- About this Journal ·
- Abstracting and Indexing ·
- Aims and Scope ·
- Article Processing Charges ·
- Author Guidelines ·
- Bibliographic Information ·
- Citations to this Journal ·
- Contact Information ·
- Editorial Board ·
- Editorial Workflow ·
- Free eTOC Alerts ·
- Publication Ethics ·
- Recently Accepted Articles ·
- Reviewers Acknowledgment ·
- Submit a Manuscript ·
- Subscription Information ·
- Table of Contents
International Journal of Mathematics and Mathematical Sciences
Volume 2011 (2011), Article ID 230939, 12 pages
On Algebraic Approach in Quadratic Systems
1Department of Basic Science, Faculty of Civil Engineering, University of Maribor, Smetanova 17, 2000 Maribor, Slovenia
2Department of Mathematics, Institute of Mathematics, Physics and Mechanics Ljubljana, 1000 Ljubljana, Jadranska 19, Slovenia
Received 14 December 2010; Accepted 9 February 2011
Academic Editor: Ivan Chajda
Copyright © 2011 Matej Mencinger. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.
When considering friction or resistance, many physical processes are mathematically simulated by quadratic systems of ODEs or discrete quadratic dynamical systems. Probably the most important problem when such systems are applied in engineering is the stability of critical points and (non)chaotic dynamics. In this paper we consider homogeneous quadratic systems via the so-called Markus approach. We use the one-to-one correspondence between homogeneous quadratic dynamical systems and algebra which was originally introduced by Markus in (1960). We resume some connections between the dynamics of the quadratic systems and (algebraic) properties of the corresponding algebras. We consider some general connections and the influence of power-associativity in the corresponding quadratic system.
The stability of hyperbolic critical points in nonlinear systems of ODEs is well-known. It is described by the stable manifold theorem and Hartman's theorem. The critical (or equilibrium or stationary or fixed) point of or is defined to be the solution of the following algebraic (system of) equation(s), or , respectively. For the systems of ODEs, , the critical point is said to be hyperbolic if no eigenvalue of the corresponding Jacobian matrix, , of the (nonlinear vector) function has it is eigenvalue equal to zero (i.e., ). In case of discrete system, , the critical point is said to be hyperbolic if no eigenvalue of the Jacobian matrix has it is eigenvalue equal to 1 (i.e., ). Roughly speaking, if for a continuous system for every , the corresponding critical point is stable (it is unstable, if for some ). Similar, if for discrete systems for every , the corresponding critical point is stable (it is unstable, if for some ). Note that just one eigenvalue of the corresponding linear approximation of or for which or , respectively, implies that the stability must be investigated separately in each particular case (because of the significance of the higher order terms). Such articles where for the non-hyperbolic critical points the classes of stable and unstable systems are considered are published constantly. (The authors consider the influence of at least quadratic terms added to the linear ones.) The most recent article on quadratic systems might be . For homogeneous quadratic systems the origin is an example of the so-called totally degenerated (i.e., non-hyperbolic) critical point.
In this paper the algebraic approach to autonomous homogeneous quadratic continuous systems of the form and autonomous homogeneous quadratic discrete dynamical systems of the form (where is homogeneous of degree two in each component: for each (real) ) is considered, as suggested by Markus in . Markus idea was to define a unique algebra multiplication via the following bilinear form : in order to equip with a structure of a (nonassociative in general) commutative algebra . In the corresponding algebra the square of each vector is equal to Thus, the system obviously becomes a Riccati equation and many interesting relations follow.
In the sequel we consider the existence of some special algebraic elements (i.e., nilpotents of rank 2 and idempotents), as well as the reflection of algebra isomorphisms in the corresponding homogeneous quadratic systems, which represents the basis for the linear equivalence classification of homogeneous quadratic systems. It was already used by the author in order to analyze the stability of the origin in the continuous case in and in (the origin is namely a total degenerated critical point for in any dimension ).
However, in the discrete case the origin is obviously a super stable critical point, since the Jacobian evaluated at the origin is the zero matrix and consequently it is eigenvalues are all zero. On the other hand the dynamics in discrete systems can readily become chaotic in some special regions of the space even in 1D (cf. [4, Section 8]) and it is well-known  that the dynamics on the unit circle (which contains the fixed point is chaotic for
Note that system (1.3) is a homogeneous quadratic (i.e., of the form ) for
Let us conclude the introduction with two examples in order to explain the one to one connection defined by (1.1). Let us consider system (1.3) and it is continuous analogue: , . Their corresponding quadratic form is . Using (1.1) one obtains the following multiplication rule:
Thus, in the standard basis and the multiplication table for the corresponding algebra is as illustrated in Table 1.
Applying the substitution (i.e., the algebra isomorphism) , one obtains as illustrated in Table 2 which is readily recognized as the algebra of complex numbers.
On the other hand, beginning, for example, with the algebra given with the multiplication table as illustrated in Table 3 the corresponding quadratic form is obtained again by applying .
By denoting , we get Thus, we obtain the following quadratic systems
2. Some Connections between Systems and Their Corresponding Algebras
First note that the algebra which corresponds to a system or is always commutative, since from (1.1), it follows However, the corresponding algebra is generally not associative. For instance for algebra in the above example from Table 3 one can readily observe Obviously, the correspondence (1.1) between system and algebra is unique. Note also that there is a one-to-one correspondence between homogeneous systems of degree and the corresponding -ary algebras. In this paper we stay within the domain , but the interested reader is referred to [10, 11] for further informations (in case ).
In order to achieve better understanding let us recall some definitions from the dynamical systems and algebra theory. A subset which is closed for algebraic multiplication (i.e., for every pair we have ) is called a subalgebra. For example, if the corresponding vector space is a direct sum of two (vector) subspaces (i.e., ) and if and , then contains two nontrivial subalgebras and . To every one can associate a subalgebra , defined by products , , , , , , , and so on and their linear combinations, which is called the subalgebra generated by the element . A subalgebra is called (left and right) ideal of algebra , if and (i.e., for every and every we have and ). Every algebra has at lest two ideals, the trivial ideals and . Furthermore, the set defined as the subspace of all linear combinations of products in is obviously an ideal of .
The map is homomorphism from algebra into algebra , if and only if, for every pair of vectors from algebra we have: . If there is a homomorphism from algebra to algebra they are called homomorphic. A bijective homomorphism is called an isomorphism and the corresponding algebras are called isomorphic (in this case ). By and let us denote the corresponding quadratic (continuous or discrete) systems. The map preserves solutions from system into system if and only if it takes parametrized solutions of the first system into parametrized solutions of the second one (i.e., is a solution of system , whenever is a solution of . In discrete systems the solutions, ; are called orbits. By preserving of orbits we mean that ; is an orbit of system , whenever ; is an orbit of system .
Element of algebra is said to be a nilpotent of rank 2, if and it is said to be an idempotent, if . If for some point the algebraic equation or is fulfilled, it is called critical point of system or , respectively. The solution is a ray solution of if for every time vector remains on the line .
2.1. Algebraic Isomorphism and Linear Equivalence
The basic correspondence (1.1) between quadratic systems and algebras is the same for as well for . The basic property concerning the linear equivalence between quadratic systems is also very similar as shown in the following two Propositions.
Proposition 2.1. Let be linear. Then preserves solutions from system ; into system ; if and only if is a homomorphism from algebra into algebra .
Proof. Let be some linear map which preserves solutions from into . And let and be the corresponding algebras. Let be the solution of and let be the solution of . Thus and and from one obtains . Since is linear it is Jacobian is equal to in every point of the space (i.e., ). Therefore for every . Substituting and applying commutativity and bilinearity of multiplications and , we obtain , for all . Since is linear by assumption, this yields that is a homomorphism from into .
Conversely, let be homomorphism from into . Thus, for all we have . For we readily obtain: . Using again , we obtain Let be a solution of . We want to prove that is a solution of . Using and (2.3) and the chain rule for the derivative one obtains , which means that is a solution of . This completes the proof.
Proposition 2.2. Let be linear. Then preserves orbits from system ; into system ; if and only if is a homomorphism from algebra into algebra .
The proof is very similar to the proof of Proposition 2.1 and will be omitted here.
Example 2.3. Systems are isomorphic. The corresponding isomorphism from into is Note that system is much easier to treat than . The only idempotent of is , , while the only idempotent of is , . It is obtained as the solution to algebraic system of equations The particular solutions with the initial conditions near idempotent (the black line) in both cases yield the solution curves (the red line) shown in Figures 1 and 2. Figures 1, 2, 3, and 4 are clearly indicating that the dynamics of system is much easier to understand. Note that in the Markus theory system is a kind of normal form (i.e., the class representative) of it is class (i.e., of all isomorphic systems). For the entire list of “normal forms” in 2D please refer to [2, Theorems 6, 7, and 8].
The immediate corollary is that systems and are linearly equivalent if and only if their corresponding algebras and are isomorphic.
2.2. Algebraic Structure and Reductions of the System
The above-mentioned corollary and the so-called Kaplan-Yorke theorem is a basement of algebraic treatment of homogeneous quadratic systems using algebraic classification of the commutative algebras. The following algebraic result due by Kaplan and Yorke  affects strongly on the dynamics of homogeneous quadratic systems.
Theorem 2.4 (Kaplan-Yorke). Every real finite dimensional algebra contains at least one nonzero idempotent or a nonzero nilpotent of rank two.
For proof please refer to the original paper .
Concerning the existence of a subalgebra, we have the following result.
Proposition 2.5. A homogeneous quadratic system has an invariant -dimensional linear subspace if and only if the corresponding algebra has an -dimensional subalgebra.
Remark 2.6. We present just the proof for discrete case (i.e., when ; . The proof for continuous system ; can be found, for example, in Markus .
Proof. Let be an invariant r-dimensional linear subspace of a -dimensional vector space , . Then for every the orbit is contained in . We will prove that is the -dimensional subalgebra (i.e., the subspace is closed for multiplication *). Setting we have for every . Now we want to prove that for all , . In order to prove this, let us set and compute using the commutativity rule in algebra
Since , , and it follows also which means that for every pair the product is contained in , as stated. The converse follows directly from the fact that for every , since is a subalgebra, we have . Setting we immediately obtain that . Setting one obtains , and so on. Thus the orbit is contained in , which means that is invariant, as stated.
Concerning the existence of a subalgebra and an ideal in the corresponding algebra let us mention the following result, (for proof please refer to ).
Proposition 2.7. Let be an ideal of algebra and a subagebra such that . Then the solution of the initial value problem of the corresponding quadratic system with the initial value problem can be solved by successive solution of where is a solution of the first subsystem in .
Corollary 2.8. A system with the initial condition splits into two separated subsystems if and only if the corresponding algebra can be written as a direct sum of two nontrivial ideals
Proof. Apply and in the previous result and take into consideration that are both ideals which means that in the second equation of Proposition 2.7. This finishes the proof.
The last two results are further examples where exactly analogous results can be formulated for the discrete case. Note that the reduction and/or splitting of the system is of great importance when exact solutions are needed.
2.3. Special Algebraic Elements and (In)Stability
However, some connections between the system and corresponding algebra differs in the continuous and discrete case. For example the correspondence between ray solutions/fixed points and idempotents/nilpotents. Let us first recall the Lyapunov definition of stability.
Definition 2.9. Critical point of system is said to be stable if and only if for every there is a such that for every initial condition for which and for every time for which the solution with the initial condition is defined, we have In the next theorem the well-known necessary conditions for the stability of the origin in are given.
Theorem 2.10. If an algebra contains an idempotent , then the origin in the corresponding system is unstable critical point.
Proof. First note that is always a subalgebra of . Thus (by Proposition 2.5), the flow is invariant. Since from (when inserting ) one obtains 1-dimensional ODE . Next observe that is in every neighborhood of the origin. Therefore the solution with the initial condition (i.e., ) is Finally observe that which completes the proof.
Note that the immediate corollary of Theorem 2.10 and the Kaplan-Yorke theorem is that systems with the stable origin always contain some nilpotents of rank two. In the continuous case the ray-solutions are as proven in Theorem 2.10 related with the existence of the idempotent. However, in the discrete case the existence of idempotent simply means the existence of the fixed point.
On the other hand, the existence of a nilpotent of rank two implies the existence of line of critical points in the continuous case, since from one obtains for every real. However, in the discrete case the above property yields the existence of the ray-solution, since from one readily obtains that for every real .
For the stability analysis of the origin in systems some new results are needed, for example, results obtained Markus approach in [13, 14]. Using Markus original classification one can obtain that only (up to linear equivalence) three (families of) systems admit stable origin in 2D. These systems are (cf. ):
In order to obtain similar result(s) in and/or in for a partial algebraic classification (of systems/algebras with a plane of critical points) similar to Markus was done in (cf. ). Roughly speaking (cf. ), the existence of complex idempotents overlapping with the existence of the so-called essential nilpotents (i.e., nilpotents which are not contained in the linear span of all complex idempotents) seem to define (algebraically) the stability of the origin. The conjecture was confirmed by examining the complexification of real algebras corresponding to the systems with a plane of critical points as well as on the so-called homogenized systems in (cf. ). It seems that  the spectral analysis of linear operator defined by (i.e., multiplication by essential nilpotent ) is playing an important role in stability of the origin in systems .
However, algebraic approach is recently used (cf. [8, 9]) also in order to consider planar homogeneous discrete systems in the sense of (non)chaotic dynamics. The results are showing that the dynamics of systems whose corresponding algebras are containing some nilpotents of rank 2 cannot be chaotic . Furthermore, system (1.3) is one of the simplest systems with chaotic dynamics and the corresponding algebra is power-associative. Note that every orbit of system which corresponds to a power-associative algebra can be obtained in terms of an orbit of a corresponding linear system. Namely, given an initial point the orbit of can be obtained in terms of , since in the power-associative algebras the powers of every are well defined (i.e., ). In case of system (1.3) the left multiplication matrix of (by ) is obtained from .
In the chaotic region where , the corresponding multiplication matrix has the form Readily, if where is a rational number, then the point is periodic. On the other hand, if where is irrational, the orbit of is dense on the unit circle but not periodic. Furthermore, the points (where and is a rational number) are dense in , as well. Thus there is chaos on . The question is whether the other power-associative algebras also correspond to the systems with chaotic dynamics.
Finally, note that in the continuous case one can observe the following: the solution to with the initial condition can be expressed explicitly by the following formula: where is the identity matrix and is the linear operator defined by the (left) multiplication by . The proof of the above explicit formula is a direct computation and can be found in , where (3.4) is used to prove that in power-associative algebras the corresponding system cannot have periodic solutions. Another interesting question (when considering power-associativity together with continuous quadratic systems) is whether one can use (3.4) in order to obtain some results on stability of the origin in ().
- J. Diblík, D. Y. Khusainov, I. V. Grytsay, and Z. Šmarda, “Stability of nonlinear autonomous quadratic discrete systems in the critical case,” Discrete Dynamics in Nature and Society, vol. 2010, Article ID 539087, 23 pages, 2010.
- L. Markus, “Quadratic differential equations and non-associative algebras,” in Annals of Mathematics Studies, vol. 45, pp. 185–213, Princeton University Press, Princeton, NJ, USA, 1960.
- M. Mencinger, “On the stability of Riccati differential equation in ,” Proceedings of the Edinburgh Mathematical Society. Series II, vol. 45, no. 3, pp. 601–615, 2002.
- R. A. Holmgren, A First Course in Discrete Dynamical Systems, Universitext, Springer, New York, NY, USA, 2nd edition, 1996.
- M. Kutnjak, “On chaotic dynamics of nonanalytic quadratic planar maps,” Nonlinear Phenomena in Complex Systems, vol. 10, no. 2, pp. 176–179, 2007.
- M. K. Kinyon and A. A. Sagle, “Differential systems and algebras,” in Differential Equations, Dynamical systems, and Control Science, vol. 152 of Lecture Notes in Pure and Applied Mathematics, pp. 115–141, Dekker, New York, NY, USA, 1994.
- M. K. Kinyon and A. A. Sagle, “Quadratic dynamical systems and algebras,” Journal of Differential Equations, vol. 117, no. 1, pp. 67–126, 1995.
- M. Kutnjak and M. Mencinger, “A family of completely periodic quadratic discrete dynamical system,” International Journal of Bifurcation and Chaos in Applied Sciences and Engineering, vol. 18, no. 5, pp. 1425–1433, 2008.
- M. Mencinger and M. Kutnjak, “The dynamics of NQ-systems in the plane,” International Journal of Bifurcation and Chaos in Applied Sciences and Engineering, vol. 19, no. 1, pp. 117–133, 2009.
- S. Walcher, Algebras and Differential Equations, Hadronic Press Monographs in Mathematics, Hadronic Press, Palm Harbor, Fla, USA, 1991.
- H. Röhrl, “Algebras and differential equations,” Nagoya Mathematical Journal, vol. 68, pp. 59–122, 1977.
- J. L. Kaplan and J. A. Yorke, “Nonassociative, real algebras and quadratic differential equations,” Nonlinear Analysis, vol. 3, no. 1, pp. 49–51, 1979.
- M. Mencinger, “On stability of the origin in quadratic systems of ODEs via Markus approach,” Nonlinearity, vol. 16, no. 1, pp. 201–218, 2003.
- M. Mencinger and B. Zalar, “A class of nonassociative algebras arising from quadratic ODEs,” Communications in Algebra, vol. 33, no. 3, pp. 807–828, 2005.
- M. Mencinger, “On nonchaotic behavior in quadratic systems,” Nonlinear Phenomena in Complex Systems, vol. 9, no. 3, pp. 283–287, 2006.