Discretized ordinary differential equations and the Conley index (Q1183221): Difference between revisions

Let \(f:R^ p\to R^ p\) be Lipschitz and \(\pi\) denote the flow on \(R^ p\) defined by the differential equation \(\dot x=f(x)\). The compact set \(N\subset R^ p\) is called an isolating neighbourhood if no trajectory crossing the boundary of \(N\) stays entirely in \(N\). The maximal invariant set \(K\) inside \(N\) is called an isolated invariant set. The Conley index of \(K\) is introduced similar to the fixed point index and be carried over to discrete dynamical systems. The main result of this paper is the following Theorem. Assume \(f\) and \(N\) as above. Consider the one-step method \(x_{k+1}=x_ k+h\varphi(x_ k,h)\). Suppose that \(\varphi:R^ p\times[0,\nu)\to R^ p\) is uniformly Lipschitz continuous and consistent, i.e. \(\lim_{h\to 0}\varphi(x,h)=\varphi(x,0)=f(x)\) for all \(x\). Then there is an \(h_ 0>0\) such that for all \(h\in(0,h)\), the set \(N\) with respect to the discrete dynamical system is an isolating neighbourhood and has the same Conley index as in the initial continuous system.