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Flows

  A first-order system of differential equations is written as

  equation4266

where tex2html_wrap_inline14549 are the dependent variables, t is the independent variable time, and tex2html_wrap_inline14553 is the set of parameters for the system. Sometimes the parameter dependence is denoted by a subscript as in tex2html_wrap_inline14555 .

A vector field  is formally defined by a map tex2html_wrap_inline14557 that assigns a vector F(x) to each point tex2html_wrap_inline14520 in its domain A. More generally, a vector field on a manifold M is given by a map that assigns a vector to each point in M. For most of this chapter we only need to work with tex2html_wrap_inline14567 . A system governed by a time-independent vector field is called autonomous ; otherwise it is called nonautonomous . As we saw in section 3.4.3, any nonautonomous vector field can be converted to an autonomous vector field of a higher dimension.

The flow , tex2html_wrap_inline14569 , of the vector field tex2html_wrap_inline14571 is analytically defined by:

   eqnarray4295

The position tex2html_wrap_inline14520 is the initial condition  or initial state . The initial condition is also written as tex2html_wrap_inline14575 when it is specified at t = 0. A solution curve , trajectory , or integral curve  of the flow is an individual solution of the above differential equation based at tex2html_wrap_inline14575 . We often explicitly note the time-dependence of the position (the solution curve to the above differential equation) by writing tex2html_wrap_inline14581 when we want to indicate the position of the trajectory at a time t ;SPMgt; 0. The collection of all states of a dynamical system is called the phase space .

The term ``flow''  describing the evolution of the system in phase space comes by analogy from the motion of a real fluid flow. The flow tex2html_wrap_inline14585 is regarded as a function of the initial condition tex2html_wrap_inline14520 and the single parameter time t. The flow tex2html_wrap_inline14569 tells us the position of the initial condition tex2html_wrap_inline14520 after a time t. As illustrated in Figure 4.1(a), the position of the point on the flow line through tex2html_wrap_inline14520 is carried or flows to the point tex2html_wrap_inline14585 .

   figure4329
Figure 4.1: (a) The flow of a solution curve. (b) The flow of a collection of solution curves resulting in a continuous transformation of the manifold.

A geometric description of a flow says that it is a one-parameter family of diffeomorphisms of a manifold. That is, the flow lines of the flow, which are solution curves of the differential equation, provide a continuous transformation of the manifold into itself (Fig. 4.1(b)).

The flow is often written as tex2html_wrap_inline14601 to highlight its dependence on the single parameter t. The flow is also known as the evolution operator . Composition of the evolution operator is defined in a natural way: starting at the state tex2html_wrap_inline14520 at time s = 0, it first flows to the point tex2html_wrap_inline14611 and then onto the point tex2html_wrap_inline14613 . The evolution operator satisfies the group properties

  equation4341

which are taken as the defining relations of a flow for an abstract dynamical system . If the system is nonreversible we speak of a semiflow . A semiflow flows forward in time, but not backward.

An explicit example of an evolution operator is given by solving the linear differential equation tex2html_wrap_inline14615 . Here the vector field is found from the equivalent first-order system ( tex2html_wrap_inline14617 ) so that the vector field is

displaymath4351

This vector field generates a flow that is a simple rotation about the origin (see Fig. 3). The evolution operator is given by  the rotation matrixgif

displaymath4357


next up previous contents
Next: Poincaré Map Up: Flows and Maps Previous: Flows and Maps

Nicholas B. Tufillaro
Mon Mar 3 01:58:02 PST 1997