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MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts State space Phase portrait = = q q x q q q q n & , . 2 1 State (mechanical systems) q describes the configuration (position) of the system x describes the state of the system Phase Portrait Trajectory q & q

MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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Page 1: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 1

Geometric Theory of Dynamical SystemsPoincare: Two Key Concepts

State spacePhase portrait

=

=qq

x

q

qq

q

n

&,

.2

1

State (mechanical systems)q describes the configuration (position) of the systemx describes the state of the system

Phase PortraitTrajectoryq&

q

Page 2: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 2

State

Actual (internal) state of the systemMathematical model requires an idealized stateThe idealized state must be observable (in order for results to be practical)

Page 3: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 3

Modeling: State

EarAttitude

Fang Exposure

=

2

1qq

q

Page 4: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 4

Modeling: State

EarAttitude

Fang Exposure

Page 5: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 5

State Space and Time

Page 6: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 6

Position and Tangent Vectors

C

V V=C/T

V tends to the tangent vector as T tends to zero

Page 7: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 7

Vector fieldTrajectories State space + trajectories in state space = phase portrait

Vector Field

( )xfx =&

Page 8: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 8

Integral Curve

Page 9: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 9

From the vector field to trajectories

Page 10: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 10

Assumption: Vector fields are smooth!

Page 11: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 11

Examples

Discontinuous (obviously non smooth) Continuous but non smooth

Page 12: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 12

Critical Point

Critical points are equilibrium points. The critical points of the vector field, f(x), are found by solving f(x)=0.

Page 13: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 13

Vector Field near a Critical Point

Page 14: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 14

Integral Curve

Page 15: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 15

LimitsLimit points

Limit cycles

Limit sets

Page 16: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 16

Limit cycles

Page 17: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 17

Limit sets: Beyond limit points, limit cycles

Page 18: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 18

Critical point (limit set) and insets

Page 19: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 19

Limit sets

α - limit setlimit set

Page 20: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 20

Limit sets (continued)

α - limit set

limit set

ω - limit set Inset of a limit set - initial states that end up at the same equilibrium state (or trajectory). Outset of a limit set - initial states that end up at the same equilibrium state (or trajectory) if time were reversed.

Page 21: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 21

Attractors are limit sets with “open” insets

Static AttractorThe inset contains a disk around the critical (limit) point. Every initial point in the neighborhood of the critical point will approach it.

Periodic attractorThe inset contains an annulus around the limit cycle. (Almost) Every initial state in the neighborhood of the limit cycle will approach it.

Page 22: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 22

Separatrix

Limit Cycle Limit Point

Attractors, Basins, and Separatrices

Two attractors, one separatrix, and the basin for the limit pointAny point not in a basin belongs to a separatrix

Page 23: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 23

Attractors, Basins, and Separatrices

Limit Points (Attractors)

Vagueattractor

Page 24: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 24

Gradient Systems

φ x

( )( )xxfxφ−∇=

=&

Page 25: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 25

Example of φ(x)

φ(x) = x4/4 +2x3/3 – 3x2/2 + y2/2

Page 26: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 26

Equi-potential curves

φ(x) = x4/4 +2x3/3 – 3x2/2 + y2/2

Page 27: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 27

Contour Plot

Page 28: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 28

Contour Plot

Page 29: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 29

Vector Field and Trajectories for a Gradient System

( )( )xxfxφ−∇=

=&

Page 30: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

MEAM 535

University of Pennsylvania 30

Phase Portrait for a Gradient System

2 attractors1 separatrix (including a saddle limit point)

x’ = -x3 – 2x2 + 3xy’ = -y

φ(x) = x4/4 +2x3/3 – 3x2/2 + y2/2

Page 31: MEAM 535 Geometric Theory of Dynamical Systemsmeam535/fall03/slides/Geometry.pdf · MEAM 535 University of Pennsylvania 1 Geometric Theory of Dynamical Systems Poincare: Two Key Concepts

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University of Pennsylvania 31

Geometric MechanicsThis was just an introduction!

Very rich fieldAllows “qualitative” studies

Much of the underlying mathematics has been developed in the last century

Poincare (1854-1912)Lie (1842-1899)Lyapunov (1857-1918)

Abraham and Shaw provide a pictorial, easy-to-understand introduction!