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# On rotationally driven meridional flows in stars

## 1 Introduction

The study of the effects of rotation on the hydrostatic structure of a star is a long-standing problem (Eddington, 1925, Sweet, 1950). It is the key towards a better understanding of stellar evolution, and consequently, of the whole observable universe. The effects of rotation on the stellar evolution can be separated into two classes: effect on the contraction or expansion with time of various stellar regions and rotational mixing (of chemical species and angular momentum) through waves, instabilities and centrifugal driving of meridional motions. The effects of rotational mixing in stars was reviewed by Pinsonneault (1997) and can be directly observed (e.g. Li abundances and Li dip problem, MS turnoff, low-mass giants deep mixing …). Recent works by Maeder & Meynet (2000), or Chaboyer, Demarque & Pinsonneault (1995) for example, attempt to consider the effects of rotational mixing on stellar evolution through the resolution of one-dimensional stellar models using various ad-hoc parameterizations. These models are successful in explaining some aspects of the observations but their predictive power is sometimes limited.

In this paper I propose to approach the problem through a new path, which has different limitations and advantages thereby providing an interesting complement to the existing models. I choose to study the nonlinear effects of rotationally driven meridional flows on the angular-momentum distribution of a stellar radiative zone. In the limit of a slowly rotating star, this is equivalent to the well-known Eddington-Sweet problem. In the case of rapid rotation, this problem has received less attention; it can now be studied through the formalism introduced in this paper. This type of approach has been considered in the past (e.g. Tassoul & Tassoul (1983)); however, in previous works the nonlinearity of the angular-momentum transport processes was usually neglected mainly by assuming that the star was rotating nearly uniformly. As I shall show, this assumption is not self-consistent.

In Section 2, I present the equations for the hydrodynamic structure of a quasi-steady, laminar and axisymmetric radiative zone. The numerical results suggest a new scaling of the variables of the problem which can then be solved, in certain limits, analytically. The solutions are presented in Section 3. They provide the first self-consistent model of the effects of rotation on the centrifugal driving of meridional motions (assuming that the flow is a quasi-steady, laminar flow) and relies on one parameter only: the mean rotation rate of the star. The results are discussed in Section 4.

## 2 The model

I shall consider solar-type stars only and study their quasi-equilibrium structure under rotation. The overlying convection zone is affected by rotation mainly through the Coriolis distortion of the convective eddies. These effects are extremely complex; they are simply represented in this work through the rotation profile imposed by the convective zone to the underlying radiative zone. The radiative zone is assumed to be a stable, isotropic fluid with uniform111This is a fairly good approximation; in any case, the viscosity only affects the dynamics of the system in thin boundary layers. dynamical viscosity $`\mu `$.

The steady-state structure of the rotating radiative zone is obtained by perturbing the hydrostatic equilibrium in the following way:

$`\rho _\mathrm{h}𝒖𝒖=\stackrel{~}{p}\rho _\mathrm{h}\stackrel{~}{\mathrm{\Phi }}\stackrel{~}{\rho }\mathrm{\Phi }_\mathrm{h}+\mu ^2𝒖+{\displaystyle \frac{1}{3}}\mu (𝒖)\text{ ,}`$
$`\rho _\mathrm{h}T_\mathrm{h}𝒖s_\mathrm{h}=(kT)\text{ ,}{\displaystyle \frac{\stackrel{~}{p}}{p_\mathrm{h}}}={\displaystyle \frac{\stackrel{~}{\rho }}{\rho _\mathrm{h}}}+{\displaystyle \frac{\stackrel{~}{T}}{T_\mathrm{h}}}\text{ ,}`$
$`^2\stackrel{~}{\mathrm{\Phi }}=4\pi G\stackrel{~}{\rho }\text{ , }(\rho _\mathrm{h}𝒖)=0\text{ .}`$ (1)
where $`p`$ is the pressure, $`T`$ is the temperature, $`\rho `$ is the density, $`\mathrm{\Phi }`$ is the gravitational potential, $`𝒖=(u_r,u_\theta ,u_\varphi )`$ is the velocity field, $`s`$ is the entropy and $`k`$ is the thermal conductivity. As the system is axisymmetric and near-uniform rotation is not assumed, there is no need to work in a rotating frame. Quantities denoted with suffix h are derived from the non-rotating hydrostatic equilibrium equations, and perturbations to that state are denoted with tildes. The equations are linearized with respect to the background state (e.g. $`\stackrel{~}{\mathrm{\Phi }}\mathrm{\Phi }_\mathrm{h}`$, $`\stackrel{~}{\rho }\rho _\mathrm{h}`$), but the full nonlinearity is kept in the flow and in particular in the advection process $`𝒖𝒖`$. This approach is rigorously correct provided the star is far from breakup (that is, when the mean ellipticity due to rotation is much smaller than unity). The steady-state assumption is valid provided the dynamical timescale of this system is short compared to the stellar evolution and spin-down timescales. This is not always necessarily the case, so that the direct applicability of the results presented in Section 3 must be checked a posteriori.

These equations must be supplemented with appropriate boundary conditions. Strictly speaking, correct boundary conditions would require a theory of the rotation and circulation in the convection zone to which the interior flows must be matched. Here, I shall simply assume that the forces maintaining the flow in the convection zone are so high that the angular velocity is unaffected by the flow in the underlying radiative zone, and is given by $`\mathrm{\Omega }_{\mathrm{cz}}(r,\theta )=_{n=0}^{\mathrm{}}\mathrm{\Omega }_n\text{ }\mathrm{cos}^n\theta `$ (where $`\theta `$ is the co-latitude and $`r`$ is the radial variable). In addition, I suppose that the stresses affecting the meridional circulation are viscous-like. Since the effective viscosity in the convection zone is much greater than the viscosity in the radiative zone, it is not implausible that the continuity of stresses across the boundary imposes the constraints $`\mathrm{\Omega }=\mathrm{\Omega }_{\mathrm{cz}}`$, $`\tau _{r,\theta }=r(u_\theta /r)/r+(1/r)u_r/\theta =0`$ and $`\mathrm{\Omega }/r`$ is continuous (and therefore null) at the interface. The inner core (for $`r<r_{\mathrm{in}}`$) is removed from the computational domain in order to avoid singularities. This core is impermeable and is assumed to rotate rigidly with angular velocity $`\mathrm{\Omega }_{\mathrm{in}}`$ determined in such a way as to ensure a null angular-momentum flux through the boundary. Finally, the regions outside the domain of computation are assumed to satisfy $`^2\stackrel{~}{T}=0`$ where $`\stackrel{~}{T}`$ vanishes both at $`r=0`$ and when $`r\mathrm{}`$ (since the inner core supports no fluid motion and the effective thermal conductivity in the convection zone is assumed to be much larger than in the radiative zone).

Using the assumption of axisymmetry, I reduce the momentum equation in (1) to:

$`𝒖_\xi \left(\xi \text{ }\mathrm{sin}\theta u_\varphi \right)`$ $`=`$ $`E_\nu \mathrm{D}^2\left(\xi \text{ }\mathrm{sin}\theta u_\varphi \right)\text{ ,}`$
$`{\displaystyle \frac{1}{\rho _\mathrm{h}}}{\displaystyle \frac{}{z}}\left(\rho _\mathrm{h}u_\varphi ^2\right)`$ $`=`$ $`{\displaystyle \frac{\text{ }\mathrm{sin}\theta }{\rho _\mathrm{h}}}\left({\displaystyle \frac{\rho _\mathrm{h}}{\xi }}{\displaystyle \frac{\stackrel{~}{\mathrm{\Phi }}}{\theta }}{\displaystyle \frac{1}{ϵ}}{\displaystyle \frac{\stackrel{~}{\rho }}{\theta }}\right)`$ (2)
$`+`$ $`E_\nu \mathrm{D}^2\left(\xi \text{ }\mathrm{sin}\theta \omega _\varphi \right)\text{ ,}`$
where $`𝝎=\times 𝒖`$ is the vorticity, $`\xi =r/r_\mathrm{c}`$ is the new normalized radial coordinate, $`z`$ is the normalized cylindrical coordinate that runs along the rotation axis, $`E_\nu =\nu /r_\mathrm{c}^2\mathrm{\Omega }_{}`$ is the Ekman number (where $`\nu =\mu /\rho _\mathrm{h})`$, and $`ϵ=r_\mathrm{c}^2\mathrm{\Omega }_{}^2(\mathrm{\Phi }_\mathrm{h}/\xi )^1`$ is the ratio of the centrifugal to gravitational forces. The first of these equations simply describes angular momentum conservation, relating the advection term (LHS) to the diffusion term (RHS)222The diffusion term is expressed here in the case of isotropic viscosity, but it is worth noting that any other Reynolds-stress prescription for anisotropic transport can also be used.; the second equation is the azimuthal component of the curl of the momentum equation, commonly referred to in the geophysical literature as the ‘thermal wind equation’. In all these expressions the following normalizations have been applied: $`\left[r\right]=r_\mathrm{c}`$, $`[u]=r_\mathrm{c}\mathrm{\Omega }_{}`$, $`[\stackrel{~}{\mathrm{\Phi }}]=r_\mathrm{c}^2\mathrm{\Omega }_{}^2`$, $`[T]=1K`$, $`[\rho ]=1`$g/cm3, where $`r_\mathrm{c}`$ is the radius of the radiative zone and $`\mathrm{\Omega }_{}`$ is the typical rotation rate of the star. The operator $`\mathrm{D}^2`$ is defined as

$$\mathrm{D}^2=\frac{^2}{\xi ^2}+\frac{\text{ }\mathrm{sin}\theta }{\xi ^2}\frac{}{\theta }\left(\frac{1}{\text{ }\mathrm{sin}\theta }\frac{}{\theta }\right)$$
(3)
The energy equation becomes, to first order in the thermodynamical perturbations

$$T_\mathrm{h}\frac{\sigma N_\mathrm{h}^2}{\mathrm{\Omega }_{}^2}\frac{ϵ}{E_\nu }u_r=_\xi ^2\stackrel{~}{T}$$
(4)
where $`\sigma =\mu c_\mathrm{p}/k`$ is the Prandtl number, and $`N_\mathrm{h}`$ is the background buoyancy frequency.

Finally, the equation of state can be combined with the radial and latitudinal components of the momentum equation to provide an expression for $`\stackrel{~}{\rho }`$:

$$\frac{1}{\rho _\mathrm{h}}\frac{\stackrel{~}{\rho }}{\theta }=\frac{\rho _\mathrm{h}}{p_\mathrm{h}}r_\mathrm{c}^2\mathrm{\Omega }_{}^2\left[\frac{\text{ }\mathrm{cos}\theta }{\text{ }\mathrm{sin}\theta }u_\varphi ^2\frac{\stackrel{~}{\mathrm{\Phi }}}{\theta }\right]\frac{1}{T_\mathrm{h}}\frac{\stackrel{~}{T}}{\theta }$$
(5)
This expression is used in the thermal wind relation in (2) as well as in the latitudinal derivative of the Poisson equation

$$\frac{}{\theta }^2\stackrel{~}{\mathrm{\Phi }}=4\pi G\left[\frac{\rho _\mathrm{h}^2}{p_\mathrm{h}}r_\mathrm{c}^2\mathrm{\Omega }_{}^2\left(\frac{\text{ }\mathrm{cos}\theta }{\text{ }\mathrm{sin}\theta }u_\varphi ^2\frac{\stackrel{~}{\mathrm{\Phi }}}{\theta }\right)\frac{\rho _\mathrm{h}}{T_\mathrm{h}}\frac{\stackrel{~}{T}}{\theta }\right]$$
(6)
The resulting equations (2), (4) and (6) combined with the mass continuity equation are solved for the unknowns $`u_r,u_\theta ,u_\varphi ,\stackrel{~}{\mathrm{\Phi }}/\theta `$ and $`\stackrel{~}{T}`$.

## 3 Numerical and analytical results

The numerical study of the system presented in Section 2 was performed using the standard solar model calculated by Christensen-Dalsgaard et al. (1991) as the reference state. The imposed latitudinal shear was chosen to be that observed in the solar convection zone (with $`\stackrel{~}{\mathrm{\Omega }}_{\mathrm{cz}}=10.15\text{ }\mathrm{cos}^2\theta 0.15\text{ }\mathrm{cos}^4\theta `$ in units of $`\mathrm{\Omega }_{}`$). As the rotation rate $`\mathrm{\Omega }_{}`$ is varied, it appears that only two parameters control the behaviour of the system: the Ekman number (which controls the boundary-layer behaviour and the flow velocities) and a new number

$$\lambda =\sigma N_\mathrm{h}^2/\mathrm{\Omega }_{}^2\text{ ,}$$
(7)
which controls the dynamics of the bulk of the radiative interior.

### 3.1  Slow rotation case: $`\lambda 1`$

In the case of slow rotation, the numerical results suggest that $`\stackrel{~}{T}`$ and the poloidal components of the velocity $`u_{r,\theta }`$ scale with $`E_\nu `$ and $`\lambda `$ as:

$$\stackrel{~}{T}=ϵT_\mathrm{h}\overline{T}\text{ , }u_{r,\theta }=E_\nu /\lambda \overline{u}_{r,\theta }\text{ ,}$$
(8)
where the quantities with bars are the scaled quantities, of order of unity. It is also found that $`u_\varphi `$ and $`\stackrel{~}{\mathrm{\Phi }}`$ are always of order of unity, which is expected. Note that the scaling for the meridional motions is a local Eddington-Sweet scaling (see Spiegel & Zahn, 1992). Using this ansatz into the system of equations given in (1), an expansion in powers of $`1/\lambda `$ reveals that the angular-momentum balance is dominated to zeroth order by viscous transport through:

$$\mathrm{D}^2(\xi \text{ }\mathrm{sin}\theta u_\varphi )=0\text{ ,}$$
(9)
which determines the angular velocity profile uniquely. Using this result in the first order equations provides a relation between the temperature and gravitational potential perturbations:

$`T_\mathrm{h}{\displaystyle \frac{}{z}}\left({\displaystyle \frac{1}{T_\mathrm{h}}}u_\varphi ^2\right)=\text{ }\mathrm{sin}\theta \left({\displaystyle \frac{\overline{T}}{\theta }}{\displaystyle \frac{\mathrm{ln}T_\mathrm{h}}{\xi }}{\displaystyle \frac{\stackrel{~}{\mathrm{\Phi }}}{\theta }}\right)\text{ ,}`$ (10)
$`{\displaystyle \frac{}{\theta }}_\xi ^2\stackrel{~}{\mathrm{\Phi }}={\displaystyle \frac{4\pi G\rho _\mathrm{h}r_\mathrm{c}}{g_\mathrm{h}}}\left[{\displaystyle \frac{\mathrm{ln}p_\mathrm{h}}{\xi }}\left({\displaystyle \frac{\text{ }\mathrm{cos}\theta }{\text{ }\mathrm{sin}\theta }}u_\varphi ^2{\displaystyle \frac{\stackrel{~}{\mathrm{\Phi }}}{\theta }}\right)+{\displaystyle \frac{\overline{T}}{\theta }}\right]\text{ ,}`$
which can be solved independently for $`\overline{T}`$ and $`\stackrel{~}{\mathrm{\Phi }}/\theta `$. Finally, the temperature fluctuations lead to meridional motions through the energy advection-diffusion equation:

$$\overline{u_r}=_\xi ^2\overline{T}\text{ .}$$
(11)
In Fig. 1, I show the results of the numerical solutions for the angular velocity profile and the meridional motions corresponding to a slowly rotating solar-type star (for which $`\lambda 10^4`$). The angular velocity profile is exactly the same as one obtained through solving $`(^2𝒖)_\varphi =0`$. The meridional flow velocities decrease strongly with depth and the streamlines follow a layered structure reminiscent of a Holton flow.

### 3.2 Rapid rotation case: $`\lambda 1`$

In the case of rapid rotation the correct scaling seems to be

$$\stackrel{~}{T}=\lambda ϵT_\mathrm{h}\overline{T}\text{ , }u_{r,\theta }=E_\nu \overline{u}_{r,\theta }\text{ .}$$
(12)
This time, I perform an asymptotic expansion in the small parameter $`\lambda `$. In this limit the temperature fluctuations are strongly damped by the rapid heat diffusion (as $`\lambda 1`$ is equivalent to the small Prandlt number limit) and the system reaches an equilibrium that is determined by the zeroth order equations:

$`T_\mathrm{h}{\displaystyle \frac{}{z}}\left({\displaystyle \frac{1}{T_\mathrm{h}}}u_\varphi ^2\right)=\text{ }\mathrm{sin}\theta {\displaystyle \frac{\mathrm{ln}T_\mathrm{h}}{\xi }}{\displaystyle \frac{\stackrel{~}{\mathrm{\Phi }}}{\theta }}\text{ ,}`$
$`{\displaystyle \frac{}{\theta }}_\xi ^2\stackrel{~}{\mathrm{\Phi }}=4\pi G{\displaystyle \frac{\rho _\mathrm{h}^2}{P_\mathrm{h}}}\left[{\displaystyle \frac{\text{ }\mathrm{cos}\theta }{\text{ }\mathrm{sin}\theta }}u_\varphi ^2{\displaystyle \frac{\stackrel{~}{\mathrm{\Phi }}}{\theta }}\right]\text{ .}`$ (13)
These equations describe a geostrophic equilibrium, and can in principle be solved for $`u_\varphi ^2`$ and $`\stackrel{~}{\mathrm{\Phi }}`$ alone. The solutions provide, to the next order in $`\lambda `$, an equation for the meridional flow through the advection diffusion balance:

$$\overline{𝒖}_\xi \left(\xi \text{ }\mathrm{sin}\theta u_\varphi \right)=\mathrm{D}^2\left(\xi \text{ }\mathrm{sin}\theta u_\varphi \right)\text{ ,}$$
(14)
and, finally, the temperature fluctuations through

$$\overline{u}_r=_\xi ^2\overline{T}\text{ .}$$
(15)
The results of the numerical simulations for small $`\lambda `$ ($`\lambda 10^2`$) are shown in Fig. 2.

It is interesting to note that the radial shear is much larger than the latitudinal shear, which suggests to consider $`\mathrm{\Omega }/\xi \mathrm{\Omega }/\theta `$ to perform a first analytical approximation. Similarly, I suppose that if $`\mathrm{\Psi }=\stackrel{~}{\mathrm{\Phi }}/\theta `$ then $`\mathrm{\Psi }/\xi \mathrm{\Psi }/\theta `$. These approximations can be used into equations (2) and (6) to yield the system

$`{\displaystyle \frac{1}{\xi ^2}}{\displaystyle \frac{}{\xi }}\left(\xi ^2{\displaystyle \frac{\mathrm{\Psi }}{\xi }}\right)={\displaystyle \frac{4\pi Gr_\mathrm{c}^2\rho _\mathrm{h}^2}{p_\mathrm{h}}}\left(\mathrm{\Psi }+K\right)\text{ ,}`$
$`{\displaystyle \frac{K}{\xi }}={\displaystyle \frac{\mathrm{ln}T_\mathrm{h}}{\xi }}\left(\mathrm{\Psi }+K\right)\text{ ,}`$ (16)
where $`K=\text{ }\mathrm{cos}\theta \xi ^2\mathrm{\Omega }^2`$, which can easily be solved numerically for $`K`$ and $`\mathrm{\Psi }`$. However, if the radiative zone is crudely approximated by a polytrope of index 3 then $`T_\mathrm{h}1/\xi `$ and $`\rho _\mathrm{h}1/\xi ^3`$ between $`\xi =0.3`$ and $`\xi =1`$. This leads to

$$\frac{4\pi Gr_\mathrm{c}^2\rho _\mathrm{h}^2}{p_\mathrm{h}}\frac{\alpha _0}{\xi ^2}\text{ and }\frac{\mathrm{ln}T_\mathrm{h}}{\xi }\frac{1}{\xi }\text{ . }$$
(17)
These expressions can be used in the system (16) to provide a homogeneous relation between $`\mathrm{\Psi }`$ and $`K`$, which can (amongst other power law/oscillatory solutions) be solved analytically with $`\mathrm{\Psi }K`$ constant; this corresponds to $`\mathrm{\Omega }(\xi )1/\xi `$. The comparison of this very simple analytical prediction with the results of the fully nonlinear numerical simulation is presented in Fig. 3, in the case where the convection zone shear is null and in the case where it is of order of 30% of the mean rotation rate. When the imposed shear is small, the analytical prediction provides a good approximation to the numerical results.

### 3.3 Lower boundary problem

The numerical solutions for the angular velocity and the gravitational-field perturbation know little of the presence of a lower boundary; the meridional motions and the temperature fluctuations on the other hand seem to be strongly linked with the lower boundary conditions and may not represent what can be expected of a stellar radiative zone. In particular, the numerical simulations reveal the presence of an internal shear layer (related to the internal Stewardson layer in the Proudman spheres problem (Stewardson, 1966)), which is related to the presence of the impermeable lower boundary (and therefore mostly irrelevant to stellar hydrodynamics). This shear layer is reflected also in the temperature distribution (see Fig. 2). However, as the meridional flow and temperature distribution affect the angular velocity profile only to the next order in $`\lambda `$, it is possible to calculate the flow pattern as if there was no lower boundary using the simple ansatz $`\mathrm{\Omega }1/\xi `$ into equation (14). Using the polytropic approximation again one can derive

$$\overline{\psi }=\xi \text{ }\mathrm{sin}^2\theta \left[\mathrm{ln}\left(\frac{1\text{ }\mathrm{cos}\theta }{1+\text{ }\mathrm{cos}\theta }\right)\right]\text{ , }$$
(18)
where $`\overline{\psi }`$ is the scaled stream-function defined as $`\overline{𝒖}=\times (\overline{\psi }/\xi \text{ }\mathrm{sin}\theta )`$. This result suggests that in stars the dimensional radial component of the meridional flow varies as $`u_r\nu /r`$ independently of the stellar rotation rate when $`\lambda 1`$. Note that this scaling is compatible with the results of the work of Talon et al. (1997). As Busse (1981) claimed that rapidly rotating systems settle down to purely zonal flows in the inviscid case, it is not surprising to find that the typical timescale for steady circulation in this rapid-rotation limit is the very slow viscous timescale.

## 4 Discussion and conclusions

In this paper I analysed the consequences of rotation on the driving of meridional motions in stellar radiative zones. For a slowly rotating star, this problem has been studied by Eddington (1925) and Sweet (1950) who established that meridional motions are driven by stellar baroclinicity related to the rotation. For rapidly rotating stars, the problem has never been solved self-consistently. I have constructed a quasi-steady model of the rotating radiative zone of a solar-type (main-sequence) star which can be solved numerically for a wide range of rotation rates; through this numerical analysis I have been able to show that the effect of rotation on the stellar structure can be described with two parameters only: $`\lambda =\sigma N_\mathrm{h}^2/\mathrm{\Omega }_{}^2`$ and $`E_\nu =\nu /r_\mathrm{c}^2\mathrm{\Omega }_{}`$. The striking reduction of this complicated nonlinear problem to a rather simple form stems from the very close thermal advection-diffusion balance; this is intrinsically related to the very small Prandtl number typical of stellar radiative zones. In comparison, studies of the effect of rotation on stratified shear flows in the high-Prandtl-number limit reveal a very different behaviour (e.g. Clark et al., 1971).

The system approaches asymptotic limits in the case of fast rotation, $`\lambda 1`$, and slow rotation, $`\lambda 1`$. In both cases, interesting analytical reductions of the problem can be used. In the limit of slow rotation it was shown that typical flow velocities scale as the local Eddington-Sweet velocity, and the typical adjustment time of the system to the steady state is an Eddington-Sweet timescale (as expected). As a result, for molecular viscosities typical of solar-type stars it is unlikely that the system would ever relax to the steady state found here.

In the limit of rapid rotation ($`\lambda 1`$), it was shown that the system settles into a geostrophic equilibrium; this can be achieved on a rather short timescale, which is linked with the generation and dissipation of inertial waves. As a result, this type of equilibrium is likely to be present in stars333although only if magnetic fields and turbulent motions are too weak to influence that equilibrium. The resulting rotation profile varies with radius roughly as $`1/r`$; the precision of this approximation depends on the degree of shear imposed by the convection zone. Assuming this simple profile for the angular velocity, the meridional motions can be deduced from angular-momentum conservation. The typical flow velocities in the steady-state are of order of $`\nu /r_\mathrm{c}`$, and are too slow to have any effect on material mixing. However, the continuous adjustment of the radiative zone to the stellar spin-down may lead to some significant mixing near the interface with the convection zone through the generation and dissipation of inertial waves. This can be studied self-consistently only through a time-dependent analysis of the flow, which is the subject of future work.

Of course, this analysis relies strongly on the fact that no dynamical effect save the rotation is present in the problem. The major corrections to take into account would be turbulent motion, magnetic field and chemical gradient. In regions where turbulent motions are expected (i.e. possibly near the edge of a convective zone, or in regions of strong shear) their effect could in principle be included in equation (1), provided a Reynolds-stress tensor for the microscopic motions is known. However, it is likely that the turbulent Prandtl number is much closer to unity, which would then render the analytical analysis obsolete (but not the numerical abilities of the code). If magnetic fields are present, either on large or small lengthscales, the whole dynamical structure of the star may be changed completely. A good example of this effect is well illustrated in the sun; observations reveal that the radiative interior is rotating nearly uniformly, as the shear imposed by the convection zone is suppressed within a very thin layer (the tachocline). Models exist (e.g. Gough & McIntyre, 1998) in which a small-amplitude, large-scale, fossil magnetic field within the radiative zone is able to impose uniform rotation throughout most of the interior. This type of fossil field is not unrealistic in any star. Finally, gradients in the mean molecular weight may also significantly alter the dynamics of the system by reducing or augmenting the effective buoyancy of the fluid, especially near boundaries with convective regions. Mestel (1953) has described how this effect may counterbalance the slow, rotationally driven motions, and Theado & Vauclair (2001) have argued that this effect may be essential in explaining the observed Li abundances in stars.

As a result, the rotation profile in rapidly rotating stars may not resemble that predicted in Section 3, but any observed discrepancy with the predicted model will be a clear signature of the effects discussed above.

## Acknoledgments

I thank Professors D. O. Gough, L. Mestel and J.-P. Zahn for many fruitful discussions on this subject. I thank PPARC for financial support.


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# Chaos and Shadowing Lemma for Autonomous Systems of Infinite Dimensions

## 1 Introduction

Since the invention of Shadowing Lemma by Anosov in 1967, it has been applied in a variety of situations. Starting from 1984 , Palmer had been trying to use shadowing lemma to rigorously prove Smale horseshoe theorem. In 1988, he successfully completed such a proof . This proof works for finite-dimensional maps and periodic systems. Since then, such an application of shadowing lemma had been amplified in different situations including infinite dimensions, non-invertible maps etc.       . For infinite-dimensional maps and periodic systems, rigorous proof of Smale horseshoe theorem using shadowing lemma was completed by Steinlein and Walther in 1990 , and Henry in 1994 . Such a proof for autonomous systems had been elusive for a long time. For finite-dimensional autonomous systems, such a proof was completed by Palmer in 1996 . Applications of such shadowing lemma for finite-dimensional autonomous systems had been amplified  . Symbolic labeling of orbits for finite-dimensional autonomous systems had been investigated by Silnikov . For infinite-dimensional autonomous systems, the current article offers a proof of Smale horseshoe theorem using shadowing lemma. We first set up a pseudo-orbit, then prove an Inclination Lemma to set up a proper coordinate system around the pseudo-orbit. Finally we use graph transform and the concept of persistence of invariant manifold of Fenichel , to prove the existence of a shadowing orbit.

Our interest in such a proof of Smale horseshoe theorem for infinite-dimensional autonomous systems, lies in the development of the theory of chaos in partial differential equations    . Indeed, we have presented as an example, a derivative nonlinear Schrödinger equation.

The article is organized as follows: Section 1 is the Introduction. Section 2 is the Setup of Assumptions. In Section 3, we set up the pseudo-orbits. In Section 4, we prove an Inclination Lemma, and set up a proper coordinate system around a pseudo-orbit. In Section 5, we prove a Shadowing Lemma. In Section 6, we prove Smale Horseshoe Theorem for a Poincaré return map. In Section 7, we present an example: A Derivative Nonlinear Schrödinger Equation. In Section 8, we present an example of periodic systems: A Periodically Perturbed Sine-Gordon Equation.

## 2 The Setup

Let $`B`$ be a Banach space on which an autonomous flow is defined. We set up the assumptions as follows.

* Assumption (A1): There exist a hyperbolic limit cycle $`S`$ and a transversal homoclinic orbit $`\xi `$ asymptotic to $`S`$. As curves, $`S`$ and $`\xi `$ are $`C^3`$.
* Assumption (A2): The Fenichel fiber theorem is valid at $`S`$. That is, there exist a family of unstable Fenichel fibers $`\{^u(q):qS\}`$ and a family of stable Fenichel fibers $`\{^s(q):qS\}`$. For each fixed $`qS`$, $`^u(q)`$ and $`^s(q)`$ are $`C^3`$ submanifolds. $`^u(q)`$ and $`^s(q)`$ are $`C^2`$ in $`q,qS`$. The unions $`_{qS}^u(q)`$ and $`_{qS}^s(q)`$ are the unstable and stable manifolds of $`S`$. Both families are invariant, i.e.

$$F^t(^u(q))^u(F^t(q)),t0,qS,$$

$$F^t(^s(q))^s(F^t(q)),t0,qS,$$

where $`F^t`$ is the evolution operator. There are positive constants $`\kappa `$ and $`\widehat{C}`$ such that $`qS`$, $`q^{}^u(q)`$ and $`q^+^s(q)`$,

$$F^t(q^{})F^t(q)\widehat{C}e^{\kappa t}q^{}q,t0,$$

$$F^t(q^+)F^t(q)\widehat{C}e^{\kappa t}q^+q,t0.$$
* Assumption (A3): $`F^t(q)`$ is $`C^0`$ in $`t`$, for $`t(\mathrm{},\mathrm{})`$, $`qB`$. For any fixed $`t(\mathrm{},\mathrm{})`$, $`F^t(q)`$ is a $`C^2`$ diffeomorphism on $`B`$.

###### Remark 2.1

Notice that we do not assume that as functions of time, $`S`$ and $`\xi `$ are $`C^3`$ , and we only assume that as curves, $`S`$ and $`\xi `$ are $`C^3`$.

## 3 The Pseudo-Orbits

The building blocks of the pseudo-orbits are what we call Loop-0 and Loop-1.

###### Definition 1

Loop-0, denoted by $`\eta _0`$, is defined to be the $`m`$-times circulation of the limit cycle $`S`$, where $`m`$ is to be determined. See Figure 3.1 for an illustration.

To define Loop-1, choose points $`p_s`$, $`p_c`$, and $`p_u`$ on $`S`$, such that the arc-lengths of $`\widehat{p_sp_c}`$ and $`\widehat{p_cp_u}`$ are equal to $`\delta `$, where $`\delta `$ is a small parameter to be determined. Let $`\widehat{p}_u`$ be one of the points of intersection $`\xi ^u(p_u)`$ such that $`\widehat{p}_up_u𝒪(\delta ^\nu )\text{as}\delta 0`$, and $`\widehat{p}_s`$ be one of the points of intersection $`\xi ^s(p_s)`$ such that $`\widehat{p}_sp_s𝒪(\delta ^\nu )\text{as}\delta 0`$, where $`\nu 4`$ ($`\nu `$ will be determined again later). Let $`\zeta =\zeta _u\zeta _s`$ be a curve connecting $`\widehat{p}_s`$, $`p_c`$, and $`\widehat{p}_u`$. $`\zeta _s`$ lies in the stable manifold $`W^s(S)`$ of $`S`$, and connects $`\widehat{p}_s`$ and $`p_c`$. $`\zeta _u`$ lies in the unstable manifold $`W^u(S)`$ of $`S`$, and connects $`p_c`$ and $`\widehat{p}_u`$. Let $`\widehat{\xi }`$ be the connected arc-portion of $`\xi `$, which links $`\widehat{p}_u`$ and $`\widehat{p}_s`$. Then the union $`\eta _1=\widehat{\xi }\zeta `$ is a loop. We choose $`\zeta `$ such that $`\eta _1`$ is $`C^3`$, $`\widehat{p_sp_c}\zeta _u`$ is $`C^3`$, and $`\zeta _s\widehat{p_cp_u}`$ is $`C^3`$. See Figure 3.2 for an illustration.

###### Definition 2

Loop-1 is defined to be $`\eta _1=\widehat{\xi }\zeta `$.

To define the pseudo-orbits, first we introduce sequences of symbols.

###### Definition 3

Let $`\mathrm{\Sigma }`$ be a set that consists of elements of the doubly infinite sequence form:

$$a=(\mathrm{}a_2a_1a_0,a_1a_2\mathrm{}),$$

where $`a_k\{0,1\}`$, $`kZ`$. We introduce a topology in $`\mathrm{\Sigma }`$ by taking as neighborhood basis of

$$a^{}=(\mathrm{}a_2^{}a_1^{}a_0^{},a_1^{}a_2^{}\mathrm{}),$$

the set

$$B_j=\{a\mathrm{\Sigma }|a_k=a_k^{}(|k|<j)\}$$

for $`j=1,2,\mathrm{}`$. This makes $`\mathrm{\Sigma }`$ a topological space. The Bernoulli shift automorphism $`\chi `$ is defined on $`\mathrm{\Sigma }`$ by

$$\chi :\mathrm{\Sigma }\mathrm{\Sigma },a\mathrm{\Sigma },\chi (a)=b,\text{where}b_k=a_{k+1}.$$

The Bernoulli shift automorphism $`\chi `$ exhibits sensitive dependence on initial conditions, which is a hallmark of chaos.

To each $`a_k\{0,1\}`$, we associate the loop-$`a_k`$, $`\eta _{a_k}`$. Then each doubly infinite sequence

$$a=(\mathrm{}a_2a_1a_0,a_1a_2\mathrm{})$$

is associated with a $`\delta `$-pseudo-obit

$$\eta _a=(\mathrm{}\eta _{a_2}\eta _{a_1}\eta _{a_0},\eta _{a_1}\eta _{a_2}\mathrm{}).$$

Since $`\eta _a`$ is a $`C^3`$ curve, we choose a parametrization of $`\eta _a`$: $`\eta _a=\eta _a(\tau )`$, $`\tau R`$, such that $`\eta _a(\tau )`$ is a $`C^3`$ function of $`\tau `$.

## 4 Coordinates along the Pseudo-Orbits and Inclination Lemma

We define bundles along the limit cycle $`S`$ and the homoclinic orbit $`\xi `$ as follows:

###### Definition 4

The bundles $`E^u`$, $`E^c`$, and $`E^s`$ along $`S`$ are defined by

$$E^u(q)=𝒯_q^u(q),E^c(q)=𝒯_qS,E^s(q)=𝒯_q^s(q),qS,$$

where $`𝒯_q`$ indicates the tangent space at $`q`$.

See Figure 4.1 for an illustration. $`E^u`$ and $`E^s`$ provide a coordinate system for a tubular neighborhood of $`S`$, that is, any point in this neighborhood has a unique coordinate

$$(\stackrel{~}{v}^s,\stackrel{~}{\theta },\stackrel{~}{v}^u),\stackrel{~}{v}^sE^s(\stackrel{~}{\theta }),\stackrel{~}{v}^uE^u(\stackrel{~}{\theta }),\stackrel{~}{\theta }S.$$

Fenichel fibers provide another coordinate system for the tubular neighborhood of $`S`$. For any $`\theta S`$, the Fenichel fibers $`^s(\theta )`$ and $`^u(\theta )`$ have the expressions

$$\{\begin{array}{c}\stackrel{~}{v}^s=v^s,\hfill \\ \stackrel{~}{\theta }=\theta +\mathrm{\Theta }_s(v^s,\theta ),\hfill \\ \stackrel{~}{v}^u=V_s(v^s,\theta ),\hfill \end{array}\text{and}\{\begin{array}{c}\stackrel{~}{v}^u=v^u,\hfill \\ \stackrel{~}{\theta }=\theta +\mathrm{\Theta }_u(v^u,\theta ),\hfill \\ \stackrel{~}{v}^s=V_u(v^u,\theta ),\hfill \end{array}$$

where $`v^s`$ and $`v^u`$ are the parameters parametrizing $`^s(\theta )`$ and $`^u(\theta )`$,

$$\mathrm{\Theta }_z(0,\theta )=\frac{}{v^z}\mathrm{\Theta }(0,\theta )=V_z(0,\theta )=\frac{}{v^z}V_z(0,\theta )=0,z=u,s;$$

and $`\mathrm{\Theta }_z(v^z,\theta )`$ and $`V_z(v^z,\theta )`$ ($`z=u,s`$) are $`C^3`$ in $`v^z`$ and $`C^2`$ in $`\theta `$. The coordinate transformation from ($`v^s,\theta ,v^u`$) to ($`\stackrel{~}{v}^s,\stackrel{~}{\theta },\stackrel{~}{v}^u`$)

$$\{\begin{array}{c}\stackrel{~}{v}^s=v^s+V_u(v^u,\theta ),\hfill \\ \stackrel{~}{\theta }=\theta +\mathrm{\Theta }_u(v^u,\theta )+\mathrm{\Theta }_s(v^s,\theta ),\hfill \\ \stackrel{~}{v}^u=v^u+V_s(v^s,\theta ),\hfill \end{array}$$

is a $`C^2`$ diffeomorphism. In terms of the Fenichel coordinate ($`v^s,\theta ,v^u`$), the Fenichel fibers coincide with their tangent spaces. From now on, we always work with the Fenichel coordinate ($`v^s,\theta ,v^u`$).

###### Definition 5

Let $`q^u,q^s\xi `$, and $`qS`$, such that $`q^z^z(q)`$, $`z=u,s`$. The bundles $`E^u`$, $`E^c`$, and $`E^s`$ along $`\xi `$ are defined by

$`E^u(F^t(q^u))=DF^t(q^u)(𝒯_{q^u}^u(q)),t(\mathrm{},\mathrm{}),`$
$`E^c(p)=𝒯_p\xi ,p\xi ,`$
$`E^s(F^t(q^s))=DF^t(q^s)(𝒯_{q^s}^s(q)),t(\mathrm{},\mathrm{}).`$
See Figure 4.2 for an illustration.

We have the following inclination lemma.

###### Lemma 4.1 (Inclination Lemma)

For $`\delta `$ small enough, there exists a $`\nu _0>0`$ ($`\nu _0`$ depends upon $`\delta `$), such that for any $`qS`$, let $`q^u\xi ^u(q)`$ and $`q^s\xi ^s(q)`$,

1. When $`q^sq𝒪(\delta ^\nu )`$, $`\nu \nu _0`$, $`E^u(q^s)E^c(q^s)`$ is $`\delta ^3`$-close to $`E^u(q)E^c(q)`$.
2. When $`q^uq𝒪(\delta ^\nu )`$, $`\nu \nu _0`$, $`E^s(q^u)E^c(q^u)`$ is $`\delta ^3`$-close to $`E^s(q)E^c(q)`$.

Proof: Let $`q_1^s\xi ^s(q)`$ such that $`q_1^sq𝒪(\delta ^4)`$. Notice that $`^s(q)=E^s(q)`$. Let $`v_1E^u(q_1^s)E^c(q_1^s)`$, $`v_1=1`$. We represent $`v_1`$ in the frame ($`E^s(q),E^u(q)E^c(q)`$),

$$v_1=(v_1^s,v_1^{uc}),$$

where $`v_1^{uc}0`$, since $`\xi `$ is a transversal homoclinic orbit. Let $`\lambda _1=v_1^s/v_1^{uc}`$. The transversality of $`\xi `$ implies that $`\lambda _1`$ has an upper bound for all $`v_1`$ . Since $`S`$ is compact, $`\lambda _1`$ has an upper bound for all $`qS`$. Let $`q_n^s`$ be the consecutive intersection points between $`\xi `$ and $`^s(q)=E^s(q)`$, $`q_n^s=F^T_{}(q_{n1}^s)`$, where $`T_{}`$ is the period of the limit cycle $`S`$. Let

$`(\widehat{v}_2^s,\widehat{v}_2^{uc})`$ $`=`$ $`DF^{4mT_{}}(q_1^s)v_1=DF^{4mT_{}}(q_1^s)(v_1^s,0)+DF^{4mT_{}}(q)(0,v_1^{uc})`$
$`+\left[DF^{4mT_{}}(q_1^s)DF^{4mT_{}}(q)\right](0,v_1^{uc}).`$
Also let

$$(r^s,r^{uc})=\left[DF^{4mT_{}}(q_1^s)DF^{4mT_{}}(q)\right](0,v_1^{uc}).$$

Then

$$\widehat{v}_2^s=DF^{4mT_{}}(q_1^s)v_1^s+r^s,\widehat{v}_2^{uc}=DF^{4mT_{}}(q)v_1^{uc}+r^{uc}.$$

We choose $`m`$ large enough such that the constant $`\widehat{C}`$ in Assumption (A2) satisfies $`\widehat{C}e^{\kappa mT_{}}`$, and

$$DF^{4mT_{}}(q)v_1^{uc}2e^{\kappa mT_{}}v_1^{uc}.$$

For such fixed $`m`$, choosing $`\delta `$ small enough, we have

$$DF^{4mT_{}}(q_1^s)DF^{4mT_{}}(q)\delta ^3e^{\kappa mT_{}}.$$

Then

$`\widehat{v}_2^se^{3\kappa mT_{}}v_1^s+\delta ^3e^{\kappa mT_{}}v_1^{uc},`$
$`\widehat{v}_2^{uc}2e^{\kappa mT_{}}v_1^{uc}\delta ^3e^{\kappa mT_{}}v_1^{uc}e^{\kappa mT_{}}v_1^{uc}.`$
Thus

$$\lambda _2=\widehat{v}_2^s/\widehat{v}_2^{uc}e^{2\kappa mT_{}}\lambda _1+\delta ^3.$$

Iterating the argument, we obtain

$$\lambda _Ne^{2\kappa (N1)mT_{}}\lambda _1+\delta ^3\underset{l=0}{\overset{N2}{}}e^{2\kappa lmT_{}}.$$

For such fixed $`\delta `$, when $`N`$ is large enough,

$$\lambda _N4\delta ^3.$$

There exists $`\nu _0>0`$ such that

$$F^{4(N1)mT_{}}(q_1^s)q𝒪(\delta ^\nu ),\nu \nu _0.$$

Similarly for the case of $`q^u`$. The proof is completed. $`\mathrm{}`$

###### Remark 4.1

Inclination lemmas have been utilized in proving many significant theorems  . Here we show how to use inclination lemma to prove shadowing lemma in the autonomous case.

Based up the fact in Lemma 4.1, $`C^2`$ bundles can be constructed along the pseudo-orbit $`\eta _a`$ as follows (cf: Figure 3.2): Since $`E^u(\widehat{p}_s)E^c(\widehat{p}_s)`$ is $`\delta ^3`$-close to $`E^u(p_s)E^c(p_s)`$, we can construct $`C^2`$ bundle $`E^u(p)E^c(p)`$, $`p\widehat{\widehat{p}_sp_c}`$ along the curve $`\widehat{\widehat{p}_sp_c}`$ such that $`E^u(p)E^c(p)`$ is $`C^2`$ along both the curve $`p\widehat{\widehat{p}_sp_c\widehat{p}_u}`$ and the curve $`p\widehat{\widehat{p}_sp_cp_u}`$. $`E^c(p)`$ ($`p\widehat{\widehat{p}_sp_c}`$) is the tangent space $`𝒯_p\widehat{\widehat{p}_sp_c}`$. For any $`p\widehat{\widehat{p}_sp_c}`$, $`p^s(q)`$, $`qS`$, we define $`E^s(p)=𝒯_p^s(q)`$. Similarly, we can define such bundles along the curve $`\widehat{p_c\widehat{p}_u}`$. Thus we obtain $`C^2`$ bundles $`E^u(p)E^c(p)`$ and $`E^s(p)E^c(p)`$ along $`\eta _a`$. We also need to rectify $`E^u(p)`$ and $`E^s(p)`$ along Loop-1. For any two subspaces $`E_1`$ and $`E_2`$, one can define the angle $`\vartheta (E_1,E_2)`$ as follows :

$$\vartheta (E_1,E_2)=\underset{v_1,v_2}{inf}\left\{v_1v_2|v_1E_1,v_2E_2,v_1=v_2=1\right\}.$$

Since $`E^u(p)`$ ($`pS`$) is a transversal bundle along $`S`$, and $`S`$ is compact, $`\vartheta (E^u(p),E^c(p))\widehat{\vartheta }>0`$ for all $`pS`$. Let $`p_n^s`$ be the consecutive intersection points of $`\xi `$ with $`^s(p)`$. Then $`E^c(p_n^s)E^c(p)`$ as $`n\mathrm{}`$. Thus, there exists $`n_1`$, $`\vartheta (E^u(p),E^c(p_n^s))\frac{1}{2}\widehat{\vartheta }`$ for all $`nn_1`$, and all $`pS`$, by the compactness of $`S`$. Let $`p^+\xi `$, such that when $`\delta `$ is sufficiently small,

$$\vartheta (E^u(p),E^c(\stackrel{~}{p}))\frac{1}{3}\widehat{\vartheta },\text{for all}\stackrel{~}{p}\widehat{p^+p_c},\stackrel{~}{p}^s(p),pS.$$

See Figure 4.3 for an illustration.

We can choose $`p^+`$ close enough to $`p_0S`$, $`p^+^s(p_0)`$, such that $`E^u(q^+)E^c(q^+)`$ is $`𝒪(\frac{1}{300}\widehat{\vartheta })`$ close to $`E^u(q_0)E^c(q_0)`$, $`q^+\widehat{p^+p_c}`$, $`q^+^s(q_0)`$, $`q_0S`$. For any $`\stackrel{~}{v}^uE^u(q_0)`$, $`\stackrel{~}{v}^u=1`$, $`\stackrel{~}{v}^u`$ has the representation in the frame ($`E^s(q^+),E^u(q^+)E^c(q^+)`$)

$$\stackrel{~}{v}^u=v^s+v^{uc}.$$

Alternatively, $`v^{uc}`$ has the representation

$$v^{uc}=v^s+\stackrel{~}{v}^u$$

in the frame ($`E^s(q_0),E^u(q_0)E^c(q_0)`$), since $`E^s(q_0)=E^s(q^+)`$. Thus

$$v^s\frac{1}{300}\widehat{\vartheta }\stackrel{~}{v}^u=\frac{1}{300}\widehat{\vartheta },$$

and

$$1\frac{1}{300}\widehat{\vartheta }v^{uc}1+\frac{1}{300}\widehat{\vartheta }.$$

Let $`v^cE^c(q^+)`$, $`v^c=1`$, we have

$`{\displaystyle \frac{1}{3}}\widehat{\vartheta }`$ $``$ $`\stackrel{~}{v}^uv^c=v^s+v^{uc}v^{uc}/v^{uc}+v^{uc}/v^{uc}v^c`$
$`v^s+\left|1{\displaystyle \frac{1}{v^{uc}}}\right|v^{uc}+v^{uc}/v^{uc}v^c`$
$`{\displaystyle \frac{1}{300}}\widehat{\vartheta }+{\displaystyle \frac{1}{300}}\widehat{\vartheta }+v^{uc}/v^{uc}v^c.`$
Thus we have

$$v^{uc}/v^{uc}v^c\frac{98}{300}\widehat{\vartheta }.$$

In fact, $`v^{uc}`$ is the projection of $`\stackrel{~}{v}^u`$ onto $`E^u(q^+)E^c(q^+)`$. All such $`v^{uc}`$’s span the projection $`\stackrel{~}{E}^u(q^+)`$ of $`E^u(q_0)`$ onto $`E^u(q^+)E^c(q^+)`$. Thus

$$\vartheta (\stackrel{~}{E}^u(q^+),E^c(q^+))\frac{98}{300}\widehat{\vartheta },q^+\widehat{p^+p_c}.$$

At $`q^+\widehat{p^+p_c}`$, we replace $`E^u(q^+)`$ by $`\stackrel{~}{E}^u(q^+)`$, and we use the same notation $`E^u(q^+)`$. $`E^u(q^+)`$ is still $`C^2`$ along both $`\widehat{p^+p_c\widehat{p}_u}`$ and $`\widehat{p^+p_cp_u}`$. Similarly we can choose $`p^{}\xi `$, construct $`\stackrel{~}{E}^s(q^{})`$ ($`q^{}\widehat{p_cp^{}}`$), replace $`E^s(q^{})`$ by $`\stackrel{~}{E}^s(q^{})`$, and use the same notation $`E^s(q^{})`$. Let $`T_0>0`$ be the time such that $`p^+=F^{T_0}(p^{})`$. Let $`\stackrel{~}{\xi }`$ be the portion of $`\xi `$, $`\stackrel{~}{\xi }=_{0tT_0}F^t(p^{})`$. Inside $`E^u(q)E^c(q)`$ ($`q\stackrel{~}{\xi }`$), we choose a $`C^2`$ transversal bundle $`\stackrel{~}{E}^u(q)`$ along $`\stackrel{~}{\xi }`$, replace $`E^u(q)`$ by $`\stackrel{~}{E}^u(q)`$, and use the same notation $`E^u(q)`$. Similarly, inside $`E^s(q)E^c(q)`$ ($`q\stackrel{~}{\xi }`$), we choose a $`C^2`$ transversal bundle $`\stackrel{~}{E}^s(q)`$ along $`\stackrel{~}{\xi }`$, replace $`E^s(q)`$ by $`\stackrel{~}{E}^s(q)`$, and use the same notation $`E^s(q)`$. This way, we construct $`C^2`$ transversal bundles $`E^u(q)`$ and $`E^s(q)`$ along $`\eta _a`$.

## 5 Shadowing Lemma

We will use graph transform and the concept of persistence of invariant manifold, to establish a shadowing orbit . In , the estimates in the current case are not given in details. We will remedy that below.

Denote by $`\widehat{E}`$ the transversal bundle

$$\widehat{E}=\{(q,E^u(q),E^s(q))|q\eta _a\},$$

which serves as a coordinate system around $`\eta _a`$. Using the parametrization $`\eta _a=\eta _a(\tau ),\tau R`$, we can introduce the coordinate in a neighborhood of $`\eta _a`$:

$$(\tau ,x^u,x^s),\text{where}\tau R,x^uE^u(\eta _a(\tau )),x^sE^s(\eta _a(\tau )).$$

In this coordinate system, the evolution operator $`F^T`$ has the representation:

$$F^T(\tau ,x^u,x^s)=(f(\tau ,x^u,x^s),g^u(\tau ,x^u,x^s),g^s(\tau ,x^u,x^s)),$$

where $`T>0`$ is a large time. First we define Lipschitz sections over $`\eta _a`$.

###### Definition 6

Let $`\mathrm{\Gamma }_ϵ`$ be the space of sections of $`\widehat{E}`$:

$$\mathrm{\Gamma }_ϵ=\{\sigma |\sigma (\tau )=(\tau ,x^u(\tau ),x^s(\tau )),\tau R,x^u(\tau )ϵ,x^s(\tau )ϵ\}.$$

We define the $`C^0`$ norm of $`\sigma \mathrm{\Gamma }_ϵ`$ as

$$\sigma _{C^0}=\mathrm{max}\{\underset{\tau R}{sup}x^u(\tau ),\underset{\tau R}{sup}x^s(\tau )\}.$$

Then we define a Lipschitz semi-norm on $`\mathrm{\Gamma }_ϵ`$:

$$\text{Lip}\{\sigma \}=\mathrm{max}\{\underset{|\tau _1\tau _2|\mathrm{\Delta }}{sup}\frac{x^u(\tau _1)x^u(\tau _2)}{\tau _1\tau _2},\underset{|\tau _1\tau _2|\mathrm{\Delta }}{sup}\frac{x^s(\tau _1)x^s(\tau _2)}{\tau _1\tau _2}\}$$

for some small fixed $`\mathrm{\Delta }>0`$. Let $`\mathrm{\Gamma }_{ϵ,\gamma }`$ be a subset of $`\mathrm{\Gamma }_ϵ`$,

$$\mathrm{\Gamma }_{ϵ,\gamma }=\{\sigma \mathrm{\Gamma }_ϵ|\text{Lip}\{\sigma \}\gamma \}.$$

###### Lemma 5.1

$`\mathrm{\Gamma }_{ϵ,\gamma }`$ is closed under the $`C^0`$ norm.

Proof: Assume that $`\{\sigma _j\}_{j=1,2,\mathrm{}}`$ is a Cauchy sequence in $`\mathrm{\Gamma }_{ϵ,\gamma }`$ under the $`C^0`$ norm. Then $`\tau R`$, $`x_j^z(\tau )(z=u,s)`$ is a Cauchy sequence, which has a limit $`x^z(\tau )`$. Define a new section $`\sigma `$ by

$$\sigma (\tau )=(\tau ,x^u(\tau ),x^s(\tau )).$$

First we want to show that $`\sigma \mathrm{\Gamma }_ϵ`$. $`\tau R`$, $`j=1,2,\mathrm{}`$,

$$x_j^z(\tau )ϵ,(z=u,s).$$

Then $`\tau R`$,

$$x^z(\tau )ϵ,(z=u,s).$$

Thus $`\sigma \mathrm{\Gamma }_ϵ`$. Next, we want to show that $`\sigma \mathrm{\Gamma }_{ϵ,\gamma }.`$ We know that for $`\tau _1`$ and $`\tau _2`$ such that $`|\tau _1\tau _2|\mathrm{\Delta }`$, and any $`j=1,2,\mathrm{}`$,

$$\frac{x_j^z(\tau _1)x_j^z(\tau _2)}{\tau _1\tau _2}\gamma ,(z=u,s).$$

Then

$$\frac{x^z(\tau _1)x^z(\tau _2)}{\tau _1\tau _2}=\underset{j\mathrm{}}{lim}\frac{x_j^z(\tau _1)x_j^z(\tau _2)}{\tau _1\tau _2}\gamma ,(z=u,s).$$

Thus

$$\text{Lip}\{\sigma \}=\mathrm{max}\{\underset{|\tau _1\tau _2|\mathrm{\Delta }}{sup}\frac{x^u(\tau _1)x^u(\tau _2)}{\tau _1\tau _2},\underset{|\tau _1\tau _2|\mathrm{\Delta }}{sup}\frac{x^s(\tau _1)x^s(\tau _2)}{\tau _1\tau _2}\}\gamma .$$

The proof is completed. $`\mathrm{}`$

For any $`\sigma \mathrm{\Gamma }_{ϵ,\gamma }`$,

$$\sigma (\tau )=(\tau ,x^u(\tau ),x^s(\tau )),\tau R,$$

let $`T>0`$ be a large time, we define the graph transform $`G`$ as follows:

$$(G\sigma )(\tau )=(\tau ,x_1^u(\tau ),x_1^s(\tau )),$$
(5.1)
where

$`f(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=\tau ,`$
$`g^s(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=x_1^s(\tau ),`$
$`f(\tau ,x_1^u(\tau ),x^s(\tau ))=\tau ^+`$
$`g^u(\tau ,x_1^u(\tau ),x^s(\tau ))=x^u(\tau ^+).`$
See Figure 5.1 for an illustration.

First we shall prove the existence of a fixed point of $`G`$ in $`\mathrm{\Gamma }_{ϵ,\gamma }`$. Then we will show that the graph of the fixed point is an orbit. Thereby, we establish the existence of an orbit that $`ϵ`$-shadows the pseudo-orbit. The following preliminary lemmas are quoted from (pp.155 and pp.186).

###### Lemma 5.2 (Mean Value Theorem)

Let $`E_1`$ and $`E_2`$ be two Banach spaces, $`F`$ a continuous mapping from a neighborhood of a segment $`\mathrm{}`$ joining two points $`q_0,q_0+q_1`$ of $`E_1`$, into $`E_2`$. If $`F`$ is differentiable at every point of $`\mathrm{}`$, then

$$F(q_0+q_1)F(q_0)q_1\underset{0\alpha 1}{sup}DF(q_0+\alpha q_1).$$
(5.2)
###### Lemma 5.3 (Taylor’s Formula)

Let $`E_1`$ and $`E_2`$ be two Banach spaces, $`\mathrm{\Omega }`$ an open subset of $`E_1`$, $`F`$ a $`n`$-times continuously differentiable mapping of $`\mathrm{\Omega }`$ into $`E_2`$. Then, if the segment joining $`q_0`$ and $`q_0+q_1`$ is in $`\mathrm{\Omega }`$, we have

$`F(q_0+q_1)`$ $`=`$ $`F(q_0)+DF(q_0)q_1+{\displaystyle \frac{1}{2!}}D^2F(q_0)q_1^{(2)}+\mathrm{}+{\displaystyle \frac{1}{(n1)!}}D^{n1}F(q_0)q_1^{(n1)}`$ (5.3)
$`+\left({\displaystyle _0^1}{\displaystyle \frac{(1\alpha )^{n1}}{(n1)!}}D^nF(q_0+\alpha q_1)𝑑\alpha \right)q_1^{(n)},`$
where $`q_1^{(k)}`$ stands for $`(q_1,\mathrm{},q_1)`$ ($`k`$-times).

Now we set up a tubular neighborhood of the closure $`\xi S`$ of the homoclinic orbit $`\xi `$. For any $`T`$ such that $`0<T<\mathrm{}`$, $`F^T`$ is a $`C^2`$ diffeomorphism. $`q\xi S`$, choose $`r>0`$ such that

$$D^{\mathrm{}}F^{\pm T}(q_1)D^{\mathrm{}}F^{\pm T}(q)<1,(\mathrm{}=1,2)$$
(5.4)
for any $`q_1_q(r_q)`$, the ball centered at $`q`$ with radius $`r_q`$, i.e.

$$_q(r_q)=\{q_1B|q_1q<r_q\}.$$

Then $`_{q\xi S}_q(r_q)`$ is an open covering of $`\xi S`$. Since $`\xi S`$ is compact, there is a finite subcovering $`_{q_j\xi S(1jn)}_{q_j}(r_{q_j})`$. For simplicity, we denote $`_{q_j}(r_{q_j})`$ and $`r_{q_j}`$ by $`_j`$ and $`r_j`$ respectively $`(1jN)`$. Denote by $``$ the collection

$$=\{_j,(1jN)\}$$
(5.5)
which is referred as the tubular neighborhood of $`\xi S`$. See Figure 5.2 for an illustration. $`q\xi S`$, we define

$$d_q=\text{dist}(q,)=\underset{j_{\mathrm{}}}{\mathrm{max}}\{\text{dist}(q,_j_{\mathrm{}}),q_j_{\mathrm{}}\}.$$

Then we define

$$d=\text{dist}(\xi S,)=\underset{q\xi S}{inf}\{\text{dist}(q,)\}.$$
(5.6)
###### Lemma 5.4

$`d>0`$.

Proof: $`q_j(\xi S)`$, $`(1jN)`$, let $`B_q^j`$ be a ball centered at $`q`$ with radius equal to $`\frac{1}{2}\text{dist}(q,_j)`$. Then $`_{1jN}_{q_j(\xi S)}_q^j`$ is an open covering of $`\xi S`$; thus there is a finite subcovering $`_{k=1}^K_{\mathrm{}=1}^{L_k}B_q_{\mathrm{}}^{j_k}`$ for some positive integers $`K`$ and $`L_k`$. Let $`r_{}>0`$ be the smallest radius of the balls $`B_q_{\mathrm{}}^{j_k}`$. Then $`q\xi S`$, $`qB_q_{\mathrm{}}^{j_k}`$ for some $`k`$ and $`\mathrm{}`$. Then $`\text{dist}(q,)r_{}`$. Thus $`dr_{}>0`$. The proof of the lemma is completed. $`\mathrm{}`$

Let

$$\mathrm{\Lambda }_{\mathrm{}}=\underset{+,}{\mathrm{max}}\underset{q}{sup}D^{\mathrm{}}F^{\pm T}(q)=\underset{+,}{\mathrm{max}}\underset{1jN}{\mathrm{max}}\underset{q_j}{sup}D^{\mathrm{}}F^{\pm T}(q),(\mathrm{}=1,2).$$
(5.7)
Then (5.4) and (5.5) imply that $`\mathrm{\Lambda }_{\mathrm{}}<\mathrm{}(\mathrm{}=1,2)`$.

###### Lemma 5.5

$`\mu >0`$, fix a $`T`$ large enough, and fix a $`ϵ`$ small enough, if $`\delta `$ is small enough, then

$`(\mathrm{\Lambda }_1)^k\mathrm{\Pi }_3^s<{\displaystyle \frac{1}{2}},(0k2),\mathrm{\Pi }_{\mathrm{}}^s<\mu ,(\mathrm{}=1,2),`$
$`(\mathrm{\Lambda }_1)^k\widehat{\mathrm{\Pi }}_2^u<{\displaystyle \frac{1}{2}},(0k2),\mathrm{\Pi }_{\mathrm{}}^u<\mu ,(\mathrm{}=1,3),`$
where $`x^uϵ`$, $`x^sϵ`$, $`D_1=D_\tau `$, $`D_2=D_{x^u}`$, $`D_3=D_{x^s}`$, and

$`\mathrm{\Pi }_{\mathrm{}}^s=\underset{\tau ,x^u,x^s}{sup}D_{\mathrm{}}g^s(\tau ,x^u,x^s),(\mathrm{}=1,2,3),`$
$`\mathrm{\Pi }_{\mathrm{}}^u=\underset{\tau ,x^u,x^s}{sup}D_{\mathrm{}}g^u(\tau ,x^u,x^s),(\mathrm{}=1,2,3),`$
$`\widehat{\mathrm{\Pi }}_2^u=\underset{\tau ,x^u,x^s}{sup}\{D_2g^u(\tau ,x^u,x^s)\}^1.`$
Proof: Since $`E^s(q)`$ and $`E^u(q)`$ ($`q\eta _a`$) are transversal bundles, the two inequalities involving $`\mathrm{\Pi }_3^s`$ and $`\widehat{\mathrm{\Pi }}_2^u`$ follow from standard arguments. Notice that $`E^s(q)E^c(q)`$ and $`E^u(q)E^c(q)`$ along Loop-0 and Loop-1 (except the small portion $`\zeta `$), are invariant bundles under $`DF^t`$. When $`\delta `$ is small enough, the inequalities for $`\mathrm{\Pi }_{\mathrm{}}^s`$ ($`\mathrm{}=1,2`$) and $`\mathrm{\Pi }_{\mathrm{}}^u`$ ($`\mathrm{}=1,3`$) follow. $`\mathrm{}`$

###### Lemma 5.6

$`G:\mathrm{\Gamma }_{ϵ,\gamma }\mathrm{\Gamma }_{ϵ,\gamma }`$

Proof: First we show that $`G:\mathrm{\Gamma }_{ϵ,\gamma }\mathrm{\Gamma }_ϵ`$ .

$$x_1^s(\tau )=g^s(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{})).$$

We use the Taylor formula (5.3) in some $`_j`$,

$`g^s(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=g^s(\tau ^{},0,0)+D_2g^s(\tau ^{},0,0)x^u(\tau ^{})+D_3g^s(\tau ^{},0,0)x^s(\tau ^{})`$
$`+\left({\displaystyle _0^1}{\displaystyle \frac{(1\alpha )}{1!}}D^2g^s(\tau ^{},\alpha x^u(\tau ^{}),\alpha x^s(\tau ^{}))𝑑\alpha \right)(x^u(\tau ^{}),x^s(\tau ^{}))^{(2)}.`$ (5.8)
From (5.7), we have

$$_0^1\frac{(1\alpha )}{1!}D^2g^s(\tau ^{},\alpha x^u(\tau ^{}),\alpha x^s(\tau ^{}))𝑑\alpha \frac{1}{2}\mathrm{\Lambda }_2.$$
(5.9)
From Lemma 5.5,

$$D_2g^s(\tau ^{},0,0)<\mu ,D_3g^s(\tau ^{},0,0)<\frac{1}{2}.$$
(5.10)
For each fixed $`T`$, if $`\delta `$ is sufficiently small, then

$$g^s(\tau ^{},0,0)𝒪(\delta ),\tau ^{}R.$$
(5.11)
Thus, by (5.8-(5.11), if $`ϵ`$ is small enough and, for each $`ϵ`$, $`\delta `$ is sufficiently small, then

$$x_1^s(\tau )\frac{9}{10}ϵ,\tau R.$$
(5.12)
Next we estimate $`x_1^u(\tau )`$. We start with considering $`g^u(\tau ,x^u,x^s(\tau ))`$ where $`x^uϵ`$. We use the Taylor formula (5.3) in some $`_j`$,

$$g^u(\tau ,x^u,x^s(\tau ))=g^u(\tau ,0,0)+D_2g^u(\tau ,0,0)x^u+D_3g^u(\tau ,0,0)x^s(\tau )+𝒪(ϵ^2).$$
(5.13)
From Lemma 5.5,

$$D_3g^u(\tau ,0,0)<\mu ,\{D_2g^u(\tau ,0,0)\}^1<\frac{1}{2}.$$
(5.14)
For each fixed $`T`$, if $`\delta `$ is sufficiently small, then

$$g^u(\tau ,0,0)𝒪(\delta ),\tau R.$$
(5.15)
From (5.13),

$$x^u=\{D_2g^u(\tau ,0,0)\}^1\{g^u(\tau ,x^u,x^s(\tau ))g^u(\tau ,0,0)D_3g^u(\tau ,0,0)x^s(\tau )+𝒪(ϵ^2)\}.$$

Then by (5.14) and (5.15), if $`ϵ`$ is small enough and for each $`ϵ`$, $`\delta `$ is sufficiently small,

$$x^u\frac{1}{2}\left(g^u(\tau ,x^u,x^s(\tau ))+\frac{1}{2}ϵ\right).$$

If we take $`x^u=x_1^u(\tau )`$, we have

$$x_1^u(\tau )\frac{3}{4}ϵ.$$
(5.16)
Next we show that $`G:\mathrm{\Gamma }_{ϵ,\gamma }\mathrm{\Gamma }_{ϵ,\gamma }`$.

$$(G\sigma )(\tau _{\mathrm{}})=(\tau _{\mathrm{}},x_1^u(\tau _{\mathrm{}}),x_1^s(\tau _{\mathrm{}})),(\mathrm{}=1,2),$$

where

$`\tau _{\mathrm{}}=f(\tau _{\mathrm{}}^{},x^u(\tau _{\mathrm{}}^{}),x^s(\tau _{\mathrm{}}^{})),`$
$`x_1^s(\tau _{\mathrm{}})=g^s(\tau _{\mathrm{}}^{},x^u(\tau _{\mathrm{}}^{}),x^s(\tau _{\mathrm{}}^{})),`$
$`f(\tau _{\mathrm{}},x_1^u(\tau _{\mathrm{}}),x^s(\tau _{\mathrm{}}))=\tau _{\mathrm{}}^+,`$
$`g^u(\tau _{\mathrm{}},x_1^u(\tau _{\mathrm{}}),x^s(\tau _{\mathrm{}}))=x^u(\tau _{\mathrm{}}^+).`$
We have

$`x_1^s(\tau _1)x_1^s(\tau _2)`$ $`=`$ $`g^s(\tau _1^{},x^u(\tau _1^{}),x^s(\tau _1^{}))g^s(\tau _2^{},x^u(\tau _2^{}),x^s(\tau _2^{}))`$
$``$ $`g^s(\tau _1^{},x^u(\tau _1^{}),x^s(\tau _1^{}))g^s(\tau _2^{},x^u(\tau _1^{}),x^s(\tau _1^{}))`$
$`+g^s(\tau _2^{},x^u(\tau _1^{}),x^s(\tau _1^{}))g^s(\tau _2^{},x^u(\tau _2^{}),x^s(\tau _1^{}))`$
$`+g^s(\tau _2^{},x^u(\tau _2^{}),x^s(\tau _1^{}))g^s(\tau _2^{},x^u(\tau _2^{}),x^s(\tau _2^{}))`$
$``$ $`\mathrm{\Pi }_1^s|\tau _1^{}\tau _2^{}|+\mathrm{\Pi }_2^s\gamma |\tau _1^{}\tau _2^{}|+\mathrm{\Pi }_3^s\gamma |\tau _1^{}\tau _2^{}|,`$
by (5.2). That is,

$$x_1^s(\tau _1)x_1^s(\tau _2)(\mathrm{\Pi }_1^s+\mathrm{\Pi }_2^s\gamma +\mathrm{\Pi }_3^s\gamma )|\tau _1^{}\tau _2^{}|.$$
(5.17)
Next we need to estimate $`|\tau _1^{}\tau _2^{}|`$ in terms of $`|\tau _1\tau _2|`$.

$`|\tau _1\tau _2|`$ $`=`$ $`|f(\tau _1^{},x^u(\tau _1^{}),x^s(\tau _1^{}))f(\tau _2^{},x^u(\tau _2^{}),x^s(\tau _2^{}))|`$ (5.18)
$``$ $`|f(\tau _1^{},x^u(\tau _1^{}),x^s(\tau _1^{}))f(\tau _2^{},x^u(\tau _1^{}),x^s(\tau _1^{}))|`$
$`|f(\tau _2^{},x^u(\tau _1^{}),x^s(\tau _1^{}))f(\tau _2^{},x^u(\tau _2^{}),x^s(\tau _1^{}))|`$
$`|f(\tau _2^{},x^u(\tau _2^{}),x^s(\tau _1^{}))f(\tau _2^{},x^u(\tau _2^{}),x^s(\tau _2^{}))|`$
$``$ $`|f(\tau _1^{},x^u(\tau _1^{}),x^s(\tau _1^{}))f(\tau _2^{},x^u(\tau _1^{}),x^s(\tau _1^{}))|2\mathrm{\Lambda }_1\gamma |\tau _1^{}\tau _2^{}|,`$
where $`\mathrm{\Lambda }_1`$ is defined in (5.7). We consider the map

$$\phi (\tau ^{})=f(\tau ^{},x^u(\tau _1^{}),x^s(\tau _1^{})),\tau _1^{}\text{fixed},$$

which is 1-to-1. Then

$$\tau ^{}=\phi ^1(f(\tau ^{},x^u(\tau _1^{}),x^s(\tau _1^{}))).$$

Thus

$$D\phi ^1(f(\tau ^{},x^u(\tau _1^{}),x^s(\tau _1^{})))=\{D_1f(\tau ^{},x^u(\tau _1^{}),x^s(\tau _1^{}))\}^1.$$

By (5.2),

$$|\tau _1^{}\tau _2^{}|\mathrm{\Lambda }_1|f(\tau _1^{},x^u(\tau _1^{}),x^s(\tau _1^{}))f(\tau _2^{},x^u(\tau _1^{}),x^s(\tau _1^{}))|.$$
(5.19)
Then we have from (5.18) and (5.19),

$$|\tau _1\tau _2|(\mathrm{\Lambda }_1^12\mathrm{\Lambda }_1\gamma )|\tau _1^{}\tau _2^{}|.$$
(5.20)
Thus from (5.17) and (5.20),

$`x_1^s(\tau _1)x_1^s(\tau _2)`$ $``$ $`(\mathrm{\Pi }_1^s+\mathrm{\Pi }_2^s\gamma +\mathrm{\Pi }_3^s\gamma )(\mathrm{\Lambda }_1^12\mathrm{\Lambda }_1\gamma )^1|\tau _1\tau _2|`$ (5.21)
$`=`$ $`{\displaystyle \frac{\mathrm{\Lambda }_1\mathrm{\Pi }_1^s+\mathrm{\Lambda }_1\mathrm{\Pi }_2^s\gamma +\mathrm{\Lambda }_1\mathrm{\Pi }_3^s\gamma }{12\mathrm{\Lambda }_1^2\gamma }}|\tau _1\tau _2|.`$
Then by Lemma 5.5,

$$x_1^s(\tau _1)x_1^s(\tau _2)\frac{\mathrm{\Lambda }_1\mu (1+\gamma )+\frac{1}{2}\gamma }{12\mathrm{\Lambda }_1^2\gamma }|\tau _1\tau _2|.$$
(5.22)
First we choose $`\gamma `$ small enough such that $`12\mathrm{\Lambda }_1^2\gamma >\frac{3}{4}`$. Then for each $`\gamma `$ we choose $`\mu `$ small enough such that

$$\mu <\frac{7}{40}\frac{\gamma }{\mathrm{\Lambda }_1(1+\gamma )}.$$

With these choices, we have

$$x_1^s(\tau _1)x_1^s(\tau _2)<\frac{9}{10}\gamma |\tau _1\tau _2|.$$
(5.23)
Next we estimate $`x_1^u(\tau _1)x_1^u(\tau _2)`$.

$`x^u(\tau _1^+)x^u(\tau _2^+)`$ $`=`$ $`g^u(\tau _1,x_1^u(\tau _1),x^s(\tau _1))g^u(\tau _2,x_1^u(\tau _2),x^s(\tau _2))`$ (5.24)
$``$ $`g^u(\tau _1,x_1^u(\tau _1),x^s(\tau _1))g^u(\tau _1,x_1^u(\tau _2),x^s(\tau _1))`$
$`g^u(\tau _1,x_1^u(\tau _2),x^s(\tau _1))g^u(\tau _2,x_1^u(\tau _2),x^s(\tau _1))`$
$`g^u(\tau _2,x_1^u(\tau _2),x^s(\tau _1))g^u(\tau _2,x_1^u(\tau _2),x^s(\tau _2))`$
$``$ $`g^u(\tau _1,x_1^u(\tau _1),x^s(\tau _1))g^u(\tau _1,x_1^u(\tau _2),x^s(\tau _1))`$
$`\mathrm{\Pi }_1^u|\tau _1\tau _2|\mathrm{\Pi }_3^u\gamma |\tau _1\tau _2|.`$
Notice also that

$$g^u(\tau _1,x_1^u(\tau _1),x^s(\tau _1))g^u(\tau ,x_1^u(\tau _2),x^s(\tau _1))(\widehat{\mathrm{\Pi }}_2^u)^1x_1^u(\tau _1)x_1^u(\tau _2).$$
(5.25)
Thus from (5.24) and (5.25), one has

$`x_1^u(\tau _1)x_1^u(\tau _2)`$ $``$ $`\widehat{\mathrm{\Pi }}_2^u\left[x^u(\tau _1^+)x^u(\tau _2^+)+(\mathrm{\Pi }_1^u+\mathrm{\Pi }_3^u\gamma )|\tau _1\tau _2|\right]`$ (5.26)
$``$ $`\widehat{\mathrm{\Pi }}_2^u[\gamma \tau _1^+\tau _2^+|+(\mathrm{\Pi }_1^u+\mathrm{\Pi }_3^u\gamma )|\tau _1\tau _2|].`$
Next we estimate $`|\tau _1^+\tau _2^+|`$ in terms of $`|\tau _1\tau _2|`$.

$`|\tau _1^+\tau _2^+|`$ $`=`$ $`|f(\tau _1,x_1^u(\tau _1),x^s(\tau _1))f(\tau _2,x_1^u(\tau _2),x^s(\tau _2))|`$ (5.27)
$``$ $`\mathrm{\Lambda }_1(|\tau _1\tau _2|+x_1^u(\tau _1)x_1^u(\tau _2)+\gamma |\tau _1\tau _2|).`$
From (5.26) and (5.27),

$$x_1^u(\tau _1)x_1^u(\tau _2)(1\mathrm{\Lambda }_1\widehat{\mathrm{\Pi }}_2^u\gamma )^1\left[\mathrm{\Lambda }_1\widehat{\mathrm{\Pi }}_2^u(1+\gamma )\gamma +\widehat{\mathrm{\Pi }}_2^u(\mathrm{\Pi }_1^u+\mathrm{\Pi }_3^u\gamma )\right]|\tau _1\tau _2|.$$
(5.28)
By Lemma 5.5,

$$x_1^u(\tau _1)x_1^u(\tau _2)\left(1\frac{1}{2}\gamma \right)^1\left[\frac{1}{2}(1+\gamma )\gamma +\frac{1}{2}\mu (1+\gamma )\right]|\tau _1\tau _2|.$$
(5.29)
First we choose $`\gamma `$ small enough such that $`1\frac{1}{2}\gamma >\frac{15}{16}`$. Then for each $`\gamma `$ we choose $`\mu `$ small enough such that

$$\mu <\frac{3}{16}(1+\gamma )^1\gamma .$$

With these choices, we have

$$x_1^u(\tau _1)x_1^u(\tau _2)<\frac{9}{10}\gamma |\tau _1\tau _2|.$$
(5.30)
The proof of the lemma is completed. $`\mathrm{}`$

###### Lemma 5.7

$`G`$ is a contraction on $`\mathrm{\Gamma }_{ϵ,\gamma }`$ in $`C^0`$ norm.

Proof: Let $`\sigma ^{(\mathrm{})}(\mathrm{}=1,2)`$ be any two sections in $`\mathrm{\Gamma }_{ϵ,\gamma }`$, and let

$$\sigma ^{(\mathrm{})}(\tau )=(\tau ,x^{(u,\mathrm{})}(\tau ),x^{(s,\mathrm{})}(\tau )),(\mathrm{}=1,2).$$

Let

$$(G\sigma ^{(\mathrm{})})(\tau )=(\tau ,x_1^{(u,\mathrm{})}(\tau ),x_1^{(s,\mathrm{})}(\tau )),(\mathrm{}=1,2),$$

where

$`\tau =f(\tau ^{(,\mathrm{})},x^{(u,\mathrm{})}(\tau ^{(,\mathrm{})}),x^{(s,\mathrm{})}(\tau ^{(,\mathrm{})})),(\mathrm{}=1,2),`$
$`x_1^{(s,\mathrm{})}(\tau )=g^s(\tau ^{(,\mathrm{})},x^{(u,\mathrm{})}(\tau ^{(,\mathrm{})}),x^{(s,\mathrm{})}(\tau ^{(,\mathrm{})})),(\mathrm{}=1,2),`$
$`f(\tau ,x_1^{(u,\mathrm{})}(\tau ),x^{(s,\mathrm{})}(\tau ))=\tau ^{(+,\mathrm{})},(\mathrm{}=1,2)`$
$`g^u(\tau ,x_1^{(u,\mathrm{})}(\tau ),x^{(s,\mathrm{})}(\tau ))=x^{(u,\mathrm{})}(\tau ^{(+,\mathrm{})}),(\mathrm{}=1,2).`$
First we estimate $`x_1^{(s,1)}(\tau )x_1^{(s,2)}(\tau )`$.

$`x_1^{(s,1)}(\tau )x_1^{(s,2)}(\tau )`$ (5.31)
$`=`$ $`g^s(\tau ^{(,1)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))g^s(\tau ^{(,2)},x^{(u,2)}(\tau ^{(,2)}),x^{(s,2)}(\tau ^{(,2)}))`$
$``$ $`g^s(\tau ^{(,1)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))g^s(\tau ^{(,2)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))`$
$`+g^s(\tau ^{(,2)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))g^s(\tau ^{(,2)},x^{(u,2)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))`$
$`+g^s(\tau ^{(,2)},x^{(u,2)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))g^s(\tau ^{(,2},x^{(u,2)}(\tau ^{(,2)}),x^{(s,1)}(\tau ^{(,1)}))`$
$`+g^s(\tau ^{(,2)},x^{(u,2)}(\tau ^{(,2)}),x^{(s,1)}(\tau ^{(,1)}))g^s(\tau ^{(,2)},x^{(u,2)}(\tau ^{(,2)}),x^{(s,2)}(\tau ^{(,1)}))`$
$`+g^s(\tau ^{(,2)},x^{(u,2)}(\tau ^{(,2)}),x^{(s,2)}(\tau ^{(,1)}))g^s(\tau ^{(,2)},x^{(u,2)}(\tau ^{(,2)}),x^{(s,2)}(\tau ^{(,2)}))`$
$``$ $`\mathrm{\Pi }_1^s|\tau ^{(,1)}\tau ^{(,2)}|+\mathrm{\Pi }_2^sx^{(u,1)}(\tau ^{(,1)})x^{(u,2)}(\tau ^{(,1)})+\mathrm{\Pi }_2^s\gamma |\tau ^{(,1)}\tau ^{(,2)}|`$
$`+\mathrm{\Pi }_3^sx^{(s,1)}(\tau ^{(,1)})x^{(s,2)}(\tau ^{(,1)})+\mathrm{\Pi }_3^s\gamma |\tau ^{(,1)}\tau ^{(,2)}|`$
$`=`$ $`(\mathrm{\Pi }_1^s+\mathrm{\Pi }_2^s\gamma +\mathrm{\Pi }_3^s\gamma )|\tau ^{(,1)}\tau ^{(,2)}|+\mathrm{\Pi }_2^sx^{(u,1)}(\tau ^{(,1)})x^{(u,2)}(\tau ^{(,1)})`$
$`+\mathrm{\Pi }_3^sx^{(s,1)}(\tau ^{(,1)})x^{(s,2)}(\tau ^{(,1)}).`$
Next we estimate $`|\tau ^{(,1)}\tau ^{(,2)}|`$. Notice that,

$`f(\tau ^{(,1)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))f(\tau ^{(,2)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))`$
$`=`$ $`f(\tau ^{(,2)},x^{(u,2)}(\tau ^{(,2)}),x^{(s,2)}(\tau ^{(,2)}))f(\tau ^{(,2)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)})),`$
where

$`f(\tau ^{(,1)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))f(\tau ^{(,2)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))`$
$`\mathrm{\Lambda }_1^1|\tau ^{(,1)}\tau ^{(,2)}|,`$
and

$`f(\tau ^{(,2)},x^{(u,2)}(\tau ^{(,2)}),x^{(s,2)}(\tau ^{(,2)}))f(\tau ^{(,2)},x^{(u,1)}(\tau ^{(,1)}),x^{(s,1)}(\tau ^{(,1)}))`$
$`\mathrm{\Lambda }_1(2\gamma |\tau ^{(,1)}\tau ^{(,2)}|+x^{(u,1)}(\tau ^{(,1)})x^{(u,2)}(\tau ^{(,1)})`$
$`+x^{(s,1)}(\tau ^{(,1)})x^{(s,2)}(\tau ^{(,1)})).`$
Then

$`|\tau ^{(,1)}\tau ^{(,2)}|`$ $``$ $`{\displaystyle \frac{\mathrm{\Lambda }_1}{\mathrm{\Lambda }_1^12\gamma \mathrm{\Lambda }_1}}[x^{(u,1)}(\tau ^{(,1)})x^{(u,2)}(\tau ^{(,1)})`$ (5.32)
$`+`$ $`x^{(s,1)}(\tau ^{(,1)})x^{(s,2)}(\tau ^{(,1)})].`$
From (5.31) and (5.32),

$$x_1^{(s,1)}(\tau )x_1^{(s,2)}(\tau )c_sx^{(s,1)}(\tau ^{(,1)})x^{(s,2)}(\tau ^{(,1)})+c_ux^{(u,1)}(\tau ^{(,1)})x^{(u,2)}(\tau ^{(,1)}),$$

where

$$c_s=\frac{1}{2}+\frac{\mu (1+\gamma )\mathrm{\Lambda }_1^2+\frac{1}{2}\gamma \mathrm{\Lambda }_1}{12\gamma \mathrm{\Lambda }_1^2},c_u=\mu +\frac{\mu (1+\gamma )\mathrm{\Lambda }_1^2+\frac{1}{2}\gamma \mathrm{\Lambda }_1}{12\gamma \mathrm{\Lambda }_1^2}.$$

If $`\gamma `$ and $`\mu `$ are small enough, then

$$x_1^{(s,1)}(\tau )x_1^{(s,2)}(\tau )\frac{9}{10}\sigma ^{(1)}\sigma ^{(2)}_0.$$
(5.33)
Next we estimate $`x_1^{(u,1)}(\tau )x_1^{(u,2)}(\tau )`$.

$`x^{(u,1)}(\tau ^{(+,1)})x^{(u,2)}(\tau ^{(+,2)})`$
$`=`$ $`g^u(\tau ,x_1^{(u,1)}(\tau ),x^{(s,1)}(\tau ))g^u(\tau ,x_1^{(u,2)}(\tau ),x^{(s,2)}(\tau ))`$
$``$ $`g^u(\tau ,x_1^{(u,1)}(\tau ),x^{(s,1)}(\tau ))g^u(\tau ,x_1^{(u,2)}(\tau ),x^{(s,1)}(\tau ))`$
$`g^u(\tau ,x_1^{(u,2)}(\tau ),x^{(s,1)}(\tau ))g^u(\tau ,x_1^{(u,2)}(\tau ),x^{(s,2)}(\tau ))`$
$``$ $`(\widehat{\mathrm{\Pi }}_2^u)^1x_1^{(u,1)}(\tau )x_1^{(u,2)}(\tau )\mathrm{\Pi }_3^ux^{(s,1)}(\tau )x^{(s,2)}(\tau ).`$
Then

$`x_1^{(u,1)}(\tau )x_1^{(u,2)}(\tau )`$ (5.35)
$``$ $`\widehat{\mathrm{\Pi }}_2^u\left[x^{(u,1)}(\tau ^{(+,1)})x^{(u,2)}(\tau ^{(+,2)})+\mathrm{\Pi }_3^ux^{(s,1)}(\tau )x^{(s,2)}(\tau )\right]`$
$``$ $`\widehat{\mathrm{\Pi }}_2^u[x^{(u,1)}(\tau ^{(+,1)})x^{(u,2)}(\tau ^{(+,1)})+\gamma |\tau ^{(+,1)}\tau ^{(+,2)}|`$
$`+\mathrm{\Pi }_3^ux^{(s,1)}(\tau )x^{(s,2)}(\tau )].`$
Next we estimate $`|\tau ^{(+,1)}\tau ^{(+,2)}|`$.

$`|\tau ^{(+,1)}\tau ^{(+,2)}|`$ $`=`$ $`|f(\tau ,x_1^{(u,1)}(\tau ),x^{(s,1)}(\tau ))f(\tau ,x_1^{(u,2)}(\tau ),x^{(s,2)}(\tau ))|`$ (5.36)
$``$ $`\mathrm{\Lambda }_1\left[x_1^{(u,1)}(\tau )x_1^{(u,2)}(\tau )+x^{(s,1)}(\tau )x^{(s,2)}(\tau )\right].`$
From (5.35) and (5.36),

$`x_1^{(u,1)}(\tau )x_1^{(u,2)}(\tau )`$ $``$ $`{\displaystyle \frac{\widehat{\mathrm{\Pi }}_2^u}{1\gamma \mathrm{\Lambda }_1\widehat{\mathrm{\Pi }}_2^u}}[x^{(u,1)}(\tau ^{(+,1)})x^{(u,2)}(\tau ^{(+,1)})`$
$`+(\mathrm{\Pi }_3^u+\gamma \mathrm{\Lambda }_1)x^{(s,1)}(\tau )x^{(s,2)}(\tau )]`$
$``$ $`{\displaystyle \frac{\frac{1}{2}}{1\frac{1}{2}\gamma }}[x^{(u,1)}(\tau ^{(+,1)})x^{(u,2)}(\tau ^{(+,1)})`$
$`+(\mu +\gamma \mathrm{\Lambda }_1)x^{(s,1)}(\tau )x^{(s,2)}(\tau )].`$
If $`\gamma `$ and $`\mu `$ are small enough, then

$$x_1^{(u,1)}(\tau )x_1^{(u,2)}(\tau )\frac{9}{10}\sigma ^{(1)}\sigma ^{(2)}_{C^0}.$$
(5.37)
By (5.33) and (5.37), we have

$$G\sigma ^{(1)}G\sigma ^{(2)}_{C^0}\frac{9}{10}\sigma ^{(1)}\sigma ^{(2)}_{C^0}.$$
(5.38)
The proof of the lemma is completed. $`\mathrm{}`$

###### Theorem 5.1

The graph transform $`G`$ has a unique fixed point $`\sigma ^{}`$ in $`\mathrm{\Gamma }_{ϵ,\gamma }`$. Graph $`\sigma ^{}`$ is an orbit that $`ϵ`$-shadows the $`\delta `$-pseudo-orbit $`\eta _a`$.

Proof: By Lemmas 5.1, 5.6, and 5.7, $`G`$ has a unique fixed point $`\sigma ^{}`$ in $`\mathrm{\Gamma }_{ϵ,\gamma }`$. Assume that $`\sigma ^{}`$ has the representation

$$\sigma ^{}(\tau )=(\tau ,x^u(\tau ),x^s(\tau )),\tau R.$$

Then

$$(G\sigma ^{})(\tau )=(\tau ,x^u(\tau ),x^s(\tau )),\tau R,$$

where

$`f(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=\tau ,`$ (5.39)
$`g^s(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=x^s(\tau ),`$ (5.40)
$`f(\tau ,x^u(\tau ),x^s(\tau ))=\tau ^+,`$ (5.41)
$`g^u(\tau ,x^u(\tau ),x^s(\tau ))=x^u(\tau ^+).`$ (5.42)
Replacing $`\tau `$ by $`\tau ^{}`$ in (5.41) and (5.42), we have

$`f(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=\tau ,`$ (5.43)
$`g^u(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=x^u(\tau ).`$ (5.44)
From (5.39), (5.40), (5.43), and (5.44), $`(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))\sigma ^{}`$, there exists a unique $`(\tau ,x^u(\tau ),x^s(\tau ))\sigma ^{}`$ such that

$$F^T(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=(\tau ,x^u(\tau ),x^s(\tau )),$$

i.e.

$$F^T(\text{Graph}\sigma ^{})\text{Graph}\sigma ^{};$$

$`(\tau ,x^u(\tau ),x^s(\tau ))\sigma ^{}`$, there exists a unique $`(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))\sigma ^{}`$ such that

$$(\tau ,x^u(\tau ),x^s(\tau ))=F^T(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{})),$$

i.e.

$$\text{Graph}\sigma ^{}F^T(\text{Graph}\sigma ^{}).$$

Thus

$$F^T(\text{Graph}\sigma ^{})=\text{Graph}\sigma ^{}.$$
(5.45)
Let $`\sigma `$ be a section in $`\mathrm{\Gamma }_{ϵ,\gamma }`$ such that

$$F^T(\text{Graph}\sigma )=\text{Graph}\sigma .$$
(5.46)
We denote $`\sigma `$ as

$$\sigma (\tau )=(\tau ,x^u(\tau ),x^s(\tau )),\tau R.$$

Then $`G\sigma `$ is given in (5.1). By (5.46),

$`f(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=\tau ,`$
$`g^s(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))=x_1^s(\tau )=x^s(\tau ),`$
$`f(\widehat{\tau }^{},x_1^u(\widehat{\tau }^{}),x^s(\widehat{\tau }^{}))=\tau =f(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{})),`$ (5.47)
$`g^u(\widehat{\tau }^{},x_1^u(\widehat{\tau }^{}),x^s(\widehat{\tau }^{}))=x^u(\tau )=g^u(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{})).`$ (5.48)
Now we will show that $`\widehat{\tau }^{}=\tau ^{}`$, $`x_1^u(\tau ^{})=x^u(\tau ^{})`$. From (5.48),

$`0=g^u(\widehat{\tau }^{},x_1^u(\widehat{\tau }^{}),x^s(\widehat{\tau }^{}))g^u(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))`$
$`(\widehat{\mathrm{\Pi }}_2^u)^1x_1^u(\tau ^{})x^u(\tau ^{})\mathrm{\Lambda }_1\gamma |\widehat{\tau }^{}\tau ^{}|`$
$`\mathrm{\Pi }_1^u|\widehat{\tau }^{}\tau ^{}|\mathrm{\Pi }_3^u\gamma |\widehat{\tau }^{}\tau ^{}|.`$ (5.49)
From (5.47),

$`0=|f(\widehat{\tau }^{},x_1^u(\widehat{\tau }^{}),x^s(\widehat{\tau }^{}))f(\tau ^{},x^u(\tau ^{}),x^s(\tau ^{}))|`$
$``$ $`\mathrm{\Lambda }_1^1|\widehat{\tau }^{}\tau ^{}|\mathrm{\Lambda }_1(x_1^u(\tau ^{})x^u(\tau ^{})+2\gamma |\widehat{\tau }^{}\tau ^{}|).`$
Then,

$$|\widehat{\tau }^{}\tau ^{}|\frac{\mathrm{\Lambda }_1}{\mathrm{\Lambda }_1^12\gamma \mathrm{\Lambda }_1}x_1^u(\tau ^{})x^u(\tau ^{}).$$
(5.50)
Thus, from (5.49) and (5.50),

$$\left[1\frac{1}{2}\frac{\mathrm{\Lambda }_1\gamma +\mu (1+\gamma )}{\mathrm{\Lambda }_1^12\gamma \mathrm{\Lambda }_1}\right]x_1^u(\tau ^{})x^u(\tau ^{})0.$$
(5.51)
When $`\gamma `$ and $`\mu `$ are sufficiently small, (5.51) implies that

$$x_1^u(\tau ^{})x^u(\tau ^{})=0,$$

which in turn implies that, by (5.50),

$$|\widehat{\tau }^{}\tau ^{}|=0.$$

Thus, $`\sigma `$ is a fixed point of $`G`$. To summarize, we have $`\sigma `$ is a fixed point of $`G`$, i.e. $`G\sigma =\sigma `$, if and only if equation (5.46) holds. For $`t[t_0,t_0]`$, $`t_0>0`$, we define $`F^t(\text{Graph}\sigma ^{})`$ to be the graph of a certain section $`\sigma _t^{}`$. Since $`G\sigma ^{}=\sigma ^{}`$, by (5.12), (5.16), (5.23), and (5.30),

$$\sigma ^{}_{C^0}\frac{9}{10}ϵ,\text{Lip}\{\sigma ^{}\}\frac{9}{10}\gamma .$$

Thus there exists a small $`t_0>0`$, such that

$$\sigma _t^{}_{C^0}ϵ,\text{Lip}\{\sigma _t^{}\}\gamma ,t[t_0,t_0],$$

i.e. $`\sigma _t^{}\mathrm{\Gamma }_{ϵ,\gamma }`$. From (5.45),

$$F^t(\text{Graph}\sigma ^{})=F^tF^T(\text{Graph}\sigma ^{})=F^TF^t(\text{Graph}\sigma ^{}).$$
(5.52)
(5.52) is equivalent to $`G\sigma _t^{}=\sigma _t^{}`$. Then by the uniqueness of the fixed point of $`G`$ in $`\mathrm{\Gamma }_{ϵ,\gamma }`$,

$$\sigma _t^{}=\sigma ^{},t[t_0,t_0].$$

Thus,

$$F^t(\text{Graph}\sigma ^{})=\text{Graph}\sigma ^{},t[t_0,t_0].$$
(5.53)
Iteration of (5.53) leads to

$$F^t(\text{Graph}\sigma ^{})=\text{Graph}\sigma ^{},t(\mathrm{},\mathrm{}).$$

That is, Graph $`\sigma ^{}`$ is an orbit that $`ϵ`$-shadows the $`\delta `$-pseudo-orbit $`\eta _a`$. The proof of the theorem is completed. $`\mathrm{}`$

###### Remark 5.1

As curves, the shadowing orbits are Lipschitz, and can be $`C^k`$ smooth for some $`k>0`$. But this does not mean that the shadowing orbits are Lipschitz in time.

## 6 Chaos

First we will define a return map $`P`$. We will use notations from Section 3. Pick a point $`p_{}`$ on $`S`$, which is $`𝒪(1)`$ away from $`p_c`$ in $`\delta `$. At $`p_{}`$, we set up a transversal section $`\mathrm{\Xi }`$ to $`S`$. For any pseudo-orbit $`\eta _a`$, denote by $`h_{a_0}`$ the portion of the shadowing orbit, that shadows the portion Loop-$`a_0`$ of the pseudo-orbit. Let $`q_a`$ be the first intersection point of $`h_{a_0}`$ with $`\mathrm{\Xi }`$. Let $`\mathrm{\Lambda }`$ be the set consisting of $`q_a`$ for all doubly infinite sequences $`a\mathrm{\Sigma }`$. We define the return map $`P:\mathrm{\Lambda }\mathrm{\Lambda }`$ as follows: For any $`q_a\mathrm{\Lambda }`$, $`P(q_a)=q_{\chi (a)}`$.

###### Theorem 6.1 (Chaos Theorem)

The subset $`\mathrm{\Lambda }\mathrm{\Sigma }`$ is invariant under the return map $`P`$. The action of $`P`$ on $`\mathrm{\Lambda }`$ is topologically conjugate to the action of the shift automorphism $`\chi `$ on $`\mathrm{\Sigma }`$. That is, there exists a homeomorphism $`\varphi :\mathrm{\Sigma }\mathrm{\Lambda }`$ such that the following diagram commutes:

$$\begin{array}{ccc}\mathrm{\Sigma }& \stackrel{\varphi }{}& \mathrm{\Lambda }\\ \chi & & P\\ \mathrm{\Sigma }& \underset{\varphi }{}& \mathrm{\Lambda }\end{array}$$

Proof: The invariance of $`\mathrm{\Lambda }`$ under $`P`$ follows from the definitions of $`\mathrm{\Lambda }`$ and $`P`$. We define $`\varphi :\mathrm{\Sigma }\mathrm{\Lambda }`$ as follows: For any $`a\mathrm{\Sigma }`$, $`\varphi (a)=q_a`$. It is straightforward to show that $`\varphi `$ is a homeomorphism, and $`P`$ and $`\chi `$ are topologically conjugate. $`\mathrm{}`$

## 7 An Example: A Derivative Nonlinear Schrödinger Equation

Consider the derivative nonlinear Schrödinger equation,

$$iq_t=q_{xx}+2|q|^2q+iϵ\left[(\frac{9}{16}|q|^2)q+\mu |\widehat{}_xq|^2\overline{q}\right],$$
(7.1)
where $`q`$ is a complex-valued function of two real variables $`t`$ and $`x`$, $`ϵ>0`$ is the perturbation parameter, $`\mu `$ is a real constant, and $`\widehat{}_x`$ is a bounded Fourier multiplier,

$$\widehat{}_xq=\underset{k=1}{\overset{K}{}}k\stackrel{~}{q}_k\mathrm{sin}kx,\text{for}q=\underset{k=0}{\overset{\mathrm{}}{}}\stackrel{~}{q}_k\mathrm{cos}kx,$$

and some fixed $`K`$ (cf: ). Periodic boundary condition and even constraint are imposed,

$$q(t,x+2\pi )=q(t,x),q(t,x)=q(t,x).$$

###### Theorem 7.1 (Transversal Homoclinic Orbit Theorem)

There exists a $`ϵ_0>0`$, such that for any $`ϵ(0,ϵ_0)`$, and $`|\mu |>5.8`$, there exist two transversal homoclinic orbits asymptotic to the limit cycle $`q_c=\frac{3}{4}\mathrm{exp}\{i[\frac{9}{8}t+\gamma ]\}`$.

Proof: Denote by $`q_c`$ the limit cycle,

$$q_c=\frac{3}{4}\mathrm{exp}\{i[\frac{9}{8}t+\gamma ]\}.$$

The eigenvalue of this limit cycle is,

$$\lambda =ϵ\frac{9}{16}\pm \sqrt{k^2(\frac{9}{4}k^2)+ϵ^2\left(\frac{3}{4}\right)^4},\text{for}k=0,1,\mathrm{}.$$

There is only one unstable mode. The same argument as in   shows that the size of the stable manifold of the limit cycle is $`𝒪(\sqrt{ϵ})`$. Also the same argument as in    shows that the Fenichel’s persistent invaraint manifold theorem and fiber theorem are true. As a result, there exist codimension 1 center-stable and center-unstable manifolds, codimension 2 center manifold, together with stable and unstable fibrations. Thus if the Melnikov measurement is successful, that is, there exists an orbit in the intersection of the unstable manifold of the limit cycle and the center-stable manifold, then the orbit will be a homoclinic orbit asymptotic to the limit cycle, due to the fact that the size of the stable manifold of the limit cycle is $`𝒪(\sqrt{ϵ})`$. The Melnikov function is given as,

$`M`$ $`=`$ $`{\displaystyle _{\mathrm{}}^{\mathrm{}}}{\displaystyle _0^{2\pi }}\{{\displaystyle \frac{\delta F_1}{\delta q}}[({\displaystyle \frac{9}{16}}|q|^2)q+\mu |\widehat{}_xq|^2\overline{q}]`$
$`+`$ $`{\displaystyle \frac{\delta F_1}{\delta \overline{q}}}[({\displaystyle \frac{9}{16}}|q|^2)\overline{q}+\mu |\widehat{}_xq|^2q]\}dxd\tau ,`$
where $`F_1`$ is defined in  ,

$$\left(\begin{array}{c}\frac{\delta F_1}{\delta q}\\ \frac{\delta F_1}{\delta \overline{q}}\end{array}\right)(|u_1|^2+|u_2|^2)^2\left(\begin{array}{c}\overline{q_c}\overline{u_1}^{2}\\ q_c\overline{u_2}^{2}\end{array}\right),$$

and

$`u_1`$ $`=`$ $`\mathrm{cosh}{\displaystyle \frac{\tau }{2}}\mathrm{cos}zi\mathrm{sinh}{\displaystyle \frac{\tau }{2}}\mathrm{sin}z,`$
$`u_2`$ $`=`$ $`\mathrm{sinh}{\displaystyle \frac{\tau }{2}}\mathrm{cos}(z\vartheta _0)+i\mathrm{cosh}{\displaystyle \frac{\tau }{2}}\mathrm{sin}(z\vartheta _0),`$
and

$`q`$ $`=`$ $`q_c\left[1+\mathrm{sin}\vartheta _0\text{sech}\tau \mathrm{cos}x\right]^1`$
$`\left[\mathrm{cos}2\vartheta _0i\mathrm{sin}2\vartheta _0\mathrm{tanh}\tau \mathrm{sin}\vartheta _0\text{sech}\tau \mathrm{cos}x\right]`$
$$\tau =\frac{\sqrt{5}}{2}t\rho ,\vartheta _0=\mathrm{arctan}\frac{\sqrt{5}}{2},z=\frac{x}{2}+\frac{1}{2}(\mathrm{arctan}\frac{\sqrt{5}}{2}\frac{\pi }{2}),$$

where $`\rho `$ is the Bäcklund parameter. $`q_c`$ can be rewritten as

$$q_c=\frac{3}{4}\mathrm{exp}\{i[\frac{9}{4\sqrt{5}}\tau \stackrel{~}{\gamma }]\},$$

where

$$\stackrel{~}{\gamma }=(\gamma +\frac{9}{4\sqrt{5}}\rho ).$$

The solutions for $`M=0`$ are given by,

$$\mathrm{cos}2\stackrel{~}{\gamma }=\frac{5.8}{\mu }.$$

This completes the proof. $`\mathrm{}`$

###### Theorem 7.2 (Chaos Theorem)

There exists a $`ϵ_0>0`$, such that for any $`ϵ(0,ϵ_0)`$, and $`|\mu |>5.8`$, Theorem 6.1 holds for the derivative nonlinear Schrödinger equation (7.1).

Proof: Arguments as in  show that the transversal homoclinic orbit is a classical solution. Thus, Assumption (A1) is valid. Assumption (A2) follows from the standard arguments in   . Since the perturbation in (7.1) is bounded, Assumption (A3) follows from standard arguments. $`\mathrm{}`$

## 8 Appendix: Chaos in Non-Autonomous Perturbed Soliton Equations

Consider the periodically perturbed sine-Gordon equation,

$$u_{tt}=c^2u_{xx}+\mathrm{sin}u+ϵ[au_t+u^3\chi (u)\mathrm{cos}t],$$
(8.1)
where

$$\chi (u)=\{\begin{array}{cc}1,\hfill & uM,\hfill \\ 0,\hfill & u2M,\hfill \end{array}$$

for $`M<u<2M`$, $`\chi (u)`$ is a smooth bump function (see Figure 8.1), under odd periodic boundary condition,

$$u(x+2\pi ,t)=u(x,t),u(x,t)=u(x,t),$$

$`\frac{1}{4}<c^2<1`$, $`a>0`$, $`ϵ`$ is a small perturbation parameter.

###### Theorem 8.1 (, )

There exists an interval $`IR^+`$ such that for any $`aI`$, there exists a transversal homoclinic orbit $`u=\xi (x,t)`$ asymptotic to $`0`$ in $`H^1`$.

Denote by $`P`$ the time-$`2\pi `$ Poincaré map of the system (8.1). Then $`P`$ is a $`C^2`$-diffeomorphism on $`H^1`$  (and references thereof). Under $`P`$, the transversal homoclinic orbit $`u=\xi (x,t)`$ changes into the transversal homoclinic orbit $`\{\xi _j(x)\}_{jZ}`$ asymptotic to $`0`$. Using shadowing lemma, Bernoulli shift dynamics can be established in the neighborhood of the transversal homoclinic orbit. This has been done by H. Steinlein and H. O. Walther  and D. Henry  in infinite dimensions. The theorem stated specifically for the perturbed sine-Gordon system (8.1) can be described as follows.

###### Definition 7

Denote by $`\mathrm{\Sigma }_m(m2)`$ the set of doubly infinite sequences

$$k=(\mathrm{},k_1,k_0,k_1,\mathrm{})$$

where $`k_j\{1,2,\mathrm{},m\}`$. So $`\mathrm{\Sigma }_m=\{1,2,\mathrm{},m\}^Z`$.

We give the set $`\{1,2,\mathrm{},m\}`$ the discrete topology and $`\mathrm{\Sigma }_m`$ the product topology. The Bernoulli shift $`\beta :\mathrm{\Sigma }_m\mathrm{\Sigma }_m`$ is the homeomorphism defined by

$$[\beta (k)]_j=k_{j+1}.$$

###### Theorem 8.2

There is an integer $`\mathrm{}`$ and a homeomorphism $`\varphi `$ of $`\mathrm{\Sigma }_m`$ onto a compact Cantor subset $`\mathrm{\Lambda }`$ of $`H^1`$. $`\mathrm{\Lambda }`$ is invariant under the time-$`2\pi `$ Poincaré map $`P`$ of the perturbed sine-Gordon equation (8.1). The action of $`P^{\mathrm{}}`$ on $`\mathrm{\Lambda }`$ is topologically conjugate to the action of $`\beta `$ on $`\mathrm{\Sigma }_m:P^{\mathrm{}}\varphi =\varphi \beta `$. That is, the following diagram commutes:

$$\begin{array}{ccc}\mathrm{\Sigma }_m& \stackrel{\varphi }{}& \mathrm{\Lambda }\\ \beta & & P\\ \mathrm{\Sigma }_m& \underset{\varphi }{}& \mathrm{\Lambda }\end{array}$$

###### Remark 8.1

In finite dimensions, this theorem was proved by K. Palmer using shadowing lemmas . This is the well-known Smale horseshoe theorem . See also related works . In infinite dimensions, the above theorem was proved by H. Steinlein and H.O. Walther  and D. Henry . See also related works .