In mathematics, in the study of dynamical systems, the Hartman–Grobman theorem or linearisation theorem is a theorem about the local behaviour of dynamical systems in the neighbourhood of a hyperbolic equilibrium point. It asserts that linearisation—a natural simplification of the system—is effective in predicting qualitative patterns of behaviour. The theorem owes its name to Philip Hartman and Vadim M. Grobman. The theorem states that the behaviour of a dynamical system in a domain near a hyperbolic equilibrium point is qualitatively the same as the behaviour of its linearisation near this equilibrium point, where hyperbolicity means that no eigenvalue of the linearisation has real partequal to zero. Therefore, when dealing with such dynamical systems one can use the simpler linearisation of the system to analyse its behaviour around equilibria.
Main theorem
Consider a system evolving in time with state that satisfies the differential equation for some smooth map. Suppose the map has a hyperbolic equilibrium state : that is, and the Jacobian matrix of at state has no eigenvalue with real part equal to zero. Then there exists a neighbourhood of the equilibrium and a homeomorphism, such that and such that in the neighbourhood the flow of is topologically conjugate by the continuous map to the flow of its linearisation. Even for infinitely differentiable maps, the homeomorphism need not to be smooth, nor even locally Lipschitz. However, it turns out to be Hölder continuous, with an exponent depending on the constant of hyperbolicity of. The Hartman–Grobman theorem has been extended to infinite-dimensional Banach spaces, non-autonomous systems , and to cater for the topological differences that occur when there are eigenvalues with zero or near-zero real-part.
Example
The algebra necessary for this example is easily carried out by a web service that computes normal form coordinate transforms of systems of differential equations, autonomous or non-autonomous, deterministic or stochastic. Consider the 2D system in variables evolving according to the pair of coupled differential equations By direct computation it can be seen that the only equilibrium of this system lies at the origin, that is. The coordinate transform, where, given by is a smooth map between the original and new coordinates, at least near the equilibrium at the origin. In the new coordinates the dynamical system transforms to its linearisation That is, a distorted version of the linearisation gives the original dynamics in some finite neighbourhood.
