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Asymptotic Dynamics of Hamiltonian Polymatrix Replicators

Hassan Najafi Alishah Departamento de Matemática, Instituto de Ciências Exatas
Universidade Federal de Minas Gerais
31123-970 Belo Horizonte
MG - Brazil
halishah@mat.ufmg.br
Pedro Duarte Departamento de Matemática and CMAF
Faculdade de Ciências
Universidade de Lisboa
Campo Grande, Edificio C6, Piso 2
1749-016 Lisboa, Portugal
pduarte@fc.ul.pt
 and  Telmo Peixe ISEG-Lisbon School of Economics & Management
Universidade de Lisboa
REM-Research in Economics and Mathematics
CEMAPRE-Centro de Matemática Aplicada à Previsão e Decisão Económica
Lisboa, Portugal.
telmop@iseg.ulisboa.pt
(Date: June 23, 2025)
Abstract.

In a previous paper [ADP2020] we have studied flows defined on polytopes, presenting a new method to encapsulate its asymptotic dynamics along the edge-vertex heteroclinic network. These results apply to the class of polymatrix replicator systems, which contains several important models in Evolutionary Game Theory. Here we establish the Hamiltonian character of the asymptotic dynamics of Hamiltonian polymatrix replicators.

Key words and phrases:
Hamiltonian polymatrix replicator system, Poisson structure, Poincaré map, Asymptotic dynamics, Heteroclinic network.
2010 Mathematics Subject Classification:
34D05, 37J06, 37J46, 53D17, 91A22

1. Introduction

A new method to study the asymptotic dynamics of flows defined on polytopes was presented in [ADP2020]. This method allows us to analyze the asymptotic dynamics of flows defined on polytopes along the edge-vertex heteroclinic network. Examples of such dynamical systems arise naturally in the context of Evolutionary Game Theory (EGT) developed by J. Maynard Smith and G. R. Price [smith1973logic].

One such example is the polymatrix replicator, introduced in [AD2015, ADP2015]. This is a system of ordinary differential equations that models the time evolution of behavioral strategies of individuals in a stratified population.

The polymatrix replicator induces a flow on a prism (simple polytope) given by a finite product of simplices. These systems extend the class of the replicator and the bimatrix replicator equations studied e.g. in [TJ1978] and [schuster1981coyness, schuster1981selfregulation], respectively.

In [AD2015] the authors have introduced the subclass of conservative polymatrix replicators (see Definition 4.4) which are Hamiltonian systems with respect to appropriate Poisson structures. In [ADP2015] these Hamiltonian polymatrix replicators are used to describe the asymptotic dynamics of the larger class of dissipative polymatrix replicators.

For Hamiltonian vector fields on symplectic manifolds it is well known that the Poincaré map preserves the induced symplectic structure on any transversal section. In this paper we extend this fact to Hamiltonian systems on Poisson manifolds, showing that any transversal section inherits a Poisson structure and the Poincaré map preserves it. Using this result we study the Hamiltonian character of the asymptotic dynamics of conservative polymatrix replicators along their edge-vertex heteroclinic network. Our main result states that for conservative polymatrix replicators the map describing the asymptotic dynamics is Hamiltonian with respect to an appropriate Poisson structure (Theorem 6.17).

The paper is organized as follows. In Section 2 we recall the method in [ADP2020], outlining the construction of the asymptotic dynamics for a large class of flows on polytopes that includes the polymatrix replicators. In Section 3 we define Poincaré maps for Hamiltonian systems on Poisson manifolds. In Section 4 we provide a short introduction to polymatrix replicators, following [AD2015]. Namely, we state the basic definitions and results for the class of conservative polymatrix replicators, that we also designate as Hamiltonian polymatrix replicators. In Section 5 we review the main definitions and results for the polymatrix replicator systems regarding the construction outlined in Section 2. In Section 6 we analyze the Hamiltonian character of Poincaré maps in the case of Hamiltonian polymatrix replicators. Finally, in Section 7 we present an example of a five-dimensional Hamiltonian polymatrix replicator to illustrate the main concepts and results of this paper. The graphics of this section were produced with Wolfram Mathematica and Geogebra software.

2. Outline of the construction

We now outline the construction of the asymptotic dynamics for a large class of flows on polytopes that includes the polymatrix replicators. A polytope is a compact convex set in some Euclidean space obtained as the intersection of finitely many half-spaces. A polytope is called simple if the number of edges (or facets) incident with each vertex equals the polytope’s dimension. The phase space of polymatrix replicators, that are prisms given by a finite product of simplices, are examples of simple polytopes. In [ADP2020] we consider analytic vector fields defined on simple polytopes which have the property of being tangent to every face of the polytope. Such vector fields induce complete flows on the polytope which leave all faces invariant. Vertices of the polytope are singularities of the vector field, while edges without singularities, called flowing edges, consist of single orbits flowing between two end-point vertices. The vertices and flowing edges form a heteroclinic network of the vector field. The purpose of this construction is to analyze the asymptotic dynamics of the vector field along this one-dimensional skeleton. Throughout the text we assume that every vector field is non-degenerate. This means that the transversal derivative of the vector field is never identically zero along any facet of the polytope.

The analysis of the vector field’s dynamics along its edge-vertex heteroclinic network makes use of Poincaré maps between cross sections tranversal to the flowing edges. Any Poincaré map along a heteroclinic or homoclinic orbit is a composition of two types of maps, global and local Poincaré maps. A global map, denoted by PγP_{\gamma}, is defined in a tubular neighborhood of any flowing-edge γ\gamma. It maps points between two cross sections Σγ\Sigma_{\gamma}^{-} and Σγ+\Sigma_{\gamma}^{+} transversal to the flow along the edge γ\gamma. A local map, denoted by PvP_{v}, is defined in a neighborhood of any vertex vv. For any pair of flowing-edges γ,γ\gamma,\gamma^{\prime} such that vv is both the ending point of γ\gamma^{\prime} and the starting point of γ\gamma, the local map PvP_{v} takes points from Σγ+\Sigma_{\gamma^{\prime}}^{+} to Σγ\Sigma_{\gamma}^{-} (see Figure 1).

Refer to caption
Figure 1. Local and global Poincaré maps along a heteroclinic orbit.

Asymptotically, the nonlinear character of the global Poincaré maps fade away as we approach a heteroclinic orbit. This means that these non-linearities are irrelevant for the asymptotic analysis. For regular111The reader should bare in mind that the concept of regularity used here (Definition 5.6) is more restrictive then the one in [ADP2020, Definition 6.36.3]. vector fields, the skeleton character at a vertex, defined as the set of eigenvalues of the tangent map along the edge eigen-directions, completely determines the asymptotic behavior of the local Poincaré map at that vertex.

Refer to caption
Figure 2. Dual cone of a triangle in F{\mathbb{R}}^{F}.

To describe the limit dynamical behavior we introduce the dual cone of a polytope where the asymptotic piecewise linear dynamics unfolds. This space lies inside F{\mathbb{R}}^{F}, where FF is the set of the polytope’s facets. The dual cone of a dd-dimensional simple polytope Γ\Gamma is the union

𝒞(Γ):=vVΠv,{\cal C}^{\ast}(\Gamma):=\bigcup_{v\in V}\Pi_{v}\;,

where for each vertex vv, Πv\Pi_{v} is the dd-dimensional sector consisting of points yFy\in{\mathbb{R}}^{F} with non-negative coordinates such that yσ=0y_{\sigma}=0 for every facet that does not contain vv. See Figure 2.

Given a vector field XX on a dd-dimensional polytope Γd\Gamma\subset{\mathbb{R}}^{d}, we now describe a rescaling change of coordinates ΨϵX\Psi_{\epsilon}^{X}, depending on a blow up parameter ϵ\epsilon. See Figure 3.

Refer to caption
Figure 3. Asymptotic linearisation on the dual cone. The left image represents an orbit on the simplex Δ2\Delta^{2} and the right one the corresponding (nearly) piecewise linear image under the map ΨϵX\Psi_{\epsilon}^{X} on the dual cone.

This change of coordinates maps tubular neighborhoods of edges and vertices to the dual cone 𝒞(Γ){\cal C}^{\ast}(\Gamma). For instance, the tubular neighborhood NvN_{v} of a vertex vv is defined as follows. Consider a system (x1,,xd)(x_{1},\ldots,x_{d}) of affine coordinates around vv, which assigns coordinates (0,,0)(0,\ldots,0) to vv and such that the hyperplanes xj=0x_{j}=0 are precisely the facets of the polytope through vv. Then NvN_{v} is defined by

Nv:={pΓd:0xj(p)1 for  1jd}.N_{v}:=\{p\in\Gamma^{d}\colon 0\leq x_{j}(p)\leq 1\,\text{ for }\,1\leq j\leq d\}.

The sets {xj=0}Nv\{x_{j}=0\}\cap N_{v} are called the outer facets of NvN_{v}. The remaining facets of NvN_{v}, defined by equations like xi=1x_{i}=1, are called the inner facets of NvN_{v}. The previous cross sections Σγ±\Sigma_{\gamma}^{\pm} can be chosen to match these inner facets of the neighborhoods NvN_{v}.

The rescaling change of coordinates ΨϵX\Psi^{X}_{\epsilon} maps NvN_{v} to the sector Πv\Pi_{v}. Enumerating FF so that the facets through vv are precisely σ1,,σd\sigma_{1},\ldots,\sigma_{d}, the map ΨϵX\Psi^{X}_{\epsilon} is defined on the neighborhood NvN_{v} by

ΨϵX(q):=(ϵ2logx1(q),,ϵ2logxd(q),0,,0).\Psi^{X}_{\epsilon}(q):=(-\epsilon^{2}\,\log x_{1}(q),\ldots,-\epsilon^{2}\,\log x_{d}(q),0,\ldots,0).

Similarly, given an edge γ\gamma, ΨϵX\Psi^{X}_{\epsilon} maps a tubular neighborhood NγN_{\gamma} of γ\gamma to the facet sector Πγ:=ΠvΠv\Pi_{\gamma}:=\Pi_{v}\cap\Pi_{v^{\prime}} of Πv\Pi_{v} where vv^{\prime} is the other end-point of γ\gamma. The map ΨϵX\Psi^{X}_{\epsilon} sends interior facets of NvN_{v} and NγN_{\gamma} respectively to boundary facets of Πv\Pi_{v} and Πγ\Pi_{\gamma} while it maps outer facets of NvN_{v} and NγN_{\gamma} to infinity. As the rescaling parameter ϵ\epsilon tends to 0, the rescaled push-forward ϵ2(ΨϵX)X\epsilon^{-2}\,(\Psi^{X}_{\epsilon})_{\ast}X of the vector field XX converges to a constant vector field χv\chi^{v} on each sector Πv\Pi_{v}. This means that asymptotically, as ϵ0\epsilon\to 0, trajectories become lines in the coordinates (yσ)σF=ΨϵX(y_{\sigma})_{\sigma\in F}=\Psi^{X}_{\epsilon}. Given a flowing-edge γ\gamma between vertices vv and vv^{\prime}, the map ΨϵX\Psi^{X}_{\epsilon} over NγN_{\gamma} depends only on the coordinates transversal to γ\gamma. Moreover, as ϵ0\epsilon\to 0 the global Poincaré map PγP_{\gamma} converges to the identity map in the coordinates (yσ)σF=ΨϵX(y_{\sigma})_{\sigma\in F}=\Psi^{X}_{\epsilon}. Hence the sector Πγ\Pi_{\gamma} is naturally identified as the common facet between the sectors Πv\Pi_{v} and Πv\Pi_{v^{\prime}}. Hence the asymptotic dynamics along the edge-vertex heteroclinic network is completely determined by the vector field’s geometry at the vertex singularities and can be described by a piecewise constant vector field χ\chi on the dual cone, whose components are precisely those of the skeleton character of XX. We refer to this piecewise constant vector field as the skeleton vector field of XX. This vector field χ\chi induces a piecewise linear flow on the dual cone whose dynamics can be computationally explored.

We use Poincaré maps for a global analysis of the asymptotic dynamics of the flow of XX. We consider a subset SS of flowing-edges with the property that every heteroclinic cycle goes through at least one edge in SS. Such sets are called structural sets. The flow of XX induces a Poincaré map PSP_{S} on the system of cross sections ΣS:=γSΣγ+\Sigma_{S}:=\cup_{\gamma\in S}\Sigma^{+}_{\gamma}. Each branch of the Poincaré map PSP_{S} is associated with a heteroclinic path starting with an edge in SS and ending at its first return to another edge in SS. These heteroclinic paths are the branches of SS. The flow of the skeleton vector field χ\chi also induces a first return map πS:DSΠSΠS\pi_{S}:D_{S}\subset\Pi_{S}\to\Pi_{S} on the system of cross sections ΠS:=γSΠγ\Pi_{S}:=\cup_{\gamma\in S}\Pi_{\gamma}. This map πS\pi_{S}, called the skeleton flow map, is piecewise linear and its domain is a finite union of open convex cones. In some cases, see Proposition 5.18, the map πS\pi_{S} becomes a closed dynamical system.

We can now recall the main result in [ADP2020], Theorem 5.20 below, which says that under the rescaling change of coordinates ΨϵX\Psi^{X}_{\epsilon}, the Poincaré map PSP_{S} converges in the CC^{\infty} topology to the skeleton flow map πS\pi_{S}, in the sense that the following limit holds

limϵ0ΨϵXPS(ΨϵX)1=πS\lim_{\epsilon\to 0}\Psi^{X}_{\epsilon}\circ P_{S}\circ(\Psi^{X}_{\epsilon})^{-1}=\pi_{S}

with uniform convergence of the map and its derivatives over any compact set contained in the domain DSΠSD_{S}\subset\Pi_{S}.

Consider now, for each facet σ\sigma of the polytope, an affine function dqxσ(q){\mathbb{R}}^{d}\ni q\mapsto x_{\sigma}(q)\in{\mathbb{R}} which vanishes on σ\sigma and is strictly positive on the rest of the polytope. With this family of affine functions we can present the polytope as Γd=σF{xσ0}\Gamma^{d}=\cap_{\sigma\in F}\{x_{\sigma}\geq 0\}. Any function function h:int(Γd)h:{\rm int}(\Gamma^{d})\to{\mathbb{R}} of the form

h(q)=σFcσlogxσ(q)(cσ)h(q)=\sum_{\sigma\in F}c_{\sigma}\,\log x_{\sigma}(q)\quad(c_{\sigma}\in{\mathbb{R}})

rescales to the following piecewise linear function on the dual cone

η(y):=σFcσyσ\eta(y):=\sum_{\sigma\in F}c_{\sigma}\,y_{\sigma}

in the sense that η=limϵ0ϵ2(h(ΨϵX)1)\eta=\lim_{\epsilon\to 0}\epsilon^{-2}\,(h\circ(\Psi^{X}_{\epsilon})^{-1}). When all coefficients cσc_{\sigma} have the same sign then η\eta is a proper function on the dual cone and all levels of η\eta are compact sets. If the function hh is invariant under the flow of XX, i.e. hPS=hh\circ P_{S}=h, then the piecewise linear function η\eta is also invariant under the skeleton flow, i.e. ηπS=η\eta\circ\pi_{S}=\eta. Thus integrals of motion (of vector fields on polytopes) of the previous form give rise to (asymptotic) piecewise linear integrals of motion for the skeleton flow.

3. Poisson Poincaré maps

In this section we will define Poincaré map for Hamiltonian systems on Poisson manifolds. For Hamiltonian vector fields on symplectic manifolds it is well known that the Poincaré map preserves the induced symplectic structure on any transversal section (see [MR2554208]*Theorem 1.8.). We extend this fact to Hamiltonian systems on Poisson manifolds, showing that any transversal section inherits a Poisson structure and the Poincaré map preserves this structure.

A Poisson manifold is a pair (M,π)(M,\pi) where MM is a smooth manifold without boundary and π{\pi} a Poisson structure on MM. Recall that a Poisson structure is a smooth bivector field π{\pi} with the property that [π,π]=0[{\pi},{\pi}]=0, where [,][\cdot,\cdot] is the Schouten bracket (cf. e.g. [MR2178041]). The bivector field π\pi defines a vector bundle map

π:TMTMbyξπ(ξ,.).\pi^{\sharp}\colon T^{\ast}M\rightarrow TM\quad\mbox{by}\quad\xi\to{\pi}(\xi,.). (3.1)

The image of this map is an integrable singular distribution which integrates to a symplectic foliation, i.e., a foliation whose leaves have a symplectic structure induced by the Poisson structure.

Notice that a Poisson structure can also be defined as a Lie bracket {,}\{\cdot,\cdot\} on C(M)×C(M)C^{\infty}(M)\times C^{\infty}(M) satisfying the Leibniz rule

{f,gh}={f,g}h+g{f,h},f,g,hC(M).\{f,gh\}=\{f,g\}h+g\{f,h\},\qquad f,g,h\in C^{\infty}(M).

These two descriptions are related by π(df,dg)={f,g}{\pi}(\mathrm{d}f,\mathrm{d}g)=\{f,g\}. In a local coordinate chart (U,x1,..,xn)(U,x_{1},..,x_{n}), or equivalently when M=nM={\mathbb{R}}^{n}, a Poisson bracket takes the form

{f,g}(x)=(dxf)t[πij(x)]ijdxg,\{f,g\}(x)=(\mathrm{d}_{x}f)^{t}\left[\,{\pi_{ij}(x)}\right]_{{ij}}\mathrm{d}_{x}g,

where π(x)=[πij(x)]ij=[{xi,xj}(x)]ij\pi(x)=\left[\,{\pi_{ij}(x)}\right]_{{ij}}=\left[\,{\{x_{i},x_{j}\}(x)}\right]_{{ij}} is a skew symmetric matrix valued smooth function satisfying

l=1nπijxlπlk+πjkxlπli+πkixlπlj=0i,j,k.\sum_{l=1}^{n}\frac{\partial\pi_{ij}}{\partial x_{l}}\pi_{lk}+\frac{\partial\pi_{jk}}{\partial x_{l}}\pi_{li}+\frac{\partial\pi_{ki}}{\partial x_{l}}\pi_{lj}=0\quad\quad\forall i,j,k\;.
Definition 3.1.

Let (M,{,}M)(M,\{,\}_{M}) and (N,{.,.}N)(N,\{.,.\}_{N}) be two Poisson manifolds. A smooth map ψ:MN\psi:M\to N will be called a Poisson map iff

{fψ,hψ}M={f,h}Nψf,hC(N).\{f\circ\psi,h\circ\psi\}_{M}=\{f,h\}_{N}\circ\psi\quad\forall f,h\in C^{\infty}(N). (3.2)

Using the map π\pi^{\sharp}, defined in (3.1), this condition reads as

(dψ)πM(dψ)=πNψ,(d\psi)\pi_{M}^{\sharp}(d\psi)^{\ast}=\pi_{N}^{\sharp}\circ\psi, (3.3)

where we use the notation (dψ)(d\psi)^{\ast} to denote the adjoint operator of dψd\psi. Notice that, if dψd\psi is the Jacobian matrix of ψ\psi in local coordinates, then the matrix representative of the pullback will be (dψ)t(d\psi)^{t}.

Remark 3.2.

When ψ\psi is a diffeomorphism and only one of the manifolds MM or NN is Poisson manifold, Definition 3.1 can be used to push-forward or pullback the Poisson structure to the other manifold.

Definition 3.3.

Let (M,π)(M,\pi) be a Poisson manifold. The Hamiltonian vector field associated to a given function H:MH:M\to\mathbb{R} is defined by derivation XH(f):={H,f}X_{H}(f):=\{H,f\}   for fC(M)f\in C^{\infty}(M), or equivalently XH:=π(dH)X_{H}:=\pi^{\sharp}(dH).

As in the symplectic case, to define the Poincaré map we will consider the traversal sections inside the level set of the Hamiltonian. We will show that such a transversal section is a cosymplectic submanifolds of the ambient Poisson manifold and naturally inherits a Poisson structure. For more details on cosymplectic submanifolds see [CALVO2010259]*Section 5.15.1.

Definition 3.4.

N(M,π)N\subset(M,\pi) is a cosymplectic submanifold if it is the level set of second class constraints i.e., N=i=12kGi1(0)N=\cap_{i=1}^{2k}G_{i}^{-1}(0) where {G1,,G2k}\{G_{1},...,G_{2k}\} are functions such that [{Gi,Gj}(x)]i,j[\{G_{i},G_{j}\}(x)]_{i,j} is an invertible matrix at all points xNx\in N.

Remark 3.5.

A constraint is called first class if it Poisson commutes with other constraints of the system. Sometimes, in the literature, a constraint that has non-zero Poisson bracket with at least one other constraint of the system is called a second class constraint. Definition 3.4 demands a stronger condition, but the cosymplectic submanifolds that we will use have codimension 22, where having non-zero Poisson bracket with the other constraint is the same as [{Gi,Gj}(x)]i,j=1,2[\{G_{i},G_{j}\}(x)]_{i,j=1,2} being an invertible matrix.

Every, cosympletic submanifold is naturally equipped with a Poisson bracket called Dirac bracket. Paul Dirac, [paul-dirac-book], developed this bracket to treat classical systems with second class constraints in Hamiltonian mechanics.

Definition 3.6.

For cosymplectic submanifold N(M,π)N\subset(M,\pi), let

G1,..,G2k:U{G_{1},..,G_{2k}:U\to\mathbb{R}}

be its second class constraints, where UU is a small enough neighborhood of NN in MM such that the matrix [{Gi,Gj}(x)]i,j[\{G_{i},G_{j}\}(x)]_{i,j} is invertible at all points xUx\in U. The Dirac bracket is defined on C(U)\operatorname{C{}}^{\infty}(U) by

{f,g}Dirac={f,g}[{f,Gi}]t[{Gi,Gj}]1[{Gi,g}],\{f,g\}_{\rm Dirac}=\{f,g\}-[\{f,G_{i}\}]^{t}\,[\{G_{i},G_{j}\}]^{-1}\,[\{G_{i},g\}], (3.4)

where [{.,Gi}][\{.,G_{i}\}] is the column matrix with components {.,Gi}\{.,G_{i}\}, i=1,,2ki=1,\ldots,2k.

Dirac bracket is actually a Poisson bracket on the open submanifold UU, see [CALVO2010259]. It takes an easy calculation to see that constraint functions Gi,i=1,,2kG_{i},\,i=1,\ldots,2k are Casimirs of Dirac bracket. This fact allows the restriction of Dirac bracket to the cosymplectic submanifold NN. Note that, in general, restricting (pulling back) a Poisson structure to an arbitrary submanifold is not straightforward. Actually, the decomposition

π(TxN)TxN=TxM\pi^{\sharp}(T_{x}N^{\circ})\oplus T_{x}N=T_{x}M (3.5)

that holds for every point xNx\in N and a strait forward calculation yield the independence of the extension in the following definition. In Equation (3.5), the term TxNT_{x}N^{\circ} is the annihilator of TxNT_{x}N in TxMT^{\ast}_{x}M. We will use this notation in the rest of the paper. Equation (3.5) can be used as definition of a cosymplectic submanifold, see [CALVO2010259], but for our propose it suits better to use the second class constraints to define cosymplectic submanifolds.

Definition 3.7.

The restricted Dirac bracket on cosymplectic submanifold NN, which will be also referred to as Dirac bracket, is simply defined by extending in any arbitrary way functions on NN to functions on UU, calculating their Dirac bracket on UU and restricting the result back to NN.

We consider a Hamiltonian HH on the mm-dimensional Poisson manifold (M,π)(M,{\pi}) and its associated Hamiltonian vector field defined by XH={H,.}=π(dH)X_{H}=\{H,.\}=\pi^{\sharp}(dH). For a given point x0Mx_{0}\in M let UU be a neighborhood around it such that XH(x)0xUX_{H}(x)\neq 0\quad\forall x\in U, and x0\mathcal{E}_{x_{0}} be the energy surface passing through x0x_{0}, i.e., the connected component of H1(H(x0))H^{-1}(H(x_{0})) containing x0x_{0}. We call level transversal section to XHX_{H} at a regular point x0Mx_{0}\in M any (m2)(m-2)-dimensional transversal section Σx0U\Sigma\subset\mathcal{E}_{x_{0}}\cap U through x0x_{0}.

The following lemma shows that Σ\Sigma is a cosymplectic submanifold.

Lemma 3.8.

Every level transversal section Σ\Sigma is a cosymplectic submanifold of MM.

Proof.

Since dx0H0d_{x_{0}}H\neq 0, there exist a function GG locally defined in UU (shrink UU if necessary) and linearly independent from HH such that

Σ=x0UG1(G(x0)).\Sigma=\mathcal{E}_{x_{0}}\cap U\cap G^{-1}(G(x_{0})).

Then, we have

π(dH,dG)=XH(G)=dG(XH)0{\pi}(\mathrm{d}H,\mathrm{d}G)=X_{H}(G)=dG(X_{H})\neq 0

by transversality. This finishes the proof. ∎

Remark 3.9.

The second term in the right hand side of Equation (3.4) is

[{f,H}{f,G}]t[0{H,G}{G,H}0]1[{H,g}{G,g}].\begin{bmatrix}\{f,H\}\\ \{f,G\}\end{bmatrix}^{t}\begin{bmatrix}0&\{H,G\}\\ \{G,H\}&0\end{bmatrix}^{-1}\begin{bmatrix}\{H,g\}\\ \{G,g\}\end{bmatrix}.\

Then, using extensions f~\tilde{f} and g~\tilde{g} of f,gC(Σ)f,g\in C^{\infty}(\Sigma) such that at every point xΣx\in\Sigma their differentials vanish on XHX_{H}, yields

{f,g}Dirac={f~,g~}|Σ.\{f,g\}_{\rm Dirac}=\{\tilde{f},\tilde{g}\}|_{\Sigma}.

We will use this fact to simplify our proofs but arbitrary extensions are more suitable for calculating the Dirac structure.

We will use the same notation ff for arbitrary extension and reserve the notation f~\tilde{f} for extension that their differentials vanishes on XHX_{H} at every point xΣx\in\Sigma. To avoid any possible confusion, we observe that in [MR2128714]*Section 8 and [MR2128714]*Section 8 the notation f~\tilde{f} is used in a slightly different sense.

Remark 3.10.

Cosymplectic submanifolds are special examples of the so called Poisson-Dirac submanifolds, see [MR2128714]*Section 8. The induced Poisson structure on a Poisson-Dirac submanifold is defined by using extensions such that their differentials vanish on π(TΣ)\pi^{\sharp}(T\Sigma^{\circ}). In [MR2128714]*Section 8 and [CALVO2010259]*Lemma 5.15.1 the notation f~\tilde{f} is used for this type of extensions. For a cosymplectic submanifold Σ\Sigma given by second class constraints G1,,G2kG_{1},...,G_{2k}, we have

π(TΣ)=i=12kXGi,\pi^{\sharp}(T\Sigma^{\circ})=\oplus_{i=1}^{2k}\mathbb{R}X_{G_{i}}, (3.6)

and the Dirac bracket coincides with the bracket induced in this way, see [CALVO2010259]*Section 5.15.1. In our case, we only have two constraints H,GH,G and requiring the vanishing of the differential only on XHX_{H} (or XGX_{G}) at every point xΣx\in\Sigma is enough to obtain the same induced Poisson bracket.

For a fixed time t0t_{0}, let x1=ϕH(t0,x0)x_{1}=\phi_{H}(t_{0},x_{0}), where ϕH\phi_{H} is the flow of the Hamiltonian vector field XHX_{H}, and Σ0,Σ1\Sigma_{0},\Sigma_{1} be level transversal sections at x0x_{0} and x1x_{1}, respectively. As usual, a Poincaré map P=ϕH(τ(x),x){P}=\phi_{H}(\tau(x),x) can be defined from an appropriate neighborhood of x0x_{0} in Σ0\Sigma_{0} to a neighborhood of x1x_{1} in Σ1\Sigma_{1}. The existence of the smooth function τ(x)\tau(x) is guaranteed by the Implicit Function Theorem. We replace Σ0\Sigma_{0} and Σ1\Sigma_{1} by the domain and the image of the Poincaré map PP.

By Lemma 3.8 both Σi\Sigma_{i}, i=0,1i=0,1, are cosymplectic submanifolds equipped with Dirac brackets {.,.}Diraci,i=0,1\{.,.\}_{{\rm Dirac}_{i}},\,i=0,1. We will show that the Poincaré map P{P} is a Poisson map (see Definition 3.1).

Proposition 3.11.

The Poincaré map

P:(Σ0,{.,.}Dirac0)(Σ1,{.,.}Dirac1){P}:(\Sigma_{0},\{.,.\}_{{\rm Dirac}_{0}})\rightarrow(\Sigma_{1},\{.,.\}_{{\rm Dirac}_{1}})

is a Poisson map.

Proof.

We define P~:U0U1\tilde{P}:U_{0}\to U_{1} by

P~(x):=ϕH(τ~(x),x),\tilde{{P}}(x):=\phi_{H}(\tilde{\tau}(x),x),

where τ~\tilde{\tau} is an extension of τ\tau to a neighborhood U0U_{0} of x0x_{0} such that its differential, dτ~d\tilde{\tau}, vanishes on XHX_{H}. Both neighborhood U0U_{0} and U1U_{1} can be shrunk, if necessary, in a way that both Dirac brackets around Σ0\Sigma_{0} and Σ1\Sigma_{1} are defined in U0U_{0} and U1U_{1}, respectively. A straightforward calculation shows that for every point xx in the domain of τ~\tilde{\tau}, we have

dxP~=dxϕHτ~(x)+(dxτ~)XH(ϕHτ~(x)(x)),d_{x}\tilde{{P}}=d_{x}\phi_{H}^{\tilde{\tau}(x)}+(d_{x}\tilde{\tau})X_{H}(\phi_{H}^{\tilde{\tau}(x)}(x)),

where ϕHτ¯(x)(.)=ϕH(τ~(x),.)\phi_{H}^{\bar{\tau}(x)}(.)=\phi_{H}(\tilde{\tau}(x),.). Furthermore, for every xΣ0x\in\Sigma_{0}, we have

dxP~(XH(x))\displaystyle d_{x}\tilde{P}(X_{H}(x)) =dxϕHτ~(x)(XH(x))+(dxτ~(XH(x))=0)XH(ϕHτ~(x)(x))\displaystyle=d_{x}\phi_{H}^{\tilde{\tau}(x)}(X_{H}(x))+(\underbrace{d_{x}\tilde{\tau}(X_{H}(x))}_{=0})X_{H}(\phi_{H}^{\tilde{\tau}(x)}(x))
=dxϕHτ~(x)(XH(x))=XH(ϕHτ~(x)(x))=XH(P~(x)).\displaystyle=d_{x}\phi_{H}^{\tilde{\tau}(x)}(X_{H}(x))=X_{H}(\phi_{H}^{\tilde{\tau}(x)}(x))=X_{H}(\tilde{P}(x)). (3.7)

Note that dxϕHτ~(x)d_{x}\phi_{H}^{\tilde{\tau}(x)} in Equation (3) is the derivative of time-τ~(x)\tilde{\tau}(x) flow of XHX_{H} and the fixed time flow maps of XHX_{H} are Poisson maps, i.e. it sends Hamiltonian vector fields to Hamiltonian vector field. Furthermore, the flow of XHX_{H} preserves HH, this means that

H(P~(x))=H(ϕHτ~(x)(x))=H(x).H(\tilde{P}(x))=H(\phi_{H}^{\tilde{\tau}(x)}(x))=H(x).

As we set in Remark 3.9, let f~\tilde{f} be an extension of a given fC(Σ1)f\in C^{\infty}(\Sigma_{1}) such that

dxf~(XH)=0,xΣ1,d_{x}\tilde{f}(X_{H})=0,\quad\forall x\in\Sigma_{1},

then for every xΣ0x\in\Sigma_{0},

dx(f~P~)(XH)\displaystyle d_{x}(\tilde{f}\circ\tilde{P})(X_{H}) =dP~(x)f~dxP~(XH)=dP~(x)f~(XH)=0.\displaystyle=d_{\tilde{P}(x)}\tilde{f}\circ d_{x}\tilde{P}(X_{H})=d_{\tilde{P}(x)}\tilde{f}(X_{H})=0.

Now, for f,gC(Σ1)f,g\in C^{\infty}(\Sigma_{1}) and xΣ0x\in\Sigma_{0} we have

{f~P~,g~P~}(x)=πx((dxP~)dxf~,(dxP~)dxg~,)\displaystyle\{\tilde{f}\circ\tilde{{P}},\tilde{g}\circ\tilde{{P}}\}(x)={\pi}_{x}\left((d_{x}\tilde{{P}})^{\ast}\mathrm{d}_{x}\tilde{f},(d_{x}\tilde{{P}})^{\ast}\mathrm{d}_{x}\tilde{g},\right)
=πx((dxϕHτ¯(x))dxf~+(dxτ¯XH)dxf~,(dxϕHτ¯(x))dxg~+(dxτ¯XH)dxg~)\displaystyle={\pi}_{x}\left((d_{x}\phi_{H}^{\bar{\tau}(x)})^{\ast}\mathrm{d}_{x}\tilde{f}+(d_{x}\bar{\tau}X_{H})^{\ast}\mathrm{d}_{x}\tilde{f},(d_{x}\phi_{H}^{\bar{\tau}(x)})^{\ast}\mathrm{d}_{x}\tilde{g}+(d_{x}\bar{\tau}X_{H})^{\ast}\mathrm{d}_{x}\tilde{g}\right)
=πx((dxϕHτ¯(x))dxf~,(dxϕHτ¯(x))dxg~)\displaystyle={\pi}_{x}\left((d_{x}\phi_{H}^{\bar{\tau}(x)})^{\ast}\mathrm{d}_{x}\tilde{f},(d_{x}\phi_{H}^{\bar{\tau}(x)})^{\ast}\mathrm{d}_{x}\tilde{g}\right)
=π(df~,dg~)(P~(x))={f~,g~}(P~(x)),\displaystyle={\pi}(\mathrm{d}\tilde{f},\mathrm{d}\tilde{g})(\tilde{{P}}(x))=\{\tilde{f},\tilde{g}\}(\tilde{{P}}(x)),

and consequently,

{fP,gP}Dirac0\displaystyle\{f\circ{P},g\circ{P}\}_{{\rm Dirac}_{0}} ={f~P~,g~P~}|Σ0\displaystyle=\{\tilde{f}\circ\tilde{{P}},\tilde{g}\circ\tilde{{P}}\}|_{\Sigma_{0}}
={f~,g~}P~|Σ0\displaystyle=\{\tilde{f},\tilde{g}\}\circ\tilde{{P}}|_{\Sigma_{0}}
={f,g}Dirac1P,\displaystyle=\{f,g\}_{{\rm Dirac}_{1}}\circ{P},

where we used Remark 3.9. This finishes the proof. ∎

4. Hamiltonian polymatrix replicators

In this section we provide a short introduction to polymatrix replicators, following [AD2015]. In particular we will focus on the class of conservative polymatrix replicators that we designate as Hamiltonian polymatrix replicators.

Consider a population divided in pp groups where each group is labeled by an integer α{1,,p}\alpha\in\{1,\dots,p\}, and the individuals of each group α\alpha have exactly nαn_{\alpha} strategies to interact with other members of the population (including of the same group). In total we have n=α=1pnαn=\sum_{\alpha=1}^{p}n_{\alpha} strategies that we label by the integers i{1,,n}i\in\{1,\ldots,n\}, denoting by

[α]:={n1++nα1+1,,n1++nα}[\alpha]:=\{n_{1}+\cdots+n_{\alpha-1}+1,\,\ldots,\,n_{1}+\cdots+n_{\alpha}\}\subset{\mathbb{N}}

the set (interval) of strategies of group α\alpha.

Given α,β{1,,p}\alpha,\beta\in\{1,\ldots,p\}, consider a real nα×nβn_{\alpha}\times n_{\beta} matrix, say Aα,βA^{\alpha,\beta}, whose entries aijα,βa_{ij}^{\alpha,\beta}, with i[α]i\in[\alpha] and j[β]j\in[\beta], represent the payoff of an individual of the group α\alpha using the ithi^{\textrm{th}} strategy when interacting with an individual of the group β\beta using the jthj^{\textrm{th}} strategy. Thus the matrix AA with entries aijα,βa_{ij}^{\alpha,\beta}, where α,β{1,,p}\alpha,\beta\in\{1,\ldots,p\}, i[α]i\in[\alpha] and j[β]j\in[\beta], is a square matrix of order n=n1++npn=n_{1}+\ldots+n_{p}, consisting of the block matrices Aα,βA^{\alpha,\beta}.

Let n¯=(n1,,np){\underline{n}}=(n_{1},\ldots,n_{p}). The state of the population is described by a point x=(xα)1αpx=(x^{\alpha})_{1\leq\alpha\leq p} in the polytope

Γn¯:=Δn11××Δnp1n,\Gamma_{{\underline{n}}}:=\Delta^{n_{1}-1}\times\ldots\times\Delta^{n_{p}-1}\subset{\mathbb{R}}^{n}\;,

where Δnα1={x+[α]:i[α]xiα=1}\Delta^{n_{\alpha}-1}=\{x\in{\mathbb{R}}_{+}^{[\alpha]}:\sum_{i\in[\alpha]}x_{i}^{\alpha}=1\}, xα=(xiα)i[α]x^{\alpha}=(x_{i}^{\alpha})_{i\in[\alpha]} and the entry xiαx_{i}^{\alpha} represents the usage frequency of the ithi^{\textrm{th}} strategy within the group α\alpha. We denote by Γn¯\partial\Gamma_{{\underline{n}}} the boundary of Γn¯\Gamma_{{\underline{n}}}.

Assuming random encounters between individuals, for each group α{1,,p}\alpha\in\{1,\dots,p\}, the average payoff of a strategy i[α]i\in[\alpha] within a population with state xx is given by

(Ax)i=β=1p(Aα,β)ixβ=β=1pk[β]aikα,βxkβ,(Ax)_{i}=\sum_{\beta=1}^{p}\left(A^{\alpha,\beta}\right)_{i}x^{\beta}=\sum_{\beta=1}^{p}\sum_{k\in[\beta]}a_{ik}^{\alpha,\beta}x_{k}^{\beta}\,,

where the overall average payoff of group α\alpha is given by

i[α]xiα(Ax)i.\sum_{i\in[\alpha]}x_{i}^{\alpha}\left(Ax\right)_{i}\,.

Demanding that the logarithmic growth rate of the frequency of each strategy i[α]i\in[\alpha], α{1,,p}\alpha\in\{1,\dots,p\}, is equal to the payoff difference between strategy ii and the overall average payoff of group α\alpha yields the system of ordinary differential equations defined on the polytope Γn¯\Gamma_{{\underline{n}}},

dxiαdt=xiα((Ax)ii[α]xiα(Ax)i),α{1,,p},i[α],\frac{dx_{i}^{\alpha}}{dt}=x_{i}^{\alpha}\left((Ax)_{i}-\sum_{i\in[\alpha]}x_{i}^{\alpha}\left(Ax\right)_{i}\right),\,\,\alpha\in\{1,\dots,p\},i\in[\alpha], (4.1)

that will be designated as a polymatrix replicator.

If p=1p=1 equation (4.1) becomes the usual replicator equation with payoff matrix AA. When p=2p=2 and A11=A22=0A^{11}=A^{22}=0 are null matrices, equation (4.1) becomes the bimatrix replicator equation with payoff matrices A12A^{12} and (A21)t(A^{21})^{t}.

The flow ϕn¯,At\phi_{{\underline{n}},A}^{t} of this equation leaves the polytope Γn¯\Gamma_{{\underline{n}}} invariant. The proof of this fact is analogous to that for the bimatrix replicator equation, see [HS1998, Section 10.3]. Hence, by compactness of Γn¯\Gamma_{{\underline{n}}}, the flow ϕn¯,At\phi_{{\underline{n}},A}^{t} is complete. From now on the term polymatrix replicator will also refer to the flow ϕn¯,At\phi_{{\underline{n}},A}^{t} and the underlying vector field on Γn¯\Gamma_{{\underline{n}}}, denoted by Xn¯,AX_{{\underline{n}},A}.

Given n¯=(n1,,np){\underline{n}}=(n_{1},\ldots,n_{p}), let

n¯:={I{1,,n}:#(I[α])1,α=1,,p}.\mathscr{I}_{{\underline{n}}}:=\{\,I\subset\{1,\ldots,n\}\,:\,\#\left(I\cap[\alpha]\right)\geq 1,\;\forall\,\alpha=1,\ldots,p\,\}\;.

A set In¯I\in\mathscr{I}_{{\underline{n}}} determines the facet σI:={xΓn¯:xj=0,jI}\sigma_{I}:=\{\,x\in\Gamma_{{\underline{n}}}\,:\,x_{j}=0,\,\forall\,j\notin I\,\} of Γn¯\Gamma_{{\underline{n}}}. The correspondence between labels in n¯\mathscr{I}_{{\underline{n}}} and facets of Γn¯\Gamma_{{\underline{n}}} is bijective.

Remark 4.1.

The partition of Γn¯\Gamma_{{\underline{n}}} into the interiors σI:=int(σI)\sigma^{\circ}_{I}:={\rm int}(\sigma_{I}), with In¯I\in\mathscr{I}_{{\underline{n}}}, is a smooth stratification of Γn¯\Gamma_{{\underline{n}}} with strata σI\sigma^{\circ}_{I}. Every stratum σI\sigma^{\circ}_{I} is a connected open submanifold and for any pair σI1,σI2\sigma^{\circ}_{I_{1}},\,\sigma^{\circ}_{I_{2}} if σI1σI2\sigma^{\circ}_{I_{1}}\cap\sigma_{I_{2}}\neq\emptyset then σI1σI2\sigma_{I_{1}}\subset\sigma_{I_{2}}. For more on smooth stratification see [FO] and references therein.

For a set In¯I\in\mathscr{I}_{{\underline{n}}} consider the pair (n¯I,AI)({\underline{n}}^{I},A_{I}), where n¯I=(n1I,,npI){{\underline{n}}^{I}=(n_{1}^{I},\ldots,n_{p}^{I})} with nαI=#(I[α])n_{\alpha}^{I}=\#(I\cap[\alpha]), and AI=[aij]i,jIA_{I}=\left[\,{a_{ij}}\right]_{{i,j\in I}}.

Proposition 4.2.

[AD2015, Proposition 33] Given In¯I\in\mathscr{I}_{{\underline{n}}}, the facet σI\sigma_{I} of Γn¯\Gamma_{{\underline{n}}} is invariant under the flow of Xn¯,AX_{{\underline{n}},A} and the restriction of (4.1) to σI\sigma_{I} is the polymatrix replicator Xn¯I,AIX_{{\underline{n}}^{I},A_{I}}.

For a fixed n¯=(n1,,np){\underline{n}}=(n_{1},\ldots,n_{p}) the correspondence AXn¯,AA\mapsto X_{{\underline{n}},A} is linear and its kernel consists of the matrices C=(Cα,β)1α,βpC=\left(C^{\alpha,\beta}\right)_{1\leq\alpha,\beta\leq p} where each block Cα,βC^{\alpha,\beta} has equal rows, i.e., has the form

Cα,β=(c1α,βc2α,βcnα,βc1α,βc2α,βcnα,βc1α,βc2α,βcnα,β).C^{\alpha,\beta}=\begin{pmatrix}c^{\alpha,\beta}_{1}&c^{\alpha,\beta}_{2}&\ldots&c^{\alpha,\beta}_{n}\\ c^{\alpha,\beta}_{1}&c^{\alpha,\beta}_{2}&\ldots&c^{\alpha,\beta}_{n}\\ \vdots&\vdots&&\vdots\\ c^{\alpha,\beta}_{1}&c^{\alpha,\beta}_{2}&\ldots&c^{\alpha,\beta}_{n}\end{pmatrix}.

Thus Xn¯,A1=Xn¯,A2{X_{{\underline{n}},A_{1}}=X_{{\underline{n}},A_{2}}} if and only if for every α,β{1,,p}\alpha,\beta\in\{1,\dots,p\} the matrix A1α,βA2α,βA^{\alpha,\beta}_{1}-A^{\alpha,\beta}_{2} has equal rows (see [AD2015, Proposition 1]).

We have now the following characterization of the interior equilibria.

Proposition 4.3.

[AD2015, Proposition 22] Given a polymatrix replicator Xn¯,AX_{{\underline{n}},A}, a point qint(Γn¯)q\in{\rm int}(\Gamma_{\underline{n}}) is an equilibrium of Xn¯,AX_{{\underline{n}},A}   iff   (Aq)i=(Aq)j(A\,q)_{i}=(A\,q)_{j} for all i,j[α]i,j\in[\alpha] and α=1,,p\alpha=1,\ldots,p.

In particular the set of interior equilibria of Xn¯,AX_{{\underline{n}},A} is the intersection of some affine subspace with int(Γn¯){\rm int}(\Gamma_{\underline{n}}).

Definition 4.4.

A polymatrix replicator Xn¯,AX_{{\underline{n}},A} is said to be conservative if there exists:

  1. (a)

    a point qnq\in{\mathbb{R}}^{n}, called formal equilibrium, such that (Aq)i=(Aq)j(A\,q)_{i}=(A\,q)_{j} for all i,j[α]i,j\in[\alpha], and all α=1,,p\alpha=1,\ldots,p and j[α]qj=1\sum_{j\in[\alpha]}q_{j}=1;

  2. (b)

    matrices A0,DMatn×n()A_{0},D\in{\rm Mat}_{n\times n}({\mathbb{R}}) such that

    1. (i)

      Xn¯,A0D=Xn¯,AX_{{\underline{n}},A_{0}D}=X_{{\underline{n}},A},

    2. (ii)

      A0A_{0} is a skew symmetric, and

    3. (iii)

      D=diag(λ1In1,,λpInp)D=\operatorname{diag}(\lambda_{1}I_{n_{1}},\dots,\lambda_{p}I_{n_{p}}) with λα0\lambda_{\alpha}\neq 0 for all α{1,,p}\alpha\in\{1,\dots,p\}.

The matrix A0A_{0} will be referred to as a skew symmetric model for Xn¯,AX_{{\underline{n}},A}, and (λ1,,λp)()p(\lambda_{1},\ldots,\lambda_{p})\in({\mathbb{R}}^{\ast})^{p} as a scaling co-vector.

In [ADP2015], another characterization of conservative polymatrix replicators, using quadratic forms, is provided. Furthermore, in [hassan-JGM-2020] the concept of conservative replicator equations (where p=1p=1) is generalized using Dirac structures.

In what follows, the vectors in n{\mathbb{R}}^{n}, or [α]{\mathbb{R}}^{[\alpha]}, are identified with column vectors. Let 𝟙n=(1,..,1)tn\mathbbm{1}_{n}=(1,..,1)^{t}\in{\mathbb{R}}^{n}. We will omit the subscript nn whenever the dimension of this vector is clear from the context. Similarly, we write I=InI=I_{n} for the n×nn\times n identity matrix. Given xnx\in{\mathbb{R}}^{n}, we denote by DxD_{x} the n×nn\times n diagonal matrix Dx:=diag(x1,,xn)D_{x}:=\operatorname{diag}(x_{1},\dots,x_{n}). For each α{1,,p}\alpha\in\{1,\ldots,p\} we define the nα×nαn_{\alpha}\times n_{\alpha} matrix

Txα:=xα 1tI,T^{\alpha}_{x}:=x^{\alpha}\,\mathbbm{1}^{t}-I\;,

and TxT_{x} the n×nn\times n block diagonal matrix Tx:=diag(Tx1,,Txp)T_{x}:=\operatorname{diag}(T^{1}_{x},\dots,T^{p}_{x}).


Given an anti-symmetric matrix A0A_{0}, we define the skew symmetric matrix valued mapping πA0:nMatn×n()\pi_{A_{0}}:{\mathbb{R}}^{n}\to{\rm Mat}_{n\times n}({\mathbb{R}})

πA0(x):=(1)TxDxA0DxTxt.\pi_{A_{0}}(x):=(-1)\,T_{x}\,D_{x}\,A_{0}\,D_{x}\,T_{x}^{t}. (4.2)

The interior of the polytope Γn¯\Gamma_{\underline{n}}, denoted by int(Γn¯){\rm int}(\Gamma_{\underline{n}}), equipped with πA0\pi_{A_{0}} is a Poisson manifold, see [AD2015]*Theorem 3.5. Furthermore, we have the following theorem.

Theorem 4.5.

[AD2015]*Theorem 3.73.7 Consider a conservative polymatrix replicator Xn¯,AX_{{\underline{n}},A} with formal equilibrium qq, skew symmetric model A0A_{0} and scaling co-vector (λ1,,λp)(\lambda_{1},\ldots,\lambda_{p}). Then Xn¯,AX_{{\underline{n}},A}, restricted to int(Γn¯){\rm int}(\Gamma_{\underline{n}}), is Hamiltonian with Hamiltonian function

h(x)=β=1pλβj[β]qjβlogxjβ.h(x)=\sum_{\beta=1}^{p}\lambda_{\beta}\sum_{j\in[\beta]}q^{\beta}_{j}\log x_{j}^{\beta}\;. (4.3)

5. Asymptotic dynamics

Given a polymatrix replicator Xn¯,AX_{{\underline{n}},A}, the edges and vertices of the polytope Γn¯\Gamma_{\underline{n}} form a (edge-vertex) heteroclinic network for the associated flow. In this section we recall the technique developed in [ADP2020] to analyze the asymptotic dynamics of a flow on a polytope along its heteroclinic edge network. In particular we review the main definitions and results for the polymatrix replicator Xn¯,AX_{{\underline{n}},A} on the polytope Γn¯\Gamma_{\underline{n}}.

The affine support of Γn¯\Gamma_{\underline{n}} is the smallest affine subspace of n{\mathbb{R}}^{n} that contains Γn¯\Gamma_{{\underline{n}}}. It is the subspace E=E1××EpE=E_{1}\times\ldots\times E_{p} where for α=1,,p\alpha=1,\ldots,p,

Eα:={xα[α]:i[α]xiα=1}.E_{\alpha}:=\left\{x^{\alpha}\in{\mathbb{R}}^{[\alpha]}\,:\,\sum_{i\in[\alpha]}x^{\alpha}_{i}=1\right\}.

Following [ADP2020, Definition 3.1] we introduce a defining family for the polytope Γn¯\Gamma_{{\underline{n}}}. The affine functions {fi:E}1in{\{f_{i}:E\to\mathbb{R}\}_{1\leq i\leq n}} where fi(x)=xif_{i}(x)=x_{i}, form a defining family for Γn¯\Gamma_{{\underline{n}}} because they satisfy:

  • (a)

    Γn¯=iIfi1([0,+[)\displaystyle\Gamma_{{\underline{n}}}=\bigcap_{i\in I}f_{i}^{-1}([0,+\infty[),

  • (b)

    Γn¯fi1(0)\displaystyle\Gamma_{{\underline{n}}}\cap f_{i}^{-1}(0)\neq\emptyset for all i{1,,n}i\in\{1,\dots,n\}, and

  • (c)

    given J{1,,n}J\subseteq\{1,\ldots,n\} such that Γn¯(jJfj1(0))\displaystyle\Gamma_{{\underline{n}}}\cap\left(\bigcap_{j\in J}f_{j}^{-1}(0)\right)\neq\emptyset, the linear 11-forms (dfj)p(\mathrm{d}f_{j})_{p} are linearly independent at every point pjJfj1(0)\displaystyle p\in\cap_{j\in J}f_{j}^{-1}(0).

Next we introduce convenient labels for vertices, facets and edges of Γn¯\Gamma_{{\underline{n}}}. Let (e1,,en)(e_{1},\ldots,e_{n}) be the canonical basis of n{\mathbb{R}}^{n} and denote by 𝒱n¯\mathcal{V}_{{\underline{n}}} the Cartesian product 𝒱n¯:=α=1p[α]\mathcal{V}_{{\underline{n}}}:=\prod_{\alpha=1}^{p}[\alpha] which contains α=1pnα\prod_{\alpha=1}^{p}n_{\alpha} elements. Each label j=(j1,,jp)𝒱n¯\operatorname{j{}}=(j_{1},\ldots,j_{p})\in\mathcal{V}_{{\underline{n}}} determines the vertex vj:=(ej1,,ejp)v_{\operatorname{j{}}}:=(e_{j_{1}},...,e_{j_{p}}) of Γn¯\Gamma_{{\underline{n}}}. This labeling is one-to-one. The set n¯:={1,2,,n}\mathcal{F}_{{\underline{n}}}:=\{1,2,\ldots,n\} can be used to label the nn facets of Γn¯\Gamma_{{\underline{n}}}. Each integer in¯i\in\mathcal{F}_{{\underline{n}}} labels the facet σi:=Γn¯{xi=0}\sigma_{i}:=\Gamma_{\underline{n}}\cap\{x_{i}=0\} of Γn¯\Gamma_{{\underline{n}}}. Edges can be labeled by the set n¯:={Jn¯:#J=p+1}\mathcal{E}_{{\underline{n}}}:=\left\{J\in\mathscr{I}_{{\underline{n}}}\,\colon\;\#J=p+1\;\right\}. Given Jn¯J\in\mathcal{E}_{{\underline{n}}} there exists a unique (unordered) pair of labels j1,j2𝒱n¯\operatorname{j{}}_{1},\operatorname{j{}}_{2}\in\mathcal{V}_{{\underline{n}}} such that JJ is the union of the strategies in j1\operatorname{j{}}_{1} and j2\operatorname{j{}}_{2}. The label JJ determines the edge γJ:={tvj1+(1t)vj2:0t1}\gamma_{J}:=\{tv_{\operatorname{j{}}_{1}}+(1-t)v_{\operatorname{j{}}_{2}}\colon 0\leq t\leq 1\}. Again the correspondence JγJJ\mapsto\gamma_{J} between labels Jn¯J\in\mathcal{E}_{{\underline{n}}} and edges of Γn¯\Gamma_{{\underline{n}}} is one-to-one.

Given a vertex vv of Γn¯\Gamma_{{\underline{n}}}, we denote by FvF_{v} and EvE_{v} respectively the sets of facets and edges of Γn¯\Gamma_{\underline{n}} that contain vv. Given j=(j1,,jp)𝒱n¯\operatorname{j{}}=(j_{1},\ldots,j_{p})\in\mathcal{V}_{{\underline{n}}}

Fvj={σi:in¯{j1,,jp}}F_{v_{\operatorname{j{}}}}=\{\sigma_{i}\,\colon\,i\in\mathcal{F}_{{\underline{n}}}\setminus\{j_{1},\ldots,j_{p}\}\}

and this set of facets contains exactly np=dim(Γn¯)n-p=\dim(\Gamma_{{\underline{n}}}) elements.

Triples in

C:={(v,γ,σ)V×E×F:γσ={v}},C:=\{\,(v,\gamma,\sigma)\in V\times E\times F\,\colon\,\gamma\cap\sigma=\{v\}\,\},

are called corners. Any pair of elements in a corner uniquely determines the third one. Therefore, sometimes we will shortly refer to a corner (v,γ,σ)(v,\gamma,\sigma) as (v,γ)(v,\gamma) or (v,σ)(v,\sigma). An edge γ\gamma with end-points v,vv,v^{\prime} determines two corners (v,γ,σ)(v,\gamma,\sigma) and (v,γ,σ)(v^{\prime},\gamma,\sigma^{\prime}), called the end corners of γ\gamma. The facets σ,σ\sigma,\sigma^{\prime} are referred to as the opposite facets of γ\gamma.

Remark 5.1.

In a small neighborhood of a given vertex v=vjv=v_{\operatorname{j{}}}, where j=(j1,,jp)𝒱n¯\operatorname{j{}}=(j_{1},\ldots,j_{p})\in\mathcal{V}_{{\underline{n}}}, the affine functions fk:Γn¯f_{k}:\Gamma_{\underline{n}}\to\mathbb{R}, fk(x):=xkf_{k}(x):=x_{k}, with kn¯{j1,,jp}k\in\mathcal{F}_{{\underline{n}}}\setminus\{j_{1},\ldots,j_{p}\}, can be used as a coordinate system for Γn¯\Gamma_{\underline{n}}.

Given a polymatrix replicator Xn¯,AX_{{\underline{n}},A} and a facet σi\sigma_{i} with i[α]i\in[\alpha], α{1,,p}\alpha\in\{1,\ldots,p\}, the ithi^{\rm th} component of Xn¯,AX_{{\underline{n}},A} is given by

dfi(Xn¯,A)=xi((Ax)iβ=1p(xα)TAα,βxβ).\mathrm{d}f_{i}(X_{{\underline{n}},A})=x_{i}\,\left((A\,x)_{i}-\sum_{\beta=1}^{p}(x^{\alpha})^{T}A^{\alpha,\beta}x^{\beta}\right).

A polymatrix replicator Xn¯,AX_{{\underline{n}},A} is called non-degenerate if for any in¯i\in\mathcal{F}_{{\underline{n}}}, the function Hi:Γn¯H_{i}:\Gamma_{{\underline{n}}}\to{\mathbb{R}},

Hi(x):=fi(x)1dfi(Xn¯,A(x))=(Ax)iβ=1p(xα)TAα,βxβH_{i}(x):=f_{i}(x)^{-1}\,\mathrm{d}f_{i}(X_{{\underline{n}},A}(x))=(A\,x)_{i}-\sum_{\beta=1}^{p}(x^{\alpha})^{T}A^{\alpha,\beta}x^{\beta}

is not identically zero along σi\sigma_{i}.

Clearly generic polymatrix replicators are non-degenerate. Using the concept of order of a vector field along a facet [ADP2020, Definition 4.24.2], Xn¯,AX_{{\underline{n}},A} is non-degenerate if and only if all facets of Γn¯\Gamma_{{\underline{n}}} have order 11. From now on we will only consider non-degenerate polymatrix replicators.

Definition 5.2.

The skeleton character of polymatrix replicator Xn¯,AX_{{\underline{n}},A} is defined to be the matrix χ:=(χσv)(v,σkα)V×F\chi:=(\chi^{v}_{\sigma})_{(v,\sigma_{k_{\alpha}})\in V\times F} where

χσv:={Hσ(v),vσ0otherwise\chi^{v}_{\sigma}:=\left\{\begin{array}[]{ccc}-H_{\sigma}(v),&&v\in\sigma\\ 0&&\text{otherwise}\end{array}\right.

where HσH_{\sigma} stands for HiH_{i} when σ=σi\sigma=\sigma_{i} with in¯i\in\mathcal{F}_{{\underline{n}}}. For a fixed vertex vv, the vector χv:=(χσv)σF\chi^{v}:=(\chi^{v}_{\sigma})_{\sigma\in F} is referred to as the skeleton character at vv.

Remark 5.3.

Given a corner (v,γ,σ)(v,\gamma,\sigma) of Γn¯\Gamma_{{\underline{n}}}, Hσ(v)H_{\sigma}(v) is the eigenvalue of the tangent map (dXn¯,A)v(\mathrm{d}X_{{\underline{n}},A})_{v} along the eigen-direction parallel to γ\gamma.

Proposition 5.4.

If Xn¯,AX_{{\underline{n}},A} is a non-degenerate polymatrix replicator for every vertex v=vjv=v_{\operatorname{j{}}} with label j=(j1,,jp)𝒱n¯\operatorname{j{}}=(j_{1},\dots,j_{p})\in\mathcal{V}_{{\underline{n}}}, and every facet σ=σi\sigma=\sigma_{i} with in¯i\in\mathcal{F}_{{\underline{n}}} and i[α]i\in[\alpha] the skeleton character of Xn¯,AX_{{\underline{n}},A} is given by

χσv={β=1p(ajαjβaijβ)ifvσ0otherwise.\displaystyle\chi^{v}_{\sigma}=\left\{\begin{array}[]{cc}\vspace{3mm}\sum_{\beta=1}^{p}(a_{j_{\alpha}j_{\beta}}-a_{ij_{\beta}})&\text{if}\;v\in\sigma\\ 0&\text{otherwise}\;.\end{array}\right.
Proof.

Straightforward calculation. ∎

Remark 5.5.

For a given corner (v,γ,σ)(v,\gamma,\sigma) of Γn¯\Gamma_{{\underline{n}}},

  • if χσv<0\chi^{v}_{\sigma}<0 then vv is the α\alpha-limit of an orbit in γ\gamma, and

  • if χσv>0\chi^{v}_{\sigma}>0 then vv is the ω\omega-limit of an orbit in γ\gamma.

Let γ\gamma be an edge with end-points vv and vv^{\prime} and opposite facets σ\sigma and σ\sigma^{\prime}, respectively. This means that (v,γ,σ)(v,\gamma,\sigma) and (v,γ,σ)(v^{\prime},\gamma,\sigma^{\prime}) are corners of Γn¯\Gamma_{{\underline{n}}}. If Xn¯,AX_{{\underline{n}},A} does not have singularities in int(γ){\rm int}(\gamma), then int(γ){\rm int}(\gamma) consists of a single heteroclinic orbit with α\alpha-limit vv and ω\omega-limit vv^{\prime} if and only if χσv<0\chi^{v}_{\sigma}<0 and χσv>0\chi^{v^{\prime}}_{\sigma^{\prime}}>0. This type of edges will be referred to as flowing edges. The vertices v=s(γ)v=s(\gamma) and v=t(γ)v^{\prime}=t(\gamma) are respectively called the source and target of the flowing edge γ\gamma and we will write vγvv\buildrel\gamma\over{\longrightarrow}v^{\prime} to express it. When the two characters χσv=χσv=0\chi^{v}_{\sigma}=\chi^{v^{\prime}}_{\sigma^{\prime}}=0 the edge γ\gamma its called neutral.

Definition 5.6.

A polymatrix replicator Xn¯,AX_{{\underline{n}},A} is called regular if it is non-degenerate and moreover every edge is either neutral or a flowing edge.

Given v=vjv=v_{\operatorname{j{}}} with j=(j1,,jp)𝒱n¯\operatorname{j{}}=(j_{1},\ldots,j_{p})\in\mathcal{V}_{{\underline{n}}} consider the vertex neighborhood

Nv:={qΓn¯:  0fk(q)1,kn¯\{j1,,jp}}.N_{v}:=\{q\in\Gamma_{\underline{n}}:\,\,0\leq f_{k}(q)\leq 1,\;\forall k\in\mathcal{F}_{{\underline{n}}}\backslash\{j_{1},\ldots,j_{p}\}\;\}.

Rescaling the defining functions fkf_{k} we may assume these neighborhoods are pairwise disjoint. See Remark 5.1.

For any edge γ\gamma with end-points vv and vv^{\prime} we define a tubular neighborhood connecting NvN_{v} to NvN_{v^{\prime}} by

Nγ:={qΓn¯\(NvNv): 0fk(q)1,kn¯ with γσk}.N_{\gamma}:=\{q\in\Gamma_{\underline{n}}\backslash(N_{v}\cup N_{v^{\prime}})\,\colon\,0\leq f_{k}(q)\leq 1,\;\forall\,k\in\mathcal{F}_{{\underline{n}}}\text{ with }\gamma\subset\sigma_{k}\}.

Again we may assume that these neighborhoods are pairwise disjoint between themselves. Finally we define the edge skeleton’s tubular neighborhood of Γn¯\Gamma_{{\underline{n}}} to be

NΓn¯:=(vVNv)(γENγ).N_{\Gamma_{\underline{n}}}:=(\cup_{v\in V}N_{v})\cup(\cup_{\gamma\in E}N_{\gamma}). (5.1)

The next step is to define the rescaling map Ψϵn¯,A\Psi^{{\underline{n}},A}_{\epsilon} on NΓn¯\Γn¯N_{\Gamma_{\underline{n}}}\backslash\partial\Gamma_{{\underline{n}}}. See  [ADP2020, Definition 5.25.2]. We will write fσf_{\sigma} to denote the affine function fkf_{k} associated with the facet σ=σk\sigma=\sigma_{k} with kn¯k\in\mathcal{F}_{{\underline{n}}}.

Definition 5.7.

Let ϵ>0\epsilon>0 be a small parameter. The ϵ\epsilon-rescaling coordinate system

Ψϵn¯,A:NΓn¯\Γn¯F\Psi_{\epsilon}^{{\underline{n}},A}:N_{\Gamma_{\underline{n}}}\backslash\partial\Gamma_{\underline{n}}\to{\mathbb{R}}^{F}

maps qNΓn¯q\in N_{\Gamma_{\underline{n}}} to y:=(yσ)σFy:=(y_{\sigma})_{\sigma\in F} where

  • \bullet

    if qNvq\in N_{v} for some vertex vv:

    yσ={ϵ2logfσ(q) if vσ0 if vσy_{\sigma}=\left\{\begin{array}[]{cll}-\epsilon^{2}\log f_{\sigma}(q)&\text{ if }&v\in\sigma\\ 0&\text{ if }&v\notin\sigma\end{array}\right.
  • \bullet

    if qNγq\in N_{\gamma} for some edge γ\gamma:

    yσ={ϵ2logfσ(q) if γσ0 if γσy_{\sigma}=\left\{\begin{array}[]{cll}-\epsilon^{2}\log f_{\sigma}(q)&\text{ if }&\gamma\subset\sigma\\ 0&\text{ if }&\gamma\not\subset\sigma\end{array}\right.

We now turn to the space where these rescaling coordinates take values. For a given vertex vVv\in V we define

Πv:={(yσ)σF+F:yσ=0,σFv}\Pi_{v}:=\{\,(y_{\sigma})_{\sigma\in F}\in{\mathbb{R}}_{+}^{F}\,\colon\,y_{\sigma}=0,\quad\forall\sigma\notin F_{v}\,\} (5.2)

where +=[0,+){\mathbb{R}}_{+}=[0,+\infty). Since {fσ}σFv\{f_{\sigma}\}_{\sigma\in F_{v}} is a coordinate system over NvN_{v} and the function h:(0,1][0,+)h:(0,1]\to[0,+\infty), h(x):=logxh(x):=-\log x, is a diffeomorphism, the restriction Ψϵn¯,A:Nv\Γn¯Πv\Psi_{\epsilon}^{{\underline{n}},A}:N_{v}\backslash\partial\Gamma_{\underline{n}}\to\Pi_{v} is also a diffeomorphism denoted by Ψϵ,vn¯,A\Psi_{\epsilon,v}^{{\underline{n}},A}.

If γ\gamma is an edge connecting two corners (v,σ)(v,\sigma) and (v,σ)(v^{\prime},\sigma^{\prime}), FvFv={σF:γσ}F_{v}\cap F_{v^{\prime}}=\{\sigma\in F:\gamma\subset\sigma\} and we define

Πγ:={(yσ)σF+F:yσ=0whenγσ}.\Pi_{\gamma}:=\{\,(y_{\sigma})_{\sigma\in F}\in{\mathbb{R}}_{+}^{F}\,\colon\,y_{\sigma}=0\quad\mbox{when}\,\gamma\not\subset\sigma\,\}\;. (5.3)

Then Ψϵn¯,A(Nγ\Γn¯)=Πγ=ΠvΠv\Psi_{\epsilon}^{{\underline{n}},A}(N_{\gamma}\backslash\partial\Gamma_{{\underline{n}}})=\Pi_{\gamma}=\Pi_{v}\cap\Pi_{v^{\prime}} has dimension d1d-1 while Πv=Ψϵ.vn¯,A(Nv\Γn¯)\Pi_{v}=\Psi_{\epsilon.v}^{{\underline{n}},A}(N_{v}\backslash\partial\Gamma_{{\underline{n}}}) has dimension dd. In particular the map Ψϵ,vn¯,A\Psi^{{\underline{n}},A}_{\epsilon,v} is not injective over NγN_{\gamma}. See Figure 4.

Refer to caption
Figure 4. An edge connecting two corners.
Definition 5.8.

The dual cone of Γn¯\Gamma_{\underline{n}} is defined to be

𝒞(Γn¯):=vVΠv,{\cal C}^{\ast}(\Gamma_{\underline{n}}):=\bigcup_{v\in V}\Pi_{v}\;,

where Πv\Pi_{v} is the sector in (5.2).

Hence Ψϵn¯,A:NΓn¯\Γn¯𝒞(Γn¯)\Psi_{\epsilon}^{{\underline{n}},A}:N_{\Gamma_{{\underline{n}}}}\backslash\partial\Gamma_{{\underline{n}}}\to{\cal C}^{\ast}(\Gamma_{\underline{n}}).

Denote by {φn¯,At:Γn¯Γn¯}t\{\varphi_{{\underline{n}},A}^{t}:\Gamma_{{\underline{n}}}\to\Gamma_{{\underline{n}}}\}_{t\in{\mathbb{R}}} the flow of the vector field Xn¯,AX_{{\underline{n}},A}. Given a flowing edge γ\gamma with source v=s(γ)v=s(\gamma) and target v=t(γ)v^{\prime}=t(\gamma) we introduce the cross-sections

Σγ:=(Ψv,ϵn¯,A)1(int(Πγ))andΣγ+:=(Ψv,ϵn¯,A)1(int(Πγ))\Sigma_{\gamma}^{-}:=(\Psi_{v,\epsilon}^{{\underline{n}},A})^{-1}({\rm int}(\Pi_{\gamma}))\quad\mbox{and}\quad\Sigma_{\gamma}^{+}:=(\Psi_{v^{\prime},\epsilon}^{{\underline{n}},A})^{-1}({\rm int}(\Pi_{\gamma}))

transversal to the flow φn¯,At\varphi^{t}_{{\underline{n}},A}. The sets Σγ\Sigma_{\gamma}^{-} and Σγ+\Sigma_{\gamma}^{+} are inner facets of the tubular neighborhoods NvN_{v} and NvN_{v^{\prime}} respectively. Let 𝒟γ\mathscr{D}_{\gamma} be the set of points xΣγx\in\Sigma^{-}_{\gamma} such that the forward orbit {φn¯,At(x):t>0}\{\varphi_{{\underline{n}},A}^{t}(x)\colon t>0\} has a first transversal intersection with Σγ+\Sigma^{+}_{\gamma}. The global Poincaré map

Pγ:𝒟γΣγΣγ+P_{\gamma}:\mathscr{D}_{\gamma}\subset\Sigma_{\gamma}^{-}\to\Sigma_{\gamma}^{+}

is defined by Pγ(x):=φn¯,Aτ(x)(x)P_{\gamma}(x):=\varphi_{{\underline{n}},A}^{\tau(x)}(x), where

τ(x)=min{t>0:φn¯,At(x)Σγ+}.\tau(x)=\min\{\,t>0\,\colon\,\varphi_{{\underline{n}},A}^{t}(x)\in\Sigma_{\gamma}^{+}\,\}\;.

To simplify some of the following convergence statements we use the terminology in [ADP2020, Definition 5.55.5].

Definition 5.9.

Suppose we are given a family of functions FϵF_{\epsilon} with varying domains 𝒰ϵ{\cal U}_{\epsilon}. Let FF be another function with domain 𝒰{\cal U}. Assume that all these functions have the same target and source spaces, which are assumed to be linear spaces. We will say that  limϵ0+Fϵ=F\lim_{\epsilon\rightarrow 0^{+}}F_{\epsilon}=Fin the CkC^{k} topology, to mean that:

  1. (1)

    domain convergence: for every compact subset K𝒰\,K\subseteq{\cal U}, we have K𝒰ϵK\subseteq{\cal U}_{\epsilon} for every small enough ϵ>0\epsilon>0, and

  2. (2)

    uniform convergence on compact sets:

    limϵ0+max0iksupuK|Di[Fϵ(u)F(u)]|= 0.\lim_{\epsilon\rightarrow 0^{+}}\;\max_{0\leq i\leq k}\sup_{u\in K}\left|\,D^{i}\left[F_{\epsilon}(u)-F(u)\right]\,\right|\;=\;0\;.

Convergence in the CC^{\infty} topology means convergence in the CkC^{k} topology for all k1k\geq 1. If FϵF_{\epsilon} is a composition of two or more mappings then its domain should be understood as the composition domain.

Let now

Πγ(ϵ):={yΠγ:yσϵwheneverγσ},\Pi_{\gamma}(\epsilon):=\{\,y\in\Pi_{\gamma}\,\colon\,y_{\sigma}\geq\epsilon\quad\text{whenever}\quad\gamma\subset\sigma\}, (5.4)

and define

Fγϵ:=Ψv,ϵn¯,APγ(Ψv,ϵn¯,A)1.F_{\gamma}^{\epsilon}:=\Psi_{v^{\prime},\epsilon}^{{\underline{n}},A}\circ P_{\gamma}\circ(\Psi_{v,\epsilon}^{{\underline{n}},A})^{-1}.

Notice that limϵ0Πγ(ϵ)=int(Πγ)\lim_{\epsilon\to 0}\Pi_{\gamma}(\epsilon)={\rm int}(\Pi_{\gamma}).

Lemma 5.10.

For a given k1k\geq 1, there exists a number rr such that the following limit holds in the CkC^{k} topology,

limϵ0+Fγ|𝒰γϵϵ=idΠγ,\displaystyle\lim_{\epsilon\to 0^{+}}F^{\epsilon}_{\gamma|_{{\cal U}_{\gamma}^{\epsilon}}}=\operatorname{id}_{\Pi_{\gamma}},

where 𝒰γϵΠγ(ϵr){\cal U}_{\gamma}^{\epsilon}\subset\Pi_{\gamma}(\epsilon^{r}) is the domain of FγϵF_{\gamma}^{\epsilon}.

Proof.

See [ADP2020, Lemma 7.2]. ∎

Hence, since the global Poincaré maps converge towards the identity map as we approach the heteroclinic orbit, the asymptotic behavior of the flow is solely determined by local Poincaré maps.

From Definition 5.2, for any vertex vv, the vector χv\chi^{v} is tangent to Πv\Pi_{v}, in the sense that χv\chi^{v} belongs to the linear span of the sector Πv\Pi_{v}. Let

Πv(ϵ):={yΠv:yσϵfor allσFv}\Pi_{v}(\epsilon):=\{\,y\in\Pi_{v}\,\colon\,y_{\sigma}\geq\epsilon\quad\text{for all}\quad\sigma\in F_{v}\,\} (5.5)

Using the notation of Definition 5.2 we have

Lemma 5.11.

We have

(Ψv,ϵn¯,A)Xn¯,A=ϵ2(X~v,σϵ)σF,(\Psi_{v,\epsilon}^{{\underline{n}},A})_{\ast}X_{{\underline{n}},A}=\epsilon^{2}\,\left(\tilde{X}_{v,\sigma}^{\epsilon}\right)_{\sigma\in F},

where

X~v,σϵ(y):={Hσ((Ψv,ϵn¯,A)1(y))ifσFv0ifσFv,\tilde{X}_{v,\sigma}^{\epsilon}(y):=\left\{\begin{array}[]{cll}-H_{\sigma}\left((\Psi_{v,\epsilon}^{{\underline{n}},A})^{-1}(y)\right)&\text{if}&\sigma\in F_{v}\\ 0&\text{if}&\sigma\notin F_{v}\\ \end{array}\right.,

Moreover, given k1k\geq 1 there exists r>0r>0 such that the following limit holds in the CkC^{k} topology

limϵ0(X~vϵ)|Πv(ϵr)=χv.\lim_{\epsilon\to 0}\,(\tilde{X}_{v}^{\epsilon})_{|_{\Pi_{v}(\epsilon^{r})}}=\chi^{v}\;.
Proof.

See [ADP2020, Lemma 5.65.6]. ∎

Consider a vertex vv with an incoming flowing-edge vγvv_{\ast}\buildrel\gamma\over{\longrightarrow}v and an outgoing flowing-edge vγvv\buildrel\gamma^{\prime}\over{\longrightarrow}v^{\prime}. Denote by σ\sigma_{\ast} the facet opposed to γ\gamma^{\prime} at vv. We define the sector

Πγ,γ:={yint(Πγ):yσχσvχσvyσ>0,σFv,σσ}\Pi_{\gamma,\gamma^{\prime}}:=\left\{\,y\in{\rm int}(\Pi_{\gamma})\,\colon\,y_{\sigma}-\frac{\chi^{v}_{\sigma}}{\chi^{v}_{\sigma_{\ast}}}\,y_{\sigma_{\ast}}>0,\,\forall\sigma\in F_{v},\;\sigma\neq\sigma_{\ast}\;\right\} (5.6)

and the linear map Lγ,γ:Πγ,γΠγL_{\gamma,\gamma^{\prime}}:\Pi_{\gamma,\gamma^{\prime}}\to\Pi_{\gamma^{\prime}} by

Lγ,γ(y):=(yσχσvχσvyσ)σF.L_{\gamma,\gamma^{\prime}}(y):=\left(\,y_{\sigma}-\frac{\chi^{v}_{\sigma}}{\chi^{v}_{\sigma_{\ast}}}\,y_{\sigma_{\ast}}\,\right)_{\sigma\in F}\;. (5.7)

Notice that Πγ={yΠv:yσ=0}\Pi_{\gamma^{\prime}}=\{y\in\Pi_{v}:y_{\sigma_{\ast}}=0\} as well as Πγ\Pi_{\gamma} are facets to Πv\Pi_{v}.

Proposition 5.12.

The sector Πγ,γ\Pi_{\gamma,\gamma^{\prime}} consists of all points yint(Πγ)y\in{\rm int}(\Pi_{\gamma}) which can be connected to some point yint(Πγ)y^{\prime}\in{\rm int}(\Pi_{\gamma^{\prime}}) by a line segment inside the ray {y+tχv:t0}\{\,y+t\chi^{v}\,\colon t\geq 0\,\}. Moreover, if yΠγ,γy\in\Pi_{\gamma,\gamma^{\prime}} then the other endpoint is y=Lγ,γ(y)y^{\prime}=L_{\gamma,\gamma^{\prime}}(y).

Proof.

See [ADP2020, Proposition 6.46.4]. ∎

Given flowing-edges γ\gamma and γ\gamma^{\prime} such that t(γ)=s(γ)=vt(\gamma)=s(\gamma^{\prime})=v we denote by 𝒟γ,γ\mathscr{D}_{\gamma,\gamma^{\prime}} the set of points xΣv,γx\in\Sigma_{v,\gamma} such that the forward orbit {φn¯,At(x):t0}\{\varphi_{{\underline{n}},A}^{t}(x)\colon t\geq 0\} has a first transversal intersection with Σv,γ\Sigma_{v,\gamma^{\prime}}. The local Poincaré map

Pγ,γ:𝒟γ,γΣγ+ΣγP_{\gamma,\gamma^{\prime}}:\mathscr{D}_{\gamma,\gamma^{\prime}}\subset\Sigma_{\gamma}^{+}\to\Sigma_{\gamma^{\prime}}^{-}

is defined by Pγ,γ(x):=φn¯,Aτ(x)(x)P_{\gamma,\gamma^{\prime}}(x):=\varphi_{{\underline{n}},A}^{\tau(x)}(x), where

τ(x):=min{t>0:φn¯,At(x)Σγ}.\tau(x):=\min\{\,t>0\,\colon\,\varphi_{{\underline{n}},A}^{t}(x)\in\Sigma_{\gamma^{\prime}}^{-}\,\}\;.
Lemma 5.13.

Let  𝒰γ,γϵΠγ(ϵr){\cal U}_{\gamma,\gamma^{\prime}}^{\epsilon}\subset\Pi_{\gamma}(\epsilon^{r}) be the domain of the map

Fγ,γϵ:=Ψv,ϵn¯,APγ,γ(Ψv,ϵn¯,A)1.F_{\gamma,\gamma^{\prime}}^{\epsilon}:=\Psi_{v,\epsilon}^{{\underline{n}},A}\circ P_{\gamma,\gamma^{\prime}}\circ(\Psi_{v,\epsilon}^{{\underline{n}},A})^{-1}.

Then for a given k1k\geq 1 there exist r>0r>0 such that

limϵ0+(Fγ,γϵ)|𝒰γ,γϵ=Lγ,γ\displaystyle\lim_{\epsilon\to 0^{+}}\left(F_{\gamma,\gamma^{\prime}}^{\epsilon}\right)_{|_{{\cal U}_{\gamma,\gamma^{\prime}}^{\epsilon}}}=L_{\gamma,\gamma^{\prime}}\;

in the CkC^{k} topology.

Proof.

See [ADP2020, Lemma 7.57.5]. ∎

Given a chain of flowing-edges

v0γ0v1γ1v2vmγmvm+1v_{0}\buildrel\gamma_{0}\over{\longrightarrow}v_{1}\buildrel\gamma_{1}\over{\longrightarrow}v_{2}\longrightarrow\ldots\longrightarrow v_{m}\buildrel\gamma_{m}\over{\longrightarrow}v_{m+1}

the sequence ξ=(γ0,γ1,,γm)\xi=(\gamma_{0},\gamma_{1},\ldots,\gamma_{m}) is called a heteroclinic path, or a heteroclinic cycle when γm=γ0\gamma_{m}=\gamma_{0}.

Definition 5.14.

Given a heteroclinic path ξ=(γ0,γ1,,γm)\xi=(\gamma_{0},\gamma_{1},\ldots,\gamma_{m}):

  • 1)

    The Poincaré map of a polymatrix replicator Xn¯,AX_{{\underline{n}},A} along ξ\xi is the composition

    Pξ:=(PγmPγm1,γm)(Pγ1Pγ0,γ1),P_{\xi}:=(P_{\gamma_{m}}\circ P_{\gamma_{m-1},\gamma_{m}})\circ\ldots\circ(P_{\gamma_{1}}\circ P_{\gamma_{0},\gamma_{1}}),

    whose domain is denoted by 𝒰ξ{\cal U}_{\xi}.

  • 2)

    The skeleton flow map (of χ\chi) along ξ\xi is the composition map πξ:ΠξΠγm\pi_{\xi}:\Pi_{\xi}\to\Pi_{\gamma_{m}} defined by

    πξ:=Lγm1,γmLγ0,γ1,\pi_{\xi}:=L_{\gamma_{m-1},\gamma_{m}}\circ\ldots\circ L_{\gamma_{0},\gamma_{1}}\;,

    whose domain is

    Πξ\displaystyle\Pi_{\xi} :=int(Πγ0)j=1m(Lγ,γjLγ0,γ1)1int(Πγj).\displaystyle:={\rm int}(\Pi_{\gamma_{0}})\cap\bigcap_{j=1}^{m}(L_{\gamma_{\ast},\gamma_{j}}\circ\ldots\circ L_{\gamma_{0},\gamma_{1}})^{-1}{\rm int}(\Pi_{\gamma_{j}})\;.

The previous lemmas 5.10 and 5.13 imply that given a heteroclinic path ξ\xi, the asymptotic behavior of the Poincaré map PξP_{\xi} along ξ\xi is given by the Poincaré map πξ\pi_{\xi} of χ\chi.

Proposition 5.15.

Let 𝒰ξϵ{\cal U}_{\xi}^{\epsilon} be the domain of the map

Fξϵ:=Ψvm,ϵn¯,APξ(Ψv0,ϵn¯,A)1F_{\xi}^{\epsilon}:=\Psi_{v_{m},\epsilon}^{{\underline{n}},A}\circ P_{\xi}\circ\left(\Psi_{v_{0},\epsilon}^{{\underline{n}},A}\right)^{-1}

from Πγ0(ϵr)\Pi_{\gamma_{0}}(\epsilon^{r}) into Πγm(ϵr)\Pi_{\gamma_{m}}(\epsilon^{r}). Then

limϵ0+(Fξϵ)|𝒰ξϵ=πξ\displaystyle\lim_{\epsilon\to 0^{+}}\left(F_{\xi}^{\epsilon}\right)_{|_{{\cal U}_{\xi}^{\epsilon}}}=\pi_{\xi}

in the CkC^{k} topology.

Proof.

See [ADP2020, Proposition 7.77.7]. ∎

To analyze the dynamics of the flow of the skeleton vector field χ\chi we introduce the concept of structural set and its associated skeleton flow map. See [ADP2020, Definition 6.86.8].

Definition 5.16.

A non-empty set of flowing-edges SS is said to be a structural set for χ\chi if every heteroclinic cycle contains an edge in SS.

Structural sets are in general not unique. We say that a heteroclinic path ξ=(γ0,,γm)\xi=(\gamma_{0},\ldots,\gamma_{m}) is an SS-branch if

  1. (1)

    γ0,γmS\gamma_{0},\gamma_{m}\in S,

  2. (2)

    γjS\gamma_{j}\notin S for all j=1,,m1j=1,\ldots,m-1.

Denote by S(χ)\mathscr{B}_{S}(\chi) the set of all SS-branches.

Definition 5.17.

The skeleton flow map πS:DSΠS\pi_{S}:D_{S}\to\Pi_{S} is defined by

πS(y):=πξ(y) for all yΠξ,\pi_{S}(y):=\pi_{\xi}(y)\quad\text{ for all }\;y\in\Pi_{\xi},

where

DS:=ξS(χ)Πξ and ΠS:=γSΠγ.D_{S}:=\cup_{\xi\in\mathscr{B}_{S}(\chi)}\Pi_{\xi}\quad\text{ and }\quad\Pi_{S}:=\cup_{\gamma\in S}\Pi_{\gamma}.

The reader should picture πS:DSΠS\pi_{S}:D_{S}\to\Pi_{S} as the first return map of the piecewise linear flow of χ\chi on 𝒞(Γn¯){\cal C}^{\ast}(\Gamma_{\underline{n}}) to the system of cross-sections ΠS\Pi_{S}. The following, see [ADP2020, Proposition 6.106.10], provides a sufficient condition for the skeleton flow map πS\pi_{S} to be a closed dynamical system.

Proposition 5.18.

Given a skeleton vector field χ\chi on 𝒞(Γn¯){\cal C}^{\ast}(\Gamma_{\underline{n}}) with a structural set SS, assume

  1. (1)

    every edge of Γn¯\Gamma_{{\underline{n}}} is either neutral or a flowing-edge,

  2. (2)

    every vertex vv is of saddle type, i.e., χσ1vχσ2v<0\chi^{v}_{\sigma_{1}}\chi^{v}_{\sigma_{2}}<0 for some facets σ1,σ2Fv\sigma_{1},\sigma_{2}\in F_{v}.

Then

D^S:=n(πS)n(DS)\hat{D}_{S}:=\bigcap_{n\in{\mathbb{Z}}}(\pi_{S})^{-n}(D_{S})

is a Baire space with full Lebesgue measure in ΠS\Pi_{S} and πS:D^SD^S\pi_{S}:\hat{D}_{S}\to\hat{D}_{S} is a homeomorphism.

Given a structural set SS any orbit of the flow φn¯,At\varphi_{{\underline{n}},A}^{t} that shadows some heteroclinic cycle must intersect the cross-sections γSΣγ+\cup_{\gamma\in S}\Sigma^{+}_{\gamma} recurrently. The following map encapsulates the semi-global dynamics of these orbits.

Definition 5.19.

Given Xn¯,AX_{{\underline{n}},A}, let SS be a structural set of its skeleton vector field. We define PS:𝒰SΣSΣSP_{S}:{\cal U}_{S}\subset\Sigma_{S}\to\Sigma_{S} setting ΣS:=γSΣγ+\Sigma_{S}:=\cup_{\gamma\in S}\Sigma_{\gamma}^{+}, 𝒰S:=ξS(χ)𝒰ξ{\cal U}_{S}:=\cup_{\xi\in\mathscr{B}_{S}(\chi)}{\cal U}_{\xi} and PS(p):=Pξ(p)P_{S}(p):=P_{\xi}(p) for all p𝒰ξp\in{\cal U}_{\xi}. The domain components 𝒰ξ{\cal U}_{\xi} and 𝒰ξ{\cal U}_{\xi^{\prime}} are disjoint for branches ξξ\xi\neq\xi^{\prime} in S(χ)\mathscr{B}_{S}(\chi).

Up to a time reparametrization, the map PS:DSΣSΣSP_{S}:D_{S}\subset\Sigma_{S}\to\Sigma_{S} embeds in the flow φ(n¯,A)t\varphi^{t}_{({\underline{n}},A)}. In this sense the dynamics of PSP_{S} encapsulates the qualitative behavior of the flow φXt\varphi_{X}^{t} of XX along the edges of Γn¯\Gamma_{{\underline{n}}}.

Theorem 5.20.

Let Xn¯,AX_{{\underline{n}},A} be a regular polymatrix replicator with skeleton vector field χ\chi. If SS is a structural set of χ\chi then

limϵ0+ΨϵPS(Ψϵ)1=πS\lim_{\epsilon\to 0^{+}}\Psi_{\epsilon}\circ P_{S}\circ(\Psi_{\epsilon})^{-1}=\pi_{S}

in the CC^{\infty} topology, in the sense of Definition 5.9.

Proof.

See [ADP2020, Theorem 7.97.9]. ∎

6. Hamiltonian character of the asymptotic dynamics

In this section we discuss the Poisson geometric properties of the Poincaré maps πξ\pi_{\xi} in the case of Hamiltonian polymatrix replicator equations. Given a generic Hamiltonian polymatrix replicator, Xn¯,A0X_{{\underline{n}},A_{0}}, we study its asymptotic Poincaré maps, proving that they are Poisson maps.

Let Xn¯,AX_{{\underline{n}},A} be a conservative polymatrix replicator, qq a formal equilibrium, A0A_{0} and DD as in Definition 4.4, and

h(x)=β=1pj[β]λβqjβlogxjβh(x)=\sum_{\beta=1}^{p}\sum_{j\in[\beta]}\lambda_{\beta}q^{\beta}_{j}\log x_{j}^{\beta} (6.1)

its Hamiltonian function as in Theorem 4.5. The Hamiltonian (6.1) belongs to a class of prospective constants of motion for vector fields on polytopes discussed in [ADP2020, Section 88]. Since the polymatrix replicator is fixed we drop superscript “n¯,A{\underline{n}},A” and use Ψv,ϵ\Psi_{v,\epsilon} for the rescaling coordinate systems defined in Definition 5.7. The following proposition gives the asymptotic constant of motion, on the dual cone, associated toh.{\mbox{to}\,h.}

Proposition 6.1.

Given η:𝒞(Γn¯)\eta:{\cal C}^{\ast}(\Gamma_{\underline{n}})\to{\mathbb{R}} defined by

η(y):=β=1pj[β]λβqjβyjβ,\eta(y):=\sum_{\beta=1}^{p}\sum_{j\in[\beta]}\lambda_{\beta}q^{\beta}_{j}y_{j}^{\beta}, (6.2)
  1. (1)

    η=limϵ0+ϵ2h(Ψv,ϵ)1\displaystyle\eta=\lim_{\epsilon\rightarrow 0^{+}}\epsilon^{2}h\circ\left(\Psi_{v,\epsilon}\right)^{-1} over int(Πv){\rm int}(\Pi_{v}) for any vertex vv, with convergence in the CC^{\infty} topology;

  2. (2)

    dη=limϵ0+ϵ2[(Ψv,ϵ)1](dh)\displaystyle d\eta=\lim_{\epsilon\rightarrow 0^{+}}\epsilon^{2}\left[\left(\Psi_{v,\epsilon}\right)^{-1}\right]^{\ast}\left(dh\right) over int(Πv){\rm int}(\Pi_{v}) for any vertex vv, with convergence in the CC^{\infty} topology;

  3. (3)

    Since hh is invariant under the flow of Xn¯,A{X_{{\underline{n}},A}}, i.e., dh(Xn¯,A)0dh(X_{{\underline{n}},A})\equiv 0, the function η\eta is invariant under the skeleton flow of χ\chi, i.e., dη(χ)0d\eta(\chi)\equiv 0.

Proof.

See [ADP2020, Proposition 8.28.2]. ∎

We will use the following family of coordinate charts for the Poisson manifold (int(Γn¯),πA0)({\rm int}(\Gamma_{\underline{n}}),\pi_{A_{0}}) where πA0\pi_{A_{0}} is defined in (4.2).

Definition 6.2.

Given a vertex v=(ej1,,ejp)v=(e_{j_{1}},...,e_{j_{p}}) of Γn¯\Gamma_{\underline{n}}, we set x^α:=(xkα)k[α]{jα}\hat{x}_{\alpha}:=(x_{k}^{\alpha})_{k\in[\alpha]\setminus\{j_{\alpha}\}} and x^:=(x^α)α\hat{x}:=(\hat{x}^{\alpha})_{\alpha}, and define the projection map

Pv:int(Nv)(n11××np1),Pv(x):=x^.P_{v}:{\rm int}(N_{v})\to(\mathbb{R}^{n_{1}-1}\times\ldots\times\mathbb{R}^{n_{p}-1}),\quad P_{v}(x):=\hat{x}.

PvP_{v} is a diffeomorphism onto its image (0,1)np(0,1)^{n-p} and the inverse map ψv:=Pv1\psi_{v}:=P^{-1}_{v} can be regarded as a local chart for the manifold int(Γn¯){\rm int}(\Gamma_{\underline{n}}).

Remark 6.3.

The projection map PvP_{v} extends linearly to n{\mathbb{R}}^{n} and it is represented by the (np)×n(n-p)\times n block diagonal matrix

Pv=diag(Pv1,,Pvp),P_{v}=\operatorname{diag}(P_{v}^{1},\ldots,P_{v}^{p}),

where PvαP_{v}^{\alpha}, for α=1,,p\alpha=1,\ldots,p, is the (nα1)×nα{(n_{\alpha}-1)\times n_{\alpha}} constant matrix obtained from the identity matrix by removing its row jαj_{\alpha}.

Using the definitions of DxD_{x} and TxT_{x} given in Section 4 we can state the following lemma.

Lemma 6.4.

Consider the Poisson manifold (int(Γn¯),πA0)({\rm int}(\Gamma_{\underline{n}}),\pi_{A_{0}}) where πA0\pi_{A_{0}} is defined in (4.2). Then for any vertex vv, the matrix representative of πA0\pi_{A_{0}} in the local chart ψv\psi_{v} is

πA0v(x^)=(1)PvTxDxA0DxTxtPvt.\pi^{\sharp_{v}}_{A_{0}}(\hat{x})=(-1)\,P_{v}\,T_{x}\,D_{x}\,A_{0}\,D_{x}\,T_{x}^{t}\,P_{v}^{t}. (6.3)
Proof.

Notice that πA0v(x^):=[{xkα,xlβ}]\pi^{\sharp_{v}}_{A_{0}}(\hat{x}):=[\{x^{\alpha}_{k},x^{\beta}_{l}\}] with α,β=1,,p\alpha,\beta=1,\ldots,p and k[α]{jα}k\in[\alpha]\setminus\{j_{\alpha}\}, l[β]{jβ}l\in[\beta]\setminus\{j_{\beta}\}. ∎

We used the notation v\sharp_{v} instead of \sharp to make it clear that the representing matrix is with respect to the local chart ψv\psi_{v}. The following trivial lemma gives us the differential of the ϵ\epsilon-rescaling map Ψv,ϵ\Psi_{v,\epsilon} (in Definition 5.7) for the coordinate chart ψv\psi_{v}. Given a vertex v=(ej1,,ejp)v=(e_{j_{1}},\ldots,e_{j_{p}}) and using the notation introduced in Definition 6.2 we write Dx^α=diag(x1α,,xjα1α,xjα+1α,,xnαα)D_{\hat{x}_{\alpha}}=\operatorname{diag}(x_{1}^{\alpha},\ldots,x_{j_{\alpha}-1}^{\alpha},x_{j_{\alpha}+1}^{\alpha},\ldots,x_{n_{\alpha}}^{\alpha}) and denote by Dx^D_{\hat{x}} the diagonal matrix diag(Dx^1,,Dx^p)\operatorname{diag}(D_{\hat{x}_{1}},\ldots,D_{\hat{x}_{p}}).

Lemma 6.5.

The differential of the diffeomorphism

Ψv,ϵψv:Pv(int(Nv))int(Πv){\Psi_{v,\epsilon}\circ\psi_{v}:P_{v}({\rm int}(N_{v}))\to{\rm int}(\Pi_{v})}

is given by

dx^(Ψv,ϵψv)=ϵ2Dx^1.d_{\hat{x}}(\Psi_{v,\epsilon}\circ\psi_{v})=-\epsilon^{2}\,D_{\hat{x}}^{-1}.

We push forward, by the diffeomorphism Ψv,ϵψv\Psi_{v,\epsilon}\circ\psi_{v}, the Poisson structure πA0v\pi^{\sharp_{v}}_{A_{0}} defined on Pv(int(Nv))P_{v}({\rm int}(N_{v})) to int(Πv){\rm int}(\Pi_{v}). The following lemma provides the matrix representative of the push forwarded Poisson structure. In order to simplify the notation we set

𝕁(x^):=ϵ2Dx^1PvTxDx\mathbb{J}(\hat{x}):=-\epsilon^{2}\,D_{\hat{x}}^{-1}\,P_{v}\,T_{x}\,D_{x}\, (6.4)

and for every α=1,,p\alpha=1,\ldots,p

𝕁α(x^α):=ϵ2Dx^α1PvαTxαDxα.\mathbb{J}_{\alpha}(\hat{x}^{\alpha}):=-\epsilon^{2}\,D_{\hat{x}_{\alpha}}^{-1}\,P^{\alpha}_{v}\,T^{\alpha}_{x}D_{x^{\alpha}}. (6.5)

Notice that 𝕁(x^)=diag(𝕁1(x^1),,𝕁p(x^p))\mathbb{J}(\hat{x})=\operatorname{diag}(\mathbb{J}_{1}(\hat{x}^{1}),\ldots,\mathbb{J}_{p}(\hat{x}^{p})).

Lemma 6.6.

The diffeomorphism Ψv,ϵψv\Psi_{v,\epsilon}\circ\psi_{v} pushes forward the Poisson structure πA0v\pi^{\sharp_{v}}_{A_{0}} to the Poisson structure πA0,ϵv\pi^{\sharp_{v}}_{A_{0},\epsilon} on int(Πv){\rm int}(\Pi_{v}) where

πA0,ϵv(y)=(1)(𝕁A0𝕁t)(Ψv,ϵψv)1(y).\displaystyle\pi^{\sharp_{v}}_{A_{0},\epsilon}(y)=(-1)(\mathbb{J}A_{0}\mathbb{J}^{t})\circ(\Psi_{v,\epsilon}\circ\psi_{v})^{-1}(y). (6.6)
Proof.

See Definition 3.1 and Remark 3.2. ∎

The Poisson structure πA0,ϵv\pi^{\sharp_{v}}_{A_{0},\epsilon} is asymptotically equivalent to a linear Poisson structure. Let

Ev=diag(Ev1,,Evp),E_{v}=\mathrm{diag}(E^{1}_{v},\ldots,E^{p}_{v}), (6.7)

be the (np)×n(n-p)\times n matrix defined by diagonal blocks EvαE_{v}^{\alpha}, for α=1,..,p\alpha=1,..,p, where the αth\alpha^{\rm th} block is the (nα1)×nα(n_{\alpha}-1)\times n_{\alpha} matrix in which the column jαj_{\alpha} is equal to 𝟙nα1\mathbbm{1}_{n_{\alpha}-1} and every other column kαjαk_{\alpha}\neq j_{\alpha} is equal to ekαnα1-e_{k_{\alpha}}\in{\mathbb{R}}^{n_{\alpha}-1}.

Lemma 6.7.

Given a vertex v=(ej1,,ejp)v=(e_{j_{1}},...,e_{j_{p}}), if EvE_{v} is the matrix in (6.7) and Bv:=EvA0EvtB_{v}:=E_{v}A_{0}E^{t}_{v}, then

limϵ0+1ϵ2𝕁(Ψv,ϵψv)1(y)=Ev,\lim_{\epsilon\to 0^{+}}\frac{-1}{\epsilon^{2}}\mathbb{J}\circ(\Psi_{v,\epsilon}\circ\psi_{v})^{-1}(y)=E_{v},

over int(Πv){\rm int}(\Pi_{v}) with convergence in CC^{\infty} topology. Consequently,

limϵ0+1ϵ4πA0,ϵv(y)=Bv,\lim_{\epsilon\to 0^{+}}\frac{1}{\epsilon^{4}}\pi^{\sharp_{v}}_{A_{0},\epsilon}(y)=B_{v},

over int(Πv){\rm int}(\Pi_{v}) with convergence in CC^{\infty} topology.

Proof.

A simple calculation shows that for every α=1,..,p\alpha=1,..,p

1ϵ2𝕁α=((x1α1)xjα1αxjααxjα1αxnααx1α(xjα1α1)xjααxjα+1αxnααx1α,xjα1αxjαα(xjα+1α1)xnααx1α,xjα1αxjααxjα+1α(xnαα1)).\displaystyle\frac{-1}{\epsilon^{2}}\mathbb{J}_{\alpha}=\begin{pmatrix}(x_{1}^{\alpha}-1)&\ldots&x_{j_{\alpha}-1}^{\alpha}&x_{j_{\alpha}}^{\alpha}&x_{j_{\alpha}-1}^{\alpha}&\ldots&x_{n_{\alpha}}^{\alpha}\\ &&&\vdots&&\\ x_{1}^{\alpha}&\ldots&(x_{j_{\alpha}-1}^{\alpha}-1)&x_{j_{\alpha}}^{\alpha}&x_{j_{\alpha}+1}^{\alpha}&\ldots&x_{n_{\alpha}}^{\alpha}\\ x_{1}^{\alpha},&\ldots&x_{j_{\alpha}-1}^{\alpha}&x_{j_{\alpha}}^{\alpha}&(x_{j_{\alpha}+1}^{\alpha}-1)&\ldots&x_{n_{\alpha}}^{\alpha}\\ &&&\vdots&&&\\ x_{1}^{\alpha}&\ldots,&x_{j_{\alpha}-1}^{\alpha}&x_{j_{\alpha}}^{\alpha}&x_{j_{\alpha}+1}^{\alpha}&\ldots&(x_{n_{\alpha}}^{\alpha}-1)\end{pmatrix}.

For every σFv\sigma\in F_{v} and k[α]{jα}k\in[\alpha]\setminus\{j_{\alpha}\} we have

limϵ0+xkα(Ψv,ϵψv)1(y)=limϵ0+eykαϵ2=0.\lim_{\epsilon\to 0^{+}}x_{k}^{\alpha}\circ(\Psi_{v,\epsilon}\circ\psi_{v})^{-1}(y)=\lim_{\epsilon\to 0^{+}}e^{-\frac{y^{\alpha}_{k}}{\epsilon^{2}}}=0.

Considering that xjαα=1k[α]{jα}xkα\displaystyle x_{j_{\alpha}}^{\alpha}=1-\sum_{k\in[\alpha]\setminus\{j_{\alpha}\}}x_{k}^{\alpha}, we get the first claim of the lemma and the second claim is an immediate consequence. ∎

Figure 5 illustrates the case Γ=Δ2\Gamma=\Delta^{2}.

(0,0)(0,0)(0,1)(0,1)(1,0)(1,0)2\mathbb{R}^{2}𝒞(Δ2){\cal C}^{\ast}(\Delta^{2})(Πv0,Bv0)\,\,(\Pi_{v_{0}},B_{v_{0}})(Πv1,Bv1)\,\,(\Pi_{v_{1}},B_{v_{1}})(Πv2,Bv2)\,\,(\Pi_{v_{2}},B_{v_{2}})Δ2\Delta^{2}v0v_{0}v1v_{1}v2v_{2}i=0,1,2ψvi\overset{\displaystyle\psi_{v_{i}}}{\scriptscriptstyle i=0,1,2}i=0,1,2Ψvi,ϵ(ϵ0)\overset{{\displaystyle\Psi_{v_{i},\epsilon}}\,(\epsilon\to 0)}{\scriptscriptstyle i=0,1,2}
Figure 5. Poisson structures on the dual cone.
Remark 6.8.

The same linear Poisson structure Bv:=EvA0EvtB_{v}:=E_{v}A_{0}E^{t}_{v} appears in [AD2015, Theorem 3.53.5].

Lemma 6.9.

For a given vertex v=(ej1,,ejp)v=(e_{j_{1}},...,e_{j_{p}}), let χv\chi^{v} be the skeleton character of Xn¯,AX_{{\underline{n}},A}, as in Definition 5.2. Then

χv=Bvdηv,\chi^{v}=B_{v}d\eta_{v},

where ηv\eta_{v} is the restriction of the function η\eta (defined in (6.2)) to int(Πv){\rm int}(\Pi_{v}). In other words, χv\chi^{v} restricted to int(Πv){\rm int}(\Pi_{v}) is Hamiltonian with respect to the constant Poisson structure BvB_{v} having ηv\eta_{v} as a Hamiltonian function.

Proof.

We use the notation X(n¯,A0)v(x^):=(dxPv)Xn¯,A(x)X^{v}_{({\underline{n}},A_{0})}(\hat{x}):=(d_{x}P_{v})X_{{\underline{n}},A}(x) for the local expression of the replicator vector field Xn¯,AX_{{\underline{n}},A} in the local chart ψv\psi_{v}. If we write the function h(x)h(x), defined in (6.1), as h(x)=h(ψvPv(x))h(x)=h(\psi_{v}\circ P_{v}(x)) then

dxh=(Pv)tdx^(hψv)(x^).d_{x}h=(P_{v})^{t}d_{\hat{x}}(h\circ\psi_{v})(\hat{x}).

Notice that dPv=PvdP_{v}=P_{v}. By Theorem 4.5, Xn¯,A0=πA0dhX_{{\underline{n}},A_{0}}=\pi_{A_{0}}dh. Locally,

X(n¯,A0)v(x^)=PvXn¯,A(x)=PvπA0Pvtdx^(hψv).\displaystyle X^{v}_{({\underline{n}},A_{0})}(\hat{x})=P_{v}X_{{\underline{n}},A}(x)=P_{v}\pi_{A_{0}}P^{t}_{v}d_{\hat{x}}(h\circ\psi_{v}).

Similarly, writing hψv(x^)=hψv(Ψv,ϵψv)1(Ψv,ϵψv)(x^)h\circ\psi_{v}(\hat{x})=h\circ\psi_{v}\circ(\Psi_{v,\epsilon}\circ\psi_{v})^{-1}\circ(\Psi_{v,\epsilon}\circ\psi_{v})(\hat{x}) we have

dx^(hψv)=(dx^(Ψv,ϵψn))tdy(h(Ψv,ϵ)1).d_{\hat{x}}(h\circ\psi_{v})=(d_{\hat{x}}(\Psi_{v,\epsilon}\circ\psi_{n}))^{t}d_{y}(h\circ(\Psi_{v,\epsilon})^{-1}).

The vector field X~vϵ\tilde{X}_{v}^{\epsilon} defined in Lemma 5.11 is

X~vϵ\displaystyle\tilde{X}_{v}^{\epsilon} =1ϵ2(dx(Ψv,ϵ)Xn¯,A)=1ϵ2(dx^(Ψv,ϵψv)X(n¯,A0)v)\displaystyle=\frac{1}{\epsilon^{2}}(d_{x}(\Psi_{v,\epsilon})X_{{\underline{n}},A})=\frac{1}{\epsilon^{2}}(d_{\hat{x}}(\Psi_{v,\epsilon}\circ\psi_{v})X^{v}_{({\underline{n}},A_{0})})
=1ϵ2(dx^(Ψv,ϵψv)PvπA0Pvtdx^(Ψv,ϵψn))tdy(h(Ψv,ϵ)1)\displaystyle=\frac{1}{\epsilon^{2}}(d_{\hat{x}}(\Psi_{v,\epsilon}\circ\psi_{v})P_{v}\pi_{A_{0}}P^{t}_{v}d_{\hat{x}}(\Psi_{v,\epsilon}\circ\psi_{n}))^{t}d_{y}(h\circ(\Psi_{v,\epsilon})^{-1})
=1ϵ4πA0,ϵv(ϵ2((Ψv,ϵ)1)dxh),\displaystyle=\frac{1}{\epsilon^{4}}\pi^{\sharp_{v}}_{A_{0},\epsilon}\boldsymbol{\Big{(}}\epsilon^{2}((\Psi_{v,\epsilon})^{-1})^{\ast}d_{x}h\boldsymbol{\Big{)}},

where in the second equality we use ψvPv=Id\psi_{v}\circ P_{v}=\mathrm{Id}. Then, applying Lemma 5.11, Lemma 6.7, and Proposition 6.1, the result follows. Notice that Πv(ϵr)int(Πv)\Pi_{v}(\epsilon^{r})\subset{\rm int}(\Pi_{v}). ∎

Our aim is to show that for a given heteroclinic path ξ=(γ0,γ1,,γm)\xi=(\gamma_{0},\gamma_{1},\ldots,\gamma_{m}), the skeleton flow map of χ\chi along ξ\xi (see Definition 5.14),

πξ:=Lγm1,γmLγ0,γ1,\pi_{\xi}:=L_{\gamma_{m-1},\gamma_{m}}\circ\ldots\circ L_{\gamma_{0},\gamma_{1}}\;,

restricted to the level set of η\eta, is a Poisson map. Notice that the Poisson structure BvB_{v} is only defined in int(Πv){\rm int}(\Pi_{v}) and neither Πγ\Pi_{\gamma} nor Πγ\Pi_{\gamma^{\prime}} are submanifolds of int(Πv){\rm int}(\Pi_{v}). So we need to define Poisson structures on the sections Πγi,γi+1\Pi_{\gamma_{i},\gamma_{i+1}} for all i=0,,mi=0,...,m.

For the heteroclinic path

ξ:v0γ0v1γ1v2vmγmvm+1,\xi:v_{0}\buildrel\gamma_{0}\over{\longrightarrow}v_{1}\buildrel\gamma_{1}\over{\longrightarrow}v_{2}\longrightarrow\ldots\longrightarrow v_{m}\buildrel\gamma_{m}\over{\longrightarrow}v_{m+1}, (6.8)

we store in the ithi^{th} column of the matrix

Jξ=[j01j11j(m+1)1j02j12j(m+1)2j0pj1pj(m+1)p],J_{\xi}=\begin{bmatrix}j_{01}&j_{11}&\ldots&j_{(m+1)1}\\ j_{02}&j_{12}&\ldots&j_{(m+1)2}\\ \vdots&\vdots&\vdots&\vdots\\ j_{0p}&j_{1p}&\ldots&j_{(m+1)p}\\ \end{bmatrix},

the indices of the non zero components of the vertex vi=(eji1,eji2,,ejip)v_{i}=(e_{j_{i1}},e_{j_{i2}},\ldots,e_{j_{ip}}). By construction of Γn¯\Gamma_{\underline{n}}, there exists (ξ0,ξ1,,ξm){1,2,,p}m+1(\xi_{0},\xi_{1},\ldots,\xi_{m})\in\{1,2,\ldots,p\}^{m+1} such that j(i1)l=jilj_{(i-1)l}=j_{il} for lξi1l\neq\xi_{i-1} and j(i1)ξi1jiξi1j_{(i-1)\xi_{i-1}}\neq j_{i\xi_{i-1}}, i.e. ξi1\xi_{i-1} is the group containing the nonzero component that differ between the end points of the edge γi1\gamma_{i-1}. In order to simplify notations for every vertex viv_{i} in ξ\xi we denote

ri=j(i1)ξ(i1)andsi=j(i+1)ξi.r_{i}={j_{(i-1)\xi_{(i-1)}}}\quad\mbox{and}\quad s_{i}=j_{(i+1)\xi_{i}}.

First we consider the vertex viv_{i} with incoming and outgoing edges

γi1:vi1+t(0,,esi1eri,,0),\displaystyle\gamma_{i-1}:v_{i-1}+t(0,\ldots,e_{s_{i-1}}-e_{r_{i}},\ldots,0),
γi:vi+t(0,,ejsieri,,0),\displaystyle\gamma_{i}:v_{i}+t(0,\ldots,e_{j_{s_{i}}}-e_{r_{i}},\ldots,0),

respectively, i.e. γi1viγi\buildrel\gamma_{i-1}\over{\longrightarrow}v_{i}\buildrel\gamma_{i}\over{\longrightarrow}, where t[0,1]t\in[0,1]. Notice that

Πv(i1)={y+n|yj(i1)l=0,l=1,,p},\displaystyle\Pi_{v_{(i-1)}}=\{y\in\mathbb{R}^{n}_{+}\,|\,y_{j_{(i-1)l}}=0,\;l=1,\ldots,p\},
Πvi={y+n|yjil=0,l=1,,p}.\displaystyle\Pi_{v_{i}}=\{y\in\mathbb{R}^{n}_{+}\,|\,y_{j_{il}}=0,\;l=1,\ldots,p\}.

Since j(i1)l=jilj_{(i-1)l}=j_{il} for lξi1l\neq\xi_{i-1} and Πγi1=Πv(i1)Πvi\Pi_{\gamma_{i-1}}=\Pi_{v_{(i-1)}}\cap\Pi_{v_{i}} we have

Πγi1={y+n|yjsi1=yj(i1)l=0,l=1,,p}.\Pi_{\gamma_{i-1}}=\{y\in\mathbb{R}^{n}_{+}\,|\,y_{j_{s_{i-1}}}=y_{j_{(i-1)l}}=0,\;l=1,\ldots,p\}.

The opposite facet to γi\gamma_{i} at vi{v_{i}} is then σ:={ysi=0}\sigma_{\ast}:=\{y_{s_{i}}=0\} where we omitted the superscript ξi\xi_{i} from yy since it is evident that jsiξij_{s_{i}}\in\xi_{i}. We keep omitting the superscript whenever there is no ambiguity. The sector defined in (5.6) is

Πγi1,γi:={yint(Πγi1):yσχσviχsiviysi>0,σji1,,ji(m+1),si}.\Pi_{\gamma_{i-1},\gamma_{i}}:=\left\{\,y\in{\rm int}(\Pi_{\gamma_{i-1}})\,\colon\,y_{\sigma}-\frac{\chi^{v_{i}}_{\sigma}}{\chi^{v_{i}}_{s_{i}}}\,y_{s_{i}}>0,\,\forall\sigma\neq j_{i1},\ldots,j_{i(m+1)},s_{i}\;\right\}. (6.9)

The skeleton flow map of χ\chi at vertex vi{v_{i}} is the linear map Lγi1,γi:Πγi1,γiΠγi{L_{\gamma_{i-1},\gamma_{i}}:\Pi_{\gamma_{i-1},\gamma_{i}}\to\Pi_{\gamma_{i}}} defined by

Lγi1,γi(y):=(yσχσviχsiviysi)σ,L_{\gamma_{i-1},\gamma_{i}}(y):=\left(\,y_{\sigma}-\frac{\chi^{{v_{i}}}_{\sigma}}{\chi^{v_{i}}_{s_{i}}}\,y_{s_{i}}\,\right)_{\sigma}\;, (6.10)

Notice that Lγi1,γi(y)=ϕχvi(τ(y),y)L_{\gamma_{i-1},\gamma_{i}}(y)=\phi_{\chi^{v_{i}}}(\tau(y),y) where ϕχvi(τ,y)=y+τχvi,\phi_{\chi^{v_{i}}}(\tau,y)=y+\tau\chi^{v_{i}}, is the flow of the skeleton vector field χvi\chi^{v_{i}} and τ(y):=ysiχsivi\tau(y):=-\frac{y_{s_{i}}}{\chi^{v_{i}}_{s_{i}}}. We denote Lγi1,γit(y):=ϕχvi(tτ(y),y)L^{t}_{\gamma_{i-1},\gamma_{i}}(y):=\phi_{\chi^{v_{i}}}(t\tau(y),y) where t(0,1)t\in(0,1). More precisely

Lγi1,γit(y):=(yσtχσviχsiviysi)σ.L^{t}_{\gamma_{i-1},\gamma_{i}}(y):=\left(\,y_{\sigma}-t\frac{\chi^{{v_{i}}}_{\sigma}}{\chi^{v_{i}}_{s_{i}}}\,y_{s_{i}}\,\right)_{\sigma}\;.
Definition 6.10.

We define by

Tγi1,γi:=0<t<1Lγi1,γit(Πγi1,γi),T_{\gamma_{i-1},\gamma_{i}}:=\bigcup\limits_{0<t<1}L_{\gamma_{i-1},\gamma_{i}}^{t}(\Pi_{\gamma_{i-1},\gamma_{i}}), (6.11)

the convex cone containing the line segments of the flow of χvi\chi^{v_{i}} connecting the points in the domain of Lγi1,γiL_{\gamma_{i-1},\gamma_{i}} to their images.

We consider two cosymplectic foliations interior to each sector Πvi\Pi_{v_{i}} in order to use the techniques introduced in Section 3. In the following lemma, we describe the Poisson structures on Πγi1,γi\Pi_{\gamma_{i-1},\gamma_{i}} and Lγi1,γi(Πγi1,γi)L_{\gamma_{i-1},\gamma_{i}}(\Pi_{\gamma_{i-1},\gamma_{i}}).

Lemma 6.11.

With the notation adopted in Lemma 6.9, let ηvi\eta_{v_{i}} be the restriction of function η\eta, defined in (6.2), to int(Πvi){\rm int}(\Pi_{v_{i}}). Consider two functions Grvi,Gsvi:Tγ,γG^{v_{i}}_{r},\,G^{v_{i}}_{s}:T_{\gamma,\gamma^{\prime}}\to\mathbb{R} defined by Grvi(y)=yriG^{v_{i}}_{r}(y)=y_{r_{i}} and Gsvi(y)=ysiG^{v_{i}}_{s}(y)=y_{s_{i}} then:

  • 1)

    Level sets of (ηvi,Grvi),(ηvi,Gsvi):Tγi1,γi2(\eta_{v_{i}},G^{v_{i}}_{r}),(\eta_{v_{i}},G^{v_{i}}_{s}):T_{\gamma_{i-1},\gamma_{i}}\to\mathbb{R}^{2} partition Tγi1,γiT_{\gamma_{i-1},\gamma_{i}} into a cosymplectic foliation rvi\mathcal{F}^{v_{i}}_{r} and svi\mathcal{F}^{v_{i}}_{s}, i.e. every leaf of these foliations is a cosymplectic submanifold of (Tγi1,γi,Bvi)(T_{\gamma_{i-1},\gamma_{i}},B_{v_{i}}). Furthermore, every leaf Σ\Sigma of these foliations is a level transversal section to χvi\chi^{v_{i}} at every point xΣx\in\Sigma;

  • 2)

    Given two leafs222Notice that the flow of χv1=Xηv1\chi_{v_{1}}=X_{\eta_{v_{1}}} preserves ηv1\eta_{v_{1}}. Σrl=(ηvi,Grvi)1(c,dl),l=1,2\Sigma^{l}_{r}=(\eta_{v_{i}},G^{v_{i}}_{r})^{-1}(c,d_{l}),\,l=1,2, of rvi\mathcal{F}^{v_{i}}_{r} and two leafs Σsl=(ηvi,Gsvi)1(c,dl),l=1,2\Sigma^{l}_{s}=(\eta_{v_{i}},G^{v_{i}}_{s})^{-1}(c,d^{\prime}_{l}),\,l=1,2, of svi\mathcal{F}^{v_{i}}_{s}, then the Poincaré map between any pair of these four leafs is a Poisson map.

Proof.

Clearly,

{ηvi,Grvi}=Xηvi(dGrvi)=χvi(dyri)=χrivi,\{\eta_{v_{i}},G_{r}^{v_{i}}\}=X_{\eta_{v_{i}}}(dG_{r}^{v_{i}})=\chi^{v_{i}}(dy_{r_{i}})=\chi^{v_{i}}_{r_{i}},

and similarly {ηvi,Gsvi}=χsivi\{\eta_{v_{i}},G_{s}^{v_{i}}\}=\chi^{v_{i}}_{s_{i}}. As before, using the notation σjir\sigma_{j_{ir}} for the facet {yjir=0}\{y_{j_{ir}}=0\}, we see that γi1{\gamma_{i-1}} is a flowing edge from the corner (vi1,σiξi1)(v_{i-1},\sigma_{i\xi_{i-1}}) to the corner (vi,σsi)(v_{i},\sigma_{s_{i}}). So χsivi>0\chi^{v_{i}}_{s_{i}}>0. In a similar way we have χrivi<0\chi^{v_{i}}_{r_{i}}<0. What we actually need is both of them to be nonzero. Then, both {ηvi,Gsvi}\{\eta_{v_{i}},G^{v_{i}}_{s}\} and {ηvi,Grvi}\{\eta_{v_{i}},G^{v_{i}}_{r}\} are second class constraints and consequently, their level sets are cosymplectic submanifolds (see Definition 3.4). The fact that Σ\Sigma is a level transversal section is clear.

The Poincaré map between Σs1,Σs2\Sigma^{1}_{s},\Sigma^{2}_{s} is the translation

P(y)=ϕχvi(d2d1χsivi,y)=(d2d1χsivi)χvi+y,\displaystyle P(y)=\phi_{\chi^{v_{i}}}\left(\frac{d_{2}-d_{1}}{\chi^{v_{i}}_{s_{i}}},y\right)=\left(\frac{d_{2}-d_{1}}{\chi^{v_{i}}_{s_{i}}}\right)\,\chi_{v_{i}}+y, (6.12)

and a similar translation for Σr1,Σr2\Sigma^{1}_{r},\Sigma^{2}_{r}. Clearly, these translations are Poisson maps.

The Poincaré map between two level sets Σrl\Sigma_{r}^{l} and Σsl\Sigma_{s}^{l^{\prime}} is

P(y)=ϕχvi(dlysiχsivi,y)\displaystyle P(y)=\phi_{\chi^{v_{i}}}\left(\frac{d^{\prime}_{l^{\prime}}-y_{s_{i}}}{\chi^{v_{i}}_{s_{i}}},y\right) (6.13)

By Proposition 3.11 this map is a Poisson map as well. ∎

Remark 6.12.

Note that ysiy_{s_{i}} is not constant on Σrl\Sigma_{r}^{l}, so the map (6.13) is not a fixed time map of the flow ϕχvi\phi_{\chi^{v_{i}}}. Therefore, being Poisson is not a direct consequence of the flow being Hamiltonian. Furthermore, proving that this map is Poisson by direct calculation is not straightforward. This makes the contents of Section 3 inevitable.

Since the Poincaré maps can be considered between level sets of the functions GrviG_{r}^{v_{i}} and GsviG_{s}^{v_{i}}, we state the following definition.

Definition 6.13.

Let ~rvi\mathcal{\tilde{F}}^{v_{i}}_{r} and ~svi\mathcal{\tilde{F}}^{v_{i}}_{s} be the foliations constituted by the level sets of the functions GrviG^{v_{i}}_{r} and GsviG^{v_{i}}_{s}, respectively.

Every leaf of ~vi,=r,s\mathcal{\tilde{F}}^{v_{i}}_{\ast},\,\ast=r,s is equipped with a Poisson structure, πvi,=r,s\pi^{v_{i}}_{\ast},\,\ast=r,s which has ηvi\eta_{v_{i}} as a Casimir, and the level sets of this Casimir are the leafs of the cosymplectic foliation vi\mathcal{F}^{v_{i}}_{\ast}. The leafs of ~vi\mathcal{\tilde{F}}^{v_{i}}_{\ast} can be identified (as Poison manifolds) through translations of type (6.12).

Definition 6.14.

By (Σ~vi,π~vi),=r,s(\tilde{\Sigma}^{v_{i}}_{\ast},\tilde{\pi}^{v_{i}}_{\ast}),\,\ast=r,s we denote a typical leaf of the Poisson foliation ~vi\mathcal{\tilde{F}}^{v_{i}}_{\ast}\;.

Ignoring (for a moment) the fact that the function GrviG^{v_{i}}_{r} is only defined on Tγi1,γiT_{\gamma_{i-1},\gamma_{i}}, we may consider Πγi1,γi\Pi_{\gamma_{i-1},\gamma_{i}} as the zero level set of GrviG^{v_{i}}_{r}. Hence a typical leaf Σ~rvi\tilde{\Sigma}^{v_{i}}_{r} is diffeompric to Πγi1,γi\Pi_{\gamma_{i-1},\gamma_{i}} through a translation of type (6.12). Through this, diffeomorphism Πγi1,γi\Pi_{\gamma_{i-1},\gamma_{i}} secures a Poisson structure. Similarly, Lγi1,γi(Πγi1,γi)L_{\gamma_{i-1},\gamma_{i}}(\Pi_{\gamma_{i-1},\gamma_{i}}) gains a Poisson structure from (Σ~svi,π~svi)(\tilde{\Sigma}^{v_{i}}_{s},\tilde{\pi}^{v_{i}}_{s}).

Proposition 6.15.

Let Πγi1,γi\Pi_{\gamma_{i-1},\gamma_{i}} be equipped with the Poisson structure induced from (Σ~svi,π~svi)(\tilde{\Sigma}^{v_{i}}_{s},\tilde{\pi}^{v_{i}}_{s}) via a translation of type (6.12), and Lγi1,γi(Πγi1,γi)L_{\gamma_{i-1},\gamma_{i}}(\Pi_{\gamma_{i-1},\gamma_{i}}) with the one induced from (Σ~rvi,π~rvi)(\tilde{\Sigma}^{v_{i}}_{r},\tilde{\pi}^{v_{i}}_{r}) in a similar way. Then Lγi1,γiL_{\gamma_{i-1},\gamma_{i}} is Poisson map (see Figure 6).

Proof.

We decompose Lγi1,γiL_{\gamma_{i-1},\gamma_{i}} into three maps P1viP^{v_{i}}_{1}, P2viP^{v_{i}}_{2} and P3viP^{v_{i}}_{3}, where P1viP^{v_{i}}_{1} and P3viP^{v_{i}}_{3} are the translations used to define the Poisson structures on Πγi1,γi\Pi_{\gamma_{i-1},\gamma_{i}} and Lγi1,γi(Πγi1,γi)L_{\gamma_{i-1},\gamma_{i}}(\Pi_{\gamma_{i-1},\gamma_{i}}), respectively, and P2viP^{v_{i}}_{2} is the Poincaré map from (Σ~rvi,π~rvi)(\tilde{\Sigma}^{v_{i}}_{r},\tilde{\pi}^{v_{i}}_{r}) to (Σ~svi,π~svi)(\tilde{\Sigma}^{v_{i}}_{s},\tilde{\pi}^{v_{i}}_{s}). By the construction of these two sections, together with Lemma 6.11, P2viP^{v_{i}}_{2} is a Poisson map, which ends the proof. ∎

𝒞(Γ)\l=i1i+1Πvl{\cal C}^{\ast}(\Gamma)\backslash\cup_{l=i-1}^{i+1}\Pi_{v_{l}}Πvi+1\Pi_{v_{i+1}}Πvi\Pi_{v_{i}}Πvi1\Pi_{v_{i-1}}Πγi1\Pi_{\gamma_{i-1}}Πγi\Pi_{\gamma_{i}}Σ~rvi\tilde{\Sigma}^{v_{i}}_{r}Σ~svi1\tilde{\Sigma}^{v_{i-1}}_{s}Σ~svi\tilde{\Sigma}^{v_{i}}_{s}Σ~rvi+1\tilde{\Sigma}^{v_{i+1}}_{r}ϕχvi\phi_{\chi^{v_{i}}}ϕχvi1\phi_{\chi^{v_{i-1}}}ϕχvi+1\phi_{\chi^{v_{i+1}}}
Figure 6. Illustration of Proposition 6.15.

Notice that (Σ~vi,π~vi),=r,s(\tilde{\Sigma}^{v_{i}}_{\ast},\tilde{\pi}^{v_{i}}_{\ast}),\,\ast=r,s is a union of Poisson submanifolds equipped with Dirac bracket. We describe now the matrix representative of this Dirac bracket.

Lemma 6.16.

The matrix representative, in the coordinate system (yl)l[α]{jiα}(y_{l})_{l\in[\alpha]\setminus\{j_{i\alpha}\}}, of the Dirac bracket generated in int(Πvi){\rm int}(\Pi_{v_{i}}) by the second class constrains ηvi\eta_{v_{i}} and Grvi,G^{v_{i}}_{r}, is

(πrvi)=BviC(vi,r),(\pi^{v_{i}}_{r})^{\sharp}=B_{v_{i}}-C_{(v_{i},r)}\;, (6.14)

where C(vi,r)=[C(vi,r)α,β]α,βC_{(v_{i},r)}=[C^{\alpha,\beta}_{(v_{i},r)}]_{\alpha,\beta} with Cvi,rα,β=[clf(α,β,v1,r)](l,f){[α]{jiα}}×{[β]{jiβ}}C^{\alpha,\beta}_{v_{i},r}=[c_{lf}(\alpha,\beta,v_{1},r)]_{(l,f)\in\{[\alpha]\setminus\{j_{i\alpha}\}\}\times\{[\beta]\setminus\{j_{i\beta}\}\}} and

clf(α,β,vi,r)=1χrivi((χvi)lαbrifξi1,β+blriα,ξi1(χvi)fβ).c_{lf}(\alpha,\beta,v_{i},r)=\frac{1}{\chi^{v_{i}}_{r_{i}}}\left((\chi^{v_{i}})^{\alpha}_{l}\,b^{\xi_{i-1},\beta}_{r_{i}f}+b^{\alpha,\xi_{i-1}}_{lr_{i}}\,(\chi^{v_{i}})^{\beta}_{f}\right).

In the matrix (πrvi)(\pi^{v_{i}}_{r})^{\sharp} the rithr_{i}^{\rm th} line and column are null. Removing these line and column one obtains the matrix representative, in the coordinate system obtained by removing yriy_{r_{i}} from (yl)l[α]{jiα}(y_{l})_{l\in[\alpha]\setminus\{j_{i\alpha}\}}, of the Poisson structure π~rvi\tilde{\pi}^{v_{i}}_{r} on Σ~rvi\tilde{\Sigma}^{v_{i}}_{r}. Similarly, for the second class constrains ηvi\eta_{v_{i}} and GsviG^{v_{i}}_{s} we have

(πsvi)=BviC(vi,s),(\pi^{v_{i}}_{s})^{\sharp}=B_{v_{i}}-C_{(v_{i},s)}\;, (6.15)

where

clf(α,β,vi,s)=1χsivi((χvi)lαbsifξi,β+blsiα,ξi(χvi)fβ),c_{lf}(\alpha,\beta,v_{i},s)=\frac{1}{\chi^{v_{i}}_{s_{i}}}\left((\chi^{v_{i}})^{\alpha}_{l}\,b^{\xi_{i},\beta}_{s_{i}f}+b^{\alpha,\xi_{i}}_{ls_{i}}\,(\chi^{v_{i}})^{\beta}_{f}\right),

and removing the siths_{i}^{\rm th} line and column yields the matrix representative, in the coordinate system obtained by removing ysiy_{s_{i}} from (yl)l[α]{jiα}(y_{l})_{l\in[\alpha]\setminus\{j_{i\alpha}\}}, of the Poisson structure π~svi\tilde{\pi}^{v_{i}}_{s} on Σ~svi\tilde{\Sigma}^{v_{i}}_{s} .

Proof.

By definition,

(πrvi)=[{ylα,yfβ}](l,f){[α]{jiα}}×{[β]{jiβ}}.(\pi^{v_{i}}_{r})^{\sharp}=\left[\,\{y^{\alpha}_{l},y^{\beta}_{f}\}\,\right]_{(l,f)\in\{[\alpha]\setminus\{j_{i\alpha}\}\}\times\{[\beta]\setminus\{j_{i\beta}\}\}}.

So we need to calculate

[{ylα,ηni}{ylα,Grvi}][0{ηvi,Grvi}{Grvi,ηni}0]1[{ηni,yfβ}{Grvi,yfβ}],\begin{bmatrix}\{y^{\alpha}_{l},\eta_{n_{i}}\}&\{y^{\alpha}_{l},G^{v_{i}}_{r}\}\end{bmatrix}\begin{bmatrix}0&\{\eta_{v_{i}},G^{v_{i}}_{r}\}\\ \{G^{v_{i}}_{r},\eta_{n_{i}}\}&0\end{bmatrix}^{-1}\begin{bmatrix}\{\eta_{n_{i}},y^{\beta}_{f}\}\\ \{G^{v_{i}}_{r},y^{\beta}_{f}\}\end{bmatrix},\ (6.16)

see the definition of {.,.}Dirac\{.,.\}_{\rm Dirac} in (3.4). Reminding that

{ηvi,ylα}=(χvi)lαand{ylα,yfβ}=blfα,β,\{\eta_{v_{i}},y^{\alpha}_{l}\}=(\chi^{v_{i}})^{\alpha}_{l}\quad\mbox{and}\quad\{y^{\alpha}_{l},y^{\beta}_{f}\}=b^{\alpha,\beta}_{lf},

together with a simple calculation, yields (6.14). The rithr_{i}^{\rm th} line and column are zero simply because, by definition, Grvi=yriG^{v_{i}}_{r}=y_{r_{i}} is a Casimir of the Dirac bracket. Note that the representative matrix (πrvi)(\pi^{v_{i}}_{r})^{\sharp} is with respect to the coordinate system as (yl)l[α]{jiα}(y_{l})_{l\in[\alpha]\setminus\{j_{i\alpha}\}} of Πvi\Pi_{v_{i}}, and by omitting the component yriy_{r_{i}} from this coordinate system one obtains a coordinate system on Σ~rvi\tilde{\Sigma}^{v_{i}}_{r}. Therefore, removing the null rithr_{i}^{\rm th} line and column yields the representative matrix of π~rvi\tilde{\pi}^{v_{i}}_{r} with respect to the obtained coordinate. The same reasoning holds for (πsvi)(\pi^{v_{i}}_{s})^{\sharp}. ∎

We now extend Proposition 6.15 to the whole heteroclinc path ξ\xi. Our main result is the following.

Theorem 6.17.

Let

ξ:v0γ0v1γ1v2vmγmvm+1\xi:v_{0}\buildrel\gamma_{0}\over{\longrightarrow}v_{1}\buildrel\gamma_{1}\over{\longrightarrow}v_{2}\longrightarrow\ldots\longrightarrow v_{m}\buildrel\gamma_{m}\over{\longrightarrow}v_{m+1} (6.17)

be a heteroclinic path. Then for every i=1,,mi=1,\ldots,m, the Poisson structures induced on the intersection

Lγ(i2),γ(i1)(Πγ(i2),γ(i1))Πγ(i1),γi,L_{\gamma_{(i-2)},\gamma_{(i-1)}}(\Pi_{\gamma_{(i-2)},\gamma_{(i_{1})}})\cap\Pi_{\gamma_{(i-1)},\gamma_{i}}, (6.18)

from Poisson submanifolds (Σ~svi1,π~svi1)(\tilde{\Sigma}^{v_{i-1}}_{s},\tilde{\pi}^{v_{i-1}}_{s}) and (Σ~rvi,π~rvi)(\tilde{\Sigma}^{v_{i}}_{r},\tilde{\pi}^{v_{i}}_{r}) is the same. Consequently, the skeleton flow map of χ\chi along ξ\xi (see Definition 5.14),

πξ:=Lγm1,γmLγ0,γ1,\pi_{\xi}:=L_{\gamma_{m-1},\gamma_{m}}\circ\ldots\circ L_{\gamma_{0},\gamma_{1}}\;,

is a Poisson map w.r.t. the Poisson structures induced by (Σ~rv0,π~rv0)(\tilde{\Sigma}^{v_{0}}_{r},\tilde{\pi}^{v_{0}}_{r}) and (Σ~svm,π~svm)(\tilde{\Sigma}^{v_{m}}_{s},\tilde{\pi}^{v_{m}}_{s}) on its domain and range, respectively.

Considering the segment

vi2γi2vi1γi1viγivi+1,\ldots\longrightarrow v_{i-2}\buildrel\gamma_{i-2}\over{\longrightarrow}v_{i-1}\buildrel\gamma_{i-1}\over{\longrightarrow}v_{i}\buildrel\gamma_{i}\over{\longrightarrow}v_{i+1}\longrightarrow\ldots,

the key point is to show that the Poisson structure induced from (Σ~svi1,π~svi1)(\tilde{\Sigma}^{v_{i-1}}_{s},\tilde{\pi}^{v_{i-1}}_{s}) on Lγ(i2),γ(i1)(Πγ(i2),γ(i1))L_{\gamma_{(i-2)},\gamma_{(i-1)}}(\Pi_{\gamma_{(i-2)},\gamma_{(i-1)}}) and the one induced from (Σ~rvi,π~rvi)(\tilde{\Sigma}^{v_{i}}_{r},\tilde{\pi}^{v_{i}}_{r}) on Πγ(i1)γi\Pi_{\gamma_{(i-1)}\gamma_{i}}, match on the intersection (6.18) (see Figure 6). To prove Theorem 6.17 we need to state and prove two preliminary lemmas regarding this key point.

The two sectors Πvi1\Pi_{v_{i-1}} and Πvi\Pi_{v_{i}} are only different in the group ξi1\xi_{i-1}, where yri=0y_{r_{i}}=0 for the elements of Πvi1\Pi_{v_{i-1}} and ysi1=0y_{s_{i-1}}=0 for the elements Πvi\Pi_{v_{i}}. Let Pvi1,vi:int(Πvi1)int(Πvi)P_{v_{i-1},v_{i}}:{\rm int}(\Pi_{v_{i-1}})\to{\rm int}(\Pi_{v_{i}}) be the diffeomorphism of the form

Ti1,i(Pvi1,vi1××Pvi1,vip),T_{i-1,i}\circ(P^{1}_{v_{i-1},v_{i}}\times\ldots\times P^{p}_{v_{i-1},v_{i}}),

where:

  • 1)

    For βξi1\beta\neq\xi_{i-1} the associated component Pvi1,viβP^{\beta}_{v_{i-1},v_{i}} is the identity map;

  • 2)

    For any l[ξi1]{si1}l\in[\xi_{i-1}]\setminus\{s_{i-1}\}

    (Pvi1,viξi1(y))lξi1={ylξi1ysi1iflriysi1ifl=ri;(P^{\xi_{i-1}}_{v_{i-1},v_{i}}(y))^{\xi_{i-1}}_{l}=\left\{\begin{array}[]{ccc}y^{\xi_{i-1}}_{l}-y_{s_{i-1}}&\mbox{if}&l\neq r_{i}\\ -y_{s_{i-1}}&\mbox{if}&l=r_{i}\end{array}\right.;
  • 3)

    For the following notation to be consistent, without loss of generality we assume that si1=jiξi1<ri=j(i1)ξi1)s_{i-1}=j_{i\xi_{i-1}}<r_{i}=j_{(i-1)\xi_{i-1)}}. Notice that for any given point yΣ~si1=(Gsvi1)1(c)y\in\tilde{\Sigma}_{s_{i-1}}=(G^{v_{i-1}}_{s})^{-1}(c) the map Pvi1,viξi1P^{\xi_{i-1}}_{v_{i-1},v_{i}} acts on the component ξi1\xi_{i-1} as

    yξi1\displaystyle y^{\xi_{i-1}} =(y1ξi1,,c,,yri,,ynξi1ξi1)\displaystyle=(y^{\xi_{i-1}}_{1},\ldots,c,\ldots,\cancel{y_{r_{i}}},\ldots,y^{\xi_{i-1}}_{n_{\xi_{i-1}}})\mapsto
    (y1ξi1c,,ysi1,,c,,ynξi1ξi1c),\displaystyle(y^{\xi_{i-1}}_{1}-c,\ldots,\cancel{y_{s_{i-1}}},\ldots,-c,...,y^{\xi_{i-1}}_{n_{\xi_{i-1}}}-c),

    where the notation yri\cancel{y_{r_{i}}} means that the entry yriy_{r_{i}} is missing in the corresponding vector.

    The image point is not in Σ~rvi1=(Grvi)1(c)Πvi\tilde{\Sigma}^{v_{i-1}}_{r}=(G^{v_{i}}_{r})^{-1}(c^{\prime})\subset\Pi_{v_{i}}. However composing with the translation

    Ti1,i(y):=y+(0¯,,(0,,t(i1)i=c+c,,0),,0¯),T_{i-1,i}(y):=y+(\bar{0},\ldots,(0,\ldots,\underset{\overset{\uparrow}{=c+c^{\prime}}}{t_{(i-1)i}},\ldots,0),\ldots,\bar{0}),

    we get

    Pvi1,vi(Σ~svi1)=Σ~rvi.P_{v_{i-1},v_{i}}(\tilde{\Sigma}^{v_{i-1}}_{s})=\tilde{\Sigma}^{v_{i}}_{r}.

We restrict the diffeomorphism Pvi1,viP_{v_{i-1},v_{i}} to an open set Usi1U^{i-1}_{s} around Σ~svi1\tilde{\Sigma}^{v_{i-1}}_{s} to get

Pvi1,vi:Usi1Uri,P_{v_{i-1},v_{i}}:U^{i-1}_{s}\to U^{i}_{r},

where UriU^{i}_{r} is an open set around Σ~rvi\tilde{\Sigma}^{v_{i}}_{r}.

Lemma 6.18.

The diffeomorphism

Pvi1,vi:(Usi1,Bvi1)(Uri,Bvi)P_{v_{i-1},v_{i}}:(U^{i-1}_{s},B_{v_{i-1}})\to(U^{i}_{r},B_{v_{i}})

is Poisson, i.e. Pvl1,vlP_{v_{l-1},v_{l}} preserves the ambient Poisson structure.

Proof.

A simple calculation shows that (dPvi1,viξi1)Evi1ξi1=Eviξi1(dP^{\xi_{i-1}}_{v_{i-1},v_{i}})E^{\xi_{i-1}}_{v_{i-1}}=E^{\xi_{i-1}}_{v_{i}}. To give the reader an idea, let nξi1=5,si1=2n_{\xi_{i-1}}=5,s_{i-1}=2 and ri=4r_{i}=4 then

Pvi1,viξi1(y1,y2,y3,y5)=(y1y2,y3y2,y2,y5y2)P^{\xi_{i-1}}_{v_{i-1},v_{i}}(y_{1},y_{2},y_{3},y_{5})=(y_{1}-y_{2},y_{3}-y_{2},-y_{2},y_{5}-y_{2})

and

[1100011001000101]dPvi1,vi[10010010100011000011]Evi1ξi1=[11000011000101001001]Eviξi1\underbrace{\begin{bmatrix}1&-1&0&0\\ 0&-1&1&0\\ 0&-1&0&0\\ 0&-1&0&1\end{bmatrix}}_{dP_{v_{i-1},v_{i}}}\underbrace{\begin{bmatrix}-1&0&0&1&0\\ 0&-1&0&1&0\\ 0&0&-1&1&0\\ 0&0&0&1&-1\end{bmatrix}}_{E^{\xi_{i-1}}_{v_{i-1}}}=\underbrace{\begin{bmatrix}-1&1&0&0&0\\ 0&1&-1&0&0\\ 0&1&0&-1&0\\ 0&1&0&0&-1\end{bmatrix}}_{E^{\xi_{i-1}}_{v_{i}}}

Since for βξi1\beta\neq\xi_{i-1} the component Pvi1,viβP^{\beta}_{v_{i-1},v_{i}} is the identity map we get (dPvi1,vi)Evi1=Evi(dP_{v_{i-1},v_{i}})E_{v_{i-1}}=E_{v_{i}}. This fact together with (3.3) and the definitions of Bvi1,BviB_{v_{i-1}},B_{v_{i}} (see Lemma 6.7) finishes the proof. ∎

Lemma 6.19.

For the diffeomorphism Pvi1,viP_{v_{i-1},v_{i}} we have that:

  • 1)

    GrviPvi1,vi=Gsvi1Ti1,i;G^{v_{i}}_{r}\circ P_{v_{i-1},v_{i}}=-G^{v_{i-1}}_{s}\circ T_{i-1,i}\;;

  • 2)

    ηviPvi1,vi=ηvi1λξi1qriξi1Gsvi1+λξi1qriξi1ti1,i.\eta_{v_{i}}\circ P_{v_{i-1},v_{i}}=\eta_{v_{i-1}}-\lambda_{\xi_{i-1}}q^{\xi_{i-1}}_{r_{i}}G^{v_{i-1}}_{s}+\lambda_{\xi_{i-1}}q^{\xi_{i-1}}_{r_{i}}t_{i-1,i}.

Proof.

The first equality is trivial since, for any yΠvi1y\in\Pi_{v_{i-1}}, the rithr_{i}^{th} component of GrviPvi1,vi(y)G^{v_{i}}_{r}\circ P_{v_{i-1},v_{i}}(y) is ysi1+t(i1)i-y_{s_{i-1}}+t_{(i-1)i}. For the second equality we have

ηvi\displaystyle\eta_{v_{i}}\circ Pvi1,vi(y)=(βξi1l[β]{jiβ}λβqlβylβ)\displaystyle P_{v_{i-1},v_{i}}(y)=(\sum_{\beta\neq\xi_{i-1}}\sum_{l\in[\beta]\setminus\{j_{i\beta}\}}\lambda_{\beta}q^{\beta}_{l}y_{l}^{\beta})
+(λξi1f[ξi1]{si1,ri}qfξi1(yfξi1ysi1))+λξi1qriξi1(ysi1+ti1,i)\displaystyle+(\lambda_{\xi_{i-1}}\sum_{\scriptscriptstyle{{f}\in[\xi_{i-1}]\setminus\{s_{i-1},r_{i}\}}}q^{\xi_{i-1}}_{f}(y^{\xi_{i-1}}_{f}-y_{s_{i-1}}))+\lambda_{\xi_{i-1}}q^{\xi_{i-1}}_{r_{i}}(-y_{s_{i-1}}+t_{i-1,i})
=\displaystyle= (βξi1l[β]{jiβ}λβqlβylβ)+λξi1(f[ξi1]{si1,ri}qfξi1(yfξi1))\displaystyle(\sum_{\beta\neq\xi_{i-1}}\sum_{l\in[\beta]\setminus\{j_{i\beta}\}}\lambda_{\beta}q^{\beta}_{l}y_{l}^{\beta})+\lambda_{\xi_{i-1}}(\sum_{\scriptscriptstyle{f\in[\xi_{i-1}]\setminus\{s_{i-1},r_{i}\}}}q^{\xi_{i-1}}_{f}(y^{\xi_{i-1}}_{f}))
λξi1ysi1f[ξi1]{si1}qfξi1+λξi1qriξi1ti1,i.\displaystyle-\lambda_{\xi_{i-1}}y_{s_{i-1}}\sum_{\scriptscriptstyle{f\in[\xi_{i-1}]\setminus\{s_{i-1}\}}}q^{\xi_{i-1}}_{f}+\lambda_{\xi_{i-1}}q^{\xi_{i-1}}_{r_{i}}t_{i-1,i}.

Then, using the fact that f[ξi1]{si1}qfξi1=qsi11\sum_{\scriptscriptstyle{f\in[\xi_{i-1}]\setminus\{s_{i-1}\}}}q^{\xi_{i-1}}_{f}=q_{s_{i-1}}-1 we get

ηvi\displaystyle\eta_{v_{i}}\circ Pvi1,vi(y)=l[β]{jiβ}λβqlβylβ+λξi1(qriξi1ti1,iqriξi1ysi1)\displaystyle P_{v_{i-1},v_{i}}(y)=\sum_{l\in[\beta]\setminus\{j_{i\beta}\}}\lambda_{\beta}q^{\beta}_{l}y_{{l}}^{\beta}+\lambda_{\xi_{i-1}}(q^{\xi_{i-1}}_{r_{i}}t_{i-1,i}-q^{\xi_{i-1}}_{r_{i}}y_{s_{i-1}})
=ηvi1(y)λξi1qriξi1ysi1+λξi1qriξi1ti1,i.\displaystyle=\eta_{v_{i-1}}(y)-\lambda_{\xi_{i-1}}q^{\xi_{i-1}}_{r_{i}}y_{s_{i-1}}+\lambda_{\xi_{i-1}}q^{\xi_{i-1}}_{r_{i}}t_{i-1,i}.

Proof of Theorem 6.17:.

By Lemma 6.18

{ηviPvi1,vi,GrviPvi1,vi}Πvi1={ηvi,Grvi}Πvi.\{\eta_{v_{i}}\circ P_{v_{i-1},v_{i}},G^{v_{i}}_{r}\circ P_{v_{i-1},v_{i}}\}_{\Pi_{v_{i-1}}}=\{\eta_{v_{i}},G^{v_{i}}_{r}\}_{\Pi_{v_{i}}}.

Since Grvi,ηviG^{v_{i}}_{r},\eta_{v_{i}} are second class constraints, then

ηviPvi1,viandGrviPvi1,vi\eta_{v_{i}}\circ P_{v_{i-1},v_{i}}\quad\mbox{and}\quad G^{v_{i}}_{r}\circ P_{v_{i-1},v_{i}} (6.19)

are also second class constraints. Considering the equalities obtained in Lemma 6.19, this fact can be obtained by direct calculations and Gsvi1,ηvi1G^{v_{i-1}}_{s},\eta_{v_{i-1}} being second class constraints. Furthermore, the Dirac structure on Πvi1\Pi_{v_{i-1}} generated by the second class constraints {ηvi1,Gsvi1}\{\eta_{v_{i-1}},G^{v_{i-1}}_{s}\} is the same as the one generated by (6.19). To see this, note that the foliation constituted from the level sets of {ηvi1,Gsvi1}\{\eta_{v_{i-1}},G^{v_{i-1}}_{s}\} is the same as the one made up from the level set of the constraints (6.19). Also, Dirac bracket (see (3.4)) defined by them is the same, since the second term in Definition (3.4) is the same whether it is computed using the constraints {ηvi1,Gsvi1}\{\eta_{v_{i-1}},G^{v_{i-1}}_{s}\} or the constraints (6.19). Simply compare the following equations

[{f,ηvi1}{f,Gsvi1}]t[0{ηvi1,Gsvi1}{Gsvi1,ηvi1,}0]1[{ηvi1,g}{Gsvi1,g}],\begin{bmatrix}\{f,\eta_{v_{i-1}}\}\\ \{f,G^{v_{i-1}}_{s}\}\end{bmatrix}^{t}\begin{bmatrix}0&\{\eta_{v_{i-1}},G^{v_{i-1}}_{s}\}\\ \{G^{v_{i-1}}_{s},\eta_{v_{i-1}},\}&0\end{bmatrix}^{-1}\begin{bmatrix}\{\eta_{v_{i-1}},g\}\\ \{G^{v_{i-1}}_{s},g\}\end{bmatrix},
[{f,ηvi1aGsvi1}{f,Gsvi1}]t[0{ηvi1,Gsvi1}{Gsvi1,ηvi1}0]1[{ηvi1aGsvi1,g}{Gsvi1,g}],{\scriptscriptstyle\begin{bmatrix}\{f,\eta_{v_{i-1}}-aG^{v_{i-1}}_{s}\}\\ \{f,-G^{v_{i-1}}_{s}\}\end{bmatrix}^{t}\begin{bmatrix}0&\{\eta_{v_{i-1}},-G^{v_{i-1}}_{s}\}\\ \{-G^{v_{i-1}}_{s},\eta_{v_{i-1}}\}&0\end{bmatrix}^{-1}\begin{bmatrix}\{\eta_{v_{i-1}}-aG^{v_{i-1}}_{s},g\}\\ \{-G^{v_{i-1}}_{s},g\}\end{bmatrix},}

where a=λξi1qriξi1a=\lambda_{\xi_{i-1}}q^{\xi_{i-1}}_{r_{i}}. The constant terms are ignored and we used the fact that {Gsvi1,aGsvi1}=0\{G^{v_{i-1}}_{s},aG^{v_{i-1}}_{s}\}=0 to simplify the middle term in the second equation.

We conclude that the diffeomorphism Pvi1,viP_{v_{i-1},v_{i}}, in addition to preserving the ambient Poisson structures, preserves the Dirac brackets as well, and consequently

(Pvi1,vi)|Σ~svi1:(Σ~svi1,π~svi1)(Σ~rvi,π~rvi).(P_{v_{i-1},v_{i}})|_{\tilde{\Sigma}^{v_{i-1}}_{s}}:(\tilde{\Sigma}^{v_{i-1}}_{s},\tilde{\pi}^{v_{i-1}}_{s})\to(\tilde{\Sigma}^{v_{i}}_{r},\tilde{\pi}^{v_{i}}_{r}).

Let P3vi1P_{3}^{v_{i-1}} and P1viP_{1}^{v_{i}} be the translations as defined in the proof of Proposition 6.15. The restriction map (Pvi1,vi)|Σ~svi1(P_{v_{i-1},v_{i}})|_{\tilde{\Sigma}^{v_{i-1}}_{s}} is also a translation, so there exists a vector K(i1),iK_{(i-1),i} such that the following diagram is commutative.

Lγ(i2),γ(i1)(Πγ(i2),γ(i1))Πγ(i1),γiL_{\gamma_{(i-2)},\gamma_{(i-1)}}(\Pi_{\gamma_{(i-2)},\gamma_{(i_{1})}})\cap\Pi_{\gamma_{(i-1)},\gamma_{i}}Σ~svi1\tilde{\Sigma}^{v_{i-1}}_{s}Σ~rvi\tilde{\Sigma}^{v_{i}}_{r}(Pvi1,vi)|Σ~svi1+K(i1),i(P_{v_{i-1},v_{i}})|_{\tilde{\Sigma}^{v_{i-1}}_{s}}+K_{(i-1),i}Psvi1P^{v_{i-1}}_{s}PrviP^{v_{i}}_{r}

This shows that the Poisson structures coming from different sides of ΠΓi1,Γi\Pi_{\Gamma_{i-1},\Gamma_{i}} match and we can compose the Poisson map LΓl1,ΓlL_{\Gamma_{l-1},\Gamma_{l}} for l=1,,m+1l=1,\ldots,m+1. This finishes the proof. ∎

For a given edge vi1γi1viv_{i-1}\buildrel\gamma_{i-1}\over{\longrightarrow}v_{i} if there are more than one edge going out from the vertex viv_{i}, say γk\gamma_{k}, with k=1,2k=1,2, the Πγi1γk\Pi_{\gamma_{i-1}\gamma_{k}} are disjoint open subsets of Πγi1\Pi_{\gamma_{i-1}}. Considering all these disjoint Poisson submanifold all together we can state the following result whose proof is immediate from the previous results.

Theorem 6.20.

Let S(χ)\mathscr{B}_{S}(\chi) denote the set of all SS-branches of the skeleton vector field ξ\xi (see Definition 5.16) and set DS:=ξS(χ)ΠξD_{S}:=\cup_{\xi\in\mathscr{B}_{S}(\chi)}\Pi_{\xi} to be the open submanifold of

(ΠS,{,}S):=γS(Πγ,{,}γ),\left(\Pi_{S},\{\cdot,\cdot\}_{S}\right):=\cup_{\gamma\in S}(\Pi_{\gamma},\{\cdot,\cdot\}_{\gamma}),

with the same Poisson structure. Then the skeleton flow map πS:(DS,{,}S)(ΠS,{,}S))\pi_{S}:(D_{S},\{\cdot,\cdot\}_{S})\to(\Pi_{S},\{\cdot,\cdot\}_{S})) is Poisson.

7. Example

We will now present an example of a Hamiltonian polymatrix replicator system with a non trivial dimension. This example was chosen to provide an illustration of the concepts and main results of this paper. In particular it has a small structural set with a simple heteroclinic network.

7.1. The fish example

Consider the polymatrix replicator system defined by matrix

A=(0100001101000001010000010100000100100000001000100).A=\left(\begin{array}[]{ccccccc}0&1&0&0&0&0&-1\\ -1&0&1&0&0&0&0\\ 0&-1&0&1&0&0&0\\ 0&0&-1&0&1&0&0\\ 0&0&0&-1&0&0&1\\ 0&0&0&0&0&0&0\\ 1&0&0&0&-1&0&0\\ \end{array}\right)\,.

We denote by XAX_{A} the vector field associated to this polymatrix replicator that is defined on the polytope

Γ(5,2):=Δ4×Δ1.\Gamma_{(5,2)}:=\Delta^{4}\times\Delta^{1}\,.

The point

q=(19,13,19,13,19,23,13)Γ(5,2)q=\left(\frac{1}{9},\frac{1}{3},\frac{1}{9},\frac{1}{3},\frac{1}{9},\frac{2}{3},\frac{1}{3}\right)\in\Gamma_{(5,2)}

satisfies

  • (1)

    Aq=(0,0,0,0,0,0,0)Aq=(0,0,0,0,0,0,0);

  • (2)

    q1+q2+q3+q4+q5=1q_{1}+q_{2}+q_{3}+q_{4}+q_{5}=1 and q6+q7=1q_{6}+q_{7}=1 ,

where qiq_{i} stands for the ii-th component of vector qq, and hence is an equilibrium of XAX_{A} (see Proposition 4.3). Since matrix AA is skew-symmetric, the associated polymatrix replicator is conservative (see Definition 4.4).

The polytope Γ(5,2)\Gamma_{(5,2)} has seven facets labeled by an index jj ranging from 11 to 77, and designated by σ1,,σ7\sigma_{1},\ldots,\sigma_{7}. The vertices of the phase space Γ(5,2)\Gamma_{(5,2)} are also labeled by i{1,,10}i\in\{1,\dots,10\}, and designated by v1,,v10v_{1},\ldots,v_{10}, as described in Table 1.

Vertex Γ(5,2)\Gamma_{(5,2)}
v1=(1,6)v_{1}=(1,6) (1,0,0,0,0,1,0)(1,0,0,0,0,1,0)
v2=(1,7)v_{2}=(1,7) (1,0,0,0,0,0,1)(1,0,0,0,0,0,1)
v3=(2,6)v_{3}=(2,6) (0,1,0,0,0,1,0)(0,1,0,0,0,1,0)
v4=(2,7)v_{4}=(2,7) (0,1,0,0,0,0,1)(0,1,0,0,0,0,1)
v5=(3,6)v_{5}=(3,6) (0,0,1,0,0,1,0)(0,0,1,0,0,1,0)
Vertex Γ(5,2)\Gamma_{(5,2)}
v6=(3,7)v_{6}=(3,7) (0,0,1,0,0,0,1)(0,0,1,0,0,0,1)
v7=(4,6)v_{7}=(4,6) (0,0,0,1,0,1,0)(0,0,0,1,0,1,0)
v8=(4,7)v_{8}=(4,7) (0,0,0,1,0,0,1)(0,0,0,1,0,0,1)
v9=(5,6)v_{9}=(5,6) (0,0,0,0,1,1,0)(0,0,0,0,1,1,0)
v10=(5,7)v_{10}=(5,7) (0,0,0,0,1,0,1)(0,0,0,0,1,0,1)
Table 1. Identification of the ten vertices of the polytope, v1,,v10v_{1},\dots,v_{10} in Γ(5,2)\Gamma_{(5,2)}.

The skeleton character χA\chi_{A} of XAX_{A} is displayed in Table 2. (See Definition 5.2 and Proposition 5.4.)

χσv\chi^{v}_{\sigma} σ1\sigma_{1} σ2\sigma_{2} σ3\sigma_{3} σ4\sigma_{4} σ5\sigma_{5} σ6\sigma_{6} σ7\sigma_{7}
v1v_{1} * 11 0 0 0 * 1-1
v2v_{2} * 0 1-1 1-1 2-2 11 *
v3v_{3} 1-1 * 11 0 0 * 0
v4v_{4} 0 * 11 0 1-1 0 *
v5v_{5} 0 1-1 * 11 0 * 0
v6v_{6} 11 1-1 * 11 1-1 0 *
v7v_{7} 0 0 1-1 * 11 * 0
v8v_{8} 11 0 1-1 * 0 0 *
v9v_{9} 0 0 0 1-1 * * 11
v10v_{10} 22 11 11 0 * 1-1 *
Table 2. The skeleton character χA\chi_{A} of XAX_{A}, where the symbol * in the ii-th line and jj-th column of the table means that the vertex viv_{i} does not belong to the facet σj\sigma_{j} of the polytope Γ(5,2)\Gamma_{(5,2)}.

The edges of Γ(5,2)\Gamma_{(5,2)} are designated by γ1,,γ25\gamma_{1},\ldots,\gamma_{25}, according to Table 3, where we write γ=(i,j)\gamma=(i,j) to mean that γ\gamma is an edge connecting the vertices viv_{i} and vjv_{j}. This model has 2525 edges: 1212 neutral edges,

γ2,γ3,γ4,γ7,γ8,γ10,γ12,γ16,γ17,γ18,γ16,γ22,γ25,\gamma_{2},\gamma_{3},\gamma_{4},\gamma_{7},\gamma_{8},\gamma_{10},\gamma_{12},\gamma_{16},\gamma_{17},\gamma_{18},\gamma_{16},\gamma_{22},\gamma_{25},

and 1313 flowing-edges,

γ1,γ5,γ6γ9,γ11,γ13,γ14,γ15,γ19,γ20,γ21,γ23,γ24.\gamma_{1},\gamma_{5},\gamma_{6}\gamma_{9},\gamma_{11},\gamma_{13},\gamma_{14},\gamma_{15},\gamma_{19},\gamma_{20},\gamma_{21},\gamma_{23},\gamma_{24}.

The flowing-edge directed graph of χA\chi_{A} is depicted in Figure 7.

γ1=(1,2)\gamma_{1}=(1,2) γ6=(3,1)\gamma_{6}=(3,1) γ11=(2,8)\gamma_{11}=(2,8) γ16=(3,7)\gamma_{16}=(3,7) γ21=(8,6)\gamma_{21}=(8,6)
γ2=(3,4)\gamma_{2}=(3,4) γ7=(2,4)\gamma_{7}=(2,4) γ12=(1,9)\gamma_{12}=(1,9) γ17=(4,8)\gamma_{17}=(4,8) γ22=(5,9)\gamma_{22}=(5,9)
γ3=(5,6)\gamma_{3}=(5,6) γ8=(1,5)\gamma_{8}=(1,5) γ13=(2,10)\gamma_{13}=(2,10) γ18=(3,9)\gamma_{18}=(3,9) γ23=(6,10)\gamma_{23}=(6,10)
γ4=(7,8)\gamma_{4}=(7,8) γ9=(2,6)\gamma_{9}=(2,6) γ14=(5,3)\gamma_{14}=(5,3) γ19=(4,10)\gamma_{19}=(4,10) γ24=(9,7)\gamma_{24}=(9,7)
γ5=(10,9)\gamma_{5}=(10,9) γ10=(1,7)\gamma_{10}=(1,7) γ15=(6,4)\gamma_{15}=(6,4) γ20=(7,5)\gamma_{20}=(7,5) γ25=(8,10)\gamma_{25}=(8,10)
Table 3. Edge labels.

From this graph we can see that

S={γ1=(1,2)}S=\{\,\gamma_{1}=(1,2)\,\}

is a structural set for χA\chi_{A} (see Definition 5.16) whose SS-branches denoted by ξ1,,ξ5\xi_{1},\dots,\xi_{5} are displayed in Table 4, where we write ξi=(j,k,l,)\xi_{i}=(j,k,l,\dots) to indicate that ξi\xi_{i} is a path from vertex vjv_{j} passing along vertices vk,vl,v_{k},v_{l},\dots .

Refer to caption
Figure 7. The oriented graph of χA\chi_{A}.
From\To γ1=(1,2))\gamma_{1}=(1,2))
γ1=(1,2)\gamma_{1}=(1,2) ξ1=(1,2,10,9,7,5,3,1,2)\xi_{1}=(1,2,10,9,7,5,3,1,2)
ξ2=(1,2,6,10,9,7,5,3,1,2)\xi_{2}=(1,2,6,10,9,7,5,3,1,2)
ξ3=(1,2,6,4,10,9,7,5,3,1,2)\xi_{3}=(1,2,6,4,10,9,7,5,3,1,2)
ξ4=(1,2,8,6,10,9,7,5,3,1,2)\xi_{4}=(1,2,8,6,10,9,7,5,3,1,2)
ξ5=(1,2,8,6,4,10,9,7,5,3,1,2)\xi_{5}=(1,2,8,6,4,10,9,7,5,3,1,2)
Table 4. SS-branches of χA\chi_{A}.

Considering the vertex v1{v_{1}}, which has the incoming edge v3γ6v1v_{3}\buildrel\gamma_{6}\over{\longrightarrow}{v_{1}} and the outgoing edge v1γ1v2{v_{1}}\buildrel\gamma_{1}\over{\longrightarrow}v_{2}, we will now illustrate Proposition 6.15.

For i=1,2,3i=1,2,3, the constant Poisson structures BviB_{v_{i}} induced by asymptotic rescaling on each Πvi\Pi_{v_{i}} (see Lemma 6.7) can be easily calculated:

Bv1=(0211120101110111010211120),Bv2=(0211120101110111010211120)B_{v_{1}}=\left(\begin{array}[]{ccccc}0&2&1&1&1\\ -2&0&1&0&1\\ -1&-1&0&1&1\\ -1&0&-1&0&2\\ -1&-1&-1&-2&0\\ \end{array}\right),\quad B_{v_{2}}=\left(\begin{array}[]{ccccc}0&2&1&1&-1\\ -2&0&1&0&-1\\ -1&-1&0&1&-1\\ -1&0&-1&0&-2\\ 1&1&1&2&0\\ \end{array}\right)

and

Bv3=(0211120210120101110110010),B_{v_{3}}=\left(\begin{array}[]{ccccc}0&-2&-1&-1&-1\\ 2&0&2&1&0\\ 1&-2&0&1&0\\ 1&-1&-1&0&1\\ 1&0&0&-1&0\\ \end{array}\right),

and by (6.15) we get

(πDirac,2v1)=(πDirac,0v2)=(0101010100010101010000000)(\pi^{v_{1}}_{{\rm Dirac},2})^{\sharp}=(\pi^{v_{2}}_{{\rm Dirac},0})^{\sharp}=\left(\begin{array}[]{ccccc}0&1&0&-1&0\\ -1&0&1&0&0\\ 0&-1&0&1&0\\ 1&0&-1&0&0\\ 0&0&0&0&0\\ \end{array}\right)

and

(πDirac,2v3)=(πDirac,1v0)=(0000000101010100010101010).(\pi^{v_{3}}_{{\rm Dirac},2})^{\sharp}=(\pi^{v_{0}}_{{\rm Dirac},1})^{\sharp}=\left(\begin{array}[]{ccccc}0&0&0&0&0\\ 0&0&1&0&-1\\ 0&-1&0&1&0\\ 0&0&-1&0&1\\ 0&1&0&-1&0\\ \end{array}\right).

The matrix (πDirac,0v2)(\pi^{v_{2}}_{{\rm Dirac},0})^{\sharp} represents the Poisson structure on Πγ6\Pi_{\gamma_{6}} in the coordinates (y2,y3,y4,y5,y7)(y_{2},y_{3},y_{4},y_{5},y_{7}). Notice that y2=0y_{2}=0 on Πγ6\Pi_{\gamma_{6}}. Similarly, the matrix (πDirac,1v0)(\pi^{v_{0}}_{{\rm Dirac},1})^{\sharp} represents the Poisson structure on Πγ1\Pi_{\gamma_{1}} in the same coordinates (y2,y3,y4,y5,y7)(y_{2},y_{3},y_{4},y_{5},y_{7}). Notice again that y7=0y_{7}=0 on Πγ1\Pi_{\gamma_{1}}. Now the matrix representative of Lγ6γ1L_{\gamma_{6}\gamma_{1}} in the coordinates (y2,y3,y4,y5,y7)(y_{2},y_{3},y_{4},y_{5},y_{7}) is

Lγ6γ1=(0000101000001000001000000).L_{\gamma_{6}\gamma_{1}}=\left(\begin{array}[]{ccccc}0&0&0&0&1\\ 0&1&0&0&0\\ 0&0&1&0&0\\ 0&0&0&1&0\\ 0&0&0&0&0\\ \end{array}\right).

A simple calculation shows that

Lγ6γ1(πDirac,0v2)(Lγ6γ1)t=(πDirac,1v0),L_{\gamma_{6}\gamma_{1}}\,(\pi^{v_{2}}_{{\rm Dirac},0})^{\sharp}\,(L_{\gamma_{6}\gamma_{1}})^{t}=(\pi^{v_{0}}_{{\rm Dirac},1})^{\sharp},

confirming the fact that the asymptotic Poincaré map Lγ6γ1L_{\gamma_{6}\gamma_{1}} is Poisson (see (3.3) in Definition 3.1).

Consider now the subspaces of 7{\mathbb{R}}^{7}

H={(x1,,x7)7:i=15xi=1,i=67xi=1}H=\left\{(x_{1},\dots,x_{7})\in{\mathbb{R}}^{7}\,\,:\,\,\sum_{i=1}^{5}x_{i}=1,\,\,\sum_{i=6}^{7}x_{i}=1\right\}

and

H0={(x1,,x7)7:i=15xi=0,i=67xi=0}.H_{0}=\left\{(x_{1},\dots,x_{7})\in{\mathbb{R}}^{7}\,\,:\,\,\sum_{i=1}^{5}x_{i}=0,\,\,\sum_{i=6}^{7}x_{i}=0\right\}.

For the given matrix AA, its null space Ker(A)\mathrm{Ker}(A) has dimension 33. Take a non-zero vector wKer(A)H0w\in\mathrm{Ker}(A)\cap H_{0}. For example,

w=(2,3,2,3,2,3,3).w=\left(-2,3,-2,3,-2,-3,3\right).

The set of equilibria of the natural extension of XAX_{A} to the affine hyperplane HH is

Eq(XA)=Ker(A)H={q+tw:t}.\mathrm{Eq}(X_{A})=\mathrm{Ker}(A)\cap H=\{q+tw\colon t\in{\mathbb{R}}\}\,.

The Hamiltonian of XAX_{A} is the function hq:Γ(5,2)h_{q}:\Gamma_{(5,2)}\to{\mathbb{R}}

hq(x):=i=17qilogxi,h_{q}(x):=\sum_{i=1}^{7}q_{i}\log x_{i}\,,

where qiq_{i} is the ii-th component of the equilibrium point qq (see Theorem 4.5). Another integral of motion of XAX_{A} is the function hw:Γ(5,2)h_{w}:\Gamma_{(5,2)}\to{\mathbb{R}}

hw(x):=i=17wilogxi,h_{w}(x):=\sum_{i=1}^{7}w_{i}\log x_{i}\,,

where wiw_{i} is the ii-th component of ww, which is a Casimir of the underlying Poisson structure.

The skeletons of hqh_{q} and hwh_{w} are respectively ηq,ηw:𝒞(Γ(5,2))\eta_{q},\eta_{w}:{\cal C}^{\ast}(\Gamma_{(5,2)})\to{\mathbb{R}},

ηq(y):=i=17qiyiandηw(y):=i=17wiyi,\eta_{q}(y):=\sum_{i=1}^{7}q_{i}y_{i}\quad\textrm{and}\quad\eta_{w}(y):=\sum_{i=1}^{7}w_{i}y_{i}\,,

(see Proposition 6.1), which we use to define η:𝒞(Γ(5,2))2\eta:{\cal C}^{\ast}(\Gamma_{(5,2)})\to{\mathbb{R}}^{2},

η(y):=(ηq(y),ηw(y)).\eta(y):=(\eta_{q}(y),\eta_{w}(y)).

Consider the skeleton flow map πS:ΠSΠS\pi_{S}:\Pi_{S}\to\Pi_{S} of χA\chi_{A} (see Definition 5.17). Notice that ΠS=Πγ1\Pi_{S}=\Pi_{\gamma_{1}}, where by Proposition 5.18, Πγ1=i=15Πξi(mod0)\Pi_{\gamma_{1}}=\bigcup_{i=1}^{5}\Pi_{\xi_{i}}\pmod{0}. By Proposition 6.1 the function η\eta is invariant under πS\pi_{S}. Moreover, the skeleton flow map πS\pi_{S} is Hamiltonian with respect to a Poisson structure on the system of cross sections ΠS\Pi_{S} (see Theorem 6.17).

For all i=1,,5i=1,\dots,5, the polyhedral cone Πξi\Pi_{\xi_{i}} has dimension 44. Hence, each polytope Δξi,c:=Πξiη1(c)\Delta_{\xi_{i},c}:=\Pi_{\xi_{i}}\cap\eta^{-1}(c) is a 22-dimensional polygon.

Remark 7.1.

We came from dimension 55 to 22. This will happen for any other conservative polymatrix replicator with the same number of groups and the same number of strategies per group. In fact when npn-p is odd, where nn is the total number of strategies in the population and pp is the number of groups, we will have a minimum drop of 33 dimensions. The reason is that a Poisson manifold with odd dimension (in this example is 55) has at least one Casimir, and considering the transversal section we drop two dimensions from the symplectic part (not from the Casimir). So in total we drop a minimum of 3 dimensions. If the original Poisson structure has more Casimirs, the invariant submanifolds yielded geometrically, are going to have even less dimensions, which is good as long as it not zero. In the case of an even dimension, the drop will be at least of two dimensions.

By invariance of η\eta, the set ΔS,c\Delta_{S,c} is also invariant under πS\pi_{S}. Consider now the restriction πS|ΔS,c{\pi_{S}}_{|\Delta_{S,c}} of πS\pi_{S} to ΔS,c\Delta_{S,c}. This is a piecewise affine area preserving map. Figure 8 shows the domain ΔS,c\Delta_{S,c} and 20 00020\,000 iterates by πS{\pi_{S}} of a point in ΔS,c\Delta_{S,c}. Following the itinerary of a random point we have picked the following heteroclinic cycle consisting of 44 SS-branches

ξ:=(ξ4,ξ1,ξ3,ξ4).\displaystyle\xi:=(\xi_{4},\xi_{1},\xi_{3},\xi_{4})\,.

The map πξ\pi_{\xi} is represented by the matrix

Mξ=(0000000111132232010111201211522521000101000000000000000).M_{\xi}=\left(\begin{array}[]{ccccccc}0&0&0&0&0&0&0\\ 1&-1&1&-\frac{13}{2}&2&-\frac{3}{2}&0\\ 1&0&1&-1&1&2&0\\ -1&2&-1&\frac{15}{2}&-2&\frac{5}{2}&1\\ 0&0&0&1&0&1&0\\ 0&0&0&0&0&0&0\\ 0&0&0&0&0&0&0\\ \end{array}\right)\,.

The eigenvalues of MξM_{\xi}, besides 0 and 11 (with geometric multiplicity 33 and 22, respectively), are

λu=5.31174,andλs=λu1.\lambda_{u}=5.31174...,\quad\textrm{and}\quad\lambda_{s}=\lambda_{u}^{-1}.
Remark 7.2.

The determinant of (πDirac,0v2)(\pi^{v_{2}}_{{\rm Dirac},0})^{\sharp} is zero which means that the Poisson structure on Πγ6\Pi_{\gamma_{6}} is non-degenerate. So, Π6\Pi_{6} has a two dimensional symplectic foliation invariant under the asymptotic Poincaré map. The leaf of this foliation are affine spaces parallel to the kernel of

(πDirac,0v2)|Πγ6=(0101101001011010),(\pi^{v_{2}}_{{\rm Dirac},0})^{\sharp}|_{\Pi_{\gamma_{6}}}=\left(\begin{array}[]{cccc}0&1&0&-1\\ -1&0&1&0\\ 0&-1&0&1\\ 1&0&-1&0\\ \end{array}\right),

i.e. the set of the form

{(q3,q4,q5,q7)+(s,t,t,s)|(q3,q4,q5,q7)Πγ6s,t}Πγ6.\{(q_{3},q_{4},q_{5},q_{7})+(s,t,-t,-s)\,|\,(q_{3},q_{4},q_{5},q_{7})\in\Pi_{\gamma_{6}}\,\,s,t\in\mathbb{R}\}\cap\Pi_{\gamma_{6}}.

The restriction of the asymptotic Poincaré map to these leaves is a symplectic map. One important consequence is that its eigenvalues are of the form λ\lambda and 1λ\frac{1}{\lambda}.

Refer to caption
Figure 8. Plot of 20 00020\,000 iterates (in orange) by πS{\pi_{S}} of a point in ΔS,c\Delta_{S,c}, with c=(13,0.5)c=\left(\frac{1}{3},-0.5\right), the iterates of the periodic point 𝐩𝟎\mathbf{p_{\scriptsize{0}}} (in green) of the skeleton flow map πS\pi_{S} with period 44, and the iterates of another periodic point of the skeleton flow map πS\pi_{S} with period 1414 (in blue).

An eigenvector associated to the eigenvalue 11 is

𝐩𝟎=(0.,0.5,1.,0.,0.,0.,0.).\mathbf{p_{\scriptsize{0}}}=(0.,0.5,1.,0.,0.,0.,0.)\,.

We have chosen c:=(c1,c2)=(13,0.5)c:=(c_{1},c_{2})=\left(\frac{1}{3},-0.5\right) so that η(𝐩𝟎)=c\eta(\mathbf{p_{\scriptsize{0}}})=c, i.e., 𝐩𝟎ΔS,c\mathbf{p_{\scriptsize{0}}}\in\Delta_{S,c}. In fact we have 𝐩𝟎Δξ1,cΔγ1,c\mathbf{p_{\scriptsize{0}}}\in\Delta_{\xi_{1},c}\subset\Delta_{\gamma_{1},c}. Hence 𝐩𝟎\mathbf{p_{\scriptsize{0}}} is a periodic point of the skeleton flow map πS\pi_{S} with period 44 (whose iterates are represented by the green dots in Figure 8).

Figure 8 also depicts the polygons Δξ1,c,Δξ2,c,Δξ3,c,Δξ4,c,Δξ5,c\Delta_{\xi_{1},c},\Delta_{\xi_{2},c},\Delta_{\xi_{3},c},\Delta_{\xi_{4},c},\Delta_{\xi_{5},c} contained in Δγ1\Delta_{\gamma_{1}}, and the orbit of another periodic point of the skeleton flow map πS\pi_{S} with period 1414 (represented by the blue dots in Figure 8).

Following the procedure to analyze the dynamics in [ADP2020, Section 99] and using Theorem 8.78.7 also in [ADP2020] we could deduce the existence of chaotic behavior for the flow of XAX_{A} in some level set hq1(c1/ϵ)hw1(c2/ϵ)h_{q}^{-1}(c_{1}/\epsilon)\cap h_{w}^{-1}(c_{2}/\epsilon), with the cc chosen above and for all small enough ϵ>0\epsilon>0.

Acknowledgements

The first author was supported by mathematics department of UFMG. The second author was supported by FCT - Fundação para a Ciência e a Tecnologia, under the projects UIDB/04561/2020 and UIDP/04561/2020. The third author was supported by FCT - Fundação para a Ciência e a Tecnologia, under the project UIDB/05069/2020.

References