Numerical Continuation of Hamiltonian Relative Periodic Orbits

The bifurcation theory and numerics of periodic orbits of general dynamical systems is well developed, and in recent years, there has been rapid progress in the development of a bifurcation theory for dynamical systems with structure, such as symmetry or symplecticity. But as yet, there are few results on the numerical computation of those bifurcations. The methods we present in this paper are a first step toward a systematic numerical analysis of generic bifurcations of Hamiltonian symmetric periodic orbits and relative periodic orbits (RPOs). First, we show how to numerically exploit spatio-temporal symmetries of Hamiltonian periodic orbits. Then we describe a general method for the numerical computation of RPOs persisting from periodic orbits in a symmetry breaking bifurcation. Finally, we present an algorithm for the numerical continuation of non-degenerate Hamiltonian relative periodic orbits with regular drift-momentum pair. Our path following algorithm is based on a multiple shooting algorithm for the numerical computation of periodic orbits via an adaptive Poincaré section and a tangential continuation method with implicit reparametrization. We apply our methods to continue the famous figure eight choreography of the three-body system. We find a relative period doubling bifurcation of the planar rotating eight family and compute the rotating choreographies bifurcating from it.      

Bifurcation from trivial solution for elliptic systems with nonlinear boundary conditions

In this paper, we investigate semilinear elliptic systems having a parameter with nonlinear Neumann boundary conditions over a smooth bounded domain. The objective of our study is to analyse bifurcation component of positive solutions from trivial solution and their stability. The results are obtained via classical bifurcation theorem from a simple eigenvalue, by studying the eigenvalue problem of elliptic systems.     

Lanczos-type Methods for Continuation Problems

We study the Lanczos type methods for continuation problems. First we indicate how the symmetric Lanczos method may be used to solve both positive definite and indefinite linear systems. Furthermore, it can be used to monitor the simple bifurcation points on the solution curve of the eigenvalue problems. This includes computing the minimum eigenvalue, the minimum singular value, and the condition number of the partial tridiagonalizations of the coefficient matrices. The Ritz vector thus obtained can be applied to compute the tangent vector at the bifurcation point for branch-switching. Next, we indicate that the block or band Lanczos method can be used to monitor the multiple bifurcations as well as to solve the multiple right hand sides. We also show that the unsymmetric Lanczos method can be exploited to compute the minimum eigenvalue of a nearly symmetric matrix, and therefore to detect the simple bifurcation point as well. Some preconditioning techniques are discussed. Sample numerical results are reported. Our test problems include second order semilinear elliptic eigenvalue problems. © 1997 by John Wiley & Sons, Ltd.     

COMPUTATION OF HOPF BRANCHES BIFURCATING FROM A HOPF/PITCHFORK POINT FOR PROBLEMS WITH Z_2-SYMMETRY

1.IntroductionThispaperisdevotedtothecalculatiollofT,ranchesofHopfpointswhichemallatefromacertaillsingularPointofatwopar:lmeterII()nlinearsystemwhereXisarealHillersspac(},Aabifllrcationparallleter,oranadditionalcontrolparameter,alldgisasnlootllmapping.\Nreassllllle(HI)gisA--synlnletric:thereexistsalillearoperators:X-Xsatisfying(I:identicaloperatorillX)Itiswellknottrnthat(1.2)irldllcestilesplittillgl)Th.firstauthorhasbeedsupportedbyar(>searchgralltoftileV'Olkswagen-StiftungWesaythatxiss…     

Solution branches of a semilinear elliptic problem at corank-2 bifurcation points

Bifurcations of a semilinear elliptic problem on the unit square with the Dirichlet boundary conditions are studied at corank-2 bifurcation points. We show the existence of bifurcating solution branches and their parameterizations via a nonsingular enlarged problem.     

Stability and Bifurcation Analysis of a Spinning Space Tether

A detailed, geometrically exact bifurcation analysis is performed for a model of a power-generating tethered device of interest to the space industries. The structure, a short electrodynamic tether, comprises a thin, long rod that is spun in a horizontal configuration from a satellite in low Earth orbit, with a massive electrically conducting disk at its free end. The system is modelled using a Cosserat formulation leading to a system of Kirchhoff equations for the rod's shape as a function of position and time. Moving to a rotating frame, incorporating the effects of internal damping, intrinsic curvature due to the deployment method and novel force and moment boundary conditions at the contactor, the problem for steady rotating solutions is formulated as a two-point boundary value problem. Using numerical continuation methods, a bifurcation analysis is carried out varying rotation speeds up to many times the critical resonance frequency. Spatial finite differences are used to formulate the stability problem for each steady state and the corresponding eigenvalues are computed. The results show excellent agreement with earlier multibody dynamics simulations of the same problem.     

一类自催化可逆生化反应模型的Hopf分支及其稳定性

在齐次Neumann边界条件下,研究一类自催化可逆三分子生化反应模型.首先对常微分系统,给出Hopf分支的存在性及稳定性.其次对偏微分系统,建立由扩散系数引起的Turing不稳定性,同时给出Hopf分支的存在性,并利用规范型理论和中心流形定理建立Hopf分支的方向和稳定性.最后,借助Matlab软件进行数值模拟,验证补充理论分析结果.     

A functional partial differential equation arising in a cell growth model with dispersion

In this paper we solve an initial‐boundary value problem that involves a pde with a nonlocal term. The problem comes from a cell division model where the growth is assumed to be stochastic. The deterministic version of this problem yields a first‐order pde; the stochastic version yields a second‐order parabolic pde. There are no general methods for solving such problems even for the simplest cases owing to the nonlocal term. Although a solution method was devised for the simplest version of the first‐order case, the analysis does not readily extend to the second‐order case. We develop a method for solving the second‐order case and obtain the exact solution in a form that allows us to study the long time asymptotic behaviour of solutions and the impact of the dispersion term. We establish the existence of a large time attracting solution towards which solutions converge exponentially in time. The dispersion term does not appear in the exponential rate of convergence.     

计算立方体上Henon方程多个正解的分歧方法

本文首先应用分歧方法给出计算立方体上Henon方程边值问题D₄(3)对称正解的三种算法, 然后以Henon方程中的参数r为分歧参数, 在D₄(3)对称正解解枝上 用扩张系统方法求出对称破缺分歧点, 进而用解枝转接方法计算出其它具有不同对称性质的正解.     

Fredholm boundary value problems for perturbed systems of dynamic equations on time scales

This paper offers conditions ensuring the existence of solutions of linear boundary value problems for systems of dynamic equations on time scales. Utilizing a method of Moore–Penrose pseudo‐inverse matrices leads to an analytical form of a criterion for the existence of solutions in a relevant space and, moreover, to the construction of a family of linearly independent solutions of such problems in a general case with the number of boundary conditions (defined by a linear vector functional) not coinciding with the number of unknowns of a system of dynamic equations. As an example of an application of the presented results, the problem of bifurcation of solutions of boundary value problems for systems of dynamic equations on time scales with a small parameter is considered.     

Poisson比为1/2材料中球形空穴突变和球形空穴萌生的分岔问题研究

研究Ｐｏｉｓｓｏｎ比为１／２的Ｈｏｏｋｅ材料中,空穴的突变和萌生现象·求解一个球对称几何非线性弹性力学的移动边界（ｍｏｖｉｎｇｂｏｕｎｄａｒｙ）问题,空穴为球形,远离空穴处为三向均匀拉伸应力状态,在当前构形上列控制方程;在当前构形边界上列边界条件·找到了这个自由边界问题的封闭解并得到空穴半径趋于零时的叉型分岔解·计算结果显示,在位移＿载荷曲线上存在一个切分岔型分岔点（或鞍结点型分岔点、极值型分岔点）,这个分岔点说明在外力作用下空穴会发生突变,即突然“长大”;当球腔半径趋于零时,这个切分岔转化为叉型分岔（或分枝型分岔）,这个叉型分岔可以解释实心球中的空穴萌生现象     

Characterization of the stability radius via bifurcation techniques

Robustness of stability of linear time-invariant systems using the relationship between the structured complex stability radius and a parametrized algebraic Riccati equation is analysed. Our approach is based on the observation that the algebraic Riccati equation can be viewed as a bifurcation problem. It is proved that the stability radius is, under certain assumptions, associated with a turning point of the bifurcation problem given by the parametrized algebraic Riccati equation. As a byproduct, the stability radius can be computed via path following. Some numerical examples are presented.     

The family index theorem and bifurcation of solutions of nonlinear elliptic BVP

We obtain some new bifurcation criteria for solutions of general boundary value problems for nonlinear elliptic systems of partial differential equations. The results are of different nature from the ones that can be obtained via the traditional Lyapunov–Schmidt reduction. Our sufficient conditions for bifurcation are derived from the Atiyah–Singer family index theorem and therefore they depend only on the coefficients of derivatives of leading order of the linearized differential operators. They are computed explicitly from the coefficients without the need of solving the linearized equations. Moreover, they are stable under lower order perturbations.     

HILBERT — a MATLAB implementation of adaptive 2D-BEM

We report on the Matlab program package HILBERT. It provides an easily-accessible implementation of lowest order adaptive Galerkin boundary element methods for the numerical solution of the Poisson equation in 2D. The library was designed to serve several purposes: The stable implementation of the integral operators may be used in research code. The framework of Matlab ensures usability in lectures on boundary element methods or scientific computing. Finally, we emphasize the use of adaptivity as general concept and for boundary element methods in particular. In this work, we summarize recent analytical results on adaptivity in the context of BEM and illustrate the use of HILBERT. Various benchmarks are performed to empirically analyze the performance of the proposed adaptive algorithms and to compare adaptive and uniform mesh-refinements. In particular, we do not only focus on mathematical convergence behavior but also on the usage of critical system resources such as memory consumption and computational time. In any case, the superiority of the proposed adaptive approach is empirically supported.     

BISTAB: A portable bifurcation and stability analysis package

A portable bifurcation and stability analysis package, called BISTAB, is described. The package is written in FORTRAN V and can follow the connected set of equilibrium curves for a system of nonlinear ordinary differential equations in the state × parameter space by varying a bifurcation parameter. The curves are traced from an initial point with the continuation method of Kubicek, and the tangent method of Keller is used to find initial points on bifurcating curves near simple bifurcation points. Linearized stability analysis, location of Hopf bifurcation points, and sorting of points for plotting are also supported. While the package contains no new numerical methods, the lack of a requirement for any derivative information higher than the Jacobian makes BISTAB computationally efficient and useful for applied problems where nonnumerical bifurcation analysis may be difficult.     

Stokeswaves with vorticity

The existence of periodic waves propagating downstream on the surface of a two-dimensional infinitely deep body of water under the force of gravity is established for a general class of vorticities. When reformulated as an elliptic boundary value problem in a fixed semi-infinite cylinder with a parameter, the operator describing the problem is nonlinear and non-Fredholm. A global connected set of nontrivial solutions is obtained via singular theory of bifurcation. The proof combines a generalized degree theory, global bifurcation theory, and Whyburn’s lemma in topology with the Schauder theory for elliptic problems and the maximum principle.     

Steady-state solutions in a nonlinear pool boiling model

We consider a relatively simple model for pool boiling processes. This model involves only the temperature distribution within the heater and describes the heat exchange with the boiling fluid via a nonlinear boundary condition imposed on the fluid–heater interface. This results in a standard heat equation with a nonlinear Neumann boundary condition on part of the boundary. In this paper, we analyse the qualitative structure of steady-state solutions of this heat equation. It turns out that the model allows both multiple homogeneous and multiple heterogeneous solutions in certain regimes of the parameter space. The latter solutions originate from bifurcations on a certain branch of homogeneous solutions. We present a bifurcation analysis that reveals the multiple-solution structure in this mathematical model. In the numerical analysis a continuation algorithm is combined with the method of separation-of-variables and a Fourier collocation technique. For both the continuous and discrete problem a fundamental symmetry property is derived that implies multiplicity of heterogeneous solutions. Numerical simulations of this model problem predict phenomena that are consistent with laboratory observations for pool boiling processes.     

On Counting the Number of Eigenvalues in the Right Half-Plane for Spectral Problems Connected with Hyperbolic Systems. II. Differential Equations

This article is an immediate continuation of [1]. Solution of the Lyapunov equation leads to a boundary value problem for the first-order hyperbolic equations in two variables with data on the boundary of the unit square. In general, the problems of this kind are not normally solvable. We prove that the boundary value problems in question possess the Fredholm property under some conditions.     

Rank-deficient matrices as a computational tool

Rank-deficient matrices arise naturally in many applications. Detecting rank changes and computing parameter values for which a matrix has a prescribed (low) rank deficiency is a fundamental task in computing least squares and minimum norm solutions to systems of linear equations. We describe an approach that originates from numerical continuation and bifurcation theory but has a wider applicability. It uses only linear solves with a bordered extension of the rank-deficient matrix and the transpose of that extension. We discuss the basic methods and their application in fundamental problems such as minimization and in more advanced problems in non-linear analysis. We present extensive numerical evidence in instructive test cases as well as in chemical model (one-dimensional PDE) and a biological model (using the software package CONTENT for dynamical systems). © 1997 by John Wiley & Sons, Ltd.