Numerical Taylor expansions of invariant manifolds in large dynamical systems

Summary. In this paper we develop a numerical method for computing higher order local approximations of invariant manifolds, such as stable, unstable or center manifolds near steady states of a dynamical system. The underlying system is assumed to be large in the sense that a large sparse Jacobian at the equilibrium occurs, for which only a linear (black box) solver and a low dimensional invariant subspace is available, but for which methods like the QR–Algorithm are considered to be too expensive. Our method is based on an analysis of the multilinear Sylvester equations for the higher derivatives which can be solved under certain nonresonance conditions. These conditions are weaker than the standard gap conditions on the spectrum which guarantee the existence of the invariant manifold. The final algorithm requires the solution of several large linear systems with a bordered Jacobian. To these systems we apply a block elimination method recently developed by Govaerts and Pryce [12, 14]. Received March 12, 1996 / Revised version reveiced August 8, 1997     

Non-isochronicity of the center at the origin in polynomial Hamiltonian systems with even degree nonlinearities

In 2002 X. Jarque and J. Villadelprat proved that no center in a planar polynomial Hamiltonian system of degree 4 is isochronous and raised a question: Is there a planar polynomial Hamiltonian system of even degree which has an isochronous center? In this paper we give a criterion for non-isochronicity of the center at the origin of planar polynomial Hamiltonian systems. Moreover, the orders of weak centers are determined. Our results answer a weak version of the question, proving that there is no planar polynomial Hamiltonian system with only even degree nonlinearities having an isochronous center at the origin.     

Strongly indefinite systems with critical Sobolev exponents

We consider an elliptic system of Hamiltonian type on a bounded domain. In the superlinear case with critical growth rates we obtain existence and positivity results for solutions under suitable conditions on the linear terms. Our proof is based on an adaptation of the dual variational method as applied before to the scalar case.

     

Construction of quasi-periodic solutions for nonlinear forced perturbations of dissipative Boussinesq systems

In this paper we consider a class of quasi-periodically forced perturbations of the dissipative Boussinesq systems with an elliptic fixed point (see (1.4)) in two cases: Hamiltonian case and reversible case. We prove the existence and linear stability of quasi-periodic solutions for the system (1.4) with periodic boundary conditions. The method of proof is based on a Nash–Moser iterative scheme in the scale of Sobolev spaces developed by Berti and Bolle in Berti and Bolle (2013, 2012), but we have to be substantially developed to deal with the system (1.4) considered here.     

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.      

基于修正的Magnus方法的高振荡动力系统的数值积分方法

基于建立于一般线性动力系统上的Magnus数值积分方法,针对随时间而高频率振荡的二阶动力系统,给出了有效的修正Magnus数值积分算法．首先,将二阶动力系统重新表示为一阶系统的形式,通过引进新变量进行参考坐标变换,使动力系统的高振荡性质保留在新形式内;进而基于局部线性化技术用修正的Magnus方法求解新形式下的系统方程;最后,通过一系列数值实验说明了文中方法的有效性．     

Area-Preserving Normalizations for Centers of Planar Hamiltonian Systems

It is well known that a nondegenerate center of an analytic Hamiltonian planar system can be brought to normal form by means of an analytic canonical change of coordinates. This normal form, that we denote by CNF, does not depend on the coordinate transformation. In this paper we give an elementary proof of these facts and we show some interesting applications of the machinery that we develop in order to prove them. For instance, we describe the space of coordinate transformations that bring a Hamiltonian nondegenerate center to its CNF, and we prove that they are all canonical when the center is non-isochronous. We also show that two Hamiltonian systems with a nondegenerate center are canonically conjugated if and only if both centers have the same period function.     

Lyapunov's center theorem for resonant equilibrium

Lyapunov's center theorem relative to the existence of families of periodic orbits emanating from an equilibrium is generalized to cases where a resonance occurs between two basic frequencies. Analytical Hamiltonian systems are considered and the theorems depend on the nonannulation of an invariant of the system.The proof is performed in two steps. In a first step the theorems are shown to be valid for some approximation of the Hamiltonian system. These results are described in a previous paper (Henrard, 1970) and are only summarized here. In a second step Poincaré's perturbation theorem is generalized in order to transfer to the original system the conclusions relatives to its approximations.In the conclusion, our results are compared with similar results published recently.     

A higher‐order PDE‐based image registration approach

This paper addresses the problem of image registration with higher‐order partial differential equation (PDE) methods. From the study of existing affine‐linear and non‐linear methods, a new framework is proposed that unifies common image registration methods within a generic formulation. Currently image registration strategies are classified into either affine‐linear or non‐linear methods subject to the underlying transformations. The new approach combines both strategies to obtain proper approximations which are invariant under global geometrical distortion (shearing), anisotropic resolution (scale changes), as well as rotation and translation. To achieve this favourable property, a modified gradient flow approach is proposed which uses an operator with a kernel consisting of affine‐linear transformations. An approximation with finite differences leads to a large singular linear system. The pseudo‐inverse solution of this system can be computed efficiently by augmenting the singular system to a regular system. Numerical experiments show the improvements compared to unmodified gradient flow approaches. Copyright © 2005 John Wiley & Sons, Ltd.     

Isochronous centers of polynomial Hamiltonian systems and a conjecture of Jarque and Villadelprat

We study the conjecture of Jarque and Villadelprat stating that every center of a planar polynomial Hamiltonian system of even degree is nonisochronous. This conjecture has already been proved for quadratic and quartic systems. Using the correction of a vector field to characterize isochronicity and explicit computations of this quantity for polynomial vector fields, we are able to describe a very large class of nonisochronous Hamiltonian systems of even arbitrarily large degree.     

Detectability of critical points of smooth functionals from their finite-dimensional approximations

Given a critical point of a C²-functional on a separable Hilbert space, we obtain sufficient conditions for it to be detectable (i.e. ‘visible’) from finite-dimensional Rayleigh-Ritz-Galerkin (RRG) approximations. While examples show that even nondegenerate critical points are, without any further restriction, not visible, we single out relevant classes of smooth functionals, e.g. the Hamiltonian action on the loop space or the functionals associated with boundary value problems for some semilinear elliptic equations, such that their nondegenerate critical points are visible from their RRG approximations.     

Resolvent Estimates for Boundary Value Problems on Large Intervals Via the Theory of Discrete Approximations

In many applications such as the stability analysis of traveling waves, it is important to know the spectral properties of a linear differential operator on the whole real line. We investigate the approximation of this operator and its spectrum by finite interval boundary value problems from an abstract point of view. Under suitable assumptions on the boundary operators, we prove that the approximations converge regularly (in the sense of discrete approximations) to the all line problem, which has strong implications for the behavior of resolvents and spectra. As an application, we obtain resolvent estimates for abstract coupled hyperbolic–parabolic equations. Furthermore, we show that our results apply to the FitzHugh–Nagumo system.     

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.     

The classical KAM theorem for Hamiltonian systems via rational approximations

In this paper, we give a new proof of the classical KAM theorem on the persistence of an invariant quasi-periodic torus, whose frequency vector satisfies the Bruno-Rüssmann condition, in real-analytic non-degenerate Hamiltonian systems close to integrable. The proof, which uses rational approximations instead of small divisors estimates, is an adaptation to the Hamiltonian setting of the method we introduced in [4] for perturbations of constant vector fields on the torus.     

Algebra with polynomial commutation relations for the Zeeman effect in the Coulomb-Dirac field

We consider a model of particle motion in the field of an electromagnetic monopole (in the Coulomb-Dirac field) perturbed by homogeneous and inhomogeneous electric fields. After quantum averaging, we obtain an integrable system whose Hamiltonian can be expressed in terms of the generators of an algebra with polynomial commutation relations. We construct the irreducible representations of this algebra and its hypergeometric coherent states. We use these states to represent the eigenfunctions of the original problem in terms of the solutions of the model ordinary differential equation. We also present the asymptotic approximations of the eigenvalues in the leading term of the perturbation theory, where the degeneration of the spectrum is removed completely.Translated from Teoreticheskaya i Matematicheskaya Fizika, Vol. 142, No. 1, pp. 127–147, January, 2005.     

Linearization-preserving self-adjoint and symplectic integrators

This article is concerned with geometric integrators which are linearization-preserving, i.e. numerical integrators which preserve the exact linearization at every fixed point of an arbitrary system of ODEs. For a canonical Hamiltonian system, we propose a new symplectic and self-adjoint B-series method which is also linearization-preserving. In a similar fashion, we show that it is possible to construct a self-adjoint and linearization-preserving B-series method for an arbitrary system of ODEs. Some numerical experiments on Hamiltonian ODEs are presented to test the behaviour of both proposed methods. This work was supported by the Australian Research Council and by the Marsden Fund of the Royal Society of New Zealand.     

Remarks on integrable systems

The problem of integrability conditions for systems of differential equations is discussed. Darboux’s classical results on the integrability of linear non-autonomous systems with an incomplete set of particular solutions are generalized. Special attention is paid to linear Hamiltonian systems. The paper discusses the general problem of integrability of the systems of autonomous differential equations in an n-dimensional space, which admit the algebra of symmetry fields of dimension ? n. Using a method due to Liouville, this problem is reduced to investigating the integrability conditions for Hamiltonian systems with Hamiltonians linear in the momenta in phase space of dimension that is twice as large. In conclusion, the integrability of an autonomous system in three-dimensional space with two independent non-trivial symmetry fields is proved. It should be emphasized that no additional conditions are imposed on these fields.     

Complex conjugate gradient methods

Linear systems with complex coefficients arise from various physical problems. Examples are the Helmholtz equation and Maxwell equations approximated by finite difference or finite element methods, that lead to large sparse linear systems. When the continuous problem is reduced to integral equations, after discretization, one obtains a dense linear system. The resulting matrices are generally non-Hermitian but, most of the time, symmetric and consequently the classical conjugate gradient method cannot be directly applied. Usually, these linear systems have to be solved with a large number of unknowns because, for instance, in electromagnetic scattering problems the mesh size must be related to the wave length of the incoming wave. The higher the frequency of the incoming wave, the smaller the mesh size must be. When one wants to solve 3D-problems, it is no longer practical to use direct method solvers, because of the huge memory they need. So iterative methods are attractive for this kind of problems, even though their convergence cannot be always guaranteed with theoretical results. In this paper we derive several methods from a unified framework and we numerically compare these algorithms on some test problems.     

Exact master equations describing reduced dynamics of the Wigner function

Master equations of different types describe the evolution (reduced dynamics) of a subsystem of a larger system generated by the dynamic of the latter system. Since, in some cases, the (exact) master equations are relatively complicated, there exist numerous approximations for such equations, which are also called master equations. In the paper, we develop an exact master equation describing the reduced dynamics of the Wigner function for quantum systems obtained by a quantization of a Hamiltonian system with a quadratic Hamilton function. First, we consider an exact master equation for first integrals of ordinary differential equations in infinite-dimensional locally convex spaces. After this, we apply the results obtained to develop an exact master equation corresponding to a Liouville-type equation (which is the equation for first integrals of the (system of) Hamilton equation(s)); the latter master equation is called the master Liouville equation; it is a linear first-order differential equation with respect to a function of real variables taking values in a space of functions on the phase space. If the Hamilton equation generating the Liouville equation is linear, then the vector fields that define the first-order linear differential operators in the master Liouville equations are also linear, which in turn implies that for a Gaussian reference state the Fourier transform of a solution of the master Liouville equation also satisfies a linear differential equation. __________ Translated from Fundamentalnaya i Prikladnaya Matematika, Vol. 12, No. 5, pp. 203–219, 2005.     

Symplectic Transformations and a Reduction Method for Asymptotically Linear Hamiltonian Systems

In many fields of applications, especially in applications from mechanics, many equations of motion can be written as Hamiltonian systems. In this paper, we study a class of asymptotically linear Hamiltonian systems. We construct a symplectic transformation which reduces the linear systems of the Hamiltonian systems. This reduction method can be applied to study the existence of periodic solutions for a class of asymptotically linear Hamiltonian systems under weaker conditions on the linear systems of the Hamiltonian systems.