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A term used in the qualitative theory of differential equations.
+
A term used in the qualitative theory of differential equations, used for several closely
 +
related types of integral curves (solutions).
 +
===Separatrices of a saddle ===
 +
A singular point $x=0$ of a smooth vector field $v(x)=Ax+\cdots$ on the plane,
 +
$x\in(\R^2,0)$ is called (nondegenerate) ''[[saddle]]'', if the linearization matrix has
 +
two real eigenvalues of different sign. Such vector field has two smooth invariant curves
 +
through the origin, transversal to each other. These curves are called ''separatrices of
 +
the saddle''.
  
1) A separatrix in the original sense of the word is a trajectory <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s0845401.png" /> of a [[Flow (continuous-time dynamical system)|flow (continuous-time dynamical system)]] <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s0845402.png" /> on the plane that tends to a certain [[Equilibrium position|equilibrium position]] <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s0845403.png" /> (as <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s0845404.png" /> or <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s0845405.png" />), and arbitrarily close to it there are trajectories which first approach <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s0845406.png" /> as if they were  "going along the trajectory Stp" , and then deviate from it by a certain finite distance. Formally, the latter means the existence of a neighbourhood <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s0845407.png" /> of <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s0845408.png" />, a sequence of points <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s0845409.png" />, and sequences of numbers <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s08454010.png" /> such that as <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s08454011.png" /> (respectively, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s08454012.png" />),
+
A saddle singularity is topologically equivalent to the ''standard saddle'' defined by
 +
the vector field $v(x,y)=-x\partial x+y\partial y$ (or the Pfaffian equation $x\rd y+y\rd
 +
x=0$) in the coordinates $(x,y)\in(\R^2,0)$. The coordinate axes are separatrices of the
 +
standard saddle. The standard saddle has the analytic first integral $f(x,y)=xy$, with
 +
the critical level curve $\{f=0\}$ being the union of two separatrices. The $x$-axis
 +
consists of the points $a\in(\R^2,0)$ which tend to the singularity, $f^t(a)\to0$, when
 +
moved by the flow $\{f^t=\exp tv\}$ of the vector field $v$ as $t\to+\infty$. It is
 +
referred to as the ''stable separatrix''. Conversely, points of the $y$-axis are moved
 +
away from the singularity by the flow, but $f^t(a)\to0$ as $t\to-\infty$, hence the name
 +
''unstable separatrix'' is used for it,
  
<table class="eq" style="width:100%;"> <tr><td valign="top" style="width:94%;text-align:center;"><img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s08454013.png" /></td> </tr></table>
+
The two separatrices "separate" a small punctured neighborhood of the saddle into four
 +
"sectors" with hyperbolic behavior.
 +
====Separatrices of a self-map====
 +
Less frequently the term "separatrix" is used for stable and unstable invariant curves of
 +
a hyperbolic self-map $f\in\operatorname{Diff}(\R^2,0)$ with two real eigenvalues
 +
$\lambda,\mu\in\R$, one of which is contracting, $|\lambda|<1$, another repelling,
 +
$|\mu|>1$.
 +
====Separatrices of multidimensional saddles====
 +
Sometimes the name "separatrix" by extension of the meaning is used for the stable and
 +
unstable invariant manifolds of [[Hyperbolic point|hyperbolic singularities]] even if the
 +
dimension of these invariant manifolds is higher than 1.
  
The basic example is a separatrix of a non-degenerate (or simple) [[Saddle|saddle]]. For the latter a separatrix can also be understood as a stable (respectively, unstable) manifold, that is, a curve that includes the saddle and both trajectories that tend to it as <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s08454014.png" /> (respectively, <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s08454015.png" />).
+
===Separatrices of degenerate real singularities===
 +
Singular points with degenerate linear part may have a more complicated topological
 +
structure which, nevertheless, can be described in terms of [[Sector in the theory of
 +
ordinary differential equations|sectors]]of three different type (elliptic, parabolic,
 +
hyperbolic) characterized by different asymptotic behavior of integral curves as
 +
$t\to\pm\infty$. In this case the trajectories separating sectors of different types are
 +
also called separatrices.
  
The term  "separatrix"  is connected with the observation that separatrices together with the closed trajectories divide the phase plane into domains in each of which the trajectories behave the same. This observation can be strictly formalized (see [[#References|[1]]], [[#References|[3]]]). Separatrices can occur in the formation of a [[Limit set of a trajectory|limit set of a trajectory]]. Thus, trajectories can be coiled on a  "separatrix loopseparatrix loop" , which is a closed curve formed by a trajectory that tends to one and the same saddle both as <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s08454016.png" /> and as <img align="absmiddle" border="0" src="https://www.encyclopediaofmath.org/legacyimages/s/s084/s084540/s08454017.png" />, or on a  "separatrix contourseparatrix contour (cycle)" , which is a closed curve consisting of several separatrices that join saddles. Under a small perturbation a separatrix loop can turn into a [[Limit cycle|limit cycle]] (this is one of the basic types of [[Bifurcation|bifurcation]] for flows on the plane; see [[#References|[2]]], [[#References|[3]]]).
+
'''Example'''. A generic vector field on the plane with one zero and one nonzero
 +
eigenvalue is topologically equivalent to the ''saddle-node'', the vector field defined
 +
by the vector field $x^2\patrial_x\pm y\partial y$. For the standard saddle-node any
 +
small neighborhood of the origin consists of one parabolic sector and two hyperbolic
 +
sectors, separated by the coordinate (semi)-axes. If the vector field is analytic, then
 +
the separatrices are $C^\infty$-smooth, and the separatrix separating the elliptic sector
 +
from its two hyperbolic neighbors (the $y$-axis for the standard saddle) is analytic, but
 +
in general the separatrix between two hyperbolic sectors (the positive $x$-semiaxis for
 +
the standard field $x^2\patrial_x-y\partial y$) is only $C^\infty$-smooth.
  
2) In the multi-dimensional case separatrices (or separatrix manifolds) are most often stable or unstable manifolds of a hyperbolic equilibrium position or periodic trajectory (cf. [[Hyperbolic point|Hyperbolic point]]; [[Hyperbolic set|Hyperbolic set]]).
+
===Separatrices of analytic (real and complex) foliations===
 +
In the analytic (real or complex) settings it is more convenient to consider
 +
[[foliation]]s on $(\R^2,0)$, resp., $(\C^2,0)$ defined by the [[Distribution of tangent
 +
subspaces|distribution of null spaces]] of an analytic Pfaffian form $\omega=a(x,y)\rd
 +
x+b(x,y)\rd y$ with an isolated singularity (common root of analytic coefficients $a$ and
 +
$b$) at the origin.
  
Attempts have been made to distinguish by the name  "separatrix"  a class of trajectories occurring in sets that  "separate" in a certain sense trajectories with different behaviour. A direct generalization of the planar case has limited applicability since in the multi-dimensional case the phase space cannot, in general, be partitioned into domains filled by trajectories with the same limit sets (as in the case of a plane, where this situation is  "typical" ). The formulations that have been suggested are fairly complicated (see [[#References|[4]]]), and one should not expect a complete description of different types of separatrices and of the sets formed from them.
+
A ''separatrix'' of $\omega$ is "an analytic particular solution" of the Pfaffian
 +
equation $\omega=0$, or, in the geometric terms, the germ of an analytic curve
 +
$\gamma=\{f=0\}$ defined by a nonconstant irreducible ''analytic'' germ $f$ and tangent
 +
to the null spaces of the form:
 +
$$
 +
\omega\land \rd f=fh,\qquad f,g\in\mathscr O(\C^2,0).
 +
$$
 +
Existence of separatrices was proved by Briot and Bouquet for analytic saddles, who
 +
formulated the problem for arbitrary isolated analytic singularities.
  
====References====
+
The problem was solved in 1982 by C. Camacho and P. Sad who proved that any holomorphic
<table><TR><TD valign="top">[1]</TD> <TD valign="top">  A.A. Andronov,  E.A. Leontovich,  I.I. Gordon,  A.G. Maier,  "Qualitative theory of second-order dynamic systems" , Wiley  (1973) (Translated from Russian)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top">  A.A. Andronov,   E.A. Leontovich,   I.I. Gordon,  A.G. Maier,  "Theory of bifurcations of dynamic systems on a plane" , Israel Program Sci. Transl.  (1971) (Translated from Russian)</TD></TR><TR><TD valign="top">[3]</TD> <TD valign="top">  N.N. Bautin,   E.A. Leontovich,   "Methods and means for a qualitative investigation of dynamical systems on the plane" , Moscow  (1976) (In Russian)</TD></TR><TR><TD valign="top">[4]</TD> <TD valign="top">  C.S. Hartzman,   "Separatrices and singular points"  ''Aequationes Math.'' , '''20''' :  1  (1980)  pp. 59–72</TD></TR></table>
+
singular foliation on $(\C^2,0)$ always admits an analytic separatrix. The proof of this
 +
very deep result is obtained by Bendixson desingularization and delicate combinatorial
 +
arguments which were later considerably simplified by J. Cano, see {{Cite|IY}}.
 +
 
 +
===Separatrices and dynamics===
 +
The role of separatrices in the study of dynamical systems follows from their description
 +
as (Hausdorff) limits of trajectories spending a long time near a singular (rest) point
 +
but eventually leaving it.
 +
 
 +
For instance, let $\{\gamma_s\}$ be a family of (parameterized) trajectories of a vector
 +
field in a small neighborhood $U=(\R^2,0)$ of a singular point, such that:
 +
* all of these trajectories start and end on the boundary of the neighborhood,
 +
$\gamma(0),\gamma(T_s)\in\patrial U$;
 +
* they spend all the remaining time inside, $\gamma_s(t)\in U$ for all $t\in(0,T_s)$;
 +
* the lifetimes $T_s$ of the trajectories $\gamma_s$ tend to infinity, $T_s\to+\infty$ as
 +
$s\to\infty$.
 +
 
 +
Then the images $\gamma_s([0,T_s])$ must have an accumulation set (in the sense of the
 +
Hausdorff metric) which consists of at least two separatrices, one stable and one
 +
unstable.
 +
 
 +
In particular, [[limit cycle]]s of planar or spherical vector fields can accumulate
 +
(again in the Hausdorff sense) only to ''separatrix polygons'' formed by cyclically
 +
enumerated separatrices which are bi-asymptotic to one or several singular points, see
 +
[[limit set]].
  
  
  
====Comments====
+
====References====
Cf. also [[Sector in the theory of ordinary differential equations|Sector in the theory of ordinary differential equations]].
+
<table><TR><TD valign="top">[1]</TD> <TD valign="top"> A.A. Andronov, E.A. Leontovich,
 +
I.I. Gordon, A.G. Maier, ''Qualitative theory of second-order dynamic systems'', Wiley
 +
(1973)</TD></TR><TR><TD valign="top">[2]</TD> <TD valign="top"> A.A. Andronov, E.A.
 +
Leontovich, I.I. Gordon, A.G. Maier, ''Theory of bifurcations of dynamic systems on a
 +
plane'', Israel Program Sci. Transl. (1971)</TD></TR><TR><TD valign="top">[3]</TD> <TD
 +
valign="top">Ilyashenko, Yu. and Yakovenko, S. ''Lectures on analytic differential
 +
equations'', Graduate Studies in Mathematics, '''86'''. American Mathematical Society,
 +
Providence, RI, 2008. {{MR|2363178}}</TD></TR><TR><TD valign="top">[4]</TD> <TD
 +
valign="top">Camacho, C. and Sad, P. ''Invariant varieties through singularities of
 +
holomorphic vector fields'', Ann. of Math. (2) '''115''' (1982), no. 3, 579--595.
 +
{{MR|0657239}}</TD></TR></table>

Revision as of 11:24, 4 May 2012

A term used in the qualitative theory of differential equations, used for several closely related types of integral curves (solutions).

Separatrices of a saddle

A singular point $x=0$ of a smooth vector field $v(x)=Ax+\cdots$ on the plane, $x\in(\R^2,0)$ is called (nondegenerate) saddle, if the linearization matrix has two real eigenvalues of different sign. Such vector field has two smooth invariant curves through the origin, transversal to each other. These curves are called separatrices of the saddle.

A saddle singularity is topologically equivalent to the standard saddle defined by the vector field $v(x,y)=-x\partial x+y\partial y$ (or the Pfaffian equation $x\rd y+y\rd x=0$) in the coordinates $(x,y)\in(\R^2,0)$. The coordinate axes are separatrices of the standard saddle. The standard saddle has the analytic first integral $f(x,y)=xy$, with the critical level curve $\{f=0\}$ being the union of two separatrices. The $x$-axis consists of the points $a\in(\R^2,0)$ which tend to the singularity, $f^t(a)\to0$, when moved by the flow $\{f^t=\exp tv\}$ of the vector field $v$ as $t\to+\infty$. It is referred to as the stable separatrix. Conversely, points of the $y$-axis are moved away from the singularity by the flow, but $f^t(a)\to0$ as $t\to-\infty$, hence the name unstable separatrix is used for it,

The two separatrices "separate" a small punctured neighborhood of the saddle into four "sectors" with hyperbolic behavior.

Separatrices of a self-map

Less frequently the term "separatrix" is used for stable and unstable invariant curves of a hyperbolic self-map $f\in\operatorname{Diff}(\R^2,0)$ with two real eigenvalues $\lambda,\mu\in\R$, one of which is contracting, $|\lambda|<1$, another repelling, $|\mu|>1$.

Separatrices of multidimensional saddles

Sometimes the name "separatrix" by extension of the meaning is used for the stable and unstable invariant manifolds of hyperbolic singularities even if the dimension of these invariant manifolds is higher than 1.

Separatrices of degenerate real singularities

Singular points with degenerate linear part may have a more complicated topological structure which, nevertheless, can be described in terms of [[Sector in the theory of ordinary differential equations|sectors]]of three different type (elliptic, parabolic, hyperbolic) characterized by different asymptotic behavior of integral curves as $t\to\pm\infty$. In this case the trajectories separating sectors of different types are also called separatrices.

Example. A generic vector field on the plane with one zero and one nonzero eigenvalue is topologically equivalent to the saddle-node, the vector field defined by the vector field $x^2\patrial_x\pm y\partial y$. For the standard saddle-node any small neighborhood of the origin consists of one parabolic sector and two hyperbolic sectors, separated by the coordinate (semi)-axes. If the vector field is analytic, then the separatrices are $C^\infty$-smooth, and the separatrix separating the elliptic sector from its two hyperbolic neighbors (the $y$-axis for the standard saddle) is analytic, but in general the separatrix between two hyperbolic sectors (the positive $x$-semiaxis for the standard field $x^2\patrial_x-y\partial y$) is only $C^\infty$-smooth.

Separatrices of analytic (real and complex) foliations

In the analytic (real or complex) settings it is more convenient to consider foliations on $(\R^2,0)$, resp., $(\C^2,0)$ defined by the [[Distribution of tangent subspaces|distribution of null spaces]] of an analytic Pfaffian form $\omega=a(x,y)\rd x+b(x,y)\rd y$ with an isolated singularity (common root of analytic coefficients $a$ and $b$) at the origin.

A separatrix of $\omega$ is "an analytic particular solution" of the Pfaffian equation $\omega=0$, or, in the geometric terms, the germ of an analytic curve $\gamma=\{f=0\}$ defined by a nonconstant irreducible analytic germ $f$ and tangent to the null spaces of the form: $$ \omega\land \rd f=fh,\qquad f,g\in\mathscr O(\C^2,0). $$ Existence of separatrices was proved by Briot and Bouquet for analytic saddles, who formulated the problem for arbitrary isolated analytic singularities.

The problem was solved in 1982 by C. Camacho and P. Sad who proved that any holomorphic singular foliation on $(\C^2,0)$ always admits an analytic separatrix. The proof of this very deep result is obtained by Bendixson desingularization and delicate combinatorial arguments which were later considerably simplified by J. Cano, see [IY].

Separatrices and dynamics

The role of separatrices in the study of dynamical systems follows from their description as (Hausdorff) limits of trajectories spending a long time near a singular (rest) point but eventually leaving it.

For instance, let $\{\gamma_s\}$ be a family of (parameterized) trajectories of a vector field in a small neighborhood $U=(\R^2,0)$ of a singular point, such that:

  • all of these trajectories start and end on the boundary of the neighborhood,

$\gamma(0),\gamma(T_s)\in\patrial U$;

  • they spend all the remaining time inside, $\gamma_s(t)\in U$ for all $t\in(0,T_s)$;
  • the lifetimes $T_s$ of the trajectories $\gamma_s$ tend to infinity, $T_s\to+\infty$ as

$s\to\infty$.

Then the images $\gamma_s([0,T_s])$ must have an accumulation set (in the sense of the Hausdorff metric) which consists of at least two separatrices, one stable and one unstable.

In particular, limit cycles of planar or spherical vector fields can accumulate (again in the Hausdorff sense) only to separatrix polygons formed by cyclically enumerated separatrices which are bi-asymptotic to one or several singular points, see limit set.


References

[1] A.A. Andronov, E.A. Leontovich,

I.I. Gordon, A.G. Maier, Qualitative theory of second-order dynamic systems, Wiley

(1973)
[2] A.A. Andronov, E.A.

Leontovich, I.I. Gordon, A.G. Maier, Theory of bifurcations of dynamic systems on a

plane, Israel Program Sci. Transl. (1971)
[3] Ilyashenko, Yu. and Yakovenko, S. Lectures on analytic differential

equations, Graduate Studies in Mathematics, 86. American Mathematical Society,

Providence, RI, 2008. MR2363178
[4] Camacho, C. and Sad, P. Invariant varieties through singularities of

holomorphic vector fields, Ann. of Math. (2) 115 (1982), no. 3, 579--595.

MR0657239
How to Cite This Entry:
Separatrix. Encyclopedia of Mathematics. URL: http://encyclopediaofmath.org/index.php?title=Separatrix&oldid=15537
This article was adapted from an original article by D.V. Anosov (originator), which appeared in Encyclopedia of Mathematics - ISBN 1402006098. See original article