Solution

ID: past-exam-of-the-topics-in-applied-mathematics-course-of-the-university-of-oxford/2010/b/6/i/solution

The Lorenz vector field has constant divergence . Liouville formula for a fundamental matrix for the derivative of the flow therefore gives
This concerns transported three-dimensional phase volume, not the Euclidean distance between each pair of trajectories.
A quasiperiodic orbit with the usual smooth two-frequency torus closure would lie on an invariant embedded two-torus. That torus bounds a solid torus of positive finite volume in . Since the vector field is tangent to its boundary, its outward flux is zero, contradicting the divergence theorem, whose volume integral is . This negative-divergence obstruction to invariant tori excludes such quasiperiodic tori. The argument uses global negative divergence and the enclosed volume; saying only that an attracting torus has zero volume would not exclude it.
At an equilibrium the sum of eigenvalues is , so they cannot all have positive real parts: no equilibrium is a fully repelling source. For a periodic orbit of period , one Floquet multiplier equals one in the flow direction. The product of the other two is , so they cannot both have modulus greater than one: no periodic orbit is fully repelling either. Saddle equilibria and saddle periodic orbits remain possible; contraction of volume does not imply contraction in every direction.

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