Attraction in a dynamical system 2026-10-31
Attraction in a dynamical system means convergence of nearby forward trajectories toward a specified invariant state or set. Attraction and Lyapunov stability are separate properties; together they give the usual local asymptotic stability of an equilibrium.
Bead on a uniformly rotating wire 2026-10-24
A smooth wire has instantaneous shape in cylindrical coordinates and rotates at constant angular velocity . The tangent vector at fixed time is . Its dot product with the constraint force vanishes. Projecting Newton's second law along this tangent vector gives the equation in the title.
Multiplying that equation by proves conservation ofThis is a conserved quantity in the rotating description; the motor can exchange ordinary mechanical energy with the bead. A relative equilibrium at satisfies . Its linearized equation is . A strict local minimum with gives Lyapunov stability, while gives an unstable equilibrium. If , higher orders are needed.
For cell diffusion, self-produced chemotactic agent and logistic proliferation, Neumann cosine modes reduce linear stability of the uniform state to a two-by-two matrix indexed by . Its trace is negative and its determinant is . Chemotaxis can destabilize a mode precisely when , despite stability of the spatially uniform reaction system.
First Lyapunov coefficient 2026-10-31
The first Lyapunov coefficient is the cubic radial coefficient in the center-manifold normal form of a smooth Hopf bifurcation, after an appropriate normalization. In , its nonzero sign distinguishes stable and unstable bifurcating small cycles relative to the eigenvalue-crossing direction. If , higher-order terms are required and the generic cubic Hopf theorem does not apply.
First Lyapunov theorem Created 2026-09-24 Updated 2026-09-29
A positive-definite Lyapunov function with nonpositive orbital derivative proves Lyapunov stability of the equilibrium. Indeed, fix a sufficiently small ball in the function's domain and putContinuity and give a ball on which . Since cannot increase along a trajectory, one starting in cannot cross the sphere , on which . It therefore remains in for all forward time.
For , and , the origin loses stability at and a stable small circular orbit appears for larger . Its radius is . The Cartesian vector field is continuously differentiable but not generally twice differentiable at the origin, so the usual smooth Hopf normal form and its square-root amplitude law do not apply directly. The explicit radial equation proves the transition.
Linear stability of principal-axis rotation Created 2026-10-03 Updated 2026-10-14
For , the transverse linear stability rates about steady rotation with signed component areAxes one and three have transverse eigenvalues and , producing bounded oscillations. Axis two has transverse eigenvalues , giving growing and decaying exponential functions. A neutral longitudinal perturbation corresponds to a small change of . Generic intermediate-axis disturbances contain a growing component; a precisely chosen decaying direction is exceptional. For the normalized intermediate-axis model with , the values are , and .
Proof outline: the linearization of the Euler equations for a torque-free rigid body about the third principal axis gives transverse perturbations obeyingand henceCyclic permutation gives the other rates. For nonlinear Lyapunov stability of the extreme rotations, use the torque-free rigid-body invariants: the conserved quadratic forms and have strictly positive transverse coefficients about axes one and three respectively. They bound transverse angular velocity, while bounds its longitudinal change near nonzero rotation. Imaginary transverse eigenvalues alone would not establish this nonlinear conclusion.[ref]
The practical lesson is to choose a stable principal axis when using rotation to maintain an instrument's pointing direction. Both extreme principal moments of inertia are stable in the ideal torque-free model; if internal damping lowers rotational kinetic energy while approximately preserving angular momentum, the minimum energy instead favors the largest principal moment of inertia. A control system must account for torque, changing mass distributions and flexibility before applying this ideal result.
Mathematical model parameter 2026-10-31
A mathematical model parameter is a quantity held fixed while solving a particular instance of a model, but allowed to vary between instances. Changing a parameter can change equilibria, their stability and the qualitative behavior of trajectories. Parameter constancy does not mean probabilistic independence.
Mixed-mode chemotactic instability threshold 2026-10-31
When , the instability threshold of a spatial mode with squared wave number is . On a rectangle , , modes varying in both coordinates have . Since the threshold increases for , the first such mode is , at . At equality it is neutral; strict instability begins above this value.
For point masses on concentric horizontal rings in parallel planes, set , , and . A spring of zero natural length gives . The inertia-weighted angle separates the Lagrangian into a free common rotor with inertia and a relative rotor with inertia . Static equilibria have or . Their normal modes are the common displacement with zero frequency and the relative displacement with the displayed squared frequency. The aligned family has a restoring relative mode; the antipodal family has an exponentially growing one. The zero mode is required by rotational symmetry. Small nonzero total angular momentum produces common drift, so stability of the aligned family modulo rotations should be distinguished from Lyapunov stability of one fixed equilibrium point.
Past exam of the differential equations 1 course of the University of Oxford 2021 3 a ii Solution 2026-10-25
Where , taking the quotient of the two ordinary differential equations givesChoose the first integralThe chain rule checks conservation even at points excluded in taking that quotient:Thus each trajectory is contained in a connected component of a level set of . At the gradient vanishes and the Hessian matrix is the identity, so has a strict local minimum there. To make the closed-trajectory argument explicit, put and . The bounded component of isThe two arcs join at to form a simple closed curve that is a regular level set. The gradient cannot vanish on it: the only critical point of a dynamical system in is the centre, whose level is .
The vector field is tangent and nowhere zero on this compact set, so its speed has a positive minimum. It therefore traverses the curve in finite time and returns to its initial point, giving a periodic orbit. These ovals shrink to the centre as . This is the planar first integral criterion for a centre and proves the required nonlinear assertion; it also gives Lyapunov stability without asymptotic stability.
Past exam of the differential equations 1 course of the University of Oxford 2023 2 a ii Solution 2026-10-25
At an equilibrium point, and , so . With , the two equilibrium points and their Jacobian matrix areAt , . The trace-determinant stability criterion therefore gives an unstable saddle equilibrium. At the origin, the eigenvalues are : its linearization is a center equilibrium. The linearization stability theorem does not classify this nonhyperbolic equilibrium of the nonlinear system.
Nonlinear classification. In fact the answer depends on :Here is an explicit derivation, rather than an inference from the imaginary eigenvalues. When , set . Near the origin , and the first integralhasIts Hessian matrix at the origin is the identity. Small level curves are closed ovals on which the vector field is nonzero, proving the center equilibrium classification and Lyapunov stability.
For , a higher-order Lyapunov function calculation settles the issue. Put , , , , and . ThenWrite and introduce the differential operatorsSuccessively cancel the terms of degrees three, four and five in the derivative of , using these homogeneous polynomials:Direct differentiation verifies , and . The remaining degree-six term has circular averageFor example, the only nonzero averages of degree-six monomials needed here are and . Since in polar coordinates, the zero-average part can be cancelled by a degree-six homogeneous polynomial satisfyingIndeed its restriction to the unit circle is obtained by integrating a zero-average trigonometric polynomial; its Fourier modes have orders , so multiplication by gives a polynomial. Consequently the positive Lyapunov function satisfiesFor this is strictly negative near the origin, giving asymptotic stability. For it is strictly positive, and in a sufficiently small neighbourhood; every nonzero starting point must eventually leave that neighbourhood. Finally , so the nearby trajectories rotate: these are weak foci, with the stability stated above. Merely calling the nonlinear origin a center for every would miss this distinction.
Past exam of the differential equations 1 course of the University of Oxford 2023 2 a i Solution 2026-10-25
An equilibrium point of an autonomous planar system is a point where its vector field vanishes:For a locally well-posed ordinary differential equation, Lyapunov stability means that every prescribed neighbourhood can be protected by choosing a sufficiently small initial neighbourhood. More precisely, for every there exists such that every trajectory starting with exists for all and satisfiesThe number may depend on but not on the particular starting point. Asymptotic stability additionally requires convergence to the equilibrium point for all sufficiently close starting points.
The Jacobian matrix of the update map isIts eigenvalues are and zero. The extinction equilibrium is locally asymptotically stable for and unstable for , by linear stability analysis for a discrete dynamical system. In the latter case, even a small perturbation along grows as .
At , an eigenvalue equals one, so the strict linear criterion does not decide stability. Directly, and . Starting sufficiently close to extinction therefore keeps both coordinates close for all time, proving Lyapunov stability in the nonnegative state space. It is not asymptotically stable, since every nearby is another equilibrium. This distinction makes the statement “stable when fails” precise.
Past exam of the mathematics course of the University of Cambridge 2005 ii Paper 2 7B Solution Created 2026-09-24 Updated 2026-10-14
A fixed point is Lyapunov stable if for every there is such that solutions starting within of stay within for all forward times. It has quasi-asymptotic stability if some neighborhood of consists of initial points whose solutions converge to . Asymptotic stability requires both properties.
Choose the Lyapunov functionIt vanishes only at the origin, is positive elsewhere, and has compact sublevel sets. The vector field is polynomial, hence locally Lipschitz. Along a solution,A small sublevel set is forward invariant and can be fitted inside any prescribed neighborhood, proving Lyapunov stability; boundedness also prevents finite-time escape.
For attraction, a bounded forward solution has a nonempty compact limit set, and decreases to a limit. Every point in that limit set has that same value. Continuous dependence of solutions makes the limit set forward invariant, so along every trajectory in it. Such a trajectory must have at all times. But then , forcing . Thus the only possible limit point is the origin, and every solution converges there. This verifies the invariant-set condition behind the LaSalle invariance principle, rather than incorrectly treating as strictly negative at every nonzero point. The origin is therefore asymptotically stable, indeed globally attracting.
Past exam of the mathematics course of the University of Cambridge 2005 ii Paper 2 9C Solution Created 2026-09-24 Updated 2026-10-14
The components in Euler equations for a torque-free rigid body are evaluated in the body-fixed principal-axis frame, with . In an inertial space frame the angular momentum vector is constant; its components in the rotating body frame need not be.
Assume and distinct positive principal moments of inertia. Write . To first order,soThe coefficient is positive when lies between the other moments, giving an exponentially growing mode and instability. When is an extreme moment, it is negative and the transverse perturbations oscillate.
To establish actual nonlinear Lyapunov stability in the latter case, use the conserved kinetic energy and squared angular momentum . Their combination isFor an extreme its two coefficients have the same sign. Conservation controls both transverse components by their initially small values, while conservation of controls near . Continuity preserves its initial sign for sufficiently small perturbations. Thus nonzero steady rotation is stable exactly about the largest or smallest principal moment, the intermediate axis theorem. It is not asymptotically stable, since energy is conserved. If , energy makes the zero angular-velocity state stable for every ordering; the nonzero-rotation assumption is essential to the stated equivalence.
Past exam of the mathematics course of the University of Cambridge 2006 ia Paper 4 4C Solution Created 2026-09-24 Updated 2026-10-14
Write . The simple pendulum becomes , . Its equilibria are . The linearization is . For even its eigenvalues are , and for odd they are . The conserved energyhas a strict local minimum at each even multiple of , proving nonlinear Lyapunov stability there. The odd multiples are saddles and are unstable. ThereforeThe stable centres are not asymptotically stable because energy is conserved.
The saddle energy is , so the separatrix is determined byEnergy levels form closed libration curves around the centres; levels have velocity of constant sign and describe rotations. The separatrices join neighboring saddles in the unwrapped plane. On the angle cylinder, where is identified modulo , they are homoclinic to the single saddle.
At the positive separatrix has . Before reaching the neighboring saddle at , the velocity is , so the time to angle isAs , . The integrand is therefore asymptotic to , whose improper integral diverges logarithmically. Thus the pendulum separatrix approach takes infinite time:Starting with velocity gives the reflected approach to and the same infinite time. The velocity tends to zero but never reaches zero at a finite time.
Past exam of the mathematics course of the University of Cambridge 2006 iii Paper 85 2 a Solution Created 2026-10-03 Updated 2026-10-14
At a fixed point , the quadratic equation is . ConsequentlyThe Jacobian matrix is , and its Floquet multipliers solve . The Jury stability criterion requires and , . With , this becomes , . The lower branch never satisfies it; the upper branch is attracting precisely whenAt the lower boundary the two fixed points merge with Floquet multipliers , a saddle-node bifurcation for . At the upper boundary the upper point has Floquet multipliers , giving a generic period-doubling bifurcation for .
Its direction can be established explicitly. A distinct two-cycle alternates values satisfying , . Subtracting gives , and substitution givesIt exists beyond the fixed-point period-doubling bifurcation. The second-iterate Jacobian matrix has determinant and trace . Applying the same stability inequalities shows attraction for andThus the first period-doubling bifurcation is supercritical; the next upper boundary has a Floquet multiplier for the two-cycle. These are the fixed-point and two-cycle thresholds of the Hénon map.
At the map preserves phase-space area, so attraction is impossible. The fixed-point fold is at , with double Floquet multiplier , and is a conservative saddle-centre bifurcation. The upper branch is linearly elliptic for ; the lower branch is a saddle fixed point of a map. At , the upper branch has double Floquet multiplier and becomes a saddle fixed point of a map for larger . The two-cycle is elliptic for , then reaches double Floquet multiplier for the second iterate at . The partial sketch distinguishes elliptic, neutrally stable Floquet multipliers from attracting states. Resonances may require additional nonlinear analysis; unit Floquet multiplier moduli alone do not prove nonlinear Lyapunov stability.
The segment is a conservative Hénon stability boundary, not an ordinary nondegenerate dissipative Neimark–Sacker bifurcation. Indeed for constant phase-space area scaling is . A simple invariant closed curve would enclose a bounded invariant set of positive phase-space area, forcing . Thus no such closed invariant curve can bifurcate into within this constant-determinant family.
Generic folds and flips away from these degeneracies persist under sufficiently small smooth perturbations: their simple unit Floquet multiplier, transverse parameter crossing and nonzero leading nonlinear coefficient persist, while the other Floquet multiplier stays away from the unit circle. The implicit function theorem then continues the bifurcation curves and their criticality. The unqualified perturbation claim needs this restriction. Arbitrary perturbations need not preserve the conservative behavior. For example, in local complex coordinates at a nonresonant elliptic fixed point, the area-preserving map property gives a cubic normal form with zero cubic radial damping. Composing with the arbitrarily small radial perturbation introduces radial coefficient . Varying the modulus through one can now give a genuine Neimark–Sacker bifurcation. Conservative degeneracies and resonances are therefore not covered by a blanket structural-stability assertion.
Hénon fixed points and two-cycles at unit area determinant, and local branches of the triangular cubic map
. Details. Past exam of the mathematics course of the University of Cambridge 2009 ii Paper 1 7E Solution Created 2026-09-24 Updated 2026-10-14
A Lyapunov function near an equilibrium is a continuously differentiable function with , for nonzero nearby , and along trajectories there. Strict negativity away from the equilibrium gives local asymptotic stability. Lyapunov stability itself means that every prescribed small neighborhood contains a smaller neighborhood whose forward trajectories never leave the prescribed one.
For the proposed quadratic form, direct differentiation givesWhen , the quadratic part is negative definite, so it dominates the cubic remainder in a sufficiently small ball; is then a strict Lyapunov function. If , take to make the leading derivative positive. At , that same line gives , positive on its negative half. Values fail positive definiteness of . ThereforeFor the full derivative factors, with no small-amplitude truncation:Every closed sublevel set lies in , is forward invariant, and has strictly decreasing away from the origin. Compactness and the Lyapunov stability argument therefore show that the ellipse belongs to the origin's basin of attraction. Boundary points with other than also have negative derivative and enter the ellipse. The exception is another fixed point, so the largest such sublevel ellipse cannot be included wholesale in the basin. This is a basin estimate from a Lyapunov sublevel set, not a claim that no additional points outside the ellipse converge to the origin.
Past exam of the mathematics course of the University of Cambridge 2017 iii Paper 337 1 iii Solution Created 2026-10-03 Updated 2026-10-06
Eliminate the instantaneous Stokes flow velocity in favour of temperature. On a horizontal Fourier mode , the Stokes temperature-slaving operator maps to , where and . The temperature evolution has linear operator and bilinear map . Under the homogeneous thermal Dirichlet boundary conditions, is self-adjoint. Normalize its critical eigenfunction as and set ; the critical vertical velocity is .
At order , the critical eigenfunction equation gives . At order , the weakly nonlinear expansion contains the imposed second harmonic and the quadratic products of the critical mode: a horizontally uniform temperature correction proportional to and, in a general vertical-mode calculation, a second harmonic proportional to . These corrections are found by solving the noncritical boundary value problems, with homogeneous thermal data except for the imposed forcing.
At order , the method of multiple scales produces the slow derivative , the detuning term , and the two cross-advection terms involving first- and second-order fields. Project the component onto the adjoint eigenfunction using the vertical inner product. This is the solvability condition in the method of multiple scales: divide each resonant projection by . The detuning supplies with ; interactions of horizontal wavenumbers and permit with ; self-interaction through the slaved mean and second harmonic supplies . Other products have the wrong horizontal wavenumber. Reflection permits real coefficients with this cosine forcing. Thus the symmetry-allowed spatially forced convection amplitude equation isThere is a useful specialization that should not be silently missed. For the literal one-vertical-mode Stokes flow problem, the vanishing two-to-one forcing coefficient for Stokes convection makes at this order. To see this, write a positive second-harmonic forcing component as , incorporating the cosine's factor . Its coupling to the negative critical harmonic has projected integrand, apart from sign and its factor ,The integral vanishes because at both plates, even though is nonzero. This proves the cancellation without solving the forced profiles. The permitted coefficient is therefore zero times ; symmetry alone does not establish nonzero phase pinning for the equations actually supplied.
The same normalization makes the remaining coefficients explicit. Since , . The quadratic second harmonic cancels for , while the uniform correction is . Projecting gives . Thus for the literal model and this temperature normalization,A generic nonzero would require a nonvanishing projection in an amended physical model or a different forcing structure. It is still meaningful to classify the real-coefficient amplitude equation requested independently.
Write . Then and . These are a gradient flow for , so local minima give stable equilibrium points. At the origin the two eigenvalues are and . The origin has exponential asymptotic stability if , retains asymptotic stability with algebraic decay at , and is unstable if . At equality, obeys , since both linear coefficients are nonpositive. Integrating this inequality proves attraction even in the zero-eigenvalue direction.
For the stable nonzero equilibrium points are real; for they are imaginary:The real branch has Jacobian matrix eigenvalues ; the imaginary branch has . The oppositely aligned branch, when it exists, is a saddle equilibrium. No mixed real-imaginary nonzero equilibrium is possible when .
For , the origin is stable for , with algebraic decay at zero. If , the circle is radially attracting. Each point has Lyapunov stability but has a neutral phase direction, so it does not have individual asymptotic stability; the circle has orbital stability. This is the literal model's unpinned family. The general nonzero- branches instead exhibit phase locking to one of two phases separated by .

