MACQUARIE UNIVERSITY MATH332 (2006D2)

Time-t maps and Poincare maps

This version: 24 November.
The 23 November version had an error in Example 3. (See remark following that example).
Consider a set of autonomous rst-order ODEs on D R
n
, with ow (i.e. general solution) F(x, t),
which means that for any xed x
0
, the map F(x
0
, t) (as a function of t only) is the particular solution
with initial condition x(0) = x
0
. Often, the domain of F must be taken to be smaller than D R, but
this will not be important in the examples in this half-unit. For every t R, we dene F
t
(x) = F(x, t).
This is called the time-t map.
Example 1. The general solution to ODE x = x
2
, with initial condition x(0) = x
0
= 0 can be obtained
by separation of variables:
_
1
x
2
dx =
_
dt =
1
x
= t +c, which implies c =
1
x
0
.
If t =
1
x
0
, this implies
x =
1
t +c
=
1
t
1
x
0
=
x
0
1 tx
0
.
If x(0) = 0, then the solution is x(t) = 0 for all t. Since substituting x
0
= 0 into the expression
x
0
1 tx
0
gives 0, we dont actually have to consider the case x
0
= 0 separately. The ow is F(x, t) =
x
1 tx
.
For any R, the time- map for this system is F

(x) =
x
1 x
. Of course, this is not dened when
=
1
x
, and since our initial condition is given at t = 0, it makes sense to assume (,
1
x
), if x > 0,
or (
1
x
, ), if x < 0. The dynamical interpretation of this is: after time units, a point at any initial
position x has moved to position
x
1 x
.
Remark. The ODE in this example is the one I started working on during the break of the review
session, but didnt nish because I thought there was a problem with it (there isnt).
Example 2. Consider the system r = (r 1)
2
,

= , in polar coordinates, for some constant . We
assume r > 0 and we consider + 2n to be the same as , for any R and any n Z. Since the
equations are decoupled, i.e. each equation contains only one variable, they can be solved separately.
The rst one is almost the same as Example 1, and the solution to the second one, with initial condition
(0) =
0
, is (t) = t +
0
. Hence for any t (subject to certain constraints, as in Example 1), the time-t
map for this ow is
F
t
(r, ) =
_
r 1
1 t(r 1)
+ 1, t +
_
.
Note that, if t =
2

, then t + = 2 + = (in polar coordinates). If we omit the from expression

for F2

(since the coordinate doesnt change anyway), we get a map

P(r) =
r 1
1
_
2

_
(r 1)
+ 1 . (1)
This is an example of a Poincare map, for which we now give a general denition . . .
Recall that a manifold is a smooth curve or surface or higher-dimensional analogue.
A Poincare section for F, at a periodic point a , is a manifold S through a, of dimension n 1, that
makes a nonzero angle with the orbit of a and doesnt intersect that orbit at any other point.
Remark. The dimension of S, i.e. n 1, may have been omitted in the lecture. You will not be asked
for this denition on the exam.
If x is in S and is close enough to a then F(x, t) S for some t > 0, i.e. the orbit of x returns to S.
The Poincare map (or rst return map) for S is dened by P(x) = F(x, t) for the smallest t > 0 such
that F(x, t) S. This is slightly imprecise, since we havent specied the domain of P. Read on.
The following theorem claries things.
Theorem. Given any Poincare section S for F at a, there exist U, V S, open relative to S, such that
P : U V , dened as above, is a dieomorphism.
Remark. If x is a periodic point of the ODE then it is a xed point for the Poincare map at x.
Remark. In the denition of P, its possible for t to be dierent for dierent x values. However, in all
of the do-able examples I could come up with, the t is the same for all x values, so P is just a time-t
map, or more precisely the restriction of a time-t map to S.
Example 2 (continued). In Example 2 above, any point (1, ) is periodic, with period
2

. For any xed

0
, let S = {(r,
0
) : r > 0}. Then S is a Poincare section for F at (1,
0
). For all r values, F2

(r,
0
) S,
and
2

is the smallest t > 0 for which this is true. Therefore the restriction of the time-
2

map to S is
the Poincare map for S. In symbols,
P(r,
0
) = F2

(r,
0
) =
_
r 1
1
_
2

_
(r 1)
+ 1,
0
_
.
Since the value never changes, it is usually dropped from the formula, giving Equation 1 above.
Convention: When calculating P in coordinates such that S is dened by setting one coordinate to a
constant value, that coordinate is dropped from the formula.
Remark. All of the examples here and in the lecture use polar or cylindrical coordinates, because this
simplies the calculations.
Example 3. Consider the following system of ODEs in cylindrical coordinates (r, , z),
r = r 2,

= 4, z = 3z.
These can be solved separately, giving
r(t) = (r
0
2)e
t
+ 2, (t) = 4t +
0
, z(t) = z
0
e
3t
.
Let a = (2, 0, 0), and note that this is a periodic point with period

2
. Now let S = {(r, , z) : = 0}.
This is a Poincare section for a. The time it takes for a solution with initial condition (r
0
, 0, z
0
) to return
to S is always

2
. Thus the Poincare map for S is
P(r, z) =
_
(r 2)e

2
+ 2, ze
3
2
_
.
Remark. The version of Example 3 from 23 November was badly incorrect, because the system was not
autonomous and (2, 0, 0) was not periodic! I simplied the example.
Dont forget to also review the examples in the Week 13 lecture notes.
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