Introduction to data assimilation 

Existence and unicity of solution

A very well known simple dynamical systems is provided by the linear oscillator whose equations are

This can be rewrited under the form

where And more generally, by introducing we have

In the equation

can be view as a field of vectors as shown on the following picture

And from a point, there

exists one and only one

trajectory so that the

velocity of   is related by

the differential equation

Phase space

The phase space denotes the space where is living.

Q: Why is it interesting to consider this particular space?

A: Because interesting tools then exists!

For instance, the energy method:

Consider the quantity

Its time derivative is given for the linear oscillator as

Can you explain what does it means?

This means that the energy introduced is the distance between the origin of the phase-space . The conservation

implies that the motion of the point is circular!

Note

We have use new tools from geometry to tackle the bihaviour of the dynamics! This is what is new thanks to the phase-space representation.

Dynamical systems

A dynamical systems is defined by a dynamics

where there exists one and only one solution for each initial condition of the phase space.

The existence and the unicity of solution is provided thanks to the Cauchy-Lipschitz theorem

FundamentalCauchy-Lipschitz theorem

We assume that the system is such that is continuous and Lipshtzien in  that is

with  in an open set of Then, there exists one and only one solution of initial condition .

The condition is a regularity assumption that exclude singular vector fields.

Flow associated to a dynamical system

The flow associated to is the application  such that  is the only solution of initial state .

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