic orbit in modified logistic equation . . . . 3.2 The averaged system . . . . . . . . 4. ON THE EXISTENCE OF A HETEROCLINIC ORBIT BIBLIOGRAPHY . . . . . . . . . . . . . . . . iv I NTRODUC TI ON It is well known that the numerical approximation of the solution of an initial value problem for an ordinary differential equation requires many precautions to be successful. One way of investigating the adequacy of numerical schemes is the introduction of the concept of modified equation. The logistic equation six = _ = dt y(l y) y(O) yO (1) has been studied by M. Yamaguti and S. Ushiki. In particular. these authors studied the central difference scheme = u (I‘ll) n: 112'00 n n (2) w1th u0 = y0 and 111 = yO-thyo(l‘-yo) The results exhibit the phenomenon of the so called "ghost" solution. The iterative scheme (2) may be recreated again in continuous form by inserting the taylor expansion 2 untl = u((nil)h) = u(nh) ihu'(nh) +g—l- u'(nh) 3 2 h u’”(nh) +0014) 37 If we put again u(1)(nh) = u(l)(t), the equation (2) 2 becomes %;'um(t)-ru'(t) = u(l‘-u)-+O(h3) with u(O) = YO’ U'(O) = yo(l'-yo). u'(O) = (l -2yo)(l -yo)y0. We call ezu’”(t) +u'(t) = u(1 -u) (3) the modified logistic equation. The first two chapters of this manuscript are devoted to the existence or nonexistence theorems in neighbourhoods of homoclinic and heteroclinic orbits in m2 and 1R3 . The existence of periodic orbits in (3) is shown in Chapter 3 and Chapter 4 is devoted to the existence of a heteroclinic orbit in (3). Some graphs made by computer are also included. CHAPTER 1 The existence and nonexistence of periodic orbits in a small neighbourhood of homoclinic and heteroclinic orbits in R2 Flows on R2 1.1. Neighbourhoods of homoclinic orbits in P? Consider a system of two differential equations where f is c2 and f(0) = 0. Assume that the eigenvalues of the matrix A = f’fO) are -l and c where c > O, l > O and c -x # 0. Suppose there exists a homoclinic orbit issuing from O and returning to it as shown in Figure l. By the Stable Manifold Theorem, in a sufficiently small neighbourhood of 0 there exists a stable manifold and an unstable manifold correSponding to the negative and positive eigenvalue of A respectively. Since periodic orbits are topological invariants of the space, following the ideas of the Grobman-Hartman theorem we may assume that the system (1) is linear in a neighbourhood V of the hyperbolic point and also we may assume the stable and unstable manifolds are coordinate axes in that neighbourhood. The linearized system then has the form: x = -XX X > 0, c > 0 c-l # 0 . (2) §=Gy Without loss of generality we can assume that the points (0.1) and (1,0) are in V. The lines x = l and y = l are transversal to the solution curves of (2) passing nearby (1,0) and (0,1). (See Figure 2) Figure 2 Let us define: S0 = {(l,y) :0.g y‘g l} and S1 = {(x,l) :0.g x‘g 1}. Starting at t = 0, from (l,yO) 6 SO and following the trajectory, we get: x(t) = e—)‘t (3) _ ct y(t) — yoe Therefore at t =‘%% zn (yo) the trajectory hits Sl -lti%)zn(yo) ‘% at the point x = e = y0 = y3, where Y =-% s 1. We define the map T :S * S by .L O O l _ a .l Since v > 0, you tends to 0 as yO tends to 0 . Therefore :Lf we define To(l,0) = (0,1), then T0 is continuous on SO. Since the point B(O,l) is mapped by the homoclinic orbit on the point All,0), from theorems on the continuous dependence of solutions on initial value and from the transversality of S the correSpondence map, 10 T1 is defined and is as smooth as f in some neighbourhood r S].1 :81 fl {(x,y) :x2+ (y-l)2 g ri] onto r SOZ==SO 0 ((x,y) :(x--l)2+y2 g r3}. Consider the composite function TlTO :SS 4 SS and let T = TITO' Then T(O) = 0. Suppose Tllx) = le4-Bzx24-h.o.t. Then T(y) = 2Y - 2 _ y T1T0(y) - BlTo(y)-+Bz(To(y)) -+h.o.t. — 81y -+62y -+h.o.t. p O 1 _ Y-l 2y-l . dy(T(y)) - Blyy 4-2y82y +-h.o.t. Bl is the derivative of the correspondence function. Therefore Bl # 0. Since y # l, T’(y) tends to zero in case y > 1 and goes to infinity in case y < 1. Therefore T cannot have any fixed point near zero and different from zero. (See Figure 3) 117) Figure 3-a: (O < Y < l) x ‘1’") Figure 3-b: (y > 1) The following theorem is the direct result of the above discussions. Theorem 1.1. If the sum of the eigenvalues of the linearized system at the hyperbolic point is different from zero, then there exists a neighbourhood of the homoclinic orbit without any periodic orbit. 1.2. Neighbourhoods of heteroclinic orbits in 3&2 Systems of differential equation in R2 with hetero- clinic orbits joining two critical points appear naturally in science. For example the pendulum equation x+sinx= 0 has its solutions on the level curves of G(x,y) =-% y2-cos x = K where y = x. Therefore in the (x,y) plane for k = 1 the trajectories are hetroclinic orbits joining the critical points l-v,0) and (v.0). In the above example the eigenvalues of the linearized system at pl(-w,0) and p2(w,0) are $1, and every trajectory starting at a point inside the region bounded by the hetroclinic orbit is a periodic orbit. The existence of periodic orbits in a neighbourhood of the hetroclinic orbit depends on the ratio of the products of positive and negative eigenvalues, namely: Theorem 1.2. Let )2: f(X) (1) be a 2-dimensional ordinary differential equation with P1 and P2 hyperbolic critical points, and let xi < 0, Pi > 0 be the eigenvalues of the linearized system at. Pi’ X k If y = 1 2 # 1, then there exists a neighbourhood 9192 of the heteroclinic orbit without any periodic orbits. Proof: We use the method of point transformation, assuming that the system is linear in.a small neighbourhood of Pl' __JTq’/’ Figure 4 Without loss of generality we assume that P1 = 0 and the stable and unstable manifolds are the coordinate axes. Let s1 = {I-1,y): Ogyg 1], 82 = {(x,l) : -l'g X‘s 0} and T1 :81 4 82 be defined as follows. Since S1 and 82 are transversal to the trajectories of (1), starting at {-l,yo) the trajeptory will hit 1 S at a point (x ,l), where x = y p1 . Define 2 O O 0 X1 BI Tlt-l.y) = (x.l) = (Y 5; A~ S \ Figure 5 Similarly we define the map T3 :83 * S4 in a neighbour- hood of 92. X Figure 6 Applying the Hartaman-Grobman theorem in a neighbourhood of P2 and parametrizing the stable and unstable manifold such that P2 = (0,0), and the stable manifold is yl-axis and the unstable manifold the xl-axis, in that neighbourhood of P2. If 83 = {(xl,l) 30.3 Xl-g 1}, and if is 84 = {(l,yi) :013 yi'g 1}, then the map T3 :83 + S4 10 defined and a similar computation shows that l _2 P2) T3(xl,l) — (l,xl . Since the branch ofheteroclinicorbit joining P1 to P2 takes the 0 of S2 on the zero point on S3, S2 and 83 are transversal to the trajectories, the correspondence map is defined for a small neighbourhood of 0, and it is analytic. Therefore we can assume 2 Tzlx) — clx4-c2x 4-h.o.t. (al # 0) Similarly we define the map T4 :84 4 S1 to be the correSpondence map and assume 2 T4(yl) = Bly1+-Bzy24-h.o.t. . (Bl # 0) The map T = T4 0T3 oTzcaTl :S1 4 81 is defined and continuous on a small neighbourhood of 0 on that side of S1 which is the interior of the region bounded by the hetroclinic orbits. We are interested in the right-hand derivative of T at 0. Applying the chain rule. we get oT’wr’mr’ I_I T‘T4 3 2 1 11 Therefore near zero, T’(y) z ay where Yl — _P_ l _)‘2 , and v2 =-—B; . Since we assume y = YlYZ ; l, we get a if v < 1 In either case there is no fixed point of T’y) near y = 0, there is no periodic orbit in a neighbourhood of the hetro- clinic orbit. In case y > 1, the hetroclinic orbit is attractive from inside. Therefore starting at a point near the hetro- clinic orbit the trajectory will intersect a transversal to the hetroclinic orbit infinitely many times making a sequence which is convergent to the point of intersection. When the distance between two consecutive terms of the above Cauchy-sequence is less than the round off error of the computer, then solving the differential equation by computational methods results in the so—called ghost solutions. The one dimensional picture looks like the \ / ‘\ . \ / \_ following: Figure 7 12 The flat parts of the graph in Figure 7 corresponds to the long time which the trajectory remains in the small neighbourhoods of the critical points and the steep parts correspond to the short time which the trajectory takes to pass nearby the remainder of the heteroclinic orbits. CHAPTER 2 The existence and nonexistence of periodic orbits in a small neighbourhood of homoclinic and hetroclinic orbits in R3 Flows on R3 In the case of three-dimensional systems of autonomous differential equations it has been shown by P.L. Silnikov that if the eigenvalues of the linearized system at the hyperbolic point satisfy y > -k > 0 where eigenvalues are: y > 0 and k:tiw, the existence of a homoclinic orbit issuing from O and returning to it results in the existence of a denumerable set of periodic orbits in any neighbourhood of the homoclinic orbit. We use the Hartman-Grobman theorem to give a more geometrical proof of Silnikov's theorem, showing also the existence of a neighbourhood of the homoclinic orbit without any periodic orbit under the condition 0 < Y < -l Where the eigenvalues of the linearized system are Y and l:tiw. We suppose the system is linear in a small neighbour- hood of the hyperbolic point 0, and assume the box [-l,l]3 is contained in that neighbourhood. 14 The motion is governed by the system: i = lX-wy jy=wx+xy (1) z: 2 L Y . . . 2 2 I = Starting at a pOint 'XO'YO’ZO) on the cylinder xO-t-yO l the solution curve would be according to (l) x(t) = ext-'(x cos wt-y sinmt) O 0 it . y(t) = e (xOSinwt-i-yocosmt) (2) \It ( = ’ z.t) e 20 The point of intersection of this trajectory with the plane 2 = l is found easily from (2) as follows: z‘t) = l t—71- in (31—) ’ o ‘ l l l ->. T£n(-—) - - ekt = e{ 20 = 01;)Y = 20v 20 ‘L. ' r v l l . l - = .'\— — - I— I x 20 (xocosuY £n(zo)) yOSinhan 20))) fl ' _ Y - . l .1. .1. ‘— y- 20 (XOSanMY jznlzo))+yocosm(V zn(zo))) z = l 15 'L V This point is on a circle of radius 2 therefore 0 : circles on the cylinder x2+y2 = l, 0 < z g_l will be mapped onto circles on the punctured disc 2 = l, 0 < x2+y2 g 1. We will call this map T O' Fi re 8 Under TO each point of the cylinder will trace a funnel which is invariant for the system (2) in the time interval necessary to reach the plane 2 = 1. Since 20 = e-Yt, y > 0 where t is the time necessary for XX to hit 2 = 1, as XX 0 = (XO'YO'ZO) 0 gets closer to the stable manifold, TO(xO,yO,zO) gets closer to the unstable manifold in longer time. This correSpondence is illustrated in Figure 9. l6 Figure 9 Without loss of generality we may assume that the homoclinic orbit passes through points (1,0,0) and (0,0,1). Therefore the point (0,0,1) maps to (1,0,0) in a finite time t. By the continuous dependence of solutions on the initial value, there is a neighbourhood of (0,0,1) which will be mapped onto a neighbourhood of (1,0,0) by the trajectories of the system x = f(x). Since the cylinder x2+y2 = 1, [2| g l is transversal to the solution curves of ’2), we can define the correSpond- ence map from the points on = l, nearby (0,0,1) 2 z and the points of cylinder x24~y = l nearby (1,0,0). We call this map T1 and by the Implicit Function Theorem T1 is as smooth as the function f. We define a new coordinate system on the cylinder as follows: For any point (x,y,z) near (1,0,0), we define 17 . -l s = Sln y u = 2 Then 5 = cos-1x because x2+y2 = 1. We define T1 to be the correspondence map from points on 2 = 1, near (0,0,1), and define a new coordinate system by Ax = x, Ay = y. The correspondence map Tl can be expressed as: T1 = (fl,f2), where fl(Ax,Ay) = ole4-o25y+-GBAXAy4-h.o.t. f2(Ax,Ay) = Ble4-fisz4-fi3AxAy4-h.o.t. The composite map T = TITO is defined on a small neighbourhood of 0, and maps the point ’s,z) to the point (fliAX.Ay). f2(AX.AY)) where: (Ax = 71(T0(cos 5, sins, 2)) fl = 2 Y (cos scos fi- Ln(%) -sins sin-‘5 zn(}l+)) Ay = 72(To(cos 5, sins, 2)) 'i L = z V (cos ssin$ Ln(%) +sinscos =3 zn(—Z:L)) Therefore. 18 -2~. = Y LU. J; _ ° ' 21 (l (112 (cosscos Y zmz) SinSSin Y in 2)) ‘2: Y - L”. .1. - i (.1. 4- c122 (COSSSin Y zn’z) +SlnSCOS Y in z)) —ZX + 2 Y hlfs,z) I f2 AX.Ay) -l = Y .’ fl (.1:- _ ' ' .09. (.1; £312 cosscos Y in z) SlnSSln Y Ln 2)) ‘1. Y ' LE Ll ° LE Al + [322 (COSSSin Y in z)) +SlnSCOS Y tn 2))) -21 + 2 Y h (5,2) 2 where hl(s,z) and h2(s,z) are bounded functions near (0,0). We are looking for the fixed points of the map T near (0,0) that is the solutions of the system l9 ’ -i Y z [(o coss+o sins)cos(-L11 l l 2 Y £n(E)) -2x - - 23. .1 v _ < +(o2coss-o151ns) Sln(Y Ln(z))]+z h1(s,z)_ fl Y - a (A z [(51 coss+13231ns)cos(Y in z)) _2)\ + (52 coss-Blsins) sin(% zn(%))]+z Y h2(X.Z) = or simply: ( 13* - 1(s,z) — s ( . f2(s,z) — 2 K Let gl(s,z) = f:(s,z) -s: we show that the equation gl(s,z) = 0 could be solved for s. as a function of 2 near 2 0, for positive values of 2. Let a > 0 be small enough that the function T = TIT is defined for (5,2) 6 [-v.w]><[0.€1o arir N K“ \\_._4r’ Figure 10 20 Since TIT ([-v,wj x(zi) is homeomorphic to O TO([-v,vj x(z}) which is a circle, identifying (-v,z) and (v,z) we get T(-v,z) - T(*,z) _ . 'k * which implies fl(-v,z) = fl(v,z). * ‘k If fl(—7,z) = -v or f1(7,z) = r, then we define s(z) = -v or s(z) = +v, respectively- Otherwise gl(-v,z) and gltw,z) have different signs. In this case by the intermediate value theorem glls,z) = 0 for some 5 e {-7T37T). Now we show the uniqueness of 5. Suppose f:(sl,z) = * s1 and fl(52’2) = 52, Then gl(sl,z) = 0 and 91(52'2) = 0, Therefore by the mean value theorem _—_§§———'= 0 for some 51 < s < 52. ut * - ~ (3 z) 5f1(3'2) A 233§4——-= -——S§———-l = 2 Y [B(s,z)]-—l where B(s,z) is bounded in s and 2. Therefore for 2 small enough, ‘1. |z Y [B(s,z)]1 <-%. Hence 5 = 5(2) for some * 121 g y. Then substituting in f2(s,z) = 2, we get ‘2; Y ( ‘ L”. 1.]; z [Bl-coss+13251ns)cos(Y zn.z)) + (Bzcoss-Blsins) sin %‘-(Ln(%))] —2x ‘ +-z Y h2(s,z) = z . (4) 21 Substituting 2 = e-Yt in (4) we get it . e [(Blcoss+stins)cos mt + (132 coss -Slsins)sin wt] +e2)‘t h2(s,t) = e-Yt. We also need the continuity of the function 5 = 512) in t. since 2 = e-xt is continuous in t, it suffices to show that s(z) is continuous in 2. ' Let 2n 4 2. we show that s(2n) 4 5(2) by proving that the only limit point of s(zn) is 3(2). Suppose s(2 ) = s 4 G. Since by definition of n n k k s , f(s .z ) = s I and since f is continuous, “k “k “k “k 2n 4 2, sn 4 q = fls ,2n ) 4 f(q,z). k k “k k Therefore f(q,2) = o. Definition and uniqueness of s/z) imply a = 5(2). Since slzn) E [-n,n], it has at least one limit point by Boltzano-Weirestrass theorem. The above argument shows Let f(t) = ext[(Blcoss+stins)cos mt+ (52 cos 3 - Bl sins)sin wt+ ext elt h2(s,t)]. Since 1 < 0 , h2(s,t) 4 0 exponentially as t 4 m. Therefore f(t) is an oscillating function, and 22 k ekt Rt 2 g \f’tH g kle for kl and k2 positive numbers. In case y x -X the curves f(t) and e->‘t have / infinitely many intersection points as t 4 m, and in case y < -l. the function eYt dominates the functions it it kle and kze * intersection points for t‘z t . eventually and there will be no Case 1. Infinitely many intersections (Y > ->.) Figure ll-a \ / 31' VII ‘3./ \i/ ‘L, Case 2. No intersection (y < -1) Figure ll-b 23 The geometry of the transformations TO and T1 and T = TITO is illustrated in Figure 12. Figure 12 In case 1, eventually the circles will be mapped so that they hit the apprOpriate levels to create periodic orbits, and in case 2, all circles are eventually mapped lower than the appropriate level and therefore there is no periodic orbit in a small neighbourhood of homoclinic orbit. We can summarize the above results in the following theorem. Theorem 2.1. Under the above assumptions there are infinitely many periodic solutions in any neighbourhood of the homoclinic orbit in case y > -l and there is a neighbourhood of the homoclinic orbit with no periodic orbit in case v ( -l. \ 24 The next section will be devoted to the neighbourhoods of hetroclinic orbits in IR; . 2.2. On the existence of a neighbourhood of a cycle consisting of two hetroclinic orbits without any 3 periodic orbit in It Consider a system of 3 differential equations x = f(x) (1) and assume that (1) has two hyperbolic critical points, p1 and p2 with eigenvalues of the linearized system xiztmi and Yi respectively where YlY2 < 0 and 1112 < O and also kl < 0, Yiki < 0 for i = 1,2. In this case the well-known theorem on the stable and unstable manifolds indicates the existence of a two dimensional stable manifold, and a one-dimensional unstable manifold at one point and a 2—dimensional unstable manifold along with a one-dimensional stable manifold at the other point. We also assume there exists a hetroclinic orbit joining the two critical points from pl to p2 and another one joining p2 to pl making a cycle. The following illustration shows the complete situation. Figure 13 We claim the following: Theorem 2.2. If le2 < Y2xl' then there exists a neighbourhood of the cycle without any periodic orbit. 2329;: We use the method of point transformation, assuming the system to be linear in a small neighbourhood of each critical point. Define the maps T1' T2, T3, T4, consider the composite map T4 0T3 °T2 0T1 and look for its fixed points in a small neighbourhood of the cycle. a) Construction of the map Tl: Assume the system to be linear in a small neighbourhood of p1' and also assume that the motion is governed by the following system in some neighbourhood N of pl = 0: 26 < Y = lej-lly (2) (.2 = le' We also suppose that the cube [--l,l]3 is contained in N. . . . 2 2 _ Starting at a pOint (x0,y0,zo) on the Circle xo+yO — l the solution curve would be,according to (2) r Xlt x(t) = e (xocos wlt-yOSlnmlt) Xlt < y(t) = e (XOSlnmlt+ yO cos wlt) (3) v t 'l t = kz( ) e 20 The point of intersection of this trajectory with the plane 2 = 1 is found easily from (2) as follows: 2(t) = l = Y1 zo kiwi, 11.1. '11. x1“ Y1 2o 1 Y1 Y1 e - e — l—) 20 ‘2o ‘Ll. r = Y1 ._1_ i. _ - i. , x 20 (x0 cos ”(Y1 in (20)) YOSlnw(V’l in 20”) ‘11. < .. *1). $1.44.... (in. (i m ))) (4) 2 = l 27 ‘L1 This point is on the circle of radius 20 1. Therefore circles on the cylinder x2+y2 = l, 0.3 z.g 1 will be mapped onto circles on the punctured disc 2 = 1, 0 < x2+y2 g 1. This transformation is illustrated in Figure 14 and we call it T 1' T. ‘ —'- Figure 14 b) Construction of the map T3: We assume that the system is linear in a small neighbourhood of P2, and since we have a one dimensional stable manifold along with a two dimensional unstable manifold, every trajectory starting at a point on the disk 1 i4—yi g 1 ‘will oscillate and hit the 2 cylinder xi4—y1 = 1, z g_l in a point (x z = l, 0 < x lO'YIO'le) where the following relation could be easily verified 28 ( ._2 x1 = zloY2 (x10 cosuu(-1— zn(—l—)) Y2 210 y sinu)( l znfz )V < 10 2 y2 10 ’ ‘12. Y 2 . 1 l y = z (x smwt- 2n( )) l 10 10 {2 210 k + y COSUJ(—L'Ln(z 1)). (5) 10 2 y2 10 Therefore ".23.; Y 2 2 _ 2 X1*‘Y1 ‘ 210 or 21 _ 2 2 2 21o ' (X14'Y1) - SolVing the above system for (xlo,ylo), we get ( 1 1 . 1 1 x cos w(-— zn(-—-)) -y Slnw(— LIN—1) 1° Y2 210 10 Y2 210 '32 X _ 2 “ X1210 < (6) . l l l l X Slnw(— zn( )) +y cosw(— zn(——)) 10 Y2 21o 10 Y2 z10 ‘32 _ 2 12 V ‘ y1 10 or l 1 10 10 (x1 cos My; Lug-5)) )1) + yl sin w(71_ 1n 0 T3 takes the points on the circle of radius r to the —\{2 2 212 points of level 210 = (r ) . Therefore the composite map T3T2Tl takes level 2 = 20 to the level 210 = r2 where X1Y2 *1Y2 Y1*2 Y1‘2 2 2 L120 ‘; rz‘g L22O , L1+L2 > 0 b11 b12 Assuming that the matrix B == in the b21 b22 definition of T is invertible,we get 4 2 2 2 2 2 2 2 2 Ml(XO4-yo) g X24'y2-S M2(XO4-yo) , M1+M2 \/ 0 Therefore T4T3T2Tl takes the level 2 = 20 to p01nts on circle with radius R, where Y1‘2 Y1X2 2 2 N120 g R S N220 , Nl+ N2 > O , A Y Since by our assumption Yllz > 1 and the equation 1 2 x112 Y1‘2 N2O = 20 does not have any nonzero solution in a small neighbourhood of zero, the system cannot have any periodic orbit in a small neighbourhood of the cycle. CHAPTER 3 A singular perturbation problem on the existence of periodic orbits for €2u+u==u(l-u) 3.1. The differential equation: azu+a= u(l-u) (1) appears naturally as a modified equation for the logistic equation u = u(l-u) solved by some numerical methods. We show that even if the logistic equation does not have any nontrivial,periodic solutions, the modified equation (1) has nontrivial periodic orbits for e sufficiently small. The third order differential equation (1) is equivalent to the 3-dimensional system: f . u = v < v = w (2) 2. evv=-v+uU-u) K Due to the rapid growth of w and v relative to u, it is appropriate to change the variables and look for the periodic solutions of the new system. The prOper change of variable would be 34 U = u V = ev 1 ‘W = e w KT=%t which changes the system (3) into r i1=v (<7 = w k1117 = -V+eU(l-U) . U 0 or X = AX+—ef(X) where X = V , f(x) = 0 W U(1-U) 0 l and A = O l 0 -l The eigenvalues of A are 0, :i, with eigenvectors l l 0 , i 0 1 Since w 5 1 (-i) respectively. -1 1 {o u4-iv, where u = 0 , v = l , 1 \0 II A H P' H v N l l the matrix P = 0 0 1 has the prOperty that, 0 -l O 0 0 B = P-lAP = 0 0 l is the Jordan Canonical form of 0 -l A and the transformation y = P_lx changes the linear system X = AX into y = By. 36 x Let y= . The transformation y = P-lx 2 has the form: x = U4-W y: —W (4) z = V and the system (3) becomes: r x=efix+yHl-x-y) - 6 R (YOIPO)*'€ R (YO'pO)Y' . (10) If such a transformation can be found, then the 27 periodic solutions of (8) coincide with the equilibrium points of (10). We can find functions Rl(yo,p0), R(2)(yo,po),... (2) (l) (l ) (YO.PO.6).---oP (YOoPOoe): Y (YOpPOoB): Y 9(2)(YO.PO.6),... inductively by the Method of Averaging, using the requirement of 22-periodicity of y(l)(yo.po.e) and p(i)(yo.po.8). i = 1,2,... . Since (1) d Y d YO d Y (Yorpooe) .__ =.__ + e ——- + --' we get C” (p) d9 (90) d9 (p‘l)(vo.po.e> (leYIPIE) 8 > = e R1(YO.pO)4-ez R2(YO.PO)+-°°°+ 92(Y.P.e) (11), 2 e .— + e — + 00. d6 (1) d8 (2) p (Yolpooe) P (Yoopooe) where -Y(P+Y3in8)(l-p-ysine)sine Y-ecose(p+ysine)(1-p-ysine) 91(Y.P.e) y(p+ysine)(l-p-ysine) r-ecose(p+ysin9Xl-p-ysine) 92(Y.p.e) 39 From (11) we see that the following equation must be satisfied: 1 R (YOIPO) = + '55 1 or 1 d Y (Yon/3019) _ l 91(Y00p000) d9 1 ‘ R (YO’pO) ‘ ° (12) (12) is equivalent to 271' g (Y op 00) alw ,p ) =-1—=" (1 0 0 de (12.1) 0 0 2w J Y(l) (“{OoPO:8)> (9(1)(Y0o90:8) g (Y '9 ,0) \ =f R(1)(Yo,po) -< 1 ° 0 >)de, (12.2) 92(Y00p000) 1 2" 1 27’ . . EEO 91(Y0.p0,0)de =EI0 -Sln 9(po+y051ne) . _‘1 (1-po- {Os-:Ln3)de— 2 Y0(2 pO-l) 2W 2F .1. .. .1. r - _ _ . O O _ 2 l 2 ‘ po“’o"2 Y0' 2 l 2 l po‘po'i Yo Therefore Rl(yo,po):=( 40 Y(l)(YO:PO:9) = 01' % Y0(2 pO-l)+sin 8(po+vosin9) . 2 1 . (l-pO-v031n8)d8 = -(pO-po)cos 9+2}- YO(2 pO-l)Sin29- 1 2( 3 Y0? cos e-cos e) (l 2 l 2 . P )(YOoPO.8) = 01' pO-p0-2 Y0- (po+y051n9) - .. 1 (l-pO-y051n9)de-yo(1-2 po)cos 9- 4 YCZ) sin 28 . T herefore 1 d Yo 210(29‘1) 2 2 56( )=€( 2 (12 +8 R(10"30H'” po po‘po'i' Yo I ‘Y (2p -l) e (2 02 C]? 2)+€R(2)(YOoPO)+”° (13) p0"90'2'Yo € G(Yo,poo€) . Since 1 2 1 - Y (2 P -1) 90‘90‘2 Yo the equation G(yo.po.0) = 0 has solutions _ .12 1 (YOIPO) " ( 2 :2): (000): (Oil) We are not interested in the trivial periodic solutions (0,0) and (0,1). Therefore we use The Implicit Function Theorem at («(0.90) = (3% '2') to show the existence of an equilibrium point near (E l 2'2)' 41 l - (2 p 1-1) Y BG(YO,pO,O) _ 2 0 0 BTY .p ) O 0 -YO l«-2 p0 Therefore aG(YO.pO.O) _ 1 C181: 5 (Y ) _ — i 5! O 0'90 “/2 _1_) 2 '2 which gives (YO(€) .po(€) . G(YO(€) .po(€) .e)) = o for small enough 5 and a 2v-periodic solution for (8). We have proved Theorem 3.1. The modified equation 2." . _ e 11-Fu - u(l -u) has a periodic solution for sufficiently small 6 > 0. 3.2. The Averaged System The averaged system ( dr _ 1 _g_r(p_§) ( .(14) §§=p-92-§_r2 ' is conservative with the energy function K H(r,p) = r2(4p-4p2-r2) . because 42 SE =2‘((4p -4p2 -Y2) -2Y3 = 8Y(p -p2 .0:— Y2) Y 8H _ 2 _ 1 5-5- Y (4-8p) - -8Y(YP-2 Y). aH . aH ._ . . Therefore, SY'Y + 33 p — 0, which shows the solution curves of the averaged system (14) are on the level curves of H(Y,p) = c. For c = 0, the level curves correspond to Y = 0 and Y = zjfiTITTET' which are the heteroclinic orbits whose existence was shown in previous chapters by studying the qualitative behavior of the averaged system. For c # 0, H(Y,p) = c implies 4p -4p2--Y2 = 5%, (Y510). Y The positive values of c correspond to the periodic orbits inside the heteroclinic. The maximum value of 43 H is i- and it is attained at Y = 1%Z, p =‘% which is a critical point of the averaged system corresponding to the periodic orbit of the original 3-dimesnional system. For negative values of c, the level curves are unbounded as shown in the graph. We are only interested in the positive values of c, corresponding to the periodic orbits and we would like to investigate the existence of periodic solutions of (8). Since it takes infinite time to trace the heteroclinic orbitpthe period map goes to infinity as c tends to 0*. 11¢) I'a- n 44 5.2 The existence of periodic orbits in (8) Since (2) remains unchanged under the transformation , Y"Y (921-9 (15) 84-9: [/— starting at e = 0. p(0) = %-, 0 < y(O) < 1%-. the trajectory T+ corresponding to the positive values of e traces a curve in (Y,p) plane symmetric t0 the trace of the trajectory F- corresponding to the negative values of 9, with respect to the line p = %. (=19 I -1 4) ?= ?o 1" 1 ‘ —Ju——— —-——-— —-—.— ———.— (”=2 ‘1’ Since the solutions to the system (8) remains close to the solutions of the averaged system for finite time, and due to the 2V periodicity of (8),the stable and unstable manifolds at the hyperbolic points are Zw periodic, and as a point approaches the stable 45 manifold on the line p = p0, the solution curve passing through that point hits the line Y = YO at a point approaching the unstable manifold, and from the line Y = Y0 it takes finite time to hit p = % , at a point close to (l,%). We conclude that starting at e = 0, p(0) = %, y(O) > 0 small, r+ would hit p = % at some y(el) near 1. For 91 = nw we get n distinct periodic solutions of period 2nw in (8) because (8) is 22 periodic and F 9 9 p(-81) p(91) K We have proved Theorem 3.2. For every 6 > 0 there is N = N(e) > 0 such that for every n, 0; 113 N, there are n distinct periodic orbits with period ~ 2nv in (8). Furthermore N(€) 4 a as e 4 0. CHAPTER 4 On the Existence of a heteroclinic orbit 4.1. The differential equation €2u+u==u(l-u) (1) has been studied in the previous chapter and the existence of periodic orbits for small 5 was proved. The existence of a heteroclinic orbit from (1,0,0) to (0,0,0) has been observed in computer experiments using the Shampine-Gordon Method to solve the associated system f . u = v 3 v = w (2) 2. c w = -v4-u(l-u) , k We prove the existence of a spiral heteroclinic orbit using a prOper change of variable and the variation of constant formula. The change of variable which suits our purpose would be: 2 U = u, V = av, W = e w, T = t (3) (oh-4 which changes the system into 46 47 v w (4) W = -V+ e U(l—U) <°cr II II System (4) could be written in the form X = AX+F(e,X) where: ,_ 0 l 0 0 A = O l p F(€'X) = 6 O o -1 0 u(1 -U) U and X = V W . . . erA A Simple computation Will show that e = I, and the solution to X = AX is: u‘(t) = uo+vO Si~nt+w0(l-cos t) V1. (t) = v0 cos t+w0 Slnt (5) w‘ (t) = -vO Slnt+WO cos t 0 These solutions are 22-periodic, and satisfy v2(t) +w2(t) = v2(0) +w2(0) tEIR (6) u(t) +w(t) = u(O) +w(0) . Solutions to the purturbed system (3) satisfy the variation of constant formula: t At _ x(t) = e X0+i eA(t S)F(x(s),e)ds. O 48 For t = 2V. Y- e(l-coss)u(s)(l—u(s))q X(2*r) = x(o) +j -€ (sin s)u(s) (l-u(s)) dS (7) O ecoss u(s)(1‘u(S)) L ._ Since the solutions of X = AX+F(e,X) depend smoothly on e, and for e 0, the solutions satisfy (5), we get u(t) = uL(t) + eh where h is bounded and uz(t) = uO+vO sin t + wO (1 - cos t) . Therefore, u(t) (l-u(t)) = uL(t) (l-u£(t)) +eB , Substituting the above expression for u(s) (l -u(s)) in (7) we get 211‘ of (l-cos S)U(s) (l-u(S)) ds 0 Au 27 e I (l-cos s) (uz(s)) (l-uz(s)) + eZBlds. 0 Computing the integral part in Au, we get _ _ 2_ 2__ 2 2 Au—Tr(2uo+3w0 2uO 5wO V )6+ 3B O - 6quO 1 . 49 Similarly: Av = -wa(v -2u v -2v w )4-52B 0 0 0 0 0 2 Aw = ve(-w04-2uow04-2wo)+-€2B3. For small 6 F All-1 ‘4 7(2uo+ 3wO-2ué-5wé-vg-6uowo) < AlV % -v(vO-2uOvO-2vowo) Alw z Tr(-w0+ 2uowo+ 2wC2)) . Since w = 0 is transversal to the trajectories for v0 # eu0(1-u ), the Poincare's map is defined on w = 0, O a compact set disjoint from a neighbourhood of v0 = auo(l-uo). Therefore for T = T’s) z 27 F _ 2 2 Alu — 7r(2uO--2uO--VO)+€Bll 4 Alv = -Tr(vO--2uovo)+eB2l A W = O K 1 We divide the (uO,vO) plane into 4 regions, namely Alu > 0 Alu > 0 R1 : , R2 : AlV > 0 Alv < 0 Alu < 0 Alu < 0 R3 : , R4 : Alv ) O AlV < O . 50 fl 0 y\ U” “‘1’: o) we Figure 22 For 6 = 0, starting at a point (uO,vO), wb = 0, the trajectory will be periodic in the (u,v) plane. It will trace the circle 2 2 _ 2 _ z (u no) -+v — R0 R0 - gv returning to (u0,vo) at t = 2v. For a > 0, t = 7(a) the trajectory will be nearby. (u0,vb) and according to the position of (uO,vO) above, below, to the right or to the left of (uo,vo). For instance,starting near (1,0) in the (uO,vO) plane in R3, the trajectory will reach a point (u -+Av) which is located to the left and O 0 above (uo,vb). (See Figure 21) +Au, V 51 V \L '4." 0") D l t"°°) (“5 +0 t,1r 4. I \“‘;10) \“ofld Q3 11 ' W U 0 1 Figure 23 While starting at a point in R2. the trajectory will reach a point to the right and below (uO,vO). Therefore starting in R3, the trajectory starts to oscillate and move to the left and the radius of oscillation will grow until it reaches u0 = 1/2. After entering R4 the trajectory starts to trace smaller and smaller rings until it tends to zero, or escapes to the region u < 0. (See Figure 24.) Uo Figure 24 We are looking for a point (uo,vo) such that the trajectory starting at (u0,Vb) moves to the left and tends to (0,0) in positive time and tends to (1,0) in negative time. Since the 2-dimensional unstable manifold at the critical point (1,0,0) is almost perpendicular to the u-axis, the intersectionof that manifold with the plane w = 0 is a curve passing through (1,0) almost perpendicular to the u-axis at u = 1. (Figure 25) 53 - (no The intersection '1 a“ (,1. moniiv“ K) “(\5‘3 w - o 0“", (x 0,0) Ni“ ‘ 1, 13 f/ I K U Figure 25 We pick a point (uo,vb) on the intersection of w = O and the unstable manifold in R following the trajectory 30 we get another point of the intersection forward in time, (t7! 211’) say (u1,vl) 6R3. Since (ul,vl) 6R3, starting at (ul,vl) the trajectory will reach a point (u2,v2) 6R3 forward in time after At F‘ZF, and in this way we define If for some k, Pk enters R from the positivity of 1' Au in R1. the trajectory will reenter R3 , Therefore, let us assume the trajectory enters R4 for some Pk where Pk-IER This simply means uk—l > 1/2 3. and uk < 1/2. Let Aun = u -u Then we have n n-l' 54 k k-l v~ Y‘ uO-r :.Aun < 1/2 and uO-t :IAUn > 1/2. n—1 n—1 Since solutions to 01333 are continuously dependent on the initial values (uO,vO), uk is a continuous function of (uO,vO). Let the unstable manifold on w = 0 be parametrized by = $(s), v = 1(5), -sO S s S so. Then as s-40, k-Oo. Therefore, k depends on s and 11k is a continuous function of s. We define a step function k = k(s) as follows: For 0 < s S so, let k(s) be the number of oscilla- tions required to reach uk(s) 2 1/2 and uk(s)+1 < 1/2. Then clearly as s-40 :k-oo. (See Figure 26.) ‘F } 1 lit—I (“LT 1 (I ’ l l l l 1 l ' I l.__.l k(s) - l l i E 1 5 0 55 3: 55 53 s; s‘ Figure 26 From the definition of k(s), it is clear that for the jumping points, $1.32,..., uk(sr) = 1/2: that is, there are infinitely many points on the unstable manifolds such that the trajectory starting at those points hits the plane u = l/2 after an integral number of oscillations. Let s e (0.50] be such a value; therefore, l/2. We claim that starting at u0 = uk(s), the trajectory will be an oscillating uk(s) wO = 0, v = v0, heteroclinic orbit. Since the system remains unchanged under the change of variable U = l-u V = v W = -w T=-T, the trajectories are symmetric with reSpect to u =-% . ' ' = ( = = The trajectory starting at 110 uk 3), wO 0, v VO would merge to (0,0,0) as t 4 m. The graphs on the next 3 pages were made by the computer, showing the oscillating heteroclinic orbit with different scalings in (uo,v0) plane. We have proved Theorem 4.l. There is a heteroclinic orbit in the modified logistic equation €2.11.+ u = u(1-u) for e > 0 sufficiently small. 56 .omTuooso so ooouoao ooo w o w o you noduoHOm umosm mo nmmum one 57 (3+ 5+ The oscillating heteroclinic orbit connecting two critical points of ofii-o = u(1-u). BIBLIOGRAPHY [l] [2] [3] [51 [6] [71 [81 [9] BIBLIOGRAPHY Andronov, Leontovich, Gordon and Maier, Theory of Bifurcations of dynamic systems on a plane, Translated from Russian (286-321). Shui-Nee Chow, Jack K. Hale, Methods of Bifurcation Theory, Springer—Verlag,_New York Heidelberg Berlin (350-367). L.P. Silnikov, A case of the existence of a denumerable set of periodic motions, Dokl. Akad. Nauk SSSR 160 (1965), 558-561 = Soviet Math. Dokl. 6 (1965) 163-166. MR 30 #3262. L.P. Silnikov, Existence of a countable set of periodic motions in a four dimensional space in an extended neighbourhood of a saddle-locus, Dokl. Akad. Nauk SSSR 172 (1967), 54-57 = Soviet Math. Dokl. 8 (1967), 54-58. MR 35 #1872. L.P. Silnikov, 0n the generation of a periodic motion from trajectories doubly asymptotic to an equilibrium state of saddle type, Mat. Sb. 77 (119) (1969). 461-472 = Math. USSR Sb. 6 (1968) 427-438. Hartman, P., Ordinary differential equations, New York, Wiley, 1964. Grobman, D., Dokl. Akad. Nauk. USSR 128, 880 (1965). A. Arneodo, P. Coullet, and C. Tresser, Possible new strange altractors with spiral structure, Commun. Math. Phys. 79, 573-579 (1981). S.N. Chow and E.M. deJager, 0n the discretisation of the Logistic Equation.