In mathematics, a dynamical system is a system in which a function describes the time dependence of a point in an ambient space, such as in a parametric curve. Examples include the mathematical models that describe the swinging of a clock pendulum, the flow of water in a pipe, the random motion of particles in the air, and the number of fish each springtime in a lake. The most general definition unifies several concepts in mathematics such as ordinary differential equations and ergodic theory by allowing different choices of the space and how time is measured.
Dynamical systems theory is an area of mathematics used to describe the behavior of complex dynamical systems, usually by employing differential equations or difference equations. When differential equations are employed, the theory is called continuous dynamical systems. From a physical point of view, continuous dynamical systems is a generalization of classical mechanics, a generalization where the equations of motion are postulated directly and are not constrained to be Euler–Lagrange equations of a least action principle.
Various types of stability may be discussed for the solutions of differential equations or difference equations describing dynamical systems. The most important type is that concerning the stability of solutions near to a point of equilibrium. This may be discussed by the theory of Aleksandr Lyapunov. In simple terms, if the solutions that start out near an equilibrium point stay near forever, then is Lyapunov stable. More strongly, if is Lyapunov stable and all solutions that start out near converge to , then is said to be asymptotically stable (see asymptotic analysis).
In the mathematical theory of bifurcations, a Hopf bifurcation is a critical point where, as a parameter changes, a system's stability switches and a periodic solution arises. More accurately, it is a local bifurcation in which a fixed point of a dynamical system loses stability, as a pair of complex conjugate eigenvalues—of the linearization around the fixed point—crosses the complex plane imaginary axis as a parameter crosses a threshold value.
A dissipative system is a thermodynamically open system which is operating out of, and often far from, thermodynamic equilibrium in an environment with which it exchanges energy and matter. A tornado may be thought of as a dissipative system. Dissipative systems stand in contrast to conservative systems. A dissipative structure is a dissipative system that has a dynamical regime that is in some sense in a reproducible steady state. This reproducible steady state may be reached by natural evolution of the system, by artifice, or by a combination of these two.