An Introduction To Dynamical Systems by D. K. Arrowsmith, C. M. Place

To
V L ADIM IR I G O R E V I C H A R N O L D
and
S T E P H E N SMALE
for their inspirational work
UNIVERSIDAD DE CANTABRIA
BIBLIOTECA
00284076
An introduction to
D YNA M I C A L S Y S T E M S
D. K. ARROWSMITH
Lecturer, School of Mathematical Sciences,
Queen Mary & Westfield College, University of London
C. M. PLACE
Lecturer {formerly Department of Mathematics,
Westfield College, University of London)
№ t> tf _j
j
fit .
X: £ 5 X
/ : W X
Cambridge
P UNIVERSITY PRESS
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© Cambridge University Press, 1990
First published 1990

Reprinted 1991, 1994
Printed in Great Britain by Bell and Bain Ltd, Glasgow
British Library cataloguing in publication data

Arrowsmith, D.K.
An introduction to dynamical systems.
1. Differentiable dynamical systems
I. Title II. Place, C.M.
514'.7
Library of Congress cataloguing in publication data

Arrowsmith, D. K.
An introduction to dynamical systems / D.K. Arrowsmith and C.M. Place
p. cm.
Bibliography: p.
Includes index.
ISBN 0 521 30362 1. - ISBN 0 521 31650 2 (paperback)
1. Differentiable dynamical systems. I. Place, C. M. II. Title.
QA614.8.A77 1990
515.”.352—
dc20 89-7191 CIP
Transferred to digital reprinting 2001

Printed in the United States of America
MP
CONTENTS
Preface
1 Diffeomorphisms sod flows 1

1.1 Introduction 1
1.2 Elementary dynamics of diffeomorphisms 5
1.2.1 Definitions 5
1.2.2 Diffeomorphisms of the circle 6
1.3 Flows and differential equations 11
1.4 Invariant sets 16
1.5 Conjugacy 20
1.6 Equivalence of flows 28
1.7 Poincare maps and suspensions 33
1.8 Periodic non-autonomous systems 38
1.9 Hamiltonian flows and Poincare maps 42
Exercises 56
2 Local properties of flows and diffeomorphisms 64

2.1 Hyperbolic linear diffeomorphisms and flows 64
2.2 Hyperbolic non-linear fixed points 67
2.2.1 Diffeomorphisms 68
2.2.2 Flows 69
2.3 Normal forms for vector fields 72
2.4 Non-hyperbolic singular points of vector fields 79
2.5 Normal forms for diffeomorphisms 83
2.6 Time-dependent normal forms 89
2.7 Centre manifolds 93
2.8 Blowing-up techniques on R2 102
2.8.1 Polar blowing-up 102
2.8.2 Directional blowing-up 105
Exercises 108
3 Structural stability, hyperbolicity aad homodMc points ' 119

3.1 Structural stability of linear systems 120
3.2 Local structural stability 123
3.3 Flows on two-dimensional manifolds 125
3.4 Anosov diffeomorphisms 132
Contents
3.5 Horseshoe diffeomorphisms 138

3.5.1 The canonical example 139
3.5.2 Dynamics on symbol sequences 147
3.5.3 Symbolic dynamics for the horseshoe diffeomorphism 149
3.6 Hyperbolic structure and basic sets 154
3.7 Homoclinic points 164
3.8 The Melnikov function 170
Exercises 180
4 Local bifurcations I: planar vector fields and

diffeomorphisms on R 190
4.1 Introduction 190
4.2 Saddle-node and Hopf bifurcations 199
4.2.1 Saddle-node bifurcation 199
4.2.2 Hopf bifurcation 203
4.3 Cusp and generalised Hopf bifurcations 206
4.3.1 Cusp bifurcation 206
4.3.2 Generalised Hopf bifurcations 211
4.4 Difleomorphisms on R 215
4.4.1 Dx/( 0 ) = + 1 : the fold bifurcation 218
4.4.2 D ,/(0 ) = —1: the flip bifurcation 221
4.5 The logistic map 226
Exercises 234
5 Local bifurcations II: diffeomorphisms on R2 245

5.2 Arnold’s circle map 248
5.3 Irrational rotations 253
5.4 Rational rotations and weak resonance 258
5.5 Vector field approximations 262
5.5.1 Irrational /) 262
5.5.2 Rational ft = p/q, q > 3 264
5.5.3 Rational ,8 = p/q, q = 1,2 268
5.6 Equivariant versal unfoldings for vector field approximations 271
5.6.1 q = 2 272
5.6.2 g = 3 275
5.6.3 q = 4 276
5.6.4 q> 5 282
5.7 Unfoldings of rotations and shears 286
Exercises 291
6 Area-preserving maps and their perturbations 302

6.2 Rational rotation numbers and Birkhoff periodic points 309
6.2.1 The Poincare-Birkhoff Theorem 309
6.2.2 Vector field approximations and island chains 310
6.3 Irrational rotation numbers and the KAMTheorem 319
6.4 The Aubry-M ather Theorem 332
6.4.1 Invariant Cantor sets for homeomorphisms on S ' 332
6.4.2 Twist homeomorphisms and Mather sets 335
6.5 Generic elliptic points 338
6.6 Weakly dissipative systems and Birkhoff attractors 345
Contents
6.7 Birkhoff periodic orbits and Hopf bifurcations 355

6.8 Double invariant circlebifurcations in planar maps 368
Exercises 379
Hints for exercises * 394
References 413
Index 417
PREFACE
In recent years there has been a marked increase of research interest in dynamical
systems and a number of excellent postgraduate texts have been published. This
book is specifically aimed at the interface between undergraduate and postgraduate
studies. It is intended both to stimulate the interest of final year undergraduates
and to provide a solid foundation for postgraduates who intend to embark on
research in the field. For example, a challenging third-year undergraduate course
can be constructed by selecting topics from the first four chapters. Indeed, lecture
courses taught by one of us (CMP) provided the basis for Chapters 1, 2 and 4.
On the other hand, Chapter 6 is directed at first-year postgraduate students. It
contains a selection of current research topics that illustrate the interaction between
superficially different research problems.
A major feature of the book is its extensive set of exercises; more than 300 in
all. These exercises not only illustrate the topics discussed in the text, but also
guide the reader in the completion of technical details omitted from the main
discussion. Detailed model solutions have been prepared and hints to their
construction are provided.
The reader is assumed to have attended courses in analysis and linear algebra
to second-year undergraduate standard. Prior knowledge of dynamical systems is
not necessary; however, some familiarity with the qualitative theory of differential
equations and Hamiltonian dynamics might be an advantage.
We would like to thank Martin Casdagli for sharpening our understanding of
Birkhoff attractors, David Knowles and Chris Norman for helpful discussions and
Carl Murray for steering some awkward diagrams to a laser printer. We are
grateful to the Quarterly Journal of Applied Mathematics and Springer-Verlag for
allowing us to use diagrams from some of their publications and our thanks go
to Sandra Place for her fast and accurate typing of much of the manuscript. One
of us (CMP) would like to acknowledge the Brayshay Foundation for its financial
support throughout this project. Finally, we must both pay tribute to the patience
and support of our families during the long, and often difficult, gestation period
of the manuscript.
1
Diffeomorphisms and flows
1.1 Introduction
A dynamical system is one whose state changes with time (f). Two main types of
dynamical system are encountered in applications: those for which the time variable
is discrete (ie Z or N) and those for which it is continuous (teR ).
Discrete dynamical systems can be presented as the iteration of a function, i.e.
xl+1=f(x,), ie Z o rN . (1.1.1)
When t is continuous, the dynamics are usually described by a differential equation
^ = x = X(x). (1.1.2)
dt
In (1.1.1 and 2), x represents the state of the system and takes values in the state
or phase space. Sometimes the phase space is Euclidean space or a subset thereof,
but it can also be a non-Euclidean structure such as a circle, a sphere, a torus or
some other differentiable manifold.
In this chapter we will consider two special cases of the above equations, namely
when:
(i) f in (1.1.1) is a diffeomorphism; and

(ii) the solutions of (1.1.2) can be described by a flow with velocity given by
the vector field X.
These two cases have been widely studied and they are fundamental to our
understanding of dynamical systems. Smale, in his definitive work (Smale, 1967),
pointed out that (i) and (ii) are closely related and our discussion emphasises this
connection.
Any description of the theory of (i) and (ii) involves differentiable maps so let
us begin by recalling some definitions. Let U be an open subset of R". Then a
function g: U -+ R is said to be of class O if it is r-fold continuously differentiable,
1 oo. Let V be an open subset of Rm and G: l/-* V. Given coordinates
2 1 Diffeomorphisms and flows
(x1(.. .,x„)in U and (y„ . . . , y m) in V, G may be expressed in terms of component

functions gt: U -> R, where
yi — 0i(x u • • •> x „), m. (1.1.3)
The map G is called a C-map if gt is C for each i = 1 ,.. ,,m. G is said to be

differentiable if it is a Cr-map for some 1 < r < oo and to be smooth if it is C°°.
Maps that are continuous but not differentiable are, conventionally, referred to
as C°-maps.
Definition 1.1.1 G is said to be a diffeomorphism if it is a bijection and both G

and G 1 are differentiable mappings. G is called a C-diffeomorphism if both G
and G ~ 1 are Ck-maps.
Observe that the bijection G: U -+ V is a diffeomorphism if and only if m = n and

the matrix of partial derivatives
is non-singular at every x 6 U. Thus G(x, y) - (exp(y), exp(x))T with U = R2 and

V = {(x, y)|x, y > 0} is a diffeomorphism because Det DG(x, y) = -ex p (x + y) ^ 0
for each (x, y )e R 2.
If G satisfies Definition 1.1.1 with G and G _1 continuous, rather than
differentiable, maps then G is said to be a homeomorphism. As we shall see, such
maps play a central role in the topological theory of flows and diffeomorphisms.
The above definitions are adequate provided phase space is Euclidean, but, as
we have already mentioned, the natural setting for dynamics is a differentiable
manifold. The important point here is that manifolds have the property that they
are ‘locally Euclidean’ and this allows us to extend the idea of differentiability to
functions defined on them. If M is a manifold of dimension n then, for any x e Af,
there is a neighbourhood I t'S Af containing x and a homeomorphism h: W -+ R"
which maps W onto a neighbourhood of h(x)e R". Since we can define coordinates
in U = h(fF) £ R" (the coordinate curves of which can be mapped back onto W),
we can think of h as defining local coordinates on the patch W of M (see Figure 1.1).
The pair (U, h) is called a chart and we can use it to give meaning to
differentiability on W. Let us assume, for simplicity, that f: W -> W, then f induces
a map f = h -f-h ~ 1: U -» U (see Figure 1.2). We say that f is a C‘-map on W if f
is a Ck-map on U. This construction allows us to give a definition of a local
diffeomorphism on M.
In order to obtain a global description of the manifold, we cover it with a family
of open sets, Wa, each with its associated chart (Ut, h j (predictably, the set of all
charts is called an atlas). If Wan is not empty, then either (Uv ha) or (Up, h^)
can be used to provide local coordinates for Wt rtWf . This possibility induces
overlap maps, ha(, and between h,(B ',nH ,f) £ l/a and hpfWt n W f ) c U0 (see
1.1 Introduction 3
Figure 1.1 Examples of differentiable manifolds and some ‘patches’ of

local coordinates. Several open sets based on patches of this kind may
be required in order to cover the whole manifold.
S
Figure 1.3). If we now consider f: Wan W f ~* W„r\ we have two alternative

representatives fa = ha •f •h ~1 and = h,, •f • 1 for f . Since and if are determined
by different charts, they might belong to different differentiability classes, so that
the class of f would be ambiguous. A manifold is said to be differentiable if all the
overlap maps are diffeomorphisms of the same differentiability class, C say. Now,
from Figure 1.3,
V y f V
= (h /J.h-«).(ha. f . h - i ).(hoth ^ 1)
=lv W - 0-1-5)
Thus all local representatives of f have the same differentiability class, Ck say, with
k < r. It is important to note that r is determined entirely by the charts and hence
by the structure of Ai. A manifold with overlap maps of class C is called a
C-manifold.
The discussion presented above is, of course, incomplete. We have only
considered maps taking a chart into itself. This is clearly not true in general. Given
f: Ai - » Ai, then f: Wa -» and f: Wt n Wy -* Wf . The generalisation of our
simple arguments that allows for these omissions is considered in Exercise 1.1.2.
Needless to say, the ‘message’ is unchanged by these manipulations.
A more detailed discussion of differentiable manifolds is not necessary here (the
interested reader should consult Arnold (1973) or Chillingworth (1976)). While
the ideas outlined above provide valuable background knowledge, we will rarely
find ourselves involved with charts, atlases, etc. This is because our concern is the
dynamics of maps defined on Ai given that they are diffeomorphisms or flows.
Figure 1.2 Commutative diagram illustrating the representation of f

defined on an open set W of M in a local shart (U, h).
W------- ------ -W
h 1 h
U ------- ;-------U
f
Figure 1.3 Illustration of the definition of the overlap maps h ^ and hfa.
Note that his, = h ^ '.
Wa nW p Wa n W f
K (Wa n Wf) — — - h„ (W„ n VFg) h„ n W ,) ------h f iWa nWp)

hai h j0
= h/i • h^1 = htt ■h^1
1.2 Elementary dynamics o f diffeomorphisms 5
These maps are usually presented to us in local coordinates so that the manifold
structure does not appear explicitly.
1.2 Elementary dynamics of diffeomorphisms

1.2.1 Definitions
Let M be a differentiable manifold and suppose f: Ai -> M is a diffeomorphism.
For each xeA i, the iteration (1.1.1) generates a sequence, the distinct points of
which define the orbit or trajectory of x under f. More precisely, the orbit of x
under fis {f"(x)|meZ}. For m eZ +, F" is the composition o ff with itself m times.
Since f is a diffeomorphism f_1 exists and f" m= (f_1)m. Finally, f° = idM, the
identity map on M. Typically, the orbit of x is a bi-infinite sequence of distinct
points of M . However, there are two important exceptions to this state of affairs.
Definition 1.2.1 A point x*e M is called a fixed point o /f i/r"(x*) = x* for all m e Z.
Definition 1.2.2 A point x*eM is a periodic point of f if P(x*) = x*, for some
integer q > 1.
The least value of q satisfying Definition 1.2.2 is called the period of the point x*
and the orbit of x*, i.e.
(x*,f(x*)....... f « - V ) } , (1.2.1)
is said to be a periodic orbit of period q or a q-cycle of f. Clearly, since fffx*) = x*,

it is the sequence {F"(x*)}”= which is q-periodic. Notice that a fixed point is
a periodic point of period one and a periodic point of f with period q is a fixed point
of P. Morever, if x* is a periodic point of period q for f then so are all of the
other points in the orbit of x*. For example, if P(x*) = x* then f(P(x*)) = f(x*) =
P(f(x*)) and f(x*) is therefore a periodic point of period q, and so on for
f V ^ .-.p -V ) .
Fixed and periodic points can be classified according to the behaviour of the
orbits of points in their vicinity. The following ideas are due to Liapunov.
Definition 1.2.3 A fixed point, x*, is said to be stable if, for every neighbourhood
N of x*, there is a neighbourhood N' of x* such that if x e N ' then f"(x)e)V
for all m > 0.
Essentially, Definition 1.2.3 says that iterates of points ‘near to’ a stable fixed
point, remain ‘near to’ it for m e Z +. If a fixed point x* is stable and Lim P(x) = x*,
m-*co
for all x in some neighbourhood of x*, then the fixed point is said to be
asymptotically stable. Trajectories of points near to an asymptotically stable fixed
point move toward it as m increases. Fixed points that are stable, but not
asymptotically stable, are said to be neutrally or marginally stable and those that
are not stable in the sense of Definition 1.2.3 are unstable.
1.2.2 Diffeomorphisms o f the circle

The circle (S1) is arguably the simplest non-Euclidean differentiable manifold. It
is compact (see Chillingworth, 1976, p. 143) so ‘behaviour at infinity’ is not a
problem; it has no boundary so that dynamics can be studied without the
complication of boundary conditions on the functions concerned and it is
one-dimensional. The dynamics of diffeomorphisms on the circle therefore provide
an ideal opportunity for us to illustrate the definitions given in § 1 .2. 1 .
Some of the simplest examples of diffeomorphisms on S l are the pure rotations.
They are easily defined in terms of the angular displacement (8) at the centre of
the circle relative to a reference radius (see Figure 1.4). In terms of this local
coordinate, an anticlockwise rotation by a may be written as
K«(0) = (0 + a )m o d l. ( 1.2.2)
Here we have assumed that 0 is measured in units of 2n. If a = p/q, p,qe Z and
relatively prime, then
R2(0) = (0 + p )m o d l = 0 (1.2.3)
and we conclude (cf. Definition 1.2.2) that every point of the circle is a periodic
point of period-0, i.e. the orbit of any point is a 0-cycle (see Figure 1.4). If a is
irrational then
R”(0) = (0 + mot) mod 1 # 8, (1.2.4)
for any 0 and, in fact, the orbit of any point fills the circle densely (see Exercise 1.2.1).
Obviously more general diffeomorphisms of S' do not simply rotate all points
uniformly. Crudely speaking they compress some arcs of the circle and stretch
Figure 1.4 Typical orbit of the pure rotation R, for a = p/q — 2/5. Observe
that the orbit of 0 winds around the circle p = 2 times before returning
to 0 on the fifth iteration.
others. It is then difficult to recognise fixed or periodic points from the representation
of orbits on the circle itself. This is a problem for any map ( / ) of the circle,
whether it is a diffeomorphism or not, and it is solved by considering a lift of /.
The natural setting for introducing the lift of f : S 1->Sl is when / is a
homeomorphism rather than a diffeomorphism and it would be perverse to
artificially confine our discussion to the differentiable case. Moreover, by taking
/ to be a homeomorphism at this point we can better appreciate the consequences of
imposing differentiability on f and f ~ l. Thus, let f: S' -* S‘ be a homeomorphism
and suppose there is a continuous function/: R -+ R such that
*(/(*)) = /(«(*)) (1.2.5)
(see Figure 1.5), where
7t(x) = x mod 1 = 0 . (1.2.6)
Then/ is called a lift of f'.S 1 - » S l onto R.
Proposition 1.2.1 Let f be a lift of the orientation-preserving homeomorphism

f \ S l ->Sl. Then
/ ( * + ! ) = /( * )+ 1 (1.2.7)
for every x e R.
Proof. Observe that
/W * )) = /(* (* + 1)) (1.2.8)
because tt(x) = 7t(x + 1) by (1.2.6). If we substitute for /• 7t from (1.2.5), (1.2.8)

becomes
*(/(*)) = * (/(* + !)) (1.2.9)
and it follows that
/(x + l) = /( x ) + k(x), (1.2.10)
where k(x) is an integer possibly depending on x. However, since / is continuous,

k(x) must be continuous and this is only possible if k(x) = k e l .
Figure 1.5 Commutative diagram illustrating the definition of the lift of

a circle homeomorphism / . The map n takes infinitely many equivalent
points of R onto a single point of S '.
Suppose fc > 2, then f(x) and ]{x 4 1) differ by more than two and / takes the
form shown schematically in Figure 1.6(a). Clearly, the points x 0 and x, satisfying
/(x 0) = 1 and /(Xj) = 2 are both less than unity. This means that n maps them to
distinct points on S1. However, /(x 0) and /( x t) differ by unity and therefore
represent the same point on S1. This contradicts the hypothesis that / is a
homeomorphism. Hence k < 1.
If fc = 0 ,/(0 ) =7(1) and 7 fails to be injective on (0,1) (see Figure 1.6(6)). Again
this contradicts the fact that / is a homeomorphism.
If fc < 0 then continuity of / can only be maintained if / is orientation-reversing
in contradiction to hypothesis. Moreover, it is clear that similar arguments would
lead to a minus sign in the right hand side of (1.2.7) for orientation-reversing / .
Finally, we conclude that k = 1 and (1.2.7) follows. □
It is important to realise that not every continuous function satisfying (1.2.7) is

the lift of some homeomorphism. The function shown in Figure 1.7 is continuous
and satisfies (1.2.7) but fails to be the lift of a homeomorphism because it is not
injective. Figure 1.7 also highlights the geometrical significance of (1.2.7); namely
that the graph of f in the interval [fc, k 4-1] is obtained by shifting the graph of
7 in [0,1] vertically by fc units. In this way any continuous function g, defined
on [ 0, 1], that is injective, and such that ff(l) = 0(O)+ 1 , can be used to construct
a lift 7 f°r some homeomorphism / : S 1 -* S1. The function f is given by
(1.2.5). A simple example of this construction is given in Figure 1.8(a) where
ff( x ) = - x 2 + 2x + i ( 1 .2. 11 )
x e [ 0 , 1]. In this case, f is a continuous bijection but it is not differentiable at

x = 1 , 2 , . . . . This reflects on the corresponding / which is a homeomorphism,
Figure 1.6 Schematic forms for f when (1.2.10) has (a) fc = 2; (6) fc = 0.
In both cases, the hypothesis that / is a homeomorphism is contradicted.
(a) (6)
but not a diffeomorphism of S '. To obtain the latter, / must be a bijection and
differentiable for all * e R. An example of this type is shown in Figure 1.8(b) where
#(x) = x + j + sin 27tx, (1.2.12)
« [ 0 ,1 ] .
Notice, we have, without loss of generality, taken /(0) e [0,1) in both of the
above examples. Observe that, n(f(x) + k) = n(f(x)), for any ke Z. Thus if f(x) is
a lift of / then so is f k{x) = f(x) + k , k e l . Therefore, unless otherwise stated, we
will assume that / is the member of this family of lifts satisfying /(0)6 [0,1).
Figure 1.7 The function / shown here cannot be the lift of a homeo-
morphism / : S1 -* S1 because it is not injective.
Figure 1.8 The function shown in (a) is the lift of a homeomorphism,

but not of a diffeomorphism, of the circle. Lifts of diffeomorphisms are
differentiable functions of x, see (b) for example, where / is obtained
from (1.2.12).
10 I Diffeomorphisms and flows
How are the fixed or periodic points of / : S1 -* S1 related to the properties of

the lift / ?
Proposition 1.2.2 Let f : S l -» S ' be an orientation-preserving homeomorphism and

suppose that f is the lift of f with /( 0 ) e [ 0 ,1). Then n(x*) is a fixed point of f if
and only if either
/(x*) = .x* (1.2.13a)
or
7(x*) = x* + 1. (1.2.13b)
Proof. If f{x*) = x* (or fix*) = x* + 1) then

Tt(7(x*)) = 7t(x*) (or Tt(7(x*)) = jr(x* + l ) = 7t(x*)). (1.2.14)
In either case,
f(i i(x*)) = *(*•) (1.2.15)
by (1.2.5) and ji(x*) is a fixed point of / .

If 6* - 7t(x*) is a fixed point of / , i.e. f(0*) = 9*, then
/M x*)) = *(x*) = * № * ) ) (1.2.16)

by (1.2.5). Thus
f(x*) = x* + k, k e l. (1.2.17)
Let x* =y* + /, ZeZ, y * e [ 0 ,1) then (1.2.17) becomes
f(y*) + l = y* + l+ k. (1.2.18)
Here we have noted that a simple induction on f(x + 1) = f(x) + 1 gives

7(x + /) = 7(x) + (. Thus, if (1.2.17) is satisfied for any x*, it must be satisfied for a
point y* e [0,1). Now, 7(1) = 7(0)+ 1 and f i s injective so that 7(0) ^ f{y) < 7(0) + 1
for y e [0,1). Therefore, (1.2.18) cannot be satisfied unless k = 0 or 1 (see Figure 1.9).
□
Proposition (1.2.2) can be used to locate periodic points of / . Suppose that / has
lift 7, i.e. rc(7(*)) = / ( k(x)), x eR , then
* (7 2(x)) = ntfJ(x)))= f(n(J(x)) = / 2(Jt(x)). (1.2.19)
Thus 7 2 is a lift of f 2.. It only remains to ensure that 7 2( 0 )e [0 ,1) (i.e. choose
the lift 7 2- [ 7 2(0)], where [•] denotes the integer part of •), and Proposition
1.2.2 allows us to find the period-2 points of / . These arguments obviously extend
to points of period q> 2.
An alternative approach is to recognise that if 7 , (0)e[/, I + 1) then (1.2.13) is
replaced by
f “(x*) = x* + l or / , (x*) = x* + /-t-1. (1.2.20)
This point of view often has the advantage that f , f 2, . can be presented
on the same diagram (see Figure 1.10) without ending up with a confusion of
curves in the vicinity of y = x and y = x + 1.
The lift / of f: S1 -> S1 not only provides a means of conveniently finding fixed
and periodic points, it can also allow us to determine their stability. If (1.2.13a)
is satisfied at x*, then the orbits of points near to x* under / can be obtained by
moving between y = /(x ) and y = x as in Figure 1.11. The fixed point x* is stable
(unstable) if
|D /(x * )|< l (>1), (1.2.21)
(see any first course in Numerical Analysis). The stability of 0* = jt(x*) is clearly
the same as that of x*. When (1.2.13b) is satisfied, we can either replace f by
/ — 1, so that x* is then represented by an intersection with y = x, and proceed
as above or construct paths for the orbits of / by using y = f(x) and y = x + 1.
The stability of the fixed point is still given by (1.2.21).
1.3 Flows and differential equations

The iteration problem (1.1.1) for a diffeomorphism f : M -» M given different x0€ M
is equivalent to the study of the set of functions { fjm 6 Z}. This set has the property
Figure 1.9 Examples illustrating why (1.2.18) can only be satisfied if

k = 0 or 1 for the case when / is an orientation-preserving homeo-
morphism. As / 3 shows, if <c> 1 then/fails to be injective. Notice (1.2.17)
has a countable infinity of solutions for each solution to (1.2.18).
that:
f° = idM and r'-P' = r '+J', (1.3.1)
for each i,je Z. It is said to be an action of the group Z on M or, more precisely,
the Z-action generated by f (see Chillingworth, 1976). In this section we consider
the action of the group R on M; such R-actions are called flows on Af.
Definition 1.3.1 A flow on M is a continuously differentiable function <p: R x M -> M

such that, for each t e R , the restriction q>(t, •) = <?,(•) satisfies
(a) = (1.3.2a)
(b) <p,-<ps = <pl+s, t,s e R. (1.3.2b)
Observe that (1.3.2a and b) imply that (<p,) 1 exists and is given by <p_,. Since
ip e C \ it follows (see Exercise 1.3.1) that ip,.M -*M is a diffeomorphism for each
teR .
Let us pursue the analogy with diffeomorphisms a little further. We define the
orbit or trajectory of ip through x to be {<p,(x)|teR} oriented in the sense of
Figure 1.10 Plots of / ’(x) vs x for (a) f{x)~ —x2 + 2x +

(b) /(x ) = x + i + 3o sin 2nx. Observe that case (a) corresponds to a
homeomorphism with a 3-cycle but no fixed points or 2-cycles. On
the other hand, case (b) is the lift of a diffeomorphism with 2-, 4- and
6-cycles but no 1-, 3- or 5-cycles.
increasing t. It can be shown (see Exercise 1.3.2) that there is one and only one
trajectory of tp passing through each point xeA i. If <p,(x*) = x* for all te R then
x* is said to be a fixed point of the flow. Fixed points of flows can be stable,
asymptotically stable, neutrally stable or unstable in the sense of Liapunov. Precise
definitions are obtained by the transcription f" t-+ tp, and m eh -> te U in Definition
1.2.3 and the comments following it.
The orbit of a fixed point is just the point itself. If x is not a fixed point it is
said to be ordinary or regular. The trajectory through an ordinary point gives rise
to an oriented curve on M and tp has periodic points if this curve is closed.
Definition 1.3.2 A closed orbit of a flow is a trajectory, y, which is not a fixed

point but is such that q>r(x) = x for some x e y and t # 0.
Clearly, if q>t{x) = x the orbit returns to x after time t. If T is the least, positive
time for which this occurs, x is a periodic point with period T. It is easily shown
(see Exercise 1.3.3) that if a closed orbit has one point with period T, then every
point of y is periodic with period T. Thus, T is also called the period of y.
The set of all trajectories of a flow is called its phase portrait. Since each trajectory
corresponds geometrically to an oriented curve or point on Af, a valuable pictorial
representation of the flow is obtained by sketching or plotting typical trajectories.
Some examples are shown in Figure 1.12. Notice that the caption to this figure
does not specify tp„ instead a differential equation is given. How are flows related
Figure 1.11 Graphical illustration of the iteration x„+, = fix,) showing

the stability of x*, x* + 1 ,.... Note that |D/(x*)| < 1 for all these points.
The remaining fixed points, x f,x j + 1 ,..., satisfy |D/(x*)| > l and are
unstable. Observe that the graphical representation of the iteration can
still give the stability of a fixed point x* even when jD/(x*)| = 1.
y=x
14 l Diffeomorphisms and flows
to differential equations? We define the velocity or vector field, X, of a flow <pby
(1.3.3)
for each x e Af. Geometrically, {^,(x)|teR} defines a curve on M passing through

x. The vector X(x) is directed along the tangent to this curve at x and has magnitude
equal to the speed of description of the curve under the parametrisation by t. It
is important to realise that, in contrast to vector fields defined on R", X (\)fM .
For each x 6 Af, the set, TMX, of all vectors tangent to Af at x is called the tangent
space to JVi at x and X(x)e TMX. Figure 1.13 illustrates TMX for a typical point
x e S 2. If JVi is an «-dimensional manifold, then TMX is isomorphic to R" for all
xeAf. Each element of TMXcorresponds to an equivalence class of curves on M
having the same tangent vector at x (see Chillingworth, 1976, p. 164).
Proposition 1.3.1 i»i(xo) is the solution of x = X(x) which passes through \ 0att = 0.
Proof. Let £(t) = <f>,(x0). Then
V fc { (i))-* (0 ,№ ))
£
= x « w ). (1.3.4)
Figure 1.12 Some examples of phase portraits of flows: (a) 6 = z,

z = - sin 8; (b) 8 = sin 8, ip = 0; (c) 8 = 8(8 —(3re/4))(6 —n), <p= 8(n —0).
(c)
Thus, f(t) is a solution of x = X(x) and, since <p0 = idM, £(0) = tp0(x0) = x0, as
required. □
Notice that if X(x*) = 0 then <p,(x*) = x* is the solution of x = X(x) passing through
x*. Moreover, if q>,(x*) = x* for all t then (1.3.3) implies X(x*) = 0. We conclude,
therefore, that x* is a fixed point of tp, if and only if X(x*) = 0. Such points are
referred to as singular points of the vector field X.
Proposition 1.3.1 means that every flow on M corresponds to an autonomous
differential equation. Unfortunately the converse is not true. This is because there
are autonomous differential equations with solutions that cannot be extended
indefinitely in t. For example, x = x2 has general solution
i(C —1)_1, i e ( —oo,C);

x(i) = j 0, te R ; (1.3.5)
( ( C ' - t ) ' 1, te(C '.oo),
C, C 'eR . Only the trivial solution has domain R. In such cases, local flows can
still be defined. For example, the function
= (1.3.6)
1 —x0t
provides a local flow for x = x2. When xo > 0 , (1.3.5) implies t e ( —o o ,x j‘) in
(1.3.6). It is easy to verify that <p, satisfies (1.3.2) provided t,s and t + s all belong
to ( —oo, Xq *)• The same function tp, can be used when x0 < 0 provided t is restricted
Figure 1.13 Illustration of the tangent space, TM„ to the sphere S2 at

x. Let the circles a and b define the latitude and longitude of x. If a and
b are tangent to a and b, respectively, at x then TM, = Sp{a, b}. Observe
that b, c and d are all curves on the sphere having tangent vector b.
16 I Diffeomorphism and flows
to the interval (x ^ 1, oo). Equation (1.3.6) obviously provides the trivial solution
when x 0 = 0. This local flow is sufficient to characterise the solutions of x —x 2 in
a neighbourhood of the origin of the t, x-plane. For example, for |x0| < e, (1.3.6)
certainly gives the solutions to x = x2 for f e ( —e^ l , e “ ‘). Flows of this type are
frequently used implicitly when local properties are discussed (e.g. the saddle-node
singularity in Example 2.7.4).
With the above proviso in mind, differential equations, vector fields and flows
merely provide alternative ways of presenting the same dynamics. These alternatives
have arisen for historical reasons; applications frequently lead to differential
equations; local analysis is usually presented in terms of vector fields; and global
analysis uses the language of flows. We hope the reader will become familiar with
all three possibilities.
1.4 Invariant sets

Sometimes the orbit of a point under f or (p remains within a particular region
of phase space for all m eZ or re R. A set A e JVf is said to be invariant under the
diffeomorphism f (or flow tp) if P (x )eA (ip,(x)eA) for each x eA and all meT.
(t e 55). We write
P ( A )g A for all m eZ (1.4.1)
<f>,(A) S A for all t e R. (1.4.2)
Invariant sets are said to be positively (negatively) invariant if the orbits of their
elements remain within them for m e Z + (Z~) or < > 0 (t< 0 ).
Clearly, the orbit of any point is an example of an invariant set. It follows
therefore that fixed points, cycles and closed orbits are all invariant sets. However,
they are rather special in two main ways.
(i) They are minimal in the sense that they do not have any proper subsets
that are themselves invariant. For example, the circle '■€ is an invariant
set for both of the flows shown in Figure 1.14. In contrast to the flow
shown in (a), the circle # in (b) has proper subsets, Pt, P2, T, and r 2,
that are invariant under the flow.
(ii) They exhibit periodicity. This is particularly important for applications
where such sets frequently correspond to observable phenomena.
More subtle forms of recurrence than periodicity can occur in dynamical systems
and the following definitions allow us to describe them.
Definition 1.4.1 A point x is a non-wandering point for the diffeomorphism f (or

flow <p) if, given any neighbourhood W of x, there exists some m > 0 (t > f0 > 0) for
which f m(W )n W (ip,(lF)n W) is not empty.
1.4 invariant sets 17
The set of non-wandering points for f (tp) is called the non-wandering set, 0(f)
(fi(ç>)). It is easy to see that fixed points and periodic orbits lie in Q (see Exercises
1.4.2 and 1.4.3), however, points exhibiting milder forms of recurrence are also
present. For example, consider an irrational rotation of the circle, S1. No point
of the circle is periodic, but the orbit of any point x ultimately approaches x
arbitrarily closely. Thus, every point of S' is a non-wandering point and fi = S1.
The structure of fi will be examined more closely in § 3.6, but we can recognise
some important subsets of it by formalising the idea that fixed points and closed
orbits frequently attract or repel the trajectories of phase points not contained in
them.
Definition 1.4.2 A point y e M is said to be an < limit point of the

{(»-
trajectory of f (q>) through x if there is a sequence mi (t() —*■< °° such that

l + oo
Lim f"'(x) = y (Lim <pu(x) = y).
The set of all ( limit points of x is known as the limit set of x, denoted
(co- Ico-
f-Lcr(x)
by These sets are invariant under f (<p). Let 2 = f"(y), m e Z (z = <p,(y),
Im x )
te R), where y satisfies Definition 1.4.2. Then Lim f" '+M(x) = z (Lim <pll+,(x) = z)
i -* co i-»oo
so that z and y belong to the same limit set of x.
Notice that a- and co-limits sets are subsets of 0 for any x. Recall if y then
Figure 1.14 The circle ¥ is an invariant set for both of the flows shown.
However, in (a) ¥ has no proper subsets that are themselves invariant;
while in (b) % is the disjoint union of the invariant sets P ,, P2, r 1; T2.
there exists a neighbourhood Kay such that fm(V )n V is empty for all m > 0.
However, y eL m(\) implies P 'M e V for / > N, say, and hence there is z = fN(x) e V
such that P", ' N(z)e V for i > N. Thus P (K ) n V cannot be empty for all m and y
must lie in ft.
Example 1.4.1 Find LJx) and L J x ) for (a) x = 0; (b) x # 0, when <p is the flow
on R2 induced by
r = r(l-r), 0=1, (1.4.3)
where (r, 9) are plane polar coordinates.
Solution, tp has a unique, attracting closed orbit y given by r(t) = 1, with period
T = 2k, and an unstable fixed point at the origin (see Figure 1.15).
(a) x = 0
Note <p,(0) = 0 for all t therefore
Lra(0) = La(0) = {0}. (1.4.4)
(b) x?£0
Let y = (cos 0O, sin 60)ey and let tf be the sequence of t > 0 at which the orbit of
x crosses the radial line from 0 through y. Then Lim <pu(x) = y and y is an co-limit
point of x. This argument is valid for any y ey and any x # 0. Therefore, L J x ) = y

for any x Ô .
A similar argument allows us to show that
|x |< 1,
(1.4.5)
Figure 1.15 Phase portrait for the flow of (1.4.3).
r
1.4 Invariant sets 19
However, for |x| > 1, the Lim <p,,(x) does not exist for any sequence t, such that
j~*oo
t; -> —oo as i -» oo and therefore L„(x) is empty. □
Example 1.4.2 Let the flow <phave the phase portrait shown in Figure 1.16. What
are Lra(x) and L Jx) for xeA , B ,C respectively? What feature do all three co-limit
sets have in common?
Solution. Sequences {t,}?l0 can be constructed as in Example 1.4.1 to show that

x e / l - . L » = {?,}; L J x ) = dA
xeB : La(x) = {P2}; L J x ) = dB

x e C: La(x) = empty set ; Lm(x) = dA u 5B.
Let r A and TB be the trajectories of the flow which form the séparatrices of the
saddle point P0. Observe that
dA = r Au P 0, ôB = r „ u P 0, (1.4.6)
and it follows that all three co-limit sets are unions of fixed points and the trajectories
joining them. □
Example 1.4.2 illustrates an important theorem concerning the global properties

of planar flows.
Theorem 1.4.1 (Poincaré-Bendixson) A non-empty, compact limit set of a flow on

the plane, which contains no fixed point, is a closed orbit.
This theorem states that the types of limit sets illustrated in Examples 1.4.1 and
1.4.2 are the only compact ones that can occur in flows on the plane. It is one of
the few theorems which gives the existence of a global feature of a phase portrait.
Figure 1.16 Phase portrait of the flow required for Example 1.4.2. The
points P q , 2 are fixed points. The open sets A, B have boundaries dA,
dB, respectively. C is the complement of the closure of A u B .
Definition 1.4.3 A limit cycle is a closed orbit y such that either y E L Jx)o r y E L„(x)
for some x^y.
Theorem 1.4.1 has the important corollary that a non-empty, compact set A which
is positively or negatively invariant contains either a limit cycle or a fixed point.
This result can be useful in demonstrating the existence of limit cycles (Arrowsmith
& Place, 1982, pp. 147-51).
1.5 Conjugacy
We now turn to the equivalence relations which allow us to recognise when two
diffeomorphisms or two flows exhibit the ‘same’ behaviour. These equivalence
relations lie at the heart of topological or qualitative theory.
Definition 1.5.1 Two diffeomorphisms f, g: Ai -►Ai are said to be topologically (or

C0-) conjugate if there is a homeomorphism, h: Ai -* Ai, such that
h f = g.h. (1.5.1)
Topological conjugacy of two flows <p„ÿ,: Ai -» Ai is defined in the same way with
(1.5.1) replaced by = for all feR .
Definition 1.5.1 means that h takes each orbit of f (or <pt) onto an orbit of g (ÿt)
preserving the parameter m (t), i.e.
f”(x) V ( h ( x ) ) , for each m e Z, (1.5.2)
*(x)±*<Mh(x)), for each i e R. (1.5.3)
The significance of (1.5.2 and 1.5.3) is illustrated in Figure 1.17. Notice, by

uniqueness of the trajectories of each flow, a given trajectory of (p, is mapped onto
one and only one trajectory of tfr, and vice versa.
Example 1.5.1 Let / : R -+ R be a diffeomorphism with D/(x) > 0 for some x e R.

Given that the differential equation x = f(x) —x defines a flow <p,: R -►R, show that
/ is topologically conjugate to <pl.
Solution. If / is a diffeomorphism it is either an increasing or a decreasing function

(differentiability of f ~ 1 means that D / can never become zero). Since, D/(x) > 0
for some x, it follows D/(x) > 0 for all x and f is an increasing function (see Figure
1.18). It follows that / can have any number of fixed points (including zero). Such
points, x*, i = l , 2 , . . ., are given by x f = f(x f) and clearly coincide with the
singular points of the vector field f(x) —x.
Let x0 be any point of the open interval (x,*, xf+1). The orbit of x„ under both
1.5 Conjugacy 21
Figure 1.17 Diagram illustrating conjugacy of: (a) diffeomorphisms; (b)

flows. Note that (b) is valid for all te R and (1.5.1) implies that
h(f"(x)) = g”(h(x)) for all m eZ .
Figure 1.18 Typical graph of a diffeomorphism / : R -> R for which

D T (x)>0 for some x e R . The fixed points of / are given by the
intersections of the curve y - f (x) and the straight line y = x.
f and <px is confined to this interval and has the same orientation for both maps
(N.B. sign(x„+1 - x.) = sign(/(x„) - x„) = sign(x), neZ).
Let x0, }'0e(xf, xf+1) and consider the orbit of x0 under / and the orbit of y0
under <pj. Let P„ = /" (x 0) and Q„ = <p,(y0), neZ . Observe (see Figure 1.19) that
and (1.5.4)
V i - [Qn> Q » + 1 ] - * [ Q n + i t 6 » + 2 ] >
n eZ , are order-preserving diffeomorphisms. Moreover, if x e [ P 0, P J then

/"(x )e[P „, P„+1] and similarly with x, P and / replaced by y, Q, q>i.
Our aim is to construct a homeomorphism on [x?, x*+,] taking orbits of <px onto
orbits of / , preserving the parameter n e Z. To this end, let h0: [Q0, <2t] -> [P0, P ,]
be a homeomorphism, for example we might take
hoiyo) = x0 + ( y - ro )( ^ t °- (1-5.5)
Now, for y e[8„, Q„+1], define
K(y)=f"ho<P-n(y)- (1-5-6)
Clearly, hn: [Q„, 8„ +,] -> [P„, Pn+,] and, what is more,
MQ„+i) = fU i(6 » +i) = J V i- n eZ . (1.5.7)
Figure 1.19 Orbits of the points x0 and y0 under / and <px, respectively.
It is convenient to define P ,= /"(x 0) and Q, = i>B(>o). for n e l.
1.5 Conjugacy 23
It follows that h: [xf, xf+,] -> [x f, xf+1] defined by
1x* y = xf
h„(y) for ye[Q„,Q„+ j], n= Z (1.5.8)
x?+1 Z= 1
is a homeomorphism.
Finally, it is easy to verify that h exhibits the conjugacy of / and cp,. If
xe [xf, x,*+ j] then x 6 [Qn, Qn+J for some n and
h-<Pi{x) = K +l-q>l(x)
= f " * l h0 '(P-n-i-<Pi(x)
=f K( x )
=f-h(x) (1.5.9)
as required. □
It is important to note that Example 1.5.1 highlights a special property of some

increasing diffeomorphisms of the line. Not all diffeomorphisms on R are
topologically conjugate to the time-one map of some flow. For example, if / is a
decreasing diffeomorphism on R, the orbits of f oscillate about its fixed point (see
Figure 1.20). Such behaviour is impossible for the time-one map of any flow on R.
If h, in Definition 1.5.1, is a C‘-diffeomorphism with k ^ l , rather than a
homeomorphism then f and g (or <p, and ^,) are said to be C*-conjugate. This
kind of conjugacy is far more restrictive than topological conjugacy. For example,
the real valued functions /(x ) = 2x and g(x) = 8x, x e R, are topologically conjugate
but they are not C*-conjugate for any k Ss 1 (see Exercise 1.5.1). C*-conjugacy of
Figure 1.20 Graphical derivation of a typical orbit of a decreasing

diffeomorphism / : R -♦ R in the neighbourhood of its fixed point. The
orbit clearly oscillates from one side of the fixed point to the other.
'y = x
tp, and corresponds to there being a fc-times differentiable change of coordinates,

h, which transforms the differential equation, x = X(x), of tp, into that, y = Y(y)
say, of f,. Recall C*-conjugacy of ip, and means that there is a function h e C*
such that h((pl(x)) = ^,(h(x)). Differentiate this equation with respect to t and
evaluate at t = 0, to obtain
Dh(cp,(x)) ^ (x) = d> x ) ) (1.5.10)

i dt
or
Dh(x)X(x) = Y(h(x)), (1.5.11)
since p 0 = idM. Now consider the change of coordinates y = h(x) applied to

x = X(x). With the aid of (1.5.11), we find
y = Dh(x)x = Dh(x)X(x) = Y(h(x)) = Y(y) (1.5.12)
as required. Thus, when h exhibits the conjugacy of <p and i/t, the derivative map,
Dh, transforms the vector field X(x) into Y(y) with y = h(x).
An important example of C'-conjugacy of flows occurs in the qualitative study
of local phase portraits in the neighbourhood of an ordinary point. Let x0 be an
ordinary point of the flow tp: R x R" -> R" of the vector field X: R" -* R".
Definition 1.5.2 A local (cross) section at x0 is an open set, S, containing x0, in a

hyperplane H £ R" which is transverse to X(x0).
For convenience, we will assume that H has normal X(x0) in the following
discussion. Observe, (see Figure 1.21) that there is a neighbourhood, V, of x0 such
that any point x e V can be written as x = <p„(y), where yeS . In other words, we
can use the trajectories of the flow to define new coordinates on V.
These new coordinates are best related to local coordinates at x0, therefore, let
x h x - x0 so that x0 is at the origin of both sets of coordinates. Now suppose
we choose a basis in R" which has X(0) as its first vector. Then the first coordinate
of every point y e S is zero and S defines a neighbourhood, S, of the origin in R"~'
(see Figure 1.21(b)). Each point of S can be specified by £ e R" ~ 1 and every point
x of V can be written as
x = *„((0, {)) = tp(u, (0, *)) = h(u, $). (1.5.13)
By definition of tp, h: R" -> R" is a C’-function. What is more, h|S is the identity
and D„h(0) = X(0), by (1.3.3). Thus Det Dh(0) 0 so that IT 1 exists and is C1
by the Inverse Function Theorem. In the new coordinates, the trajectories of the
flow are simply lines of constant $ (see Figure 1.21(c)), i.e.
W « . «) = (» + »,«)■ (1.5.14)
1.5 Conjugacy 25
Figure 1.21 Various representations of the ‘flow-box’ containing the

ordinary point x0: (a) in the original coordinates; (b) in local coordinates
at x0 and (c) using local coordinates defined by the flow lines.
S c R " -'
(«
X(0)
(1.5.15)
(1.5.16)
(1.5.17)
and <j/, is C'-conjugate to ipr The arguments presented above essentially constitute
a proof of the ‘Flow-box’ Theorem.
Theorem 1.5.1 (Flow-box) Let x0 be an ordinary point of the flow ip. Then in every
sufficiently small neighbourhood of x0, (p is Cl-conjugate to the flow ^(t, x) = x + ie,,
where e] is a unit vector parallel to the x ,-axis.
The above examples emphasise that in order to prove two flows or diffeomorphisms
conjugate, we must construct an appropriate map satisfying (1.5.1). It is often a
great deal easier to recognise when no such map exists. For example, consider
two flows: ip, with an isolated fixed point and i/r, with no fixed points at all. The
fixed point is a trajectory of ip, and, therefore, if ip, and ijr, are topologically
conjugate, there is a homeomorphism which takes a trajectory of ty, onto the fixed
point. However, every trajectory of contains more than one point and can only
have a single point image under a non-injective map. This contradiction proves
that ip, and tji, are not topologically conjugate. This result has an obvious extension:
a necessary condition for two flows to be C°-conjugate is that they have the same
number of fixed points. Here an easily recognisable property of the flows (namely,
the number of fixed points) allows us to conclude that they are not conjugate.
Another, perhaps less trivial example of this approach, is afforded by diffeo
morphisms on the circle. Let us begin by considering pure rotations.
A property that distinguishes rational and irrational rotations is their rotation
number. This quantity can be defined for any homeomorphism / : S1 -» S'.
Definition 1.5.3 The rotation number, p (f), of a homeomorphism f : S ‘ ->Sl is given

by
(1.5.18)
where f is a lift of f.
As our notation suggests, it can be shown that p {f) is independent of the point
x occurring in (1.5.18). A proof of this fact can be found in Nitecki (1971, pp. 33-4).
1.5 Conjugacy 27
As Figure 1.22 shows
R y(x) = x + y (1.5.19)
is a lift of the pure rotation l?y(0) = (0 + y) mod 1. Thus R"(x) = x + ny and

p(Ry) = y, i.e. the rotation number of Ry is simply y itself. A rational rotation,
R„ a = p/qeQ, cannot be topologically conjugate to an irrational rotation,
Rf , /JeR \Q . We saw in §1.2.2 that the orbit of any point 0 under R, was
periodic with period q, i.e. R\(9) = 0, while R”(0) ^ 9 for any 9 e [0, 2k) or m e Z.
Clearly, any map taking an orbit of Rf onto an orbit of Rq would fail to
be injective. Therefore, the pure rotations with rational rotation number are
topologically distinct from (i.e. not C°-conjugate to) those with irrational rotation
number. Now, the pure rotations are diffeomorphisms on S' and p (f) is defined
for any diffeomorphism / : S1 -> S1. To what extent, therefore, can the above result
for pure rotations be carried over to general diffeomorphisms on S '!
Proposition 1.5.1 A diffeomorphism f \ S' -> S' has periodic points if and only if its
rotation number, p (f), is rational.
Proof. If f has a periodic point then, given a lift, / , of / , there exists x* e R such that
/"(**) = x* + p, (1.5.20)
for some integers p and q. It follows that f**(x*) - x* + ftp, and therefore
f ^ x* ) - x * _ n p _ p
(1.5.21)
nq nq q
Hence p (f) is rational.
To prove the converse, suppose / has no periodic points then,
f '( x ) * x + p, (1.5.22)
or
f'( x ) - x * p , (1.5.23)
for any integers p, q and any x e R. Since gq(x) = 7 , (x) - x satisfies gq(x + 1) = gq{x),
Figure 1.22 Commutative diagram illustrating the connection between

the pure rotation Ry and its lift Rr
Rr
x --------------------------------- - x + a
Rr
0 = x mod I Rr (6) = (8+a) mod 1
= (x + a) mod 1
for each x, (1.5.23) means that there exists s> 0 such that either
g,(x) p + £, for all x. (1.5.25)
Suppose (1.5.24) holds, th e n /^ x ) < x + p - e, for all x, and therefore
7»«(x) = 7«(7'"- "«(x)) < 7,"“ 1>"(x) + p - s

= 7 , ( / (”~2),M ) + p - £ < ■ •• < x + n(p - e). (1.5.26)
Similarly, when (1.5.25) is valid
/ B,(x)>X + n(p + £). (1.5.27)

Thus, lA m [fnq(x) - x]jnq is either greater than (p + e)/q or less than ( p -e )/q ,
for any integers p and q, and so p ( f) £ (p/q) mod 1. □

Typically, circle diffeomorphisms with rational rotation number, p/qe 0 , have an
even number of period-^ cycles. A sketch of 7 ’(x) (see Figure 1.23) not only reveals
why the number of cycles is even, but it also shows that the stable and unstable
points alternate around the circle.
The following result shows that circle diffeomorphisms with irrational rotation
number can behave like irrational rotations.
Theorem 1.5.2 (Denjoy) I f an orientation-preserving diffeomorphism f: S' -*■S1 is

of class C2 and p ( f) = /?e R\Q, then it is topologically conjugate to the pure rotation
For a proof of Denjoy’s Theorem the interested reader should consult Arnold
(1983, pp. 105-6) or Nitecki (1971, pp. 45-9). This important result means that
every orbit of / is dense in the circle provided f e C 2 and p ( f) is irrational. If
f$ C 2, then more complicated phenomena, such as invariant Cantor sets, can
occur (see §6.4.1 and Nitecki, 1971).
1.6 Equivalence of flows

Topological conjugacy is arguably the natural equivalence relation for maps. A
homeomorphism h is used to take successive points in the orbit of one map, f,
onto those of another map, g. Given that the aim is to capture the fact that the
orbits of f and g beljave in a similar way, continuity of h and its inverse is the
least we should demand. Moreover, since the orbits of a map are sequences of
discrete points, it is hard to envisage anything more sensible than mapping orbits
onto orbits in the manner described above. However, this is not the case for flows.
From this point of view, the important difference between maps and flows is that
1.6 Equivalence o f flows 29
the orbits of the latter are parametrised by a continuous variable t. This allows us
some additional freedom in the mapping of orbits onto orbits.
Definition 1.6.1 Two flows, <p, and <//„are said to be topologically (or C°) equivalent
if there is a homeomorphism, h, taking orbits of (p, onto those of preserving their
orientation.
Since equivalence only demands that orientation be preserved, we allow h(q>,(x)) =

f („(y), with y = h(x), where t y is an increasing function of t for every y (see Figure
1.24). This relaxation of the requirement that the parameter t be preserved, provides
more satisfactory equivalence classes for flows. For example, the planar differential
Figure 1.23 (a) Sketch of f(x ). Observe that, since / ’( l ) = / ,(0)+ 1, if

a fixed point, xj, occurs then there must be at least one further fixed
point xf. Moreover, if xj is stable then x* must be unstable, (b) Example
of / 3(x) for a circle difleomorphism with a stable 3-cycle. Note that an
unstable 3-cycle must also occur, (c) Illustration of periodic points of /
on the circle for the lift shown in (b).
equations
r = M l-r), 9*1, (1.6.1)
r = r(l-r), 0 = 2, ( 1.6.2)
where (r, 0) are polar coordinates, have similar phase portraits. Both have an
attractive closed orbit y with r(t) = 1 and an unstable focus at the origin. However,
the closed orbit has p e r io d s in (1.6.1) and period-7t in (1.6.2). Thus, if h : y - ,y
preserves the parameter t, it must fail to be a bijection. Thus (1.6.1) and (1.6.2)
are not topologically conjugate, but they are topologically equivalent. Observe that
the time rescaling ti-*2t transforms (1.6.2) into (1.6.1).
If Definition 1.6.1 is satisfied with h e C \ 1, then the stronger relationship
between q>and <1?can be emphasised by saying that they are Ck-equivalent. If two
flows ip and <1/ are C‘-equivalent (!c> 0) then their vectors fields X(x) and Y(y)
are also said to be (^-equivalent. This terminology is frequently used because
flows are often described implicitly in terms of their vector fields. For example, in
applications one is often provided with a model differential equation but no explicit
form for its solutions.
When k > 1 there is a Ck-diffeomorphism, h, such that
Dh(x)X(x) = er(h(x))Y(h(x)) (1.6.3)
(cf. (1.5.11)), where er:R"->R takes only positive values corresponding to the
reparametrisation of the time. Recall the vector field of is given by
= cr(y)Y(y) (1.6.4)
Figure 1.24 Topological equivalence requires trajectories to be mapped

onto trajectories preserving their orientation rather than t itself. Thus,
t y(r) is an increasing function of t that is continuously parametrised by
y and satisfies ry(0) = 0. For example, when t y(i) takes the form shown
in (a), h relates <p,(x) and ^tj(0(h(x)) as indicated in (6).
1.6 Equivalence o f flows 31
where cr(y) = i y(0) is a positive scale factor altering the magnitude but not the
direction of Y(y).
Example 1.6.1 Show that the vector fields Jx and J 0x, with
where a, fl > 0, are topologically equivalent.
Solution. The differential equations x = Jx and x = J 0x are easily solved using

plane polar coordinates. We find x = Jx gives r = ar, 0 = fS with solutions
r(t) = r0 exp(ai), 6 = fit + Oq. (1.6.6)
The equation x = J 0x becomes R = R, 0 = 1 and its solutions are
R{t) = R0 exp(t), 0 = t + 0 O. (1.6.7)
If we let in (1.6.6), we obtain
r(t) = r0 exp(at//J), (1.6.8)

II
O
+
Since /?> 0 , the flows defined by (1.6.6) and (1.6.8) are topologically equivalent
with h equal to the identity. In other words, they have identical trajectories and
differ only in the speed at which they are described.
Elimination of t from (1.6.7) and (1.6.8) gives
flu
0 = ( 0 -0 „ ) + 0 „. (1.6.9)
Equation (1.6.9) defines a map taking the trajectory of (1.6.8) through (r0,0 O)
onto the trajectory of (1.6.7) through (R0, 0 O) (see Figure 1.25). For r, r0 > 0, this
map is 1:1, continuous and preserves orientation (indeed it preserves t itself);
Figure 1.25 Illustration of the effect of the map (1.6.9) on the orbit of
(1.6.8) through (r0, 60). The result is the orbit of (1.6.7) passing through
(*o.»o)-
however, it involves four parameters. In fact, (1.6.9) represents a family of maps

of the plane onto itself. We require a single homeomorphism taking each trajectory
of (1.6.8) onto an orbit of (1.6.7) and, therefore, we must choose values for the
parameters.
Observe, every trajectory of (1.6.7) and (1.6.8) crosses the unit circle once and
only once. Let us choose to map the orbit of (1.6.8) that crosses the unit circle at
angular coordinate 0„ onto the orbit of (1.6.7) that crosses the unit circle with
angular coordinate 0 O= 0O. The map h obtained in this way is given by setting
r0 = R0 = 1 and 0O= 0 Oin (1.6.9), i.e.
R = /■"«, 0 = 0, (1.6.10)
with r > 0 , 0 ^ 0 <2n. Thus, if we define h(0) = 0, we have constructed a

homeomorphism which exhibits the topological equivalence of (1.6.7) and (1.6.8).
Since we have already established the equivalence of (1.6.6) and (1.6.8), we finally
conclude that Jx and J 0x are topologically equivalent. □
Example 1.6.2 Use the map r' —r, 0' = 0 —ln r (r > 0) to demonstrate that the
vector fields J 0x, where J 0 is given in (1.6.5), and x are topologically equivalent.
Solution. Let h be given by

h(x) = h(r cos 0, r sin 0)
(r cos(0 - In r), r sin(0 - In r), r> 0

= < ( 1 . 6 . 11 )
1(0,0), r = 0.
The map h: R2 -> R2 is continuous and has continuous inverse, r = r', 0 = O' + In r',
r' > 0. Since h(0) = 0, h takes the fixed point trajectory of the flow of J 0x onto
that of x. For x ^ 0, h is differentiable so we can check its effect on the flow by
transforming the differential equation x = J 0x or, in polar coordinates, r = r, 0 = 1.
We find
r' = r = r = r' and 0' = 0 — = 0 —1 = 0 , (1.6.12)

r
which is just the polar form of * = x. Of course, h is not differentiable at the origin
so that (1.6.11) is only a homeomorphism of the plane. Hence J 0x and x are
topologically equivalent. □
When two flows are topologically equivalent we say they are of the same topological
type. The results obtained in Examples 1.6.1 and 1.6.2 play an important role in
the classification, up to topological type, of all linear vector fields on R2 (see
Arrowsmith & Place, 1982, p. 58). The matrix J in (1.6.5) is the real Jordan form
of any 2 x 2 real matrix, A, with complex eigenvalues a ± i/I, a > 0, i.e. there is a
real non-singular matrix M such that M - ! AM = J. It follows (see Exercise 1.5.6)
1.7 Poincaré maps and suspensions 33
that the flows of Ax and Jx are linearly conjugate. Examples 1.6.1 and 1.6.2 show
that all such vector fields are topologically equivalent to the vector field x.
The complete classification of linear vector fields on R2 is summarised in Figure
1.26. Each point of the (Tr A, Det A)-plane represents a similarity class of real,
2 x 2 matrices. The striking feature is that the vast majority of points in Figure
1.26 correspond to vector fields of stable, unstable or saddle type. Such linear
vector fields are said to be hyperbolic (see §2.1) and Figure 1.26 suggests that
hyperbolic behaviour is ‘typical’ for linear vector fields on R2. The point to note
is that, without a suitable equivalence relation, the idea of what is typical has no
meaning. We will return to the question of typical or generic properties of flows
and diffeomorphisms in §3.1.
1.7 Poincart maps and suspensions

We have already noted that the flow map tp,: M -* M is a diffeomorphism for each
fixed t. Thus, one way of obtaining a diffeomorphism from a flow is to take its
time-t map, tp,: M M , z > 0. Clearly, the orbits of tp, are constrained to follow
the trajectories of the flow because {i>™(x)|meZ} = {^>mt(x)|meZ} £ {^,(x)|feR}.
This means that the dynamics of tp, are strongly influenced by the flow tp and
they are not typical of those of diffeomorphisms on M. It is perhaps worth stressing
that, while the orbits of x under q>„ and <pl2, t! # z2, behave in a similar way for
any x 6 M (because both are subsets of the same trajectory of tp), the two maps
are not necessarily of the same topological type. For example, suppose <p, has a
closed orbit y of period T and that t , = aT , a e Q , whilst t2 = [IT, [I eR \Q . It follows
that tp„ has an invariant circle y consisting entirely of periodic points (of period
q if a = p/q). The same closed curve y is invariant for tpn but the orbit of any point
x ey under <p,2 fills out y densely. Therefore, tp,, cannot be topologically conjugate
Figure 1.26 Topological types of all linear vector fields on the plane.
Each point in the (Tr A, Det A)-plane corresponds to an equivalence
class of linear vector fields. Details of the derivation of this diagram are
given in Chapter 2 of Arrowsmith & Place (1982). The differential
equation x = x has Tr A = 2, Det A = 1 and is therefore unstable.
Det A
STABLE J, UNSTABLE
jU
— non - simple non - simple — Tr A
SADDLES
to <pr!, i.e. the maps are of different topological type. We will have cause to return
to time-r maps of flows in Chapter 5.
Another, more significant, way of obtaining a diffeomorphism from a flow is to
construct its Poincare map. Let <p be a flow on M with vector field X and suppose
that E is a co-dimension one submanifold of M satisfying:
(i) every orbit of ip meets I for arbitrarily large positive and negative times;
(ii) if x e E then X(x) is not tangent to E.
Then E is said to be a global (cross) section of the flow. Let y e E and t(y) be the
least, positive time for which y „y)(y)eE.
D efinition 1.7.1 The Poincare (or first return) map for E is defined to be
P(y) = i»rt,)(y). ygS- (1-7.1)
Exam ple 1.7.1 Obtain the Poincare map, P, of the flow defined by
r = r(l —r); 0=1, r> 0 , (1.7.2)
where (r, 0) are plane polar coordinates, taking E to be the half-line 0 = 0. How
does P change if E is taken to be the half-line 0 = 0„?
Solution. The phase portrait of (1.7.2) is shown in Figure 1.15. E is the positive
x-axis in the plane and (1.7.1) can be written
P W = ( » « (* . 0))„ x>0, (1.7.3)

where <p,(r, 0)e R2 is the flow of (1.7.2), (-)x denotes the x-component of -, and
t(x) is the time taken for a phase point at x e E to make one complete revolution
about the origin. Since 0 = 1 , t(x) = 2n.
The radial equation, r = r(l —r), has solution
r(i) = r0/{r0 + (1 —r0)exp(—i)}, (1.7.4)
with r(0) = r0, so that
P(x) = x/{x + (1 —x)a}, x>0, (1.7.5)
where a = exp( - In) < 1.

If E is taken to be the half-line 0 = 0O, then (1.7.3) is replaced by
P (r)= (VtW(r,0o))r, (1.7.6)
where x(r) = 2k and (-)r denotes the radial component of •. We, therefore, conclude
that P takes the form (1.7.5) with x replaced by r, the radial distance along 0 = 0O.
□
By construction P: E -> E is a diffeomorphism and dim E = dim M - 1. In contrast
to time-t maps we, therefore, expect these diffeomorphisms to reflect the properties
of flows in one higher dimension. For example, the Poincare map P(x) in (1.7.5)
has a fixed point at x = 1 (observe x* = P(x*) implies (1 - x*)(l —a) = 0, which
is only satisfied for x* = 1). Furthermore, if x ^ 1, then P{x) $ x so that x = 1 is
an attracting fixed point. This fixed point in P clearly corresponds to the stable
limit cycle in the phase portrait of 0, (1.7.7)
where 9 and <pare as shown in Figure 1.27. The equations (1.7.7) have solutions
0 = at + 0O and cp = pt + <p0 (1.7.8)

ip
reduced mod 2n, so first returns to ^ 0 when \ t<f, where ^ <p . Thus if
9 0O (t = te at9 = 2n
a/P = p/q, p , q e l + and relatively prime, then qtv = pte and the orbit through
(9o, <p0) returns to this point after q revolutions around the torus in the
(p-sense and p revolutions in the 0-sense. It follows that if a and p are rationally
related then every point of T 2 is a periodic point of the flow, i.e. every point lies
on a closed orbit. If on the other hand a and p are not rationally related then the
orbit through (0o,<Po) never returns to that point although it approaches it
arbitrarily closely.
A global section of the torus is obtained by taking „, a constant, when £
is a circle, S1, with coordinate 0. Since the orbit of the flow first returns to <p= <p0
after time tv = 2n/p and 0 = at + 0O, we conclude that the Poincare map, P: S1 -* S',
is a rotation by 2m/p. The properties of pure rotations (see §1.2.2) obviously
reflect the behaviour of the flow described above.
There are flows for which there is no global section (see Exercise 1.7.2). Therefore,
it is not true to say that every flow corresponds to a diffeomorphism by taking
Poincare maps. However, the converse is true, i.e. every diffeomorphism f is the
Poincare map of a flow - called the suspension of f. This is a very important
Figure 1.27 Diagram showing how the coordinates, 0 and <p, used in
(1.7.7) are defined.
observation. It means that any result that can be proved for diffeomorphisms
should have a counterpart for flows in one higher dimension (see Smale, 1967).
The following explicit definition is given on p. 59 of Arnold & Avez, 1968.
Definition 1.7.2 The flow
*,(x, 0) = (f*+«(x), t + 0 - [t + 0]), (1.7.9)
where x e M , 0 e [O ,1] and [•] denotes the integer part of • , defined on a compact
manifold M by identification of (x, 1) and (f(x), 0) in the topological product
M x [0,1], is called the suspension of the diffeomorphism f : M -> M.
It is easy to verify that ^,(x,9) in (1.7.9) formally satisfies the requirements of

Definition 1.3.1. Geometrically, (1.7.9) corresponds to considering the product
Ai x [0 ,1 ] and taking a unit vector field in the [0, l]-direction. Now imagine
identifying the 1-end and the 0-end in such a way that (x, 1) is attached to (f(x), 0)
for each xeJVi (see Figure 1.28).
It must be pointed out that the manifold Af is not always M x S1 as Figure
1.28 suggests. M x S' is obtained if f is continuously deformable, through
diffeomorphisms, to the identity. For example, if we let M = S 1 and f be a rotation
then Af is the torus T 2 = S' x S'. However, if f is a reflection in a diameter of
the circle then M must be a Klein bottle to achieve the identification of (x, 1) and
(f(x), 0). Another, perhaps simpler example is to let Af = (0,1) and / be reflection
in x = j. As Figure 1.29 shows, Af is a Möbius strip.
Figure 1.28 Schematic illustration of the construction of the suspension

of a diffeomorphism f that is continuously deformable into the identity:
(a) before; (b) after; identification of (x, 1) and (f(x), 0).
An alternative way of viewing Definition 1.7.2 is to think of linking (x, 1) and

(f(x), 0) by a smooth ‘fibre’ of unit length along which the suspension is considered
to flow. This must be done for each x e M . Since f is a diffeomorphistn, if y eM
is close to x then f(y) is close to f(x) and the fibres of the identification lie close
to each other. If we were to take a finite sample of these fibres we should obtain
something resembling unit length of a, possibly twisted, multicored electrical flex.
Obviously, this procedure does not define the precise shape of the identifying
fibre or, in other words, it does not uniquely determine the suspended flow. What
is important is that the component of the flow in the new dimension is never zero.
It then follows that all admissible shapes of the identifying fibres give rise to
topologically equivalent suspended flows. The flow given in (1.7.9) is a particular
Figure 1.29 The suspension of the diffeomorphism /: (0,1) -►(0,1) given

by reflection in x = { is defined on a Mobius band. The twist in the
manifold on which the suspension is defined arises because (x, 1) must
be identified with (/(x), 0).
A B
representative of this equivalence class which clearly exhibits the connection with
the diffeomorphism f. When looked at from this point of view it is easier to
understand how the nature of f (whether or not it is deformable to idM) affects
the resultant manifold on which the suspension is defined.
1.8 Periodic non-autonomous systems

An important application of the ideas developed in §1.7 is in the analysis of
differential equations of the form
x = X(x, i), x eM , ( 1.8 . 1)
where
X(x, t + T) = X(x, t), (1.8.2)
for all re R. The transformation t 1—♦r/y, X(x, i)b->yX(x, yf), with y = TjIn, allows
(1.8.1) to be written as the autonomous system
x = X(x, 0), 0=1, (1.8.3)
defined on M x K, where
X(x, 0 + 2;r) = X(x, 0) (1.8.4)
for all 0e R (see Exercise 1.8.1). It is then convenient to identify 0 4- 2nm, m eZ,
with 0 to obtain a differential equation on M x S \ where 0 is the circular
coordinate. This procedure is illustrated in Figure 1.30 where some possible
solutions of (1.8.1 and 2) are shown. Observe that the solutions are not necessarily
periodic (see Exercise 1.8.2). However, it is easily verified that if £(t) is a solution
of (1.8.1 and 2) then so is ?(t + T) (see Exercise 1.8,2). i.e. advancing a solution
by one period of the vector field also gives a solution.
Figure 1.30 helps us to associate this ‘period advance map’ of the non-
autonomous system with the Poincare map P9: -> of (1.8.3) defined on the
global section, £ e = M x {0} of M x Sl. It is worth noting that Pe and P„., 0 ^ 0 '
are topologically conjugate (see Exercise 1.8.4). Thus, in discussing topological
properties it is sufficient to consider P = P0. Conversely, we can associate the
solutions of the non-autonomous system with the suspension, on M x S1, of the
Poincare map, P, which is itself a diffeomorphism on £ 0 = M x {0}.
There is a complete correspondence between the properties of the Poincare map,
P, and those of its suspension. For example, P has a fixed point x* if and only if
its suspension has a closed orbit of period In, i.e. if and only if the non-autonomous
system has a periodiq solution of period T. Figure 1.30 shows a 2-cycle of P along
with the corresponding solution of (1.8.1,2) with period 2T. Furthermore, a
periodic solution of (1.8.1,2) is stable (asymptotically stable), in the sense of
Liapunov, if and only if the associated periodic point of P is stable (asymptotically
stable). The following example shows how this last result can be applied.
Figure 1.30 (a) Schematic representation, in the extended phase space,

Ai x R, of some possible solutions of the non-autonomous system (1.8.1),
(1.8.2). (b) Corresponding solutions of the autonomous equation (1.8.3),
(1.8.4) on M x S'. £ ,= M x {0} is a global section for the flow of (1.8.3),
(1.8.4) and this allows us to define the Poincare map P0: X0->
0= — mod I k
T
40 ] Diffeomorphisms and flows
Exam ple 1X 1 Find the period advance map for the non-autonomous system
x 4- [ro (t)]2x = 0, (1.8.5)
where a>(t) = w(t + T), t e R. Obtain the Poincare map P and show that Det P = 1.
Hence, deduce that the null solution of (1.8.5) is stable (in the sense of Liapunov)
if |Tr P| < 2 and unstable if |Tr P| > 2.
Solution, The second-order equation (1.8.5) can be written in the first-order form
x = A(t)x, ( 1. 8. 6)
where x = (x„ x 2)T = (x, x)Te R2 and
(1.8.7)
A ,,,= U ° < - > ] ‘ I»)-
The solutions of (1.8.6) form a two-dimensional vector space (see Exercise 1.8.3).
The solution {(f) satisfying £((„) = x 0 can be written in the form
?(t) = Q ( f ) Q ' 1(r0)x 0 = <p(t, t0)x0, (1.8.8)
where the columns of Q(f) form a basis for the solution space of (1.8.6). Q (t) is
called a fundamental matrix for the problem (see Jordan & Smith, 1977) while
<p(t, r0) is known as the state transition matrix (see Barnett, 1975). Now observe that
Ut + T) = Q(t + W ‘ (i„)x0 = Q (t + T ) Q - ‘ (i)Q (t)Q - % )x 0

= <p(t + T, t)Z(t).
Thus ip(t + T,t): I ,- » E ,+T (see notation in Figure 1.30) is the period advance
map at t. Clearly, if { and if are solutions of (1.8.6) then
<p(t + T, t)(a((t) + bq(t)) = a<p(t + T, t)Z(t) + b<p(t + T, t)if(t),
a,bÛ , and the period advance map is linear for any t. Moreover,
v (t+ T ,t) = Q(t + T K r \ t )
= Q(t + T )[Q - '(T )Q (D Q - '(0)Q(0)]Q- ‘(f)

= ?(t+ T ,T )(°, 0;
(see Exercise 1.8.4) so that (1.8.9) can be written in the form
<p(t + T, t)<p(t, 0) = <p(t, 0 )tp(T, 0). (1.8.10)

This result shows that <p{t + T, t) and <p(T, 0) are topologically (indeed linearly)
conjugate and consequently, for the qualitative behaviour of the solutions of
(1.8.6), we can focus attention on <p(T, 0). Expressed in terms of 0, <p(T, 0) = P0 =
P: R2 -* R2, the Poincare map for (1.8.6).
To show that Det P = 1, note that (1.8.8) implies that
y M L 0)) = A(t)cp(t, 0), ( 1.8. 11)
since Q(t) = A(t)Q(f). It follows (see Exercise 1.8.6) that, if W(t) —Det(^(t, 0)), then
fV(t) = Tr(A(t))lT(t) = 0 for (1.8.6). Hence W(t) = 1T(0) = Det(v (0,0)) = 1 and, in
particular,
W(T) = Det(«p(T, 0)) = Det P = 1. (1.8.12)
The null solution of (1.8.6) corresponds to the fixed point of P at the origin.
The stability type of the null solution is the same as that of the fixed point and
the latter is determined by the eigenvalues, A, 2, of P. Since D e t P = l , the
characteristic equation of P is A2 —(Tr P)A + 1 = 0 and
A,.2 = j{Tr P ± [(Tr P)2 - 4 ]1' 2}. (1.8.13)
If |Tr Pj < 2 then (Tr P)2 < 4 and the eigenvalues are complex with A2 =Af =
exp(i)3) (since AtA2 = 1), where tan /?=[4 —(TrP)2] 1,2/T rP . Let u + iv, u, veR2, be
the eigenvector of P with eigenvalue A,. Then the matrix K = (v-u) is such that
cos ft —sin p
K>PK (1.8.14)
,sin ft cos P.
i.e. P is conjugate to a rotation about x = 0. It follows that the orbit of x ^ 0

under P lies on an ellipse and, consequently, the fixed point at x = 0 is stable in
the sense of Liapunov (see Figure 1.31).
If |Tr P| > 2, then Ax j are real with = A (|A| > 1) A2 = A" *. In this case, there
is a non-singular K such that
A 0
K ' 1PK = D = (1.8.15)
,0 A-1
Figure 1.31 When |Tr P| < 2, the orbits of points x / 0 under P lie on
ellipses as shown. Observe that, for any xeN', P mxeN for all meZ.
Thus, x = 0 is stable in the sense of Liapunov (see Definition 1.2.3).
x2
Here the orbits of P lie on hyperbolae and, as Figure 1.32 shows, the x = 0 is
an unstable fixed point. □
Example 1.8.1 suggests that periodic perturbations of the frequency, a>, of a
harmonic oscillator can de-stabilise the equilibrium point with x = 0. This is
essentially what a child on a swing achieves by appropriate movements of weight,
in order to build up the amplitude of the oscillations of the swing. A simple example
illustrating how this instability can be achieved is given in Arnold (1973, pp. 205-6).
This phenomenon is known as parametric resonance.
1.9 Hamiltonian flows and Poincaré maps

Another application of Poincaré maps, that is of current research interest, lies in
the study of non-integrable, conservative Hamiltonian systems. While the reader
will no doubt have encountered the integrable case in a Classical Mechanics course,
it will be useful to review the basic ideas emphasising the connection with flows.
Definition 1.9.1 Let U be an open subset of R2" and H: U -* R be a twice

continuously differentiable function. The system of differential equations x = XH(x),
XH: U -* R2" given by
(1.9.1)
where x = (qu . . . , q„, p ,........p„)T is said to be a conservative Hamiltonian system

with n-degrees of freedom.
Figure 1.32 For k > 1 the hyperbolae x,x2 = c, c / 0, are invariant curves
for the map Dx, where D is given by (1.8.15). The origin is a hyperbolic
saddle point and therefore for every N' £ N, there exists xeN' for which
P"x $ N. for some me 2 +. Hence the saddle point is unstable in the sense
of Liapunov.
1.9 Hamiltonian flows and Poincaré maps 43
H = //(q, p) is the Hamiltonian for the system and the equations (1.9.1) are known
as Hamilton’s equations. The state of the system at time t is specified by
The configuration, q(t), of the system is given by the n generalised coordinates q,(t)
and p(t) consists of the n conjugate generalised momenta p((t). A system with n
degrees of freedom is often called an n-F system.
In general, q, and p, change with t but H does not. Observe
for all t, by (1.9.1). Thus, H is a conserved quantity or a constant of the motion.

Alternatively, (1.9.1) is an autonomous system of differential equations which
defines a Hamiltonian flow, <p?:U -» R2". Equation (1.9.2) means that H is constant
on the trajectories of <p" i.e. if is a first integral for (1.9.1) (see Arrowsmith &
Place, 1982, pp. 101-6).
In general, Hamiltonian flows occur on differentiable manifolds and Definition
1.9.1 is valid for each chart (Ua, ha). Thus (see Figure 1.33) Ht : Ux -* R gives rise
to a vector field XH>, via (1.9.1), for each a. Moreover, when Wan Wf (a # /1) is
non-empty, the two sets of local coordinates on Ux and Uf are related by the
Figure 1.33 Illustration of the way in which a Hamiltonian function

defined on a manifold Ai gives rise to Hamiltonians, Ha and Hp on the
charts ([/„ h j and (Vf, h^), respectively.
W : M -» R
Wfi
R R
=H b }'
overlap map hai (see Figure 1.3). Thus, if x = (qi , . ..,q „ p t, . . . , p„)T in Ua and
y = (<2i, • • •, <2„, P i y -, PJT in Up represent the same point on M, then
HJx) = Hp(haf(x)), (1.9.3)
and
H '(K f(y)) = Hp(y). (1.9.4)
Of course, we require that the vector fields X„a and XHfl give rise to the same
dynamics on the overlap between two charts and this imposes constraints on the
manifold itself. To make the dynamics on W, and Wp agree on W ,n Wp, we demand
that
D A ,(*)X «a(x) = XH,(ha(,(x)) (1.9.5)
(see (1.5.12)). Now, differentiation of (1.9.3) gives
Dxtf*(x) = Dy/ / (,(hiti(x))D>harf(x). (1.9.6)
Equation (1.9.6) looks more familiar in component form, i.e.
t o%. dU. t o . dH \
dqyh ’ " " dq .’ dP i" " ' d p j
SQ i dQ t d Q i\
№ . .
dqt dq„ dP l dp„
top t o p dH p dH p\
(1.9.7)
\<>Qi d Q „ 'd P " S P j
SP„ t o .
\dqi 3 p J
Furthermore, (1.9.1) implies
[ D A ( x ) ] T = SXWi(x) (1.9.8)
and
[D i/ / i (y)]T = SXH(I(y), (1.9.9)
/0 -I\
with S = I I and 1 equal to the n x n unit matrix. Operating from the left
with [Dxhap(x)]TS in (1.9.5) gives
[ D A ?(x)]TSDxhap(x)XH>(x) = [ D A / x ^ S X ^ x ) ) , (1.9.10)
= [DA,(x)]T[Dy/y h I(,(x))]T= [DAW]"- (1-9-11)

by (1.9.9) and (1.9.6), respectively. Finally,
[ D A i (x)]TS D A i (x)XHj(x) = SXHi(x), (1.9.12)

by (1.9.8).
Clearly, (1.9.5) is satisfied if and only if the overlap map is such that
[ D A /,(x)]TSD,ha/I(x) = S, (1.9.13)
for each x e h j W .n Wf ).
Definition 1.9.2 A diffeomorphism h: U R2", U £ R2", is said to be symplectic if
[Dh(x)]TSDh(x) = S (1.9.14)
for all x e R2", with S = (

J VI 0
A differentiable manifold for which all the overlap maps satisfy (1.9.13) is said to
be a symplectic manifold. The theory of symplectic manifolds provides a coordinate
free approach to Hamiltonian mechanics (Abraham & Marsden, 1978; Arnold,
1968).
It is important to realise that (1.9.13) is sufficient to ensure that the form (1.9.1)
of Hamilton’s equations is valid on both Ua and U^ (see (1.9.8,9)). The arguments
involved in obtaining (1.9.13) are not confined to overlap maps. Consider the
effect of a coordinate transformation, h, on a Hamiltonian system defined on R2".
If we demand that the equations of motions of the new coordinates be derived
from the transformed Hamiltonian by applying (1.9.1), then we can conclude, by
precisely the same steps as we have used above, that h must be symplectic. However,
preservation of Hamilton’s equations in this sense is the property that defines
canonical transformations in Classical Mechanics. Thus symplectic and canonical
transformations are one and the same thing.
A property that distinguishes a Hamiltonian flow, tpf, from other flows of even
dimension is that tp* preserves volumes of phase space.
Theorem 1.9.1 (Liouville) Let tp, be the flow induced by x = X(x) and fi(t) be the
volume of the image, tp,(D), of any region D of its phase space. I f div X = 0, then
tp, preserves volume, i.e. il(f) = 0(0) for all t.
To illustrate the ideas behind the proof of Theorem 1.9.1 we will assume that D
and tp,(D) both lie in the same chart. Since tp, is a diffeomorphism for each t, we
can regard it as a change of coordinates in phase space. With notation in Figure
1.34,
ii(r)= d q \,...,d p 'n. (1.9.15)
Since x' = tp,(\), this can be written as
(1.9.16)
where d2"x = d q i t .. ,,d p„. Now,
<p,{x) = x + tX(x) + 0(t2), (1.9.17)

and therefore
D^»,(x) = I + iDX(x) + 0(t2). (1.9.18)

Thus
dH Det(Dp,(x)) - 1 U2n
= ft(0) = Lim j ( d2"x, (1.9.19)
dt r=0 J f l\
since fl(0) = j DAql , . . . , dp„. However, observe that if DX(x) has eigenvalues q,{x)
then
Det(Dp,(x)) = Det(I + iDX(x) + 0 (t2)),
= n a + t » , i( x )+ o ( t2)),
i
= 1 + < £ > ii(x )+ 0 (i2),

i
= 1 + t Tr DX(x) + 0(t2). (1.9.20)
Of course,
TrDX(x) = div X(x) (1.9.21)

and substitution in (1.9.19) gives
ft(0)= div X(x)d2"x. (1.9.22)

Jo
Figure 1.34 The flow map ip, takes D at time zero (see (a)) to <p,(D) at
time t (see (b)). Since <p, is a difleomorphism, this transformation can be
regarded as a change of coordinates from (qt ....... q„, p, , . . . , p„) = xT to
The above arguments do not depend on the initial time being zero and (1.9.22)
can be generalised to
£2(t)= div X(x)d2"x. (1.9.23)

Jw i
Clearly, if div X(x) = 0 then Q(t) = 0 and Q(t) = iî(0) for all t.
Let us apply Theorem 1.9.1 to a Hamiltonian flow tp*. The vector field X is
given by (1.9.1) and
d
div X(x) = i — ( — (1.9.24)
,-id q ,\d p t dp,
Hence (pf preserves phase space volumes. This result highlights, in a geometrical
way, the very special nature of Hamiltonian flows. In general, even dimensional
flows may expand volumes in some parts of phase space and contract them in
others. Clearly, (1.9.24) imposes a global restriction on <p?. The volume-preserving
nature of Hamiltonian flows is also reflected in the nature of the transformations
that relate them to one another. It can be shown (see Arnold, 1968, p. 222 and
Exercise 1.9.5) that (1.9.14) implies Det(Dh(x)) = l so that symplectic trans
formations preserve volumes of phase space. However, it is perhaps worth noting
that D et(D h(x))s 1 only implies h is symplectic when h: R2 -> R2 (see Exercises
1.9.5 and 1.9.6).
It is reasonable to consider to what extent Hamilton’s equations can be simplified
by symplectic transformations. Let h: (q, p) -> (Q, P) and H(Q, P) = W(h“ 1(Q, P)).
In particular, the transformed equations will be simpler if the new Hamiltonian
is independent of one of the generalised coordinates. For example, suppose H does
not depend on Q„, then
dH
(1.9.25)
dQ„
and
P„(i) = P„(0) = / n (1.9.26)

The constant value l, can be thought of as a parameter. For a given value of /„,
H now depends on only (« —1) pairs of conjugate variables; the number of degrees
of freedom has been reduced by one and the order of Hamilton’s equations has
decreased by two.
Ideally, one would like H to be independent of all Q„ i = 1 , . . . , n. Then
P,(t) = P«(0) = /, (1.9.27)

and
• dH
Q, = r - = « i(/ i . - - . U (1.9.28)
dPi
i = 1 , . . n. Notice Qf depends only on the parameters and is therefore

independent of t. Thus (1.9.28) can be trivially integrated to give
<2i(r) = cyii + Ki, (1.9.29)
i = 1 , .. ., n, KfeR . Systems for which such a reduction is possible are said to be

integrable and the system defined by (1.9.27 and 28) is referred to as their normal
form. The variables (Q, P) displaying this form are called action-angle variables;
the Pj (or /,) being the ‘actions’ and the Qt being the ‘angles’ (or cyclic variables).
The latter name arises because (1.9.27 and 28) is the polar form of a simple
harmonic oscillator with radial coordinate /,• and angular coordinate Q,.
Traditional courses in Classical Mechanics focus attention on the integrable
case. For example, 1-F systems with analytic H, linear equations of motion (i.e.
normal modes), non-linear systems that are separable into 1-F systems are com
monly discussed. However, these systems are not typical. In general, Hamiltonian
systems are non-integrable and they can exhibit much more exotic dynamics. To
illustrate this we must consider systems with at least two degrees of freedom and
Poincare maps play a key role in making such problems manageable.
A system with two-degrees of freedom has a four-dimensional phase space and
it is, therefore, not feasible to picture its flow directly. Since the system is
conservative, (generically) its trajectories lie in three-dimensional submanifolds or
‘shells’ on which the Hamiltonian H(q, p) is constant. Thus, by choosing a
particular value for H(q, p) we can reduce the dimensionality of the problem by
one. Now, we are frequently interested in systems exhibiting some kind of
recurrence. For example, non-integrable perturbations of an integrable system or
the behaviour of a non-integrable system in the neighbourhood of a closed orbit.
In such cases, we can reduce our problem to one in two dimensions by constructing
an appropriate Poincare map. Of course, we have lost some detail of the dynamics
in this process. After all we are only sampling the orbit periodically. However,
the interesting point is that sufficient information is retained to show that the
dynamics of 2-F, conservative systems can be very complicated. Moreover, since
this information is in two-dimensions it is quite easy to present and appreciate in
graphical form.
To show how the Poincare map is constructed, let us first examine an integrable
case, where solutions can be written down explicitly. Consider the biharmonic
oscillator
Qi=Pu Pi = ~«>i9i.
(1.9.30)
< <h = P2> P2=~«2<i2-
The Hamiltonian //(q, p) is given by
W(<ii.«2;Pi.P2) = 5 £ ( P t + t » f q f ) (1.9.31)
and (1.9.30) has solutions of the form
q , = A t c o s ( « , i + i/i ) ,
(1.9.32)
Pi - 4
— w f/ ( s i n ( c o ,i + t h ) ,
i(fe R, i = 1, 2. The aim is to construct the Poincare map in such a way that one
pair of conjugate variables (q2, p2, say) are removed. Thus we argue that by
restricting to the Hamiltonian shell H(q, p) = h0 > 0 we can express p2 in terms
of qi,Pi and q2. Since q2 is periodic with period ln/(o2, the orbit of a phase point
in the plane q2 = 0 returns to q2 —0 after time 2n/a>2 (see Figure 1.35). Therefore,
the Poincare map P defined on the section q2 = 0 is given by
l a cos ( co, Ti + —
/4, 2nl +»)!
V L «2J
2nl
—0)i A l SinîÜ!^ t + — \ + n2
0)2J
cos2np + — s i n 2 n u |/ (j I\
I -(QiSininii cos 2up
with n - a)J(o2. Clearly, P represents a rotation for which the ellipses

/
P2i+(oiqi = C, (1.9.34)
with 0 < C < 2h0, are invariant curves. These closed invariant curves correspond
to invariant tori in the flow on the H = h0 shell.
The important thing to notice about (1.9.33) is that Det P = 1. This means (see
Exercise 1.9.5) that the Poincare map, constructed in the manner described above,
is area-preserving. That this is also the case when the system is non-integrable
follows from the Poincare-Cartan invariant (Arnold, 1968, pp. 233-40 or Arnold
& Avez, 1968, pp. 230-2). A derivation of this invariant for 2-F systems requires
Figure 1.35 The Poincare map defined on the section q2 - 0. It is clear

from (1.9.32) that q2 returns to zero periodically with period 2n/a>2.
^■92 =0
a knowledge of differential forms, however, for 1-F systems it can be obtained

in the familiar notation of vector analysis. Consider the extended phase space
for a 1-F system with coordinates (q ,p ,t ). Let v = ( - p , 0, H), then curlv =
(dH/dp, —dH/dq, 1) is the vector field of the Hamiltonian H in extended phase
space (see (1.9.1)). Now apply Stokes Theorem to the tubular region shown in
Figure 1.36(a). Here the sides of the tube consist of flow lines of curl v. Dissecting
Figure 1.36 (a) Tubular region to which Stoke’s Theorem is applied for
1-F systems. The vector field curl v is tangent to the surface at every point
of the tube so that curl v■dS = 0. The closed curves )>! and y2are obtained
by taking sections transverse to the tube of flow flines. (b) Dissection of
the tube shown in (a) used to obtain (1.9.35).
Figure 1.37 If y2is given by r = r(u), then r(u) = (q,(u), 0, p,(u), p2(u), t(u)),
where p2(u) is determined by H(q, p) = h0. The curve, y2, obtained by
projecting y2 onto t = 0 (see (a)), is the image of y, under the Poincare
map P (see (b)).
(o) (b)
the tube as shown in Figure 1.36(b), we observe that
j c u rlv d S = 0 = j v d r - f v d r , (1.9.35)
Js Jy, Jyi
where dr = (dq, dp, dt). Thus
j p dq —H dr = j pdq —H dt (1.9.36)
and it follows that j ypdq —H dt is invariant under the flow.

With the aid of differential two forms (see Arnold, 1968, pp. 234-6), we can
obtain Stokes’ Theorem in five dimensions and derive the corresponding result
for 2-F systems; namely
4
pl dql + p2 dq2- H dt= \ Pi dg, + p2 dq2 - H dt,
Figure 1.38 Some typical orbits of the Henon map (1.9.40) for cos a = 0.8.
(1.9.37)
Two fixed points can be seen: one elliptic (see §6.5) and one saddle-like.
What appear to be closed curves are each the orbit of a single point, i.e.
the orbit is confined to what is topologically an invariant circle. For
small numbers of iterations of (1.9.40) individual points of these orbits
can be distinguished moving around the origin (cf. Exercise 1.9.9). As
the number of iterations increases, the plotted points merge into what
looks like a closed curve. Individual orbit points are more apparent in
the vicinity of the saddle point. (After Henon, 1969.)
where V! and y2are closed curves bounding a tube of the flow in the five-dimensional
extended phase space with coordinates (qlt q2, p,, p2, t). Now let y2 consist entirely
of points such that H = hg,q 2 = t = 0. Suppose we follow the lines of the flow </>,"
until we return to q2 = 0. Although H remains at h0 and q2 returns to zero, the
Figure 1.39 A selection of plotted orbits of (1.9.40) for cos a = 0.4. Orbits
of points near to the saddle point become highly irregular. Successive
iterates still move around the fixed point at (0,0) but they are no longer
confined to a closed curve. Instead they appear to spread over a
two-dimensional region in an erratic manner. Eventually, they are pulled
away along the unstable manifold of the saddle and, left to themselves,
will cause an overflow error in the computer doing the plotting. On the
other hand, orbits of points near the origin still appear to be confined
to invariant circles. Between these extremes, a new feature called an
island chain can be seen. The ‘islands’ themselves are formed around the
points of an elliptic periodic orbit, here of period six. The ‘straits’ between
successive islands contain a hyperbolic periodic orbit also of period six.
The orbits of points near to the elliptic periodic points move from island
to island, returning to an invariant circle surrounding the initial elliptic
point at every sixth iteration. Some information to help the reader to
observe island chains is given in Exercise 1.9.9. (After Henon, 1969.)
time required to reach q2 = 0 will, in general, be different for different points of

y2. Thus, in extended phase space, points of the image, y2, of y, do not all have
the same t coordinate. Let us put y, and y2 defined in this way into (1.9.37).
Since H and q2 are constant on both curves, we have
H d t = \ p2 dg2 = 0 (1.9.38)
Jn J y<
for i = 1,2, so that (1.9.37) becomes
Pi d?i = (1.9.39)
1.
where y2 is the projection of y2 onto t = 0. Now y2 is the image of y, under the
Figure 1.40 Analogous plots to those shown in Figure 1.39 but with
cos a = 0.24. Observe that a five-fold island chain is the dominant feature
here. In fact, (see §6.5) island chains of all periods occur but only a few
are easily visible. The orbits looking like séparatrices of the hyperbolic
periodic points are deceptive (see Figure 1.41). (After Hénon, 1969.)
Poincaré map P (see Figure 1.37). Hence P is an area-preserving map on the

section H(q, p) = h0 and q2 = 0 in the phase space of the system.
Numerical experiment has shown that Poincaré maps constructed in the manner
described above exhibit complicated dynamics (Hénon, 1983, pp. 84-95; Lichten
berg & Lieberman, 1982). This complexity is a feature of area-preserving maps of
the plane and it is typified by the quadratic mapping of Hénon: namely
x, +1 = x, cos a —y, sin a + xf sin a,

. ^ 2 (1-9-40)
y, + ! = x, sm a + y, cos a —x, cos a,
where a is a real parameter and t e Z (see Hénon, 1969). This map is not constructed
Figure 1.41 Two orbits of (1.9.40) for cos a = 0.22. The first is the orbit
of a point near an island centre giving invariant circles around the five
elliptic periodic points. In the present context, it serves only to indicate
the position of the islands. The remaining points are all generated by
iterating a single initial point. Once again, the iterates spread out, in a
stochastic manner, over a two-dimensional region in the neighbourhood
of what appeared to be séparatrices in Figure 1.40. (After Hénon, 1969.)
x
as the Poincare map of a Hamiltonian system. Instead it represents the most

general quadratic planar map that is area-preserving and has a pure rotation for
its linear part. Some striking features of the dynamics of (1.9.40) are illustrated in
Figures 1.38-1.42 but the reader cannot do better than to consult Henon’s excellent
review (1983) for more details. Figures 1.38-1.42 show invariant circles, islands
chains, chaotic orbits and their repetition on all scales. All this leads to a picture
of immense complexity that is by no means fully understood. We will return to
such matters in Chapters 3 and 6.
Figure 1.42 The result of magnifying a detail of Figure 1.40 containing

one of the hyperbolic periodic points. A two-dimensional orbit like that
shown in Figure 1.41 is apparent. However, not only are more island
chains visible around the Fixed point (0,0), but also analogous islands
can be seen around the adjacent elliptic periodic points. As we shall see,
if these islands were again magnified, then we should Find more
two-dimensional orbits and more island chains and so on. Thus the
complexity of the map is repeated on all scales. (After Henon, 1969.)
A
Exercises
1.1 Introduction
1.1.1 Let M be the unit circle in the complex plane. Explain how the map it: R -* S1
given by xi-*exp(ix) can be used to define a set of charts on the circle S'. Define
explicitly two charts which form an atlas on S'. What is the differentiability of
the overlap maps for this atlas?
1. 1.2 Let M be a (7-manifold. Show that if f: M -»M is a C*-map, k < r, and the points
x0 and f(x„) are in overlapping charts (L/„, h„), (Vr hy) and (Uf, hp), (Ut, h4)
respectively, then the map
ly f-h ; (El.l)
is (7 at h„(x0) if and only if
M V (E1.2)
is C‘ at hf(x0). What does this imply about the differentiability of f at x0?
1.13 (a) Find an atlas of the torus T2= {(x mod 1, y mod l)|(x, y)eR2} containing
four charts by using the local diffeomorphism n:R2 -* T2 given by (x,y)i~>
(xmod 1, ymod 1).
(b) Use stereographic projection on the unit sphere to obtain an atlas consisting
of two charts. Construct the overlap map between these two charts.
1.2 Elementary dynamics of diffeomorphisms

1.2.2 Diffeomorphisms of the circle
1.2.1 Show that the set of points (ma mod l|meZ}, aeR \Q , is dense in the interval
[0,1] by showing that:
(i) ma # m'a mod I if m ^ m';
(ii) there exist two points 6 + ma, 6 + m'a in any given interval of length 2n/k on
the unit circle (consider k + 1 points of the form ma, me I);
(iii) consecutive points of (m- m')a, 2(m - m')a, 3(m - m')a,. . . are less than 2n/k
apart;
(iv) any e-neighbourhood contains points of the sequence in (iii).
1.2.2 Which of the following maps g: [0,1] -»R can be used to construct a lift / : R -+ R
of an orientation-preserving homeomorphism / of the circle S1.
(a) g(x) = x2,
(b) g{z) = x2 —2x, (E1.3)
(c) g(x) = 2x2 —x.
Describe the lift / in each case.
1.2.3 Consider the homeomorphism / : S' ->S‘, S1= {exp(2mx)|0$x< 1}, given by
exp(2nix)i-*exp( —2irix) (reflection in the x-axis). What are the fixed points and
period-2 points of /? Check your answers by finding a lift /: R -> R of / with
respect to the covering map n: x i-> exp(2reix) of S' by R and then investigating the
intersection of the graph of / with the lines y = x + n, n e Z. Carry out the same
investigation for f 2.
1.2.4 Find the periodic points of period 2 of the circle diffeomorphism / : S' -* S' with
lift J(x) = x + 0.5 + 0.1 sin 2xx. Find the stability of the period-2 periodic orbits.
Prove that there are neither fixed points nor periodic orbits of period 3?
Exercises 57
2.5 Consider an orientation-retiming homeomorphism f :S‘ ->Sl. Show that any lift
/: R -» R of / will have the property that / is strictly decreasing and f(x + 1) =
f(x) - 1. Show that / always has two fixed points. Is f 1 orientation-reversing or
-preserving?
1.3 Flows and differential equations

3.1 Use (1.3.2) to show that (<p,)~1= g>_, for each reft. Hence show that it follows
from Definition 1.3.1 that ip,: M -> M is a diffeomorphism for every real t.
3.2 Let ip be a flow on the manifold M and suppose that the orbits {</>,(x0)} and
{g>,(x,)} intersect. Prove that the orbits coincide.
3.3 Let y be a closed orbit of the flow <pon the manifold M and suppose there exists
T > 0 and x0ey such that </>T(x0) = x0. Prove that <pT(x) = x, for every xey.
Locate two closed orbits y, and y2and positive periods T, and T2for the flow of
f = r(r—1)(r —2); 0 = r2. (El.4)
3.4 Verify that
<p(t, x) = x exp(t)/[x exp(t) —x + 1] (E1.5)
is a flow on [0,1] and find its associated vector field. Why is it not a flow on R?
3.5 Find the differential equations associated with the following (local) flows:
(a) <p,(x) = ----- - on R; (E.1.6)
(1—2x2t)*
(b) V,(x, y) = ^x exp(t), on R2. (E1.7)

Convince yourself that, for any interval of t of the form (-a , a), there is a
neighbourhood of origin in which (E1.6) and (El.7), respectively, correctly describe
the solutions of the differential equations you have obtained.
1.4 Invariant sets

4.1 Find the minimal closed invariant sets for (a) irrational and (b) rational rotations
of the circle. What is the most general closed invariant set in both cases?
4.2 Prove that the fixed and periodic points of a diffeomorphism f on a manifold M
lie in its non-wandering set Q. Show that Q is (a) closed and (b) invariant under f.
4.3 Prove that the non-wandering set of a flow ip on a manifold M is (a) closed and
(b) invariant. Show that a closed orbit of <pis a subset of the non-wandering set.
4.4 Describe the behaviour of the diffeomorphism /(x) = ax, ae R, when
(i) « < - 1 ;
(ii) a= - 1 ;
(iii) —I < a <0; (El.8)
(iv) 0 < a < 1;
(v) a = 1;
(vi) 1 < a.
Give La(x) and LJx), x ^ 0, for each case.
4.5 Sketch examples of phase portraits on the plane with a non-empty, compact limit
set containing (a) one; (b) two; (c) three; (d) four fixed points. Suggest how
differential equations with flows of these types might be constructed.
1.4.6 Use the Poincare-Bendixson Theorem to show that the Van der Pol oscillator
x + e{x2 —l) i + x = 0, £ < 0, (El.9)
has at least one stable limit cycle for sufficiently small values of e.
1.5 Conjugacy
1.5.1 Show that:
(i) f(x) = 2x and y(x) = 8x are topologically conjugate on R but not differentiably
conjugate;
(ii) f(x) = 2x and g(x)=-2x are not topologically conjugate by showing
conjugacy preserves orientation of a map;
(iii) f(x) = 2x and g{x) = \x are not topologically conjugate by investigating the
nature of the Fixed point at the origin in the two cases.
1.5.2 Prove that q>: x ^ x 2"*1, neN, is a topological conjugacy of the diffeomorphisms
f(x) = 2x and g(y) = 22"+'y on R. Why is there no differentiable conjugacy when
n>0.
1.5.3 Let f, g:R“-*R" be C‘-conjugate (Ic^l) diffeomorphisms by h: R"-> R” and
suppose f(0) = 0. Prove that the Jacobian matrices of f at 0 and g at h(0) are
similar. What does this imply about the eigenvalues of Df(0) and Dg(h(0))?
Show that f{x) = ax and g(x) —fix are not C*-conjugate for a # /1. When are
/ and g not C°-conjugate?
1.5.4 Let f,g be diffeomorphisms on R given by
f{x) = X + sin X (E1.10)
and
g{x) = x + hk(x). (El.11)
where
x3 Xs . x Zi+I
-----1-----. . . _j_(— J) ----------------- (E1.12)
3! 5! (2fc + l)l
k e l* . Prove that / and g are not topologically conjugate for any k.
1.5.5 Find the number of period-2 points of the diffeomorphisms / and g of the circle
S', where the lifts are:
f{x) = x + 0.5 + 0.1 sin 2irx; (El.13)
g(x) = x + 0.3 + 0.1 sin 2nx. (El.14)
Show that / and g are not topologically conjugate.
1.5.6 Prove that the two linear systems x = Ax, y = By, x, yeR", have flows which are
linearly conjugate if and only if the matrices A and B are similar.
1.5.7 Let tp, $ be flows on R" and suppose that 0, by h: R" -> R", show that the vector fields X and
Y of <pand ^ are such that the matrices DX(0) and DY(h(0)) are similar. Compare
your answer with that of Exercise 1.5.6 and comment on why the converse of the
above is not true in the non-linear case.
1.5.8 Find the rotation number of the circle homeomorphism / with lift /: R -* R given
Exercises 59
by:
(i)f(x ) = x + î;
(ii) /(x) = x3 + J, 0 ^ x < 1, /(x + l)= /(x ) + 1;
(El. 15)
ÎK
by locating fixed or periodic points of /.
>1.6 Equivalence of flows

6.1 Show that (lows
exp(Jt), J = and exp(J0i), J 0 =
are topologically equivalent. Hence prove that all linear flows, exp(At), for which
A has pure imaginary eigenvalues are topologically equivalent to exp(J0t). Why
are these flows not all topologically conjugate?
6.2 It is often easy to recognise why two flows are not topologically equivalent by
noting key features in their phase portraits. Describe, for each diagram in Figure
El.l, a distinguishing feature preserved by topological equivalence which is not
shared by the others. Explain your answers. Why is the invariant circle in (b) not
a limit cycle?
6.3 Show that the topological types of a saddle and node are different by considering
the séparatrices of the saddle.
6.4 Consider the system x = X„(x), a e R,
x = l, y =a (El.16)
on R2 and the flow on T2 induced by the map n: R2 -» T2 where n(x, y) =
(x mod 1, y mod 1). Show that the phase portraits of the system (El.16) for a (a)
rational and (b) irrational are not topologically equivalent.
6.5 Let if and if' be topologically conjugate flows on the manifold M and and iji’
be topologically conjugate flows on the manifold N. Prove that the product flow
x + is topologically conjugate to f x f on M x N. Show that this result does

not extend to topological equivalence of flows by considering flows on M = N = S 1.
1. 6.6 The topological types of linear flow, exp(Ai), given in Figure 1.26 can be
sub-divided into algebraic types. Sketch phase portraits for exp(At) when:
(a) [Tr A]2 > 4 Det A (nodes);
(b) [Tr A]2 = 4 Det A (improper nodes); and
(c) [Tr A]2 < 4 Det A, Tr A * 0 (foci).
Modify Figure 1.26 to show these algebraic types on the (Tr A, Det A)-plane.
1.7 Poincarf maps and suspensions

1.7.1 Show that a map /: R -* R of the form f(x) = ax, ae R, has a fixed point at x = 0
and that it is stable or unstable according as |a| < 1 or |a| > 1 respectively.
Consider the time-one map <pt of the flow of x = x —x2. Deduce that <p, has
fixed points at x = 0 and x = 1. Obtain the linear approximations to <pt at these
points and deduce their stability. Sketch the behaviour of the map <pt. Compare
your results with the phase portrait of the flow.
1.7.2 Show that flows with fixed points do not satisfy the requirements for the existence
of a global cross section. In what sense can the system f = r —r3, 0= 1, be said
to have a global section, S = {(r,0)|r > 0,0 = 0}, on which the Poincare map
determines the dynamics?
1.7.3 Let y be a periodic orbit of a flow <p. Suppose S,, S2 are distinct local sections
for y (see Definition 1.5.2) at Xj.XjSy such that S2 = <pTo(S,). Let P ,,P 2 be the
corresponding Poincare maps on S, and S2. Prove that for suitable neighbourhoods
of X] and x2, there is a C'-conjugacy between maps P, and P2.
1.7.4 Suspend the diffeomorphism /:[0 ,1 ] — ►[0,1] described by f(x) —}(x + x2) to
obtain a flow on a surface. What is the surface? Describe the behaviour of the flow.
1.7.5 Draw diagrams to illustrate the suspended flows of the diffeomorphisms
(a) / : / - * / , / = [ —1,1],xi-*—$x + 2x3,
(b ) / : S ‘ -*S‘, exp(2jiix)i-*exp(-2mx). ' ‘
1.7.6 Show that the flow <p,(x, y) = ((x + 1) mod 1, y + at) on the cylinder
(x mod 1, y)|(x, y)e R2} is the suspension of the diffeomorphism / : R -* R given
by /(>’) = y + a-
1.8 Periodic non-autonomous systems

1.8.1 Let x = X(x, t), (x, t)e R" x R, be a periodic differential equation with X(x, t) =
X(x, t + T) for some T> 0. Show that the transformations t' = (2n/T)t and
X’(x, f) = (r/2a)X(x, t) give a 2n-periodic system dx/df' = X'(x, t').
1.8.2 Prove that if x = £(t) is a solution of x = X(x, t), with X(x, t + T) = X(x, t) and
(x, t)eR" x R, then x = £(t + T) is also a solution. Show that such systems can
have non-periodic solutions by considering x = (1 + sin t)x with (x, t)eR x R.
1.8.3 (a) Show that the set of solutions of x = A(i)x, (x, t)e R" x R, form a vector space.
(b) Let £f(t), i = 1 ,..., n + 1 be a set of solutions. Show that there exist
Exercises 61
n+ X
a , , . .. , a„+,, not all zero, such that £ a,^(0) = 0. Use uniqueness of solution
f=i
»+1
to show that £ a,■£,(() = 0.
i=i
<c) Show that the vector space of solutions is n-dimensional.
.8.4 Define the state transition matrix q>(t, t0) of the system x = A(t)x, (x, t)e R" x R,
A(t + T) = A(t). Prove that
(i) (t + T, t0 + T) = t0), ,F1
(ii) f(f,0 )-' = 1K0,t). 1 '
Use these results to show that
q>(t + T, t) = <p(0, t)- V(T, 0H»(0, t). (El-19)
What does this imply about the family of Poincare maps P,o: E#0-* £6o, 0O6 [0, 2ji]
of the system
x = A(0)x, 0= 1, (El.20)
where A(6 + 2a) = A(0), and = {(x,0o)|xeR2}?
8.5 The state transition matrix is useful where A is independent of ( or aperiodic.
(a) Verify that {,(0 = êxp^ |i* ) and £2(t)

° ) are linearly independent
A\exp(A2i)/
solutions of x = Ax, A = I 1 I. Hence find <p(t, t0) for this system.
\ 0 ^2/
(b) Verify that £,(i) = ( 2 ) and i 2(t) = êxp^ are a basis for the solution
\exp(i)/
—2 exp( —f)
space of x = A(t)x with A(r) . Hence construct q»(t, 0)
(exp
\exp(t)
and find x(t) given that x(0) =
8.6 Let q>(t, t0) be the state transition matrix of the system x = A(i)x and define W(t) =
Det(</>(i, 0)). Prove
(i) <f(t + h,0) = q>{t, 0) + hk{t)q>{t, 0) + 0(h2); (E1.21)
(ii) W(t + h) = Det(l + hk (t) + 0(/i2))W(t)
= fl (1 + H-(t) + 0(fc2))W(t), (El.22)
where Af, i= 1 ,..., n are the eigenvalues of A;

(iii) W(t) = Tr(A(t))W(t). (E1.23)
8.7 Find solutions for the system
/cos ( - s in tV x A
(El.24)
xj \sint c o s r/\x 2/
and hence, or otherwise, obtain the period advance map p(2n, 0) = P. Calculate
the eigenvalues of P and determine the stability of the null solution of (El.24).
8.8 If q>(t, t0) is the state transition matrix of the system
x = A(i)x, ( E l.25)
show that
x = A(f)x + B(t) (El.26)
has solution
x(t) = <p{t, i0)^x0 + | </>(f0, t)B(t) d rj (El.27)
when x = x0 at t = t0.
Find the solution of
■(! (E1.28)
\1 ‘ 0/
V i \cos
“ 'tj)
when x(0) = x0.
1.9 Hamiltonian flows and Poincaré maps

1.9.1 Find the phase portraits of the flows in R2 with Hamiltonian:
(a) H{xi,x 2) = x\ + xl',
(b ) /f(x„x2) = xî + xi; (El.29)
(c) H(x u x1) = x\ + x i~ x \.
1.9.2 Sketch the phase portraits for Hamilton’s equations when H(xi,x 1) = x\ +
xl + /w2 and
(i) p< 0;
(ii) fi = 0;
(iii) p>0.
1.9.3 Prove that the fixed point of a planar flow with a quadratic Hamiltonian is
generically either a centre or a hyperbolic saddle.
1.9.4 Show that, for fi >0, the Hamiltonian vector field given by H = —pr2 +
r* + rs cos 50, where (r, 0) are plane polar coordinates, has 11 fixed points
consisting of 6 centres and 5 saddles. Show that the séparatrices of the saddles
form a chain of 3 islands around the origin such that each island contains a centre.
1.9.5 Prove that a change of variables on R2 is symplectic if and only if it is
orientation- and area-preserving. Show that:
(i) the change from Cartesian to plane polar coordinates, (x, y)i->(r, 9), is not
symplectic;
(ii) the transformation (x, y)i->(r, 0), where t = r2/2, is symplectic.
Illustrate the fact that symplectic transformations preserve the form of Hamilton’s
equations by applying the transformations in (i) and (ii) to the system.
x = y -y (x 2+ y2); ÿ = - x + x(x2 + y2). (El. 30)
1.9.6 Let h 6 L(R*) be given by h(x) = P x with
A B
P= (El .31)
C D
where A, B, C, D are 2 x 2 matrices. Show that h is symplectic if and only if
DTA —BTC = I, DTB = BTD and CTA = ATC, (El.32)
where I is the 2 x 2 unit matrix. Hence construct a counterexample to show that
Det(Dh(x)) = 1 does not imply h is symplectic.
Exercises 63
9.7 Show that the Volterra-Lotka equations

x = (a —by)x, y = —(c—fx)y (E1.33)
do not form a Hamiltonian system. Show that the change of variable x = exp(<j),
y = exp( p) allows (E1.33) to be written as a Hamiltonian system with Hamiltonian
H(q,p) = a p -b exp( p) + c q - f exp(q). (El .34)
Why can it be concluded (without calculation) that the transformation (q, p)i—
»(x, y)
is not symplectic?
9.8 (a) Find action-angle variables for the Hamiltonian system
x = a>y, y ——tox (E1.35)
by using / = x1 + y2.
(b) Consider the pendulum equations
x = y, y = —sin x (E1.36)
*(f, 0), where I = (y2/2) - cos x
and show that the transformation *F: (x, y)i—
and 0 is the polar angle, has Jacobian 1 + 0(1). Show that the transformed
vector field is
/ = 0, 0 = - l + O(|/|). (El.37)
In view of Exercise 1.9.5 what do these results imply about *F?
9.9 Write a computer program to plot orbits of the Henon area-preserving map
(1.9.40).
(a) For cos a = 0.8, plot several orbits with initial points (x,0) for xe(0, |].
Compare your results with Figure 1.38.
(b) For cos a = 0.4, plot orbits with initial points (x, 0) for xe(£, 1]. Observe a
six-fold island chain and chaotic orbits.
118 2 Local properties o f flows and diffeomorphisms
2.8.6 Use blowing-up techniques to determine the topological types of the singularities at
the origin in the following systems:
(a) x = y + x3, y = x3; (E2.42)
(b) x = x2 —y2, y = —2xy. (E2.43)
Explain why the technique fails to determine the topological type of the singularity
at (x, y) = 0 in the system x = y + x3, y = - x 3.
3
Structural stability, hyperbolicity, and
homoclinic points
In applications we require our mathematical models to be robust. By this we mean

that their qualitative properties should not change significantly when the model
is subjected to small, allowable perturbations. If we wish to make these ideas more
precise, then we must have some class of perturbations in mind and some way of
deciding when they are small. From a theoretical stand point, this means that we
regard our model as a member of some chosen space, i f , of dynamical systems
to which we attach an appropriate metric. It is then possible to give meaning to
the idea that a perturbation is ‘close’ to the original model. A dynamical system
whose topological properties are shared (in a sense that must be properly defined)
by all sufficiently close neighbouring systems is said to be structurally stable.
Structural stability, like hyperbolicity (see §§2.1 and 2.2), is a property of
individual dynamical systems and we can ask if this property is, in some sense,
typical of the elements of the space if. The subset of all structurally stable systems
is open. This follows directly from the definition of structural stability itself. Clearly,
every structurally stable system lies in an open set, each element of which is also
structurally stable. Thus the subset of structurally stable systems is a union of
open sets and is therefore open itself. It follows that a structurally stable system
cannot be approximated arbitrarily closely by structurally unstable systems.
However, in some cases the subset of structurally stable systems can be shown to
be dense in the space if. This means that every structurally unstable system can
be approximated arbitrarily closely by structurally stable systems. In such cases,
we say that structural stability is a generic property of if. In general, a property
is said to be generic if it is shared by a residual subset of the space of systems
involved. Such a subset is a countable intersection of open dense sets. We will,
however, encounter only open dense sets in this chapter.
In §3.1, we show that a linear flow is structurally stable if and only if it is
hyperbolic and that hyperbolicity of flow is a generic property of linear trans
formations on R". Thus the structurally stable linear flows are characterised by a
single, hyperbolic fixed point at the origin and structural stability of flow is a
generic property of linear transformations.
120 3 Structural stability, hyperbolicity and homoclinic points
Studies of flows on two-dimensional compact manifolds (see § 3.3) show that

the structurally stable systems have non-wandering sets which are characterised
by hyperbolic fixed points and closed orbits, together with the global requirement
that no saddle connections occur. Structural stability is, once again, a generic
property of these flows.
The above findings led to two conjectures about flows on manifolds of dimension
2:
(i) structural stability is a generic property of such flows;
(ii) the structurally stable flows are characterised in the same way as flows
on two-manifolds.
Neither of these conjectures is correct. A counterexample to the first was given

by Smale (1966). We do not discuss this example here; the interested reader can
consult Arnold & Avez, 1968, pp. 196-200. In §§3.4 and 3.5 we describe two types
of diffeomorphism on two-manifolds that are structurally stable but cannot be
characterised in the manner described in (ii). Remember (see §1.7) these diffeo-
morphisms correspond to flows in three dimensions by suspension. The Anosov
automorphisms of the two-torus (see §3.4) and the horseshoe diffeomorphism of the
sphere (see §3.5) have complicated non-wandering sets and to characterise them
we must extend our notion of hyperbolic sets beyond fixed points and closed orbits
(see § 3.6). The systems referred to in (ii) are now known as Morse-Smale systems
(see Nitecki, 1971).
The horseshoe diffeomorphism also plays a central role in our understanding of the
complex dynamics described in §1.9. In particular, it can be shown that it has orbits
that behave in a random or chaotic way (see §§3.5.2 and 3). In §§ 3.6 and 3.7 we explain
how this behaviour is related to the ‘two-dimensional, chaotic orbits’ associated with
hyperbolic fixed or periodic points of some planar maps (see Figures 1.39-42). The
occurrence of homoclinic (or heteroclinic) points is the central feature of this discussion.
They arise when the stable and unstable manifolds of a hyperbolic point (or points)
intersect transversely and it can be shown that the map must then contain embedded
horseshoes.
3.1 Structural stability of linear systems

Let L(R") be the set of real linear transformations of R" to itself. Define the norm
H
of an n x n matrix A - [ay] to be || A|| = £ |a(J.|. An e-neighbourhood of A is given
u -t
by JVt(A) = {BeL(R")|||B —A|| <s}. Each B e 7Ve(A) is said to be s-close to A. We
are now able to give a formal definition of structural stability for linear flows and
diffeomorphisms on R".
3.1 Structural stability o f linear systems 121
Definition 3.1.1 A linear flow, exp(At): IR" -+ R", (or iiffeomorphism, A) is said to
be structurally stable in L(R") if there is an s-neighbourhood of A, Nt(A )cL (R n),
such that, for every Be NC(A), exp(Bt) (or B) is topologically equivalent (conjugate)
to exp(At) (or A).
The following result shows that, in this linear case, the structurally stable systems
can be completely characterised.
Proposition 3.1.1 A linear flow or diffeomorphism on R" is structurally stable in

L(R") if and only if it is hyperbolic.
Proof. A linear flow exp(At) is hyperbolic if all the eigenvalues of the matrix A
have non-zero real parts (see Definition 2.1.2). The eigenvalues of any £-close
matrix B differ from those of A by terms 0 (e) (see Exercise 3.1.1). Thus, by making
e sufficiently small we can ensure that the eigenvalues of B are near enough to
those of A for their real parts to be non-zero. Moreover, A and B will then have
the same number, ns(n„), of eigenvalues with negative (positive) real parts. Theorem
2.1.2 then implies that exp(At) and exp(Bt) are both equivalent to the flow of
x = —x, y = y, where xeR "s and yeR "0. Thus A is structurally stable.
Conversely, suppose the flow exp(At) is not hyperbolic. Then A has at least one
eigenvalue with zero real part. However, B = A + e! is hyperbolic for almost all
e ^ 0 and can be made arbitrarily close to A by taking s sufficiently small. Thus, the
non-hyperbolic flow exp(At) is not structurally stable. Hence, if a linear flow is
structurally stable it must be hyperbolic (see Figure 3.1).
The proof of Proposition 3.1.1 for diffeomorphisms follows similar lines; it is
considered in Exercise 3.1.2. □
It is important to note that Definition 3.1.1 specifies a space of systems (L(Rn))

to which the perturbations must belong. Whether or not a given system is
structurally stable depends on the choice of this space. For example, let
CL(R2) <=L(R2) be the subspace of linear transformations with pure imaginary,
non-zero eigenvalues. If A eC L(R2), it is structurally stable in CL(R2) but
structurally unstable in L(R2). Clearly, if BeCL(R2) and is £-close to A, then B
has pure imaginary eigenvalues that are numerically close to those of A. Thus,
the flows exp(At) and exp(Bt) are both of centre type and therefore topologically
equivalent (see Exercise 1.6.1). Hence A is structurally stable in CL(R2). Of course,
A eCL(R2) is not structurally stable in L(R2) (see Figure 3.2). This follows from
Proposition 3.1.1 because A is not hyperbolic.
The relationship between hyperbolic and structurally stable flows in L(Rn) allows
us to show that ‘structural stability of flow’ is a generic property of linear
transformations. Let SF(R") ç L(R") denote the set of linear transformations which
give rise to structurally stable flows on R".
Proposition 3.1.2 The set SF(R") is open and dense in L(R").
Proof. As we have already noted in the opening remarks to this chapter, SF(R")
must be open. More precisely, by Definition 3.1.1, each AeSF(R") lies in an
^neighbourhood, iVt(A), of topologically equivalent flows. Since Ne{A) is open,
each of its elements must also be structurally stable, i.e. Ne(A) E SF(R"). Hence
SF(IR") is open because it is a union of open sets.
It follows from Proposition 3.1.1 that SF(R") = HF(R")( e L(R")) the set of linear
transformations which give rise to hyperbolic flows on R". However, HF(W) is a
dense subset of L(R"). To show this, suppose A 4 HF(R"). Then there exist linear
transformations, B, arbitrarily close to A for which exp(Br) is hyperbolic (e.g.
Figure 3.1 Some examples of phase portraits of structurally stable

((a), (6)) and structurally unstable ((c), (d)) linear flows on R3: (a)
A,, A2 = a±i/1, a> 0 , A3 <0; (b) A,, A2, A3 <0; (c) A, =0, A2, A3 <0; (d)
Aj >0, A2, A3 = + i/i.
(a) (b)
-*3 *3
(c) (d)
3.2 Local structural stability 123
B = A + el, with e small). Thus, every element of L(R") is arbitrarily close to points
of HF(W) and HF(R”) = SF(R") is a dense subset of L(R"). Hence, structural
stability of flow is a generic property of L(R"). □
The analogous result for hyperbolic, linear diffeomorphisms is dealt with in Exercise
3.1.2.
3.2 Local structural stability (Hirsch & Smale, 1974, Chapter 16)
An important outcome of the discussion in §3.1 is that hyperbolic fixed points of
linear flows and diffeomorphisms persist under sufficiently small linear perturbations.
This result can be extended to the local flows or diffeomorphisms defined in the
neighbourhood of hyperbolic fixed points of non-linear systems. Of course, we
must choose an appropriate class of perturbations and specify when they are small.
Let U be an open subset of R" and Vec‘(l/) be the set of all C ‘-vector fields
defined on U. The magnitude of each vector field X eV ec‘(l7) is taken to be its
C'-norm, || X j| i, where
dX‘(x)
11X1,= supP i £t \X'(x
I i+ I (3.2.1)
V li=l u=l dX:
Thus, if X(x) = (X‘(x ),. . . , X"(x))T then ||X|| i is ‘small’ when X'(x) and dX‘(x)/dxJt
i , j = 1 , . . . , n, are ‘small’ for all x e U. We now define
7V£(X) = {YeVec1(U )|||X -Y |U <e}
to be an E-neighbourhood of X in Vec‘(i/). The use of the C‘-norm is often

emphasised by saying that Y 6 Nt(X) is c-C'-close to (or is an e-C 1-perturbation
of) X. This highlights the fact that the components of X and Y and their first
derivatives are close throughout U.
We can now make our opening remarks more precise.
Figure 3.2 The flow in (a) is an allowed perturbation of the centre, (b),
in L(R2) but it is not an element of CL(R2). For a sufficiently weak
spiral, (a) can be made arbitrarily close to (b) in L{R2).
Proposition 3.2.1 Let XeVec l(U) have a hyperbolic singularity at x = x*. Then
there exists a neighbourhood V of x* in V and a neighbourhood N of X in Vec‘(U)
such that each Y e N has a unique hyperbolic singular point y* e V. Moreover, the
linearised flow, exp(DY(y*)i) has stable and unstable eigenspaces of the same
dimension as exp(DX(x*)t).
Notice the perturbed fixed point y* does not, in general, coincide with x*. However,
given any 5 > 0 ,N can be chosen such that |y* - x*| < <5for all Y e N. Furthermore,
by using Proposition 3.2.1 in conjunction with Hartman’s Theorem (Theorem
2.2.3) we can deduce that there are neighbourhoods of x* and y* on which X and
Y are topologically equivalent. Proposition 3.2.1 gives equality of dimension of
the stable eigenspaces of the linearised flows exp(DY(y*)t) and exp(DX(x*)t). It
follows that these linear flows are topologically equivalent (see Theorem 2.1.2).
The Hartman Theorem states that there is a neighbourhood of x* (y*) on which
the flow of x = X(x) (y = Y(y)) is topologically conjugate to exp(DX(x*)f)
(exp(DY(y*)t)). Thus the local, C°-equivalence of the flows of X and Y follows from
f ,1U* ~ exp(DX(x*)t)~ exp(DY(y*)i) ~ (3.2.2)
where <p, and are the flows of X and Y respectively. U"> and 1/,» g U denote
the neighbourhoods on which Hartman’s Theorem is valid. There is, therefore, a
sense in which <pt: U -» R* is structurally stable in a neighbourhood of x*. Namely
that for every pair (Y, y*) with Y e N there is a neighbourhood (/*'. g i/ of y* such
that is C°-equivalent to <p,\U$. Thus, one might say that <p, is locally
structurally stable at x*. Alternatively we can observe that (3.2.2) means that the
topological type of the fixed point (see opening paragraph of Chapter 2) is preserved
under all sufficiently small C1-perturbations and say that the type of fixed point
is structurally stable.
Hyperbolic fixed points of diffeomorphisms also persist under sufficiently small
C'-perturbations. Let DifT1(t/) be the set of C'-diffeomorphisms f: l/( g R " ) -*■ R"
with the C’-norm. Then the following result parallels Proposition 3.2.1 for flows.
Proposition 3.2.2 Let x* be a hyperbolic fixed point of the diffeomorphism f: U -* R".

Then there is a neighbourhood V of x* in U and a neighbourhood N of f in Diff'((/)
such that every g e N has a unique hyperbolic fixed point y*eV of the same
topological type as x*.
Proposition 3.2.2 allows us to show that hyperbolic closed orbits of flows on R”

are structurally stable.Let the flow ip,: U -» R", with vector field X e Vecl (i/), have
a hyperbolic closed orbit y. Then, its Poincare map P defined on a local section
S at x* ey belongs to Diff'(S). Moreover, x* is a hyperbolic fixed point of P. For
sufficiently small s, every s-C'-perturbation of P has a hyperbolic fixed point of
the same topological type as x*, by Proposition 3.2.2. Hence, every sufficiently
small C 1-perturbation of X gives rise to a flow with a hyperbolic closed orbit of

the same topological type as y.
3.3 Flows on two-dimensional manifolds

The characterisation of structurally stable flows on two-manifolds provides a good
illustration of the technical complications that can arise when we try to extend
the local discussion of § 3.2 to include global phenomena. Recall that the results
obtained in §3.2 depended on the existence of sufficiently small neighbourhoods
of the unperturbed and perturbed fixed points on which topological equivalence
could be established. These neighbourhoods were sufficiently small subsets of the
open set U on which X was defined and therefore we were not involved with the
behaviour of X on the boundary, dU, of U. Indeed, as far as the local discussion
was concerned we had not considered whether or not X had a natural extension
to dU. Moreover, since we were involved with perturbations differing from X only
on sufficiently small neighbourhoods of the singular point x*, the question of
whether )|X —Y ||, was finite for all X, Y in Vec‘((7) was not relevant. Complications
of this kind cannot be ignored if precise statements are to be made about global
structural stability and they give rise to a number of technical conditions in the
resulting theorems.
Let us begin by considering vector fields on R2. We can ensure that ||X —Y||,
is defined for all X, Y by restricting the discussion to compact subsets of R2.
Therefore, let D2 = {xeR 2||x |< 1} and let dD1 denote its boundary. To ensure
that the vector fields involved are well defined on dD2, we will assume they are
defined on an open set U containing D2 and then take their restriction to the unit
disc. Let Vec'(D2) be the set of all C'-vector fields, X, defined in this way equipped
with the C'-norm
(3.3.1)
Definition 3.3.1 A vector field X in Vec‘(D2) is said to be structurally stable if

there exists a neighbourhood, N, of X in Vec'(D2) such that the flow of every Y in
N is topologically equivalent to that of X on D2.
The above precautions are not enough to focus attention on the structural
instabilities occurring in the interior of D2. Unfortunately, instabilities associated
with the behaviour of the vector fields at the boundary of the disc can still occur.
In the absence of further constraints, vector fields that are tangent to 5D2 are still
present in Vec‘(D2). Topologically distinct C 1-perturbations of such vector fields
are illustrated in Figure 3.3. These unwanted structural instabilities can be excluded
by confining the discussion to those vector fields that are transverse to dD2. Clearly,
a vector field that satisfies this requirement is a member of one of two disjoint
subsets of Vecl(D2): it either points into or out of D2 at every point of dD2. Let
VeciJD2) be the set of vector Fields defined on the disc D2 in the manner described
above and such that X(x) points into D2 for every x in dD2. Then the following
theorems generalise Propositions 3.1.1 and 3.1.2 for linear vector fields.
Theorem 3.3.1 (Peixoto) Let X belong to Vec}n(D2). Then X is structurally stable

if and only if its flow satisfies:
(i) all fixed points are hyperbolic;
(ii) all closed orbits are hyperbolic;
(iii) there are no orbits connecting saddle points.
Notice that items (i) and (ii) in Theorem 3.3.1 simply ensure local structural stability
of the fixed points and closed orbits in the flow of X. It is really only item (iii)
that involves a global property of the flow.
Theorem 33.2 The subset of vector fields in Vec‘„(D2) that are structurally stable
is open and dense in Vecfn(D2).
Obviously, parallel results could be stated for those vector fields that point out
of D2 at every point of dD2. Indeed, the flows of vector fields in Vec'„(D2) and
Vec‘„,(D2) are in 1:1 correspondence by time reversal.
By stereographic projection (see Figure 3.4(a)), the unit disc D2 is homeomorphic
to a closed cap, C2, based on the south pole of the sphere S2. The boundary
condition on dD2 can then be replaced by considering flows on S2 with a single
repelling fixed point in S2\C 2. This is conveniently placed at the north pole (see
Figure 3.4(b)). Provided that this additional fixed point is hyperbolic, a structurally
stable vector field on D2 is also structurally stable on S2. This follows from the
work of Peixoto (1962) who extended Theorems 3.3.1 and 3.3.2 to vector fields
on two-dimensional, compact manifolds. Let M be a two-dimensional, compact
manifold without boundary and let Vec*(M) be the set of C1-vector fields on M
Figure 3.3 The vector field in Vec'(D2) with a tangency at x0edD1 in

(a) is not structurally stable as the perturbation (b) shows. In (b), an
orbit leaves D2 with increasing time.
*0 *o
(a) (b)
with the C'-norm. This norm is defined by imposing the C'-norm on each of the
charts of a finite atlas for M. Then, Peixoto’s result may be stated as follows.
Theorem 3.33 (Peixoto) A vector field in Vec*(M) is structurally stable if and only
if its flow satisfies:
(i) all fixed points are hyperbolic;
(ii) all closed orbits are hyperbolic;
(iii) there are no orbits connecting saddle points;
(iv) the non-wandering set consists only of fixed points and periodic orbits.
Moreover, if M is orientable the set of structurally stable C‘-vector fields forms
an open dense subset of Vec '(Ai).
Here orientable simply means that two distinct sides of M can be recognised. The
sphere, torus, pretzel, etc. are all examples of orientable manifolds.
The statement of Theorem 3.3.3 contains an additional condition (iv) that does
not appear in Theorem 3.3.1. Its role can be illustrated as follows. Consider the
irrational flow on the torus T 2. This flow satisfies items (i)-(iii) vacuously. There
are no fixed points, closed orbits or saddle connections. However, it fails to satisfy
item (iv) because the non-wandering set is the whole of T 2. Therefore, the irrational
flow is not structurally stable on T 2. Clearly, there exist e-C 1-close rational flows
for which every orbit is closed. Some examples of structurally stable flows on S2
and T 2 are shown in Figure 3.5.
It should perhaps be noted that, since M is compact, flows on it can only have
finitely many fixed and periodic points if they are all hyperbolic. By the Hartman
Figure 3.4 (a) The stereographic projection from the north pole N of
the sphere. The circle # projects onto the boundary of D2. (b) A vector
field in a neighbourhood of N which cuts # transversely.
Theorem, the flow in the vicinity of a hyperbolic fixed point is topologically

conjugate to that of its linearisation. The latter has an isolated fixed point at the
origin, hence hyperbolic points must be isolated. This means that fixed points
cannot accumulate at a hyperbolic fixed point. Consequently, only a finite number
of fixed points can occur on a compact manifold if they are all hyperbolic.
We might try to extend the discussion of structural stability to non-compact
sets such as the whole plane. Of course, a finite C'-norm can no longer be
guaranteed but an obvious approach is to consider restrictions to compact subsets.
Clearly, if a vector field is structurally unstable on any compact subset of the plane
then it can be deemed structurally unstable on the whole plane. This approach does
have practical merit since in applications we are rarely involved with variables
passing to infinity, rather they become very large but finite. The following example
illustrates this idea.
Example 3.3.1 Show that the vector field, X, of the differential equation
x = 2 x - x 2, y = - y + xy (3.3.2)
is not structurally stable on any compact subset of the plane with the line segment
joining the singular points of X in its interior.
Solution. The system (3.3.2) has saddle points at x* = (0,0) and y* = (2,0). On
the x-axis, y = 0 and so there is an orbit connecting these hyperbolic fixed points.
The phase portrait is shown in Figure 3.6(a). Let D be any compact set containing
the common separatrix of x* and y*. Notice that the stable manifold of x* is
the line x = 0 while the line x = 2 is the unstable manifold for y*. This means that
Figure 3.5 Examples of structurally stable phase portraits on the sphere

and torus, (a) 6 = sin 0, q>= 0; (6) 0 = sin 26, <p= 1; (c) 0 = 1, <p= sin <p;
(d)0 = sin 20, <p= l.
there are points x in the boundary of D for which X(x) points both into and out
of D. Therefore, we are (technically) not able to apply Theorem 3.3.1. However,
consider the one-parameter family of systems
x = 2x - x 2, y = —y + xy + n(2x —x2). (3.3.3)
The vector field of (3.3.3) can be made e-C 1-close to that of (3.3.2) on any compact
subset D of the type described above by taking n sufficiently small. The phase
portrait for (3.3.3) with yt > 0 is shown in Figure 3.6(h). The points (0,0) and (2,0)
are saddle points for all real y. However, for non-zero y, y / 0 on the x-axis
between these points. Moreover, the stable separatrix at (2,0) is tangent to y = f/rx.
Therefore, for ft > 0 there is no saddle connection between the fixed points. Hence,
the flows for y = 0 and ft > 0 are topologically distinct. The vector field in (3.3.2)
is consequently structurally unstable on every compact subset of the plane
containing the saddle connection. □
It is perhaps worth noting that, in view of the role played by the boundary condition
on dD2 in Theorem 3.3.1, we can say that a vector field that fails to satisfy the
conditions (i)-(iii) will certainly be structurally unstable independently of the
boundary condition on dD2. Of course, the converse is not true unless the vector
field is transverse to the boundary.
Example 3.3.1 illustrates a useful way of giving meaning to structural instability
on the plane. Some other examples are shown in Figure 3.7. However, we must
not be misled into believing that if a vector field is structurally stable on arbitrarily
large compact subsets of the plane then it is structurally stable on the whole plane.
The following is a counterexample to this erroneous conjecture.
Example 3.3.2 Show that there are arbitrarily large compact subsets of the plane
on which the system
x = —x, y = sin(7ry)exp(-y2) (3.3.4)
Figure 3.6 Phase portraits for (a) (3.3.2), (b) (3.3.3) with ft> 0.
is structurally stable. Verify that the topological type of (3.3.4) on the whole plane
is changed by the addition of the perturbation (0, p) to (x, y), however small the
value of p / 0.
Solution. Figure 3.8(a) shows y as a function of y. It follows that (3.3.4) has fixed
points at (y,y) = (0, p), p eZ . These fixed points are alternately stable nodes and
saddle points as shown in Figure 3.8(h). Suppose D is a compact subset of R2 whose
boundary intersects the y-axis at (0, y,), (0, y j with y, < y, and y„ y„ # p for
any integer p. If D is such that y(y,) > 0 and y(y„) < 0 then (3.3.4) is structurally
stable on D by Theorem 3.3.1. Clearly, arbitrarily large D can be constructed in
this way.
Consider the family of vector fields defined by x = X^x), where
x — x, y = sin(iry) exp(—y2) + p. (3.3.5)
Figure 3.7 Some examples of structurally unstable phase portraits on

R2. In each case the structural instability is apparent in the restriction
of the flow to a compact subset of the plane.
The vector field of (3.3.4) is X„ and

2
l|X0 —X J j = supl z M - K \ + I (3.3.6)
R1 U= 1 dxj
Thus X^ can be made s-C'-close to X0 on the whole plane. However, X„, 0,
has only finitely many fixed points (see the broken curve on Figure 3.8(a)). Hence,
the flow of (3.3.5) is topologically distinct from that of (3.3.4) for any non-zero
value of /i. □
Notice that the topological type of the flow of X0 in Example 3.3.2 changes when
/i departs from zero, even though it has only hyperbolic fixed points and no saddle
connections. Since the plane is not compact, infinitely many hyperbolic fixed points
can occur. If we wish to maintain contact with Theorem 3.3.1, we must specify a
boundary condition at infinity. However, if we require that all vector fields point
inward on the boundaries of all sufficiently large discs, we are led back to Theorem
3.3.3 via stereographic projection. In other words, we can obtain structurally stable
flows on R2 from structurally stable flows on S2, however, they will have only
finitely many hyperbolic fixed points and their behaviour at infinity will correspond
to having a hyperbolic fixed point at the north pole of the sphere (see Figure 3.9).
Figure 3.8 Phase portrait of (3.3.4) in relation to plot of y as a function

of y. All zeroes of y are simple. The fixed point (x*, y*) is a saddle if
dy/dy|,< > 0 and a node if dy/dy|,. < 0. The broken curve in (a) is a plot
of y versus y for (3.3.5). The decay of the amplitude of the oscillations
in y means that there are no fixed points for exp(-y2) < |/i|, i.e. for
y2 > —ln(M).
(a) («
3.4 Anosov diffeomorphisms

The relationship between flows on n-manifolds with global sections and difleo-
morphisms on manifolds of dimension n —1 (via Poincare maps) was discussed
in §1.7. It is not surprising, therefore, that there is an analogous result to
Theorem 3.3.3 for diffeomorphisms on a compact 1-manifold without boundary.
Topologically, there is only one such connected manifold; namely the circle, Sl.
Let DifT1(S1) be the space of orientation-preserving C'-diffeomorphisms on S1
with the C'-norm. Then Peixoto’s theorem for diffeomorphisms on the circle can
be stated as follows.
Theorem 3.4.1 (Peixoto) A diffeomorphism f e Diff1(S'1) is structurally stable if and

only if its non-wandering set consists of finitely many fixed points or periodic orbits
Figure 3.9 Some examples of structurally stable phase portraits on R2

derived from flows on S2. All fixed points and periodic orbits are assumed
hyperbolic. To ensure stability at infinity the corresponding vector fields
on S2 have an unstable hyperbolic fixed point at the north pole (cf.
Figure 3.4).
(0 (d)
all of which are hyperbolic. Moreover, the structurally stable diffeomorphisms form
an open dense subset of Diff'fS1).
Recall (see Proposition 1.5.1) that if / has periodic points then its rotation number
p ( f) is rational. Therefore, the structurally stable diffeomorphisms on S1 have
rational rotation number (the converse of this statement is not true (see Exercise
3.4.1)). I f / is structurally stable with rotation number p( f) = p/q, in lowest terms,
then its dynamics are very simple. It has an even number of period-^ cycles with
stable and unstable periodic points alternating around the circle (see Figure 1.23).
It was hoped that generalisations of the behaviour described in Theorems 3.3.3
and 3.4.1 would not only characterise structurally stable systems in higher
dimensions but would also prove to be generic. To this end, ‘Morse-Smale’ vector
fields and diffeomorphisms were defined (Chillingworth, 1976, p. 231 and Nitecki,
1971, p. 88). Unfortunately, it was found that, while such systems were structurally
stable, their properties did not characterise structurally stable systems in higher
dimensions. In particular, it was shown that there were structurally stable
diffeomorphisms on manifolds of dimension n > 2 (corresponding to vector fields
on manifolds of dimension n + 1 > 3, by suspension) whose non-wandering sets
contained infinitely many periodic points. The Anosov diffeomorphisms of the torus,
T", are a subset of DifTl (T") that exhibit this behaviour. We can describe a
diffeomorphism f on T" in terms of a ‘lift’ in much the same way as we did for
diffeomorphisms of the circle (see § 1.2.2). In this case, the lift f is a diffeomorphism
on IR" which satisfies
f(;t(x)) = 7t(f(x)), (3.4.1)
for each x e IR", where n: IR" -» T" is given by
я(х) = я((Х ],.. •>x„)T) —(x, mod 1 ,.. .,x„m od l)T
= (01, . . . , 0 B)T = fl (3.4.2)
(see Figure 3.10). If к e l" , then (3.4.1) implies
rt(f(x + k)) = f(rt(x + k)) = f(rt(x)) = Ji(f(x)), (3.4.3)
for all x e IR". Continuity of f then gives,
f(x + k) = f(x) + l(k), (3.4.4)
where l(k)eZ" (see (1.2.10) et seque). All lifts of diffeomorphisms on T" must satisfy
(3.4.4).
We will begin by describing a special subset of the Anosov diffeomorphisms
that are known as the Anosov automorphisms. The lift of an Anosov automorphism
f is a hyperbolic, linear diffeomorphism, A: IR" - » R", which is such that:
A: Z" -> Z"; (3.4.5a)
Det A = + 1. (3.4.5b)
Together (3.4.5a and b) ensure that A " 1: Z" -* Z" and it follows that both A and
A~‘ satisfy (3.4.4). Moreover, given that f(jt(x)) = n(Ax) and g(w(x)) = rt(A '1x),
then
%(*(*))) = f(*(A~ *x)) = jt(AA_1x) = rt(x) (3.4.6)
and
g(f(w(x))) = g(n(Ax)) = jr(A_1Ax) = j i (x ). (3.4.7)
Thus, f 1: T"-+ T" exists and has lift A -1. Finally, observe that f(x) and f _1(x)
are differentiable because Ax and A ~‘x are obviously so and n is a local
diffeomorphism. Hence f is a diffeomorphism on T".
Hyperbolic, linear diffeomorphisms on IR" are often referred to as automorphisms
because they are isomorphisms of the group IR" with itself. The diffeomorphism f
defined above is called an automorphism to distinguish it from other Anosov
diffeomorphisms whose lift is not linear. A general definition of Anosov difleo-
morphisms can be found in Arnold (1973, p. 126) or Nitecki (1971, p. 103) but,
thanks to the following result due to Manning (1974), it will be sufficient for us
to consider only the automorphisms here.
Theorem 3.4.2 Every Anosov diffeomorphism f of T", such that ft(f) = T", is
topologically conjugate to some Anosov automorphism of T".
Coupled with Theorem 3.4.2, the following result shows that such Anosov
diffeomorphisms have complicated non-wandering sets.
Proposition 3.4.1 A point OeT" is a periodic point of the Anosov automorphism

f: T" -» T” if and only if 0 = n(x), where x 6 R" has rational coordinates.
Figure 3.10 (a) Angular coordinates on T2 measured in units of 2n.

(b) The map n identifies each point (x,, x2)eR 2 with a point
(0,,fl2)e{(x,, xi)| 0 < x, < 1,0 < x2 < 1} which in turn defines a unique
point on T1.
*2
3 -X
r*
2 11
11
1 i
.J1
I1
—
f
-3 - 2 -1 0 2 3 X
-1 x(x )
-2
-3
(a ) (b)
Proof. Let 6 be a periodic point of f, then F{6) = 0, for some positive integer q.
Suppose xeR " satisfies n(x) = 0, then
n(x) = 0 = P(0) = P( ji(x)) = n(A, x). (3.4.8)
This means that
(A’ - I)x = m, (3.4.9)
where x = ( x ,,. . . , x„)T and m = (ml t .. .,m„)T, mfeZ , i = 1 , .. ., n. Since A is a

hyperbolic matrix, (A * - I ) -1 exists and (3.4.9) has solution
x = (A, - i r ‘m. (3.4.10)
Now, A* —I is an integer matrix and therefore (A1- I ) ' 1 has rational elements.
Hence x has rational coordinates.
Conversely, if Os T" has representative x = ((p[0>/ r ) , . . . , (p(„0|/r))T, where pS0),
r e l with r ^ 0, then, for any k eZ ,
Pf
A‘x = (3.4.11)
for some integers p\k>, . . . , ptk). However, there are at most r" points on T" that
can be represented in this way and, therefore, there is a q> 0 such that
jt(A*x) = Jt(x). □
Proposition 3.4.1 not only implies that f has infinitely many periodic points; it
also shows that the periodic points are dense in the torus. All these points lie in
the non-wandering set 0 of f and, since fi is closed (see Exercise 1.4.2), we conclude
that ft = T".
The final piece of the argument against Morse-Smale systems was provided by
Mather (1967).
Theorem 3.4.3 (Mather) The Anosov diffeomorphisms on T" are structurally stable
in Diff^T").
Thus, the Anosov diffeomorphisms on V , n > 2, are examples of structurally stable

diffeomorphisms on a compact manifold whose non-wandering set contains
infinitely many points. What is more, the dynamics on ft is very complicated
involving infinitely many periodic orbits densely distributed over the torus. In
fact, every periodic point is hyperbolic (see Exercise 3.4.2). Since T" is compact,
there can only be finitely many such points with a given period q on the torus.
However, periodic points of infinitely many periods can be shown to occur (see
Exercise 3.4.3) making up the infinite set predicted by Proposition 3.4.1. To gain
some insight into how all this complexity arises let us consider the following well
quoted example (see Arnold, 1983; Arnold & Avez, 1968).
Let A: R2 -►R2 be given by
A= (3.4.12)
It is easily verified that A satisfies (3.4.5). The behaviour of A on R2 is simple: it

has a saddle point at x = 0 with stable and unstable eigenspaces given by the
straight lines
and (3.4.13)
respectively. The complexity arises when it is mapped down onto T 2. Forward

iterations of A on R2 have the effect of contracting and expanding along the two
perpendicular directions in (3.4.13) as shown in Figure 3.11(a). The unit square
B, = { ( x , y ) | 0 < x < l , 0 < y < l } is mapped onto thinner and thinner parallelo
grams (Figure 3.11(h) and (c)). The slopes of the longer diagonal of these
parallelograms are rational but they approach the irrational j(l + 51/2) for large
numbers of iterations. When the points in these images of B, under A are identified
with points on T 2 (see Figure 3.11(b) and (c)), it can be seen that repeated
application of f has the effect of distributing any subset of T 2 more and more evenly
over the whole torus. An alternative way of seeing this is to recognise that, for
any x 6 R2, A*x can be made arbitrarily close to the line y = |(1 + 5l/2)x by taking
N to be sufficiently large. Since ^(1 + 51/2) is irrational, this straight line represents
a curve, W", that winds densely around the torus (see Figure 3.12).
The stable eigenspace of the saddle point in Figure 3.11(a) also corresponds to
a densely wound curve, Ws, on T 2. The key to the complexity of the dynamics
of f lies in the fact that these stable and unstable manifolds intersect in a dense
set of transverse homoclinic points (see Figure 3.12). A homoclinic point is one
that lies in both the stable and the unstable manifolds of a fixed or periodic point.
Such points are said to be transverse if they arise from a transverse, rather than
a tangential, intersection of the manifolds. Observe that if 0* is a homoclinic point,
i.e,(l, EH'!n l f , then f(0t) e Wsn W" because 0f e W™’“. Hence f(fl+) is a homoclinic
point. Thus the dynamics of these homoclinic points is confined to the dense set
of intersection points of IVs and W ”.
The reader must not confuse these homoclinic points with the periodic points
of f. Recall, by Proposition 3.4.1, periodic points of f have representatives x e R2
with rational coordinates. However, the stable and unstable eigenspaces of A have
irrational slope (see (3.4.13)) and, apart from x = 0, no point on them has rational
coordinates. We shall .see later (see §3.7) that the occurrence of transverse
homoclinic points is indicative of complicated dynamical behaviour.
It is also worth noting that A* is a lift of P* for any q. Thus if f has a periodic
point 0* of period q, then its stable and unstable manifolds are densely wound
curves on T 2 parallel to Ws and W", respectively. This is because, for each x*
Figure 3.11 Illustration of the toral automorphism given by (3.4.12): (a)

linear saddle point of A = ^j (b) image A(Bt) of the unit square
B, under A; (c) image A2(B,). The shading in (b) and (c) indicates how
n(A(Bi)) defines f: T1 ->,T2 and n(A2(B,)) gives f2: T1 - T1.
satisfying 0* = n(\*), we can write
A’(x) = A’(x*) + A’(x —x*). (3.4.14)
Thus, the stable/unstable eigendirections at x* are given by translates of the

stable/unstable eigenspaces of A at the origin. It follows that f* also has a dense
set of transverse homoclinic points for each q. Thus, we can expect the complexity
arising from homoclinic points in f, to also occur in f’. This is reminiscent of the
‘complexity on all scales’ observed in Figure 1.42.
3.5 Horseshoe diffeomorphisms

This is another example of a class of diffeomorphisms which are structurally stable
and have a complicated non-wandering set supporting infinitely many periodic
orbits. These diffeomorphisms are particularly important because the complexity
Figure 3.12 Segments of the stable and unstable manifolds of the fixed
point, x(0), of f on T2. Segments AB and A'B' of £“ and Es for A have
been mapped onto the torus using Jt(x) = (x mod 1, y mod 1). All inter
sections of W’ and W‘, except at the origin, are transverse homoclinic
points. Note M,U(M,S) always has +ve(-ve) slope on B,.
exhibited by them can be shown to occur in any map that has transverse homoclinic
points (see §3.7).
3.5.1 The canonical example

Consider a difieomorphism f : Q - * R 2, where Q = {(x, y)||x|, |y| < t}, that is
constructed in the following way. Each point (x, y)eQ is first mapped to (5x, y/5)
and Q is mapped onto the rectangular region R = {(x, y)||x| < 5, |y| < 1/5}. This
region can be divided into fifths by the lines |xl = 1 and 3. The map f is completed
by bending the central fifth of the rectangle and placing the resulting horseshoe
shaped region on the plane in such a way that its second and fourth fifths intersect
with Q in Q0 and Qx as shown in Figure 3.13(a). Observe that, if P0, P, denote
the pre-images of g 0, Qi> respectively (i.e. f(P,) = Qh i = 0,1; see Figure 3.13(h)),
then f|P | is linear for i = 0,1 (see Exercise 3.5.1).
We can show that f has a complicated invariant set by considering the sequence
of subsets of Q defined inductively by
Q'"+1’ = f(ew ) n e , (3.5.1)

n e Z +, with Qa, = Q0u Q 1. It is not difficult to see that 6 (2) = f(6o'J Q i)n 6
consists of four horizontal strips lying inside Q0uQ , (see Figure 3.14(a)).
Moreover, it is apparent that QU) 3 Qa) =>•••=> g w => • • • and Q<n| consists of 2"
horizontal strips (see Figure 3.14(h)). If we consider the intersections of the sets
Qin) with the y-axis then the relationship between the resulting subintervals for
successive values of n is easily recognised as a prescription for the construction of
a Cantor set. It follows that the intersection f ) Q<") is a Cartesian product of an
neZ +
interval in x with a Cantor set of y-values. In a similar way, iterations of the
inverse of f can be used to obtain an analogous set of vertical strips. Some care
is needed here because (~l \Q is only defined on the subset Q<1) = Qou 2 i of 6-
To avoid this difficulty, we take
e (0»= P0u P 1= r ' ( e (11) (3.5.2)

and define
Q<-"> = r ‘(Q<-<»- i))n g(D) = f- ‘»n f«2)), (3.5.3)
for n e Z +. The latter equality in (3.5.3) follows because is a subset of

the two vertical strips Q ^ —Po'j P i for all n e Z +. Thus, for each n e Z +, the
intersection of with g (1) = Q0u Q , is the same as its intersection with the
whole horseshoe f(Q). The map f _1 stretches Q(~("-1))n g (1) linearly by a factor
of five in the y-direction, contracts it by five in the x-direction and replaces it on
the square as shown in Figure 3.15(a,h) for n = l , 2 , respectively. The sets
q (0), Q<~2\ . . . then have 2 , 4 , 8 , . . . vertical strips, respectively (see Figure
3.15(c)) and p | Ql~n) is the Cartesian product of an interval in y with a Cantor
Figure 3.13 (a) Construction of f on Q = ABCD, showing rectangular region R divided into fifths labelled from left to right.
(6) Pre-images P0>Pi of Q0, Q\, respectively, are vertical strips consisting of the second and fourth fifths of Q = ABCD.
y
c D
x
(*)
B A
—1 r r k 1
Figure 3.14 (a) Construction of U Q o ^ Q i)' stretching/contraction yields two strips within the rectangle R;
folding yields four horizontal strips for Q(2) = f ( 2 (1,)r>Q. Images of Q 0 ( Q i ) at each stage are shown. (6)
Illustration of Qtn> for n — 1,2,3. Qln> consists of 2" disjoint horizontal strips whose width, 2/5", rapidly
decreases with increasing n; indeed, the eight strips of Ql3} (shown in black) are barely resolved in this diagram.
set of x-values. If we now define
A = n e (n) (3.5.4)
neZ
then A is a Cartesian product of two Cantor sets which is itself a Cantor set.
Proposition 3.5.1 The set A = f) Q,n) is invariant under f and f “ 1.

neZ
Proof. Let xeA, then xeQ*"’ for all n e l . Now if xeQ[ neN, then (3.5.3)
implies that f(x) 6 Q{~<n' 1)(n I(Q) £ Q(~ ~ 1,). If x e Q("\ n e Z +, then observe th at:
(i) f(x)ef(Qw ); and

(ii) f(x)ef(Q(0,) s Q, since x e Qm .
Figure 3.15 (a) Illustration of 2 <0) = f~ 1(2ll,) = P0t-'Pi. Notice f 1 only

acts in 8 ,l) = 8ou Si. (h) Illustration of = f '(0<O|riQ|1)). The
shaded squares in the unprimed part of the diagram represent gl0,n Qw .
Q(~11consists of the shaded strips in the portion of the diagram labelled
with two primes, (c) The vertical strips g(0), O'-11, Ql 2\ defined by
(3.5.3) are shown. Observe that Qf0)r>Q?~l,z>Q?~2)...... The set g*'"*
consists of 2"+1 disjoint vertical strips each of width 2/5<,+
Q ' Do'
(*. 5y) replace on Q
/to" B0" C| " D,
S t' A ,'
(a )
Together (i) and (ii) imply f(x)ef(Q<n,)n Q = (2<"+11. Thus, if x e QM, for all n e Z,
then f(x)eQ ("+1) for all neZ. Hence f(x)eA.
Similar arguments (see Exercise 3.5.2), with the roles of (3.5.1) and (3.5.3)
reversed, show that A is invariant under 1 and, therefore, f(A) = A. □
The map f, as we have defined it up to now, is not a diffeomorphism of the square
Co' Do'
(*. y) I— (jx, 5y) replace on Q
Aa"B
Co Do
Bo' Ao
Bo f-'
C,
C /D ,'
4,
Do Co B| " A|
(.v,>-)h-(|.v, 5y ) replace on Q
B / A ,
(h)
(c)
144 J Structural stability, hyperbolicity and homoclinic points
Q (f(Q) £ Q)- Moreover, it does not have an obvious connection with diffeo-
morphisms on compact manifolds without boundary. However, a diffeomorphism,
g: S2 -* S2 can be constructed such that f is the restriction of g to a subset of the
sphere. The first step in the construction is to extend the map f to a capped square
Q' as indicated in Figure 3.16. The extension f is constructed in such a way that
f |F has a unique, attracting, hyperbolic fixed point. This means that once a point
is mapped into F its orbit subsequently remains in F. The map f can, in turn, be
extended to a closed disc D2 of suitably large radius. The extension g': D2 -* D2
is taken to be such that g'(D2) takes the form shown in Figure 3.17. The
diffeomorphism g: S2 -» S2 is finally obtained by identifying the disc, D2, on IR2
with a cap, C2, on the sphere (by stereographic projection, see §3.3) and adding
a unique, repelling, hyperbolic fixed point in S2\C 2.
Since g is a global diffeomorphism on S2, both g and g~ 1 are defined for all
points of the sphere. However, its construction ensures that g coincides with f or
Figure 3.16 (a) The capped square Q' = GuQuF; (b) the extension
f: Q' Q' is such that G' = f(G) and F' = F(F) are both subsets of F.
Q Q
Figure 3.17 (a) The disc D1 containing Q'\ (b) image of D2 under g'
(shaded) with g'|8' = f'.
(«) (h)
S J Horseshoe diffeomorphisms 145
f when restricted appropriately. Here we have taken the notational liberty of not
distinguishing between these restrictions on the sphere and their representatives
on IR2 via stereographic projection. This distinction does not play a significant
role in our discussion and, once noted, should not lead to any confusion. The
unstable fixed point in S2/C 2 means that the ordinary points of this set move
towards C2 under g. As we have shown in Figure 3.17(b), g|(D2\Q ') is again a
contraction and, therefore, g essentially delivers points to Q'. On Q', g behaves in
the same way as f . We already know that f' has an invariant Cantor set A arising
from its restriction, f, to Q, but what of the points S2\A = A'? The following
proposition provides part of the answer to this question. It states that those points
of Q' that do not lie on the infinite set of vertical line segments, f j G (~"),
neN
are eventually swept into F.
Proposition 3.5.2 The orbits under g of points in Q\( Q{ B)) ultimately approach
neM
the stable fixed point of g in F.
Proof. Figure 3.16 shows what happens to the various parts of Q under a single
application of g|Q ' = f'. The left (L) and right (R) fifths of Q are mapped, together
with G and F, into F. Since F contains a unique, attracting fixed point, the orbit
of any point in F approaches this point asymptotically. Points in the mid-fifth,
Af, of Q suffer the same fate after one more iteration. Such points are mapped
into G by f and into F by f'2. Only points in P0u P , remain in Q (in fact in
Qo'jQi) after one application of f . In other words, points in Q\Q(0) enter F after
at most two iterations of g.
Let us focus attention on the partition of the square Q provided by Q(~ l), rather
than Q(0). Observe that points in Q<0)\(Q ,0)riQ (_1)) are mapped into L, M, R after
one iteration of g |Q = f (see Figure 3.15(b)) and thence into F after two or three
iterations. Thus we conclude that all points in (Q\Q<0)) ^ (Q(0)\(Q <0>o Q<_ 1>)) =
2\(Q <0>r'G ( 1 ) ) enter F after at most three applications of g. Similarly, if
we consider the partition of Q provided by Q(_2), we conclude that points
in G<-1)\Q (_2, = (G(0)n Q ,- 1>)\(Q(0>n Q <-1)r\Q (~2)) have images under g in
2
G<0l\(G <0,riQ <~ u). Therefore, if x e Q \ Q(~n>then gk(x )e F for k> 4. Thus, we
n=0
conclude inductively that all points in Q \ (") Q<_n) ultimately enter F. □

neN
In view of the construction of A, it is clear that A s f j Q( Moreover, it is not

nel\l
difficult to show that Q{~"' is invariant under g (see Exercise 3.5.3). Bearing
in mind that p) Q{~n) is a set of straight line segments parallel to the y-axis and
iteN
that g involves a contraction along that direction, it is not surprising that points
in ( p | (2<-",)\A have orbits that approach A asymptotically (see Exercise 3.5.3).
neN
It must be emphasised that these orbits are not confined to a single vertical line
subset of p)
neN
Let us now turn to the dynamics of points in S2\Q'. Unlike f 1, g 1 is defined
for all x eQ (see Figure 3.18). Of course, g_ l |Q<l) = f~ ‘ i s as illustrated in Figure
3.15 but g~1( 6 \6 <1,) £ S 2\(2’ = (2'c. This means that points in Q\Qm are the
images under g of points lying outside Q'. We have already discussed the fate of
such images under forward iterations of g. Since A n (8 \Q (1)) = 0 , points in
(6\Q <1,)r i (P) Q( n>) have orbits approaching A asymptotically; while those in
(Q \6U>)\ Pi Q<~") have orbits entering F. However, under reverse iterations of g

neN
Figure 3.18 Illustration of g~1 showing that points starting in 6\Q<U=

T kjMHkjB are mapped out of Q' by g~l. Observe that S2\g ' contains
a unique, stable, hyperbolic fixed point of g ' 1 so that the orbits of these
points under g~1 do not return to Q'.
Q
we are able to extend the invariant set p | Q{ ") onto the whole sphere. The
neN
resulting set of points is called the inset, in(A) of A, i.e.
in(A) = {xeS 2|g"(x)-* A as n-roo}. (3.5.5)
Similar arguments to those presented above, with g -1 replacing g, lead to

analogous conclusions about the infinite set of horizontal lines p | QM (see
bgZ +
Exercise 3.5.3). It follows that there is a set of points, out(A) £ G u Q u F, the outset
of A, whose orbits approach A under reverse iterations of g, i.e.
out(A) = {xeS 2|g~"(x) -» A as n -* oo}. (3.5.6)
The role of the set A in the dynamics of g is clearly analogous to that of a saddle
point in simpler diffeomorphisms. The inset and outset of A generalise the stable
and unstable manifolds of the saddle. We will return to sets possessing this more
general hyperbolic structure in §3.6 but now we must consider the dynamics of g
on A.
3.5.2 Dynamics on symbol sequences

Let E be the set of all bi-infinite sequences of the binary symbols {0,1}, i.e.
E = {er|er: Z -* {0,1}}. The elements, cr, of E are called symbol sequences and they
are defined by specifying <r(n) = <T„e{0,1} for each n eZ . We will write
<t = {<t„} “= _*, = { ... <t_ 2<r- ,<r0 •<7^2 • • •}• Our aim *s t0 study the dynamics of the
map a: E -* E defined by
a(<*)n = <h,-i. (3.5.7)

n eZ . This is known as a left-shift on E because it corresponds to moving the
binary point one symbol to the left.
Proposition 3.5.3 The left shift a: E -* E has periodic orbits of all periods as well
as aperiodic orbits.
A point <r*eE is periodic if
a V ) = o*, (3-5.8)
q e Z +. If q is the least, positive integer for which (3.5.8) is satisfied then a* is said
to be of period q. It is not difficult to see that (3.5.8) will be satisfied if and only
if a* = <7*+,, for all ne Z. It is then easy to find periodic points of a with any given
period, q. The required sequence, cr*, is generated by repetition of a block of
symbols of length q that is itself not composed of repetitions of any of its sub-blocks.
For example, the point
<r* = { . . . 1 1 0 1 0 1 1 1 1 0 1 1 1 0 1 1 0 1 0 -1 1 1 1 0 ...} (3.5.9)

has period-14, while
<r* = { ... 1010110101011010-101 ...} (3.5.10)
satisfies a '4(er*) = o* but has period-7 because a 1(o*) = o*, also. It is eqvally
straightforward to show that a has aperiodic orbits. For instance,
<r = { .. 1 .. 1 1 0 ... 11110111011010-1011011101 111 ....} , (3.5.11)
■ 4 3 2 1
which contains symbol blocks of the type shown for all n e l * , is such that there
is no q e l* such that a, (<r) = cr.
Proposition 3.5.4 There is a topology in which the periodic points of a are dense in E.
There is a natural way of defining how close two symbol sequences are to one
another. Given two sequences in £, we can obtain the length of the largest symbol
block, centred on the binary point, on which they agree. The larger the size of this
block the closer the two sequences are deemed to be. We are then able to define
the limit of a sequence of elements in £. A sequence {ai",|}“=0 S E is said to tend
to <re£ as m -*oo, if, given Ne1*, there exists Mel* such that o("> =o „for
—(N —1) < n < N, when m > M . Clearly, if <r,",>-* o as m -* oo then o{m) and a
agree on increasingly large central blocks. For example, the sequence (r<m,defined by
- ( m - 1) s $ n iS m ,m e Z +
rr<">= (3.5.12)
otherwise,
converges, as m -* oo, to the sequence cr with cr„ = 1 for all neZ .

With the above definition of convergence, periodic points of a are dense in I .
This follows because, given any <re£, there is a sequence of periodic sequences
{°’<m)im=o which tends to o as m - » oo. Each sequence cr,m) is simply taken to be
periodic with period 2m and such that o(„m) = o„ for —(m—l ) ^ n < m . As an
example, let o be the aperiodic sequence (3.5.11), for which
(t<1)= ...o T o T o lo T o T ...,
<r<2)= ...1 0 1 0 1 0 -1 0 1 0 1 0 ..., (3 513)

<r,3)= ...010101010-101010101...,
ff(4)=... 101010111010-101110101011...
and so on.
Proposition 3.5.5 The left shift «:£-► £ has a dense orbit on £.
To justify Proposition 3.5.5 we must show that a has an orbit on I that approaches
every point of £ arbitrarily closely. Let c e E be such that <r_„ for ne № is given by
the following ordered lists of symbol blocks:
(i) all blocks of length 1 , i.e. {0}, {1};

(ii) all blocks of length 2, i.e. {0, 0}, {0, 1},{1, 0},{1, 1};
(ii) all blocks of length 3; and so on.
All possible blocks of all lengths are included in{o _ „} „;o„, n e Z +, can be chosen
arbitrarily. The orbit of o under a contains {ccm(cr)|me N}. Now, by construction
<t contains any given symbol block of length N in its left hand half. After sufficiently
many applications of a this block will be centrally placed about the binary point.
Since N is arbitrary, any element of I can be approximated arbitrarily closely by
some point on the orbit of a under a.
In view of the rather special construction used above to obtain a sequence o
whose orbit under a is dense in E, the reader may feel that such sequences are in
some sense rare or atypical. This is not the case. In fact, most binary bi-infinite
sequences contain any prescribed block of symbols (see Hardy, 1979) and therefore
have a dense orbit under a. The particular example chosen above is carefully
ordered purely to make the argument more convincing.
Having established some properties of the left shift we must reveal
our motive for examining the dynamics of this map: namely to obtain a symbolic
description of the dynamics of the horseshoe diffeomorphism on A. Before doing
this, it is worth noting that the validity of Propositions 3.5.3-5 does not depend
upon the binary nature of the sequences in I . Similar results can be derived for
sequences of m-symbols, { 0 ,1 ,..., m - 1} say (see Exercise 3.5.5). Binary symbol
sequences allow us to deal with the horseshoe map of §3.5.1. However, there are
more sophisticated maps of this type (see Exercise 3.6.5) whose ‘symbolic dynamics’
involve sequences of m symbols with m > 2.
3.5.3 Symbolic dynamics for the horseshoe diffeomorphism

In this section we show that the restriction of the horseshoe diffeomorphism to
the invariant set A is topologically conjugate to the left shift a on I . The key idea
is that the points of A can be ‘coded’ as bi-infinite sequences of {0,1}.
Recall that A = Q{n), where Q<n\ n eZ +, is the disjoint union of 2"-horizontal
ne Z
strips on the square Q, while Q(~"\ neft), is the union of 2" + 1 similar vertical
strips. As Figures 3.14(h) and 3.15(c) illustrate these sets of strips are ‘nested’,
i.e.Q(1) 3 <2<2>3 • • • 3 Q<n) 3 • • • andQ (0) 3 Q(~I) 3 • • • 3 Q1-"13 ■■• .Thus, A(iV) =
N
H QM = Qt^<N~‘>>nQ (N> is the disjoint union of 21N squares of side 2/5iv
»=-(!*-1)
(see Figure 3.19). Clearly, as N -* oo, the size of the squares tends to zero, their
number becomes infinite and AliV) -* A. The coding of the points of A follows from
the fact that each square of A<w’ can be uniquely represented by a symbol block,
om = {ff-dv-!,. ..<r0-oi . . . o N}, one {0,1}, of length 2 N.
Any given strip in QM can be allocated either 0 or 1 in the following way.
Consider the vertical strips P0 and P ,. Observe that
Q(i, = g(Po)ug(r,) = QouQi (3-5.14)

where QoîQ, = 0 (see Figure 3.13). Furthermore,
Q '^ e g H P o W i F , ) (3.5.15)
with g2(P0) n g 2(Pi) = 0 (see Figure 3.14(a)). In general, for n e l +,
QM ^ ( P 0) ^ ( P i ) (3-5.16)
and g"(P0) n g"(P,) is always empty because P0n P , = 0 and g is a diffeo-
morphism. Thus a horizontal strip of Q(n) lies either in g"(P0) or g’tPj). We allocate
the symbol 0 to a strip of Q(n) if it is a subset of g"(P0) and the symbol 1 if it lies
in g"(Pi) (see Figure 3.20). Obviously, these symbols alone do not provide a unique
description of each horizontal strip in Qw for n > 2, however, they can be used
to obtain one. For example, two strips of Q(21 have been allocated the symbol 0
but they are distinguished by the fact that one lies in g(P0) (i.e. strip 0 of Q(1))
and the other lies in g(P,) (i.e. strip 1 of Q(1)). Hence the strips in Q,2> can be
Figure 3.19 Illustration of nI,=-(N-i>2<") f°r (a) N = 1; (b) N = 2. The

square regions defined by (3.5.17) with o,2) given by {11-01} and {10-11}
are indicated.
g '(POnP, ng(P0) n g 2(P,) o'22= {11-01}
e (2)a
n QM ■
g - V O n P o n g l P O n g V , ) : rf2, = { 1 0 1 1 }
uniquely labelled by giving two symbols: the first specifying a strip in Q,u so that
the second uniquely determines a strip in Qt2) (see Figure 3.20). Similarly, the
strips of Q(3) can be uniquely labelled by starting from the unique labelling of the
strips in Q(2) and appending the symbols allocated to Q(3). It follows that the strips
of Qw are uniquely specified by a set of n of the symbols (0,1}. Similar arguments
can be carried through for Ql~n) by considering the images of P0 and P, under
powers of g“ 1 (see Exercise 3.5.8). A vertical strip of Q{~"\ ne№, is allocated the
symbol i if it is a subset of g “"(Pf), i = 0,1. For ne Z +, unique labels for the strips
of Q,_">are obtained by appending these allocated symbols to those of the strips
in (see Figure 3.21). Notice we have appended symbols on the left so
that the order in the strip label matches that of the negative integers. Finally, we
Figure 3.20 Coding of strips in Q(") for (a) n = 1; (b) n = 2; (c) n = 3. The
symbol allocated to each strip is shown on the left and the unique code
for the strip is given on the right.
0 «- g(P0)
1 «- g(P.)
-0 1 g(Po)r>g2(P,)
0^ •00 g(Po) n g2(P„)
0 ns .10 g(Pi)r>g\P0)
\' 11 g(fl) r , g 2(P,)
(b)
«- g(P o)ng2( P ,) n g 3(P,)
<- g ( P |) r,g 2(P „ )n g 3(P|)

can construct the symbol blocks representing the squares occurring in A(iy). Each
such square is the intersection of one of the vertical strips of (2t-(iV~ 1)) with one
of the horizontal strips of Q(m. If the vertical strip has label o _ (N_ „ , . . . , <r_ u o0
and the horizontal strip has label ol, . . . , o N, the symbol block representing the
square is taken to be <r(iV) = { a - ^ ..,) ,.. .,<r_„ <T0-<r,,. . a*,}. Thus, for example
{11.01} and {10.11}, respectively, represent the top right hand and bottom left
hand squares in the illustration of A(2) given in Figure 3.19(h). It is not difficult
to show (see Exercise 3.5.11) that the square represented by the symbol block o{N)
Figure 3.21 Coding for strips of Q1'" ’ for n = 0,1, 2: (a) Q<01; (b) 5 ,_1);
(c) Q' 2). Unique labels for the strips are given above and allocated
symbols below. Notice that, to match the negative integers, symbols are
appended to the left rather than to the right.
g''(ft) A f t g~'(ft) H ft
(ft)<~>ft \ / g -'(ft)r« ft
ft ft
\10 \00 01/ 1/1
0 1
(o) (b)
g ' 2(ft) n g - '(ft) r\P0, ... g ' 2( f t ) n g - ' ( f t ) n f l , . . .
1001 1001
is given by
( H g ^ jW (3-5.17)
\n= (JV-l) 1
In the limit N -* oo, the above construction assigns a unique, bi-infinite binary
sequence with each point of A. Moreover, (3.5.17) allows any such sequence to
be converted to a unique point of A. We have therefore constructed a bijection
h:£-A.
Proposition 3.5.6 The bijection h : S - * A defined above is a homeomorphism that

exhibits the topological conjugacy of g: A -» A and a: £ -* £.
Proof. The nested nature of vertical and horizontal strips defining A means that
sequences that are close, in the sense that they agree over large central blocks,
map under h to points of A that are geometrically close together. Similarly if two
points of A are geometrically close, the symbol sequences agree over a large central
block because it is only for N sufficiently large that such points are distinguished
in A(iV,. Thus h is a homeomorphism.
Let <re£ and
x g" ( P J (3.5.18)
Then
—
Co
g(h(ff)) = g(x) = g (| H g"(P„,
_neZ
nQ ,
nQ ,
D g " +1( ^
_«eZ
Og r>Q,
.neZ
= H«(<r)). (3.5.19)
Therefore h exhibits the conjugacy of g and a. □

Proposition 3.5.6 implies that the complexity exhibited by the orbits of points in
I under a (see §3.5.2) also occurs in the orbits of points of A under g. Thus g|A
has infinitely many periodic points, its periodic points are dense in A and it has
orbits that are themselves dense subsets of A.
Another feature of the dynamics of a: £ -* £, that has important repercussions
for g|A, is that there are points in I whose orbit under a is aperiodic. Since a(o)
and o are not, in general, close in I , these orbits wander throughout I in an
apparently disorganised way. Similarly, their counterpart in the orbits of g| A move
around A by hopping from point to point in a random or chaotic way. Indeed,
invariant sets like A are often referred to as chaotic sets (see § 3.6) because of the
presence of such orbits.
While the dynamics of g|A is very complicated, we must not forget that the
dynamics of g|Ac suggests that A is, in some sense, hyperbolic. In the following
section, we consider how such sets fit into a general theoretical framework.
3.6 Hyperbolic structure and basic sets
Let us return to the hyperbolic nature of the invariant set A of the horseshoe
diffeomorphism g: S2 -*■S2. In fact, A is said to have a hyperbolic structure or to
be a hyperbolic set for g. Our aim in this section is to explain this statement and
to introduce an important theorem about diffeomorphisms whose non-wandering
set, ft, has a hyperbolic structure.
It is helpful to review our previous encounters with hyperbolicity (see §2.1 and
2.2). The striking feature is that, thus far, we have only had to consider hyperbolic
fixed points. Non-trivial hyperbolic sets such as a hyperbolic periodic orbit, or a
normally hyperbolic invariant circle, are defined in terms of a hyperbolic fixed
point of a related map (P or §■ in §2.2). We are then involved with the local
behaviour of a map at a fixed point in a Euclidean or Banach space. In such cases,
the hyperbolic nature of the fixed point is given in terms of the eigenvalues of the
derivative map (DP or OS' ). It is not possible to use this approach to characterise
the hyperbolicity of the invariant set, A, of the horseshoe diffeomorphism. However,
it is useful to consider why such an approach fails. There are two problem areas.
(i) The horseshoe diffeomorphism is defined on a manifold (the sphere) and not
a Euclidean space. This means that the generalisation of the derivative map to
this situation must be considered.
(ii) The complexity of A is such that it is not possible to formulate the problem
in terms of a fixed point of some related map. For example, A contains aperiodic
orbits which do not correspond to a fixed point of g1, for any q 6 Z +. Thus, having
introduced the appropriate generalisation of the derivative map, our definition of
hyperbolicity must allow for the fact that x and g(x) are different points in A.
Let us begin by considering how the results of §2.2 can be applied to a
diffeomorphism f:M - * M when M is an n-dimensional, differentiable manifold
that is not a subset of IR" (see Figure 3.22). The derivative map, D f(x * ): IR" -> IR",
used to discuss the hyperbolic fixed point, x*, of f: IR" -* R" in §2.2, is replaced
by the tangent map T fx.: TMX>-* TMX., where TAi„. is the tangent space to M
at x * . Recall (see §1.3) that TMX can be defined, for any x e M , in terms of
equivalence classes of curves on M with the same tangent vector at x . To see the
connection with the behaviour of f near x * , let ij((), with t e / s I R , O e / and
if(0) = x*, be a parametrised curve on M passing through x*. To find the tangent
vector at x*, we need to differentiate ij(l) with respect to t and (see § 1.1) this can
only be done by using a local chart, (Ux, h .) say, containing x*. The local
representatives, f, ij and C q, of f, tj and f-if, respectively, in (U a, h j (or, more
concisely, a-representatives) are given by
= (f-l)a = lv(f-if). (3.6.1)
They satisfy the equation

(3.6.2)
which, provided M is a C 1-manifold, can be differentiated to give
( r 9)t,(0) = Dfi (ija(0))iJ(0) (3.6.3)
at t = 0. The vectors (f„* ?«)(()) and q„(0) are a-representatives of elements of TM„.
in ((/„, h j. Strictly speaking, they lie in the tangent space to Ux at x* = qa(0) but,
as TUj* is a replica of R", this distinction is not always apparent. The derivative
map is the local representative of the tangent map Tf,.. As the opening
remarks to § 2.2 suggest, x* e M is said to be a hyperbolic fixed point of
if x* is a hyperbolic fixed point of f4 in the sense of Definition 2.2.1, i.e. if Dfa(x*)
has no eigenvalue with unit modulus. What is more, if we assign a metric to TV
then (see Exercise 2.1.2) hyperbolicity of x* corresponds to imposing bounds on
|Df4(xJ)"v| for all v in the stable and unstable eigenspaces of Df„(xJ). Of course,
it is only by making such an assignment that we can define a metric on TMX..
Figure 3.22 For a hyperbolic periodic orbit, the Invariant Manifold

Theorem gives the existence of stable and unstable manifolds in each
chart for ri. The charting homeomorphisms allow them to be transferred
to M (shown here as S2). £’■“ are tangent to the images of IF’ “ on any
local chart.
Indeed, if x* lies in the overlap of two charts (Ua, ha) and (Up, h^), then we are
only allowed to choose metrics on T l/X -. and T t/X-. that, for all v e TMX>, satisfy
I'ali = where va (v^) is the a- (/^-representative of v (see Figure 3.23). The
common value defines ||v||x. for any v in TMX>. Compatible metrics, such that
||v||x is positive definite, defined at all points x of all overlaps of an atlas provides
a Riemannian structure for M (see Exercise 3.6.2). If M is equipped with a
Riemannian structure then we can express the hyperbolic nature of x* in a
coordinate-free way by requiring that:
(i) TMX. = £ x. © £ “., where E jf’ is the stable (unstable) eigenspace of Tfx.;
(ii) there exist c, C > 0 and 0 c /t“"||v||x* for all veE ;.. (3.6.5)

With this in mind, let us consider an alternative definition of a hyperbolic periodic
orbit.
Let f: M -» M have a ^-periodic orbit, A(,) = { x 0, x , , . . . , x , _ , } . Of course, each
point x, = f ( x 0) is a fixed point of f’ , but we will resist the temptation to use this
to test for the hyperbolicity of A(,). Instead, let us use the approach discussed
above. The new feature in this case is that T(XI maps TMXI to TMl(xl), where
/ ( x , ) ft x,. However, the Riemann structure on M allows us to deal with this change
because it provides a norm, |H |X, for every TMX, x e M . We must therefore
Figure 3.23 Schematic representation of the definition of a norm, || • ||x.,

on TMX. in terms of compatible norms H , and on Tl/j. and TU^,
respectively.
Il v l|x- = |Vp|p II V IU- =| Va lo

3.6 Hyperboiic structure and basic sets 157
generalise (3.6.1>-(3.6.5) as follows. Let x, and f(x,) belong to charts (U„ h„) and
(Up, h^), respectively, then
(f.*) = h,.(f.<,) (3.6.6)
with
(f^ K O -W W O ). (3.6.7)
Differentiating with respect to t and setting t = 0 gives
v/1= (f^)(0) = Dfai( y 0 ) ) i( 0 ) = D M * i)V (3.6.8)
Now, \ a = ^ (0 ) is a a-representative of vgT M X( whilst = f-ij(O) is a j11-

representative of 7TX|(v)e TMf(X|). Thus, the tangent map 7TXI: TMXI -» TJVif(xl)and
the familiar eigenspace decomposition of TMXI can no longer be used. Instead we
require that, for each x„ there exist subspaces ££, and EXI such that TMXI = E‘XI® £"
and 7TXI(££'“) = Ej'(xi). Of course, the existence of such a decomposition is assured
if x, is a hyperbolic fixed point of f’. Finally, it is important to remember that the
appropriate norms must be used in the generalisations of (3.6.4) and (3.6.5), i.e.
l ( 7 W f h „ < Q iIM |X1 for all v 6 Ex„ (3.6.9)
K T W f t a , > c i i - M v for all ye E l. (3.6.10)

The above discussion motivates the following definition of hyperbolic structure
for more general invariant sets.
Definition 3.6.1 An invariant set A is said to be hyperbolic for f (or to have a

hyperbolic structure) if for each x eA the tangent space TMX splits into two linear
subspaces El, £ “ such that:
(i) Tfx(Esxu) =£)•,“,;

(ii) (3.6.9) and (3.6.10), with Xji->x, are satisfied for all positive integers n;
(iii) the subspaces El, £ “ depend continuously on xeA .
Item (iii) is trivially satisfied if A is a periodic orbit, since the points x eA are
isolated. However, it is an important technical restriction for invariant sets
containing a dense orbit or a dense subset of periodic orbits.
It is not difficult to accept that the invariant set A = f) QM is a hyperbolic set
for the horseshoe diffeomorphism g. Observe (see §3.5.1) that the set of vertical
line segments, f ) Q' "1, on the square Q give rise to curves on S2 analogous to
neN
the stable manifold of a periodic orbit. Similarly, the horizontal line segments,
P| Qm, lead to the analogue of the unstable manifold of the periodic orbit. At
neZ *
each point x eA we can identify tangents to these curves to obtain Ex and £ “.
Moreover, this splitting into El and £ x depends continuously on x, because, for
158 3 Structura! stability, hyperbolicity and homoclinic points
any x, x 'eA , ££ and £*., (or £ “ and £ “.) are tangent to diffeomorphic images of
parallel line segments on the square Q. Finally, the contraction on E?x and expansion
on £J satisfy (3.6.9) and (3.6.10) with p>% and c = C = 1, so that A has a hyperbolic
structure.
In §1.4, we noted that fixed points and periodic orbits are invariant sets that
frequently appear to attract or repel the orbits of points not contained in them.
What is more, they are rather special in so far as they have no proper subsets that
are themselves invariant. The following theorem for diffeomorphisms whose
non-wandering set, ft, has a hyperbolic structure, provides the theoretical basis
for these observations.
Theorem 3.6.1 Let f: M -» M be a diffeomorphism on a compact manifold without

boundary with a hyperbolic non-wandering set ft. I f the periodic points of I are
dense in ft, then ft can be written as a disjoint union of finitely many basic sets ft,-, i.e.
ft = f l , u f t 2u - u f t , . (3.6.11)
Each ftj is closed, invariant and contains a dense orbit of I. Moreover, the splitting
of ft into basic sets is unique and M can be decomposed as a disjoint union
M = [) in(ftf), (3.6.12)
i=l
where
in(ft,)= {xeA f|f"(x)-»fti,m -* oo} (3.6.13)
is the inset of ft;.
Diffeomorphisms with hyperbolic non-wandering set, ft, and periodic orbits dense
in ft are usually referred to as axiom-A diffeomorphisms (see Chillingworth, 1976,
p. 240; Nitecki, 1971, p. 189). Clearly, any diffeomorphism whose non-wandering
set consists of a finite number of fixed points or periodic orbits is axiom-A.
Moreover, fixed points and periodic orbits are closed, invariant sets that trivially
contain a dense orbit, i.e. they are basic sets.
Theorem 3.6.1 does not merely give a decomposition of ft. Equation (3.6.12)
states that every xeJVi belongs to the inset (or equivalently, the outset) of one
and only one basic set. This means that the wandering points move between the
basic sets approaching those that are attracting asymptotically. Some simple
examples are illustrated in Figure 3.24.
The horseshoe diffeomorphism, g, on the sphere is a more substantial example.
The non-wandering set, ft, of this diffeomorphism consists of the invariant set
A= 0 and the two fixed points; one stable and one unstable, ft has a
neZ
hyperbolic structure and Proposition 3.5.4 shows that the periodic points of g are
dense in ft, so Theorem 3.6.1 applies. Obviously, each fixed point is a basic set
(ft, unstable; ft2 stable, say) but can A be decomposed into a number of basic
sets? Propositions 3.5.5 and 3.5.6 show that A contains a dense orbit of g. This
means that further decomposition of A is out of the question and, since it is also
closed (it is a Cantor set) and invariant, the only remaining basic set (ft3) is A
itself. Basic sets of this type are referred to as chaotic sets (see §3.5.3 and Exercise
3.5.11).
The Anosov automorphisms provide another illustration of Theorem 3.6.1
involving a chaotic basic set. Recall that the periodic points of these maps are
dense in T" and the non-wandering set is the whole torus. Moreover, in the
two-dimensional example with A = discussed in § 3.4, it is clear that E?ri
and E“, are given by (1, (1 —5l/2)/2) and (1, (1 + 51/2)/2), respectively, at every
periodic point x, (see Exercise 3.4.2). Continuity requires that this be so for each
x e ft because the periodic points are dense. The splitting of the tangent space is
Figure 3.24 Illustrations of Theorem 3.6.1 where the basic sets are fixed
points and periodic orbits, (a) f: Sz S2 has non-wandering set, ft,
consisting of two basic sets, ft, and ft2 - both fixed points. All wandering
points have a-limit set ft, and co-limit set ft2. (b) The basic sets ft, and
ft2 are unstable fixed points, ft3 is a saddle-like 4-cycle and ft4 is a stable
4-cycle. The dynamics of the wandering points are shown schematically
on the right, (c) The basic sets are all fixed points in this case: ft, is
unstable; ft2 is stable and ft3, ft4 are saddle-like. Once again a schematic
representation of the dynamics of the wandering points is given.
therefore trivially continuous, being the same at every point of ft. Hyperbolic rates
of contraction and expansion follow from the hyperbolicity of A (see Exercise
3.6.4). Hence ft has a hyperbolic structure. In this case, there is only a single basic
set ft, = £1= T 2 and it follows from Theorem 3.6.1 that the toral automorphism
must have an orbit which is dense in the torus.
A further example is the transformation, f, of the solid torus, T = S* x D2, shown
in Figure 3.25. The torus is treated rather like a solid rubber ring. It is stretched
(with consequent loss of cross-sectional area), twisted and folded to fit inside itself.
Repeated application of this transformation results in longer and longer tori,
wrapped around T increasingly many times. If the disc D2 is a cross-section of T,
then D2n is a Cantor set. Thus, the «-limit set of f is locally the
product of a Cantor set and a one-manifold. This example has the important
property that the chaotic basic set is an attractor.
The set A = Q Qin) in the horseshoe diffeomorphism has only a one-dimensional
inset. This means that most orbits are not asymptotic to A and this makes A
Figure 3.25 (a) Illustration of a transformation f of the solid torus T
which has an attracting chaotic set. The image, f(T), of T under f is
shown shaded, (b) Intersections of successive images of T under f with
a cross section D2 of the torus. Notice that f- 1 is not defined on the
whole torus, however, only forward iterations are required to observe
the attracting set. The mapping f is sometimes called the ‘spinning
diffeomorphism’.
(b )
difficult to observe in numerical experiments. In principle, we can find points

whose orbits under g remain in a given neighbourhood of A for an arbitrary
number of iterations. However, in practice most plotted orbits spend at most a
few iterations near A before vanishing into the sink in F. This is because, with
finite computer arithmetic, we are unable to approximate in(A) closely enough to
sustain a presence near A in the face of repeated five-fold expansion (see Exercise
3.5.4). Thus naive computer experiments involving the orbits of wandering points
do not reveal much about the position of A let alone the dynamics on it. Some
feeling for the latter aspect of g can be obtained by using symbolic dynamics (see
Exercise 3.5.11).
In view of these practical difficulties, it is not surprising that chaotic basic sets
are much easier to observe in numerical experiments if they are attracting.
Attracting chaotic sets - often referred to as strange attractors - have been observed
in a wide variety of computer experiments (see Figures 3.26-3.30). Detailed docu
mentation of this area can be found in Gumowski & Mira, 1980; Helleman, 1980;
Lichtenberg & Lieberman, 1982; Sparrow, 1982). Such attracting sets are not fully
understood and may not be basic sets in the sense of Theorem 3.6.1. However,
they do appear to have the common property that points in them occur on finer
and finer scales. For example, in Figure 3.27, the Henon attractor appears to be
one-dimensional and to consist of a number of segments. Closer examination
reveals that each ‘segment’ consists of several closely spaced curves of similar shape
Figure 3.26 The Duffing attractor (see Guckenheimer & Holmes, 1983,
pp. 82-91 & 191-3). The Dulling equation can be written in the form
x = y, y = x —x3 + f.(a cos 0 —by), 0=1.
This system is periodic in 0 and the phase space can be taken as
M = R2 x S'. Every surface 0 = constant is a global Poincare section
so that the system behaviour is completely described by the Poincare map
PIf#. Numerical approximations to Pt 9appear to have a chaotic attracting
set - the Euler approximation is shown in this diagram for ea = 0.4 and
eb = 0.25. The structure of Pt i is discussed in greater detail in §3.8.
f f i ' " “ :V \
, / /
f.'
V- ï
V.:
*; ’ .. \y ‘
162 3 Structural stability, hyperbolicity and homoc/inic points
Figure 3.27 The Henon attractor (see Henon, 1976). The map f producing
this attractor is defined by
(x, y)^*(y~“x2 + 1, bx),
where a, beR. The attracting set for a = 1.4 and 6 = 0.3 is shown. It
arises from the repeated folding and stretching brought about by the
action of f. When magnified the attractor is found to consist of many
curves, of similar shape to those resolved above, occurring very close
together. This ‘braided’ nature of the attractor appears to be repeated
on all scales.
Figure 3.28 Guckenheimer el al. (1977) discussed a Leslie model of a

density dependent population with two age classes of size x and y. It
is a discrete-time model and the dynamics of the two classes are
represented by the map
(x, y)i-+ (r[x + y] exp( - [ x + y]/10), x),
where r is a real parameter. The map appears to exhibit chaotic behaviour
for r > 17 and a typical orbit for r = 20 is shown here. More numerical
details can be found in Guckenheimer et al. (1977), where the origin of
the attracting set is discussed in terms of a twisted horseshoe map.
y
Figure 3.29 The Lorenz attractor (Lorenz, 1963). It must be pointed out
that there is a theorem corresponding to Theorem 3.6.1 for flows so that
strange attracting sets can also arise in flows that are not the suspension
of a diffeomorphism. The Lorenz equations
x= 10(y~x), y = x(28 - z) - y, z = xy —(8/3)z,
have fixed points at (±6(2I/2), ±6(21/2), 27). The system does not have
a global section so the projection onto the xz-plane is shown. The orbit
generated by using the Euler method with step length of 0.005 and initial
point (x, y, z) = (0.1,0,0) is plotted. The projected orbit switches between
revolving about (x, z) = ( + 6(2I/2), 27) and (x, z) = ( ~6(21,2)l 27) in an
apparently random way.
z
X
- 6/2 6/2
Figure 3.30 The Rossler attractor (Rossler, 1979). This is another

three-dimensional flow exhibiting an attracting set with complex dynamics.
The system equations are
x = - ( y + z), y = x + ey, z = f + xz-p z.
A perspective view of an orbit near to the attractor is shown for e = 0.17,
/= 0 .4 and p = 8.5. It is obtained by using the Euler method with step
length 0.005 to approximate the trajectory through (x, y, z) = (1,0,0)
and plotting u = x + y, v = y + z.
V
that are not resolved on the scale of Figure 3.27. Further magnification shows that
each of the latter ‘curves’ has a similar structure, and so on. The attractor is said
to have a ‘braided’ nature which is repeated on all scales. The reader will recall
that the chaotic basic set A of the horseshoe diffeomorphism has this property
(see Exercise 3.5.9). In fact, a theoretical connection with the basic set of the
horseshoe diffeomorphism can be made in some cases: namely when homoclinic
points occur.
3.7 Homoclinic points

We have seen that homoclinic points occur in the dynamics of Anosov auto
morphisms. They also occur in the horseshoe map. Consider for example the fixed
point represented by the sequence {...1111-1111__ }. The stable manifold of this
point on Q is a vertical line segment and the unstable manifold is a horizontal
line segment. The effect of a single iteration of the horseshoe map f of §3.5.1 is
shown in Figure 3.31. Clearly, transverse homoclinic points must occur. Are
homoclinic points a feature of chaotic basic sets? The following theorem provides
a partial answer to this question.
Let M be a compact two-manifold and Diff‘(Ai) be the set of all C l-
diffeomorphisms on M. The elements of a residual subset of Diff‘(Af) have the
property that all their fixed and periodic points are hyperbolic and all intersections
of stable and unstable manifolds are transverse. Diffeomorphisms in this subset are
usually referred to as Kupka-Smale diffeomorphisms (see Chillingworth, 1976;
p. 227; Nitecki, 1971, p. 83).
Figure 3.31 A transverse homoclinic point x* of the fixed point

x* = {... 11 • 11 ...} of the horseshoe map.
Theorem 3.7.1 (Smale-Birkhoff) Let feD iff'(A i) be Kupka-Smale and x* be a

transverse homoclinic point of a periodic point x* of f. Then there is a closed subset
A of fi(f), containing x*, such that:
(i) A is a Cantor set;

(ii) fp(A) = A for some p e l* ;
(iii) fp restricted to A is topologically conjugate to a shift on two symbols.
A point x* is a homoclinic point of a periodic point x* of period q if it lies at

an intersection (^ x * ) of the stable and unstable manifolds of the fixed point of
f* at x*.
The idea behind the proof of Theorem 3.7.1 is illustrated in Figure 3.32. If the
stable and unstable manifolds of the hyperbolic saddle point x* intersect at some
point x |, then they must intersect infinitely many times. Recall (see §3.4) if
x le W ^ n W '“ then P"(xi)e IF’ n W" for every m eZ . Figure 3.32 illustrates the
effect this constraint has on the two manifolds if we attempt to return them directly
to x* itself. As the unstable manifold approaches the saddle point the loops between
adjacent homoclinic points are stretched parallel to IF“,,,, and squeezed parallel to
IFf,*. The manifold therefore undergoes oscillations of increasing amplitude and
decreasing period. The fate of the stable manifold is similar under reverse iterations
resulting in the homoclinic tangle shown in Figure 3.32.
The connection with shifts on two-symbol sequences is apparent if we consider
the images of a small ‘parallelogram’ R, containing x\ and with sides parallel to
1FS and Wu, under forward and reverse iterations. For m > 0, the mth iteration of
f stretches f*"- , , (R) along Wa and contracts it along Ws. Remember, F™” 1*(xj )
is a homoclinic point and belongs to F’"_l>(R) for every m. Eventually, for some
N 6 Z +,f N(R), takes the horseshoe shape Rj (see Figure 3.32). For reverse iterations
Figure 3.32 Illustration of the homoclinic tangle occurring at a hyperbolic

saddle point. The parallelogram R has images R , = f"(R)and R0 = / ~ W'(R)
intersecting in a horseshoe configuration.
fw(x{)
the roles of Wl and Wu are reversed and, for some N ' e l * , = R0, where
R, and R0 intersect as shown in Figure 3.32. Clearly, if p = N + N ', f P{R0) = R t
and we would expect P to exhibit horseshoe-like behaviour, i.e. be conjugate to
a left shift on two-symbols. The homoclinic point referred to in Theorem 3.7.1
would in this case be x+ = f " r (xi).
Theorem 3.7.1 means that f exhibits all the complexity of the left shift or. X -►X
discussed in §3.5.2. In particular, in every neighbourhood of a transverse
homoclinic point of f, there is a periodic point. By Theorem 3.7.1, the transverse
homoclinic point x* e A and PI A is topologically conjugate to the left shift a: X -►X.
However, by Proposition 3.5.4 the periodic points of a are dense in X. Hence,
periodic points of P |A are dense in A and, therefore, there is a periodic point
of f arbitrarily close to xf. Thus there are infinitely many periodic points in any
neighbourhood of xf.
It is important to realise that Theorem 3.7.1 employs sufficient conditions to
ensure the existence of A. As Smale has pointed out (see Smale, 1963), we might
expect a similar result to hold with weaker constraints on f. Figure 3.32 suggests
that the key requirement is that the stable and unstable manifolds of a hyperbolic
fixed or periodic point intersect transversely. With this in mind, the following
example shows that the remarkable phenomena described above really do occur.
Let us examine the planar map
* i= x + y„ y, = y + k x ( x - 1), (3.7.1)
numerically, for 0 < k < 4. This map has fixed points at (x, y) = (0,0) and (1,0) for
all values of k. The fixed point at (0,0) is non-hyperbolic. The linear approximation
to (3.7.1) at (0,0) is conjugate to an anticlockwise rotation through angle 0, where
2 sin0 = [fc(4-fc)]1'2, 2 cos 0 = (2 —fc). (3.7.2)
Linearisation at (1,0) shows that this fixed point is a hyperbolic saddle point with
£(i,o) and E"1-0) given by
u = m{ —fe—[fc(4 + k)]1/2}/2 and t>= u{-fe + [/c(4 + k)]1/2}/2, (3.7.3)
respectively, where (m, i>) are local coordinates at (1,0). It is not difficult to then
use a microcomputer to plot successive images of, say, one hundred points lying
in a small interval of Ej\t0, close to (1,0). The result of such a calculation can be
quite spectacular (see Figure 3.33(a)). Of course, a suitable interval along Û.O)
can be iterated, using the inverse map
x = X i-y i, y = y i-M * -l)> (3.7.4)

to complete the homoclinic tangle (see Figure 3.33(b)). Some uses of a computer
program of this kind are suggested in Exercises 3.7.3 and 3.7.4.
It is important to understand how the contortions of the stable and unstable
manifolds influence the orbits of wandering points of (3.7.1). It is tempting to
imagine that the latter also undergo wild oscillations but this is not the case. For
example, the behaviour of (3.7.1) in the neighbourhood of the saddle point is
determined by Hartman’s Theorem. Thus, since the eigenvalues of the linearisation

at (1,0) are both positive (see Exercise 3.7.3), the orbits of individual points pass
the saddle point as shown in Figure 2.1(e).
It is easily shown that the derivative map of (3.7.1) has positive determinant
for all (x, y )e R 2 (see Exercise 3.7.5). A diffeomorphism, f: R2 -» R2, with this
property is said to be orientation-preserving (see Chillingworth, 1976, p. 139). A
planar closed curve y can be oriented in two ways depending on whether an
observer walking along the oriented curve finds the region enclosed by y on his
right- or left-hand side. When Det(Df(x)) > 0 for all x e R2, it can be proved (see
Exercise 3.7.6) that the orientation of the image of y under f must be the same as
that of y. Now consider the closed region S0, with boundary y0, shown in Figure
3.34(a) and let y0 be oriented according to the sense of description of the unstable
manifold. It follows that the image of S0 under (3.7.1) must be one of the regions
Figure 3.33 (a) Approximation to the unstable manifold of a hyperbolic

saddle point of the planar map (3.7.1) at (1,0) for k = 1.5. (b) Homoclinic
tangle for (3.7.1) obtained by adding to (a) an approximation to the
stable manifold at (1,0). The latter is obtained by reverse iteration of a
small interval of £J, 0) close to (1,0) (see Exercise 3.7.3).
(*)
Figure 3.34 (a) Plot of the stable and unstable manifolds of the saddle
point at (1,0) of (3.7.1). Since the map is orientation-preserving, the
image of the manifold loop S0 must be one of loops St, i = 1 ,2 ,..., with
the same orientation as S0. It is not difficult to see that the orientation
of the loops S; is opposite to that of S0. In fact, for (3.7.1), the image of
S, is S,+, (see Figure 3.34(c)) but this is not the case in general. For
example, the image of Sf under the square of (3.7.1) is Si+2. (b) The
images of S0 under iterates of the inverse of (3.7.1) are the regions S_,
which wrap further around the fixed point at (0,0) as i increases, (c)
Numerical plot of the orbit of the point P = (0.64, —0.094) under (3.7.1).
It sweeps around (0,0) twice, passing near to the saddle point on each
occasion, before arriving in S0 at the fifteenth iteration. Subsequent
iterates are carried away to infinity under the influence of the saddle
point. Note that, since the manifold loops become extremely narrow and
close together, the number of revolutions of the orbit about (0,0) before
expulsion to infinity can depend sensitively on the choice of initial point.
(c)
S(, i = l , 2 , . . . , with the same orientation as S0, and not one of Sf, i = 0 ,1 ,2 ,..
for which the orientation is reversed. Thus points in S0 are ultimately swept off
to infinity under the influence of the saddle point at (1,0). Similarly, points in S0
are swept around the fixed point at (0,0) and fed back into the vicinity of the
saddle point once again. The role of this movement about (0,0) in the dynamics
of (3.7.1) is best understood by considering images of S0 under powers of the
inverse map. The pre-images of S0 are a subset of the regions S_ i= 1 , 2 ,. .. ,
shown in Figure 3.34(b). Observe that, as i increases, these regions stretch further
around (0,0). Indeed, for each N e Z +, there is an i(N) such that S_i(iV) wraps
around (0,0) N times. It follows that there are points in S_,(W) whose orbit makes
N trips around (0,0) before it appears in S0 and subsequently sweeps out to
infinity. It is not difficult to confirm these ideas numerically. An orbit exhibiting
this behaviour is shown in Figure 3.34(c).
Similar orbits were shown in Figure 1.39 and 1.40 for the Henon area-preserving
map. This is no coincidence. Henon has shown (see Henon, 1969) that every
quadratic, area-preserving, planar map, with rotational linear part at the origin,
is conjugate to the form (1.9.40). It is easily verified that the derivative of the map
(3.7.1) has unit determinant for all (x, y )e R 2 (see Exercise 3.7.5)). Thus (3.7.1)
and (1.9.40) must exhibit the same dynamics. For our present purpose, (3.7.1) has
the advantage that the saddle point remains at (1,0) for all k, so that 0) and
£(] 0) are easily calculated.
In the above discussion, we have assumed that the stable and unstable manifolds
that intersect one another come from a single fixed point x*. Recall that Theorem
3.7.1 includes the case where the stable and unstable manifolds involved are
associated with a fixed point of f*. Similarly, if x* is a periodic point of period
greater than one, then, for example, the unstable manifold of x* may intersect
transversely with the stable manifold of f(x*) (see Figure 3.35(a)). Once again, the
manifolds oscillate wildly because images of homoclinic points are homoclinic
points. Given that the unstable manifold of f(x*) also intersects the stable manifold
of x* transversely, then consideration of the images under f of a suitable
parallelogram, R, again indicates that some power of f behaves like a horseshoe
map (see Figure 3.35(h)).
This construction is also relevant to quadratic, area-preserving maps of the
plane. Suppose x* has period-^ and homoclinic points arise in the manner described
above at each point of the periodic orbit, i.e. in the above argument x* t-* f<m“ 1,(x*)
and f(x*)H f"'(x*), m' = m mod q, for m = 1........ q. Then we obtain a chain of
homoclinic tangles as shown in Figure 3.36. In this case, the orbit of a point such
as P in this figure could sweep around the whole periodic orbit before being fed
back into the vicinity of x* at a different point, F . Because of the massive stretching
along the unstable manifold at each periodic point, the position of F depends
sensitively on that of P.
There is evidence of this kind of behaviour in the maps (1.9.40) and (3.7.1). The
‘two-dimensional’ orbits shown in Figures 1.41 and 1.42 are associated with a
hyperbolic periodic orbit, they are generated by iterating a single point and their
170 3 Structural stability , hyperbolicity and homoclinic points
extent is similar to that of the expected homoclinic tangles (see Gumowski & Mira,
1980, p. 303). In this situation, there is a good reason (see Figure 6.17) why orbits
of this kind do not escape from the influence of the periodic orbit. Therefore, the
plotted iterates of a single point appear to Till out the two-dimensional region in
an apparently random way.
3.8 The Melnikov function

In this section we describe a method for proving that transverse homoclinic points
occur in the Poincare maps of certain types of flow in three dimensions. This
Figure 3.35 (a) Illustration of the unstable manifold of the periodic point
x* intersecting the stable manifold of f(x*) transversely at x( and hence
at infinitely many other homoclinic points. (i>) The parallelogram R is
iterated forward to R, and in reverse to R2. The map from R2 to R, is
horseshoe-like.
3 j8 The Melnikov Junction 171
method is particularly interesting here because it can be applied to the Duffing

equation which appears, numerically, to have a chaotic, attracting set (see Figure
3.26).
Consider the planar differential equation
* = f0(x) (3.8.1)
which has a hyperbolic saddle point at x = 0 and assume there is a homoclinic

saddle connection, T, as shown in Figure 3.37. Now consider the product flow in
R2 x S1 defined by
x = f0(x), 0=1. (3.8.2)
The saddle point of (3.8.1) at x = 0 e R 2 becomes a periodic orbit y0 =

{(x, 0)e R2 x S1|x = 0 ,0 6 S1} of saddle type. Moreover, the unstable manifold of
y0, ^ “(Vo)» intersects the stable manifold, VT'ô), in the cylindrical surface
Figure 3.36 Chain of homoclinic tangles that can arise on a hyperbolic

periodic orbit.
Figure 3.37 Phase portrait for x = f0(x). The origin is a hyperbolic saddle
point and r is a homoclinic saddle connection.
r x S '< = R 2 x S 1. This behaviour is non-generic. In particular, the stable and

unstable manifolds of the corresponding fixed point of the Poincare map, P 0, of
(3.8.2) do not intersect transversely. The Melnikov method applies to small
perturbations of (3.8.2) of the form
x = f0(x) + £f!(x, 0); 6=1 (3.8.3)
with e e R + and f,(x, 6) = f,(x, 6 + In). For sufficiently small e, it follows from
Proposition 3.2.2 that (3.8.3) also has a hyperbolic periodic orbit, yt, close to y0.
However, the invariant manifolds, 1F“(ye) and IP fyJ, need not intersect to form
a cylinder (see Figure 3.38). The Melnikov function is related to the ‘distance’
between these two manifolds.
Let x0 e R2 be a point of the saddle connection T in the unperturbed system
(3.8.1). Take a perpendicular section L to the saddle connection at x0. We use
the point x0 and the section L in the 6 = 0o-plane, I #o, as follows. Consider the
perturbed system and the intersections of yt, Wu(yt) and WTyJ with This is
equivalent to studying the Poincare map Pe #o: I #o -* Zfo of the flow (3.8.3). P£„o
will have a hyperbolic saddle point, x*-9o, near to x = 0, with stable and unstable
manifolds, H/ “'5(x*flo) = W “'s(y£) n I #o, which are close to T on (see Figure 3.39).
The distance between lF u(yt) and W s(yt) on Z#o is calculated along L. Observe
that this distance will, in general, change with 0O, since e > 0 implies that the
curves ^ " ( x j , ) and IF^x*^) will be 0o-dependent. Obviously, for the special case
e = 0, the distance would be zero for all values of 60.
Of course, the manifolds 1F"'5(x*9o) may intersect L many times, however, on
Figure 3.38 The manifolds W^y,.)and W'(yt) for (a) r. = 0 and (b) e > 0.
3.8 The Melnikov Junction 173
each curve there will be a unique point of intersection A*’*, closest to x0 (see Figure
3.39). Let (x“-s(i; 0O, e), t), f eR , be the unique trajectory of (3.8.3) passing through
/!“•’ at t = 0o, i.e. A“-’ is the point xu'!(0o; ®o> £)6 ^«0- We then define the
time-dependent distance function,
Ae(t, 0O) = f0(x0(t - e0)) A [x“(i; 0O, e) - x5(t; 0O, e)], (3.8.4)
where x0(f) is the homoclinic trajectory of (3.8.1) with xo(0) = xo. In (3.8.4) the
wedge product is defined by a a b = aib2 —a2bl where a ,b e R 2 have Cartesian
coordinates (al( a2) and (bt, b2), respectively. It follows that A£(t, 0O) is |f0(x0(t —0O))|
times the component of the vector [x“(i;0 o, e) —x!(f;0o, e)] perpendicular to
f0(x0(t - 0O))- The latter vector is, of course, tangent to T at x0(i - 0„). Thus,
At(0o, 0o)/|fo(xo)l is the distance between M/U(y£) and H/,(yE) measured along L on
V
We can obtain a useful form for A£(0O,0 O) by studying (3.8.4) more closely. Let
x“(t; 0O, e) = x0(t - 0O) + exj (t, 0O) + 0(t:2) (3.8.5)
and
x’(t; 0O, e) = x0(t - 0O) + £xsi(t, 0O) + 0 (e2), (3.8.6)
where x“, x‘, are first variations with respect to e. Thus, (see Exercise 3.8.1)
x t % 0O) = Df0(x0(t - 0o))x“,s(t, 0O) + fj(x0(t - 0„), r). (3.8.7)

Now define
0o) = f0(x0(t - 0O)) a EXj,s(t, 0O), (3.8.8)
so that A£(t, 0O) in (3.8.4) can be written in the form
A.(f, 0O) = AJ(t, 90) - A£(i, 0O) + 0 (e2). (3.8.9)
Figure 3.39 The intersections of y£, lT“(y£) and VT!(y£) with I 0o for e = 0
and e > 0.
A V \xU )
W“(%)rMe„
W 'W n Z t.
IV'IxU)
We can obtain differential equations for A“ and A'. It can be shown that, since
* o (i-0 o ) = M xo( f - 0 o)).
A i(t, 0„) = e[Tr(Df0(xo(t - 6»o)))f0(x0(t - 0O» a x\(t, 60)
+ fo(x0(£ - eo)) A fi(x0(t - 0 O), t)]. (3.8.10)
The expression (3.8.10) is greatly simplified if f0 is a Hamiltonian vector field, as

it is for the Duffing equation, for then Tr(Dfo(x)) = 0 (see (1.9.21 and 24)) and
A“(t, 0„) = t f 0(*o (t ~ 0o)) a f^ X o it - 0O), t). (3.8.11)
Integration of (3.8.11) from £ = —oo to t = 0O gives
A£u(0o, 0 o) = fi I fo(xo( i - 0 o » A f j (x o( t - 0 o) ,£ )d /. (3.8.12)
Here we have noted that A“(—oo, 0O) = 0 because x0(—oo) = 0 = f0(0). A similar
calculation leads to
AK0o,0 o) = - * f0(x0(f - 0O)) a f,(x0(£ - 0O), t) dt. (3.8.13)
and therefore,
AE(0O)0o) = e j fo(xo( £ - 0 o))A f1(xo( £ - 0 o),£)d£ + O(e2). (3.8.14)

J- CD
Finally, we define the Melnikov function, M(0O), by
M(0O) = | f0(x0(t - 0«)) a ft(x„(£ - 0O), t) df, (3.8.15)
so that
At(0o,0 o) = eM(0o) + O(E2). (3.8.16)
Proposition 3.8.1 I f M (0O) has simple zeroes, then, for sufficiently small e > 0,
W/u(x*So) and H/ *(x*6o) intersect transversely for some 0O6 [ 0 ,2n). On the other
hand, if M(ff0) is bounded away from zero, then M/U(x*9())r'i VT’fx*^) = 0 for all 0„.
In allowing 0O to vary, we are effectively taking a fixed reference point x0 and

section L, perpendicular to f0(x0), in each section Eflo, 0oe [ 0 , 2n). By taking
£ sufficiently small, At(0o, 0O) is an arbitrarily small perturbation of eM(B0).
It follows that if eAf(0o) has a simple zero then so does A,(00,0 O). This means
that there is a value, 0 , of 0Oat which Ae(0o, 0O) changes sign, corresponding to
xu(0o;0 o, b) - xs(0o; 0o, e) reversing its orientation relative to f0(x0). Clearly
x“( 0 ; 0 , e) = x ’ ( 0 ; 0 , e) and, therefore, the manifolds lF“(x*e) and IFs(x*e) of
the fixed point x*e of the Poincare map Pe e intersect transversely on L near to
3.8 The Melnikov function 175
x0. Of course, all the Poincare maps P£9o, 80 e [ 0 , 2n), are topologically conjugate
(see Exercise (1.7.3)) and, consequently, !Pu(xJSo) and lP s(x*-#o) must intersect
transversely for all 0„ 6 [0, In) (although, obviously, not always near to x0 (see
Figure 3.40). Equally, if M(0O) is bounded away from zero, then, for sufficiently
Figure 3.40 The manifolds W“(yf and W’{yc) intersect in a homoclinic

trajectory that ultimately approaches yEas t oo. When Ae(0o, 90) has
simple zeroes, this trajectory passes through the section L x [0,2it) at
least twice. An impression of the nature of the homoclinic trajectory
can be gained by recalling that 0 = 2ji is to be identified with 0 = 0. Thus
the segment B0B, continues as B,B2 and C0C, as C,C2. The trajectory
itself is (J„sZ (B„_ ,B,)u(C„_ ,C„). It follows that corresponding pairs of
zeroes occur for any choice of x0e T. Moreover, if M(0O) is bounded away
from zero on [0,2 n), then it is so, independently of the choice of x0,
and no homoclinic points occur. For given 0o, the stable and unstable
manifolds of the fixed point x*0o of the Poincare map Pt 0o are obtained
by taking the corresponding section in this figure.
small e, so is At(0o, 0O). This, in turn, means that transverse homoclinic points do
not occur on L for any 0oe[O, 2ti). As Figure 3.40 shows, this conclusion does
not depend on the choice of x „ e r through which L passes. Hence, there are no
homoclinic points.
Example 3.8.1 Show that the Poincare map of the Duffing equation
x = y, y = x - x3 + e(a cos 8 —by), 0=1, (3.8.17)
a,b> 0, has transverse homoclinic points, for sufficiently small values of e, provided
a 4 cosh(?i/2)
(3.8.18)
b > 3(21/2)ti
Solution. When e = 0, (3.8.17) becomes

x = y, y = x -x \ 0=1, (3.8.19)
so that f0(x) = (y, x —x3)T. The differential equation x = f„(x) has a hyperbolic
saddle point at x = 0 and two further fixed points at x = ( + l ,0 ) T. It is a
Hamiltonian system with
tf(x,y) = ^ y 2 - x 2 + y j (3.8.20)
and the level set of H{x, y) = 0 consists of two homoclinic orbits, T f , and the saddle
point at x = 0 (see Figure 3.41). It can be shown (see Exercise 3.8.2) that the
trajectories passing through (x, y) = (+ (2li2), 0) at t = 0 are given by
(x± (f), y ± (t)) = (± (2 1/2)sechf, + (2 1,2)sech t tanh t). (3.8.21)
Figure 3.41 The phase portrait for the planar system x = f0(x), f0(x) =
(y, x - x’)T. Stable and unstable manifolds of saddle point x = 0 coincide
to form a pair of homoclinic orbits Fg. The level set H(x, y) = 0 is
r o- u { 0 } u r o+.
5.8 The Melnikov Junction 177
Comparison of (3.8.17) with (3.8.3) gives
f,(x, 0) = (0, a cos 0 —by)T, (3.8.22)
which satisfies f, (x, 0) = f,(x, 0 + 2k). It follows (from (3.8.15)) that the Melnikov
function for the homoclinic orbit To is
M(0O) = —2>'2J ° sech(t - 0O) tanh(t - 0o)[a cos(t)
+ 2 i,2b sech(t —0O) tanh(£ —0O)] di. (3.8.23)
The change of variable of integration f i—►

t —0O gives
M (0O) = - 21/2a I sech((r) tanh(r) cos(r + 0O) di

J - CO
—2b I sech2(t)tanh2(t)di. (3.8.24)

J - 00
The latter integral is easily evaluated, while the former can be simplified by writing
cos(t + 0„) = cos(t) cos(0O) - sin(t) sin(0o) and noting that
sech(t) tanh(t) cos(t) di = 0 (3.8.25)

i: )
because the integrand is an odd function of i. Thus,
4b
M(0o) = 21/2asin(0o) I sech(i) tanh(t) sin(i) di —y . (3.8.26)
■r
The integral occurring in (3.8.26) can be evaluated using the method of residues
(see Exercise 3.8.4)) and we finally obtain
Af(0O) = —~ + 21,2ira se c h f^ j sin(0o). (3.8.27)
Clearly, if (3.8.18) is satisfied M(0O) has simple zeroes and, by Proposition 3.8.1,
transverse homoclinic points must occur. On the other hand, if the reverse
inequality is satisfied, M(0O) is bounded away from zero and Proposition 3.8.1
implies that there are no homoclinic points. □
There is one remaining possibility for the system (3.8.17): namely that
4 cosh(?i/2)
3(21,z)
In this case, M(0O) has a double zero at 0O= 3n/2. This corresponds to lP“(x*i3lt/2)
and W',(x*3l/2) meeting tangentially rather than transversely. As before, the orbit
of such a homoclinic point under Pc,3„/2 consists entirely of tangential intersections
Figure 3.42 (After Ueda, in Guckenheimer & Holmes, 1983, p. 192.)

Stable and unstable manifolds for the Poincare map of the Duffing
equation (3.8.17) with eb = 0.25 and (a) ea = 0.11; (b) £« = 0.19; (c)
ca - 0.30. Observe the tangency of the stable and unstable manifolds in
(b).
y
Figure 3.43 (After Ueda, in Guckenheimer & Holmes, 1983, p. 90.) Comparison of the shape of the unstable manifold of the saddle point
and the attracting set for the Poincare map of the Duffing equation (3.8.17): when (a) ea = 0.40, eb = 0.25; (b) ea = 0.30, eb = 0.20.
- 1.0 x - 1.0
of m * :» « * ) and 1 H X[*3„(2). Moreover, since P e9o and Pe8i are topologically

conjugate for all 60 and d'0, these homoclinic tangencies occur in all P£,o. Ueda
(see Guckenheimer & Holmes, 1983, p. 192) has computed stable and unstable
manifolds for the hyperbolic saddle point of the Poincare map of (3.8.17) and
some of his results are reproduced in Figure 3.42. It is not difficult to verify that
the value of a/b at which homoclinic tangencies occur numerically (see Figure
3.42(b)), is in close agreement with (3.8.28).
The occurrence of homoclinic tangencies has important repercussions the details
of which are beyond the scope of this text. Newhouse (1979,1980) has shown that
if such a tangency occurs at x, for fe Diffr(R2), then there is an f e-Cr-close to f
for which tangencies also occur stably in a hyperbolic invariant set. This set lies
near to the orbit of Xj and is known as a wild hyperbolic set. f also has an infinite
number of stable periodic orbits - or ‘infinitely many sinks’ - as the title of
Newhouse’s original paper had it. We refer the reader to Guckenheimer & Holmes,
1983, pp. 331-40 for a more detailed description of these ideas. However, this kind
of behaviour may occur in Pt 9 for a/b near to the critical value (3.8.28).
As we have already noted (see Figure 3.26), numerical approximations to (3.8.17)
exhibit a complicated attracting set. Such a set appears even in the Euler
approximation and it is then not difficult to verify that a/b must exceed a critical
value before it appears. This suggests a connection between the attracting set and
the occurrence of homoclinic points. Indeed, the careful numerical work of Ueda
(in Guckenheimer & Holmes, 1983, p. 90) (see Figure 3.43) has led to the conjecture
that the attractor is the closure of the unstable manifold of the saddle point. While
this can be justified for a/b less than the value in (3.8.28) (Guckenheimer & Holmes,
1983, p. 91), the situation is more complicated when homoclinic points are present.
Exercises
3.1 Structural stability of linear systems
3.1.1 Consider a real, n x n matrix, A, with eigenvalues A,,. .. , l„ that are not necessarily
distinct. Let B, with eigenvalues /i,, ■■.,p„ be e-close to A in L(R"). The spectral
variation of B with respect to A is defined by
Sa(B) = max [min (|A, —gj)]. (E3.1)
1 i
(a) Assume that A can be diagonalised and show that
S*(B)<e.
(b) Suppose A cannot be diagonalised and show that
SA(B) <(«)**■
provided e*< 1/n.
(c) Deduce that {pt, .. .,/<„} -* {A,,. .. , 2„} as £ -►0 for any AeL(R").
3.1.2 Let SD(R") be the subset of structurally stable linear diffeomorphisms in L(R").
Show that a linear diffeomorphism is structurally stable if and only if it is
hyperbolic. Hence, or otherwise, show that SD(R") is open and dense in L(R").
Exercises 181
1.3 Let S be the subspace of L(R") defined by ■ l yt 0 or 1 >. Show that every
{G 3 h - 4
linear diffeomorphism in S is structurally stable within S but not within L(R2).
1.4 Consider the subspace, 0 (R 2), of L{R2) defined by {A|ATA = I, A eL (R 2)}. Show
that no element of 0(R 2) is structurally stable in L(R2).
3.2 Local structural stability

2.1 Let the vector field X(x)e Vec'(C), 1/ £ R" and open, have a hyperbolic fixed
point at x* = 0eU and suppose that X(x) is an s-C1-perturbation of X. Verify
Proposition 3.2.1 for the special case when X —X is (a) constant; (b) linear; (c)
0(|x|‘),* » 2 .
2.2 Find such that each of the following vector fields is e-C‘-close, on
U = {(0, r)|r < 2}, to f = r(l - r), 6 = 1;
(a) r = r(l + iy—r), 0 = 1;
(b) r = r(l —r + ijr2), 0 =1;
(c) r = (1 + rj)r(l —r), 0=1.
Verify that the flows (a)-(c) all have a hyperbolic periodic orbit near to r = 1 for
sufficiently small values of e.
2.3 Show that the non-trivial fixed point x* = (c//, a/b)J of the Volterra-Lotka vector
field
X(x) = ((fl —by)x, —(c —/x)y)T, (E3.2)
a, b ,c ,f> 0, is non-hyperbolic. Find a first integral for the system x = X(x) and
determine the topological type of x*.
Consider vector fields of the form X + X^ on a disc of radius R > |x*|, where:
(a ) X ,= M x ,-< 5 y)T;
(b) Xa= ( - 5 x 2,0)T.
Choose 5 in each case such that IX J, < e. If e is sufficiently small, show that
X + X, has a fixed point y* near to x* for both perturbations but that the
topological type of y* is the same as x* for (a), while it is different for (b). Explain
why this result is consistent with Proposition 3.2.1?
3.3 Flows on two-dimensional manifolds

3.1 All of the following vector fields are structurally unstable on R2. To which of
these examples does Theorem 3.3.1 apply? Use the theorem, where applicable, to
explain the nature of the instability. For the remaining examples construct
e-C 1-close systems to exhibit their structural instability in Vec'(^), where 2 is
the closed disc of radius 2 centred on the origin.
(a) r = —r(r —l)2, 0=1;
(b) r = r ( l - r ) , 0 = sin2(0);
(c) x = —2y(l —x2) + xB(x), y = 2x(l - y 2) + yB(y);
where B(x) = exp{-x2/(l —x2)} for |x| < 1 and =0 for |x| > 1.
3.2 The flows </>,: R2 -> R2 of the following systems give rise to flows on the torus
T2 = {{©!, 02))O < 0i, < 1} by taking mod 1 in both components of <pr Use
Peixoto’s Theorem to show that these toral flows are structurally unstable.
(a) x = sin(2itx), y = 0;
(b) x = 1, y = 2.
Illustrate these instabilities by giving topologically distinct systems which are
e- C 1-close for arbitrarily small e.
3.3.3 Consider the system on the cylinder C = {(0, r)|O ^0<2n, reR}, given by
—cos(2jtr), 0=1. (E3.3)

(1 + H
Show that it is structurally stable on every set S„={(0, r ) |- n < r < n } , n eZ +,
but that it is not structurally stable on C.
3.4 Anosov diffeomorphisms

3.4.1 Use Peixoto’s Theorem to show that none of the following diffeomorphisms
/ e Dili1(S1) are structurally stable:
(a) /(0) = (0 + a)m odl,aeQ ;
(b) /(0) = (0 + a) mod 1,a e R\Q;
(c) /(0) = (0 + sin2(2n0)) mod 1;
(d) /(0) = (0 + 1 + 0.1 sin2(2it0)) modi.
3.4.2 Show that all of the periodic points of an Anosov automorphism f: T" -+ T" are
hyperbolic. Let 0* be a periodic point of f of period qeZ +. Give expressions for
the stable and unstable manifolds of the periodic orbit containing 0*.
3.4.3 Let the Anosov automorphism f: T2 -* T2 have lift A: R2 -> R? given by (3.4.12).
Prove that f has periodic points of every prime period-^ by showing that there
exists xeR2 such that A’x —xeZ", where x does not represent a fixed point.
3.4.4 Let f and g be Anosov automorphisms of T" with lifts given by automorphisms
A, B: R" -+ R". Prove that A and B are similar matrices if f and g are differentiably
conjugate. Conversely, show that, if A, B are lifts of Anosov automorphisms f, g
and they are similar by a matrix C with integer entries and determinant +1, then
f and g are differentiably conjugate.
3.4.5 Show that the Anosov automorphism f induced by
has a saddle point at «(0), where n: R2 -> T2 is the map given in (3.4.2). Find the
equation of the séparatrices of A at 0 and show that they have irrational slope.
What are the implications of this on the torus? Show that the point on the torus
given by «(x*), where = Anosov auto(131,2~ l)/2(13li2), 1/131'2), is a transverse
homoclinic point. How does the Anosov automorphism considered in this question
differ from that given by (3.4.12)?
3.5 Horseshoe diffeomorphisms
3.5.1 The canonical example

3.5.1 Obtain explicit equations for the horseshoe map f: Q R2 on its restriction to
P0u P , e Q (see Figure 3.13). Verify that (x,y)H-»(/'1(x),/2(x,y)).
3.5.2 Let A be the Cantor set of the horseshoe diffeomorphism f as defined in (3.5.4).
Complete the proof of Proposition 3.5.1 by showing that A is invariant under
f~ '. Hence show that f(A) = A.
Exercises 183
3.5.3 Let g: S2 -* S2 be the globally extended horseshoe diffeomorphism. Prove that:

(a) P) 6 <_"’ is invariant rnider g and f) Qf,) is invariant under g“ 1;
iteN iieZ*
(b) f) e 1’ "' ( f) Q'"1) is the inset (outset) of A for g on Q.
ncN lt«Z *
3.5.4 Suppose g: Q R2 is the horseshoe map and take x0, with coordinates (x0, y0),
to be a point of Q\A. Let d = d(x0, A) = min {|x0 —x|} be the horizontal distance
(Jc.y)eA
from x0 to A. Find the maximum value, N(d), of n such that f"(x0)eQ.
3.5.2 Dynamics on symbol sequences

3.5.5 Let Ss be the set of all bi-infinite sequences on the m symbols S = {0,1....... m - 1}
and a: Ss -»Ss be the left shift a(<r)„ = <r„_, (see (3.5.7)). Prove that:
(a) a has periodic orbits of all periods as well as aperiodic orbits;
(b) there is a natural topology on £s for which the periodic points of a are dense
in
(c) there exist dense orbits of a on Xs.
3.5.6 Let a (fi) be the left (right) shift on the symbol sequence space X. Show that:
(a) a is a homeomorphism and a -1 = /1;
(b) a is topologically conjugate to /1.
3.5.7 Let a: Xs -♦ Xs be either a left or right shift on Xs, the space of symbol sequences
with S = {0,1,..., m —1}. Show that there are mqsequences a such that a*(o) =' a.
Let mk be the number ofperiod-fc points of a and K = {k\keZ+&k\q). Prove that
= (E3.5)
kef
for m, qeZ*. For m = 2, use this result to find the number of period-12 orbits.
3.5.3 Symbolic dynamics for the horseshoe difTeomorphism

3.5.8 Let f: Q -* R2 be the horseshoe map. Use (3.5.3) to prove that each vertical strip
of neN, can be described by a binary sequence of n-symbols.
3.5.9 Let (x, y)e A, the invariant Cantor set of the horseshoe map f: Q -> R2. Define
{a,}, {b,},“ , as follows.
(i) Consider the nested vertical strips given by fj Q* If x e ( 0 then a, = I
neN (Pi (+1
Fori>2,fl, = < if x lies to the < of the previous strip in the nesting.
(+ 1 (right
(ii) For the nested horizontal strips f) Q<"), define b, = < + * if >’e |^ ° and
nsZ* (-1 (6i
b,- = | + , i > 2, if y lies to the | ^ of the previous strip in the nesting.
( —1 (bottom
Show that each point (x, y) of A can be written in the form
2 E ajÿ, 2 , a„ b,= ±1.
Hence show that the subset of A in the quadrant x, y > 0 is homeomorphic, by

the five-fold magnification (x, y)i-> (5x - 2,5}’- 2), to the whole of A. What does
this imply about the structure of the set A?
3.5.10 Use the form for xe A given in Exercise 3.5.9 to find the coordinates in Q of the
fixed and period-2 points of the horseshoe map f: Q R2.
3.5.11 Let f:Q -»R2 be the horseshoe map. In the notation of §3.5.3, the set
i*
A'*1= D Q("' consists of 22* connected components, each one being a square
»=-(N-1)
region of side 2/5* lying within Q.
(a) Prove that (3.5.17) uniquely associates a symbol block <r(l,,= ..., <r„}
with each connected component, k(ct,*)) say, of A1*1. Locate k(o-<w>) for the
following symbol blocks aim:
(i) {11}; (ii) {11-00}; (iii) {010-101}.
(b) Let i}tw, = .. .,!)„} and v,m = ..., v„} be two symbol blocks
of length 2N. Explain how to choose a point xeA in k(i/(**) such that
f2N(x)e ic(v<N>). Hence show that there exist points in jc(r/<w>) whose orbit under
f2N visits every connected component of A1*1in any desired order.
(c) What restriction must be imposed on the elements of the sequence a if the
orbit of the point x = h(<r) e A is to remain in a particular component,
say, for k applications of f? What is the maximum number of connected
components that can be reached from k(o‘<w’) in k iterations of f?
(d) What aspect of the dynamics of f|A do the observations (a)-(c) reflect?
3.5.12 Recall that the horseshoe map f: Q - * R2 satisfies ( x, y ) ( / , ( x ) , / 2(x , >’) ) . Verify
this property for f| A by considering the left shift a: X -»X that is conjugate to f.
Show that /,: [ —1,1] -» R has a repelling invariant Cantor set.
3.5.13 The Baker’s transformation B: T2 -> T2 is defined by
x ,= 2 x m o d l, y, = ^(2x-x, +y)mod 1
for (xmodl, ymodlje T2 (Arnold and Avez, 1968, Appendix 7).
Describe the effect of this transformation on the rectangles P0 = [0, j) x [0,1)
and = [j, 1) x [0,1). Show that every point x e T2can be written in the form
x = h(<r)= pj
It — — 00
where <s= „ is a bi-infinite sequence of {0,1}. Use this result to show that
B(x)= f) B"(Pa(„,_), (E3.6)

*= - ao
where a: X -»X is the left shift.

Prove that h: X -» T2 is not one-to-one by finding h((T[) and h(<r2), where
o | = { 01 -0 } and ff2= { 10 0 } ( i and i indicate indefinite recurrence of the
symbol i to left and right, respectively). What is the general form of points xe T2
for which h fails to be injective? Given that these problem points can be disregarded
(see Arnold & Avez, 1968, p. 125), show that the non-wandering set of B is the
whole of T2.
3.6 Hyperbolic structure and basic sets

3.6.1 Let g: R2-» R2, given by g(x) = (gt(x), g2(x))T, x = (x,,x2)T, be a smooth map
and y: (-1 ,1 ) -* R2 be a smooth curve. Show that the tangents to the curves y
Exercises 185
and g-y at r = 0 are related by the equation

d(g-r) dy
= Dg(y(0))y- (E3.7)
dt l=0 dt i=o
where Dg(x) is the matrix of partial derivatives Illustrate this result
by finding the image under g(X(,x2) = (exp(x,+ x2),x,x2)T of the curves:

(a) x, = t, x2 = t cos t; (b) x, = t + t2, x2 = tan t.
Show that the curves (a) and (b) have a common tangent at x = 0. Verify that
the image curves under g also have a common tangent that is given by (E3.7).
6.2 Consider the representation of S' shown in Figure E3.1. Find the overlap map
hl2 between Ut and U2.
The norms R- on TUlXt and ||- on TU1Xl are compatible if
ML, = IID/i12(x2)»|l2. (E3.8)
(a) Prove that the Euclidean norms on t/, and U2 are not compatible.
(b) Find the norm on C/2\P 2 which is compatible by hl2 to the Euclidean norm
on Ut. Show that this norm cannot be extended continuously to the whole
of U2.
(c) Verify that, at each point xf of U,
 ,= 16ud/(4 + x (2 ) 2 ,

is a positive definite inner product on TUiXi. Show that the norms RvR, = (v, r>,
are compatible.
6.3 Let M be a differentiable manifold and x* be a fixed point of the diffeomorphism
t : M -* M. Let h: W a M V be a chart at x* and h(x*) = x*. Show that the
eigenvalues of the derivative DfhflT'Xx*) are independent of the choice of the
chart (U, h) at x*. What is the significance of this result in relation to the problem
of defining a hyperbolic fixed point on Ml
6.4 Show that the Anosov automorphism f: T2 -» T2 given by A: R2 -♦ R2, where
A= ^j ^.satisfies the hyperbolicity conditions (3.6.9 and 3.6.10) at each point
of fi= T 2.
Figure E3.1 Stereographic projection from (S‘\P2)~* Ut and

(S'XP,)-» U2 provides an atlas for the unit circle S' c R2.
3.6.5 Consider the diffeomorphisms g,, g2: S1 -> S2 defined in Figure E3.2. Outline
arguments to show that g,-, i = 1,2, has an invariant Cantor set A, £ Q such that
gilAj is conjugate to a shift on m(i>symbols, where m(l) = 3 and m(2) = 4. What
are the basic sets of g, and g2? For both maps, draw schematic diagrams illustrating
the dynamics of the wandering points. Is g, | At conjugate to g2|A2?
3.6.6 Find which of the following diffeomorphisms of the torus T 2 satisfy the
hypotheses of Theorem 3.6.1 and describe their basic sets:
/3 4
(a) f,(«(x)) = «(Ax), A = l 5
Figure E3.2 The restrictions of g! and g2 to the capped square Q' are
shown in (a) and (6), respectively. On each component of Qf0’, i = 1, 2,
g; is assumed to be linear. The map g, is a contracting diffeomorphism
on both F, and G, with hyperbolic fixed points P, e f j = gi(F,)
and f>2eG', = g1(G1). Observe that G2 = g2(G2) c F2 and g2|F 2 is a
contracting diffeomorphism with hyperbolic fixed point P3e F’t = g2(F2).
On S2\Q\ both g, and g2 have a single repelling hyperbolic fixed point
P0. It may be assumed that Theorem 3.6.1 applies to both g, and g2.
W gi
A Q D
(h) g2
Exercises 187
(b ) f2(*(x)) = j i ( x + b), b =
/ sin(27tx)'\
(c) f3(>t(x)) = n(<p,(x)), where <p, is the time-one map of the system
\sin(2xy)/
6.7 Obtain the Henon attractor using a microcomputer to plot the iterates of the map
x, = y - 1.4x2 + 1, yi=0.3x, (E3.9)
with initial value (1,0). Choose x and y scales such that the square Q =
{(x, y)||x|< 1, |y| < 1} fills a large portion of the screen. Observe the braided
nature of the attractor by magnification and shifts of the origin.
3.7 Homoclinic points

7.1 Use the explicit form of the horseshoe map f: Q -* R2 on P0u P i (see Exercise
3.5.1) to locate the fixed points of f and their stable and unstable manifolds. Show
that there exist transverse homoclinic points at (x, y) = (— - i ) and (£, i). Hence
obtain Figure 3.31. Show that any homoclinic point xf of a periodic orbit on A
is itself an element of A.
7.2 Let f: M -» M satisfy the requirements of Theorem 3.7.1, i.e. f is a Kupka-Smale
diffeomorphism with a transverse homoclinic point associated with one of its
_ p~1
periodic points. Show that Â = (J P(A) is a Cantor set such that f(Â) = Â.
7.3 Find the eigenvalues of the linearisation of (3.7.1) at the fixed point (x, y) = (1,0)
and verify that both are positive for ic > 0. Show that the eigendirections are given
by y = {—k±[k(k + 4)],/2} (x- l)/2. For <c= 1.5 take an interval of approximate
length 0.0001 containing 100 points on the appropriate branch of the unstable
manifold of the saddle fixed point. Plot 15 iterates of each point under (3.7.1)
to obtain a numerical approximation to the unstable manifold at (1,0). Use the
inverse map (3.7.4) to complete the homoclinic tangle shown in Figure 3.33.
Modify the program to exhibit the image of each successive iteration of the interval
separately. Observe the repeated stretching and folding around the origin.
7.4 Use the program developed in Exercise 3.7.3 to study how the extent of the
homoclinic tangle depends on k. Plot the tangle for k = 0.4,0.8,1.2,1.6 and 2.0.
Comment on your results.
7.5 Show that the derivative map of (3.7.1) has unit determinant for all (x, y)eR2.
Given that there exists a linear conjugacy between (3.7.1) and (1.9.40), find a
relation between k and a. Modify the program used in Exercise 1.9.9 to generate
orbit plots for (3.7.1) corresponding to Figures 1.38 and 1.39.
7.6 Let y(t), t e l e R, define a closed curve, y, in the plane oriented with increasing
i. Suppose that r(s), s 6 J e R, defines a segment of a planar curve, T, that intersects
y transversely. Assume that the point of intersection is given by x0 = y(0) = T(0)
and that T(s) lies inside y for s > 0. Verify that y(0) a T(0) determines the
orientation of y.
Let f: R2 -» R2 be a diffeomorphism and show that
(f-'y)(0) a (f.'r)(0) = Det Df(x„)[y(0) a T(0)] (E3.10)
gives the orientation of f-y.
3.7.7 Let f: Q -* R2 be the horseshoe map and x* be a periodic point of period q > 1,
on the invariant Cantor set A. Use symbolic dynamics to construct a point xf of
A which is homoclinic to the periodic orbit containing x* (cf. Figure 3.35). Can
the transverse nature of the homoclinic point be detected by the symbolic
dynamics?
3.8 The Melnikov function

3.8.1 Consider the solutions of
x = f0(x) + £f1(x,t) (E3.ll)
given by (3.8.5) and (3.8.6). Obtain (3.8.7) by substitution and comparison of
order t terms. Hence deduce (3.8.10).
3.8.2 Show that 7/(x, y) = ^(y2 - x 2 + fx4) is a Hamiltonian for the system x = y,
y = x - x3 and verify that the level set H = 0 consists of a saddle point at x = 0
and two homoclinic orbits Tq and r 0 given by
(x^t), y±(t)) = (± 2 I/2 sech(t), + 21/2 sech(r) tanh(t)).
3.8.3 If the system
x = f0(x) + Ef1(x,i), (E3.12)
where f, has period 2/t/co, has a homoclinic orbit x0(t), for £ = 0, then the
corresponding Melnikov function is
M(0„) = M*o(0) Afi(xo(i),i + 0o)di, (E3.13)
0oe[O,2n/(o). Use r„ obtained in Exercise 3.8.2 to find a Melnikov function for

the system
x = y, y = x - x3 + £ cos(tof). (E3.14)
+OO
3.8.4
3.8.5
i —oo
sech(i) tanh(r) sin(tot) di = itco sech(jtro/2) by using contour inte-
gration on a rectangle in C with vertices at (+ R, 0), (± R, in) and letting R-> oo.
The Melnikov function given in (3.8.15) can also be used to indicate the separation
of stable and unstable manifolds of two different saddle points in a Hamiltonian
system (the so-called heteroclinic case). Show that the saddle connections, ,
between the fixed points (—Jt, 0) and (it, 0) of the system
x = y, y= —sin(x) + c(a —by) (E3.15)
with £ = 0, are given by
, (*o(t)> F'o(f)) = ( ± 2 arctan(sinh(f)), ± 2 sech(t)).
Calculate the Melnikov function for (E3.15) along these orbits and show that
M(0o) = + 2ax —8b, (E3.16)
for To , To, respectively. Explain why M(60) is constant.
Exercises 189
The Sine-Gordon equation

i = y, 9 = —sin(x) + e(a cos(wt) - hy), (E3.17)
a,b> 0, with e = 0, has saddle connection orbits, T f , between fixed points at
(+7i, 0). Calculate the Melnikov function for (E3.17) along Tq and show that it
can be written in the form
m ) = l f TunmcosW
(E3.18)
to ( cosh(nco/2)
Describe the regions of the (a, b)-p!ane for which transverse heteroclinic points
occur.
HINTS FOR EXERCISES
Chapter 1
1.1.1 W, = {exp(ix)|a < x < b}, W2 —{exp(ix)|c < x <d} such that IF, u VP2 = S',
(b —a),(d —c)< 2n. C”-overlap maps.
1.1.2 l y f - h '1= (hi -hJ" l)(h4-f*h“1)(hJ-h“1). Composition of two C*-maps is C* and
overlap maps h^-hj 1 and ly h “1 are C* since r'ak. Differentiability of f is
independent of charts.
1.1.3 (a) Pick open subsets A, B, C, D of R2 such that {/t(/t), /t(C), n(D)) is an
open covering of T2and restrictions of it to A, B, C, D are homeomorphisms.
(b) W, - S 2\N, N the north pole; W2 = S2\S, S the south pole, h,(h2) is the
stereographic projection from N(S) poles. Overlap map (r, <p)t—► (4/r, <p),r ^ 0.
1.2.1 Arnold, 1973, pp. 163-5.
1.2.2 (a) yes; (b) no; (c) circle map not homeomorphism.
1.2.3 Fixed points x = 0, all other points period-2.
1.2.4 Plot y= ]\x).
1.2.5 / an orientation-reversing homeomorphism on R implies it is strictly decreasing.
7(x+ 1) = f(x) - 1 as in proof of Proposition 1.2.1. Fixed points of / only at
intersection of y =f(x) with y = x and y = x + 1 (see Proposition 1.2.2).
1.3.1 Definition 1.3.1 implies ip, is C1 for all feR. <p,~1=ip-,-
1.3.4 X(x) = x - x 2.
1.3.5 (a)x = x3; (b)x = x, y = y2.
1.4.1 Minimal: (a) S'; (b) {x, Rw,(x),. . . , RJ,"‘(x)}, x eS 1.
General: (a) S1; (b) S = C/uRp/,(C/)u- • • R ^'ff/), U ^ S ', closed.
1.4.2 (a) Show fic is open.
1.4.5 Séparatrices connecting n = l, 2, 3, 4 saddle points enclosing unstable focus.
Consider Hamiltonian system with desired saddle connection and introduce
dissipation in the region bounded by the séparatrices, e.g.x = —2y{ 1 - x2) + /jxB(x ),
ÿ = 2x(l —y2) + fiyB(y), fi > 0,
exp[ —x2/(l —x2)], |x |< l
0 1x15=1.
Hints for exercises 395
1.4.6 Polar coordinates in the x, x-plane give
dr/dfl = -t:r sin2 0(1 - r1 cos2 0) + 0(e2); r(0)- r(2/t) = -ctir^l - —^ + 0(c2).
Construct positively invariant set containing no fixed points.
1.5.1 (i) Similar construction to Example 1.5.1 for topological conjugacy with reference
intervals [1,2] for / and [1,8] for g.
1.5.4 Conjugacy preserves fixed points.
1.5.5 Use Proposition 1.2.2. Plot y = / 2(x). Conjugacy preserves periodic points.
1.5.6 Use (1.5.11).
1.5.7 Differentiate (1.5.11) and set x = 0.
1.5.8 If x* periodic with period-q, p(f) - 1 Lim(/I,,(x*) - x*)/nq Imod 1.
\«-* CO /
1.6.3 Consider separatrix of the saddle which is of opposite stability to that of the node.
1.6.4 Consider the lifted flow <j>,(x, y) = (x + i, y + at) on R2. Periodic orbits are given
by <Pt(x>y) = (x + m, y + n), TÔ, m, neZ.
1.6.5 Recall that ( i p x ^),(x,y) = (q>,(x),^,(y)), x e M , ys N. Consider the lifted flows
q>,(x) = x + i, q>',(x) = x + 21/2t, I£,(x) = <A,'(x) = q>,{x).
1.6.6 Arrowsmith & Place, 1982, §2.3.
1.7.1 <p,(x) = xe/[xe - x + 1].
1.7.2 Fixed point x* must lie in I but X(x*) = 0.
1.7.3 Show that P2(q>to(x)) = q>t(i(P,(x)), xeS,.
1.7.4 Cylinder. Two limit cycles: stable x = 0; unstable x = 1.
1.7.5 (a) Möbius band; (b) Klein bottle.
1.8.2 x(f) = C exp(f - cos t).
1.8.4 IfQ(t) is a fundamental matrix so is Q(t + T)andQ(t) = Q(t + 7’)Q"l(t0+ T)Q(t0).
All P8o are conjugate.
/exp(>.,x) 0
1.8.5 (a) <p(!,t0) = , T= t - t 0;
\ 0 exp(A2t)/
^ -e x p f-tA
(b) x(t)= _
V,2exp(t) - 1/
1.8.7 Use polar coordinates. Null solution is stable.
cos t
1.8.8 x(t) =
,sin t ' siuV
cos l) (\- s m
0 t,'
1.9.1 Sketch level curves of //(x ,,x 2).
1.9.3 The generic case has non-zero eigenvalues.
1.9.4 Hamilton’s equations in plane polars are i- = i~' dH/cOJ)= - r " 1dH/dr. Examine
extrema of H as a function of r for various fixed values of 0.
d(r,0) 2 fl(T,0)
(|) ---------= _ ; (h ) ---------
1.9.5
S(x,y) r o(x, >■)
396 Hints for exercises
1.9.6 A= f °V B = C = 0, D = ( ' b , a and/or b ï 0.

Vo i j Vo 1
SH 5H ox oy
1.9.7 If x = — and y = ------ then — = —
dy dx dx dy
1.9.8 S' is symplectic to order |/{.
Chapter 2
2 . 1.1 If the Jordan form of L is not diagonal examine the powers of blocks of the form
/.I + N, JVy = &,j. ,. Observe (N % = 8Q . k, U k n - 1, N" = 0.
2. 1.2 (a) p = max{|J.,|........|x,|}, (b) Pick N > 3 such that p = JV,/W|A| < 1.
3 + 51,2\
2.1.3 (i) A|E": - — lu, orientation-preserving expansion;
3 —5 1,r .
A |P : v h v, orientation-preserving contraction;
(ii) A |£ u: mi—» (1 + 2 l,2)u, orientation-preserving expansion;

A|E*: !)!-*( 1 - 2 i ,2)d, orientation-reversing contraction.
/-1 -i o\
2.1.4 Real Jordan form of A is | 0 . A|£* is a rotational contraction.
\ 0 0 2/
2 . 1.6 x = Ax is linearly conjugate to y = Ay, A = Show that y i = Xiyi is
topologically conjugate to z, = sign(A,)Zj, i = 1, 2, 3, and use Exercise 1.6.5.
2.1.7 Use Theorem 2.1.2.
2.1.8 dim £* + dim £ ” = n and restrictions to Es and £ “ may be orientation-preserving

or -reversing.
2 .2.1 (a) Df(0,0) = , saddle-type with reflection;
(b) Df(0,0) = , expansion with reflection.
/0 1\
2 .2.2 D y,(0) = exp(DX(0)) = expl I has eigenvalues cosh (l)± sin h (l). Show that
where <pis the flow of x = y, y = x —x2. Obtain H/ ^(0)ri W'JjO)

from a first integral.
2.2.3 If f*(x) = y then f*| U and P \ V are conjugate by f\
2.2.4 If y e IT’ff'fx*)) then L im f ,+ ‘(y) = P +*(x*), k = 0 , . . . , q — l. No, construct
* «-*00
counterexample:
(a) for period-1, consider in Figure 1.16, let f =</>, and observe y e A $ W^}U(P0)
but P0 <= LJy) ;
(b) for period-ij > 1, construct periodic orbit in similar manner to Exercise 2.2.5.
2.2.5 Vector field is symmetric under clockwise rotation by n/2. A fixed point x* of </>,,
with topological type given by Dy,(x*) = exp(DX(x*)), becomes a periodic point
off = i>1-R .,/2.
2.2.6 Let x, = <pjx0) and define SJ, = Use (low box coordinates to prove
P^: So and P„:S0 -*S0 are C'-conjugate and result then follows from
Exercise 1.7.3.
2.2.7 Introduce cylindrical polar coordinates and recognise closed orbit for
r = (xf + = 1, z = x3 = 0. The Poincare map <p2„ defined on the plane
0 = constant has a fixed point at (r, z) = ( 1,0). Hyperbolicity follows from
D</>2*(L0) = exp(DX(l, 0)) and Hartman’s Theorem.
2.3.1 (i) Solve quadratic for y and expand square root.
(ii) Use (i) to obtain y, and substitute into expansion for (I + y,)~'.
2.3.4 Let h2(y) = ( + a 23’i.V2 + write down LAh2(y) and show that a, and
\biy2t +b2yiy2 + b3yl/
bit i = 1, 2, 3, can be chosen such that LAh2(y) = X2(y). Find at = a2= a3 = bl =
b2 = 1, b3 = 0.
2.3.5 Use resonance condition to show that is the only resonant term.
2.3.6 Use resonance condition and <jA, + pk2 = 0.

A,x, + cx2\
2.3.7 Use resonance condition. Normal form when A, = mX2, m> 2,
. ^2*2 )
2.3.8 Matrix representing LAis triangular with repeated eigenvalue A. Since A, = A2 = A,
A„ ,■= Afor all m, i.
2.3.9 Use basis
Hr.
2.4.1 (1) ad —b e ^ 0; (2) ad —b e = 0, a + d ^ 0; (3) ad —b e = a + d = 0, a1 + b 2 + c2 +
d1 ^ 0. cod{S,) = 0; cod(S2) = 1; cod(S3) = 2. Linear vector fields satisfying (2.4.1)
and (2.4.3) have codimension 1 and 2, respectively.
2.4.3 (i) A = {(b+f), B = c, C = 0,D = e/2, £ = / , F = 0\a = a + ^, P = d.

(ii) A = %(b + /) , B = c, C = 0, D = -a , E = /, F = 0; y = d, S = e + 2a.
2.4.4 c = b, d = 2a.
2.4.5 Consider the types of Jordan block which give rise to non-hyperbolic linear
systems. Show that each type of block satisfies a resonance condition for all r > 2.
2.5.2 Observe that c > 0 implies f(x) > (< ) —x for x sufficiently small and positive
(negative).
2.5.3 Use (2.5.8) for complex form with n = 2. Observe that /„ , = 0 for m2 = 0 implies
no z-dependent terms arise. Alternatively, use (2.5.8) with n = 1 and a single
(complex) variable z (see Exercise 2.5.2). Note A,+ 1= A.
2.5.4 a = exp(3ia)/[l - exp(4ia)]. Note exp(4ia) £ 1 for a £ 2np/q, q = 1, 2, 3, 4.
-Tt/2
2 .6.1 has eigenvalues + i but
0 )■
2 .6.2 Note:
(i) if AB = BA then exp(A + B) = exp(A) exp(B);
(ii) N" = 0.
2.6.3 Let S_1MS = J, find InJ from Exercises 2.6.1 and 2. exp(lnJ) = J implies
L = Sln JS~'.
Alternative implies state transition matrix (itself a particular fundamental
matrix) ip(t, 0) = U(t) exp(Ct), make change of variable x = U(i)y and show that
y = Cy. Thus alternative implies Theorem 2.6.1 with A = C and B(i) = U(r).
Theorem 2.6.1 implies x = A(f)x has solutions x(t) = B(f) exp(At)y0 = </>(£, 0)xo =
Q(i)Q " 1(0)x„ for any fundamental matrix Q(t). Let y0 = Q ' ' (0)xo to obtain the
statement given in the question and y0 = x0 for B(t) = <p(t, 0) exp( - At).
2.6.4 If Jc is a Jordan block corresponding to a complex eigenvalue 22 of M2 then the
complex linear transformation that reduces Jc to the real Jordan form J R,
transforms In Jc into a real matrix, i.e. J K has a real logarithm.
If P = <p(2iz. 0) then P2 = </>(4it, 0) = exp(4nA), for real A, by the first part of
the question. Show that B(t) = <p(t,0)exp(- At) is 4tt-periodic in t.
2.6.5 Q(t) = (x+ ■x_), v(t,0) = Q(t)Q(0)-',
„ /cosh2tt sinh2tt\ f /0 l\]
* ” ■ (« 1 . oj}'
2 .6.8 (a) z|z|2, z|z|4; (b) z|z|2, z|z|4, z4 exp(2it).
2.6.9 For A, = 0, i = 1, 2, (2.6.14) implies resonance only if v = 0, i.e. all time-dependent
0 O'
2.7.1 A|ECgiven by(a)(jj J );(b )(J J); (c) . (b) gives unbounded motion.
.0 0.
2.7.2 Decompose R" into the direct sum P © Ec 0 E“ and consider restrictions of
exp(At) to £‘ and £“.
2.7.3 C®, unstable.
2.7.4 No, origin is hyperbolic node. Maximum differentiability given by [h/a].
2.7.5 «2j = 0, a3j = 0, a4j= - 4 \ a5j = 0, a6j-= 2(6, +')(1 - ( j f “ ); f aî1 converges
for i = 4 if fi<$ and for i = 6 if ft <i. J~°
2.7.6 For C 540 centre manifold is non-analytic.
SO
2.7.7 Assume centre manifold given by y= £ tijx' and show that a0 = a ,= 0 ;

1=0
«21 = (* -•)!. a2l4i= 0,k> \. Hence y has zero radius of convergence.
2.7.8 Assume centre manifold Ec of the form y = a0 + alx + a2x2+ 0(x3). Show that
d0 = a, = 0, a2= 1. Consider restriction of system to Ec.
2.7.9 Assume centre manifold of the form x = c0 + c,y + c2y1 + 0(y3) and show that
c0 = c, =0, c2= -a .
2.7.10 r = 1, linearise; r > 1, assume £ ' of the form y = a1x1+ 0(x3).
2.7.11
2.8.1 Polar blowing-up gives: (i) saddles at 0 = 0, n, r> (<) 0 for r > 0 and 0 = 0 (n);
(ii) 0 = 0 unstable node, 0 = it stable node.
2.8.2 Singularities on r = 0 circle are; (a) 0 = 0 unstable node, 0 = Jt/4 saddle, 0 = ji/2
unstable node, 0 = n stable node, 0 = 5ji/4 saddle, 0 = 3/t/2 stable node; (b) 0 = 0
unstable node, 0 = ji/4, ji/2 saddles, 0 = it stable node, 0 = 5ji/4, 3ji/2 saddles.
2.8.3 Repeated blowing-up along positive y-axis gives further saddle-node singularities.
2.8.4 Division by |«|* and |u|* is necessary to prevent orientation reversal.
2.8.5 Positive x-blow-up, unstable node; negative x-blow-up, stable node. (cf. Exercise
2.8.1 with a - - 1 , b = 2.)
2.8.6 (a) Do polar blow-up, investigate resulting singularities at 0 = Jt/2, 3ji/2 with
further polar blow-ups. Obtain non-hyperbolic saddle.
(b) Polar blow-up gives six hyperbolic singularities. Obtain ‘monkey’ saddle.
Note that the unfoldings of the vector fields considered in this question appear
in Section 5.6 (see (5.6.2) (q = 2) and (5.6.14) (q = 3)). The reader may like to
confirm that the underlying singularity for q = 5 (see (5.6.34) and (5.6.35)) is a
focus, while q = 4 (see (5.6.21)) admits a variety of singularity types.
Chapter 3
3.1.1 Recall:
(i) the spectral radius, p(A), of A is the maximum of the absolute values of the
eigenvalues of A; (ii) the spectral norm, u(A), of A is the positive square root of the
largest eigenvalue of ATA; (iii) p(A) ^ <r(A); (iv) <r(A) ^ ||A||, where HAH = £ |ay|.
0
(a) Let M 'AM = D, D = [2,i5y]. Consider det(M" 'BM —pi), with p an
eigenvalue of B that is not equal to 2, for any i = l , . . . , n , and show
that d(D” 'C |)> 1 , where D,, = D —pi and C, = M _1CM. Observe
maxQAi-pl"1] ^ “1 implies min[|2, - p|] c.
I i
(b) Let M "‘AM = D + T, T = [tf,], t,j = | ^ *+ *. Proceed as in (a) and

(lorO ; = i + l
It ~ 1 A
note that (I + D ;'T ) ' 1= I + ^ (-1)*D;*T\ <r(T)=l, ^ x"<nx" for

»=i
x > 1.
(c) Observe similar results follow for SB(A).
3.1.2 Hyperbolic implies structurally stable: use Exercise 3.1.1. Structural stability
implies hyperbolic: observe a Jordan block J associated with an eigenvalue 2 of
absolute value unity satisfies |Jkx| = |x| for all k e l* if x lies in the eigenspace of
2. The block (1 - <5)J, 5 > 0, can be made arbitrarily close to J but |J*x| -»0 as
k oo for all x. Density: note that, if A is non-hyperbolic with eigenvalues 2,-,
then A + 51 has eigenvalues 2, + 5.
3.1.3 A structurally stable in S: let A, BeS be c-close and apply Theorem 2.1.3 in the
subspaces on which the restriction of A and B is not the identity. Hence construct
a conjugacy for A and B. A is not structurally stable in L(R2): consider
3.1.4 Show that A eO (R2) is a rotation so that every circle, centre x = 0, is invariant
under A. Observe B = (1 - c)A,e > 0 , has no invariant circles. Prove that conjugacy
preserves invariant circles.
3.2.1 (a) Use the Implicit Function Theorem and Exercise 3.1.1
(b) Use Exercise 3.1.1.
(c) DX(0) = DX(0).
3.2.2 (a) |r;l < e/4; (b) |f)| <f./32; (c) h/| <f./13. Use D<p2„(r0) = exp(2rcDA'r(r0)) (see
Exercise 2.2.2), where X r = r and Xr(r0) = 0.
3.2.3 (a) |<5| < e/(2 + R); (b) |i| < e/(R2 + 2R). The fixed point x* is not hyperbolic.
3.3.1 Theorem 3.3.1 is:
(a) applicable, non-hyperbolic closed orbit;
(b) applicable, non-hyperbolic fixed point at (x, y) = (1,0);
(c) not applicable, use perturbation (<5B( y),0), <5e R.
3.3.2 (a) Theorem 3.3.3(i) fails; (b) Theorem 3.3.3(iii) fails.
x = sin(2ttx), v = <5sin(2ny) ) . i(a)for|<5| < e/(1 + 2n)
> is e-C -close to <
x = 1, v = 2 + 5 sin [2 n (y -2 x )]J T(b) for |<5| < s/( 1 + 6x).
3.3.3 Apply Theorem 3.3.1 to S„. The r C ’-close perturbation given by r = e +

[r cos(2xr)/(l + r2)], 6 = 1 has no limit cycles for |r| > 1/e.
3.4.1 Use appropriate lifts to examine fixed and periodic points of / .
(a) infinite number of periodic points implies non-wandering set not finite.
(b) no fixed points but every orbit is dense therefore non-wandering set does not
consist of fixed and periodic points.
(c) four fixed points on S’ but none are hyperbolic.
(d) non-hyperbolic period-2 points.
3.4.2 Recall that n: R2 -> T1 is a local diffeomorphism and differentiate irif’fx)) = f ’(it(x))
with respect to x to show that Tf’fBfx)) (see §3.6) and DT’(x) are conjugate.
DUIx) = A*, for all x, and A’ is hyperbolic. H/!-u(f(7t(x*)) = jt(A'x* + £*•"), where
q~1
P(E ") are the stable (unstable) eigenspaces of A. W' u = y tFs’"(f (ji(x*)).
i=0
3.4.3 Observe that Jt(x*), where x* = (A’ - l ) “ ’p, p e l 2, is a periodic point of f of

period at most q. Verify that, when A is given by (3.4.12), |Det(A’ —1)|, q > 2, is
an integer greater than unity, hence show that (A’ —1)” 1 has at least one element
that belongs to Q2\ l 2. When q is prime deduce that f has a period-q point.
3.4.4 Differentiable conjugacy of f, g by h implies (h(f(x))) = (g(h(x))) + k where k e Z ”
and • denotes a lift of •. Differentiate with respect to x and set x = 0. Conditions
on C mean it is a lift of a diffeomorphism, h, say, on T \ CAx = BCx implies
h(F(x)) = g(h(x)); take projection b and show h(f(0)) = g(h(0)), where 0 = n(x).
3.4.5 y = ((1 ± 13l,2)/6).x. Irrational slope implies stable and unstable manifolds of fixed
point at x = 0 wind densely around the torus without closing. Homoclinic point
is given by the intersection of y = (l + 131,2)x/6 and y = (1 — 131,2)(x — l)/6.
Restriction of A to its stable manifold is orientation-reversing while for (3.4.12)

it is orientation-preserving.
3.5.1 f | Pa: (x, >>)i—►
(—5x —2, ->/5 + 2/5);
y)r-*{5x-2, >/5-2/5).
3.5.3 (a) Note g|(7 = f; use (3.5.3) and (3.5.1).
(b) Explicit form of f given in Exercise 3.5.1 shows x-component of f(x, y),
(x, >) e P0u P| , is independent of >. Let x e (") Q1 ”l and x'e A have the same
neN
x-coordinate, show that |F(x) —f"(x')| -> 0 as n -* oo. Eliminate xeQ\(~) Q’- "1.
neN
Similarly, for xe f) QM using f~‘ in place of f.

neZ f
3.5.4 N(d) = [ln(2/d)/ln 5].

3.5.5 Cf Propositions 3.5.3-5.
3.5.6 (b) Consider h: 1 -* I defined by Ai(ct)„ =
3.5.7 Observe that if <&(o) = <r then a is periodic with period-q' where q'\q. 335 period-12
orbits.
3.5.9 A is repeated within itself on all scales.
3.5.10 Fixed points: (-1/3,1/3), (1/2, -1/2).
Period-2 points: (4/13,6/13), (-6/13, -4/13).
i
3.5.11 (a) Verify for p) g"(P ) and use induction. Exercise 3.5.9 gives:
«=o
(i) square of side 2/5, centre (x, y) = (2/5, - 2/5);
(ii) square of side 2/5\ centre (x, >) = ( - 8/25, —12/25);
(iii) square of side 2/53, centre (x, >) = (38/125,38/125).
(b) CT= {. . . . . ., v,y, >/—
((¥_)(, - - -, r/o'ffl........l/if" • • •}■
(c) Central block of 2N symbols must be preserved for k shifts of binary point to
the left, i.e.
a = {... i , ..., i, i , . .. , i • i , ..., i , ...}, i = {0,1}.
k N N
Maximum number of blocks that can be reached in k-iterations is 2k.
(d) ‘Chaotic’ motion.
3.5.12 Note that if (x, y)eA is given by h(<r), then x is determined by the part of
<r lying to the left of the binary point. If A, denotes the invariant Cantor
set of / „ then show that (x) —/,(x')| = 5|x —x'| for any xs A,, x' i/A ,, i.e. / ,
is locally repelling at each point of
3.5.13 Show that o{ and o2 both represent the point (j, 0). The map h fails to be injective
at points corresponding to the dyadic fractions (mJT', m2/2"1), mf, n,eZ +, i= 1,2
(see Arnold & Avez, 1968, p. 125). If these points are disregarded, the symbolic
dynamics can be used to show that the periodic orbits are dense in T2.
3.6.1 y(0) = (1, l)T; (g;y)(0) = (2,0)T.
3.6.2 Overlap map hl2(x,) = 4/xt. (b) For veTU2x!( = R), l|r||X) = 4|t>|/x| on U2\P2,
where |-| is the Euclidean norm of •.
3.6.3 Let (l/j, h,), i = 1, 2, be overlapping charts and assume that h12 = h2h," Ul -*U2
is C*. Show that D(h,fh, ')(hj(x)) and D(h2flt2 ‘)(h2(x)) are similar. If f(x*) = x*
the eigenvalues of the tangent map Tfx. can be unambiguously defined to be those
of its local representatives. This means that a fixed point on M is hyperbolic if
all its local representatives are hyperbolic in the sense of Definition 2.2.1.
3.6.4 Chart T2 with n and define || 7TJ(v0)|| = |Df”(x)v,|, v ,e TT2
, and v,= Tn~'v,. A
has eigenvalues X, = (3 + 51,2)/2, X2 = (3 —51,2)/2. Take /i = |A,|~1= |A2|, C = 2
and c = {.
3.6.6 (a) f, is an Anosov automorphism; Theorem 3.6.1 applies; T1 connected implies
there is only one basic set 0, = T2.
(b) f2 has no periodic points but il= T 2 (note f2"(x, y) = (x, y + 2n(3',2|)mod 1,
neZ ); Theorem 3.6.1 is not satisfied.
(c) Four hyperbolic fixed points, Pu ...,P i -, Theorem 3.6.1 applies; il =
{p 1)p 2)p 3, / ,4-
3.7.2 Recall: a Cantor set is a closed, uncountable set with empty interior such that
every point is an accumulation point.
3.7.5 k = 4 sin2(a/2).
3.7.6 Note (f-T)(0) points into the image of y under f and Au a Av = Det(A)(u a v).
3.7.7 x* = h(u*), <t* = (... jo2’11•<т(,, |<r(,);...). Let xf = hfir2) where

<rf = (. . . •' (T1*11(T1’1; (J, -0, . . ., 0 ; (t'*1;...),
k
where <r(,) = a j<r2 and u1 is a subblock of <r(,l containing q —k symbols. Show that
oT'io*) -* a* and ->a‘(cr*) as n -* oo. No.
3.8.1 Au a v + u a Av = (TrA)u a v.
3.8.3 M(0O) = 2l,2nco sin(tu0o) sech(jrco/2).
3.8.5 (E3.2) is an autonomous system.
3.8.6 Transverse heteroclinic points for b/a < %n<osech(/t<w/2).
Chapter 4
4.1.1 (a) Terms of order r ^ 3 are not removed as in (4.1.14).
(b) Linear terms are not removed when ji, ytO. Transformed system is not an
unfolding of y= - y2.
4.1.2 (a) Take X{p,x) non-versal and Y(v, x) versa!. Show X ~ Y but Y ~X . For
example X(p, x) = x2, T(v, y) = v + y2.
(b) (i) X ~Y:hin0,n 1,x) = x - i t l/2,<f>in0,iti) = n0- n 2J4;
Y~X:h(v0, x) = y, </>(v0) = (v0, 0).
(ii) Let x = x*(jiB, ft,) be fixed point of x = X(fi0, ft,, x). Then
X ~Y : hOi0,/i1;x) = x-x*(;i0,^ 1),
V(Po,Pi) = {Pi-lx*(n0,iil)2, -3x*0io,ti,));
v. (2v\ vj
,Vj, y) = y - —, «>(vo,v1) = l - ^ - + v0v1,v0 + v1- -
Y~X:h(v0
4.1.3 Let x = ay, then y = T(i), >’), T(0, y) = ay2, becomes x = X(i(, x) = aT(fl,a_lx) so
that Af(0, x) = x1. Note for a < 0, x = ay is an order reversing homeomorphism

of R. Use versality of x = v + x2 and transform back.
x 2 ■+- n 2 x ■+- p
4.1.5 (a) q(jx, x) = - ---- 5— -------is not continuous at (//, x) - (0,0) for any choice
f t x 3 + x 2 + f l 2X + p
of <j(0, 0).
(b) Comparison of coefficients yields b0tp) = 1 or bQ{p) = - ft2. Latter implies
s,(p) not defined at it = 0 and therefore certainly not smooth on neighbourhood
of it = 0. Hence b0(p) = 1, q(it, x) = (I + px) ~1, s, (it) = 0, s0(fi) = ft.
(c) Let q(p, x) = ~* ,s0(p) = s0(it), where q(p, x) and s0(p) are given in (E4.7).
(1 +ltx)
4.1.6 (a) Take G(p, x) = x* in Mather Division Theorem. Set p = 0, differentiate k times
and conclude 6 (0, 0) = l/q(0, 0) = g(0).
(b) Let X(jt,x) be any unfolding of x = - x ‘ and take F = X in (E4.14). Since
6(0,0)= —1, X(p, x) is equivalent to family induced by (E4.I5) with (pip) =
( - s 0(>i),..., -s» -tM )T-
(i) Let y —x ——1 in (E4.15).
k
(ii) For k odd, right hand side of (E4.15) has at least one real zero.
4.2.1 (a) (iv), (v); isoclines are tangent to each other but neither is tangent to either
coordinate axis.
(b) (iv) and (v); (v).
4.2.2 If y = 0 then 2>’x2—x —(2y —2y3—1) = 0. Take y ^ 0 and examine the discriminant
of this quadratic equation. Equation (E4.19) arises in connection with the averaged
forced Van der Pol oscillator (see Arrowsmith & Place, 1984).
4.2.3 (a) Observe distance, d(/t, x), between x = 0 and y = 0 isoclines satisfies d(0, x) = x2
and use Malgrange Preparation Theorem;
(b) (y —x 3+ px, y)T;
(c) (y -x* + px2,y)T, ( y - x 4+ 3fix2 -2 /i 2,y)T, for hyperbolic points isoclines
must intersect transversely - three such intersections are not possible for
d(0, x) = x*
4.2.4 Show that ^lr(x) has a unique maximum on (0,1] at x = j.
4.2.5 (a) P = 0 isocline is given by an increasing function of H bounded by y with slope
y/fi at H = 0. The H = 0 isocline is independent of /(and y. A single fixed point
arises at tangential intersection of H = 0 and P = 0 isoclines.
(b) Find where the non-trivial d = 0 and p = 0 isoclines meet in a single point.
More details of both of these models appear in Arrowsmith & Place (1984).
4.2.6 (a) Evaluate LAx1"xJ:e,., / = 1, 2, where e, is the ith column of Im+2 and A is the
coefficient matrix of the linear part of the extended vector field in (4.2.16).
Use (2.3.7).
(b) Consider LAxtpke2 and LAx 2/i,e,.
(c) Apply Theorem 2.7.2 to the 2-jet of the transformed extended system to obtain
equivalent system with x, = Ax,. In absence of terms of order three and higher,
x2 depends only on x2 and /1. Complete the square on x 2 to obtain (4.2.2)
(6M)2
with a2 = 0, b2 = c23, v = P(p)---------- , where
4c23
f'(ft) = I a2jpt + 0(\p\2), 6M = I ( b f l- ^ a ^ p j.
j* 1 ;=i\ x /
41 2 Hints for exercises
6.8.2 (a) Use repeated root of (6.8.5) in (6.8.8) and expand in powers of v2. (b) Use the
Implicit Function Theorem on (6.8.8). Substitute r = r(to, v)(l +<r) in (6.8.4).
6.8.4 Introduce metric distance between two circles as maximum radial displacement.
Show that associated functional equation which maps circles using N, is effectively
the second component of (6.8.12).
6.8.5 Use induction on k and show that |N‘(z) + exp(2jripk/q)c,z, ~I|2 = |Nk(z)|2 up to
order |z|’.
6.8.6 Express in polar coordinates, take logarithms and separate real and imaginary
parts. Introduce local coordinate rL and consider Taylor expansion.
6.8.7 Use Theorem 5.4.2 and (5.4.14). Resonance tongue with tip at (0, v2). Show that
(v,, v2) near (0, v2) and (Re A, Im A) near (cos(2ttp'/q'), sin(2ap'/q')) are related by
a local diffeomorphism (cf Figures 5.5 and 5.6).
6.8.8 Use generalisation of (6.8.5) and (6.8.8).
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INDEX
action-angle variables, 48 bifurcation, local, 191

additional resonant terms bifurcation curve, 207
area-preserving planar map, 308 bifurcation point, 190
rational rotation, 86, 238 biharmonic oscillator, 48
time-dependent vector field, 91 Birkhofi attractor, 348
Anosov automorphism Birkhofi normal form
and Anosov difieomorphisms, 134 for area-preserving planar map, 305
chaotic basic set, 159 for Hamiltonian, 303
definition, 133 Birkhofi periodic orbit, 336
and dynamical systems, 120 Birkhofi periodic points, 309
homoclinic points, 136-8, 182 of type (p,q), 336
periodic points, 134 Birkhofi set, 347
Anosov difieomorphism rotation interval, 347
conjugacy to automorphism, 134 Birkhofi Theorem, 338
and dynamical systems, 133 blowing-up
structural stability, 133 for cusp singularity, 107
area-preserving planar map directional, 105
Birkhofi normal form, 305 polar, 102
complex form, 306 in x-direction, 106
and Henon area-preserving map, 169 in y-direction, 106
normal form, 308 Bogdanov map, 359
Arnold’s circle map, 248 Bogdanov points, 378
and dissipative standard map, 349
and unfoldings of rotations, 2S7
Arnold tongues Calabi invariant, 345
definition, 252 C'-norm for vector field, 123, 125
symmetry of, 293 canonical polar coordinate system, 305
and unfoldings of rotations, 257 canonical transformation, 45
atlas, 2 Cantor set
attracting set, 346 definition, 333, 386
chaotic, 161 in double invariant circle bifurcation, 375
attractor, 346 invariant
strange, 161 for area-preserving twist homeomorphism,
Aubry-Mather Theorem, 338 338
axiom-/! difieomorphism, 158 for circle homeomorphism, 332-5
for horseshoe difieomorphism, 139-47;
Baker’s transformation, 184 dynamics on, 149-54, 184
basic sets in Smale-Birkhofi Theorem, 165
Anosov automorphism, 159 for spinning difieomorphism, 160
Decomposition Theorem, 158-9 centre eigenspace, 94
horseshoe difieomorphism, 158 centre manifold
spinning difieomorphism, 160 differentiability of, 97

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© Cambridge University Press, 1990

First published 1990

Printed in Great Britain by Bell and Bain Ltd, Glasgow

British Library cataloguing in publication data

Library of Congress cataloguing in publication data

Transferred to digital reprinting 2001

1 Diffeomorphisms sod flows 1

2 Local properties of flows and diffeomorphisms 64

3 Structural stability, hyperbolicity aad homodMc points ' 119

3.5 Horseshoe diffeomorphisms 138

4 Local bifurcations I: planar vector fields and

5 Local bifurcations II: diffeomorphisms on R2 245

6 Area-preserving maps and their perturbations 302

6.7 Birkhoff periodic orbits and Hopf bifurcations 355

Hints for exercises * 394

When t is continuous, the dynamics are usually described by a differential equation

(i) f in (1.1.1) is a diffeomorphism; and

(x1(.. .,x„)in U and (y„ . . . , y m) in V, G may be expressed in terms of component

yi — 0i(x u • • •> x „), m. (1.1.3)

The map G is called a C-map if gt is C for each i = 1 ,.. ,,m. G is said to be

Definition 1.1.1 G is said to be a diffeomorphism if it is a bijection and both G

Observe that the bijection G: U -+ V is a diffeomorphism if and only if m = n and

is non-singular at every x 6 U. Thus G(x, y) - (exp(y), exp(x))T with U = R2 and

Figure 1.1 Examples of differentiable manifolds and some ‘patches’ of

Figure 1.3). If we now consider f: Wan W f ~* W„r\ we have two alternative

Figure 1.2 Commutative diagram illustrating the representation of f

K (Wa n Wf) — — - h„ (W„ n VFg) h„ n W ,) ------h f iWa nWp)

1.2 Elementary dynamics of diffeomorphisms

is said to be a periodic orbit of period q or a q-cycle of f. Clearly, since fffx*) = x*,

1.2.2 Diffeomorphisms o f the circle

R”(0) = (0 + mot) mod 1 # 8, (1.2.4)

*(/(*)) = /(«(*)) (1.2.5)

(see Figure 1.5), where

7t(x) = x mod 1 = 0 . (1.2.6)

Then/ is called a lift of f'.S 1 - » S l onto R.

Proposition 1.2.1 Let f be a lift of the orientation-preserving homeomorphism

Proof. Observe that

/W * )) = /(* (* + 1)) (1.2.8)

because tt(x) = 7t(x + 1) by (1.2.6). If we substitute for /• 7t from (1.2.5), (1.2.8)

*(/(*)) = * (/(* + !)) (1.2.9)

and it follows that

/(x + l) = /( x ) + k(x), (1.2.10)

where k(x) is an integer possibly depending on x. However, since / is continuous,

Figure 1.5 Commutative diagram illustrating the definition of the lift of

It is important to realise that not every continuous function satisfying (1.2.7) is

x e [ 0 , 1]. In this case, f is a continuous bijection but it is not differentiable at

#(x) = x + j + sin 27tx, (1.2.12)

Figure 1.8 The function shown in (a) is the lift of a homeomorphism,

How are the fixed or periodic points of / : S1 -* S1 related to the properties of

Proposition 1.2.2 Let f : S l -» S ' be an orientation-preserving homeomorphism and

/(x*) = .x* (1.2.13a)

Proof. If f{x*) = x* (or fix*) = x* + 1) then

f(i i(x*)) = *(*•) (1.2.15)

by (1.2.5) and ji(x*) is a fixed point of / .

/M x*)) = *(x*) = * № * ) ) (1.2.16)

Let x* =y* + /, ZeZ, y * e [ 0 ,1) then (1.2.17) becomes

Here we have noted that a simple induction on f(x + 1) = f(x) + 1 gives

f “(x*) = x* + l or / , (x*) = x* + /-t-1. (1.2.20)

is said to be a periodic orbit of period q or a q-cycle of f. Clearly, since fffx) = x,

(/()) = /(«(*)) (1.2.5)

(/()) = * (/(* + !)) (1.2.9)

/(x) = .x (1.2.13a)

Proof. If f{x) = x (or fix) = x + 1) then

f(i i(x)) = (*•) (1.2.15)

/M x)) = (x) = № * ) ) (1.2.16)

f “(x) = x + l or / , (x) = x + /-t-1. (1.2.20)

(x)±<Mh(x)), for each i e R. (1.5.3)

x = „((0, {)) = tp(u, (0, )) = h(u, $). (1.5.13)