Robustness via Lyapunov functions

For nonautonomous linear equations x^′=A(t)x, we give a complete characterization of nonuniform exponential dichotomies in terms of strict quadratic Lyapunov functions. Nonuniform exponential dichotomies include as a very special case uniform exponential dichotomies. In particular, we construct explicitly strict Lyapunov functions for each exponential dichotomy. As a nontrivial application, we establish in a simple and direct manner the robustness of nonuniform exponential dichotomies under sufficiently small linear perturbations. This represents a considerable simplification of former work.     

Robustness of nonuniform exponential dichotomies in Banach spaces

We give conditions for the robustness of nonuniform exponential dichotomies in Banach spaces, in the sense that the existence of an exponential dichotomy for a given linear equation x^′=A(t)x persists under a sufficiently small linear perturbation. We also establish the continuous dependence with the perturbation of the constants in the notion of dichotomy and of the “angles” between the stable and unstable subspaces. Our proofs exhibit (implicitly) the exponential dichotomies of the perturbed equations in terms of fixed points of appropriate contractions. We emphasize that we do not need the notion of admissibility (of bounded nonlinear perturbations). We also obtain related robustness results in the case of nonuniform exponential contractions. In addition, we establish an appropriate version of robustness for nonautonomous dynamical systems with discrete time.     

Parameter dependence of stable manifolds under nonuniform hyperbolicity

For a nonautonomous linear equation v^′=A(t)v in a Banach space with a nonuniform exponential dichotomy, we show that the nonlinear equation v^′=A(t)v+f(t,v,λ) has stable invariant manifolds Vλ which are Lipschitz in the parameter λ provided that f is a sufficiently small Lipschitz perturbation. Since any linear equation with nonzero Lyapunov exponents has a nonuniform exponential dichotomy, the above assumption is very general. We emphasize that passing from a classical uniform exponential dichotomy to a general nonuniform exponential dichotomy requires a substantially new approach.     

Quadratic Lyapunov functions and nonuniform exponential dichotomies

For nonautonomous linear equations x^′=A(t)x, we show how to characterize completely nonuniform exponential dichotomies using quadratic Lyapunov functions. The characterization can be expressed in terms of inequalities between matrices. In particular, we obtain converse theorems, by constructing explicitly quadratic Lyapunov functions for each nonuniform exponential dichotomy. We note that the nonuniform exponential dichotomies include as a very special case (uniform) exponential dichotomies. In particular, we recover in a very simple manner a complete characterization of uniform exponential dichotomies in terms of quadratic Lyapunov functions. We emphasize that our approach is new even in the uniform case.Furthermore, we show that the instability of a nonuniform exponential dichotomy persists under sufficiently small perturbations. The proof uses quadratic Lyapunov functions, and in particular avoids the use of invariant unstable manifolds which, to the best of our knowledge, are not known to exist in this general setting.     

Stability of dichotomies in difference equations with infinite delay

For delay difference equations with infinite delay we consider the notion of nonuniform exponential dichotomy. This includes the notion of uniform exponential dichotomy as a very special case. Our main aim is to establish a stable manifold theorem under sufficiently small nonlinear perturbations. We also establish the robustness of nonuniform exponential dichotomies under sufficiently small linear perturbations. Finally, we characterize the nonuniform exponential dichotomies in terms of strict Lyapunov sequences. In particular, we construct explicitly a strict Lyapunov sequence for each exponential dichotomy.     

Robustness of nonuniform exponential trichotomies in Banach spaces

We establish the robustness under sufficiently small linear perturbations of nonuniform exponential trichotomies defined by linear equations x^′=A(t)x in Banach spaces. We also establish the continuous dependence on the perturbation of the constants in the notion of trichotomy. We consider both trichotomies in semi-infinite intervals and trichotomies in R.     

Robustness of general dichotomies

For a linear equation v^′=A(t)v we consider general dichotomies that may exhibit stable and unstable behaviors with respect to arbitrary asymptotic rates ecρ(t) for some function ρ(t). This includes as a special case the usual exponential behavior when ρ(t)=t. We also consider the general case of nonuniform exponential dichotomies. We establish the robustness of the exponential dichotomies in Banach spaces, in the sense that the existence of an exponential dichotomy for a given linear equation persists under sufficiently small linear perturbations. We also establish the continuous dependence with the perturbation of the constants in the notion of dichotomy.     

Stability in delay difference equations with nonuniform exponential behavior

We study the stability under perturbations for delay difference equations in Banach spaces. Namely, we establish the (nonuniform) stability of linear nonuniform exponential contractions under sufficiently small perturbations. We also obtain a stable manifold theorem for perturbations of linear delay difference equations admitting a nonuniform exponential dichotomy, and show that the stable manifolds are Lipschitz in the perturbation.     

Stable invariant manifolds for parabolic dynamics

We consider nonautonomous equations v^′=A(t)v in a Banach space that exhibit stable and unstable behaviors with respect to arbitrary growth rates ecρ(t) for some function ρ(t). This corresponds to the existence of a “generalized” exponential dichotomy, which is known to be robust. When ρ(t)≠t this behavior can be described as a type of parabolic dynamics. We consider the general case of nonuniform exponential dichotomies, for which the Lyapunov stability is not uniform. We show that for any sufficiently small perturbation f of a “generalized” exponential dichotomy there is a stable invariant manifold for the perturbed equation v^′=A(t)v+f(t,v). We also consider the case of exponential contractions, which allow a simpler treatment, and we show that they persist under sufficiently small nonlinear perturbations.     

Stable manifolds for nonautonomous equations without exponential dichotomy

We consider nonautonomous ordinary differential equations v^′=A(t)v in Banach spaces and, under fairly general assumptions, we show that for any sufficiently small perturbation f there exists a stable invariant manifold for the perturbed equation v^′=A(t)v+f(t,v), which corresponds to the set of negative Lyapunov exponents of the original linear equation. The main assumption is the existence of a nonuniform exponential dichotomy with a small nonuniformity, i.e., a small deviation from the classical notion of (uniform) exponential dichotomy. In fact, we showed that essentially any linear equation v^′=A(t)v admits a nonuniform exponential dichotomy and thus, the above assumption only concerns the smallness of the nonuniformity of the dichotomy. This smallness is a rather common phenomenon at least from the point of view of ergodic theory: almost all linear variational equations obtained from a measure-preserving flow admit a nonuniform exponential dichotomy with arbitrarily small nonuniformity. We emphasize that we do not need to assume the existence of a uniform exponential dichotomy and that we never require the nonuniformity to be arbitrarily small, only sufficiently small. Our approach is related to the notion of Lyapunov regularity, which goes back to Lyapunov himself although it is apparently somewhat forgotten today in the theory of differential equations.     

Stability of delay equations via Lyapunov functions

The importance of Lyapunov functions is well known. In the general setting of nonautonomous linear delay equations v^′=L(t)vt, we show how to characterize completely the existence of a nonuniform exponential contraction or of a nonuniform exponential dichotomy in terms of Lyapunov functions. This includes uniform exponential behavior as a very special case, and it provides an alternative (usually simpler and particularly more direct) approach to verify the existence of exponential behavior or to obtain the robustness of the dynamics under sufficiently small perturbations.     

Nonlinear perturbations of nonuniform exponential dichotomy on measure chains

This paper focuses on nonlinear perturbations of flows in Banach spaces, corresponding to a nonautonomous dynamical system on measure chains admitting a nonuniform exponential dichotomy. We first define the nonuniform exponential dichotomy of linear nonuniformly hyperbolic systems on measure chains, then establish a new version of the Grobman-Hartman theorem for nonuniformly hyperbolic dynamics on measure chains with the help of nonuniform exponential dichotomies. Moreover, we also construct stable invariant manifolds for sufficiently small nonlinear perturbations of a nonuniform exponential dichotomy. In particular, it is shown that the stable invariant manifolds are Lipschitz in the initial values provided that the nonlinear perturbation is a sufficiently small Lipschitz perturbation.     

A Grobman-Hartman theorem for nonuniformly hyperbolic dynamics

We establish a version of the Grobman-Hartman theorem in Banach spaces for nonuniformly hyperbolic dynamics. We also consider the case of sequences of maps, which corresponds to a nonautonomous dynamics with discrete time. More precisely, we consider sequences of Lipschitz maps Am+fm such that the linear parts Am admit a nonuniform exponential dichotomy, and we establish the existence of a unique sequence of topological conjugacies between the maps Am+fm and Am. Furthermore, we show that the conjugacies are Hölder continuous, with Hölder exponent determined by the ratios of Lyapunov exponents with the same sign. To the best of our knowledge this statement appeared nowhere before in the published literature, even in the particular case of uniform exponential dichotomies, although some experts claim that it is well known in this case. We are also interested in the dependence of the conjugacies on the perturbations fm: we show that it is Hölder continuous, with the same Hölder exponent as the one for the conjugacies. We emphasize that the additional work required to consider the case of nonuniform exponential dichotomies is substantial. In particular, we need to consider several additional Lyapunov norms.     

A Grobman-Hartman theorem for general nonuniform exponential dichotomies

For a nonautonomous dynamics with discrete time given by a sequence of linear operators Am, we establish a version of the Grobman-Hartman theorem in Banach spaces for a very general nonuniformly hyperbolic dynamics. More precisely, we consider a sequence of linear operators whose products exhibit stable and unstable behaviors with respect to arbitrary growth rates ecρ(n), determined by a sequence ρ(n). For all sufficiently small Lipschitz perturbations Am+fm we construct topological conjugacies between the dynamics defined by this sequence and the dynamics defined by the operators Am. We also show that all conjugacies are Hölder continuous. We note that the usual exponential behavior is included as a very special case when ρ(n)=n, but many other asymptotic behaviors are included such as the polynomial asymptotic behavior when ρ(n)=logn.     

Robust nonuniform dichotomies and parameter dependence

We establish the robustness of linear cocycles with an exponential dichotomy, under sufficiently small Lipschitz perturbations, in the sense that the existence of an exponential dichotomy for a given cocycle persists under these perturbations. We consider cocycles in Banach spaces, as well as the general case of nonuniform exponential dichotomies, and also the general case of an exponential behavior ecρ(n), given by an arbitrary sequence ρ(n) including the usual exponential behavior ρ(n)=n as a very special case. Moreover, we show that the projections of the exponential dichotomies obtained from the perturbation vary continuously with the parameter, and in fact that they are locally Lipschitz on finite-dimensional parameters.     

Smooth stable invariant manifolds and arbitrary growth rates

For nonautonomous linear equations v^′=A(t)v with a generalized exponential dichotomy, we show that there is a smooth stable invariant manifold for the perturbed equation v^′=A(t)v+f(t,v) provided that f is sufficiently small. The generalized exponential dichotomies may exhibit stable and unstable behaviors with respect to arbitrary growth rates for some function ρ(t). We consider the general case of nonuniform exponential dichotomies, and the result is obtained in Banach spaces. Moreover, we show that for an equivariant system, the dynamics on the stable manifold in a certain class of graphs is also equivariant. We emphasize that this result cannot be obtained by averaging over the symmetry.     

Existence of nonuniform exponential dichotomies and a Fredholm alternative

We consider linear equations x^′=A(t)x in a Banach space, with nonuniform exponential dichotomies in and , and we give an admissibility condition for the existence of nonuniform exponential dichotomies in the whole line under sufficiently small perturbations. We also obtain a Fredholm alternative for the existence of bounded solutions under nonlinear perturbations.     

Lyapunov functions for trichotomies with growth rates

We consider linear equations x^′=A(t)x that may exhibit stable, unstable and central behaviors in different directions, with respect to arbitrary asymptotic rates ecρ(t) determined by a function ρ(t). For example, the usual exponential behavior with ρ(t)=t is included as a very special case, and when ρ(t)=logt we obtain a polynomial behavior. We emphasize that we also consider the general case of nonuniform exponential behavior, which corresponds to the existence of what we call a ρ-nonuniform exponential trichotomy. This is known to occur in a large class of nonautonomous linear equations. Our main objective is to give a complete characterization in terms of strict Lyapunov functions of the linear equations admitting a ρ-nonuniform exponential trichotomy. This includes criteria for the existence of a ρ-nonuniform exponential trichotomy, as well as inverse theorems providing explicit strict Lyapunov functions for each given exponential trichotomy. In the particular case of quadratic Lyapunov functions we show that the existence of strict Lyapunov sequences can be deduced from more algebraic relations between the quadratic forms defining the Lyapunov functions. As an application of the characterization of nonuniform exponential trichotomies in terms of strict Lyapunov functions, we establish the robustness of ρ-nonuniform exponential trichotomies under sufficiently small linear perturbations. We emphasize that in comparison with former works, our proof of the robustness is much simpler even when ρ(t)=t.     

A simple proof of the Grobman–Hartman theorem for nonuniformly hyperbolic flows

We give a simple and direct proof of the Grobman–Hartman theorem for nonautonomous differential equations obtained from perturbing a nonuniform exponential dichotomy. In particular, we do not need to pass through discrete time and obtain the result as a consequence of a corresponding result for maps. To the best of our knowledge, this is the first direct approach for nonuniform exponential dichotomies. We also show that the conjugacies are continuous in time and Hölder continuous in space. In addition, we describe the dependence of the conjugacies on the perturbation, and we obtain a reversibility result for the conjugacies of reversible differential equations. We emphasize that the additional work required to consider nonuniform exponential dichotomies is substantial.     

Lyapunov Functions for General Nonuniform Dichotomies

For nonautonomous linear equations x′ = A(t)x, we give a complete characterization of the existence of exponential behavior in terms of Lyapunov functions. In particular, we obtain an inverse theorem giving explicitly Lyapunov functions for each exponential dichotomy. The main novelty of our work is that we consider a very general type of nonuniform exponential dichotomy. This includes for example uniform exponential dichotomies, nonuniform exponential dichotomies and polynomial dichotomies. We also consider the case of different growth rates for the uniform and the nonuniform parts of the dichotomy. As an application of our work, we establish in a very direct manner the robustness of nonuniform exponential dichotomies under sufficiently small linear perturbations.