Math 2.0

Ordinary differential equations Definition

Invariant set

Builds on Autonomous systemFlow of a vector fieldTrajectory

Definition

Let UU be an open subset of ℝn\R^n, let f ⁣:U→ℝnf \colon U \to \R^n be locally Lipschitz, and let φ\varphi be the flow of the autonomous system x′=f(x)x' = f(x). For x∈Ux \in U let I(x)I(x) be the maximal interval of existence of the solution through xx. A set M⊆UM \subseteq U is invariant if φt(x)∈M\varphi_t(x) \in M for every x∈Mx \in M and every t∈I(x)t \in I(x). It is positively invariant if φt(x)∈M\varphi_t(x) \in M for every x∈Mx \in M and every t∈I(x)t \in I(x) with t≥0t \ge 0, and negatively invariant if the same holds for t≤0t \le 0.

Remarks

A set is invariant exactly when it is a union of trajectories. Example: for x′=−yx' = -y, y′=xy' = x on ℝ2\R^2, the flow is rotation by the angle tt, so it preserves x2+y2x^2 + y^2; hence each disc {x2+y2≤r2}\set{x^2 + y^2 \le r^2} is invariant. Non-example: for x′=−xx' = -x on ℝ\R, the interval [0,1][0, 1] is positively invariant, since φt(x)=e−tx\varphi_t(x) = e^{-t} x stays in [0,1][0, 1] for t≥0t \ge 0. It is not invariant, since φ−1(1)=e>1\varphi_{-1}(1) = e > 1. An equilibrium point and a periodic orbit are invariant sets. For a continuously differentiable function V ⁣:U→ℝV \colon U \to \R with ∇V⋅f≤0\nabla V \cdot f \le 0 on UU, each sublevel set {x∈U:V(x)≤c}\set{x \in U : V(x) \le c} is positively invariant. For a general flow φ\varphi on a set XX the same definition reads φt(M)⊆M\varphi_t(M) \subseteq M for all tt.

Reading path

To understand this page from the ground up, read these 14 pages in order. The foundations come first.

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Each page uses the pages above it. The colour of the bar on a box shows how strong the evidence is, and the box also gives it as text. The list has the same pages.
  • no evidence level
  1. Differential equation concept
  2. Function concept
  3. Interval concept
  4. Trajectory concept
  5. Ordinary differential equation definition
  6. Lipschitz condition definition
  7. Grönwall's inequality statement
  8. Solution of an ordinary differential equation definition
  9. Autonomous system definition
  10. Initial value problem definition
  11. Uniqueness of solutions for Lipschitz vector fields statement
  12. Maximal solution definition
  13. Flow of a vector field definition
  14. Invariant set definition

Further reading

  1. Web https://en.wikipedia.org/wiki/Invariant_(mathematics)
About this page
Tag80QZ05NFCB
URIm2://80QZ05NFCB
Kinddefinition
WritingW0 stub
MSC34C45, 37C10
DefinesInvariant set
UsesAutonomous system, Flow of a vector field, Trajectory
Changed2 November 2026

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