Commun. math. Phys. 20, 167—192 (1971) © by SpringerVerlag 1971
On the Nature of Turbulence
DAVID RUELLE and
FLORIS TAKENS*
I.H.E.S., BuressurYvette, France
Received October 5, 1970
Abstract. A mechanism for the generation of turbulence and related phenomena in dissipative systems is proposed.
§ 1. Introduction
If a physical system consisting of a viscous fluid (and rigid bodies) is not subjected to any external action, it will tend to a state of rest (equilibrium). We submit now the system to a steady action (pumping,
heating, etc.) measured by a parameter μ ^{1} . When μ = 0 the fluid is at rest.
For μ> 0
describing the fluid at any point (velocity, temperature, etc.) are constant in time, but the fluid is no longer in equilibrium. This steady situation prevails for small values of μ. When μ is increased various new phenomena occur; (a) the fluid motion may remain steady but change its symmetry
become periodic in time; (c) for suffi
ciently large μ, the fluid motion becomes very complicated, irregular and chaotic, we have turbulence. The physical phenomenon of turbulent fluid motion has received various mathematical interpretations. It has been argued by Leray [9] that it leads to a breakdown of the validity of the equations (Navier Stokes) used to describe the system. While such a breakdown may happen we think that it does not necessarily accompany turbulence. Landau and Lifschitz [8] propose that the physical parameters x describing a fluid in turbulent motion are quasiperiodic functions of time:
pattern; (b) the fluid motion may
we obtain first a steady state, i.e., the physical parameters
where /ha s period 1 in each of its arguments separately and the frequences
, ω _{k} are not rationally related ^{2} . It is expected that k becomes large
for large μ, and that this leads to the complicated and irregular behaviour
* The research was supported by the Netherlands Organisation for the Advancement of Pure Research (Z.W.O.).
^{1} Depending upon the situation, μ will be the Reynolds number, Rayleigh number, etc.
^{2} This behaviour is actually found and discussed by E. Hopf in a model of turbulence [A mathematical example displaying features of turbulence. Commun. Pure Appl. Math. 1, 303322 (1948)].
ω _{l} _{5}
13
Commun. math
Phys., Vol
20
168
D. Ruelle and F. Takens:
characteristic of turbulent motion. We shall see however that a dissipative system like a viscous fluid will not in general have quasiperiodic motions ^{3} . The idea of Landau and Lifschitz must therefore be modified. Consider for definiteness a viscous incompressible fluid occupying a region D of IR ^{3} . If thermal effects can be ignored, the fluid is described by its velocity at every point of D. Let H be the space of velocity fields υ over D; H is an infinite dimensional vector space. The time evolution of a velocity field is given by the NavierStokes equations
is a vector field over H. For our present purposes it is not
necessary to specify further H or X _{μ} ^{4} . In what follows we shall investigate the nature of the solutions of (1), making only assumptions of a very general nature on X _{μ} . It will turn out that the fluid motion is expected to become chaotic when μ increases. This gives a justification for turbulence and some insight into its meaning. To study (1) we shall replace H by a finitedimensional manifold ^{5} and use the qualitative theory of differential equations.
where X
μ
For μ = 0, every solution v() of (1) tends to the solution v _{0} = 0 as the tim e tend s t o + GO. Fo r μ > 0 w e kno w ver y littl e abou t th e vecto r fiel d X _{μ} . Therefore it is reasonable to study generic deformations from the situation at μ — 0. In other words we shall ignore possibilities of defor mation which are in some sense exceptional. This point of view could lead to serious error if, by some law of nature which we have overlooked,
a special class with exceptional properties ^{6} . It
X _{μ} happens to be in
appears however that a threedimensional viscous fluid conforms to the
pattern of generic behaviour which we discuss below. Our discussion should in fact apply to very general dissipative systems ^{7} . The present paper is divided into two chapters. Chapter I is oriented towards physics and is relatively untechnical. In Section 2 we review
^{3} Quasiperiodic
motions occur for other systems, see Moser [10].
^{4} A general existence and uniqueness theorem has not been proved for solutions of the NavierStokes equations. We assume however that we have existence and uniqueness locally, i.e., in a neighbourhood of some ι; _{0} e H and of some time / _{0} .
^{5} This replacement can in several cases be justified, see §5.
^{6} For instance the differential equations describing a Hamiltonian (conservative) system, have very special properties. The properties of a conservative system are indeed very different from the properties of a dissipative system (like a viscous fluid). If a viscous fluid is observed in an experimental setup which has a certain symmetry, it is important to take into account the invariance of X _{μ} under the corresponding symmetry group. This
problem will be considered elsewhere.
^{7} In the discussion of more specific properties, the behaviour of a viscous fluid may
operator
turn out to be nongeneric, due for instance to the local nature of the differential in the NavierStokes equations.
On the Nature of Turbulence
169
some results on differential equations; in Section 34 we apply these results to the study of the solutions of (1). Chapter II contains the proofs of several theorems used in Chapter I. In Section 5, centermanifold theory is used to replace H by a finitedimensional manifold. In Sec tions 68 the theory of Hopf bifurcation is presented both for vector fields and for diffeomorphisms. In Section 9 an example of "turbulent" attractor is presented.
thanking R. Thorn for valuable
discussion, in particular introducing one of us (F. T.) to the Hopf bifurcation. Some inspira tion for the present paper was derived from Thorn's forthcoming book [12].
Acknowledgements.
The
authors take pleasure in
Chapter I
§ 2. Qualitative Theory of Differential Equations
Let B = {x : x < R} be an open ball in the finite dimensionaleuclidean
space H ^{8} . Let
r
space & with the norm
X be a vector field with continuous derivatives up to order
§: 1. These vector fields form a Banach
\x\ :g R}, r fixed
on
B = {x:
where
\\X\\ =
sup
sup sup
l^i^ v ρ^ r xeB
a _{}_{e}_{}
/
d γ
Ύx^~(~dx ^{r} ]
'"\dx\
and \ρ\= ρ _{v} + + ρ _{v} . A subset E of & is called residual if it contains a countable intersection of open sets which are dense in ^. Baire's theorem
implies
may be considered in some sense as a "large" subset of ^. A property of a vector field X e $ which holds on a residual set of $ is called generic.
that a residual set is again dense in ^ therefore a residual set E
The integral
curve x( ) through
x _{0} e 5 satisfies x(0) = x _{0} and dx(t)/dt
= X(x(t)); it is defined at least for sufficiently small ί. The dependence
of x( )
integral of the vector field X; & _{X}_{ί}_{ί} is the time one integral. If x(t) = x _{0}_{?} i.e.
X(x _{Q} ) = 0, we have a fixed point of X. If x(τ) = x _{0} and x(t)φx _{0} for 0 < t < τ we have a closed orbit of period τ. A natural generalization of the idea of closed orbit is that of quasiperiodic motion:
x(t) — /(^i^ >•••> WfcO
where / is periodic of period
the frequencies ω _{l}_{9}
on x _{0} is expressed by writing x(t) = Q) _{x}_{i}_{t} (x _{Q} ); ^χ, is called
1 in each of its arguments separately and
not rationally related. We assume that /i s
,
ω _{k} are
^{8} More generally we could use a manifold H of class C.
170
D. Ruelle and F. Takens:
a C ^{f}^{e} function and
Then however we find that a quasiperiodic motion is nongeneric. In particular for k = 2, Peixoto's theorem ^{9} shows that quasiperiodic motions on a torus are in the complement of a dense open subset Σ of the
Banach space of C ^{r} vector fields on the torus: Σ consists of vector fields
a finite number of
for which the non wandering set Ώ ^{1}^{0} is composed of fixed points and closed orbits only.
its image a fcdimensional torus T ^{k} imbedded in B.
Fig. 1
As ί> +00, an integral curve x(t) of the vector field X may be attracted by a fixed point or a closed orbit of the vector field, or by a more general
attractor ^{1}^{1} . It
because these are rare. It is however possible that the orbit be attracted by a set which is not a manifold. To visualize such a situation in n dimen sions, imagine that the integral curves of the vector field go roughly parallel and intersect transversally some piece of n —1dimensional
surface S (Fig. 1).We
will probably not be attracted by a quasiperiodic motion
let P(x) be the first intersection of the integral curve
through x with S (P is a Poincaremap).
Take now n
—1 —3, and assume that P maps the solid torus Π _{0} into
itself as shown in Fig. 2,
The set P) P ^{n} Π _{0} is an attractor; it is locally the product of a Cantor set
7J> 0
and a line interval (seeSmale [11], Section 1.9). Going back to the vector field X, we have thus a "strange" attractor which is locally the product
of a Cantor set and a piece of twodimensional manifold. Notice that we
^{9} See Abraham [1].
^{1}^{0} A point x belongs to Ω (i.e. is non wandering) if for every neighbourhood U of x
T> 0 one can find f > Tsuch that ^ _{f} (L/)nί/Φ0 . For a quasiperiodic motion have Ω = T ^{k} .
^{1}^{1} A closed subset A of the non wanderingset Ω is an attractor if it has a neighbourhood
those described here see Williams
and every on T ^{k} we
U such that
Q @ _{X}_{ί}_{t} (U) = A. For more attractors than
[13].
r> 0
On the Nature of Turbulence
171
keep the same picture if X is replaced by a vector field Y which is suf ficiently close to X in the appropriate Banach space. An attractor of the type just described can therefore not be thrown away as nongeneric pathology.
§ 3. A Mathematical Mechanism for Turbulence
The assump
tions are the same as in Section 2, but the interpretation we have in mind
is that X _{μ} is the righthand side of the NavierStokes equations. When μ varies the vector field X _{μ} may change in a number of manners. Here we shall describe a pattern of changes which is physically acceptable, and show that it leads to something like turbulence. For μ —0, the equation
Let X _{μ} be a vector field depending on a parameter μ ^{1}^{2} .
dx
dt
^{μ}^{W}
has the solution x = 0. We assume that the eigenvalues of the Jacobian matrix A{ defined by
have all strictly negative real parts; this corresponds to the fact that the fixed point 0 is attracting. The Jacobian determinant is not zero and therefore there exists (by the implicit function theorem) ξ(μ) depending continuously on μ and such that
X _{μ} (ξ(μf)
= 0 .
In the hydrodynamical picture, ξ(μ) describes a steady state.
We
follow now
ξ(μ)
as
μ
increases.
Jacobian
matrix A{(μ)
defined by
For
sufficiently
small μ
the
(2)
To be definite, let (x,μ)*X _{μ} (x)
be of class C ^{Γ} .
172
D. Ruelle and F. Takens:
has only eigenvalues with strictly negative real parts (by continuity). We assume that, as μ increases, successive pairs of complex conjugate
eigenvalues of (2) cross the imaginary axis, for μ = μ _{1} ,μ _{2} ,μ _{3} ,
the fixed point ξ(μ) is no longer attracting. It has been shown by
that when a pair of complex conjugate eigenvalues of (2)cross the
imaginary axis at μ _{z} , there is a oneparameter family of closed orbits of the
vector field in a neighbourhood of (ξ(μ _{t} ), μ _{t} ). More precisely there are continuous functions y(ω), μ(ω) defined for 0 ^ ω < 1 such that
^{1}^{3} . For
μ > μ _{1}_{?} Hopf ^{1}^{4}
(a) 
y(ΰ}=ξ(μ^μ(0) = μ _{l}_{9} 
(b) 
the integral curve of X _{μ}_{(}_{ω}_{)} through y(ω) is a closed orbit for ω > 0. 
Generically μ(ω)>μ or μ(ω)<μ _{i} for ωΦO. To see how the closed orbits are obtained we look at the twodimensional situation in a neighbourhood of ξ(μ _{l} ) for μ<μ _{1} (Fig. 3) and μ>μ _{A} (Fig. 4). Suppose that when μ crosses μ _{ί} the vector field remains like that of Fig. 3 at large distances of ξ(μ); we get a closed orbit as shown in Fig. 5. Notice thai Fig. 4 corresponds to μ > μ _{1} and that the closed orbit is attracting. Generally we shall assume that the closed orbits appear for μ > μ _{f} so
that the vector field at large distances of ξ(μ) remains attracting in ac cordance with physics. As μ crosses we have then replacement of an attracting fixed point by an attracting closed orbit. The closed orbit is physically interpreted as a periodic motion, its amplitude increases with μ.
Figs. 3 and 4
Fig. 5
§ 3 a) Study of a Nearly Split Situation
crosses the successive μ _{f} , we let E _{t} be
the twodimensional linear space associated with the fth pair of eigen
values of the Jacobian matrix. In first approximation the vector field X _{μ} is, near ξ(μ\ of the form
To see what happens when
μ
^{1}^{3} Another less interesting possibility is that a real eigenvalue vanishes. When this
happens the fixed point ξ(λ] generically coalesces with another fixed point and disappears
(this generic behaviour
^{1}^{4} Hopf [6] assumes that X is realanalytic the differentiable case is treatedin Section 6 of the present paper.
is imposed to the vector field X _{μ} ).
is changed if some symmetry
On the Nature of Turbulence
173
where X _{μ}_{i} , x _{z} are the components of X _{μ} and x in E _{t} , If μ is in the interval (μ _{k} , μ _{k}_{+}_{1} ), the vector field ^ _{μ} leaves invariant a set T ^{k} which is thecar
spaces
tesian product of k attracting closed orbits Γ _{1}_{?}
on T ^{k} we find that the
_{k} . motion defined by the vector field on T ^{k} is quasiperiodic (the frequencies
, E _{k} are in general not rationally
related).
,Γ _{k}
in the
^{E} _{l}_{9}
^{ώ} _{l} _{5}
,E
By suitable
choice
of coordinates
,
ώ _{k} of the closed orbits in E _{1} _{?}
Replacing X _{μ} by X _{μ} is a perturbation. We assume that this perturba tion is small, i.e.we assume that X _{μ} nearly splits according to (3). In this case there exists a C ^{r} manifold (torus) T ^{k} close to f ^{k} which is invariant
for
orbits 7\,
condition is violated if μ becomes too close to
one of the μ _{f} .
vector field X _{μ} restricted to T ^{k} . For reasons
already discussed, we do not expect that the motion will remain quasi periodic. If k —2, Peixoto's theorem implies that generically thenon wandering set of T ^{2} consists of a finite number of fixed points and closed orbits. What will happen in the case which we consider is that there will be one (or a few) attracting closed orbits with frequencies ω _{x} , ω _{2} such that ω _{1} /ω _{2} goes continuously through rational values.
Let k > 2. In that case, the vector fields on T ^{k} for which thenon wandering set consists of a finite number of fixed points and closed orbits are no longer dense in the appropriate Banach space. Other possibilities are realized which correspond to a more complicated orbit structure; "strange" attractors appear like the one presented at the end of Section 2. Taking the case of T ^{4} and the C ^{3} topology we shall show in Section 9 that in any neighbourhood of a quasiperiodic X there is an open set of vector fields with a strange attractor.
We propose to say that the motion of a fluid system is turbulent when
which
this motion is described by an integral curve of the vector field X
on how
field
^{X}
X _{μ} and attracting ^{1}^{5} . The condition that X _{μ} — X _{μ} be small depends
attracting the closed
_{μ}_{l} ^{,}
,X _{μ}_{k} ; therefore the
We consider now the
,Γ _{k} are for the vector
tends to a set ,4 ^{1}^{6} , and A is neither empty nor a fixed point nor a closed orbit. In this definition we disregard nongeneric possibilities (like A having the shape of the figure 8,etc.). This proposal is based on two things:
(a) We have shown that, when μ increases, it is not unlikely that an attractor A will appear which is neither a point nor a closed orbit.
μ
Kelley [7], Theorem 4 and Theorems, and also from recent
work of Pugh (unpublished).That T ^{k} is attracting means that it has a neighbourhood U
such that
of nonwandering points.
^{1}^{6} More precisely A is the ω ^{+} limit set of the integral curve \( ),i.e.,the set of points ς
call T ^{k} an attractor because it need not consist
^{1}^{5} This follows from
P) @ _{X}_{i}_{t} (U)=
r > 0
T ^{k} . We cannot
such that there exists a sequence (ι _{n} ) and f _{n} »oo,
χ(t _{n} )+ξ.
174
D. Ruelle and F. Takens:
(b) In the known generic examples where A is not a point or a closed orbit, the structure of the integral curves on or near A is complicated and erratic (see Smale [11] and Williams [13]). We shall further discuss the above definition of turbulent motion in Section 4.
§ 3b) Bifurcations of a Closed Orbit
We have seen above how an attracting fixed point of X _{μ} may be replaced by an attracting closed orbit y _{μ} when the parameter crosses the value μ _{ί} (Hopf bifurcation). We consider now in some detail the next
bifurcation we assume that it occurs at the value μ' of the parameter ^{1}^{7} and
that
Let Φ _{μ} be the Poincare map associated with a piece of hypersurface
S transversal to y _{μ} , for μ attracting fixed point of
at the point p _{μ} is a linear map of the tangent hyperplane to S at p _{μ} to itself. We assume that the spectrum of dΦ _{μ} ,(p _{μ}_{>} } consists of a finite number of isolated eigenvalues of absolute value 1, and a part which is contained in the open unit disc {z e C  z < 1} ^{1}^{9} . According to § 5, Remark (5.6), we may assume that S is finite dimensional. With this assumption one can say rather precisely what kind of generic bifurcations are possible for μ = μ'. We shall describe these bifurcations by indicating what kind of attracting subsets for X _{μ} (or Φ _{μ} ) there are near y _{μ} , (or p _{μ} .) when μ > μ. Generically, the set E of eigenvalues of dΦ _{μ} >(p _{μ} ϊ), with absolute value 1, is of one of the following types:
e (μ _{1}_{?} μ']. Since y _{μ} is attracting, p _{μ} = Sr\y _{μ} is an
limy
μ^μ'
is a closed orbit y
, of
X _{μ} < ^{1}^{8} .
Φ _{μ} for μ e (μ _{l}_{9} μ'). The derivative dΦ _{μ} (p _{μ} )
of Φ
μ
1. 
£= { + !}, 
2. 
£={!}, 
3. 
E = {α, α} where α, α are distinct. 
For the cases 1 and 2 we can refer to Brunovsky [3]. In fact in case 1
the attracting closed orbit disappears (together with a hyperbolic closed orbit); for μ > μ' there is no attractor of X _{μ} near j _{μ} ,. In case 2 there is for μ > μ' (or μ < μ') an attracting (resp. hyperbolic) closed orbit near y _{μ} ,, but the period is doubled. If we have case 3 then Φ _{μ} has also for μ slightly bigger than μ' a fixed
in Theorem(7.2) are
point p _{μ} ; generically the conditions (a)',
,(e)
^{1}^{7} In general μ' will differ from the value μ _{2} introduced in §3 a).
^{1}^{8} There are also other possibilities: If γ tends to a point we have a Hopf bifurcation with parameter reversed. The cases where lim,y _{μ} is not compact or where the period of y _{μ}
tends to x
^{1}^{9} If the spectrum of dΦ _{μ} ,(p _{μ} .) is discrete, this is a reasonable assumption, because for
μ
are not well understood; they may or may not give rise to turbulence.
the spectrum is contained in the open unit disc.
_{t} <μ<μ'
On the Nature of Turbulence
175
satisfied. One then concludes that when y _{μ} , is a "vague attractor" (i.e. when the condition (f) is satisfied) then, for μ > μ', there is an attracting circle for Φ \ this amounts to the existence of an invariant and attracting torus T ^{2} for X _{μ} . lϊy _{μ} , is not a "vague attractor* then, generically, X _{μ} has no attracting set near y _{μ} , for μ > μ'.
μ
§ 4. Some Remarks on the Definition of Turbulence
We conclude this discussion by a number of remarks:
1. The concept of genericity based on residual sets may not be the
appropriate one from the physical view point. In fact the complement of
a residual set of the μaxis need not have Lebesgue measure zero. In
particular the quasiperiodic motions which we had eliminated may in
fact occupy a part of the μaxis with non vanishing Lebesgue measure ^{2}^{0} . These quasiperiodic motions would be considered turbulent by our definition, but the "turbulence" would be weak for small k. There are arguments to define the quasiperiodic motions, along with the periodic ones, as non turbulent (see (4) below).
2. By our definition, a periodic motion (= closed orbit of X _{μ} ) is not
turbulent. It may however be very complicated and appear turbulent (think of a periodic motion closely approximating a quasiperiodic one,
see § 3 b) second footnote).
3. We have shown that, under suitable conditions, there is an
attracting torus T ^{k} for X _{μ}
from
T ^{1} to T ^{2} is described in Section 3 b, but the transition from T ^{k} to T ^{k}^{+}^{1}
appears to be a complicated affair when fc>l. In general, one gets the impression that the situations not covered by our description are more
complicated, hard to describe, and probably turbulent.
4. An interesting situation arises when statistical properties of the
motion can be obtained, via the pointwise ergodic theorem, from an ergodic measure m supported by the attracting set A. An observable quantity for the physical system at a time t is given by a function x _{f} on H, and its expectation value is m(x _{f} ) = ra(x _{0} ). If m is "mixing" the time cor relation functions m(x _{t} y _{0} ) —m(x _{0} ) m(y _{0} ) tend to zero as t—>oo. This situation appears to prevail in turbulence, and "pseudo random" variables with correlation functions tending to zero at infinity have been studied by Bass ^{2}^{1} . With respect to this property of time correlation functions the quasiperiodic motions should be classified as non turbulent.
proof that μ was not too
if μ is between μ _{k} and μ _{k}_{+}_{ΐ} . We assumed in the
close to μ _{k} or μ _{k}_{+}_{1} . In fact the transition
^{2}^{0} On the torus T ^{2} , the rotation number ω is a continuous function of μ. Suppose one could prove that, on some ^interval, ω is non constant and is absolutely continuous with respect to Lebesgue measure; then ω would take irrational values on a set of non zero Lebesgue measure.
^{2}^{1} See for instance [2],
176
D. Ruelle and F. Takens:
5. In the above analysis the detailed structure of the equations
describing a viscous fluid has been totally disregarded. Of course some thing is known of this structure, and also of the experimental conditions
under which turbulence develops, and a theory should be obtained in which these things are taken into account.
6. Besides viscous fluids, other dissipative systems may exhibit time
periodicity and possibly more complicated time dependence; this appears
to be the case for some chemical systems ^{2}^{2} .
Chapter II
§ 5. Reduction to Two Dimensions
Definition (5.1). Let Φ H^H be a C ^{1} map with fixed point peH, where H is a Hubert space. The spectrum of Φ at p is the spectrum of the induced map (dΦ) _{p} : T _{p} (H)+T _{p} (H). Let X be a C ^{1} vectorfield on H which is zero in p e H. For each t we then have d(Qj _{χ} ^} _{p} : T _{p} (H)^T _{p} (H\ induced by the time I integral of X. Let L(X) : T _{p} (H)+ T _{p} (H) be the unique continuous linear map such that
at p to be the spectrum of L(X\ (note
that L(X) also can be obtained by linearizing X).
Proposition (5.2). Let X _{μ} be a oneparameter family of C ^{k} vectorβelds
on a Hubert space H such that also X, defined by X(h, μ) = (X _{μ} (h\ 0), on HxlR is C\ Suppose:
We define the spectrum of X
(a) X _{μ}
is zero in the origin
of
H.
(b) For μ < 0 the spectrum of X _{μ} in the origin is contained in
{ze(CRe(z)<0}.
at the origin has two
isolated eigenvalues λ(μ) and λ(μ) with multiplicity one and Re(A(μ)) = 0, resp. Re(/ί(μ))>0. The remaining part of the spectrum is contained in
{ze(CRe(z)<0}.
Then there is a (small) ?>dimensional C ^{k} manifold V ^{c} of H x 1R con taining (0,0) such that:
1. V ^{c} is locally invariant under the action of the vectorfield X (X is
defined by X(h, μ) = (X _{μ} (h\ ϋ)) locally invariant means that there is a neighbourhood U of (0,0) such that for \t\^ 1, K ^{c} n U = @ _{x} , _{t} (V ^{c} )πU.
2. There is a neighbourhood U' of (0, 0) such that if p e U', is recurrent,
and has the property that @ _{X}_{i}_{t} (p) e U ^{f} for all t, then peV ^{c} _
3. in (0, 0) V ^{c} is tangent to the μ axis and to the eigenspace of /(O), /.(O).
(c) For μ = 0, resp. μ > 0. the spectrum of X _{μ}
Sustained sinusoidal oscillations of reduced pyridine
nucleotide in a cellfree extract of Saccharomyces carlbergensis. Proc. Nat. Acad. Sci. U.S.A. 55, 888894 (1966).
^{2}^{2} See Pye, K.,, Chance, B.:
Proof.
On the Nature of Turbulence
177
We construct the following splitting T _{(}_{0}_{>}_{0}_{)} (#xIR) = V ^{C} @V ^{S} :
V ^{c} is tangent to the μ axis and contains the eigenspace of λ(μ\ /(μ); V ^{s} is the eigenspace corresponding to the remaining (compact) part of the
spectrum of L(X). Because this remaining part is compact there is a
0 such tha t i t i s containe d i n { z E<C  Re(z) < δ}. W e ca n no w apply
the centermanifold theorem [5], the proof of which generalizes to the
δ >
case of a Hubert space, to obtain [by assumption X is C ^{k} , so V ^{c} is
each μ, X _{μ} is C ^{k} (andX only C ^{1} ), then V ^{c} would be C ^{1} but, for each
μ _{0} , F ^{c} n{μ~μ _{0} } would be C*].
V ^{c} as the centermanifold of X at (0,0) C ^{k} ; if we would assume only that, for
For positive ί, d(@ _{X}_{t}_{t} ) _{0}_{ί}_{0}
induces a contraction on V ^{s} (the spectrum is
contained in {z£.<C\\z\<e" ^{d}^{t} }\ Hence there is a neighbourhood U' of
(0, 0) such that
U'r\
Now suppose that p e U' is recurrent and that & _{X}_{i}_{t} (p) e t/' for all t. Then given ε> 0 and N >0 thtie is a ΐ > N such that the distance between p
C/' smal l
enough. This proves the proposition. Remark (5.3). The analogous proposition for a one parameter set of diffeomorphisms Φ _{μ} is proved in the same way.The assumptions are then:
and @χ _{t}_{t} (p) is <ε. It then
follows that p 6 (£/'n V ^{C} )C V ^{c} fo r
(a)'
The origin is a fixed point of Φ _{μ} .
(b)' For μ < 0 the spectrum of Φ _{μ} at the origin is contained in {ze(Cz <:!}. (c)' For μ = 0 resp. μ > 0 thejpectrum of Φ _{μ} at the origin has two isolated eigenvalues λ(μ) and λ(μ) with multiplicity one and \λ(μ}\ =1 resp. /l(μ)>l. The remaining part of the spectrum is contained in
One obtains just as in Proposition (5.2) a 3dimensional center mani fold which contains all the local recurrence. Remark (5.4). If we restrict the vectorfield X, or the diffeomorphism
Φ [defined by Φ(h,μ) = (Φ _{μ} (h\μ)~\, to the 3dimensional manifold V ^{c}
we have locally the same as in the assumptions (a), (b), (c), or (a)', (b) ^{r} , (c)'
where now the Hubert space has dimension 2. So if we want to prove a property of the local recurrent points for a one parameter family of vectorfield, or diffeomorphisms, satisfying (a) (b) and (c), or (a) ^{x} , (b)' and (c)', it is enough to prove it for the case where dim(H) —2. Remark (5.5). Everything in this section holds also if we replace our Hubert space by a Banach space with C^norm; a Banach space B has C^norm if the map x^>\\χ\\,xeBisC ^{k} except at the origin. This C ^{k} norm is needed in the proof of the center manifold theorem.
178
Remark
D. Ruelle and F. Takens:
(5.6). The Propositions (5.2) and (5.3) remain true if
1. we drop the assumptions on the spectrum of X _{μ} resp. Φ _{μ} for μ > 0.
2. we allow the spectrum of X _{Q} resp. Φ _{ρ} to have an arbitrary but
finite number of isolated eigenvalues on the real axis resp. the unit circle.
The dimension of the invariant manifold V ^{c} is then equal to that number of eigenvalues plus one.
§ 6. The Hopf Bifurcation
We consider a one parameter family X _{μ} of C ^{k} vector fields on ΪR ^{2} ,
fc
λ(μ) and λ(μ) are the eigenvalues of X _{μ} in (0,0). Notice that with a suitable
change of coordinates we can achieve X _{μ} —(Re/l(μ)x _{1} + Imλ(μ)x _{2} )——
^ 5, as
in
the assumptio n of propositio n (5.2) (wit h 1R ^{2} instead of H)\
+
(— Imλ(μ)x _{ί}
+ Re/ί(μ) x _{2} ) ^
1 terms of higher order.
has a positive real part, and
if
X( = (X _{μ} , 0)) on 1R ^{3}  1R ^{2} x 1R ^{1} near (0,0, 0) with period
X,
which is contained
If (0,0) is a "vague attractor" (to be defined later) for X _{0} , then this oneparameter family is contained in {μ > 0} and the orbits are of attracting type.
Proof. We first have to state and prove a lemma on polarcoordinates:
X(0,0) = 0.
Define
Ψ : IR ^{2} —>1R ^{2} , with Ψ(r, φ) = (r cosφ,
is a neighbourhood U of (0, 0, 0) in
of closed orbits of
oneparameter
Theorem
Λ(0)ΦO,
(6.1). (Hopf [6]). //1——)
\
dμ
then
there
is
a
/ _{μ} _{=} Q
family
near TT^—
IA(0)
there
of
1R ^{3} such that each closed orbit
of
the above
family.
in
U,
is a member
Lemma (6.2).
Let
X
be
a
C ^{k}
vectorβeld
on 1R ^{2}
and let
polar coordinates by the map
rsiriip). 
Then 
there 
is 
a 
unique C ^{k} ~ ^{2} vectorfield 
X 
on 
IR ^{2} , 
such 
that 

ψ^(X) 
= X (le. for each (r, φ) dΨ(X(r, 
φ}) = X(r cosφ, 
Proof
of Lemma (6.2). We can write
dx _{ί}
^{2}
dx _{2}
1
(x _{2} X _{l} +x _{l} X _{2} )
Ί
\
,
/~ ^{I}
φ
~2
+ X _{9}
Sx _{2}
On the Nature of Turbulence
179
~
/
\
to
d
\
dr)
~
I
d
\
are the "coordinate vectorfields" with
respect
valued.) Now we consider the functions Ψ*(f _{r} )
zero along {r = 0}; this also holds for j(ψ*(f _{f} )) and j(Ψ*(f _{φ} )).
are bi~
Where Z J = r—
and Z J = „—
^{φ} \
( φ /
(r, φ) and
r = ±]/Xι rxf. (Note that r and
f _{r} ^{c}
=
Ψ^(Z _{r} )
Ψ and Ψ*(f _{φ} ).
They are
ψ*(f \
By the division theorem
^ , resp.
r *£/*/ f ) ^Z _{r} +
We can now take X =
evident.
Ψ*(f]
^, are C*" ^{1} resp. C ^{k} ~ ^{2} .
r ψ*( f ) f~^Z _{φ} ι
the uniqueness is
Definition (6.3). We define a Poincare map P _{x} for a vectorfield X as
in the assumptions of Theorem (6.1):
P _{x}
is a map from
to the (x _{1}_{?} μ)
small.
the first intersection point of @ _{x}_{>}_{r} (x _{r} ,x _{2} , μ), r > 0,
{(x _{1}_{?} x _{2} _{?} μ)  IxJ < ε, x _{2} = 0, μ ^ ^Q}
plane; μ _{0} is such that Im(/l(μ))φO for μ gμ _{0} ; ε is sufficiently
P _{x} maps (x _{1}_{;} x _{2} , μ) to with the (x _{l}_{5} μ) plane,
for which the sign of x _{l} and
the x _{ί}
coordinate of
^x,t( ^{x} ι> ^{X} 2> μ ) ^{a}^{r}^{e} ^{t}^{n} ^{e} same.
a plane μ = constant
the map P _{x} is illustrated in the following figure Im(/l(w))Φθ means that
Remark
(6.4). P _{x} preserves the μ coordinate. In
Fig. 6. Integral curve of X at μ = constant
X has a "non vanishing rotation"
small enough.
it is then clear that P _{x} is defined for β
Remark (6.5). It follows easily from
V(x _{ί} , μ)
define a displacement
function
Lemma (6.2) that P _{x} is C ^{k} ~ ^{2} . We
on the domain of P _{x} as follows:
P^(x _{1}_{?} 0,μ)  ( _{X}_{l} + F(x _{1}_{?} μ),0,μ);
Fis C ^{k} ~ ^{2} .
This displacement function has the following properties:
(i) V is zero on {x _{1} = 0} the other zeroes of V occur in pairs (of opposite sign), each pair corresponds to a closed orbit of X. If a closed orbit y of X is contained in a sufficiently small neighbourhood of (0,0),
180
D. Ruelle and F. Takens:
and intersects {x _{t} = 0} only twice then V has a corresponding pair of
zeroes (namely the two
= 0, — > 0
points γ n (domain of P _{x} }}.
μ > 0
dV
dV
cx _{}}
(ii)
For μ < 0
and x
and X _{L} = 0, ——
dx _{1}
= 0,
^{2} V
d

< 0;
for
and x
_{t}
and for μ = 0
> 0. This follows from the assumptions
cμcx,
on /.(μ). Hence, again by the division
y
theorem, V = —
is
C ^{k} ~ ^{3} .
F(0, 0)
3τ /
^{x} ι
is zero, —— >0, so there is locally a
dμ
unique C ^{k} ~ ^{3} curve / of zeroes of
V passing through (0, 0). Locally the set of zeroes of V is the union of /
and {xj = 0}. / induces the oneparameter family of closed orbits.
(iii) Let us say that (0,0) is a " vague attractor" for X _{0} if F(x _{x} ,0)
= — Ax\ + terms of order > 3 with A > 0. This means that the 3rd order
terms of X _{0} make the flow attract to (0,0). In that case V = c/.^μ
+ terms of higher order, with o^ and >4>0, so F(x _{l} _{9} μ) vanishes only if
x _{t} = 0 or μ > 0. This proves that the oneparameter family is contained in {μ>0}.
(iv) The following holds in a neighbourhood of (0,0,0) where
— Ax ^{2}
dv
If F(XI, μ) = 0 and —— < 0, then the closed orbit which cuts the
\
δXl
l( _{X}_{l} ,μ)
domain of P _{x} in (x _{l}_{5} μ) is an attractor of X _{μ} . This follows from the fact
that (x _{l}_{s} μ) is a fixed
point of P _{x} and the fact that the derivative of P _{x} in
(xι,μ), restricted to this μ level, is smaller than 1 (in absolute value).
if (0, 0) is a vague
Combining (iii) and (iv ) it follows easily that,
attractor, the closed orbits of our one parameter family are, near (0, 0), of the attracting type. Finally we have to show that, for some neighbourhood U of (0, 0), every closed orbit of X, which is contained in U, is a member of our family of closed orbits. We can make U so small that every closed orbit
y of X, which is contained in [/, intersects the domain of P _{x} .
an intersection point of a closed orbit y
with the domain of P _{x} . We may also assume that U is so small that
domain
of P _{x} but also P _{x} (p}C U so (P _{x} ) ^{2} (p) is defined etc.; so P _{x} (p) is defined.
Restricted to {μ = of the half line (x _{x} ^ 0 If the x _{1} coordinate
coordinate of P _{x} ^{+}^{ί} (p) is < (resp. >) than the x _{t} coordinate of P _{x} (p\ so
of P _{x} (p) is < (resp. >) than x _{l} (y) then the x _{ί}
Let p = (x^y), 0, μ(y)) be
P _{x} [C/ n (domain of P _{x} )] C(domain of P _{x} ).
Then
P _{x} (p)
is
in
the
μ(y)}, P _{x} is a local diffeomorphism of a segment χ _{1} rg 0, x _{2} = 0, μ = μ(y)) into that half line.
or
p does not lie on a closed orbit. Hence we must assume that the x _{l} co
On the Nature of Turbulence
181
ordinate of P _{x} (p) is x^(y), hence p is a fixed point of P _{x} , hence p is a zero of F, so, by property (ii), y is a member of our one parameter family of closed orbits.
§ 7. Hopf Bifurcation for
Diffeomorphisms*
We consider 
now 
a one parameter 
family 
Φ _{μ} :JR ^{2} »IR ^{2} 
of 
diffeo 

morphisms satisfying 
(a)', (b)' 
and (c)' (Remark (5.3)) and 
such 
that: 
Such a diffeomorphism can for example occur as the time one integral of a vectorfield X _{μ} as we studied in Section 2. In this diffeomorphism case we shall of course not find any closed (circular) orbit (the orbits are not continuous) but nevertheless we shall, under rather general conditions, find, near (0, 0) and for μ small, a one parameter family of invariant circles. We first bring Φ _{μ} , by coordinate transformations, into a simple form:
We change the μ coordinate in order to obtain
(d)'
μ(μ) = l+μ .
Afte r an appropriat e (μ dependent ) coordinat e chang e of 1R ^{2} we then
where
of orde r r ^{1} " means that the
respect to (x _{l}_{5} x _{2} ) agree
for
have
x _{t} — r cosφ and x _{2} — r sinφ ; "Φ = Φ' f terms derivative s of Φ and Φ' up to orde r / — 1 wit h
Φ(r, φ, μ) = ((1 h μ) r, φ f
/(μ), μ) + terms
of
order
r ^{2} ,
(x _{l} _{ϊ} x _{2} ) = (0,0). We now put in one extra condition:
(e) /(0)Φy . 2π for all fc, / ^ 5.
Proposition (7.1). Suppose
Φ _{μ} satisfies
(a)', (b)', (c)', (d)' and (e) and is
coordinate change in 1R ^{2} ,
C ^{k} , k g: 5. Then for
one can bring
μ near 0, by a μ dependent
form:
Φ _{μ} in the following
Φ _{μ} (r, φ) = ((1 + μ) r  /i (μ) r ^{3} , φ + / _{2} (μ) + / _{3} (μ) r ^{2} ) f terms of order r ^{5} .
induced
For
each μ, f/ze coordinate transformation
of
1R ^{2}
/s C°°; the
coordinate transformation
The next paragraph is devoted to the proof of this proposition**. Our las t conditio n o n Φ,, is :
* Note added in proof. J. h^oser kindly informed us that the Hopf bifurcation for diffeomorphisms had been worked out by Neumark (reference not available) and R. Sacker (Thesis, unpublished). An example of "decay" (loss of differentiability) of T ^{2} under per turbations has been studied by N. Levinson [a second order differentiable equation with singular solutions. Ann. of Math. 50, 127153 (1949)]. ** Note added in proof. The desired normal form can also be obtained from §21 of C. L. Siegel, Vorlesungen ύber Himmelsmechanik, Springer, Berlin, 1956 (we thank R. Jost for emphasizing this point).
on 1R ^{2} xίR is only C ^{k} ~ ^{4} .
182
D. Ruelle and F. Takens:
(f) /! (0) φ 0. We assume even that f _{v} (0) > 0 (this corresponds to the case of a vague attractor for μ = 0, see Section 6); the case / _{x} (0) < 0 can be treated in the same way (by considering ΦI* instead of Φ _{μ} ). Notation. We shall use NΦ _{μ} to denote the map
(r, φH((l f μ)r ~Λ(μ)
r ^{3} , φ f / _{2} (μ) + / _{3} (μ)
and call this "the simplified Φ _{μ} ".
r ^{2} )
Theorem (7.2). Suppose Φ _{μ} is at least C ^{5} and satisfies (a)', (b)', (c)', (d)'
and (e) and NΦ _{μ} , the simplified Φ _{μ} , satisfies (f). Then there is a continuous one parameter family of invariant attracting circles of Φ _{μ} , one for each
μ
Proof. The idea of the proof is as follows: the set Σ = {μ = / _{x} (μ) r ^{2} } in (r,q _{9} μ)space is invariant under JVΦ; JVΦ even "attracts to thisset". This attraction makes Σ stable in the following sense: {Φ ^{n} (Σ)}™ _{=}_{0} is a sequence of manifolds which converges (for μ small) to an invariant manifold (this is actually what we have to prove); the method of the proof is similar to the methods used in [4, 5].
Γ/ i (μ ) — δ, / , (μ ) + δ~\ L
δ <^ fι(μ\
( and show that NΦ(U _{δ} ) CU _{δ} and also, in a neighbourhood of
6 (0, ε), for
ε small
enough.
First we define
U _{δ} = < (r , φ , μ ) I r Φ 0
an d
—5 e
2
r
j
(0,0, 0), Φ(U _{δ} ) C U _{δ} . This goes as follows:
If pedU _{δ} , and r(p) is the rcoordinate of p, then the rcoordinate of
NΦ(p) is r(p) ± δ (r(p)) ^{3} and p goes towards the interior of U _{δ} . Because
Φ equals JVΦ, modulo terms of order r ^{5} , also, locally, Φ(U _{δ} )C U _{δ} . From
Φ ^{n} (Σ^cU _{δ}_{9}
this
it
follows that,
for
ε small
enough
and
all
n ;> 0
Next we define, for vectors tangent to a μ level of U _{δ} , the slope by the
following
formula:
for
X
tangent
to
U _{δ} n{μ = μ _{0} }
and
X = y
for X _{φ} = 0 the slope is not defined.
By direct calculations it follows that if X is a tangent vector of 1/5 n{ μ — μ _{0} } with slope ^ 1, and μ _{0} is small enough, then the slope of
d(NΦ)(X) is rg(l —Kμ _{Q} ) for some positive K. Using this, the fact that
— ~ constant on U _{d} and the fact that Φ and JVΦ only differ by terms
of order r ^{5} one can verify that for ε small enough and X a tangent vector
of U _{δ} n{μ = μ _{0} }, μ _{0} ^ ε, with slope :g 1,
+ X _{φ} —— the slope of X is ——— X
cφ
μ _{0}
φ
dΦ(X) has slope < 1.
From this it follows that for ε small enough and any n ^ 0,
1. Φ ^{n} (Σ _{e} )CU _{δ}
and
2.
the tangent vectors of Φ"(Σ _{£} )n {μ = μ _{0} }, for μ _{0} g ε have slope < 1.
On the Nature of Turbulence
183
This means that for any μ _{0} g ε and n ^ 0
where f _{n}_{>}_{μ}_{o}
is a unique smooth function
satisfying:
for all
φ
We now have to show that, for μ _{0} small enough,
We first fix a
a
fix
φ
φ
PI = (/ _{n}
0
0
and define
define
and
_{p}_{i} _{=}
{./ _{n} , _{μ}_{o} }^ _{0} converges.
P'2 
= 

Using again 
the fact that (/ _{n} , _{μ}_{o} (^)) ^{2} /μo 
^constant (independent 
of 
one obtains: 
and
φί 
φ' _{2} \ ^ K _{2} }/μ _{0}
 / _{n} , _{μ}_{o} (Φo)  Λ + i.μoί
wher e
and independent of μ _{0} .
By definition we have / _{π}_{+}_{1} . _{μ} _{o} (φi) = rj and f _{n}_{+}_{2}_{t}_{f}_{l}_{o} (φ' _{2} )
= /^ ^{W} ^{e} ^{w}^{a}^{n} ^{t}
however
to get an estimate for the difference between f _{n} +ι _{>}_{μ}_{o} (φΊ)
and
2,μ _{0} (<PΊ)' <
Because ause
We have seen that
So
We
(1 + K _{2} μ^ — K _{}}
= K _{3} (μ _{0} )< 1, andwrite ρ(/ _{π} , _{μ}_{o} ,/ _{n}_{+} _{1} , _{μ}_{o} )  max(/ _{π} . _{μ}_{o} (φ)  / _{w}_{+}_{1} , _{μ}_{o} (φ)).
shall
now
assume
that
μ _{0}
is
so
small
that
184
It follows that
D. Ruelle and F. Takens:
0(/m,μo>/m+l,μ _{0} ) =
( ^{X} 3(μθ) Γ ' 0(/0,μ _{0} >/I,μ _{0} ) '
invariant
the
limit functions f^^ _{0} convergence.
Remark (7.3). For a given μ _{0} , /oo _{)}_{M}_{o} is not only continuous but even Lipschitz, because it is the limit of functions with derivative rgμ _{0} Now we can apply the results on invariant manifolds in [4, 5] and obtain the following:
If Φ _{μ} is C ^{r} for each μ then there is an β _{r} > 0 such that the circles of our
of uniform
This proves convergence, and gives for each
and attracting
small
μ _{0} > 0
an
circle. This family of circles is continuous because
depend
continuously on μ _{0} , because
family which are in (0 < μ < ε _{r} } are C ^{r} . This comes from the fact that near μ = 0 in U _{δ} the contraction in the rdirection dominates sufficiently the maximal possible contraction in the φdirection.
§ 8. Normal Forms (the Proof of Proposition (7.1))
First we have to give some definitions. Let V _{r} be the vectorspace of rjets of vectorfield s on 1R ^{2} in 0, whose (r —l)jet is zero (i.e. the elements of V _{r} can be uniquely represented by a vectorfield whose component functions are homogeneous polynomials of degree r). V _{r} is the set of rjets of diffeomorphisms (1R ^{2} , 0)—>(IR ^{2} , 0), whose (r —l)jet is "the identity".
is defined by: for α e V _{r} , Exp(α) is the (rjet of) the diffeo
morphism obtained by integrating α over time 1.
Exp: V _{r} > V _{r}
Remark (8.1). For r ^ 2, Exp is a diffeomorphism onto and Exp(oc)° Exp(β) = Exp(α + β). The proof is straightforwar d and left to the reader. Let now A : (IR ^{2} , 0)»(ΪR ^{2} ,0) be a linear map. The induced trans
formations A _{r} :V _{r} +V _{r} are defined by A _{r} (oc) = A^a, or, equivalently,
Exp(^4 _{r} (α)) = A
Remark (8.2). If [<P], is the rjet of Ψ : (IR ^{2} , 0)+(IR ^{2} , 0) and dΨ is A, then, for every αeF _{r} , the rjets [^J,. ^{0} Exp(α) and Exp(A _{r} (x)°[_Ψ~] _{r} are equal. The proof is left to the reader.
: (IR ^{2} , 0)
+(1R ^{2} ,0) linear, if
Exp α
A ~ ^{1} .
A
splitting
V _{r}
=
V' _{γ} 0
F _{r} "
of
V _{r}
is
called
an
Asplitting,
A
1.
2.
V' _{r}
A _{r}
and \ V _{r} "
V^' are invariant under the action of A _{r} .
has
no eigenvalue one.
Example or such that
(8.3). We take A with eigenvalues /, /
and such that \λ\ φ 1
\λ\ = 1 but λ φ _{e} ^{k}^{/}^{l}^{2}^{π}^{ι}
with fc, / ^ 5. We may assume that A
On the Nature of Turbulence
is of the form
/cosα 
sinα\ 
\ —sinα 
cosα/' 
185
For 
2 
g 
i ^ 4 we can obtain a ^splitting of V _{t} 
as follows: 
V 
is the set of those (ίjets of) vectorfields which are, in polar co 
ordinates of the form o^r'——hα
<7r
2
r ί ~ 1
——. More precisely F _{2} '= 0, F _{3} '
d φ
is generated by r ^{3} — and r ^{2} — — an d VI = 0 (th e othe r case s giv e ris e t o
or
oφ
vectorfields which are not differentiable, in ordinary coordinates).
V" is the set of (ijets of) vectorfields of the form
d
d
9ι(φ}r ^{ί} +g _{2} (φ}r ^{i}  ^{l} ~~
<7Γ
^ Φ
with
2 π
j
0
g _{ί} (φ)=
2 π
j
0
0 _{2} (<P) = 0
gι(φ) and # _{2} (φ) have to be linear combinations of sin(/ φ) and cos(/ φ), 7 g 5, because otherwise the vectorfield will not be differentiable in ordinary coordinates (not all these linear combinations are possible).
a given diffeomorphism
(dΦ) _{0} — A and a given Asplitling V _{{} = V{® V" for 2 rg i rg z' _{0} , there is a
coordinate transformation κ : (IR ^{2} ,0)+(1R ^{2} ,0) such that:
Φ : (1R ^{2} , 0)»(IR ^{2} , 0) with
Proposition
(8.4). For
1. (dκ) _{0}
— identity,
its
(i —l}jet
which has the same (i — i}jet. The ijet of Φ' is related to its (i — l)jet if
Expα ^ [Φ'lj ! has the same ijet as Φ'.
Proof. We use induction: Suppose we have a map κ such that 1 and 2 hold for i<i _{ί} ^i _{0} . Consider the i _{l} jet of κ= Φ^ κ" ^{1} . We now replace
κ by Expα ^{c} κ for some α e T^". κ =Φ=x" ^{1} is then replaced by Exp(α)° κ o φc x" ^{1} c Exp( —α), according to remark (8.2) this equal to Exp( —A _{f} _{l} α)
° Exp(α)=κ ^{c} Φ^ κ~ ^{}} — Exp(α —A _{t}_{i} (x)°
A _{t}_{l} Yl( has no eigenvalue one, so for each β e F/' there is a unique αej/J" such that if we replace κ by Expα^κ, κ^Φ^κ" ^{1} is replaced by Expβ o x oφ o _{κ}  ^{x} . It now follows easily that there is a unique α e ]^ such
that Expα ° κ satisfies condition 2 for
Proof of Proposition (7Λ). For μ near 0, dΦ _{μ} is a linear map of the type we considered in example (8.3). So the splitting given there is a dΦ _{μ} splitting of F _{f} , i = 2, 3, 4, for μ near zero. We now apply Proposi tion (8.4) for each μ and obtain a coordinate transformation κ _{μ} for each μ which brings Φ _{μ} in the required form. The induction step then becomes:
i ^ z\. This proves the proposition.
2. For each z rg i rg f _{0} ί/ze fjβί o/ Φ' = κ =Φc x ~ ^{x}
as follows:
Let [Φ'],! be the polynomial
is
related
to
map of degree
^ i — 1
there is an element α e V such that
κ~ Φ
κ" ^{1} .
186
D. Ruelle and F. Takens:
Given κ _{μ} , satisfying 1 and 2 for i<i _{1} there is for each μ a unique
^ i _{ί} . u _{μ} depends then
O on μ if the i^jet of Φ depends C ^{r} on μ; this gives the loss of differentia
u _{μ} e Yl( such that Expa _{μ} =κ _{μ} satisfies 1 and 2 for i
bility in the μ direction.
§ 9. Some Examples
In this section we show how a small perturbation of a quasiperiodic flow on a torus gives flows with strange attractors (Proposition (9.2)) and, more generally, flows which are not MorseSmale (Proposition (9.1)).
T ^{k} = (1R/Z)*, set
of
k
Proposition (9.1). Let
^ 3. In every
vector
fields
ω be a constant
vector
field
on
C ^{k} ~ ^{l}  small neighbourhood
which are not
MorseSmale.
of ω there exists
an open
We 
consider 
the 
case k = 3. 
We 
let 
ω = (ω _{1} _{?} ω _{2} ,ω _{3} ) and 
we may 

suppose 
0^ω _{1} ^ω _{2} ^ω _{3} . Given 
ε>0 
we may choose 
a 
constant 
vector field ω' such that
< ε/2 ,
ω
_{3}
q _{ί}
ω _{3}
q _{2}
where Pι,p _{2} ,q\,q _{2}
divisor. We shall also need that q^ q _{2} are sufficiently
are integers, and p _{1} q _{2}
arid p _{2} q _{}}
have no common
satisfy
large and
All these properties
can be satisfied with q _{1} = 2 ^{m}^{ι} , q _{2} = 3 ^{m}^{2} .
Let
7 = {x e 1R : 0 ^ x
^ 1} and define
g, h:I ^{3} ^
T ^{3} by
g(x _{1} , x _{2} ,x _{3} ) = (x^modl), x _{2} (modl), x _{3} (modl))
3(modi)).
We have
gx
#7 ^{3} = hi ^{3} = T ^{3} and g (resp. h) has a unique inverse on points
(resp. hx) with x e 7 ^{3} .
We consider the map/o f a disc into itself (see [11] Section 1.5, Fig. 7)
diffeomorphism. Imbedding A
used
by
Smale to define the horseshoe
inT ^{2} :
A C {(XL x _{2} ):
i < x, < I, I < x _{2} < } C T ^{2}
we can arrange that / appears as Poincare map 
in T ^{3} = 
T ^{2} x T ^{1} . 
More 

precisely, it is easy 
to define a vector field X 
= (X, 1) on 
T ^{2} x T ^{1} 
such 
On the Nature of Turbulence
that if ς e A, we have
187
where Q) _{x} ^ is the time one integral of X (see Fig. 7). Finally we choose the restriction of X to a neighbourhood of g(cl ^{2} x /) to be (0, 1) (i.e.
f(ξ)
Fig. 7
If
x e £// ^{3} ,
then
Φx = h~ g
^{1} is uniquely defined
mapping to Φ applied to X
gives a vector field
Y:
where
and the tangent
Y
has
a
unique smooth
extension
to
Z = (ςfι^ _{2} )~ ^{1} ^{ω} 3 ^
want to estimate
T ^{3} , again
where
Zω ^{/}  _{r} =
N ^{ρ} = sup
sup
veΓ ^{3} i =l,2,3
sup
\D ^{β} Zi(y)

called
Y.
Let
now
and D ^{ρ} denotes a partial differentiation of order \ρ\. Notice that it suffices
to take the first supremum in (*) over y e W ^{3} , i.e. y = Φx where x e gl ^{3} .
We have 

\Pι 
"Pi 

so that 
sup
188
Notice also that
Therefore
D. Ruelle and F. Takens:
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