University of Vienna

Department of Mathematics

An introduction to dynamical systems

Professors:
Student:

Prof. Dr. Henk Bruin &

Prof. Dr. Ronald Zweimller
BSc. Belma Klii

Mai, 2015

Contents

1.

Introduction ............................................................................................................................. 2
1.1.

Elementary definitions ...................................................................................................... 4

2.

Phase portrait ........................................................................................................................... 4

3.

Symbolic dynamics .................................................................................................................. 6

1. Introduction
Theory of dynamical systems has relatively short history. The subject of dynamical systems
was found at the end of the nineteenth century by the French mathematician Henri Poincare (18541912). The differential equation in which he was interested arose from the study of planetary
motion. To Poincare a global understanding of gross behavior of all solutions of the system was
more important than local behavior of particular analytically- precise solution.
New era for the study of differential equations began when computer become available,
which could quickly generate numerical approximation to their solution. As a result, chaotic
behavior was soon observed in differential equations and used as model in many areas of science.
Here is a word about one dimensional dynamical systems. Some mathematicians think that that
virtually all of the important ideas and techniques of nonlinear dynamics can be introduced in the
setting of the real line or the circle.
First simple answer, on question What is dynamical system? , can be given through
example with scientific calculator which tell us: If we take scientific calculator and input any
number and then start striking one of the functions key over and over again. For instance

, , , , and so on, as we can see it is easy to handle with the few first steps. Soon we will
get overflow message, on our calculator, or maybe something latter on our computer. So this
iterative procedure is an example of discrete dynamical systems, and it is similar with other
functions. Even the simplest quadratic functions can lead to unpredictable results when iterated. Of
course there are many other types of dynamical systems besides iterated functions, for example
differential equation are example of continuous as opposed to discrete dynamical systems.
Dynamical systems occur in all branches of science from mathematics, mechanic, economics,
biology, and so on.
Let us try to describe a simple model from population biology. Population biologists are
interested in the long term behavior of population of certain species. They are interested in what
happens to an initial population of 0 members. Does the population tend to zero as time goes on,
leading to extinction of the species, or it will fluctuate periodically or even randomly? So this
problem is typical dynamical system.
Given 0 (initial population of 0 members) and denotes the population at time . In this
model we assume that population of single species changes at rate that is directly proportional to the
population present at given time. (This is naive model and assumption can never be strictly true
because does not take into account obvious factors as the death rate, availability of food, and many
others factors.) This assumption can be translated into differential equation of exponential growth or
decay.

= ,

The solution to this equation is the following:

= 0 ,

0 = (0).

Hence if the constant of proportionality is positive, , leading to population

explosion if <0 then 0 leading to extinction.
This procedure shows the typical dynamical systems. If we trust in this, then one can imagine
simple growth low very simply, the population in the next generation is directly proportionally to
this in the present generation.

1 = 0
2 = 1 = 2 1 = 0
.
.
.
= 1 = 0
> 1,

0< < 1,
Hence, the ultimate behavior of population is related to the asymptotic behavior of the iteration of
the function. One approach to this is if we assume that there is some limiting value for population,
L. If > then population tend to decrease (there is overcrowding, not enough food, etc.) or if
we have that < then there is room for more of the species. So the simplest biological model
leading to this behavior is:

If we make simplification in this model and assume that L=1, than we have,

= 1

So we will have it for +1 = where is positive constant. We can also write in terms
of function
= (1 ).
To determine fate of population we need to determine asymptotic behavior of the function
(1 )
This function is known as logistic function and its dynamics had been the subject of many
mathematical researches. The population growth is only one of many areas in which the idea of
dynamical systems arises. We are talking about one-dimensional systems in the sense that the size
of population at time is real number and it will be considered as the point which moves in time
one real number line.
Dynamical systems ask the some non mathematical questions, Where the point goes and what they
are doing when they get there? The goal of dynamical systems is to understand the nature of all
orbits, and to identify set of orbits which are periodic, eventually periodic or asymptotic. Generally,
this is in possible task. Computer also does not help matters much. Therefore we are left with only
geometric techniques to understand the dynamics of a given system.
3

1.1.

Elementary definitions

Definition 1: The forward orbit of is the set of points , , 2 and is denoted by

. If f is homeomorphism we may define the full orbit of as the set of points () for
and backward orbit of , as the set of points , 1 , 2
+

Orbits and forward orbits can be quite complicated sets even for very simple nonlinear mappings.
However, there are some simple orbits which will play central role in the study of entire system.
Definition 2: A point x is eventually periodic of period n if x is not periodic but there exists m>0
such that + = for all , that is () is period for .
Definition 3: Let p be periodic of period n. A point x is forward asymptotic to p if
lim = .
Definition 4: A point x is critical point of f if ()=0. The critical point is degenerate if ()=0

2. Phase portrait
First geometric method for describing orbits of dynamical systems is the method phase
portrait. That is picture of all orbits of a system on real line. As very simple example, to indicate
that all non-zero orbits of ()= have period two we can use phase portrait, of course to see
information of first few iterations.

Sl.1

To go into higher iteration you should use graphical analysis. The following picture is phase
portrait of map, taking place on diagonal rather than on x-axis. Identify the diagonal
=

, |

= 3
Sl.2
The orbit is given by repeatedly drawing line segment vertically from to the graph and
horizontally from graph to , but unfortunately many maps does not have this type of behavior.
Periodic points tend to be more spread out of the line. In order to that, we can introduce hyperbolic
maps, because maps with hyperbolic periodic points are the ones that occur typically in many
dynamical systems, and they provide the simplest periodic behavior to analyze.
Definition 5: Let be periodic point of prime period . Then pint is hyperbolic if () 1 .
The number () is called the multiplier of periodic point.
A hyperbolic point can be defined as follow:
() < 1
() > 1 .

Most maps have only hyperbolic periodic points. However non-hyperbolic periodic pints often
occur in families of maps. When this happen the periodic point structure often undergoes a
bifurcations.

3. Symbolic dynamics
Goal of this section is to give a model for the rich dynamical structure of quadratic map on
the Cantor set. (A set is Cantor set if it is close, totally disconnected and perfect subset of )
To do this we will set up a model mapping which is equivalent to (to quadratic family =
(1 )) just instead we will write . Such symbolic models should describe the dynamics of
completely and also on the simplest possible way. Since we need a space on which our model
map will act we will define sequence space on two symbols.
Definition 6:

= = 0 , 1 , 2 , | = 0 1

The points in this sequence space are infinite sequences of 0s and 1s. We do not worry about
convergence of these sequences. For two sequences = (0 , 1 , 2 , ) and = (0 , 1 , 2 , ) we can
de define the distance between them

, =
=0

By geometric series

1
=0 2

= 2 and therefore it converges. For example, if = (00000 ) and

= (11111 ) than the distance , = 2, but if = (1010 ) the distance will be

, =

1
1
4
=
= .
2
1
2
14 3
=0

Proposition 1: d is metric on 2 .
Proof: Clearly, , 0 for any , 2 , and, , = 0 iff = . Since,
= it follows that , = , . Finally, , , 2 then
+ > , + , , .
The metric allow us to decide which subset of 2 are open and which are closed, as well which
sequences are close to each other.
We can now define the shift map on 2 .
Definition 7: The shift map : 2 2 is given by (0 1 2 ) = (1 2 3 . . ).
So, the shift map simply forgets the first entry in sequence. Clearly, : 2 2 is a two to one
map on the 2 .

Another interesting fact about that periodic points form a dense subset of 2 . Recall that a subset
is dense in 2 if and only if its closure is all of 2 .
Of course not all points in 2 are periodic or eventually periodic. Any non-repeating sequence can
never be periodic. There are non-periodic orbits in 2 which wind densely about 2 . In other words
there are points in 2 whose orbits comes arbitrary close to any given sequence in 2 .
Preposition 2:

the cardinality of () is 2

() is dense in 2
There exists dense orbit for in 2

The symbolic dynamics are important for further study and also for kneading theory to describe
dynamics of when <4.