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# 1 Introduction

## 1 Introduction

Causality entered the realm of physics with the advent of special relativity. The upper bound on the speed of any object (namely the speed of light $`c`$) and the indefinite metric of the Minkowski spacetime changed the idea of causality radically. One now would speak, of events, points in spacetime. Given a present event, some future events could be influenced by the propagation of a signal, some others only by the propagation of a signal at the speed of light and yet some others could not be influenced, simply because that would require superluminal speeds. And the idea of the light cone emerged, defined simply as the hypersurface in spacetime that divides causally related events from causally unrelated. In the Minkowskian spacetime, the light cone is defined by the proper distance $`ds^2`$

$$ds^2=2dx^{}dx^++dx^idx^i$$
(1)
and divides the spacetime into regions where the proper distance between events being time-like, light-like or space-like.

The marriage between quantum mechanics and special relativity proved to be a non trivial one. After many attempts, this was accomplished with the formulation of the quantum theory of fields. The question of causality in a quantum field theory is formulated in terms of the commutability of observables, or in terms of the (anti-)commutability of its fundamental fields. The light cone in point particle quantum field theory, as defined by the vanishing of the commutator of fundamental quantum fields, is the same with the classical theory, as determined by special relativity.

String, as an extended object, is intrinsically different from a particle. It is an interesting problem to study the notion of causality in string theory and to see how is it different from the particle case. This analysis has been performed for the case of a flat background , with the metric (1). There, it was found that the shape of the light cone is modified due to the extra, internal oscillatory modes of the string. For example, two open strings are causally unrelated (vanishing of the string field commutator) if

$$2\mathrm{\Delta }x_0^{}\mathrm{\Delta }x^+\mathrm{\Delta }x_{}^{i}{}_{0}{}^{2}\underset{l=1}{\overset{\mathrm{}}{}}|\mathrm{\Delta }x_l^i|^2<0.$$
(2)
Here $`x^\pm =(t\pm x)/\sqrt{2}`$ and $`\mathrm{\Delta }x=xy`$ for two strings $`x(\sigma )`$ and $`y(\sigma )`$. The deviation from the usual understanding of light cone is obvious and is due to the internal oscillatory modes that a string carries. This is indeed a surprising result. Note that when the stringy contribution ($`l1`$ terms in (2)) is dropped, one recovers the usual notion of light cone of a point particle, as determined by the metric (1). Effects of string interaction on the definition of light cone has also been studied. Further discussions of the result can be found in .

Recently, string theory in pp-wave background have been studied with immense interests, largely due to the remarkable proposal  which states that a sector of the SYM operators with large $`R`$-charge is dual to the IIB string theory on a pp-wave background. The string background consists of a plane wave background,

$$ds^2=2dx^+dx^{}\mu ^2\underset{i=1}{\overset{8}{}}(x^i)^2dx^+dx^++\underset{i=1}{\overset{8}{}}dx^idx^i,$$
(3)
together with a RR five-form. This background can be seen as a deformation of the flat background, with a curvature controlled by $`\mu `$. Remarkably, even in the presence of a RR 5-form flux, the string theory is exactly solvable  in the light cone gauge. It is therefore an interesting question to ask whether and how the causal structure is modified in the pp-wave case. This is the main motivation of this letter. We find that two strings in the pp-wave background are causally unrelated if

$$\mathrm{\Delta }x_0^{}\frac{\mu }{2\mathrm{sin}\left(\mu \mathrm{\Delta }x^+\right)}\underset{i=1}{\overset{8}{}}\underset{l=0}{\overset{\mathrm{}}{}}\left[\left((x_l^i)^2+(y_l^i)^2\right)\mathrm{cos}\left(\mu \mathrm{\Delta }x^+\right)2x_l^iy_l^i\right]<0.$$
(4)
The plan of this letter is as follow. In section 2 we start with a particle propagating in the pp-wave background and use the commutator algebra to extract the light cone. It is given by (4) by striping out all the stringy modes ($`l1`$) contribution. The particle light cone is exactly the same as the one determined by the metric (3). After this warm up exercise, we construct in section 3 the light cone string field in the pp-wave background. We then compute the string field commutator and use it to extract the string light cone. Discussions and further comments are found in section 4.

## 2 Particle light cone in the pp-wave background

Consider a free relativistic real scalar particle moving in the metric (3). The light cone Hamiltonian is given by

$$H=\frac{1}{2p^+}\left(p^{i\mathrm{\hspace{0.17em}2}}+m^2+\omega ^2x^{i\mathrm{\hspace{0.17em}2}}\right),\omega :=\mu p^+.$$
(5)
Notice that it consists of two parts. The first is the usual piece for a free massive relativistic particle and the other is an oscillator’s potential.

The field for the particle has to obey the Schröndinger equation

$$i\frac{\varphi }{x^+}=H\varphi ,$$
(6)
In the coordinate representation, the equation of motion reads

$$i\frac{\varphi }{x^+}=\frac{1}{2p^+}\left(\frac{^2}{x_{}^{i}{}_{}{}^{2}}+m^2+\omega ^2x^{i\mathrm{\hspace{0.17em}2}}\right)\varphi :=\frac{H_0}{2p^+}\varphi .$$
(7)
$`H_0`$ is the Hamiltonian for an oscillator with mass 1/2 and a frequency $`2\omega `$. The light cone energy is

$$H=\underset{i}{}n^i\mu +\frac{m^2}{2p^+}$$
(8)
where we have dropped the zero point energy. Note that the physical mass $`m`$ of the particle appears as a constant energy. We will see below that the light cone does not depend on $`m`$.

The equation (7) can be solved (separate variables) and at the end, the solution one finds for the field is

$`\varphi (x^+,x^{},x^i)`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dp^+}{\sqrt{2\pi p^+}}}{\displaystyle \underset{\{n^i\}}{}}a(p^+,\{n^i\})e^{i(x^+p^{}+x^{}p^+)}`$ (9)
$`{\displaystyle \underset{i=1}{\overset{8}{}}}H_{n^i}\left(\sqrt{\omega }x^i\right)\mathrm{exp}[{\displaystyle \frac{1}{2}}\omega (x^i)^2]\sqrt{{\displaystyle \frac{\sqrt{\omega /\pi }}{2^{n^i}\left(n^i\right)!}}}+h.c.`$
Demanding the equal time commutator

$$[\varphi (x^+,x^{},x^i),\varphi (x^+,y^{},y^i)]=\delta (x^{}y^{})\underset{i=1}{\overset{8}{}}\delta (x^iy^i),$$
(10)
implies the commutation relation for the creation-annihilation operators

$$[a(p^+,\{n^i\}),a^{^{}}(q^+,\{m^j\})]=p^+\delta (p^+q^+)\delta _{\{n^i\},\{m^j\}}$$
(11)
and the other being zero.

We are now in position to find the propagator for the particle. It is easy to obtain

$$[\varphi (x^+,x^{},x^i),\varphi (y^+,y^{},y^i)]=I_1I_2$$
(12)
where $`I_1=I_1(\mathrm{\Delta }x^+,\mathrm{\Delta }x^{},x^i,y^i)`$ is given by

$$I_1=_0^{\mathrm{}}\frac{dp^+}{2\pi }e^{i\mathrm{\Delta }x^{}p^+i\mathrm{\Delta }x^+\frac{m^2}{2p^+}}\underset{i=1}{\overset{8}{}}\underset{n^i}{}e^{i\mu \mathrm{\Delta }x^+n^i}H_{n^i}(\sqrt{\omega }x^i)H_{n^i}(\sqrt{\omega }y^i)e^{\frac{1}{2}\omega ((x^i)^2+(y^i)^2))}\frac{\sqrt{\omega /\pi }}{2^{n^i}\left(n^i!\right)}$$

and $`I_2=I_1^{}`$. Here $`\mathrm{\Delta }x^+:=x^+y^+`$, $`\mathrm{\Delta }x^{}:=x^{}y^{}`$. With the propagator in our hands, we are in a position to find the light cone for the point particle. Instead of considering an oscillating phase factor, the integral can be computed by an analytical continuation of $`p^+`$. Without loss of generality, we assume $`\mathrm{\Delta }x^+>0`$ and we perform an analytic continuation

$$p^+ip^+\text{for }I_1.$$
(13)
Then

$`I_1`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dp^+}{2\pi }}e^{\mathrm{\Delta }x^{}p^+\mathrm{\Delta }x^+\frac{m^2}{2p^+}}{\displaystyle \underset{i=1}{\overset{8}{}}}{\displaystyle \frac{\sqrt{\mu p^+/\pi }}{\sqrt{1e^{2i\mu \mathrm{\Delta }x^+}}}}`$ (14)
$`\mathrm{exp}\left\{{\displaystyle \frac{\mu p^+}{2\mathrm{sin}\left(\mu \mathrm{\Delta }x^+\right)}}\left[2x^iy^i\left(x_{}^{i}{}_{}{}^{2}+y_{}^{i}{}_{}{}^{2}\right)\mathrm{cos}\left(\mu \mathrm{\Delta }x^+\right)\right]\right\}.`$
Performing an analytic continuation

$$p^+ip^+\text{for }I_2,$$
(15)
one obtains the same identical expression for $`I_2`$. The integral converges in the $`p^+\mathrm{}`$ limit, and hence the commutator (31) vanishes, if the exponent factor is negative, i.e.

$$\mathrm{\Delta }x^{}\frac{\mu }{2\mathrm{sin}(\mu \mathrm{\Delta }x^+)}\underset{i=1}{\overset{8}{}}\left[\left((x^i)^2+(y^i)^2\right)\mathrm{cos}(\mu \mathrm{\Delta }x^+)2x^iy^i\right]<0.$$
(16)
This is the equation for the point particle light cone in a pp-wave spacetime.

A couple of remarks are in order. First we note that the light cone (16) is independent of the mass $`m`$ of the particle, as one can expect on physical grounds. Secondly, we note that the particle light cone (16) is exactly the same as the light cone determined by the metric (3) 222We thank Harald Dorn, Boris Pioline and Simon Ross for pointing out a mistaken statement made in the first version of this letter.. See  for interesting discussions of the properties of light cone and causality as pertained to the pp-wave metric. Finally, we note also that the light cone is periodic in $`\mathrm{\Delta }x^+\mathrm{\Delta }x^++2\pi /\mu `$. We will see that the same intriguing behaviour persists in the string case.

## 3 String light cone in the pp-wave background

The construction of a light cone string field theory in this new background follows the same steps with the construction in the flat background, see for example .

Consider a bosonic open string moving in a pp-wave background, with metric given by (3). The $`i`$ index enumerates the transverse coordinates, $`i=1,\mathrm{},d2`$. The generalization to closed string and to the supersymmetric case is straightforward. By taking a light cone gauge

$$x^+=p^+\tau ,$$
(17)
the theory is exactly solvable, much like the case of a string in a flat, Minkowski, background. For a more detailed discussion, see . In the light cone gauge, the string coordinates $`x^{}`$ and the transverse ones $`x^i`$ are given by

$`x^{}(\sigma )=x_0^{}+{\displaystyle ^\sigma }𝑑\stackrel{~}{\sigma }x_{}^{i}{}_{}{}^{}P^i(\stackrel{~}{\sigma })`$ (18)
$`x^i(\sigma )=x_0^i+\sqrt{2}{\displaystyle \underset{l=1}{\overset{\mathrm{}}{}}}x_l^i\mathrm{cos}(l\sigma ).`$ (19)
The light cone string field $`\mathrm{\Phi }`$ depends on $`x^+,x_0^{},x^i(\sigma )`$, i.e. $`\mathrm{\Phi }=\mathrm{\Phi }[x^+,x_0^{},x^i(\sigma )]`$ and satisfies the Schrödinger equation

$$i\frac{\mathrm{\Phi }}{x^+}=H\mathrm{\Phi }[x^+,x_0^{},x^i(\sigma )],$$
(20)
where $`H`$ is the light cone Hamiltonian (taking $`2\alpha ^{}=1`$)

$$H=\frac{\pi }{2p^+}_0^\pi 𝑑\sigma \left[\frac{^2}{x^i(\sigma )^2}+\frac{1}{\pi ^2}\left(\frac{x^i(\sigma )}{\sigma }\right)^2+\frac{m^2}{\pi ^2}(x^i(\sigma ))^2\right]\text{and}m:=\mu p^+.$$
(21)
It is straight forward to rewrite $`H`$ is terms of modes and (20) then takes the form

$$i\frac{\mathrm{\Phi }}{x^+}=\frac{1}{2p^+}\underset{l=0}{\overset{\mathrm{}}{}}H_l\mathrm{\Phi }(x^+,x^{},\{x_l^i\}),$$
(22)
where

$$H_l:=\frac{^2}{x_{l}^{i}{}_{}{}^{2}}+\omega _l^2(x_l^i)^2,\omega _l:=\sqrt{l^2+(\mu p^+)^2}.$$
(23)
Clearly, (23) is a SHO Hamiltonian with mass 1/2 and frequency $`2\omega _l`$. Eq. (22) can be solved easily and the final answer for the string field is

$$\mathrm{\Phi }=\frac{dp^+}{\sqrt{2\pi p^+}}\underset{\{n_l^i\}}{}A(p^+,\{n_l^i\})e^{i\left(x^+p^{}+x^{}p^+\right)}\underset{l=0}{\overset{\mathrm{}}{}}\phi _{\{n_l^i\}}^l(x_l^i)+h.c.$$
(24)
where

$$\phi _{\{n_l^i\}}^l(x_l^i)=\underset{i=1}{\overset{d2}{}}H_{\{n_l^i\}}\left(\sqrt{\omega _l}x_l^i\right)e^{\omega _l(x_l^i)^2/2}\sqrt{\frac{\sqrt{\omega _l/\pi }}{2^{n_l^i}(n_l^i!)}}.$$
(25)
The light cone energy is

$$p^{}=\frac{1}{p^+}\underset{i=1}{\overset{d2}{}}\underset{l=0}{\overset{\mathrm{}}{}}n_l^i\omega _l,$$
(26)
where we have ignored the zero point energy, which is irrelevant for our analysis. The conjugate momentum field is given by, see ,

$$\mathrm{\Pi }[x(\sigma )]=\frac{\delta }{\delta \left(\mathrm{\Phi }/x^+\right)}$$
(27)
and in the present case it is

$$\mathrm{\Pi }=i\mathrm{\Phi }.$$
(28)
The Equal Time Commutation Relations for the string field are

$$[\mathrm{\Phi }(x^+,x_0^{},\stackrel{}{x_l}),\mathrm{\Phi }(x^+,y_0^{},\stackrel{}{y_l})]=\delta (x_0^{}y_0^{})\underset{i=1}{\overset{d2}{}}\delta \left[x^i(\sigma )y^i(\sigma )\right].$$
(29)
which translate to the commutation relation

$$[A(p^+,\{n_l^i\}),A^{^{}}(q^+,\{m_k^j\})]=p^+\delta (p^+q^+)\delta _{\{n_l^i\},\{m_k^j\}}$$
(30)
for the string creation-annihilation operators. The calculation of the general (non-equal time) commutator of the string field is not hard to perform and one finds at the end that

$$[\mathrm{\Phi }(x^+,x_0^{},x_l^i),\mathrm{\Phi }(y^+,y_0^{},y_l^i)]=I_1I_2,$$
(31)
where $`I_1=I_1(\mathrm{\Delta }x^+,\mathrm{\Delta }x_0^{},x_l^i,y_l^i)`$ is given by

$`I_1`$ $`:=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dp^+}{2\pi }}e^{i\mathrm{\Delta }x_0^{}p^+}{\displaystyle \underset{i}{}}{\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\sqrt{\omega _l/\pi }}{\sqrt{1e^{i\frac{2\mathrm{\Delta }x^+\omega _l}{p^+}}}}}`$ (32)
$`\mathrm{exp}\left\{{\displaystyle \frac{\omega _l}{2i\mathrm{sin}\left(\frac{\mathrm{\Delta }x^+\omega _l}{p^+}\right)}}\left[2x_l^iy_l^i\left((x_l^i)^2+(y_l^i)^2\right)\mathrm{cos}\left({\displaystyle \frac{\mathrm{\Delta }x^+\omega _l}{p^+}}\right)\right]\right\}`$
and $`I_2(\mathrm{\Delta }x^+,\mathrm{\Delta }x_0^{},x_l^i,y_l^i)=I_1(\mathrm{\Delta }x^+,\mathrm{\Delta }x_0^{},x_l^i,y_l^i)=[I_1(\mathrm{\Delta }x^+,\mathrm{\Delta }x_0^{},x_l^i,y_l^i)]^{}`$. Notice that as expected, the propagator is a product of SHO propagators.

To compute $`I_1`$ and $`I_2`$, it is convenient to analytic continuate $`p^+`$ to the complex plane. Without loss of generality, we assume $`\mathrm{\Delta }x^+>0`$ and perform an analytic continuation

$$p^+ip^+\text{for }I_1.$$
(33)
Then

$`I_1`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dp^+}{2\pi }}e^{\mathrm{\Delta }x_0^{}p^+}{\displaystyle \underset{i}{}}{\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\sqrt{\omega _l^{}/\pi }}{\sqrt{1e^{\frac{2\mathrm{\Delta }x^+\omega _l^{}}{p^+}}}}}`$ (34)
$`\mathrm{exp}\left\{{\displaystyle \frac{\omega _l^{}}{2\mathrm{sinh}\left(\frac{\mathrm{\Delta }x^+\omega _l^{}}{p^+}\right)}}\left[2x_l^iy_l^i\left((x_l^i)^2+(y_l^i)^2\right)\mathrm{cosh}\left({\displaystyle \frac{\mathrm{\Delta }x^+\omega _l^{}}{p^+}}\right)\right]\right\},`$
where

$$\omega _l^{}=\sqrt{l^2(\mu p^+)^2}.$$
(35)
Performing an analytic continuation

$$p^+ip^+\text{for }I_2,$$
(36)
one obtains the same identical expression for $`I_2`$.

Therefore the commutator (31) vanishes provided that the integral (34) converges. To check when this is the case, note that the integral converges for $`p^+0`$. However problems may appear in the regime $`p^+\mathrm{}`$. In this regime, $`\omega _l^{}`$ becomes imaginary

$$\omega _l^{}=i\sqrt{(\mu p^+)^2l^2}i\mu p^+$$
(37)
Therefore (34) becomes

$`I_1`$ $`=`$ $`{\displaystyle _0^{\mathrm{}}}{\displaystyle \frac{dp^+}{2\pi }}e^{\mathrm{\Delta }x_0^{}p^+}{\displaystyle \underset{i}{}}{\displaystyle \underset{l=0}{\overset{\mathrm{}}{}}}{\displaystyle \frac{\sqrt{\mu p^+/\pi }}{\sqrt{1e^{2i\mu \mathrm{\Delta }x^+}}}}\mathrm{exp}\left\{{\displaystyle \frac{\mu p^+}{2\mathrm{sin}\left(\mu \mathrm{\Delta }x^+\right)}}\left[2x_l^iy_l^i\left((x_l^i)^2+(y_l^i)^2\right)\mathrm{cos}\left(\mu \mathrm{\Delta }x^+\right)\right]\right\}`$ (38)
$``$ $`{\displaystyle ^{\mathrm{}}}𝑑p^+\mathrm{exp}\left\{p^+\left[\mathrm{\Delta }x_0^{}{\displaystyle \frac{\mu }{2\mathrm{sin}\left(\mu \mathrm{\Delta }x^+\right)}}{\displaystyle \underset{i,l}{}}\left[\left((x_l^i)^2+(y_l^i)^2\right)\mathrm{cos}\left(\mu \mathrm{\Delta }x^+\right)2x_l^iy_l^i\right]\right]\right\}`$
The integral converges in the $`p^+\mathrm{}`$ limit, and hence the commutator (31) vanishes, if the exponent factor is negative, i.e. if

$$\mathrm{\Delta }x_0^{}\frac{\mu }{2\mathrm{sin}\left(\mu \mathrm{\Delta }x^+\right)}\underset{i}{}\underset{l=0}{\overset{\mathrm{}}{}}\left[\left((x_l^i)^2+(y_l^i)^2\right)\mathrm{cos}\left(\mu \mathrm{\Delta }x^+\right)2x_l^iy_l^i\right]<0.$$
(39)
Equation (39) determines the string light cone in the pp-wave background and is the main result of this letter.

Notice that the string light cone (39) is determined not only by the zero modes, but also by the internal oscillating modes of the string. This is something that we should expect since the same phenomenon appears in the flat background case. Keeping only the zero mode contribution, (39) reduces to (16) the light cone for the point particle in the same background.

## 4 Conclusions

We make a couple of remarks.

1. Unlike the flat case, the string light cone in the pp-wave case is not a function of $`x_l^iy_l^i`$ any more and hence translational invariance is lost. But this should not come as a surprise. The pp–wave metric is not translational invariant itself, so the same should apply to the light cone as well. This is consistent with what we found.

2. We note that in the limit $`\mu 0`$, we recover the flat background expression for the light cone, equation (2). This is expected since the metric (3) in the $`\mu 0`$ limit reduces to the Minkowski metric. For a nonzero $`\mu `$ and in a small region of $`x^+`$ such that

$$|\mathrm{\Delta }x^+|\frac{1}{\mu },$$
(40)
we are probing the part of the spacetime that is very close to the original string itself. In this limit, spacetime curvature can be ignored. Physically one expects that the derivation from the flat case to be small and the light cone for the flat case (2) to be recovered. This is indeed the case. The light cone (39) is a continuous function of $`\mu `$ and matches up with the flat case.

3. In this letter, we considered a free string. It would be interesting to include interactions (tree level and loops) and to study how the string light cone gets modified, see  for a tree level computation in the flat case. String interaction in pp-wave background has been considered in , and reconsidered in  where the $`Z_2`$ symmetry of the background is taken into account properly. Field theory analysis of the $`Z_2`$ symmetry was recently performed in . Our result agrees with the $`Z_2`$ symmetry of the background. It will be interesting to examine this issue by including the $`Z_2`$ invariant interaction.

4. Finally we note that the light cone (39) is periodic with $`\mathrm{\Delta }x^+\mathrm{\Delta }x^++2\pi /\mu `$. The follows from a periodicity of the light cone time

$$x^+x^++2\pi /\mu .$$
(41)
However we did not impose any periodic boundary condition on the metric 333Note that the if one think of the pp-wave metric (3) as arised from the Pernose limit , then by definition $`x^+`$ is automatically periodic with periodicity $`2\pi /\mu `$. CSC thanks Rodolfo Russo for bringing this very interesting observation to his attention. to start with. Our result suggests that to have a consistent quantum theory on the pp-wave background, the background should have this periodicity (41). See  for related works on discrete light cone quantization (DLCQ) of string in pp-wave background. Also we do not understand yet the physical significance of the periodicity of the causal structure of spacetime 444Simon Ross suggests to us that, apart from the periodicity interpretation, since (16) and (39) is singular at $`\mathrm{\Delta }x^+=\pi /\mu `$, one may argue that there is a relationship between pasts and futures shifted by $`\pi /\mu `$. See the first paper in  for more detailed discussions.. We expect this to lead to extremely interesting physics. We leave these issues for further studies.

## Acknowledgements

CSC would like to thank Bin Chen, Harald Dorn, Valya Khoze, Feng-Li Lin, Boris Pioline, Simon Ross, Rodolfo Russo and Gabriele Travaglini for interesting discussions and useful comments. KK would like to acknowledge George Georgiou and Apostolos Dimitriadis for interesting discussions and useful comments. We acknowledge grants from EPSRC, Nuffield foundation of UK, NSC of Taiwan and University of Durham.


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# Bifurcations and Strange Attractors

## 1. Introduction

One of the starling discoveries in the XX century was the discovery of dynamical chaos. The finding added a fascinatingly novel type of motions — chaotic oscillations to the catalogue of the accustomed, in nonlinear dynamics, ones such as steady states, self-oscillations and modulations. Since then many problems of contemporary exact and engineering sciences that are modelled within the framework of differential equations have obtained the adequate mathematical description. Meanwhile this also set up a question: the trajectory of what kind are to be connected to dynamical chaos in systems with 3D and higher dimensions of the phase space.

The general classification of the orbits in dynamical systems is due to Poincaré and Birkhoff. As far as chaos is concerned in particular a researcher is interested most of all in non-wandering trajectories which are, furthermore, to be self-liming. In the hierarchy of all orbits of dynamical system the high goes to the set of the unclosed trajectories so-called stable in Poisson’s sense. The feature of them is that the sequence composed of the differences of the subsequent Poincaré recurrence times of a trajectory (as it gets back into the vicinity of the initial point) may have no upper bound. In the case where the return times of the trajectory are bounded Birkhoff suggested to call such it a recurrent one. A partial subclass of recurrent trajectories consists of almost-periodic ones which, by definition, possess a set of almost-periods. Since the spectrum of the set is discrete it follows that the dynamics of a system with the almost-periodic trajectories must be simple. Moreover, the almost-periodic trajectories are also quasi-periodic, the latter ones are associated with the regime of modulation. The closure of a recurrent trajectory is called a minimal set, and that of a Poisson stable trajectory is called a quasi-minimal one. The last one contains also the continuum of Poisson stable trajectories which are dense in it. The quasi-minimal set may, in addition, contain some closed invariant subsets such as equilibria, periodic orbits, ergodic invariant tori with quasi-periodic covering and so on. All this is the reason why Poincaré recurrent times of a Poisson stable trajectory are unbounded: it may linger in the neighborhoods of the above subsets for rather long times before it passes by the initial point. In virtue of such unpredictable behavior it seems quite reasonable the the the role of dynamical chaos orbits should be assigned to the Poisson stable trajectories.

Andronov was the first who had raised the question about the correspondence between the classes of trajectories of dynamical systems and the types of observable motions in nonlinear dynamics in his work “Mathematical problems of auto-oscillations”. Because he was motivated to explain the nature of self-oscillations he repudiated the Poisson stable trajectory forthwith due to their irregular behavior. He expressed the hypothesis that a recurrent trajectory stable in Lyapunov sense would be almost-periodic; he also proposed to Markov to confirm it. Markov proved a stronger result indeed; namely that a trajectory stable both in Poisson and Lyapunov (uniformly) senses would be an almost-periodic one. This means that the Poisson stable trajectories must be unstable in Lyapunov sense to get associated to dynamical chaos. After that it becomes clear that all trajectories in a quasi-minimal set are to be of the saddle type. The importance of such quasi-minimal sets for nonlinear dynamics as the real objects was inferred in the explicit way by Lorenz in 1963. He presented the set of equations, known today as the Lorenz model, that possessed an attracting quasi-minimal set with the unstable trajectory behavior. Later on, such sets got named strange attractors after Ruelle and Takens.

Here we arrive at the following problem: how can one establish the existence of the Poisson stable trajectories in the phase space of a system? Furthermore, the applicability of the system as a nonlinear dynamics model requires that such trajectories shall persist under small smooth perturbations. Undoubtedly the second problem is a way complex than that of finding periodic orbits. Below we will yield a list of conditions that guarantee the existence of unstable trajectories stable in Poisson sense.

The most universal criterion of the existence of Poisson stable trajectories is the presence, in a system, of a hyperbolic saddle periodic orbit whose stable and unstable manifolds cross transversally along the homoclinic orbit. This structure implies that the set $`N`$ of all of the orbits remaining in its small neighborhood consists of only unstable ones. Moreover, the periodic orbits are dense in $`N`$, so are the trajectories homoclinic to them, besides the continuum of unclosed trajectories stable in Poisson sense. Generally speaking wherever one can describe the behavior of the trajectories in terms of symbolic dynamics (using either the Bernoulli sub-shift or the Markov topological chains), the proof of the existence of the Poisson stable trajectories becomes trivial. However, the selected hyperbolic sets by themselves are unstable. Nevertheless, their presence in the phase space means the complexity of the trajectory behavior even though they are no part of the strange attractor.

Early sixtieth were characterized the rapid development of the theory of structural stability initiated in the works of Anosov and Smale. Anosov was able to single out the class of the systems for which the hyperbolicity conditions hold in the whole phase space. Such flows and cascade have been named the Anosov systems. Some examples of the Anosov systems include geodesic flows on compact smooth manifolds of a negative curvature . It is well-known that such flow is conservative and its set of non-wandering trajectories coincides with the phase space. Another example of the Anosov diffeomorphism is a mapping of an $`n`$-dimensional torus

$$\overline{\theta }=A\theta +f(\theta ),\text{mod }1,$$
(1)
where $`A`$ is a matrix with integer entries other than $`1`$, $`det|A|=1`$, the eigenvalues of $`A`$ do not lie on the unit circle, and $`f(\theta )`$ is a periodic function of period $`1`$.

The condition of hyperbolicity of (1) may be easily verified for one pure class of diffeomorphisms of the kind:

$$\overline{\theta }=A\theta ,\text{mod }1,$$
(2)
which are the algebraic hyperbolic automorphisms of the torus. Automorphism (2) are conservative systems whose set $`\mathrm{\Omega }`$ of non-wandering trajectories coincides with the torus $`𝕋^n`$ itself.

Conditions of structural stability of high-dimensional systems was formulated by Smale . These conditions are in the following: A system must satisfy both Axiom A and the strong transversality condition.

Axiom A requires that:

1. the non-wandering set $`\mathrm{\Omega }`$ be hyperbolic;
2. $`\mathrm{\Omega }=\overline{\text{Per}}`$. Here Per denotes the set of periodic points.

Under the assumption of Axiom A the set $`\mathrm{\Omega }`$ can be represented by a finite union of non-intersecting, closed, invariant, transitive sets $`\mathrm{\Omega }_1,\mathrm{}\mathrm{\Omega }_p`$. In the case of cascades, any such $`\mathrm{\Omega }_i`$ can be represented by a finite number of sets having these properties which are mapped to each other under the action of the diffeomorphism. The sets $`\mathrm{\Omega }_1,\mathrm{}\mathrm{\Omega }_p`$ are called basis sets.

The basis sets of Smale systems (satisfying the enumerated conditions) may be of the following three types: attractors, repellers and saddles. Repellers are the basis sets which becomes attractors in backward time. Saddle basis sets are such that may both attract and repel outside trajectories. A most studied saddle basis sets are one-dimensional in the case of flows and null-dimensional in the case of cascades. The former ones are homeomorphic to the suspension over topological Markov chains; the latter ones are homeomorphic to simple topological Markov chains \[Bowen \].

Attractors of Smale systems are called hyperbolic. The trajectories passing sufficiently close to an attractor of a Smale system, satisfies the condition

$$\mathrm{dist}(\phi (t,x),A)<ke^{\lambda t},t0$$

where $`k`$ and $`\lambda `$ are some positive constants. As we have said earlier these attractors are transitive. Periodic, homo- and heteroclinic trajectories as well as Poisson-stable ones are everywhere dense in them. In particular, we can tell one more of their peculiarity: the unstable manifolds of all points of such an attractor lie within it, i.e., $`W_x^sA`$ where $`xA`$. Hyperbolic attractors may be smooth or non-smooth manifolds, have a fractal structure, not locally homeomorphic to a direct product of a disk and a Cantor set and so on.

Below we will discuss a few hyperbolic attractors which might be curious for nonlinear dynamics. The first example of such a hyperbolic attractor may be the Anosov torus $`𝕋^n`$ with a hyperbolic structure on it. The next example of hyperbolic attractor was constructed by Smale on a two-dimensional torus by means of a “surgery” operation over the automorphism of this torus with a hyperbolic structure. This is the so-called $`DA`$-(derived from Anosov) diffeomorphism. Note that the construction of such attractors is designed as that of minimal sets known from the Poincaré-Donjoy theory in the case of $`^1`$-smooth vector fields on a two-dimensional torus.

Let us consider a solid torus $`\mathrm{\Pi }^n`$, i.e., $`𝕋^2=𝔻^2\times 𝕊^1`$ where $`𝔻^2`$ is a disk and $`𝕊^1`$ is a circumference. We now expand $`𝕋^2`$ m-times (m is an integer) along the cyclic coordinate on $`𝕊^1`$ and shrink it $`q`$-times along the diameter of $`𝔻^2`$ where $`q1/m`$. We then embed this deformated torus $`\mathrm{\Pi }_1`$ into the original one so that its intersection with $`𝔻^2`$ consists of $`m`$-smaller disks. Repeat this routine with $`\mathrm{\Pi }_1`$ and so on. The set $`\mathrm{\Sigma }=_{i=1}^{\mathrm{}}\mathrm{\Pi }_i`$ so obtained is called a Witorius-Van Danzig solenoid. Its local structure may be represented as the direct product of an interval and a Cantor set. Smale also observed that Witorius-Van Danzig solenoids may have a hyperbolic structures, i.e., be hyperbolic attractors of diffeomorphisms on solid tori. Moreover, similar attractors can be realized as a limit of the inverse spectrum of the expanding cycle map

$$\theta =m\theta ,\text{mod }1.$$

The peculiarity of such solenoids is that they are expanding solenoids. Generally speaking, an expanding solenoid is called a hyperbolic attractor such that its dimension coincides with the dimension of the unstable manifolds of the points of the attractor. Expanding solenoids were studied by Williams  who showed that they are generalized (extended) solenoids. The construction of generalized solenoids is similar to that of minimal sets of limit-quasi-periodic trajectories. Note that in the theory of sets of limit-quasi-periodic functions the Wictorius-Van Danzig solenoids are quasi-minimal sets. Hyperbolic solenoids are called the Smale-Williams solenoids.

We remark also on an example of a hyperbolic attractor of a diffeomorphism on a two-dimensional sphere, and, consequently, on the plane, which was built by Plykin . In fact, this is a diffeomorphism of a two-dimensional torus projected onto a two-dimensional sphere. Such a diffeomorphism, in the simplest case, possesses four fixed points, moreover all of them are repelling.

## 2. Birth of hyperbolic attractors

Let us now pause to discuss the principal aspects related to the transition from Morse-Smale systems to systems with hyperbolic attractors. The key moment here is a global bifurcation of disappearance of a periodic trajectory. Let us discuss this bifurcation in detail following the paper of Shilnikov and Turaev .

Consider a $`^r`$-smooth one-parameter family of dynamical systems $`X_\mu `$ in $`^n`$. Suppose that the flow has a periodic orbit $`L_0`$ of the saddle-node type at $`\mu =0`$. Choose a neighbourhood $`U_0`$ of $`L_0`$ which is a solid torus partitioned by the $`(n1)`$-dimensional strongly stable manifold $`W_{L_0}^{ss}`$ into two regions: the node region $`U^+`$ where all trajectories tend to $`L_0`$ as $`t+\mathrm{}`$, and the saddle region $`U^{}`$ where the two-dimensional unstable manifold $`W_{L_0}^u`$ bounded by $`L_0`$ lies. Suppose that all of the trajectories of $`W_{L_0}^u`$ return to $`L_0`$ from the node region $`U^+`$ as $`t+\mathrm{}`$ and do not lie in $`W^{ss}`$. Moreover, since any trajectory of $`W^u`$ is bi-asymptotic to $`L_0`$, $`\overline{W}_{L_0}^u`$ is compact.

Observe that systems close to $`X_0`$ and having a simple saddle-node periodic trajectories close $`L_0`$ form a surface $`B`$ of codimension-1 in the space of dynamical systems. We assume also that the family $`X_\mu `$ is transverse to $`B`$. Thus, when $`\mu <0`$, the orbit $`L_0`$ is split into two periodic orbits, namely: $`L_\mu ^{}`$ of the saddle type and stable $`L_\mu ^+`$. When $`\mu >0`$ $`L_0`$ disappears.

It is clear that $`X_\mu `$ is a Morse-Smale system in a small neighbourhood $`U`$ of the set $`W^u`$ for all small $`\mu <0`$. The non-wandering set here consists of the two periodic orbits $`L_\mu ^+`$ and $`L_\mu ^{}`$. All trajectories of $`U\backslash W_{L_\mu ^{}}^s`$ tend to $`L_\mu ^+`$ as $`t+\mathrm{}`$. At $`\mu =0`$ all trajectories on $`U`$ tend to $`L_0`$. The situation is more complex when $`\mu >0`$.

The Poincaré map to which the problem under consideration is reduced, may be written in the form

$$\begin{array}{c}\overline{x}=f(x,\theta ,\mu ),\hfill \\ \overline{\theta }=m\theta +g(\theta )+\omega +h(x,\theta ,\mu ),\text{mod }1,\hfill \end{array}$$
(3)
where $`f,g`$ and $`h`$ are periodic functions of $`\theta `$. Moreover, $`f_^10`$ and $`h_^10`$ as $`\mu 0`$, $`m`$ is an integer and $`\omega `$ is a parameter defined in the set $`[0,1)`$. Diffeomorphism (3) is defined in a solid-torus $`𝔻^{n2}\times 𝕊^1`$, where $`𝔻^{n2}`$ is a disk $`x<r`$, $`r>0`$ Observe that (3) is a strong contraction along $`x`$. Therefore, mapping (3) is close to the degenerate map

$$\begin{array}{c}\overline{x}=0,\hfill \\ \overline{\theta }=m\theta +g(\theta )+\omega ,\text{mod }1.\hfill \end{array}$$
(4)
This implies that its dynamics is determined by the circle map

$$\overline{\theta }=m\theta +g(\theta )+\omega ,\text{mod }1,$$
(5)
where $`0\omega <1`$. Note that in the case of the flow in $`^3`$, the integer $`m`$ may assume the values $`0,\mathrm{\hspace{0.17em}1}`$.

###### Theorem 2.1

If $`m=0`$ and if

$$\mathrm{max}g^{}(\theta )<1,$$

then for sufficiently small $`\mu >0`$, the original flow has a periodic orbit both of which length and period tend to infinity as $`\mu 0`$.

This is the “blue sky catastrophe”. In the case where $`m=1`$, the closure $`\overline{W}_{L_0}^u`$ is a two-dimensional torus. Moreover, it is smooth provided that (3) is a diffeomorphism. In the case where $`m=1`$ $`\overline{W}_{L_0}^u`$ is a Klein bottle, also smooth if (3) is a diffeomorphism. In the case of the last theorem $`\overline{W}_{L_0}^u`$ is not a manifold.

In the case of $`^n`$ $`(n4)`$ the constant $`m`$ may be any integer.

###### Theorem 2.2

Let $`|m|2`$ and let $`|m+g^{}(\theta )>1`$. Then for all $`\mu >0`$ sufficiently small, the Poincaré map (3) has a hyperbolic attractor homeomorphic to the Smale-Williams solenoid, while the original family has a hyperbolic attractor homeomorphic to a suspension over the Smale-Williams solenoid.

The idea of the use of the saddle-node bifurcation to produce hyperbolic attractors may be extended onto that of employing the bifurcations of an invariant torus. We are not developing here the theory of such bifurcations but restrict ourself by consideration of a modelling situation.

Consider a one-parameter family of smooth dynamical systems

$$\dot{x}=X(x,\mu )$$

which possesses an invariant $`m`$-dimensional torus $`𝕋^m`$ with a quasi-periodic trajectory at $`\mu =0`$. Assume that the vector field may be recast as

$$\begin{array}{c}\dot{y}=C(\mu )y,\hfill \\ \dot{z}=\mu +z^2,\hfill \\ \dot{\theta }=\mathrm{\Omega }(\mu )\hfill \end{array}$$
(6)
in a neighborhood of $`𝕋^m`$. Here, $`z^1`$, $`y^{nm1}`$, $`\theta 𝕋^m`$ and $`\mathrm{\Omega }(0)=(\mathrm{\Omega }_1,\mathrm{},\mathrm{\Omega }_m)`$. The matrix $`C(\mu )`$ is stable, i.g., its eigenvalues lie to the left of the imaginary axis in the complex plane. At $`\mu =0`$ the equation of the torus is $`y=0`$, the equation of the unstable manifold $`W^u`$ is $`y=0,z>0`$, and that of the strongly unstable manifold $`W^{ss}`$ partitioning the neighborhood of $`𝕋^m`$ into a node and a saddle region, is $`z=0`$. We assume also that all of the trajectories of the unstable manifold $`W^u`$ of the torus come back to it as $`t+\mathrm{}`$. Moreover they do not lie in $`W^{ss}`$. On a cross-sections transverse to $`z=0`$ the associated Poincaré map may be written in the form

$$\begin{array}{c}\overline{y}=f(y,\theta ,\mu ),\hfill \\ \overline{\theta }=A\theta +g(\theta )+\omega +h(x,\theta ,\mu ),\text{mod }1,\hfill \end{array}$$
(7)
where A is an integer matrix, $`f,g,`$ and $`h`$ are $`1`$-periodic functions of $`\theta `$. Moreover $`f_^10`$ and $`h_^10`$ as $`\mu 0`$, $`\omega =(\omega _1,\mathrm{},\omega _m)`$ where $`0\omega _k<1`$.

Observe that the restriction of the Poincaré map on the invariant torus is close to the shortened map

$$\overline{\theta }=A\theta +g(\theta )+\omega ,\text{mod }1.$$
(8)
This implies, in particular, that if (8) is an Anosov map for all $`\omega `$ (for example when the eigenvalues of the matrix $`A`$ do not lie on the unit circle of the complex plane, and $`g(\theta )`$ is small), then the restriction of the Poincaré map is also an Anosov map for all $`\mu >0`$. Hence, we arrive at the following statement

###### Proposition 2.1

If the shortened map is an Anosov map for all small $`\omega `$, then for all $`\mu >0`$ sufficiently small, the original flow possesses a hyperbolic attractor which is topologically conjugate to the suspension over the Anosov diffeomorphism.

The birth of hyperbolic attractors may be proven not only in the case where the shortened map is a diffeomorphism. Namely, this result holds true if the shortened map is expanding. A map is called expanding of the length if any tangent vector field grows exponentially under the action of the differential of the map. An example is the algebraic map

$$\overline{\theta }=A\theta ,\text{mod }1,$$

such that the spectrum of the integer matrix $`A`$ lies strictly outside the unit circle, and any neighboring map is also expanding. If $`(G^{}(\theta ))^1<1`$, where $`G=A+g(\theta )`$, it follows then that the shortened map

$$\overline{\theta }==\omega +A\theta +g(\theta ),\text{mod }1,$$
(9)
is an expansion for all $`\mu >0`$.

Shub  established that expanding maps are structurally stable. The study of expanding maps and their connection to smooth diffeomorphisms was continued by Williams \[Williams \]. Using the result of his work we come to the following result which is analogous to our theorem 2.1, namely

###### Proposition 2.2

If $`(G^{}(\theta ))^1<1`$, then for all small $`\mu >0`$, the Poincaré map possesses a hyperbolic attractor locally homeomorphic to a direct product of $`^{m+1}`$ and a Cantor set.

An endomorphism of a torus is called an Anosov covering if there exists a continuous decomposition of the tangent space into the direct sum of stable and unstable submanifolds just like in the case of the Anosov map (the difference is that the Anosov covering is not a one-to-one map, therefore, it is not a diffeomorphism). The map (8) is an Anosov covering if, we assume, $`|detA|>1`$ and if $`g(\theta )`$ is sufficiently small. Thus, the following result is similar to the previous proposition

###### Proposition 2.3

If the shortened map (8) is an Anosov covering for all $`\omega `$, then for all small $`\mu >0`$ the original Poincaré map possesses a hyperbolic attractor locally homeomorphic to a direct product of $`^{m+1}`$ and a Cantor set.

In connection with the above discussion we can ask what other hyperbolic attractors may be generated from Morse-Smale systems?

Of course there are other scenarios of the transition from a Morse-Smale system to a system with complex dynamics, for example, through $`\mathrm{\Omega }`$-explosion, period-doubling cascade, etc. But these bifurcations do not lead explicitly to the appearance of hyperbolic strange attractors.

## 3. Lorenz attractors

In 1963 Lorenz  suggested the model:

$`\begin{array}{cc}\dot{x}=\sigma (xy),\hfill & \\ \dot{y}=rxyxz,\hfill & \\ \dot{z}=bz+xy\hfill & \end{array}`$ (13)
in which he discovered numerically a vividly chaotic behaviour of the trajectories when $`\sigma =10`$, $`b=8/3`$ and $`r=28`$. the important conclusion has been derived from the mathematical studies of the Lorenz model: simple models of nonlinear dynamics may have strange attractors.

Like hyperbolic attractors, periodic as well as homoclinic orbits are everywhere dense in the Lorenz attractor. Unlike hyperbolic attractors the Lorenz attractor is structurally unstable. This is due to the embedding of a saddle equilibrium state with a one-dimensional unstable manifold into the attractor. Nevertheless, under small smooth perturbations stable periodic orbits do not arise. Moreover, it became obvious that such strange attractors may be obtained through a finite number of bifurcations. In particular, in the Lorenz model (due to its specific feature: it has the symmetry group $`(x,y,z)(x,y,z)`$) such a route consists of three steps only.

Below we present a few statements concerning the description of the structure of the Lorenz attractor as it was done in . The fact that we are considering only three-dimensional systems is not important, in principle, because the general case where only one characteristic value is positive for the saddle while the others have negative real parts, and the value least with the modulus is real, the result is completely similar to the three-dimensional case. Let $`B`$ denote the Banach space of $`^r`$-smooth dynamical systems ($`r1`$) with the $`^r`$-topology, which are specified on a smooth three-dimensional manifold $`M`$. Suppose that in the domain $`UB`$ each system $`X`$ has an equilibrium state $`O`$ of the saddle type. In this case the inequalities $`\lambda _1<\lambda _2<0<\lambda _3`$ hold for the roots $`\lambda _i=\lambda _i(X)`$, $`i=1,2,3`$ of the characteristic equation at $`O`$, and the saddle value $`\sigma (X)=\lambda _2+\lambda _3>0`$. A stable two-dimensional manifold of the saddle will be denoted by $`W^s=W^s(X)`$ and the unstable one, consisting of $`O`$ and two trajectories $`\mathrm{\Gamma }_{1,2}=\mathrm{\Gamma }_{1,2}(X)`$ originating from it, by $`W^u=W^u(X)`$. It is known that both $`W^s`$ and $`W^u`$ depend smoothly on $`X`$ on each compact subset. Here it is assumed that in a certain local map $`V=\{(x_1,x_2,x_3)\}`$, containing $`O`$, $`X`$ can be written in the form

$$\dot{x}_i=\lambda _ix_i+P_i(x_1,x_2,x_3),i=1,2,3.$$
(14)
Suppose that the following conditions are satisfied for the system $`X_0U`$ (see Fig.1):

1. $`\mathrm{\Gamma }_i(X_0)W^s(X_0)`$, $`i=1,2`$ , i.e., $`\mathrm{\Gamma }_i(X_0)`$ is doubly asymptotic to $`O`$.
2. $`\mathrm{\Gamma }_1(X_0)`$ and $`\mathrm{\Gamma }_2(X_0)`$ approach to $`O`$ tangentially to each other.

The condition $`\lambda _1<\lambda _2`$ implies that the non-leading manifold $`W_O^{ss}`$ of $`W_O^s`$, consisting of $`O`$ and the two trajectories tangential to the axis $`x_1`$ at the point $`O`$, divides $`W_O^s`$ into two open domains: $`W_+^s`$ and $`W_{}^s`$. Without loss of generality we may assume that $`\mathrm{\Gamma }_i(X_0)W_+^s(X_0)`$, and hence $`\mathrm{\Gamma }_i`$ is tangent to the positive semiaxis $`x_2`$. Let $`v_1`$ and $`v_2`$ be sufficiently small neighborhoods of the separatrix “butterfly” $`\overline{\mathrm{\Gamma }}=\overline{\mathrm{\Gamma }_1O\mathrm{\Gamma }_2}`$. Let $`_𝒾`$ stand for the connection component of the intersection of $`\overline{W_+^s(X_0)}`$ with $`v_i`$, which contains $`\mathrm{\Gamma }_i(X_0)`$. In the general case $`_i`$ is a two-dimensional $`^0`$-smooth manifold homeomorphic ether to a cylinder or to a Möbius band. The general condition lies in the fact that certain values $`A_1(X_0)`$ and $`A_2(X_0)`$, called the separatrix values, should not be equal to zero.

It follows from the above assumptions that $`X_0`$ belongs to the bifurcation set $`B_1^2`$ of codimension two, and $`B_1^2`$ is the intersection of two bifurcation surfaces $`B_1^1`$ and $`B_2^1`$ each of codimension one, where $`B_i^1`$ corresponds to the separatrix loop $`\overline{\mathrm{\Gamma }}_i=\overline{O\mathrm{\Gamma }_i}`$. In such a situation it is natural to consider a two-parameter family of dynamical systems $`X(\mu )`$, $`\mu =(\mu _1,\mu _2)`$, $`|\mu |<\mu _0`$, $`X(0)=X_0`$, such that $`X(\mu )`$ intersects with $`B_1^2`$ only along $`X_0`$ and only for $`\mu =0`$. It is also convenient to assume that the family $`X(\mu )`$ is transverse to $`B_1^2`$. By transversality we mean that for the system $`X(\mu )`$ the loop $`\mathrm{\Gamma }_1(X(\mu ))`$ “deviates” from $`W_+^s(X(\mu ))`$ by a value of the order of $`\mu _1`$, and the loop $`\mathrm{\Gamma }_2(X(\mu ))`$ “deviates” from $`W_+^s(X(\mu ))`$ by a value of the order of $`\mu _2`$.

It is known from  that the above assumptions imply that in the transition to a system close to $`X_0`$ the separatrix loop can generate only one periodic orbit which is of the saddle type. Let us assume, for certainty, that the loop $`\mathrm{\Gamma }_1(X_0)O`$ generates a periodic orbit $`L_1`$ for $`\mu _1>0`$ and $`\mathrm{\Gamma }_2(X_0)O`$ generates the periodic orbit $`L_2`$ for $`\mu _2>0`$.

The corresponding domain in $`U`$, which is the intersection of the stability regions for $`L_1`$ and $`L_2`$, i.e., i.e., the domain in which the periodic orbits $`L_1`$ and $`L_2`$ are structurally stable, will be denoted by $`U_0`$. A stable manifold of $`L_i`$ for the system $`XU_0`$ will be denoted by $`W_i^s`$ and the unstable one by $`W_i^u`$. If the separatrix value $`A_i(X_0)>0`$, $`W_i^u`$ is a cylinder; if $`A_i(X_0)<0`$, $`W_i^u`$ is a Möbius band. Let us note that, in the case where $``$ is an orientable manifold, $`W_i^s`$ will also be a cylinder if $`A_i(X_0)>0`$. Otherwise it will be a Möbius band. However, in the forthcoming analysis the signs of the separatrix values will play an important role. Therefore, it is natural to distinguish the following three main cases

$$\begin{array}{ccc}\text{ Case A (orientable)}\hfill & A_1(X_0)>0,& A_2(X_0)>0,\hfill \\ \text{ Case B (semiorientable)}\hfill & A_1(X_0)>0,& A_2(X_0)<0,\hfill \\ \text{ Case C (nonorientable)}\hfill & A_1(X_0)<0,& A_2(X_0)<0.\hfill \end{array}$$

In each of the above three cases the domain $`U_0`$ also contains two bifurcation surfaces $`B_3^1`$ and $`B_4^1`$:

1. In Case A, $`B_3^1`$ corresponds to the inclusion $`\mathrm{\Gamma }_1W_2^s`$ and $`B_4^1`$ corresponds to the inclusion $`\mathrm{\Gamma }_2W_1^s`$;
2. In Case B, $`B_3^1`$ corresponds to the inclusion $`\mathrm{\Gamma }_1W_1^s`$ and $`B_4^1`$ corresponds to the inclusion $`\mathrm{\Gamma }_2W_1^s`$;
3. In Case C, along with the above-mentioned generated orbits $`L_1`$ and $`L_2`$, there also arises a saddle periodic orbit $`L_3`$ which makes one revolution “along” $`\mathrm{\Gamma }_1(X_0)`$ and $`\mathrm{\Gamma }_2(X_0)`$, and if both $`W_i^u`$ are Möbius bands, $`i=1,2`$, the unstable manifold $`W_3^u`$ of the periodic orbit $`L_3`$ is a cylinder. In this case the inclusions $`\mathrm{\Gamma }_1W_2^s`$ and $`\mathrm{\Gamma }_2W_3^s`$ correspond to the surfaces $`B_3^1`$ and $`B_4^1`$, respectively.

Suppose that $`B_3^1`$ and $`B_4^1`$ intersect transversely over the bifurcational set $`B_2^2`$, see Fig. 2.

In a two-parameter family $`X(\mu )`$ this means that the curves $`B_3^1`$ and $`B_4^1`$ intersect at some point $`\mu ^1=(\mu _{11},\mu _{12})`$. Let us denote a domain lying between $`B_3^1`$ and $`B_4^1`$ by $`U_1`$. Suppose also that for each $`XU`$ there exists a transversal $`D`$ with the following properties:

1. The Euclidean coordinates (x, y) can be introduced on $`D`$ such that

$$D=\{(x,y):|x|1,|y|<2\}.$$
2. The equation $`y=0`$ describes a connection component $`S`$ of the intersection $`W_O^sD`$ such that no $`\omega `$-semitrajectory that begins on $`S`$ possesses any point of intersection with $`D`$ for $`t>0`$.
3. The mapping $`T_1(X):D_1D`$ and $`T_1(X):D_2D`$ are defined along the trajectories of the system $`X`$, where

$$D_1=\{(x,y):|x|1,0<y1\},$$

$$D_2=\{(x,y):|x|1,1y<1\},$$

and $`T_i(X)`$ is written in the form

$$\begin{array}{c}\overline{x}=f_i(x,y),\hfill \\ \overline{y}=g_i(x,y),\hfill \end{array}$$
(15)
where $`f_i,g_i^r`$, $`i=1,2`$.
4. $`f_i`$ and $`g_i`$ admit continuous extensions on $`S`$, and

$$\underset{y0}{lim}f_i(x,y)=x_i^{},\underset{y0}{lim}g_i(x,y)=y_i^{},i=1,2.$$
5. $$\begin{array}{c}T_1D_1Pi_1=\{(x,y):1/2x1,|y|<2\},\hfill \\ \\ T_2D_2Pi_2=\{(x,y):1x1/2,|y|<2\}.\hfill \end{array}$$

Let $`T(X)T_i(X)D_i`$, $`(f,g)=(f_i,g_i)`$ on $`D_i`$, $`i=1,2`$.
6. Let us impose the following restrictions on $`T(X)`$

$`\begin{array}{cc}\text{(a)}(f_x)<1,\hfill & \\ & \\ \text{(b)}1(g_y)^1f_x>2\sqrt{(g_y)^1(g_x)(g_y)^1f_y},\hfill & \\ & \\ \text{(c)}(g_y)^1<1,\hfill & \\ & \\ \text{(d)}(g_y)^1f_yg_x<(1f_x)(1(g_y)^1).\hfill & \end{array}\}`$ (23)
Hereafter, $`=\underset{(x,y)D\backslash S}{sup}||`$.

It follows from the analysis of the behavior of trajectories near $`W_O^s`$ that in a small neighborhood of $`S`$ the following representation is valid:

$`\begin{array}{c}f_1=x_1^{}+\phi _1(x,y)y^\alpha ,\hfill \\ f_2=x_2^{}+\phi _2(x,y)(y)^\alpha ,\hfill \end{array}\begin{array}{c}g_1=y_1^{}+\psi _1(x,y)y^\alpha ,\hfill \\ g_2=y_2^{}+\psi _2(x,y)(y)^\alpha ,\hfill \end{array}`$ (28)
where $`\phi _1,\mathrm{},\psi _2`$ are smooth with respect to $`x,y`$ for $`y0`$, and $`T_i(x)`$ satisfies estimates (23) for sufficiently small $`y`$. Moreover, the limit of $`\phi _1`$ will be denoted by $`A_1(X)`$ and that of $`\psi _2`$ by $`A_2(X)`$. The functionals $`A_1(X)`$ and $`A_2(X)`$ will be also called the separatrix values in analogy with $`A_1(X_0)`$ and $`A_2(X_0)`$ which were introduced above. Let us note that for a system lying in a small neighborhood of the system $`X`$ all the conditions 1-6 are satisfied near $`S`$. Moreover, the concept of orientable, semiorientable and nonorientable cases can be extended to any system $`XU`$. It is convenient to assume, for simplicity, that $`A_{1,2}(X)`$ do not vanish. It should be also noted that the point $`P_i`$ with the coordinates $`(x_i^{},y_i^{})`$ is the first point of intersection of $`\mathrm{\Gamma }_i(X)`$ with $`D`$.

Let us consider the constant

$$\begin{array}{cc}q=\hfill & \\ & \\ \frac{1+f_x(g_y)^1+\sqrt{1(g_y)^1^2(f_x)4(g_y)^1g_x(g_y)^1f_y}}{2(g_y)^1}.\hfill & \end{array}$$
(29)
Conditions (29) implies that $`q>1`$ and hence all the periodic points will be of the saddle type.

Let $`\mathrm{\Sigma }`$ denote the closure of the set of points of all the trajectories of the mapping $`T(X)`$, which are contained entirely in $`D`$. $`\mathrm{\Sigma }`$ is described most simply in the domain $`U_1`$. Here the following theorems hold.

###### Theorem 3.1

If $`XU_1`$, $`T(X)\mathrm{\Sigma }`$ is topologically conjugated with the Bernoulli scheme $`(\sigma ,\mathrm{\Omega }_2)`$ with two symbols.

###### Theorem 3.2

The system $`XU_2`$, has a two-dimensional limiting set $`\mathrm{\Omega }`$, which satisfies the following conditions:

1. $`\mathrm{\Omega }`$ is structurally unstable.
2. $`[\mathrm{\Gamma }_1\mathrm{\Gamma }_2O]\mathrm{\Omega }`$.
3. Structurally stable periodic orbits are everywhere dense in $`\mathrm{\Omega }`$.
4. Under perturbations of $`X`$ periodic orbits in $`\mathrm{\Omega }`$ disappear as a result of matching to the saddle separatrix loops $`\overline{\mathrm{\Gamma }_1}`$ and $`\overline{\mathrm{\Gamma }_2}`$.

Note that in this case the basic periodic orbits will not belong to $`\mathrm{\Omega }`$. In terms of mappings, the properties of $`\mathrm{\Omega }`$ can be formulated in more detail. Let us first single out a domain $`\stackrel{~}{D}`$ on $`D`$ as follows: we assume that in Case A

$$\stackrel{~}{D}=\{(x,y)D_1D_2y_2(x)<y<y_1(x)\};$$

and in Case B

$$\stackrel{~}{D}=\{(x,y)D_1D_2y_{12}(x)<y<y_1(x)\};$$

where $`y=y_{12}(x)`$, $`|x|1`$, denotes a curve in $`D`$ whose image lies on the curve $`y=y_1(x)`$; and finally in Case C

The closure of points of all the trajectories of the mapping $`T(X)`$, which are entirely contained in $`\stackrel{~}{D}`$, we will denote by $`\stackrel{~}{\mathrm{\Sigma }}`$.

###### Theorem 3.3

Let $`XU_2`$. Then:

1. $`\stackrel{~}{\mathrm{\Sigma }}`$ is compact, one-dimensional and consists of two connection components in Cases A and C, and of a finite number of connection components in Case B.
2. $`\stackrel{~}{D}`$ is foliated by a continuous stable foliation $`H^+`$ into leaves, satisfying the Lipschitz conditions, along which a point is attracted to $`\stackrel{~}{\mathrm{\Sigma }}`$; inverse images of the discontinuity line $`S:y=0`$ (with respect to the mapping $`T^k`$, $`k=1,2,\mathrm{}`$) are everywhere dense in $`\stackrel{~}{D}`$.
3. There exits a sequence of $`T(X)`$-invariant null-dimensional sets $`\mathrm{\Delta }_k`$, $`k_+`$, such that $`T(X)\mathrm{\Delta }_k`$ is topologically conjugated with a finite topological Markov chain with a nonzero entropy, the condition $`\mathrm{\Delta }_k\mathrm{\Delta }_{k+1}`$ being satisfied, and $`\mathrm{\Delta }_k\stackrel{~}{\mathrm{\Sigma }}`$ as $`k\mathrm{}`$.
4. The non-wandering set $`\mathrm{\Sigma }_1\stackrel{~}{\mathrm{\Sigma }}`$ is a closure of saddle periodic points of $`T(X)`$ and either $`\mathrm{\Sigma }_1=\stackrel{~}{\mathrm{\Sigma }}`$ or $`\mathrm{\Sigma }_1=\mathrm{\Sigma }^+\mathrm{\Sigma }^{}`$, where:

1. $`\mathrm{\Sigma }^{}`$ is null-dimensional and is an image of the space $`\mathrm{\Omega }^{}`$ of a certain TMC $`(G^{},\mathrm{\Omega }^{},\sigma )`$ under the homeomorphism $`\beta :\mathrm{\Sigma }^{}\mathrm{\Sigma }^{}`$ which conjugates $`\sigma \mathrm{\Omega }^{}`$ and $`T(X)\mathrm{\Sigma }^{}`$;

$$\mathrm{\Sigma }^{}=\underset{m=1}{\overset{l(X)}{}}\mathrm{\Sigma }_m^{},l(X)<\mathrm{},$$

where

$$T(X)\mathrm{\Sigma }_m^{}=\mathrm{\Sigma }_m^{},\mathrm{\Sigma }_{m_1}^{}\mathrm{\Sigma }_{m_2}^{}=\mathrm{}$$

for $`m_1m_2`$ and $`T(X)\mathrm{\Sigma }_m^{}`$ is transitive;
2. $`\mathrm{\Sigma }^+`$ is compact, one-dimensional and
3. if $`\mathrm{\Sigma }^+\mathrm{\Sigma }^{}=\mathrm{}`$, $`\mathrm{\Sigma }^+`$ is an attracting set in a certain neighbourhood;
4. if $`\mathrm{\Sigma }^+\mathrm{\Sigma }^{}\mathrm{}`$, then $`\mathrm{\Sigma }^+\mathrm{\Sigma }^{}=\mathrm{\Sigma }_m^+\mathrm{\Sigma }_m^{}`$ for a certain $`m`$, and this intersection consists of periodic points of no more than two periodic orbits, and

1. if $`\mathrm{\Sigma }_m^{}`$ is finite, $`\mathrm{\Sigma }^+`$ is $`\omega `$-limiting for all the trajectories in a certain neighbourhood;
2. if $`\mathrm{\Sigma }_m^{}`$ is infinite, $`\mathrm{\Sigma }^+`$ is not locally maximal, but is $`\omega `$-limiting for all the trajectories in $`\stackrel{~}{D}`$, excluding those asymptotic to $`\mathrm{\Sigma }^{}\backslash \mathrm{\Sigma }^+`$.

Below we will give the conditions under which the existence of the Lorenz attractor is guaranteed.

Consider a finite-number parameter family of vector field defined by the system of differential equations

$$\dot{x}=X(x,\mu ),$$
(30)
where $`x^{n+1}`$, $`\mu ^m`$, and $`X(x,\mu )`$ is a $`^r`$-smooth functions of $`x`$ and $`\mu `$. Assume that following two conditions hold

1. System (30) has a equilibrium state $`O(0,0)`$ of the saddle type. The eigenvalues of the Jacobian at $`O(0,0)`$ satisfy

$$\mathrm{Re}\lambda _n<\mathrm{}\mathrm{Re}\lambda _2<\lambda _1<0<\lambda _0.$$
2. The separatrices $`\mathrm{\Gamma }1`$ and $`\mathrm{\Gamma }_2`$ of the saddle $`O(0,0)`$ returns to the origin as $`t+\mathrm{}`$.

Then, for $`\mu >0`$ in the parameter space there exists an open set $`V`$, whose boundary contains the origin, such that in $`V`$ system (30) possesses the Lorenz attractor in the following three cases :
Case 1.

1. $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }`$ return to the origin tangentially to each other along the dominant direction corresponding to the eigenvalue $`\lambda _1`$;
2. $$\frac{1}{2}<\gamma <1,\nu _i>1,\gamma =\frac{\lambda _1}{\lambda _0},\nu _i=\frac{\mathrm{Re}\lambda _i}{\lambda _0};$$
3. The separatrix values $`A_1`$ and $`A_2`$ (see above) are equal to zero.

In the general case, the dimension of the parameter space is four since we may choose $`\mu _{1,2}`$, to control the behaviour of the separatrices $`\mathrm{\Gamma }_{1,2}`$ and $`\mu _{3,4}=A_{3,4}`$. In the case of the Lorenz symmetry, we need two parameters only.
Case 2.

1. $`\mathrm{\Gamma }_1`$ and $`\mathrm{\Gamma }`$ belong to the non-leading manifold $`W^{ss}W^s`$ and enter the saddle along the eigen-direction corresponding to the real eigenvector $`\lambda _2`$
2. $$\frac{1}{2}<\gamma <1,\nu _i>1,\gamma =\frac{\lambda _1}{\lambda _0},\nu _i=\frac{\mathrm{Re}\lambda _i}{\lambda _0};$$

In the general case, the dimension of the phase space is equal to four. Here, $`\mu _{3,4}`$ control the distance between the separatrices.
Case 3.

1. $`\mathrm{\Gamma }_{1,2}W^{ss}`$;
2. $`\gamma =1`$;
3. $`A_{1,2}0`$, and $`|A_{1,2}|<2`$.

In this case $`m=3`$, $`\mu _3=\gamma 1.`$

In the case where the system is symmetric, all of these bifurcations are of codimension 2.

In A. Shilnikov  it was shown that both subclasses (A) and (C) are realized in the Shimizu-Morioka model in which the appearance of the Lorenz attractor and its disappearance through bifurcations of lacunae are explained. Some systems of type (A) were studied by Rychlik  and those of type (C) by Robinson .

The distinguishing features of strange attractors of the Lorenz type is that they have a complete topological invariant. Geometrically, we can state that two Lorenz-like attractors are topologically equivalent if the unstable manifolds of both saddles behave similarly. The formalization of “similarity” may be given in terms of kneading invariants which were introduced by Milnor and Thurston  while studying continuous, monotonic mappings on an interval. This approach may be applied to certain discontinuous mappings as well. Since there is a foliation (see above) we may reduce the Poincaré map to the form

$$\begin{array}{c}\overline{x}=F(x,y),\hfill \\ \overline{y}=G(y),\hfill \end{array}$$
(31)
where the right-hand side is, in general, continuous, apart from the discontinuity line $`y=0`$, and $`G`$ is piece-wise monotonic. Therefore, it is natural to reduce (31) to a one-dimensional map

$$\overline{y}=G(y),$$

by using the technique of taking the inverse spectrum, Guckenheimer and Williams  showed that a pair of the kneading invariants is a complete topological invariant for the associated two-dimensional maps provided $`inf|G^{}|>1`$.

## 4. Wild strange attractor

In this section, following the paper by Shilnikov and Turaev , we will distinguish a class of dynamical systems with strange attractors of a new type. The peculiarity of such an attractor is that it may contain a wild hyperbolic set. We remark that such an attractor is to be understood as an almost stable, chain-transitive closed set.

Let $`X`$ be a smooth ($`C^r`$, $`r4`$) flow in $`R^n`$ ($`n4`$) having an equilibrium state $`O`$ of a saddle-focus type with characteristic exponents $`\gamma ,\lambda \pm i\omega ,\alpha _1,\mathrm{},\alpha _{n3}`$ where $`\gamma >0`$, $`0<\lambda <\mathrm{Re}\alpha _j`$, $`\omega 0`$. Suppose

$$\gamma >2\lambda .$$
(32)
This condition was introduced in  where it was shown, in particular, that it is necessary in order that no stable periodic orbit could appear when one of the separatrices of $`O`$ returns to $`O`$ as $`t+\mathrm{}`$ (i.e., when there is a homoclinic loop; see also ).

Let us introduce coordinates $`(x,y,z)`$ ($`xR^1`$, $`yR^2`$, $`zR^{n3}`$) such that the equilibrium state is in the origin, the one-dimensional unstable manifold of $`O`$ is tangent to the $`x`$-axis and the $`(n1)`$-dimensional stable manifold is tangent to $`\{x=0\}`$. We also suppose that the coordinates $`y_{1,2}`$ correspond to the leading exponents $`\lambda \pm i\omega `$ and the coordinates $`z`$ correspond to the non-leading exponents $`\alpha `$.

Suppose that the flow possesses a cross-section, say, the surface $`\mathrm{\Pi }:\{y=1,z1,x1\}`$. The stable manifold $`W^s`$ is tangent to $`\{x=0\}`$ at $`O`$, therefore it is locally given by an equation of the form $`x=h^s(y,z)`$ where $`h^s`$ is a smooth function $`h^s(0,0)=0,(h^s)^{}(0,0)=0`$. We assume that it can be written in such form at least when $`(y1,z1)`$ and that $`h^s<1`$ here. Thus, the surface $`\mathrm{\Pi }`$ is a cross-section for $`W_{\mathrm{loc}}^s`$ and the intersection of $`W_{\mathrm{loc}}^s`$ with $`\mathrm{\Pi }`$ has the form $`\mathrm{\Pi }_0:x=h_0(\phi ,z)`$ where $`\phi `$ is the angular coordinate: $`y_1=y\mathrm{cos}\phi `$, $`y_2=y\mathrm{sin}\phi `$, and $`h_0`$ is a smooth function $`1<h_0<1`$. One can make $`h_00`$ by a coordinate transformation and we assume that it is done.

We suppose that all the orbits starting on $`\mathrm{\Pi }\backslash \mathrm{\Pi }_0`$ return to $`\mathrm{\Pi }`$, thereby defining the Poincaré map: $`T_+:\mathrm{\Pi }_+\mathrm{\Pi }`$ $`T_{}:\mathrm{\Pi }_{}\mathrm{\Pi }`$, where $`\mathrm{\Pi }_+=\mathrm{\Pi }\{x>0\}`$ $`\mathrm{\Pi }_{}=\mathrm{\Pi }\{x<0\}`$. It is evident that if $`P`$ is a point on $`\mathrm{\Pi }`$ with coordinates $`(x,\phi ,z)`$, then

$$\underset{x0}{lim}T_{}(P)=P_{}^1,\underset{x+0}{lim}T_+(P)=P_+^1,$$

where $`P^1`$ and $`P_+^1`$ are the first intersection points of the one-dimensional separatrices of $`O`$ with $`\mathrm{\Pi }`$. We may therefore define the maps $`T_+`$ and $`T_{}`$ so that

$$T_{}(\mathrm{\Pi }_0)=P_{}^1,T_+(\mathrm{\Pi }_0)=P_+^1.$$
(33)
Evidently, the region $`𝒟`$ filled by the orbits starting on $`\mathrm{\Pi }`$ (plus the point $`O`$ and its separatrices) is an absorbing domain for the system $`X`$ in the sense that the orbits starting in $`𝒟`$ enter $`𝒟`$ and stay there for all positive values of time $`t`$. By construction, the region $`𝒟`$ is the cylinder $`\{y1,z1,x1\}`$ with two glued handles surrounding the separatrices, see Fig.3.

We suppose that the (semi)flow is pseudohyperbolic in $`𝒟`$. It is convenient for us to give this notion a sense more strong than it is usually done . Namely, we propose the following
Definition. A semi-flow is called pseudohyperbolic if the following two conditions hold:

1. At each point of the phase space, the tangent space is uniquely decomposed (and this decomposition is invariant with respect to the linearized semi-flow) into a direct sum of two subspaces $`N_1`$ and $`N_2`$ (continuously depending on the point) such that the maximal Lyapunov exponent in $`N_1`$ is strictly less than the minimal Lyapunov exponent in $`N_2`$: at each point $`M`$, for any vectors $`uN_1(M)`$ and $`vN_2(M)`$

$$\underset{t+\mathrm{}}{lim\; sup}\frac{1}{t}\mathrm{ln}\frac{u_t}{u}<\underset{t+\mathrm{}}{lim\; inf}\frac{1}{t}\mathrm{ln}\frac{v_t}{v}$$

where $`u_t`$ and $`v_t`$ denote the shift of the vectors $`u`$ and $`v`$ by the semi-flow linearized along the orbit of the point $`M`$;
2. The linearized flow restricted on $`N_2`$ is volume expanding:

$$V_tconste^{\sigma t}V_0$$

with some $`\sigma >0`$; here, $`V_0`$ is the volume of any region in $`N_2`$ and $`V_t`$ is the volume of the shift of this region by the linearized semi-flow.

The additional condition B is new here and it prevents of appearance of stable periodic orbits. Generally, our definition includes the case where the maximal Lyapunov exponent in $`N_1`$ is non-negative everywhere. In that case, according to condition A, the linearized semi-flow is expanding in $`N_2`$ and condition B is satisfied trivially. In the present paper we consider the opposite case where the linearized semi-flow is exponentially contracting in $`N_1`$, so condition B is essential here.

Note that the property of pseudo-hyperbolicity is stable with respect to small smooth perturbation of the system: according to  the invariant decomposition of the tangent space is not destroyed by small perturbations and the spaces $`N_1`$ and $`N_2`$ depend continuously on the system. Hereat, the property of volume expansion in $`N_2`$ is also stable with respect to small perturbations.

Our definition is quite broad; it embraces, in particular, hyperbolic flows for which one may assume $`(N_1,N_2)=(N^s,N^uN_0)`$ or $`(N_1,N_2)=(N^sN_0,N^u)`$ where $`N^s`$ and $`N^u`$ are, respectively, the stable and unstable invariant subspaces and $`N_0`$ is a one-dimensional invariant subspace spanned by the phase velocity vector. The geometrical Lorenz model from  or  belongs also to this class: here $`N_1`$ is tangent to the contracting invariant foliation of codimension two and the expansion of areas in a two-dimensional subspace $`N_2`$ is provided by the property that the Poincaré map is expanding in a direction transverse to the contracting foliation.

In the present paper we assume that $`N_1`$ has codimension three: $`dimN_1=n3`$ and $`dimN_2=3`$ and that the linearized flow (at $`t0`$) is exponentially contracting on $`N_1`$. Condition A means here that if for vectors of $`N_2`$ there is a contraction, it has to be weaker than those on $`N_1`$. To stress the last statement, we will call $`N_1`$ the strong stable subspace and $`N_2`$ the center subspace and will denote them as $`N^{ss}`$ and $`N^c`$ respectively.

We also assume that the coordinates $`(x,y,z)`$ in $`R^n`$ are such that at each point of $`𝒟`$ the space $`N^{ss}`$ has a non-zero projection onto the coordinate space $`z`$, and $`N^c`$ has a non-zero projection onto the coordinate space $`(x,y)`$.

Note that our pseudohyperbolicity conditions are satisfied at the point $`O`$ from the very beginning: the space $`N^{ss}`$ coincides here with the coordinate space $`z`$, and $`N^c`$ coincides with the space $`(x,y)`$; it is condition (32) which guarantees the expansion of volumes in the invariant subspace $`(x,y)`$. The pseudohyperbolicity of the linearized flow is automatically inherited by the orbits in a small neighborhood of $`O`$. Actually, we require that this property would extend into the non-small neighborhood $`𝒟`$ of $`O`$.

According to , the exponential contraction in $`N^{ss}`$ implies the existence of an invariant contracting foliation $`𝒩^{ss}`$ with $`C^r`$-smooth leaves which are tangent to $`N^{ss}`$. As in , one can show that the foliation is absolutely continuous. After a factorization along the leaves, the region $`𝒟`$ becomes a branched manifold (since $`𝒟`$ is bounded and the quotient-semiflow expands volumes it follows evidently that the orbits of the quotient-semiflow must be glued on some surfaces in order to be bounded; cf.).

The property of pseudohyperbolicity is naturally inherited by the Poincaré map $`T(T_+,T_{})`$ on the cross-section $`\mathrm{\Pi }`$: here, we have:

1. There exists a foliation with smooth leaves of the form $`(x,\phi )=h(z)_{1z1}`$, where the derivative $`h^{}(z)`$ is uniformly bounded, which possesses the following properties: the foliation is invariant in the sense that if $`l`$ is a leaf, then $`T_+^1(lT_+(\mathrm{\Pi }_+\mathrm{\Pi }_0))`$ and $`T_{}^1(lT_{}(\mathrm{\Pi }_{}\mathrm{\Pi }_0))`$ are also leaves of the foliation (if they are not empty sets); the foliation is absolutely continuous in the sense that the projection along the leaves from one two-dimensional transversal to another increases or decreases the area in a finite number of times and the coefficients of expansion or contraction of areas are bounded away from zero and infinity; the foliation is contracting in the sense that if two points belong to one leaf, then the distance between the iterations of the points with the map $`T`$ tends to zero exponentially;
2. The quotient maps $`\stackrel{~}{T_+}`$ and $`\stackrel{~}{T_{}}`$ are area-expanding.

###### Statement 3.1

Let us write the map $`T`$ as

$$(\overline{x},\overline{\phi })=g(x,\phi ,z),\overline{z}=f(x,\phi ,z),$$

where $`f`$ and $`g`$ are functions smooth at $`x0`$ and discontinuous at $`x=0`$:

$$\underset{x0}{lim}(g,f)=(x_{},\phi _{},z_{})P_{}^1,\underset{x+0}{lim}(g,f)=(x_+,\phi _+,z_+)P_+^1.$$

Let

$$det\frac{g}{(x,\phi )}0.$$
(34)
Denote

$$\begin{array}{cc}A=\frac{f}{z}\frac{f}{(x,\phi )}\left(\frac{g}{(x,\phi )}\right)^1\frac{g}{z},\hfill & B=\frac{f}{(x,\phi )}\left(\frac{g}{(x,\phi )}\right)^1,\hfill \\ C=\left(\frac{g}{(x,\phi )}\right)^1\frac{g}{z},\hfill & D=\left(\frac{g}{(x,\phi )}\right)^1.\hfill \end{array}$$

If

$$\underset{x0}{lim}C=0,\underset{x0}{lim}AD=0,$$
(35)
$$\underset{P\mathrm{\Pi }\backslash \mathrm{\Pi }_0}{sup}\sqrt{AD}+\sqrt{\underset{P\mathrm{\Pi }\backslash \mathrm{\Pi }_0}{sup}B\underset{P\mathrm{\Pi }\backslash \mathrm{\Pi }_0}{sup}C}<1,$$
(36)
then the map has a continuous invariant foliation with smooth leaves of the form $`(x,\phi )=h(z)_{1z1}`$ where the derivative $`h^{}(z)`$ is uniformly bounded. If, additionally,

$$\underset{P\mathrm{\Pi }\backslash \mathrm{\Pi }_0}{sup}A+\sqrt{\underset{P\mathrm{\Pi }\backslash \mathrm{\Pi }_0}{sup}B\underset{P\mathrm{\Pi }\backslash \mathrm{\Pi }_0}{sup}C}<1,$$
(37)
then the foliation is contracting and if, moreover, for some $`\beta >0`$

$$\begin{array}{c}\text{the functions }Ax^\beta ,Dx^\beta ,B,C\text{ are uniformly bounded and}\hfill \\ \text{Hölder continuous,}\hfill \\ \text{and }\frac{\mathrm{ln}detD}{z}\text{ and }\frac{\mathrm{ln}detD}{(x,\phi )}Dx^\beta \text{ are uniformly bounded,}\hfill \end{array}$$
(38)
then the foliation is absolutely continuous. The additional condition

$$\underset{P\mathrm{\Pi }\backslash \mathrm{\Pi }_0}{sup}\sqrt{detD}+\sqrt{\underset{P\mathrm{\Pi }\backslash \mathrm{\Pi }_0}{sup}B\underset{P\mathrm{\Pi }\backslash \mathrm{\Pi }_0}{sup}C}<1$$
(39)
guarantees that the quotient map $`\stackrel{~}{T}`$ expands areas.

It follows from  that in the case where the equilibrium state is a saddle-focus, the Poincaré map near $`\mathrm{\Pi }_0=\mathrm{\Pi }W^s`$ is written in the following form under some appropriate choice of the coordinates.

$$(\overline{x},\overline{\phi })=Q_\pm (Y,Z),\overline{z}=R_\pm (Y,Z).$$
(40)
Here

$$\begin{array}{c}Y=x^\rho \left(\begin{array}{cc}\mathrm{cos}(\mathrm{\Omega }\mathrm{ln}x+\phi )\hfill & \mathrm{sin}(\mathrm{\Omega }\mathrm{ln}x+\phi )\hfill \\ \mathrm{sin}(\mathrm{\Omega }\mathrm{ln}x+\phi )\hfill & \mathrm{cos}(\mathrm{\Omega }\mathrm{ln}x+\phi )\hfill \end{array}\right)+\mathrm{\Psi }_1(x,\phi ,z),\hfill \\ \\ Z=\mathrm{\Psi }_2(x,\phi ,z),\hfill \end{array}$$
(41)
where $`\rho =\lambda /\gamma <1/2`$ (see (32)), $`\mathrm{\Omega }=\omega /\gamma `$ and, for some $`\eta >\rho `$,

$$\frac{^{p+q}\mathrm{\Psi }_i}{x^p(\phi ,z)^q}=O(x^{\eta p}),\mathrm{\hspace{0.33em}\hspace{0.33em}0}p+qr2;$$
(42)
the functions $`Q_\pm `$, $`R_\pm `$ in (40) (“+” corresponds to $`x>0`$ \- the map $`T_+`$, “-” corresponds to $`x<0`$ \- the map $`T_{}`$) are smooth functions in a neighborhood of $`(Y,Z)=0`$ for which the Taylor expansion can be written down

$$Q_\pm =(x_\pm ,\phi _\pm )+a_\pm Y+b_\pm Z+\mathrm{},R_\pm =z_\pm +c_\pm Y+d_\pm Z+\mathrm{}.$$
(43)
It is seen from (40)-(43) that if $`O`$ is a saddle-focus satisfying (32), then if $`a_+0`$ and $`a_{}0`$, the map $`T`$ satisfies conditions (35) and (38) with $`\beta (\rho ,\eta )`$. Furthermore, analogues of conditions (34),(36),(37), (39) are fulfilled where the supremum should be taken not over $`x1`$ but it is taken over small $`x`$. The map (40),(41),(43) is easily continued onto the whole cross-section $`\mathrm{\Pi }`$ so that the conditions of the lemma were fulfilled completely. An example is given by the map

$$\begin{array}{c}\overline{x}=0.9x^\rho \mathrm{cos}(\mathrm{ln}x+\phi ),\hfill \\ \\ \overline{\phi }=3x^\rho \mathrm{sin}(\mathrm{ln}x+\phi ),\hfill \\ \\ \overline{z}=(0.5+0.1zx^\eta )\mathrm{sign}x\hfill \end{array}$$
(44)
where $`0.4=\rho <\eta `$

As stated above, the expansion of volumes by the quotient-semiflow restricts the possible types of limit behavior of orbits. Thus, for instance, in $`𝒟`$ there may be no stable periodic orbits. Moreover, any orbit in $`𝒟`$ has a positive maximal Lyapunov exponent. Therefore, one must speak about a strange attractor in this case.

Beforehand, we recall some definitions and simple facts from topological dynamics. Let $`X_tP`$ be the time-$`t`$ shift of a point $`P`$ by the flow $`X`$. For given $`\epsilon >0`$ and $`\tau >0`$ let us define as an $`(\epsilon ,\tau )`$-orbit as a sequence of points $`P_1,P_2,\mathrm{},P_k`$ such that $`P_{i+1}`$ is at a distance less than $`\epsilon `$ from $`X_tP_i`$ for some $`t>\tau `$. A point $`Q`$ will be called $`(\epsilon ,\tau )`$-attainable from $`P`$ if there exists an $`(\epsilon ,\tau )`$-orbit connecting $`P`$ and $`Q`$; and it will be called attainable from $`P`$ if, for some $`\tau >0`$, it is $`(\epsilon ,\tau )`$-attainable from $`P`$ for any $`\epsilon `$ (this definition, obviously, does not depend on the choice of $`\tau >0`$). A set $`C`$ is attainable from $`P`$ if it contains a point attainable from $`P`$. A point $`P`$ is called chain-recurrent if it is attainable from $`X_tP`$ for any $`t`$. A compact invariant set $`C`$ is called chain-transitive if for any points $`PC`$ and $`QCC`$ and for any $`\epsilon >0`$ and $`\tau >0`$ the set $`C`$ contains an $`(\epsilon ,\tau )`$-orbit connecting $`P`$ and $`Q`$. Clearly, all points of a chain-transitive set are chain-recurrent.

A compact invariant set $`C`$ is called orbitally stable, if for any its neighborhood $`U`$ there is a neighborhood $`V(C)U`$ such that the orbits starting in $`V`$ stay in $`U`$ for all $`t0`$. An orbitally stable set will be called completely stable if for any its neighborhood $`U(C)`$ there exist $`\epsilon _0>0`$, $`\tau >0`$ and a neighborhood $`V(C)U`$ such that the $`(\epsilon _0,\tau )`$-orbits starting in $`V`$ never leave $`U`$. It is known, that a set $`C`$ is orbitally stable if and only if $`C={\displaystyle \underset{j=1}{\overset{\mathrm{}}{}}}U_j`$ where $`\{U_j\}_{j=1}^{\mathrm{}}`$ is a system of embedded open invariant (with respect to the forward flow) sets, and $`C`$ is completely stable if the sets $`U_j`$ are not just invariant but they are absorbing domains (i.e.; the orbits starting on $`U_j`$ enter inside $`U_j`$ for a time interval not greater than some $`\tau _j`$; it is clear in this situation that $`(\epsilon ,\tau )`$-orbits starting on $`U_j`$ lie always inside $`U_j`$ if $`\epsilon `$ is sufficiently small and $`\tau \tau _j`$). Since the maximal invariant set (the maximal attractor) which lies in any absorbing domain is, evidently, asymptotically stable, it follows that any completely stable set is either asymptotically stable or is an intersection of a countable number of embedded closed invariant asymptotically stable sets.

Definition. We call the set $`𝒜`$ of the points attainable from the equilibrium state $`O`$ the attractor of the system $`X`$.

This definition is justified by the following theorem.

###### Theorem 3.4

The set $`𝒜`$ is chain-transitive, completely stable and attainable from any point of the absorbing domain $`𝒟`$.

Let us consider a one-parameter family $`X_\mu `$ of such systems assuming that:
a homoclinic loop of the saddle-focus $`O`$ exists at $`\mu =0`$,
i.e., one of the separatrices (say, $`\mathrm{\Gamma }_+`$) returns to $`O`$ as $`t+\mathrm{}`$. In other words, we assume that the family $`X_\mu `$ intersects, at $`\mu =0`$, a bifurcational surface filled by systems with a homoclinic loop of the saddle-focus and we suppose that this intersection is transverse. The transversality means that when $`\mu `$ varies, the loop splits and if $`M`$ is the number of the last point of intersection of the separatrix $`\mathrm{\Gamma }_+`$ with the cross-section $`\mathrm{\Pi }`$ at $`\mu =0`$ ($`P_M^+\mathrm{\Pi }_0`$ at $`\mu =0`$), then the distance between the point $`P_M^+`$ and $`\mathrm{\Pi }_0`$ changes with a “non-zero velocity” when $`\mu `$ varies. We choose the sign of $`\mu `$ so that $`P_M^+\mathrm{\Pi }_+`$ when $`\mu >0`$ (respectively, $`P_M^+\mathrm{\Pi }_{}`$ when $`\mu <0`$).

###### Theorem 3.5

There exists a sequence of intervals $`\mathrm{\Delta }_i`$ (accumulated at $`\mu =0`$) such that when $`\mu \mathrm{\Delta }_i`$, the attractor $`𝒜_\mu `$ contains a wild set (non-trivial transitive closed hyperbolic invariant set whose unstable manifold has points of tangency with its stable manifold). Furthermore, for any $`\mu ^{}\mathrm{\Delta }_i`$, for any system $`C^r`$-close to a system $`X_\mu ^{}`$, its attractor $`𝒜`$ also contains the wild set.

We have mentioned earlier that the presence of structurally unstable (nontransverse) homoclinic trajectories leads to non-trivial dynamics. Using results  we can conclude that the systems whose attractors contain structurally non-transverse homoclinic trajectories as well as structurally unstable periodic orbits of higher orders of degeneracies are dense in the given regions in the space of dynamical systems. In particular, the values of $`\mu `$ are dense in the intervals $`\mathrm{\Delta }_i`$ for which an attractor of the system contain a periodic orbit of the saddle-saddle type along with its three-dimensional unstable manifold. For these parameter values, the topological dimension of such an attractor is already not less than three. The latter implies that the given class of systems is an example of hyperchaos.

## 5. Summary

The above listed attractors are, in the ideal, the most suitable images of dynamical chaos. Even though some of them are structurally unstable, nevertheless it is important that no stable periodic orbits appear in the system under small smooth perturbations. Nonetheless, excluding the attractors of the Lorenz type, no others have been ever observed in nonlinear dynamics so far. A research has frequently to deal with the models in which despite the complex behavior of the trajectories appears to be so visually convincing, nevertheless explicit statements regarding the exponential instability of the trajectories in the limit set can be debatable, and therefore should be made with caution. In numeric experiments with such model one finds a positive Lyapunov exponent, a continuous frequency spectrum, fast decaying correlation functions etc., i.e. all the attributes of dynamical chaos seem to get fulfilled so that the presence of the dynamical chaos causes no doubts. However, this “chaotic attractor” may and often do contain countably many stable periodic orbits which have long periods and week and narrow attraction basins. Besides the corresponding stability regions are relatively miniature in the parameter space under consideration and whence those orbits do not reveal themselves ordinarily in numeric simulations except some quite large stability windows where they are clearly visible. If it is the case, the quasi-attractor  is a more appropriate term for such chaotic set. The natural cause for this rather complex dynamics is homoclinic tangencies. Today the the systems with homoclinic tangencies are the target of many studies. We briefly outline some valuable facts proven for 3D systems and 2D diffeomorphisms. It will be clear that these results will also hold for the general case where there may be some other peculiarities, as for instance the co-existence of countable sets of saddle periodic orbits of distinct topological types (see ).

We suppose that the system possesses an absorbing area embracing the hyperbolic basis set in which the stable and unstable subsets may touch each other. If it is so, such a hyperbolic set is called wild. It follows then that either the system itself or a close one will have a saddle periodic orbit with non-transverse homoclinic trajectory along which the stable and unstable manifolds of the cycle have the tangency. In general, the tangency is quadratic. Let the saddle value $`|\lambda \gamma |`$ be less then 1, where $`\lambda `$ and $`\gamma `$ are the multipliers of the saddle periodic orbit. This condition is always true when the divergence of the vector field is negative in the absorbing area. Therefore, near the given system there will exist the so-called Newhouse regions  in the space of the dynamical system, i.e. the regions of dense structural instability. Moreover, a system in the Newhouse region has countably many stable periodic orbits which cannot principally be separated from the hyperbolic subset. If additionally this hyperbolic set contains a saddle periodic orbit with the saddle value exceeding one, then there will be a countable set of repelling periodic orbits next to it, and whose closure is not separable from the hyperbolic set either. The pictures becomes ever more complex if the divergence of the vector field is sign-alternating in the absorbing area. Such exotic dynamics requires infinitely many continuous topological invariant — moduli, needed for the proper description of the system in the Newhouse regions. This result comes from the fact that the systems with the countable set of periodic orbits of arbitrary high degrees of degeneracies are dense in the Newhouse regions . That is why we ought to conclude in a bitter way: the complete theoretical analysis of the models, which admit homoclinic tangencies, including complete bifurcation diagrams and so forth is non realistic.


text:
# Functional sensitivity of Burgers and related equations to initial conditions

## I Introduction

Burgers and related equations have been introduced in many fields of sciences such as non-equilibrium statistical physics. For instance, we can cite, in cosmology, the model known as the adhesion model cosmo , there is also the modeling of traffic jam jam , the description of directed polymers in random media newman ; medina  or the dynamics of growing interface kpza . Note also that the Burgers equation may be a draft modeling to fluid dynamics.

When modeling a system by means of the Burgers or the KPZ equation knowledge of the initial condition is required. However a great insight of the problem is necessary in order to fit experimental data as soon as high quality results are available. It is then interesting to know the interdependence of the solution of the modeling equation to initial conditions. This is the goal of sensitivity analysis to provide the system response to variations of input volt ; fran . This mathematical method has been applied in numerous domains of sciences, see for instance rab ; hang .

For an initial value problem, such as the following evolution equation:

$`_tu(x,t)=Au(x,t)`$
$`u(x,0)=\phi (x),x,`$ (1)
where $`A`$ is some nonlinear operator, the variation $`\delta \phi (x)`$ of the initial condition should imply variations $`\delta u(x,t)`$ in the solution $`u(x,t)`$ of the equation. These variations obey the functional relation:

$$\delta u(x,t)=_{\mathrm{}}^+\mathrm{}\frac{\delta u(x,t)}{\delta \phi (y)}\delta \phi (y)dy.$$
(2)
Then the functional derivative $`\delta u(x,t)/\delta \phi (y)`$ (sometimes called the density) gives a quantitative measure of the response of the actual solution $`u(x,t)`$ to any variation of the input.

As said extensively in the literature, nonlinear and chaotic systems are mainly characterized by sensitivity to initial conditions. The purpose of the present paper is to quantify this sensitivity in the cases of Burgers and related equations.

## II The heat equation

Before we treat the case of nonlinear equation, we shall examine in this section the case of the heat equation:

$$_tZ=\nu _{xx}Z,$$
(3)
with the initial condition: $`Z(x,0)=\psi (x)`$, and where $`\nu `$ is some diffusion parameter. We have the well known solution to the heat equation as the convolution integral:

$$Z(x,t)=\frac{1}{\sqrt{4\pi \nu t}}_{\mathrm{}}^+\mathrm{}\psi (y)\mathrm{exp}\left[\frac{(xy)^2}{4\nu t}\right]dy.$$
(4)
Now we can calculate the sensitivity coefficient, i.e. the functional derivative of the solution $`Z(x,t)`$ with respect to the initial condition $`\psi (x)`$ directly from this solution. It reads:

$$\frac{\delta Z(x,t)}{\delta \psi (x^{})}=\frac{1}{\sqrt{4\pi \nu t}}_{\mathrm{}}^+\mathrm{}\frac{\delta \psi (y)}{\delta \psi (x^{})}\mathrm{exp}\left[\frac{(xy)^2}{4\nu t}\right]dy.$$
(5)
As we have: $`\frac{\delta \psi (y)}{\delta \psi (x^{})}=\delta (x^{}y)`$, the sensitivity coefficient is then given by:

$$\frac{\delta Z(x,t)}{\delta \psi (x^{})}=\frac{1}{\sqrt{4\pi \nu t}}\mathrm{exp}\left[\frac{(xx^{})^2}{4\nu t}\right].$$
(6)
We first remark that the density is well correlated along the line $`x=x^{}`$ in the $`(x,x^{})`$ plane and it does not involve the initial condition $`\psi (x)`$ itself. In fact, since the heat equation is linear, this density is also a solution to the heat equation with the initial condition $`\delta (xx^{})`$ (i.e. the fundamental solution). Moreover, as $`t`$ goes to infinity the sensitivity coefficient spreads and goes to zero. Consequently, the solution to the heat equation is asymptotically insensitive to initial conditions. This proves, as well, the known issue concerning the very high difficulty to find the initial condition from the measurement of $`Z(x,t)`$ at any time.

## III The unforced Burgers equation

Let us recall, the chain of transformations leading to the solution of the unforced Burgers equation. The Burgers equation is given by:

$$_tu+u_xu=\nu _{xx}u,$$
(7)
with the initial condition $`u(x,0)=\phi (x)`$. Where $`\nu `$ stands usually for the viscosity coefficient. The change of function defined by $`u(x,t)=_xh(x,t)`$ leads to the KPZ equation kpza :

$$_th=\frac{1}{2}\left(_xh\right)^2+\nu _{xx}h,$$
(8)
with the corresponding initial condition $`h(x,0)=\eta (x)`$. Then the Hopf-Cole transformation: $`h=2\nu \mathrm{ln}Z`$, yields to the heat equation (Eq. (3)) kpza ; Hopf ; cole .

From the general solution of the heat equation (Eq. (4)), we find the solution to Eq.(8) as:

$`h(x,t)=2\nu \mathrm{ln}\{{\displaystyle \frac{1}{\sqrt{4\pi \nu t}}}`$
$`\times {\displaystyle _{\mathrm{}}^+\mathrm{}}\mathrm{exp}\left[{\displaystyle \frac{1}{2\nu }}(\eta (y){\displaystyle \frac{(xy)^2}{2t}})\right]\mathrm{d}y\}.`$ (9)
Taking the functional derivative of this equation, we obtain the sensitivity coefficient of $`h(x,t)`$ to the initial condition:

$$\frac{\delta h(x,t)}{\delta \eta (x^{})}=\frac{\mathrm{exp}\left[\frac{1}{2\nu }\left(\eta (x^{})\frac{(xx^{})^2}{2t}\right)\right]}{_{\mathrm{}}^+\mathrm{}\mathrm{exp}\left[\frac{1}{2\nu }\left(\eta (y)\frac{(xy)^2}{2t}\right)\right]dy}.$$
(10)
On the contrary to the heat equation, the unforced KPZ equation solution is very sensitive to the initial condition, moreover this is also the case in the long time limit:

$$\underset{t\mathrm{}}{lim}\frac{\delta h(x,t)}{\delta \eta (x^{})}=\frac{\mathrm{exp}\left[\frac{1}{2\nu }\eta (x^{})\right]}{_{\mathrm{}}^+\mathrm{}\mathrm{exp}\left[\frac{1}{2\nu }\eta (y)\right]dy},$$
(11)
where we assume the convergence of the integral. Surprisingly it does not depend on $`x`$. This means that, in the long time limit, the initial condition $`\eta (x^{})`$ at the distance $`x^{}`$ influences $`h(x,t)`$ for all the values of $`x`$ with the same weight. It is interesting also to look at the inviscid limit of this result. Assuming there is only one stationary point $`a`$, the sensitivity coefficient may written as:

$$\frac{\delta h(x,t)}{\delta \eta (x^{})}\stackrel{t\mathrm{},\nu 0}{}\sqrt{\frac{|h^{\prime \prime }(a)|}{4\pi \nu }}\mathrm{exp}\left[\frac{1}{2\nu }(\eta (x^{})\eta (a))\right].$$
(12)
Note these two limits do not act always uniformly. As $`a`$ corresponds to the maximum of $`\eta (x)`$, we see that the sensitivity coefficient is peaked on this value.

A simple example of illustration of these results may be given with the choice of the initial condition for the velocity in the Burgers equation as $`u(x,0)=\mathrm{sech}^2x`$, so that the initial condition for $`h`$ is $`h(x,0)=\mathrm{tanh}x`$. On Fig. (1 – a and b), we present the values of $`h(x,t)`$ and of the solution to the Burgers equation $`u(x,t)`$ for the time $`t=8`$ (given in arbitrary units) as functions of $`x`$. The dotted lines correspond to initial values of these functions. The viscosity is fixed to the rather small value: $`\nu =0.05`$. The sensitivity coefficient $`\delta h(x,t)/\delta \eta (x^{})`$ as a function of $`x`$ is given on Fig. (1 – c) for a fixed value of $`x^{}=4`$. We observe a maximum value of the sensitivity at the bottom of the wave front. This is also the case for the sensitivity coefficient as a function of $`x^{}`$ where $`x`$ is also fixed to 4. However in this case, a higher maximum is found near the edge of the wave front on Fig. (1 – d). This suggests that the whole wave front is involved in the evolution. In fact, a better representation of the phenomena is found in the $`(x,x^{})`$ plane of the sensitivity coefficient.

On Fig. (2), we present the contour plot of the sensitivity coefficient. The doted lines given on Fig. (2) correspond to the initial value of the density where the solution is perfectly correlated to the initial condition for $`\delta h(x,0)/\delta \eta (x^{})=\delta (xx^{})`$. For a given value of $`x^{}`$ and coming from large values of $`x`$ at time $`t=2`$ (Fig. (2–a)), the sensitivity is still well correlated until one reaches a breaking off near the bottom of the wave front showing perturbations appear. After an interval, larger as the time elapses ($`t=12`$, Fig. (2–b)), we observe a decorrelation through along the wave front. In the mean time, the sensitivity coefficient takes its larger values on this region. Behind the wave front, the density will be correlated again, although we constat a spreading when the time increases. For very large value of the time, the density is completely decorrelated as we said above with Eq. (11). In order to sum up these results, one can say that the most the solution is sensitive to the initial condition, the most it is decorrelated in space, i.e. all the values of the initial condition participate to the solution at any distance along the wave front. This finally reveals a characteristic of the Burgers turbulence.

Now we can find the sensitivity of the solution to the unforced Burgers equation by the same method. In order to do the calculation, we have on one hand:

$$\frac{\delta u(x,t)}{\delta \phi (x^{})}=_{\mathrm{}}^+\mathrm{}\frac{\delta u(x,t)}{\delta \eta (y)}\frac{\delta \eta (y)}{\delta \phi (x^{})}dy=_x^{}^+\mathrm{}\frac{\delta u(x,t)}{\delta \eta (y)}dy,$$
(13)
for we have $`\delta \eta (y)/\delta \phi (x^{})=\theta (yx^{})`$, where $`\theta `$ stands for the step function and on the other hand:

$$\frac{\delta u(x,t)}{\delta \eta (y)}=_{\mathrm{}}^+\mathrm{}\frac{\delta u(x,t)}{\delta h(z,t)}\frac{\delta h(z,t)}{\delta \eta (y)}dz=_x\left[\frac{\delta h(x,t)}{\delta \eta (y)}\right].$$
(14)
These results allow us to calculate explicitly the sensitivity of the solution to the Burgers equation in term of Eq. (10). This is a rather cumbersome relation although simple to calculated, it is left to the reader. Moreover, the main conclusions about the sensitivity to initial conditions can be derived in the same manner as the one we have obtained above for $`h(x,t)`$.

## IV Conclusion

The question arises now of the possibility to extend the results issued from the preceding section to a larger class of equations.

Let us consider first the forced Burgers equation by a pure time dependent term:

$$_tu+u_xu=\nu _{xx}u+f(t).$$
(15)
Orlowski and Sobczyk os  have found that an appropriate transformation onto the variable $`x`$ and function $`u`$ maps Eq. (15) to the unforced Burgers equation:

$$y=x\phi (t),v(y,t)=u(x,t)\psi (t),$$
(16)
where

$$\phi (t)=_0^tf(\tau )d\tau \mathrm{and}\psi (t)=_0^t\phi (\tau )d\tau .$$
(17)
Thus the sensitivity coefficient of the $`h`$ function in this transformation just undergoes a translation into Eq. (10):

$$xx_0^tf(\tau )d\tau $$
(18)
and does not affect the density otherwise. Then we are brought to the same conclusions as in the case of the unforced Burgers equation.

Now we can give few additional remarks. The calculation of the sensitivity coefficient of Burgers and related equations may be quite naturally extended to the three dimensional case because the Hopf-Cole transformation still applies in this case, from which the densities may be easily deduced. There is also the case of initial/boundary problem for the Burgers equation. Actually, an analytic solution to this problem where solved several years ago calo ; lilo4 ; lilo1 , and recently applied to related problems concerning the Burgers equation lilo3 ; ablo ; lilo2 . Sensitivity to initial conditions of such problems seems to be usefull to perform and will be the aim of a forthcoming paper.