Exponential dichotomy
In the mathematical theory of dynamical systems, an exponential dichotomy is a property of an equilibrium point that extends the idea of hyperbolicity to non-autonomous systems.
Definition
If
- [math]\displaystyle{ \dot{\mathbf{x}} = A(t)\mathbf{x} }[/math]
is a linear non-autonomous dynamical system in Rn with fundamental solution matrix Φ(t), Φ(0) = I, then the equilibrium point 0 is said to have an exponential dichotomy if there exists a (constant) matrix P such that P2 = P and positive constants K, L, α, and β such that
- [math]\displaystyle{ || \Phi(t) P \Phi^{-1}(s) || \le Ke^{-\alpha(t - s)}\mbox{ for }s \le t \lt \infty }[/math]
and
- [math]\displaystyle{ || \Phi(t) (I - P) \Phi^{-1}(s) || \le Le^{-\beta(s - t)}\mbox{ for }s \ge t \gt -\infty. }[/math]
If furthermore, L = 1/K and β = α, then 0 is said to have a uniform exponential dichotomy.
The constants α and β allow us to define the spectral window of the equilibrium point, (−α, β).
Explanation
The matrix P is a projection onto the stable subspace and I − P is a projection onto the unstable subspace. What the exponential dichotomy says is that the norm of the projection onto the stable subspace of any orbit in the system decays exponentially as t → ∞ and the norm of the projection onto the unstable subspace of any orbit decays exponentially as t → −∞, and furthermore that the stable and unstable subspaces are conjugate (because [math]\displaystyle{ \scriptstyle P \oplus (I - P) = \mathbb{R}^n }[/math]).
An equilibrium point with an exponential dichotomy has many of the properties of a hyperbolic equilibrium point in autonomous systems. In fact, it can be shown that a hyperbolic point has an exponential dichotomy.
References
- Coppel, W. A. Dichotomies in stability theory, Springer-Verlag (1978), ISBN:978-3-540-08536-2 doi:10.1007/BFb0067780
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