Transversality between invariant manifolds of periodic orbits for a class of monotone dynamical systems

We consider a special class of monotone dynamical systems and show that in this special class the stable and unstable manifolds of two hyperbolic periodic orbits always intersect transversally. The proof is based on the existence of a family of positively invariant nested cones.This paper is dedicated to Jack Hale on the occasion of his 60th birthday.     

Chaos in the softening duffing system under multi-frequency periodic forces

The chaotic dynamics of the softening-spring Duffing system with multi-frequency external periodic forces is studied. It is found that the mechanism for chaos is the transverse heteroclinic tori. The Poincare map, the stable and the unstable manifolds of the system under two incommensurate periodic forces were set up on a two-dimensional torus. Utilizing a global perturbation technique of Melnikov the criterion for the transverse interaction of the stable and the unstable manifolds was given. The system under more but finite incommensurate periodic forces was also studied. The Melnikov‘s global perturbation technique was therefore generalized to higher dimensional systems. The region in parameter space where chaotic dynamics may occur was given. It was also demonstrated that increasing the number of forcing frequencies will increase the area in parameter space where chaotic behavior can occur.     

Chaotic mixing and mixing efficiency in a short time

Several studies of the chaotic motion of fluid particles by two-dimensional time-periodic flows or three-dimensional steady flows, called Lagrangian chaos, are first introduced. Secondly, some of the studies on efficient mixing caused by Lagrangian chaos, called chaotic mixing, are reviewed with discussion of several indices for the estimation of mixing efficiency. Finally, several indices to estimate the efficiency of mixing in a short time, such as those related to transport matrices, stable and unstable manifolds of hyperbolic periodic points of Poincaré maps, and lines of separation, are explained by showing examples of mixing by two-dimensional time-periodic flows between eccentric rotating cylinders and mixing by three-dimensional steady flows in a model of static mixers.     

Large-Amplitude Periodic Solutions for Differential Equations with Delayed Monotone Positive Feedback

The aim of this paper is to show that the structure of the global attractor for delayed monotone positive feedback can be more complicated than the union of spindle-like structures between consecutive stable equilibria with respect to the pointwise ordering. Large amplitude periodic orbits—in the sense that they are not between two consecutive stable equilibria—are constructed for nonlinearities close to a step function. For some nonlinearities there are exactly two large amplitude periodic orbits. By describing the unstable sets of these periodic orbits, a complete picture is obtained about the global attractor outside the spindle-like structures.     

On the Global Geometric Structure of the Dynamics of the Elastic Pendulum

We approach the planar elastic pendulum as a singular perturbation of the pendulum to show that its dynamics are governed by global two-dimensional invariant manifolds of motion. One of the manifolds is nonlinear and carries purely slow periodic oscillations. The other one, on the other hand, is linear and carries purely fast radial oscillations. For sufficiently small coupling between the angular and radial degrees of freedom, both manifolds are global and orbitally stable up to energy levels exceeding that of the unstable equilibrium of the system. For fixed value of coupling, the fast invariant manifold bifurcates transversely to create unstable radial oscillations exhibiting energy transfer. Poincaré sections of iso-energetic manifolds reveal that only motions on and near a separatrix emanating from the unstable region of the fast invariant manifold exhibit energy transfer.     

Parameterization of Invariant Manifolds for Periodic Orbits (II): A Posteriori Analysis and Computer Assisted Error Bounds

In this paper we develop mathematically rigorous computer assisted techniques for studying high order Fourier–Taylor parameterizations of local stable/unstable manifolds for hyperbolic periodic orbits of analytic vector fields. We exploit the numerical methods developed in Castelli et al. (SIAM J Appl Dyn Syst 14(1):132–167, 2015) in order to obtain a high order Fourier–Taylor series expansion of the parameterization. The main result of the present work is an a-posteriori theorem which provides mathematically rigorous error bounds. The hypotheses of the theorem are checked with computer assistance. The argument relies on a sequence of preliminary computer assisted proofs where we validate the numerical approximation of the periodic orbit, its stable/unstable normal bundles, and the jets of the manifold to some desired order M. We illustrate our method by implementing validated computations for two dimensional manifolds in the Lorenz equations in \(\mathbb {R}^3\) and a three dimensional manifold of a suspension bridge equation in \(\mathbb {R}^4\).     

Heteroclinic Connection of Periodic Solutions of Delay Differential Equations

For a certain class of delay equations with piecewise constant nonlinearities we prove the existence of a rapidly oscillating stable periodic solution and a rapidly oscillating unstable periodic solution. Introducing an appropriate Poincaré map, the dynamics of the system may essentially be reduced to a two dimensional map, the periodic solutions being represented by a stable and a hyperbolic fixed point. We show that the two dimensional map admits a one dimensional invariant manifold containing the two fixed points. It follows that the delay equations under consideration admit a one parameter family of rapidly oscillating heteroclinic solutions connecting the rapidly oscillating unstable periodic solution with the rapidly oscillating stable periodic solution.      

Computational methods for global analysis of homoclinic and heteroclinic orbits: A case study

In earlier paper we have developed a numerical method for the computation of branches of heteroclinic orbits for a system of autonomous ordinary differential equations in ⁿ . The idea of the method is to reduce a boundary value problem on the real line to a boundary value problem on a finite interval by using linear approximation of the unstable and stable manifolds. In this paper we extend our algorithm to incorporate higher-order approximations of the unstable and stable manifolds. This approximation is especially useful if we want to compute center manifolds accurately. A procedure for switching between the periodic approximation of homoclinic orbits and the higher-order approximation of homoclinic orbits provides additional flexibility to the method. The algorithm is applied to a model problem: the DC Josephson Junction. Computations are done using the software package AUTO.     

Continuity of Dynamical Structures for Nonautonomous Evolution Equations Under Singular Perturbations

In this paper we study the continuity of invariant sets for nonautonomous infinite-dimensional dynamical systems under singular perturbations. We extend the existing results on lower-semicontinuity of attractors of autonomous and nonautonomous dynamical systems. This is accomplished through a detailed analysis of the structure of the invariant sets and its behavior under perturbation. We prove that a bounded hyperbolic global solutions persists under singular perturbations and that their nonlinear unstable manifold behave continuously. To accomplish this, we need to establish results on roughness of exponential dichotomies under these singular perturbations. Our results imply that, if the limiting pullback attractor of a nonautonomous dynamical system is the closure of a countable union of unstable manifolds of global bounded hyperbolic solutions, then it behaves continuously (upper and lower) under singular perturbations.     

Solar sail dynamics in the three-body problem: Homoclinic paths of points and orbits

In this paper we consider the orbital dynamics of a solar sail in the Earth-Sun circular restricted three-body problem. The equations of motion of the sail are given by a set of non-linear autonomous ordinary differential equations, which are non-conservative due to the non-central nature of the force on the sail. We consider first the equilibria and linearisation of the system, then examine the non-linear system paying particular attention to its periodic solutions and invariant manifolds. Interestingly, we find there are equilibria admitting homoclinic paths where the stable and unstable invariant manifolds are identical. What is more, we find that periodic orbits about these equilibria also admit homoclinic paths; in fact the entire unstable invariant manifold winds off the periodic orbit, only to wind back onto it in the future. This unexpected result shows that periodic orbits may inherit the homoclinic nature of the point about which they are described.     

Structure of the attracting set of a piecewise linear Hénon mapping

Detailed structure of the attracting set of the piecewise linear Hénon mapping (x,y)→(1−a|x|+by,x) with a=8/5 and b=9/25 is described in this paper using the method of dual line mapping. Let A and B denote the fixed saddles in the first quadrant, and in the third quadrant, respectively. It is claimed that (1) the attracting set is the closure of the unstable manifold of saddle B, which includes the unstable manifold of A as its subset, and (2) the basin of attraction is the closure of the stable manifold of A, bounded by the stable manifold of B, which is in the limiting set of the stable manifold of A. Relations of the manifolds of the periodic saddles with the manifolds of the fixed point are given. Symbolic dynamics notations are adopted which renders possible the study of the dynamical behavior of every piece of the manifolds and of every homoclinic or heteroclinic point.     

Smooth Stable and Unstable Manifolds for Stochastic Evolutionary Equations

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of stochastic partial differential equations. We first show the existence of Lipschitz continuous stable and unstable manifolds by the Lyapunov–Perrons method. Then, we prove the smoothness of these invariant manifolds.Dedicated to Professor Shui-Nee Chow on the occasion of his 60th birthday.     

Chaos in the Convective Flow of a Fluid Mixture in a Porous Medium

The results of the study of the global behaviour of the convective flow of a binary mixture in a porous medium are presented. Bifurcation diagram, fixed points, periodic, chaotic solutions, stable and unstable manifolds, and basins of attraction have been calculated. Different behaviours (chaos, undecidable behaviour, etc.) have been found.     

二维稳定流形的自适应推进算法

稳定和不稳定流形是研究动力系统全局特性的重要工具. 一般系统的稳定和不稳定流形的曲率在全局范围内会有明显变化,应根据流形曲率的变化采用不同尺寸的网格单元计算全局流形. 然而在现有二维流形算法中,流形网格单元的尺寸在全局范围内是统一的. 为持续有效地计算全局稳定流形,提高计算网格对流形曲率变化的适应性. 本文在偏微分方程算法的基础上提出一种二维稳定流形的自适应推进算法. 该算法的基本思想是根据稳定流形曲率的变化自适应地调整网格单元的尺寸. 该算法首先在系统的稳定特征子空间中确定稳定流形的一个初始估计,该初始估计的网格单元尺寸设置为初始大小. 然后根据稳定流形网格前沿的曲率特点自适应地产生新的备选网格单元,继而根据相切性条件更新备选点的坐标,并将距离平衡点最近的备选点接受为已知点,最后更新稳定流形网格的前沿并自适应地产生新的备选网格单元,通过这个迭代过程使流形网格自适应地向前推进. 本文算法通过引入流形单元尺寸自适应,成功实现了洛伦兹流形和类球面流形的计算,并与偏微分方程算法进行了对比,结果表明自适应推进算法的流形计算单元的尺寸可在全局范围内根据流形曲率自适应地调整. 利用自适应推进算法计算二维稳定流形,可实现稳定流形的自适应推进.      

On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension

The equations of motion for a lightly damped spherical pendulum are considered. The suspension point is harmonically excited in both vertical and horizontal directions. The equations are approximated in the neighborhood of resonance by including the third order terms in the amplitude. The stability of equilibrium points of the modulation equations in a four-dimensional space is studied. The periodic orbits of the spherical pendulum without base excitations are revisited via the Jacobian elliptic integral to highlight the role played by homoclinic orbits. The homoclinic intersections of the stable and unstable manifolds of the perturbed spherical pendulum are investigated. The physical parameters leading to chaotic solutions in terms of the spherical angles are derived from the vanishing Melnikov–Holmes–Marsden (MHM) integral. The existence of real zeros of the MHM integral implies the possible chaotic motion of the harmonically forced spherical pendulum as a result from the transverse intersection between the stable and unstable manifolds of the weakly disturbed spherical pendulum within the regions of investigated parameters. The chaotic motion of the modulation equations is simulated via the 4th-order Runge–Kutta algorithms for certain cases to verify the analysis.     

Complete dynamical analysis of a neuron model

In-depth understanding of the generic mechanisms of transitions between distinct patterns of the activity in realistic models of individual neurons presents a fundamental challenge for the theory of applied dynamical systems. The knowledge about likely mechanisms would give valuable insights and predictions for determining basic principles of the functioning of neurons both isolated and networked. We demonstrate a computational suite of the developed tools based on the qualitative theory of differential equations that is specifically tailored for slow–fast neuron models. The toolkit includes the parameter continuation technique for localizing slow-motion manifolds in a model without need of dissection, the averaging technique for localizing periodic orbits and determining their stability and bifurcations, as well as a reduction apparatus for deriving a family of Poincaré return mappings for a voltage interval. Such return mappings allow for detailed examinations of not only stable fixed points but also unstable limit solutions of the system, including periodic, homoclinic and heteroclinic orbits. Using interval mappings we can compute various quantitative characteristics such as topological entropy and kneading invariants for examinations of global bifurcations in the neuron model.     

非自旋航天器混沌姿态运动及其参数开闭环控制

研究万有引力场中受大气阻力且存在结构内阻尼的非自旋航天器在椭圆轨道上平面天平动的混沌及其参数开闭环控制问题．在建立数学模型的基础上确定出现混沌的必要条件并数值验证混沌的存在性，提出非线性振动系统混沌运动的参数开闭环控制并应用于控制航天器的混沌姿态运动．     

碰撞振动系统中周期轨擦边诱导的混沌激变

基于图胞映射理论, 提出了一种擦边流形的数值逼近方法, 研究了典型Du ng 碰撞振动系统中擦边诱导激变的全局动力学. 研究表明, 周期轨的擦边导致的奇异性使得系统同时产生1 个周期鞍和1 个混沌鞍. 当该周期鞍的稳定流形与不稳定流形发生相切时, 边界激变发生使得该混沌鞍演化为混沌吸引子. 噪声可以诱导周期吸引子发生擦边, 这种擦边导致了1 种内部激变的发生, 表现为该周期吸引子与其吸引盆内部的混沌鞍发生碰撞后演变为1 个混沌吸引子.     

Genericity of the Morse-Smale Property for Damped Wave Equations

We prove that for damped hyperbolic equations the Morse-Smale property (hyperbolicity of equilibria and transversal intersection of stable and unstable manifolds) is generic. More precisely, we prove that in an appropriate functional space of nonlinear terms in the equation, the set of functions for which the latter has the Morse-Smale property is residual, i.e., it is a countable intersection of open dense sets. The result extends a similar result proved in [1] for reaction diffusion equations. However, because of the absence of knowledge about nodal sets of polutions new ideas were needed in the proof.     

Global Dynamics of a Rapidly Forced Cart and Pendulum

In this paper, we study emergent behaviors elicited by applying open-loop, high-frequency oscillatory forcing to nonlinear control systems. First, we study hovering motions, which are periodic orbits associated with stable fixed points of the averaged system which are not fixed points of the forced system. We use the method of successive approximations to establish the existence of hovering motions, as well as compute analytical approximations of their locations, for the cart and pendulum on an inclined plane. Moreover, when small-amplitude dissipation is added, we show that the hovering motions are asymptotically stable. We compare the results for all of the local analysis with results of simulating Poincaré maps. Second, we perform a complete global analysis on this cart and pendulum system. Toward this end, the same iteration scheme we use to establish the existence of the hovering periodic orbits also yields the existence of periodic orbits near saddle equilibria of the averaged system. These latter periodic orbits are shown to be saddle periodic orbits, and in turn they have stable and unstable manifolds that form homoclinic tangles. A quantitative global analysis of these tangles is carried out. Three distinguished limiting cases are analyzed. Melnikov theory is applied in one case, and an extension of a recent result about exponentially small splitting of separatrices is developed and applied in another case. Finally, the influence of small damping is studied. This global analysis is useful in the design of open-loop control laws.