Invariant manifold methods for metabolic model reduction

After the decay of transients, the behavior of a set of differential equations modeling a chemical or biochemical system generally rests on a low-dimensional surface which is an invariant manifold of the flow. If an equation for such a manifold can be obtained, the model has effectively been reduced to a smaller system of differential equations. Using perturbation methods, we show that the distinction between rapidly decaying and long-lived (slow) modes has a rigorous basis. We show how equations for attracting invariant (slow) manifolds can be constructed by a geometric approach based on functional equations derived directly from the differential equations. We apply these methods to two simple metabolic models. (c) 2001 American Institute of Physics.     

Comment on "Identification of low order manifolds: validating the algorithm of Maas and Pope" [Chaos 9, 108-123 (1999)

It is claimed by Rhodes, Morari, and Wiggins [Chaos 9, 108-123 (1999)] that the projection algorithm of Maas and Pope [Combust. Flame 88, 239-264 (1992)] identifies the slow invariant manifold of a system of ordinary differential equations with time-scale separation. A transformation to Fenichel normal form serves as a tool to prove this statement. Furthermore, Rhodes, Morari, and Wiggins [Chaos 9, 108-123 (1999)] conjectured that away from a slow manifold, the criterion of Maas and Pope will never be fulfilled. We present two examples that refute the assertions of Rhodes, Morari, and Wiggins. In the first example, the algorithm of Maas and Pope leads to a manifold that is not invariant but close to a slow invariant manifold. The claim of Rhodes, Morari, and Wiggins that the Maas and Pope projection algorithm is invariant under a coordinate transformation to Fenichel normal form is shown to be not correct in this case. In the second example, the projection algorithm of Maas and Pope leads to a manifold that lies in a region where no slow manifold exists at all. This rejects the conjecture of Rhodes, Morari, and Wiggins mentioned above.     

Simple global reduction technique based on decomposition approach

Large and complex (nonlinear) models of chemical kinetics are one of the major obstacles in simulations of reacting flows. In the present work a new approach for an automatic reduction of chemical kinetics models, the so-called Global Quasi-Linearization (GQL) method is presented. The method is similar to the ILDM and CSP approaches in the sense that it is based on a decomposition into fast/slow motions and on slow invariant manifolds, but has a global character which allows us to overcome difficulties with the application of slow invariant manifolds and significantly simplifies the construction procedure for approximation of the slow invariant system manifold. The method is implemented within the standard ILDM method and applied to a number of model examples and to a meaningful combustion chemistry model.     

Slow integral manifolds for Lagrangian fluid dynamics in unsteady geophysical flows

The authors consider Lagrangian motion of fluid particles in unsteady gravity currents in geophysical flows. The vertical motion of fluid particles, especially the induced vertical mixing in these currents, is partially responsible for the ocean thermohaline circulation, and thus plays a role in the global climate dynamics.First, a reduced dynamic system for slow variables is derived for a nonautonomous multiscale system. The reduced system, still nonautonomous, is the original system restricted to a centre-like nonautonomous invariant manifold (so-called slow manifold) which holds slow motions of the system. An algorithm is also presented to obtain an approximation of the nonautonomous slow manifold. A novelty here is that the reduction principle applies to nonautonomous multiscale systems which satisfy conditions that are true only locally in space (as in many physical cases). This makes the reduction principle applicable to real physical systems.Then, this invariant manifold reduction principle is applied to an approximate conceptual Lagrangian model of gravity currents and a reduced nonautonomous system for slow vertical motion is obtained. This reduced system may be useful as a conceptual tractable tool for understanding some features of vertical mixing in unsteady gravity currents.     

Stalactite basin structure of dynamical systems with transient chaos in an invariant manifold

Dynamical systems with invariant manifolds occur in a variety of situations (e.g., identical coupled oscillators, and systems with a symmetry). We consider the case where there is both a nonchaotic attractor (e.g., a periodic orbit) and a nonattracting chaotic set (or chaotic repeller) in the invariant manifold. We consider the character of the basins for the attracting nonchaotic set in the invariant manifold and another attractor not in the invariant manifold. It is found that the boundary separating these basins has an interesting structure: The basin of the attractor not in the invariant manifold is characterized by thin cusp shaped regions ("stalactites") extending down to touch the nonattracting chaotic set in the invariant manifold. We also develop theoretical scalings applicable to these systems, and compare with numerical experiments. (c) 2000 American Institute of Physics.     

Characteristics of in-out intermittency in delay-coupled FitzHugh–Nagumo oscillators

We analyze a pair of delay-coupled FitzHugh–Nagumo oscillators exhibiting in-out intermittency as a part of the generating mechanism of extreme events. We study in detail the characteristics of in-out intermittency and identify the invariant subsets involved – a saddle fixed point and a saddle periodic orbit – neither of which are chaotic as in the previously reported cases of in-out intermittency. Based on the analysis of a periodic attractor possessing in-out dynamics, we can characterize the approach to the invariant synchronization manifold and the spiralling out to the saddle periodic orbit with subsequent ejection from the manifold. Due to the striking similarities, this analysis of in-out dynamics also explains in-out intermittency     

Slow Motion and Metastability for a Nonlocal Evolution Equation

In this paper we consider a nonlocal evolution equation in one dimension, which describes the dynamics of a ferromagnetic system in the mean field approximation. In the presence of a small magnetic field, it admits two stationary and homogeneous solutions, representing the stable and metastable phases of the physical system. We prove the existence of an invariant, one dimensional manifold connecting the stable and metastable phases. This is the unstable manifold of a distinguished, spatially nonhomogeneous, stationary solution, called the critical droplet.^{(4, 10)} We show that the points on the manifold are droplets longer or shorter than the critical one, and that their motion is very slow in agreement with the theory of metastable patterns. We also obtain a new proof of the existence of the critical droplet, which is supplied with a local uniqueness result.     

Method of invariant grid for model reduction of hydrogen combustion

The Method of Invariant Grid (MIG) is a model reduction technique based on the concept of slow invariant manifold (SIM). The MIG approximates the SIM by a set of nodes in the concentration space (invariant grid). In the present work, the MIG is applied to a realistic combustion system: an adiabatic constant volume reactor with H₂-air at stoichiometric proportions. By considering the thermodynamic Lyapunov function of the detailed kinetic system, the notion of the quasi-equilibrium manifold (QEM) is adopted as an initial approximation to the SIM. One- and two-dimensional discrete approximations of the QEM (quasi-equilibrium grids) are constructed and refined via MIG to obtain the corresponding invariant grids. The invariant grids are tabulated and used to integrate the reduced system. Excellent agreement between the reduced and detailed kinetics is demonstrated.     

Renormalization-Group Method for Reduction of Evolution Equations; Invariant Manifolds and Envelopes

The renormalization group (RG) method as a powerful tool for reduction of evolution equations is formulated in terms of the notion of invariant manifolds. We start with derivation of an exact RG equation which is analogous to the Wilsonian RG equations in statistical physics and quantum field theory. It is clarified that the perturbative RG method constructs invariant manifolds successively as the initial value of evolution equations, thereby the meaning to set t₀=t is naturally understood where t₀ is the arbitrary initial time. We show that the integral constants in the unperturbative solution constitutes natural coordinates of the invariant manifold when the linear operator A in the evolution equation is semi-simple, i.e., diagonalizable; when A is not semi-simple and has a Jordan cell, a slight modification is necessary because the dimension of the invariant manifold is increased by the perturbation. The RG equation determines the slow motion of the would-be integral constants in the unperturbative solution on the invariant manifold. We present the mechanical procedure to construct the perturbative solutions hence the initial values with which the RG equation gives meaningful results. The underlying structure of the reduction by the RG method as formulated in the present work turns out to completely fit to the universal one elucidated by Kuramoto some years ago. We indicate that the reduction procedure of evolution equations has a good correspondence with the renormalization procedure in quantum field theory; the counter part of the universal structure of reduction elucidated by Kuramoto may be Polchinski's theorem for renormalizable field theories. We apply the method to interface dynamics such as kink–anti-kink and soliton–soliton interactions in the latter of which a linear operator having a Jordan-cell structure appears.     

On Gammelgaard’s Formula for a Star Product with Separation of Variables

We show that Gammelgaard’s formula expressing a star product with separation of variables on a pseudo-Kähler manifold in terms of directed graphs without cycles is equivalent to an inversion formula for an operator on a formal Fock space. We prove this inversion formula directly and thus offer an alternative approach to Gammelgaard’s formula which gives more insight into the question why the directed graphs in his formula have no cycles.     

On Lipschitz solutions of the constant astigmatism equation

We show that the solutions of the constant astigmatism equation that correspond to a class of surfaces found by Lipschitz in 1887, exactly match the Lie symmetry invariant solutions and constitute a four-dimensional manifold. The two-dimensional orbit space with respect to the Lie symmetry group is described. Our approach relies on the link between constant astigmatism surfaces and orthogonal equiareal patterns. The counterpart sine–Gordon solutions are shown to be Lie symmetry invariant as well.     

Invariant manifolds associated to nonresonant spectral subspaces

We show that, if the linearization of a map at a fixed point leaves invariant a spectral subspace which satisfies certain nonresonance conditions, the map leaves invariant a smooth manifold tangent to this subspace. This manifold is as smooth as the map—when the smoothness is measured in appropriate scales—but is unique amongC ^L invariant manifolds, whereL depends only on the spectrum of the linearization or on some more general smoothness classes that we detail. We show that if the nonresonance conditions are not satisfied, a smooth invariant manifold need not exist, and we also establish smooth dependence on parameters. We also discuss some applications of these invariant manifolds and briefly survey related work.     

Asymptotics of the Eta Invariant

We prove an asymptotic bound on the eta invariant of a family of coupled Dirac operators on an odd dimensional manifold. In the case when the manifold is the unit circle bundle of a positive line bundle over a complex manifold, we obtain precise formulas for the eta invariant.     

Minimal curvature trajectories: Riemannian geometry concepts for slow manifold computation in chemical kinetics

In dissipative ordinary differential equation systems different time scales cause anisotropic phase volume contraction along solution trajectories. Model reduction methods exploit this for simplifying chemical kinetics via a time scale separation into fast and slow modes. The aim is to approximate the system dynamics with a dimension-reduced model after eliminating the fast modes by enslaving them to the slow ones via computation of a slow attracting manifold. We present a novel method for computing approximations of such manifolds using trajectory-based optimization. We discuss Riemannian geometry concepts as a basis for suitable optimization criteria characterizing trajectories near slow attracting manifolds and thus provide insight into fundamental geometric properties of multiple time scale chemical kinetics. The optimization criteria correspond to a suitable mathematical formulation of “minimal relaxation” of chemical forces along reaction trajectories under given constraints. We present various geometrically motivated criteria and the results of their application to four test case reaction mechanisms serving as examples. We demonstrate that accurate numerical approximations of slow invariant manifolds can be obtained.     

Non-linear models of geophysical hydrodynamics and the problem of forecasting stream patterns I

The dynamic stochastic approach to the study of mathematical models of thermohydrodynamic large-scale fields is developed in which the mathematical image of stochasticity is the strange attractor of the real atmosphere. This approach is based on methods of analysing non-linear equations of atmosphere. The approximation of these equations is mostly effected using Galerkin's procedures. This reduction is based on the theorem of invariant manifold, especially on the theorem of central manifold for semi-flow of the Navier-Stokes equation. According to the theorem of the central manifold, all significant phenomena related to dynamic systems of thermohydrodynamic equations of atmosphere occur in a particular finite-dimensional formulation. General circulation could be modelled with the aid of relatively single dynamic systems. We shall continue deal with the finite-dimensional approximations of the dissipative, non-divergent, barotropic flow and the bifurcation analysis of the spectral models with a small number of spectral modes and an external force acting only on fundamental modes.     

Mixed-mode oscillations and slow manifolds in the self-coupled FitzHugh-Nagumo system

We investigate the organization of mixed-mode oscillations in the self-coupled FitzHugh-Nagumo system. These types of oscillations can be explained as a combination of relaxation oscillations and small-amplitude oscillations controlled by canard solutions that are associated with a folded singularity on a critical manifold. The self-coupled FitzHugh-Nagumo system has a cubic critical manifold for a range of parameters, and an associated folded singularity of node-type. Hence, there exist corresponding attracting and repelling slow manifolds that intersect in canard solutions. We present a general technique for the computation of two-dimensional slow manifolds (smooth surfaces). It is based on a boundary value problem approach where the manifolds are computed as one-parameter families of orbit segments. Visualization of the computed surfaces gives unprecedented insight into the geometry of the system. In particular, our techniques allow us to find and visualize canard solutions as the intersection curves of the attracting and repelling slow manifolds.     

On the dynamical mechanism of cross-over from chaotic to turbulent states

The Portevin-Le Chatelier effect is one of the few examples of organization of defects. Here the spatio-temporal dynamics emerges from the cooperative behavior of the constituent defects, namely dislocations and point defects. Recent dynamical approach to the study of experimental time series reports an intriguing cross-over phenomenon from a low dimensional chaotic to an infinite dimensional scale invariant power-law regime of stress drops in experiments on CuAl single crystals and AlMg polycrystals, as a function of strain rate. We show that an extension of a dynamical model due to Ananthakrishna and coworkers for the Portevin-Le Chatelier effect reproduces this cross-over. At low and medium strain rates, the model shows chaos with the structure of the attractor resembling the reconstructed experimental attractor. At high strain rates, the model exhibits a power-law statistics for the magnitudes and durations of the stress drops as in experiments. Concomitantly, the largest Lyapunov exponent is zero. In this regime, there is a finite density of null exponents which itself follows a power law. This feature is similar to the Lyapunov spectrum of a shell model for turbulence. The marginal nature of this state is visualized through slow manifold approach.     

Hausdorff Dimension of Non-Hyperbolic Repellers. I: Maps with Holes

This is the first paper in a two-part series devoted to studying the Hausdorff dimension of invariant sets of non-uniformly hyperbolic, non-conformal maps. Here we consider a general abstract model, that we call piecewise smooth maps with holes. We show that the Hausdorff dimension of the repeller is strictly less than the dimension of the ambient manifold. Our approach also provides information on escape rates and dynamical dimension of the repeller.