Structural stability

In mathematics, structural stability is a fundamental property of a dynamical system which

means that the qualitative behavior of the trajectories is unaffected by small perturbations
(to be exact C1-small perturbations).

Examples of such qualitative properties are numbers of fixed points and periodic orbits (but
not their periods). Unlike Lyapunov stability, which considers perturbations of initial
conditions for a fixed system, structural stability deals with perturbations of the system itself.
Variants of this notion apply to systems of ordinary differential equations, vector fields on
smooth manifolds and flows generated by them, and diffeomorphisms.

Structurally stable systems were introduced by Aleksandr Andronov and Lev Pontryagin in
1937 under the name "systèmes grossiers", or rough systems. They announced a
characterization of rough systems in the plane, the Andronov–Pontryagin criterion. In this
case, structurally stable systems are typical, they form an open dense set in the space of all
systems endowed with appropriate topology. In higher dimensions, this is no longer true,
indicating that typical dynamics can be very complex (cf strange attractor). An important
class of structurally stable systems in arbitrary dimensions is given by Anosov
diffeomorphisms and flows.

Definition

Let G be an open domain in Rn with compact closure and smooth (n−1)-dimensional

boundary. Consider the space X1(G) consisting of restrictions to G of C1 vector fields on Rn
that are transversal to the boundary of G and are inward oriented. This space is endowed
with the C1 metric in the usual fashion. A vector field F ∈ X1(G) is weakly structurally stable if
for any sufficiently small perturbation F1, the corresponding flows are topologically equivalent
on G: there exists a homeomorphism h: G → G which transforms the oriented trajectories of F
into the oriented trajectories of F1. If, moreover, for any ε > 0 the homeomorphism h may be
chosen to be C0 ε-close to the identity map when F1 belongs to a suitable neighborhood of F
depending on ε, then F is called (strongly) structurally stable. These definitions extend in a
straightforward way to the case of n-dimensional compact smooth manifolds with boundary.
Andronov and Pontryagin originally considered the strong property. Analogous definitions
can be given for diffeomorphisms in place of vector fields and flows: in this setting, the
homeomorphism h must be a topological conjugacy.

It is important to note that topological equivalence is realized with a loss of smoothness: the
map h cannot, in general, be a diffeomorphism. Moreover, although topological equivalence
respects the oriented trajectories, unlike topological conjugacy, it is not time-compatible.
Thus the relevant notion of topological equivalence is a considerable weakening of the naïve
C1 conjugacy of vector fields. Without these restrictions, no continuous time system with
fixed points or periodic orbits could have been structurally stable. Weakly structurally stable
systems form an open set in X1(G), but it is unknown whether the same property holds in the
strong case.

Examples

Necessary and sufficient conditions for the structural stability of C1 vector fields on the unit
disk D that are transversal to the boundary and on the two-sphere S2 have been determined in
the foundational paper of Andronov and Pontryagin. According to the Andronov–Pontryagin
criterion, such fields are structurally stable if and only if they have only finitely many singular
points (equilibrium states) and periodic trajectories (limit cycles), which are all non-
degenerate (hyperbolic), and do not have saddle-to-saddle connections. Furthermore, the
non-wandering set of the system is precisely the union of singular points and periodic orbits.
In particular, structurally stable vector fields in two dimensions cannot have homoclinic
trajectories, which enormously complicate the dynamics, as discovered by Henri Poincaré.

Structural stability of non-singular smooth vector fields on the torus can be investigated
using the theory developed by Poincaré and Arnaud Denjoy. Using the Poincaré recurrence
map, the question is reduced to determining structural stability of diffeomorphisms of the
circle. As a consequence of the Denjoy theorem, an orientation preserving C2 diffeomorphism
ƒ of the circle is structurally stable if and only if its rotation number is rational, ρ(ƒ) = p/q, and
the periodic trajectories, which all have period q, are non-degenerate: the Jacobian of ƒq at the
periodic points is different from 1, see circle map.

Dmitri Anosov discovered that hyperbolic automorphisms of the torus, such as the Arnold's
cat map, are structurally stable. He then generalized this statement to a wider class of
systems, which have since been called Anosov diffeomorphisms and Anosov flows. One
celebrated example of Anosov flow is given by the geodesic flow on a surface of constant
negative curvature, cf Hadamard billiards.

History and significance

Structural stability of the system provides a justification for applying the qualitative theory of
dynamical systems to analysis of concrete physical systems. The idea of such qualitative
analysis goes back to the work of Henri Poincaré on the three-body problem in celestial
mechanics. Around the same time, Aleksandr Lyapunov rigorously investigated stability of
small perturbations of an individual system. In practice, the evolution law of the system (i.e.
the differential equations) is never known exactly, due to the presence of various small
interactions. It is, therefore, crucial to know that basic features of the dynamics are the same
for any small perturbation of the "model" system, whose evolution is governed by a certain
known physical law. Qualitative analysis was further developed by George Birkhoff in the
1920s, but was first formalized with introduction of the concept of rough system by
Andronov and Pontryagin in 1937. This was immediately applied to analysis of physical
systems with oscillations by Andronov, Witt, and Khaikin. The term "structural stability" is due
to Solomon Lefschetz, who oversaw translation of their monograph into English. Ideas of
structural stability were taken up by Stephen Smale and his school in the 1960s in the context
of hyperbolic dynamics. Earlier, Marston Morse and Hassler Whitney initiated and René Thom
developed a parallel theory of stability for differentiable maps, which forms a key part of
singularity theory. Thom envisaged applications of this theory to biological systems. Both
Smale and Thom worked in direct contact with Maurício Peixoto, who developed Peixoto's
theorem in the late 1950s.

When Smale started to develop the theory of hyperbolic dynamical systems, he hoped that
structurally stable systems would be "typical". This would have been consistent with the
situation in low dimensions: dimension two for flows and dimension one for
diffeomorphisms. However, he soon found examples of vector fields on higher-dimensional
manifolds that cannot be made structurally stable by an arbitrarily small perturbation (such
examples have been later constructed on manifolds of dimension three). This means that in
higher dimensions, structurally stable systems are not dense. In addition, a structurally stable
system may have transversal homoclinic trajectories of hyperbolic saddle closed orbits and
infinitely many periodic orbits, even though the phase space is compact. The closest higher-
dimensional analogue of structurally stable systems considered by Andronov and Pontryagin
is given by the Morse–Smale systems.

See also
 Homeostasis

Self-stabilization, superstabilization

Stability theory

References

Andronov, Aleksandr A.; Lev S. Pontryagin (1988) [1937]. V. I. Arnold (ed.). "Грубые
системы" ([Link] [Coarse
systems]. Geometric Methods in the Theory of Differential Equations. Grundlehren der
Mathematischen Wissenschaften, 250. Springer-Verlag, New York. ISBN 0-387-96649-8.

D. V. Anosov (2001) [1994], "Rough system" ([Link]

hp?title=Rough_system) , Encyclopedia of Mathematics, EMS Press

Charles Pugh and Maurício Matos Peixoto (ed.). "Structural stability" ([Link]
[Link]/article/Structural_stability) . Scholarpedia.

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