Computation of periodic solutions of Hamiltonian systems

This paper attempts to give a practical method to compute global periodic solutions of autonomous Hamiltonian systems of arbitrary finite order. The proposed numerical method is based on continuation of solutions branching from equlibrium points and requires no iterations. Moreover, during computation of one-parameter families of periodic orbits, their possible bifurcations are determined as well.     

Continuation of relative periodic orbits in a class of triatomic Hamiltonian systems

We study relative periodic orbits (i.e. time-periodic orbits in a frame rotating at constant velocity) in a class of triatomic Euclidean-invariant (planar) Hamiltonian systems. The system consists of two identical heavy atoms and a light one, and the atomic mass ratio is treated as a continuation parameter. Under some nondegeneracy conditions, we show that a given family of relative periodic orbits existing at infinite mass ratio (and parametrized by phase, rotational degree of freedom and period) persists for sufficiently large mass ratio and for nearby angular velocities (this result is valid for small angular velocities). The proof is based on a method initially introduced by Sepulchre and MacKay [J.-A. Sepulchre, R.S. MacKay, Localized oscillations in conservative or dissipative networks of weakly coupled autonomous oscillators, Nonlinearity 10 (1997) 679–713] and further developed by Muñoz-Almaraz et al. [F.J. Muñoz-Almaraz, et al., Continuation of periodic orbits in conservative and Hamiltonian systems, Physica D 181 (2003) 1–38] for the continuation of normal periodic orbits in Hamiltonian systems. Our results provide several types of relative periodic orbits, which extend from small amplitude relative normal modes [J.-P. Ortega, Relative normal modes for nonlinear Hamiltonian systems, Proc. Roy. Soc. Edinburgh Sect. A 133 (2003) 665–704] up to large amplitude solutions which are not restrained to a small neighborhood of a stable relative equilibrium. In particular, we show the existence of large amplitude motions of inversion, where the light atom periodically crosses the segment between heavy atoms. This analysis is completed by numerical results on the stability and bifurcations of some inversion orbits as their angular velocity is varied.     

Analytic and algebraic conditions for bifurcations of homoclinic orbits I: Saddle equilibria

We study bifurcations of homoclinic orbits to hyperbolic saddle equilibria in a class of four-dimensional systems which may be Hamiltonian or not. Only one parameter is enough to treat these types of bifurcations in Hamiltonian systems but two parameters are needed in general systems. We apply a version of Melnikov?s method due to Gruendler to obtain saddle-node and pitchfork types of bifurcation results for homoclinic orbits. Furthermore we prove that if these bifurcations occur, then the variational equations around the homoclinic orbits are integrable in the meaning of differential Galois theory under the assumption that the homoclinic orbits lie on analytic invariant manifolds. We illustrate our theories with an example which arises as stationary states of coupled real Ginzburg–Landau partial differential equations, and demonstrate the theoretical results by numerical ones.     

Bifurcations and Chaos in Duffing Equation

The Duffing equation with even-odd asymmetrical nonlinear-restoring force and one external forcingis investigated.The conditions of existence of primary resonance,second-order,third-order subharmonics,m-order subharmonics and chaos are given by using the second-averaging method,the Melnikov method andbifurcation theory.Numerical simulations including bifurcation diagram,bifurcation surfaces and phase portraitsshow the consistence with the theoretical analysis.The numerical results also exhibit new dynamical behaviorsincluding onset of chaos,chaos suddenly disappearing to periodic orbit,cascades of inverse period-doublingbifurcations,period-doubling bifurcation,symmetry period-doubling bifurcations of period-3 orbit,symmetry-breaking of periodic orbits,interleaving occurrence of chaotic behaviors and period-one orbit,a great abundanceof periodic windows in transient chaotic regions with interior crises and boundary crisis and varied chaoticattractors.Our results show that many dynamical behaviors are strictly departure from the behaviors of theDuffing equation with odd-nonlinear restoring force.     

Bifurcation from periodic solutions with spatiotemporal symmetry, including resonances and mode interactions

We study local bifurcation in equivariant dynamical systems from periodic solutions with a mixture of spatial and spatiotemporal symmetries.In previous work, we focused primarily on codimension one bifurcations. In this paper, we show that the techniques used in the codimension one analysis can be extended to understand also higher codimension bifurcations, including resonant bifurcations and mode interactions. In particular, we present a general reduction scheme by which we relate bifurcations from periodic solutions to bifurcations from fixed points of twisted equivariant diffeomorphisms, which in turn are linked via normal form theory to bifurcations from equilibria of equivariant vector fields.We also obtain a general theory for bifurcation from relative periodic solutions and we show how to incorporate time-reversal symmetries into our framework.     

Recurrence and symmetry of time series: Application to transition detection

The study of transitions in low dimensional, nonlinear dynamical systems is a complex problem for which there is not yet a simple, global numerical method able to detect chaos–chaos, chaos–periodic bifurcations and symmetry-breaking, symmetry-increasing bifurcations. We present here for the first time a general framework focusing on the symmetry concept of time series that at the same time reveals new kinds of recurrence. We propose several numerical tools based on the symmetry concept allowing both the qualification and quantification of different kinds of possible symmetry. By using several examples based on periodic symmetrical time series and on logistic and cubic maps, we show that it is possible with simple numerical tools to detect a large number of bifurcations of chaos–chaos, chaos–periodic, broken symmetry and increased symmetry types.     

Index theory for heteroclinic orbits of Hamiltonian systems

Index theory revealed its outstanding role in the study of periodic orbits of Hamiltonian systems and the dynamical consequences of this theory are enormous. Although the index theory in the periodic case is well-established, very few results are known in the case of homoclinic orbits of Hamiltonian systems. Moreover, to the authors’ knowledge, no results have been yet proved in the case of heteroclinic and halfclinic (i.e. parametrized by a half-line) orbits. Motivated by the importance played by these motions in understanding several challenging problems in Classical Mechanics, we develop a new index theory and we prove at once a general spectral flow formula for heteroclinic, homoclinic and halfclinic trajectories. Finally we show how this index theory can be used to recover all the (classical) existing results on orbits parametrized by bounded intervals.     

Dynamical behaviour and exact solutions of thirteenth order derivative nonlinear Schr\"{o}dinger equation

In this paper, we considered the model of the thirteenth order derivatives of nonlinear Schr\"{o}dinger equations. It is shown that a wave packet ansatz inserted into these equations leads to an integrable Hamiltonian dynamical sub-system. By using bifurcation theory of planar dynamical systems, in different parametric regions, we determined the phase portraits. In each of these parametric regions we obtain possible exact explicit parametric representation of the traveling wave solutions corresponding to homoclinic, hetroclinic and periodic orbits.     

一类双面碰撞振子的对称性尖点分岔与混沌

讨论了一类单自由度双面碰撞振子的对称型周期n-2运动以及非对称型周期n-2运动．把映射不动点的分岔理论运用到该模型,并通过分析对称系统的Poincaré映射的对称性,证明了对称型周期运动只能发生音叉分岔．数值模拟表明:对称系统的对称型周期n-2运动,首先由一条对称周期轨道通过音叉分岔形成具有相同稳定性的两条反对称的周期轨道;随着参数的持续变化,两条反对称的周期轨道经历两个同步的周期倍化序列各自生成一个反对称的混沌吸引子．如果对称系统演变为非对称系统,非对称型周期n-2运动的分岔过程可用一个两参数开折的尖点分岔描述,音叉分岔将会演变为一支没有分岔的分支以及另外一个鞍结分岔的分支．     

Long periodic orbits near an equilibrium and the averaging method in higher-order resonances

We consider the bifurcation of periodic orbits from an equilibrium in Hamiltonian systems. The averaging method is developed in higher-order resonance cases. For systems with general degrees of freedom, the conditions for the existence of long periodic orbits can be written in a simple form in terms of the coefficients of higher-order terms of the normalized Hamiltonian function.     

Hunting for homoclinic orbits in reversible systems: A shooting technique

A dynamical system is said to be reversible if there is an involution of phase space that reverses the direction of the flow. Examples are Hamiltonian systems with quadratic potential energy. In such systems, homoclinic orbits that are invariant under the reversible transformation are typically not destroyed as a parameter is varied. A strategy is proposed for the direct numerical approximation to paths of such homoclinic orbits, exploiting the special properties of reversible systems. This strategy incorporates continuation using a simplification of known methods and a shooting approach, based on Newton's method, to compute starting solutions for continuation. For Hamiltonian systems, the shooting uses symplectic numerical integration. Strategies are discussed for obtaining initial guesses for the unknown parameters in Newton's method. An example system, for which there is an infinity of symmetric homoclinic orbits, is used to test the numerical techniques. It is illustrated how the orbits can be systematically located and followed. Excellent agreement is found between theory and numerics.This paper is presented as an outcome of the LMS Durham Symposium convened by Professor C.T.H. Baker on 4–14 July 1992 with support from the SERC under grant reference number GR/H03964.     

A cohomological index of Fuller type for set-valued dynamical systems

In the paper we develop the theory of a cohomological index of the Fuller type detecting periodic orbits of a set-valued dynamical system generated by a differential inclusion or a differential equation without the uniqueness of solutions. The theory presented is applied to establish a general result on the existence of bifurcation of periodic orbits from an equilibrium point of a differential inclusion.     

Quasi-periodic bifurcations of invariant circles in low-dimensional dissipative dynamical systems

This paper first summarizes the theory of quasi-periodic bifurcations for dissipative dynamical systems. Then it presents algorithms for the computation and continuation of invariant circles and of their bifurcations. Finally several applications are given for quasiperiodic bifurcations of Hopf, saddle-node and period-doubling type.     

Smooth Schur factorizations in the continuation of separatrices

Numerical computation of separatrices as general connecting orbits in dynamical systems is performed, and their continuation as problem parameters vary is approached via a direct application of smooth block Schur factorizations of Jacobians and monodromy matrix functions. Several numerical examples are presented to illustrate the effectiveness of the algorithms used.     

Systematic Computer Assisted Proofs of periodic orbits of Hamiltonian systems

The numerical study of Dynamical Systems leads to obtain invariant objects of the systems such as periodic orbits, invariant tori, attractors and so on, that helps to the global understanding of the problem. In this paper we focus on the rigorous computation of periodic orbits and their distribution on the phase space, which configures the so called skeleton of the system. We use Computer Assisted Proof techniques to make a rigorous proof of the existence and the stability of families of periodic orbits in two-degrees of freedom Hamiltonian systems, which provide rigorous skeletons of periodic orbits. To that goal we show how to prove the existence and stability of a huge set of discrete initial conditions of periodic orbits, and later, how to prove the existence and stability of continuous families of periodic orbits. We illustrate the approach with two paradigmatic problems: the Hénon–Heiles Hamiltonian and the Diamagnetic Kepler problem.     

Melnikov's Method and Codimension-Two Bifurcations in Forced Oscillations

Using a Melnikov-type technique, we study codimension-two bifurcations called the Bogdanov-Takens bifurcations for subharmonics in periodic perturbations of planar Hamiltonian systems. We give a criterion for the occurrence of the Bogdanov-Takens bifurcations and present approximate expressions for saddle-node, Hopf and homoclinic bifurcation sets near the Bogdanov-Takens bifurcation points. We illustrate the theoretical result with an example.     

Symmetric functional differential equations and neural networks with memory

We establish an analytic local Hopf bifurcation theorem and a topological global Hopf bifurcation theorem to detect the existence and to describe the spatial-temporal pattern, the asymptotic form and the global continuation of bifurcations of periodic wave solutions for functional differential equations in the presence of symmetry. We apply these general results to obtain the coexistence of multiple large-amplitude wave solutions for the delayed Hopfield-Cohen-Grossberg model of neural networks with a symmetric circulant connection matrix.

     

Bifurcation analysis on a survival red blood cells model

In this paper, we consider a model described the survival of red blood cells in animal. Its dynamics are studied in terms of local and global Hopf bifurcations. We show that a sequence of Hopf bifurcations occur at the positive equilibrium as the delay crosses some critical values. Using the reduced system on the center manifold, we also obtain that the periodic orbits bifurcating from the positive equilibrium are stable in the center manifold, and all Hopf bifurcations are supercritical. Further, particular attention is focused on the continuation of local Hopf bifurcation. We show that global Hopf bifurcations exist after the second critical value of time delay.