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2019/2020

Dynamic Systems

Code: 100118 ECTS Credits: 6
Degree Type Year Semester
2500149 Mathematics OT 4 0

Contact

Name:
Joan Torregrosa Arús
Email:
Joan.Torregrosa@uab.cat

Use of Languages

Principal working language:
catalan (cat)
Some groups entirely in English:
No
Some groups entirely in Catalan:
Yes
Some groups entirely in Spanish:
No

Prerequisites

Ordinary differential equations: existence and uniqueness of solutions of the Cauchy problem.

Linear differential systems with constant coefficients.

Linear algebra: spaces and vector subspecies, diagonalization.

Objectives and Contextualisation

This course is an introduction to the modern theory of dynamic systems. A first objective is to familiarize the student with the notion of a dynamical system and the basic concepts of this theory: stability, attractor, invariant sets, alpha and omega limits, etc. The second objective is to understand how is the local behavior, in discrete and continuous dynamical systems, near an equilibrium point or a periodic orbit. This local behavior is based on the topological classification of linear systems in R^n, both those that are determined by the flow of ordinary differential equations (continuous dynamical systems) and those that come from the iteration of functions (discrete dynamical systems). Linear systems are very important because they are the first approach of more complicated systems.

The qualitative theory of differential equations began with the work of Poincaré towards the year 1880 in relation to his works of Celestial Mechanics. The main idea is to know properties of the solutions without needing to solve the equations. This qualitative approach, when combined with the right numerical methods, is, in some cases, equivalent to having the solutions of the equation. We will present the basic results of the qualitative theory (Liapunov theorems, Hartman theorem and theorems of the stable and central varieties) on the local structure of equilibrum points and periodic orbits. Additionaly, in R^2 Begin in the problem of detecting the existence of periodic orbits via the Poincaré-Bendixson and Bendixson-Dulac theorems.

Finally, we introduce the techniques to study discrete global dynamics. The main example will be the unimodal maps. They (for some parameter values) present a dynamic that simply leads to the notion of chaotic system. For these systems the numerical approach is not feasible and to understand its dynamics new tools are needed. Chaotic systems are often presented in applications (problems of weather forecasting, electrical circuits, etc.).

Competences

  • Assimilate the definition of new mathematical objects, relate them with other contents and deduce their properties.
  • Identify the essential ideas of the demonstrations of certain basic theorems and know how to adapt them to obtain other results.
  • Students must be capable of communicating information, ideas, problems and solutions to both specialised and non-specialised audiences.
  • Students must have and understand knowledge of an area of study built on the basis of general secondary education, and while it relies on some advanced textbooks it also includes some aspects coming from the forefront of its field of study.
  • Understand and use mathematical language.

Learning Outcomes

  1. Know how to apply the dynamical tools described in theory lectures to describe processes governed by differential equations.
  2. Know how to demonstrate the results of partial derivative equations and dynamical systems.
  3. Know how to solve certain theoretical problems and be understand the existence of certain open problems in the theory of partial derivative equations and dynamical systems theory.
  4. Students must be capable of communicating information, ideas, problems and solutions to both specialised and non-specialised audiences.
  5. Students must have and understand knowledge of an area of study built on the basis of general secondary education, and while it relies on some advanced textbooks it also includes some aspects coming from the forefront of its field of study.

Content

1. Dynamical systems in Euclidean spaces.

  • Dynamical systems defined by differential equations and by difeomorphisms.
  • Orbits; Critical points and periodic orbits.
  • Invariant sets and limit sets.
  • Attractors. Liapunov stability.
  • Conjugation of dynamic systems.

2. Study of local dynamics, discrete and continuous.

  • Phase portraits near equilibrim and regular points.
  • Topological classification of continuous and discrete linear systems.
  • Stability (Functions of Liapunov)
  • Hartman theorems, of the stable variety and of the central variety.
  • Periodic orbits: Application of Poincaré and stability.

3. Global dynamics in continuous systems.

  • Ordinary differential equations in R2 (Theorem of Poincaré-Bendixon, Theorem of Bendixon-Dulac, Existence and unicity of limit cycles, ...)
  • Ordinary differential equations in dimension greater than 2.

4. Global dynamics in discrete systems.

  • Iteration in dimensions 1 and 2.
  • Unimodal applications.
  • Chaos Bernoulli's shift. Smale's Horseshoe.

Methodology

The subject has, during the semester and per week, two hours of theoretical lessons and one hour more to help to solve the typical problems.

The schedule and classrooms can be consulted on the website of the degree course or in the Virtual Campus (CV) of the university. In it you will find some of the material and all the information related to this subject.

Theoretical lessons. The teacher will be developing the different parts of the program. The CV will also have available to the students a bibliography and support material, if necessary, for the theory and/or problems.

Solving problem lessons. The lists of problems to be solved will be available in the CV.

Activities

Title Hours ECTS Learning Outcomes
Type: Directed      
Problem solving classes 14 0.56
Seminars 6 0.24
Theoretical lessons 29 1.16
Type: Autonomous      
Exam Preparation 15 0.6
Problem solving 42 1.68
Study of the theoretical part 32 1.28

Assessment

Continuous assessment: The partial examination (35% of the total grade) and the work in charge of the seminars (20% of the total grade)

The recovery exam will only allow you to retrieve the final exam of the semester exam (45% of the total grade). The rest is considered continuous assessment, and therefore not recoverable. You must have participated in 2/3 of the activities evaluated.

IMPORTANT: A student will be considered to have submitted to the subject if 1/2 of the continuous assessment or the final exam or the second-change examination.

Assessment Activities

Title Weighting Hours ECTS Learning Outcomes
Final exam 45% 3 0.12 3, 5, 1, 2
Partial exam 35% 3 0.12 3, 5, 1, 2
Second-chance Examination 100% 0 0 5
Seminaris (3 activities) 20% 6 0.24 5, 4, 1

Bibliography

L.H. ALVES, Sistemas Dinâmicos, Mack Pesquisa, 2006.

D.K. ARROWSMITH, C.M. PLACE, An Introduction to dynamical Systems, Cambridge University Press, 1990.

D.K. ARROWSMITH, C.M. PLACE, Dynamical Systems, differential equations, maps and chaotic behaviour, Chapman & Hall Mathematics, 1992.

R.L. DEVANEY, An introduction to chaotic dynamical systems, The Benjamin/Cummings Publishing Company, Inc., 1986.

R.L. DEVANEY, Chaos, fractals and Dynamics, Computer experiments in mathematics, Addison-Wesley, 1990.

R.L. DEVANEY, A first course in chaotic dynamical systems, Theory and Experiment, Studies in Nonlinearity, 1992.

F. DUMORTIER, J.LLIBRE and J.C. ARTES, Qualitative Theory of Planar Differential Systems, Universitext, Springer-Verlag Berlin, 2006.

C. FERNANDEZ, F. j. VAZQUEZ, J. M. VEGAS, Ecuaciones diferenciales y en diferencias. Sistemas Dinámicso, Thomson 2003.

J. GUCKENHEIMER, P. HOLMES, Nonlinear oscillations, Dynamical Systems and Bifurcations of Vector Fields, Springer-Verlag, 1993.

M. HIRSCH, S. SMALE and R. DEVANEY, Differential Equations, Dynamical Systems and an Introduction to Chaos, Elsevier Academic Press, 2004.

M.C. IRWIN, Smooth Dynamical Systems, Advanced series in Nonlinear Dynamics, vol.17, World Scientific, 2001.

S. LYNCH, Dynamical Systems with Applications using MAPLE, Birkhäuser, 2000.

L. PERKO, Differential Equations and Dynamical Systems, Springer-Verlag, 1996.

C. ROBINSON, Dynamical Systems: Stability, Symbolic Dynamics and Chaos CRC Press, 1999.

J. L. ROMERO, C. GARCIA, Modelos y Sistemas Dinámicos, Univesidad de Cádiz, 1998.

J. SOTOMAYOR, Liçoes de equacoes diferenciais ordinárias, Projecto Euclides, Gráfica Editora Hamburg Ltda., 1979.