Math 515 Spring 2005 Applied Dynamical Systems J. Duan duan@iit.edu Class hours: Tu & Th 11:25am -- 12:40pm Office Hours: This is an introductory course in nonlinear dynamical systems and applications, for graduate students in applied mathematics, engineering and science. This course provides a coherent treatment of the basic ideas, methods and techniques in this exciting area. The emphasis is on understanding and the ability to apply the theory to complex problems in engineering and science. Students will learn nonlinear partial/ordinary differential equations along the way, i.e., in the context of mathematical models. Throughout the course, many examples of nonlinear differential equations will be used to illustrate basic ideas and methods. Dynamical systems theory describes the behavior of solutions of nonlinear evolutionary equations. Evolutionary equations are mathematical models of complex phenomena representing the change of processes in time. Dynamical systems theory provides a unified conceptual framework for utilizing general strategies to formulate mathematical models, for investigating nonlinear phenomena described by such models, for quantifying complex behavior, and for devising strategies to control or exploit nonlinear phenomena. Applying the ideas and methods of dynamical systems theory to applications has been a thoroughly interdisciplinary effort. We will expect you to acquire some of the material. Our responsibility is to point out where you should concentrate your study and to help pace your progress through the course. Topics include: Autonomous Dynamics --- Equilibrium solutions, linearization and linear stability, asymptotic and Liapunov stability; Phase plane analysis, stable and unstable manifolds, periodic orbits, homoclinic and heteroclinic orbits, bifurcations, generating orbits and exploring dynamics via Matlab; Chaotic dynamics --- Sensitive dependence on initial conditions, unpredictability, symbolic dynamics, strange attractors, Poincare maps, mechanisms for chaos, detection and quantification of chaos; Nonautonomous Dynamics --- Cocycles, skew-product flows; peiodic,quasiperiodic and almost periodic motions; recurrent motions; exponential dichotomy; invariant manifolds; Lyapunov exponents; and Oseledets multiplicative ergodic theorem; Infinite Dimensional Dynamics --- Evolutionary partial differential equations (parabolic type); semiflows, invariant sets, absorbing sets and attractors; energy estimates and dissipativity; asymptotic behavior; Liapunov exponents; Ruelle multiplicative ergodic theorem Pre-requisite: Calculus, linear algebra, elementary differential equations, Math 500, or consent of the Instructor. Textbooks and Reference Books: L. Perko, Differential Equations and Dynamical Systems. 2001, 3rd Edition. W. Coppel: Dichotomies in Stability Theory. Springer, 1978. G. Sell and Y. You, Dynamics of Evolutionary Equations. 2002. S. Wiggins, Introduction to Applied Nonlinear Dynamical Systems and Chaos, 1990. J. Guckenheimer and P. Holmes, Nonlinear Oscillations,Dynamical Systems, and Bifurcations of Vector Fields. 1983 R. Temam, Infinite Dimensional Dynamical Systems in Mechanics and Physics C. Chicone and Y. Latushkin, Evolution Semigroups in Dynamical Systems and Differential Equations