Lecture 3

Dynamical System Reduction:

The Center Manifold
3.1 Center Manifold Theorem
We consider a system with isolated equalibrium at 0 in the form
_ u = X(u)
= J
X
(0) +R(u); (3.1)
where R(u) = O(u
2
): We further assume the eigenvalues satisfy Re 0: Let
T be a non-singular linear transformation such that
T
1
J
X
(0)T =

A
c
A
s

;
where A
c
and A
s
are the blocks in the canonical form whose diagonals contain
the eigenvalues with Re = 0 and Re < 0; respectively. Set m
c
= dimE
c
(E
c
is
called the center eigenspace) and m
s
= dimE
s
: We write
u = T

x
y

; where x 2 R
mc
; y 2 R
ms
;
then the system (3.1) becomes
_ x = A
c
x + r
1
(x; y)
_ y = A
s
y +r
2
(x; y); (3.2)
where

r
1
(x; y)
r
2
(x; y)

= T
1
R(T

x
y

):
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In this form E
c
(0) = f(x; y) : y = 0g and E
s
(0) = f(x; y) : x = 0g: Note also
r
1
(0; 0) = 0; J
r1
(0; 0) = 0
r
2
(0; 0) = 0; J
r
2
(0; 0) = 0:
Theorem 3.1 (Center Manifold Theorem) There exists a C
1
center man-
ifold
W
c
loc
(0) = f(x; y) : y = h(x); jxj < ; h(0) = 0; J
h
(0) = 0g
such that the dynamics of (3.2) restricted to the center manifold are given by
_ x = A
c
x + r
1
(x; h(x)):
There are a number of proofs of this result in the literature; some key ideas
are as follows.
1. Find a change of variable = y h(x) so that the system (3.2) becomes
_ x = A
c
x + f(x; )
_
= A
s
+ g(x; ):
Since = 0 is to be the invariant set, the dynamics on this set reduce to
_ x = A
c
x +f(x; 0):
In order to nd the change of variables we assume that all functions involved
in the original system are analytic and seek a power series representation
for h(x):
2. If we consider a surface y = h(x); then _ y = J
h
(x) _ x and substituting from
(3.2) we arrive at
A
s
h(x) + r
2
(x; h(x)) = J
h
(x) [A
c
x +r
1
(x; h(x))] :
Expressed dierently we have
N(h) = J
h
(x) [A
c
x + r
1
(x; h(x))] A
s
h(x) r
2
(x; h(x)) = 0: (3.3)
This latter equation is quasi-linear and may be studied via the method of
characteristics.
Our approach to the center manifold is a blending of both ideas through the
following theorem due to Carr
1
.
1
J.Carr, Applications of Center Manifold Theory, Springer-Verlag (1981).
28
Theorem 3.2 Let : R
m
c
!R
m
s
be a C
1
function with (0) = 0 and J

(0) = 0:
If N((x)) = O(jxj
q
) (jxj !0) for some q > 1; then
jh(x) (x)j = O(jxj
q
) (jxj !0):
Hence we can approximate the center manifold to any degree of approximation
by solving the N-equation to the same degree of approximation. Power series
techniques are particularly useful here.
Example 3.1 Consider the system of equations
_ x = xy
_ y = y x
2
;
which is already in canonical form. The origin is the equilibrium point and
J
X
(0; 0) =

0 0
0 1

:
We look for y = h(x) = ax
2
+bx
3
+cx
4
+dx
5
+ O(x
6
): Then
_ y = h
0
(x) _ x = xh
0
(x)h(x)
= 2a
2
x
4
+5abx
5
+O(x
6
)
and
_ y = h(x) x
2
= (a + 1)x
2
bx
3
cx
4
dx
5
+O(x
6
):
Comparing the two expressions we deduce that a = 1; b = 0; c = 2; d = 0;
and our center manifold approximation is
y = h(x) = x
2
2x
4
+ O(x
6
):
The dynamics are then governed by the equation
_ x = x
3
2x
5
+ O(x
7
):
For this last equation x = 0 is asymptotically stable. We conclude that (0; 0) is
asymptotically stable for the original system.
29
Example 3.2 Consider the system
_ x = x
2
y x
5
_ y = y + x
2
:
Again (0; 0) is an equilibrium point and the system is in canonical form
J
X
(0; 0) =

0 0
0 1

:
Consider y = h(x) = ax
2
+ bx
3
+ O(x
4
): Then as in the previous example
_ y = h
0
(x) _ x
= 2a
2
x
5
+[2a(b 1) + 3ab]x
6
+O(x
7
)
and
_ y = h(x) +x
2
= (a 1)x
2
bx
3
+O(x
4
):
We deduce that a = 1 and b = 0: The center manifold is given by
y = h(x) = x
2
+O(x
4
)
and the dynamics are governed by
_ x = x
4
+ O(x
5
):
The later equation has x = 0 as unstable, hence, (0; 0) is unstable for the original
system.
Remark 3.1 One should note the following. If we approximate W
c
loc
(0) in the
previous example by the tangent line E
c
= f(x; y) : y = 0g; then one would
claim that the dynamics are governed by the equation _ x = x
5
: This would lead
to the erroneous conclusion that the origin was stable. MORAL: tangent plane
approximation is not sucient.
Remark 3.2 Center manifolds are not unique. Consider the system
_ x = x
2
_ y = y:
30
The obvious equilibrium is the origin and W
s
= fx = 0g; W
c
= fy = 0g: On the
other hand, orbits of the system satisfy the ODE dy=dx = y=x
2
with general
solution y(x) = ke
1=x
; where k is a constant. Thus the curves
y(x) =

ke
1=x
if x < 0
0 if x 0
;
form a one parameter family of center manifolds. Consequently, one can ask in
using power series expansions to approximate a center manifold, which center
manifold is being approximated? Theorem 3.2 indicates that the above example
is generic, i.e., two center manifolds dier by order O(jxj
q
) for any q > 0. This
also says that the dynamics on two center manifolds will be the same.
Exercise 3.1 Study the dynamics near the origin via the center manifold for each
of the following.
(a) _ x = x +y
2
; _ y = sin x:
(b) _ x = 1=2x +y + x
2
y; _ y = x + 2y + y
2
:
(c) _ x = x y +z
2
; _ y = 2x + y z
2
; _ z = x + 2y z:
3.2 Parameter Dependant Systems
The above realm of thought also applies in situations where the system is para-
meter dependant. We assume the form
_ x = A
c
x + r
1
(x; y; ")
_ y = A
s
y +r
2
(x; y; "); (3.4)
where " 2 R
k
(control parameters) and
r
1
(0; 0; 0) = 0; J
r1
(0; 0; 0) = 0
r
2
(0; 0; 0) = 0; J
r
2
(0; 0; 0) = 0:
Note, the Jacobians here include derivatives in the "variables. The matrices A
c
and A
s
are as in the previous section and do not depend on the parameters ":
In order to apply the Center Manifold theorem, we enlarge the system to
include dierential equations for the parameters.
_ x = A
c
x + r
1
(x; y; ")
_ " = 0
_ y = A
s
y +r
2
(x; y; "): (3.5)
31
Applying the theorem we obtain a local center manifold of form
W
c
loc
(0; 0) = f(x; "; y) : y = h(x; "); jxj < ; j"j <
0
h(0; 0) = 0; J
h
(0; 0) = 0g
such that the dynamics of the above system and those of (3.4) reduce to
_ x = A
c
x +r
1
(x; h(x; "); ")
_ " = 0:
In this case, the computation leading to the quasi-linear partial dierential equa-
tion involves
_ y = J
h;x
(x; ") _ x +J
h;"
(x; ")_ ":
Hence, this equation takes the same form as before:
N(h(x; ")) = D
h;x
(x; ") [A
c
x + r
1
(x; h(x; "); ")] A
s
h(x; ") r
2
(x; h(x; "); ") = 0:
It is important to realize here that the analog of Theorem 3.2 is available here;
indeed, takes the same form. Therefore, the power series techniques we used in
previous examples nd a natural home in this parameter dependant case.
Example 3.3 (Lorenz) Consider the Lorenz equations written in the form
_ x = (y x)
_ y = x + x y xz
_ z = z +xy:
Here = 1, where is the usual parameter in the Lorenz system. We consider
and as xed and are interested in the dynamics near = 0: Simple computation
gives the equilibria:
( x; y; z) =

(0; 0; 0) if 2 R
(
p
;
p
; ) if > 0
:
We now perform the linearization of the system in the (x; y; z) variables, treating
as an auxiliary variable, i.e., when = 0;
J
X
(0; 0; 0) =
2
4
0
1 1 0
0 0
3
5
;
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whose eigenvalues are = 0; ( +1); ; with corresponding eigenvectors
2
4
1
1
0
3
5
;
2
4

1
0
3
5
;
2
4
0
0
1
3
5
:
We now put the system in canonical form using the matices
T =
2
4
1 0
1 1 0
0 0 1
3
5
; T
1
=
1
1 +
2
4
1 0
1 1 0
0 0 1 +
3
5
2
4
x
y
z
3
5
= T
2
4
u
v
w
3
5
=
2
4
u + v
u v
w
3
5
:
We have,
2
4
_ u
_ v
_ w
3
5
=
2
4
0 0 0
0 (1 + ) 0
0 0
3
5
2
4
u
v
w
3
5
+ T
1
2
4
0
( w)(u + v)
(u + v)(u v)
3
5
and carrying through the calculations, (3.5) in this case becomes:
_ u = 0u +

1 +
( w)(u + v)
_ = 0

_ v
_ w

=

(1 +) 0
0

v
w

+
1
1 +

( w)(u + v)
(1 +)(u + v)(u v)

:
The center manifold will take the form
W
c
loc
= f(u; v; w; ) : v = h
1
(u; ); w = h
2
(u; );
h
i
(0; 0) = 0; J
h
i
(0; 0) = 0g:
The ideas of the two previous examples lead to:
@h
1
@u

1 +
( h
2
) (u +h
1
) = (1 +)h
1
+
( h
2
) (u + h
1
)
1 +
@h
2
@u

1 +
( h
2
) (u +h
1
) = h
2
(u + h
1
)(u h
1
):
Substituting the power series form
h
1
(u; ) = a
1
u
2
+a
2
u + a
3

2
+H:O:T
h
2
(u; ) = b
1
u
2
+ b
2
u + b
3

2
+ H:O:T
33
and comparing the coecients of u
2
and u gives
u
2
:

a
1
(1 +) = 0
b
1
1 = 0
; u :

a
2
(1 + ) +
1
1+
= 0
b
2
= 0
:
Up to higher order terms the center manifolds are given by
v =
1
(1 + )
2
u and w =
1

u
2
;
and the dynamics near the origin are governed by the equations
_ u =

1 +

u
u
3

_ = 0
The equilibrium u = 0 is stable for 0 and unstable for > 0: Hence there is
an exchange of stability bifurcation at = 0: The u equation exhibits a pitchfork
bifurcation at = 0 having two other stable equilibria u =
p
for > 0:
We say that the equilibria are captured on the center manifold w = u
2
=2: It is
natural to wonder if the higher order terms eect this bifurcation. We will see in
the forthcoming discussion of normal forms that they do not.
34