The existence of infinitely many homoclinic doubling bifurcations from some codimension 3 homoclinic orbits

An inclination-flip homoclinic orbit of weak type on ³ is a homoclinic orbit given as the intersection of a special one-dimensionalC ²-weak stable manifold and the one-dimensional unstable manifold of a hyperbolic singularity with three real eigenvalues. In this paper, we show that in a generic unfolding of such a homoclinic orbit, there appear curves in the parameter space that correspond to ordinary inclination-flip homoclinic orbit of orderN for any integerN. As a consequence, there exist infinitely many homoclinic doubling bifurcation curves emanating from the codimension three degenerate point corresponding to the inclination flip homoclinic orbit of weak type.     

Center Manifolds for Homoclinic Solutions

In this article, center-manifold theory is developed for homoclinic solutions of ordinary differential equations or semilinear parabolic equations. A center manifold along a homoclinic solution is a locally invariant manifold containing all solutions which stay close to the homoclinic orbit in phase space for all times. Therefore, as usual, the low-dimensional center manifold contains the interesting recurrent dynamics near the homoclinic orbit, and a considerable reduction of dimension is achieved. The manifold is of class C ^1, for some >0. As an application, results of Shilnikov about the occurrence of complicated dynamics near homoclinic solutions approaching saddle-foci equilibria are generalized to semilinear parabolic equations.     

Periodically Expansive Homoclinic Classes

In this paper we introduce the notion of periodically expansiveness and discuss the homoclinic classes exhibit the property in a persistent way. More precisely, we prove that if a homoclinic class H(p, f) of a diffeomorphisms f is C ¹-persistently periodically expansive then it admits a dominated splitting ${E \bigoplus F}$ with dim?(E)?=?index?(p). We also prove that C ¹-generically any locally maximal periodically expansive homoclinic class is hyperbolic.     

Homoclinic Shadowing

A new method for rigorously establishing the existence of a transversal homoclinic orbit to a periodic orbit (or a fixed point) of diffeomorphisms in Rⁿ is presented. It is a computer-assisted technique with two main components. First, a global Newton’s method is devised to compute a suitable pseudo (approximate) homoclinic orbit to a pseudo periodic orbit. Then, a homoclinic shadowing theorem, which is proved herein, is invoked to establish the existence of a true transversal homoclinic orbit to a true periodic orbit near these pseudo orbits.     

Energy Flow in Formally Gradient Partial Differential Equations on Unbounded Domains

As an example of an extended, formally gradient dynamical system, we consider the damped hyperbolic equation u _tt+u _t=u+F(x, u) in R ^N , where F is a locally Lipschitz nonlinearity. Using local energy estimates, we study the semiflow defined by this equation in the uniformly local energy space H¹ _ul(R ^N )×L² _ul(R ^N ). If N2, we show in particular that there exist no periodic orbits, except for equilibria, and we give a lower bound on the time needed for a bounded trajectory to return in a small neighborhood of the initial point. We also prove that any nonequilibrium point has a neighborhood which is never visited on average by the trajectories of the system, and we conclude that any bounded trajectory converges on average to the set of equilibria. Some counter-examples are constructed, which show that these results cannot be extended to higher space dimensions.     

Reduced and Generalized Stokes Resolvent Equations in Asymptotically Flat Layers, Part I: Unique Solvability

We study the generalized Stokes equations in asymptotically flat layers, which can be considered as compact perturbations of an infinite (flat) layer Besides standard non-slip boundary conditions, we consider a mixture of slip and non-slip boundary conditions on the upper and lower boundary, respectively. In the first part we prove the unique solvability in L^q-Sobolev spaces, 1 < q < , by extending the known results in the case of an infinite layer ₀ via a perturbation argument to asymptotically flat layers which are sufficiently close to ₀. Combining this result with standard cut-off techniques and the parametrix constructed in the second part, we prove the unique solvability for an arbitrary asymptotically flat layer. Moreover, we show equivalence of unique solvability of the generalized and the reduced Stokes resolvent equations, which is essential for the second part of this contribution.     

Singular Perturbations, Transversality, and Sil'nikov Saddle-Focus Homoclinic Orbits

We consider the singularly perturbed system $\dot x$ =εf(x,y,ε,λ), $\dot y$ =g(x,y,ε,λ). We assume that for small (ε,λ), (0,0) is a hyperbolic equilibrium on the normally hyperbolic centre manifold y=0 and that y ₀(t) is a homoclinic solution of $\dot y$ =g(0,y,0,0). Under an additional condition, we show that there is a curve in the (ε,λ) parameter space on which the perturbed system has a homoclinic orbit also. We investigate the transversality properties of this orbit and use our results to give examples of 4 dimensional systems with Sil'nikov saddle-focus homoclinic orbits.     

Stability of rarefaction waves in viscous media

We study the time-asymptotic behavior of weak rarefaction waves of systems of conservation laws describing one-dimensional viscous media, with strictly hyperbolic flux functions. Our main result is to show that solutions of perturbed rarefaction data converge to an approximate, Burgers rarefaction wave, for initial perturbations w ₀ with small mass and localized as w ₀(x)= The proof proceeds by iteration of a pointwise ansatz for the error, using integral representations of its various components, based on Green's functions. We estimate the Green's functions by careful use of the Hopf-Cole transformation, combined with a refined parametrix method. As a consequence of our method, we also obtain rates of decay and detailed pointwise estimates for the error.This pointwise method has been used successfully in studying stability of shock and constant-state solutions. New features in the rarefaction case are time-varying coefficients in the linearized equations and error waves of unbounded mass (log (t)). These diffusion waves have amplitude (t ^-1/2logt) in linear degenerate transversal fields and (t ^-1/2logt) in genuinely nonlinear transversal fields, a distinction which is critical in the stability proof.     

Bifurcations toN-homoclinic orbits andN-periodic orbits in vector fields

We study bifurcations of two types of homoclinic orbits—a homoclinic orbit with resonant eigenvalues and an inclination-flip homoclinic orbit. For the former, we prove thatN-homoclinic orbits (N3) never bifurcate from the original homoclinic orbit. This answers a problem raised by Chow-Deng-Fiedler (J. Dynam. Diff. Eq. 2, 177–244, 1990). For the latter, we investigate mainlyN-homoclinic orbits andN-periodic orbits forN=1, 2 and determine whether they bifurcate or not under an additional condition on the eigenvalues of the linearized vector field around the equilibrium point.     

Global Solution to the Generalized Riemann Problem in the Presence of a Boundary and Contact Discontinuities

This work is a continuation of our previous work. In the present paper we study the global structure stability of the Riemann solution $u=U(\frac{x}{t})$ containing only contact discontinuities for general n×n quasilinear hyperbolic systems of conservation laws in the presence of a boundary. We prove the existence and uniqueness of a global piecewise C ¹ solution containing only contact discontinuities to a class of the generalized Riemann problems for general n×n quasilinear hyperbolic systems of conservation laws in a half space. Our result indicates that this kind of Riemann solution $u=U(\frac{x}{t})$ mentioned above for general n×n quasilinear hyperbolic systems of conservation laws in the presence of a boundary possesses a global nonlinear structure stability. Some applications to quasilinear hyperbolic systems of conservation laws occurring in physics and other disciplines, particularly to the system describing the motion of the relativistic string in Minkowski space R ^1?+?n , are also given.     

Some remarks on the propagation and non-propagation of discontinuities in linearly viscoelastic liquids

The equations of linear viscoelasticity with a bounded memory kernel have been shown to propagate singularities in a similar way as hyperbolic equations. In this paper, we investigate a model problem for a certain class of unbounded memory kernels. It is shown thatC -solutions are obtained, although there is a discontinuity in the boundary conditions.     

Orbits Homoclinic to Exponentially Small Periodic Orbits for a Class of Reversible Systems. Application to Water Waves

In this paper a class of reversible analytic vector fields is investigated near an equilibrium. For these vector fields, the part of the spectrum of the differential at the equilibrium which lies near the imaginary axis comes from the perturbation of a double eigenvalue 0 and two simple eigenvalues , . In the first part of this paper, we study the 4-dimensional problem. The existence of a family of solutions homoclinic to periodic orbits of size less than μ^N for any fixed N, where μ is the bifurcation parameter, is known for vector fields. Using the analyticity of the vector field, we prove here the existence of solutions homoclinic to a periodic orbit the size of which is exponentially small ( of order . This result receives its significance from the still unsolved question of whether there exist solutions that are homoclinic to the equilibrium or whether the amplitudes of the oscillations at infinity have a positive infimum. In the second part of this paper we prove that the exponential estimates still hold in infinite dimensions. This result cannot be simply obtained from the study of the 4-dimensional analysis by a center-manifold reduction since this result is based on analyticity of the vector field. One example of such a vector field in infinite dimensions occurs when describing the irrotational flow of an inviscid fluid layer under the influence of gravity and small surface tension (Bond number ) for a Froude number F close to 1. In this context a homoclinic solution to a periodic orbit is called a generalized solitary wave. Our work shows that there exist generalized solitary waves with exponentially small oscillations at infinity. More precisely, we prove that for each F close enough to 1, there exist two reversible solutions homoclinic to a periodic orbit, the size of which is less than , l being any number between 0 and π and satisfying . (Accepted October 2, 1995)     

Long-time Stability in Systems of Conservation Laws,Using Relative Entropy/Energy

We study the long-time stability of shock-free solutions of hyperbolic systems of conservation laws, under an arbitrarily large initial disturbance in L ²∩ L ^∞. We use the relative entropy method, a robust tool which allows us to consider rough and large disturbances. We display practical examples in several space dimensions, for scalar equations as well as isentropic gas dynamics. For full gas dynamics, we use a trick from Chen [1], in which the estimate is made in terms of the relative mechanical energy instead of the relative mathematical entropy.     

Homoclinic Saddle-Node Bifurcations in Singularly Perturbed Systems

In this paper we study the creation of homoclinic orbits by saddle-node bifurcations. Inspired on similar phenomena appearing in the analysis of so-called localized structures in modulation or amplitude equations, we consider a family of nearly integrable, singularly perturbed three dimensional vector fields with two bifurcation parameters a and b. The O() perturbation destroys a manifold consisting of a family of integrable homoclinic orbits: it breaks open into two manifolds, W ^s() and W ^u(), the stable and unstable manifolds of a slow manifold . Homoclinic orbits to correspond to intersections W ^s()W ^u(); W ^s()W ^u()= for a<a*, a pair of 1-pulse homoclinic orbits emerges as first intersection of W ^s() and W ^u() as a>a*. The bifurcation at a=a* is followed by a sequence of nearby, O( ²(log)²) close, homoclinic saddle-node bifurcations at which pairs of N-pulse homoclinic orbits are created (these orbits make N circuits through the fast field). The second parameter b distinguishes between two significantly different cases: in the cooperating (respectively counteracting) case the averaged effect of the fast field is in the same (respectively opposite) direction as the slow flow on . The structure of W ^s()W ^u() becomes highly complicated in the counteracting case: we show the existence of many new types of sometimes exponentially close homoclinic saddle-node bifurcations. The analysis in this paper is mainly of a geometrical nature.     

Bifurcation and coalescence of a plethora of homoclinic orbits for a Hamiltonian system

This is a further study of the set of homoclinic solutions (i.e., nonzero solutions asymptotic to 0 as ¦x¦) of the reversible Hamiltonian systemu ^iv +Pu +u–u ²=0. The present contribution is in three parts. First, rigorously for P –2, it is proved that there is a unique (up to translation) homoclinic solution of the above system, that solution is even, and on the zero-energy surface its orbit coincides with the transverse intersection of the global stable and unstable manifolds. WhenP=–2 the origin is a node on its local stable and unstable manifolds, and whenP(–2,2) it is a focus. Therefore we can infer, rigorously, from the discovery by Devaney of a Smale horseshoe in the dynamics on the zero energy set, there are infinitely many distinct infinite families of homoclinic solutions forP(–2, –2+) for some>0. Buffoni has shown globally that there are infinitely many homoclinic solutions for allP(–2,0], based on a different approach due to Champneys and Toland. Second, numerically, the development of the set of symmetric homoclinic solutions is monitored asP increases fromP=–2. It is observed that two branches extend fromP=–2 toP=+2 where their amplitudes are found to converge to 0 asP 2. All other symmetric solution branches are in the form of closed loops with a turning point betweenP=–2 andP=+2. Numerically it is observed that each such turning point is accompanied by, though not coincident with, the bifurcation of a branch of nonsymmetrical homoclinic orbits, which can, in turn, be followed back toP=–2. Finally, heuristic explanations of the numerically observed phenomena are offered in the language of geometric dynamical systems theory. One idea involves a natural ordering of homoclinic orbits on the stable and unstable manifolds, given by the Horseshoe dynamics, and goes some way to accounting for the observed order (in terms ofP-values) of the occurrence of turning points. The near-coincidence of turning and asymmetric bifurcation points is explained in terms of the nontransversality of the intersection of the stable and unstable manifolds in the zero energy set on the one hand, and the nontransversality of the intersection of the same manifolds with the symmetric section in ⁴ on the other. Some conjectures based on present understanding are recorded.     

Mechanics on manifolds and the incorporation of spin into Nelson's Stochastic mechanics

Nelson's theory of universal Brownian motion is generalized to manifold-valued processes with Hamiltonian of the form H=(p–A) ²+. It is shown that a spin model of Bopp & Haag is such a process. We show that, as the radius of the sphere of this model approaches zero, we recover the Pauli equation. We analyze further the case of no external field, singling out a continuous random variable which we call the angular momentum and showing that this random variable has the quantum mechanical expectation values. We also prove an ergodic theorem to the effect that the average value of the angular momentum equals its time average along trajectories.     

N-Homoclinic bifurcations for homoclinic orbits changing their twisting

We study bifurcations, calledN-homoclinic bifurcations, which produce homoclinic orbits roundingN times (N2) in some tubular neighborhood of original homoclinic orbit. A family of vector fields undergoes such a bifurcation when it is a perturbation of a vector field with a homoclinic orbit.N-Homoclinic bifurcations are divided into two cases; one is that the linearization at the equilibrium has only real principal eigenvalues, and the other is that it has complex principal eigenvalues. We treat the former case, espcially that linearization has only one unstable eigenvalue. As main tools we use a topological method, namely, Conley index theory, which enables us to treat more degenerate cases than those studied by analytical methods.     

Convective heat transfer in the thermal entrance region of parallel-flow noncircular duct heat exchanger arrays

Convective heat transfer properties of a hydrodynamically fully developed flow, thermally developing flow in a parallel-flow, and noncircular duct heat exchanger passage subject to an insulated boundary condition are analyzed. In fact, due to the complexity of the geometry, this paper investigates in detail heat transfer in a parallel-flow heat exchanger of equilateral-triangular and semicircular ducts. The developing temperature field in each passage in these geometries is obtained seminumerically from solving the energy equation employing the method of lines (MOL). According to this method, the energy equation is reformulated by a system of a first-order differential equation controlling the temperature along each line.Temperature distribution in the thermal entrance region is obtained utilizing sixteen lines or less, in the cross-stream direction of the duct. The grid pattern chosen provides drastic savings in computing time. The representative curves illustrating the isotherms, the variation of the bulk temperature for each passage, and the total Nusselt number with pertinent parameters in the entire thermal entry region are plotted. It is found that the log mean temperature difference (T _LM), the heat exchanger effectiveness, and the number of transfer units (NTU) are 0.247, 0.490, and 1.985 for semicircular ducts, and 0.346, 0.466, and 1.345 for equilateral-triangular ducts.

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Konvektiver Wärmeübergang im thermischen Einlaufgebiet von Gleichstromwärmetauschern mit nichtkreisförmigen Strömungskanälen

Zusammenfassung Die Untersuchung bezieht sich auf das konvektive Wärmeübertragungsverhalten eines Gleichstromwärmetauschers mit nichtkreisförmigen Strömungskanälen bei hydraulisch ausgebildetet, thermisch einlaufender Strömung unter Aufprägung einer adiabaten Randbedingung. Zwei Fälle komplizierter Geometrie, nämlich Kanäle mit gleichseitig dreieckigen und halbkreisförmigen Querschnitten, werden bezüglich des Wärmeübergangsverhaltens bei Gleichstromführung eingehend analysiert. Das sich entwickelnde Temperaturfeld in jedem Kanal von der eben spezifizierten Querschnittsform wird halbnumerisch durch Lösung der Energiegleichung unter Einsatz der Linienmethode (MOL) erhalten. Dieser Methode entsprechend erfolgt eine Umformung der Energiegleichung in ein System von Differentialgleichungen erster Ordnung, welches die Temperaturverteilung auf jeder Linie bestimmt.Die Temperaturverteilung im Einlaufgebiet wird unter Vorgabe von 16 oder weniger Linien über dem Kanalquerschnitt erhalten, wobei die gewählte Gitteranordnung drastische Einsparung an Rechenzeit ergibt. Repräsentative Kurven für das Isothermalfeld, den Verlauf der Mischtemperatur für jeden Kanal und die Gesamt-Nusseltzahl als Funktion relevanter Parameter im gesamten Einlaufgebiet sind in Diagrammform dargestellt. Es zeigt sich, daß die mittlere logarithmische Temperaturdifferenz (T _LM), der Wärmetauscherwirkungsgrad und die Anzahl der Übertragungseinheiten (NTU) folgende Werte annehmen: 0,247, 0,490 und 1,985 für halbkreisförmige Kanäle sowie 0,346, 0,466 und 1,345 für gleichseitig dreieckige Kanäle.

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Nomenclature A cross sectional area [m²] - a characteristic length [m] - C _c specific heat of cold fluid [J kg^–1 K^–1] - C _h specific heat of hot fluid [J kg^–1 K^–1] - C _p specific heat [J kg^–1 K^–1] - C _r specific heat ratio,C _r=C _c/C_h - D _h hydraulic diameter of duct [m] - f friction factor - k thermal conductivity of fluid [Wm^–1 K^–1] - L length of duct [m] - m mass flow rate of fluid [kg s^–1] - N factor defined by Eq. (20) - NTU number of transfer units - Nu _{x, T} local Nusselt number, Eq. (19) - P perimeter [m] - p pressure [KN m^–2] - Pe Peclet number,RePr - Pr Prandtl number,/ - Q _T total heat transfer [W], Eq. (13) - Q ideal heat transfer [W], Eq. (14) - Re Reynolds number,D _h/ - T temperature [K] - T _b bulk temperature [K] - T _e entrance temperature [K] - T _w circumferential duct wall temperature [K] - u, U dimensional and dimensionless velocity of fluid,U=u/u - , dimensional and dimensionless mean velocity of fluid - w generalized dependent variable - X dimensionless axial coordinates,X=D _h ² /a ² x* - x, x* dimensional and dimensionless axial coordinate,x*=x/D _hPe - y, Y dimensional and dimensionless transversal coordinates,Y=y/a - z, Z dimensional and dimensionless transversal coordinates,Z=z/a Greek symbols thermal diffusivity of fluid [m² s^–1] - * right triangular angle, Fig. 2 - independent variable - T _LM log mean temperature difference of heat exchanger - effectiveness of heat exchanger - generalized independent variable - dimensionless temperature - _b dimensionless bulk temperature - dynamic viscosity of fluid [kg m^–1 s^–1] - kinematic viscosity of fluid [m² s^–1] - density of fluid [kg m^–3] - heat transfer efficiency, Eq. (14) - generalized dependent variable     

Non-persistence of Homoclinic Connections for Perturbed Integrable Reversible Systems

The dynamics of an analytic reversible vector field (X,) is studied in with one real parameter close to 0; X=0 is a fixed point. The differential D_x (0,0) generates an oscillatory dynamics with a frequency of order 1—due to two simple, opposite eigenvalues lying on the imaginary axis—and it also generates a slow dynamics which changes from a hyperbolic type—eigenvalues are —to an elliptic type—eigenvalues are —as passes trough 0. The existence of reversible homoclinic connections to periodic orbits is known for such vector fields. In this paper we study a particular subclass of such vector fields, obtained by small reversible perturbations of the normal form. We give an explicit condition on the perturbation, generically satisfied, which prevents the existence of a homoclinic connections to 0 for the perturbed system. The normal form system of any order admits a reversible homoclinic connection to 0, which then does not survive under perturbation of higher order. It will be seen that normal form essentially decouples the hyperbolic and elliptic part of the linearization to any chosen algebraic order. However, this decoupling does not persist arbitrary reversible perturbation, which finally causes the appearance of small amplitude oscillations.     

An Eulerian–Lagrangian Form for the Euler Equations in Sobolev Spaces

In 2000 Constantin showed that the incompressible Euler equations can be written in an “Eulerian–Lagrangian” form which involves the back-to-labels map (the inverse of the trajectory map for each fixed time). In the same paper a local existence result is proved in certain Hölder spaces \({C^{1,\mu}}\). We review the Eulerian–Lagrangian formulation of the equations and prove that given initial data in H ^s for \({n \geq 2}\) and \({s > \frac{n}{2}+1}\), a unique local-in-time solution exists on the n-torus that is continuous into H ^s and C ¹ into H ^s-1. These solutions automatically have C ¹ trajectories. The proof here is direct and does not appeal to results already known about the classical formulation. Moreover, these solutions are regular enough that the classical and Eulerian–Lagrangian formulations are equivalent, therefore what we present amounts to an alternative approach to some of the standard theory.