Math 634 Lecture #33

2.4.4: Stability of Periodic Orbits, Part II

For our next step, we will connect the asymptotic stability of the Poincare map P : S
at a xed point p with that of the asymptotic stability of the periodic of the ow
u(t, ) for u = f(u).
Dene the distance between two sets A, B R
n
by
dist(A, B) = inf{|a b| : a A, b B}.
Proposition 2.129. For , if lim
n
P() = p, then
lim
n
dist(u(t, ), ) = 0.
Proof. Let > 0 and let
0
be an open subset of such that p and
0
is a compact
subset of .
Since the return time map T : R is continuous, its restriction to
0
is uniformly
continuous.
This implies that
T

= sup{T() :
0
} < .
Let V be an open subset of R
n
with V compact such that V and V is a subset of the
domain of f.
By Lemma 2.128, there is an open set W V such that W and for each W, the
solution u(t, ) remains in V on the interval [0, T

].
Let m = dist(, V ), and let L be the Lipschitz constant for f on V .
Choose > 0 such that

= { : | p| < }
is contained in W
0
and for all

there holds
| p|e
LT

< min{m, }.
By Lemma 2.128, when

then for all 0 s T

there holds
|u(s, ) u(s, p)| < | p|e
LT
< .
By hypothesis, there is N N such that for all n N we have P
n
()

.
By the group property of the ow u(t, ) we have that
P
n
() = u
_
n1

j=0
T(P
j
()),
_
.
For t

n1
j=0
T(P
j
()), there is some n N and some s with 0 s T

such that
t =
n1

j=0
T(P
j
()) +s.
For this t we have
dist(u(t, ), ) = min
q
|u(t, ) q|
|u(t, ) u(s, p)|
=

u
_
s +
n1

j=0
T(P
j
()),
_
u(s, p)

u
_
s, u
_
n1

j=0
T(P
j
()),
__
u(s, p)

= |u(s, P
n
()) u(s, p)|
which implies that dist(u(t, ), ) < .
Now we are nally ready for the stability result.
Theorem 2.124. Suppose that is a periodic orbit of u = f(u) and P : S is a
Poincare map with p . If the eigenvalues of DP(p) all lie inside the unit circle, then
is asymptotically stable.
Proof. To get the (orbital) asymptotic stability of , we must nd, for each open set V
containing an open set U containing with U V such that every solution that starts in
U stays in V and is asymptotic to .
WLOG we assume that V is compact and contained in the domain of f.
Let = T(p), the period of the periodic orbit .
By Lemma 2.128, there is an open subset W of V such that every solution starting in W
exists and stays in V on the time interval 0 t 2.
Also, WLOG, we assume that the Poincare section is part of the hyperplane S at p
perpendicular to f(p), and coordinates on S are chosen so that p lies at the origin.
By hypothesis, the map DP(0) : S S has its spectrum inside the unit circle.
By Corollary 2.127, there exists an adapted norm
a
on R
n
and a number 0 < < 1 such
that induced operator norm DP(0) < .
Using the continuity of DP(), the return time map T : R, and the adapted
norm, there is an open ball
0
centered at the origin such that
0
W, the return
time map T restricted to
0
is bounded above by 2 and below by /2, and DP() <
for all
0
.
By the Mean Value Theorem we have
P()
a
= P() P(0)
a
sup

0
DP() 0
a
<
a
whenever
0
, so that P is a contraction mapping, meaning that lim
j
P
j
() = 0.
In particular, if
0
then P()
0
.
We will show as a consequence, that any solution staring at
0
is dened for all t 0.
The solution t u(t, ) is dened for 0 t T() because T() < 2.
Since u(T(), ) = P()
0
, the domain of solution t u(t, ) extends to T()+T(P()).
Repeating this argument we get the domain of t u(t, ) is t 0 because T() /2 for
all
0
.
We dene the desired subset U by
U = {u(t, ) :
0
, t > 0}.
Every solution that starts in U stays in U by denition.
Because 0
0
corresponds to p , we have U.
To show that U is open, we consider
0
= u(t
0
,
0
) for t
0
> 0 and
0

0
.
For R
n
close enough to
0
, we have by continuity of solutions with respect to initial
conditions that u(t, ) stays close to u(t,
0
) for all t in (t
0
1, 0).
By the Rectication Lemma (with Section) applied at 0, there is t

in (t
0
1, 0) such that
u(t

, ) =

0
where t

is close to t
0
.
Then = u(t

, u(t

, )) = u(t

) where t

> 0 and

0
.
This implies that every point in an small enough open ball centered at
0
is of the form
u(t, ) for t > 0 and
0
.
Thus U is open.
To show that U V , we again let = u(t, ) U with
0
.
Then there is some integer n 0 and some real number s such that
t =
n1

j=0
T(P
j
()) +s
where 0 s < T(P
n
()) < 2.
Since P
n
()
0
W and = u(s, P
n
()), it follows that V .
(Recall that starting in W means staying in V on the time interval [0, 2].)
Finally, for this same = u(s, P
n
()) U where P
n
()
0
satises lim
j
P
j
(P
n
()) = 0,
it follows from Proposition 2.129 that
lim
t
dist(u(t, P
n
()), ) = 0.
For all t 0 we have
dist(u(t, ), ) = dist
_
u(t, u(s, P
n
())),
_
= dist(u(t +s, P
n
()), ).
Therefore, we arrive at the asymptotic stability lim
t
dist(u(t, )), ) = 0.
Homework. None.