Phase-coupled nonlinear dynamical systems, stability, first integrals, and Lyapunov exponents
Analytic autonomous systems of \(n\) first order ordinary differential equations \(du/dt =F(u)\) (1), with a fixed point \(u=u^*\), are considered. Parallel with (1) the coupling of two identical systems according to \(du/dt= F(u)+ c(v-u)\), \(dv/dt= F(v)\) (2) and \(du/dt =F(u)+ c(v-u) \), \(dv/dt =F(u)+ c(u-v)\) (3), \(c\in \mathbb{R}\), are considered. Here \((u^*,v^*)\) with \(v^*=u^*\) is a fixed point of (2) and (3), if \(u^*\) is a fixed point of (1). It is proved that the stability of the fixed point \((u^*,v^*)\) for the systems (2) and (3) can be determined by eigenvalues \(\lambda_1, \lambda_2, \dots, \lambda_n\), \(\lambda_1-c\), \(\lambda_2- c,\dots, \lambda_n-c\) and \(\lambda_1, \lambda_2, \dots, \lambda_n\), \(\lambda_1- 2c\), \(\lambda_2-2c, \dots, \lambda_n- 2c\) of some \(2n\times 2n\) matrices respectively, where \(\lambda_1, \lambda_2, \dots, \lambda_n\) are eigenvalues of the \(n\times n\) matrix \(A= \partial F/ \partial u\) \((u=u^*)\). As applications a coupled van der Pol equation and a coupled logistic map are considered. The authors also study problems concerning to first integrals and Lyapunov exponents of the uncoupled and coupled systems. Gradient systems and the Painlevé property are discussed, too.
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