A theory for n-dimensional nonlinear dynamics on continuous vector fields

This paper systematically presents a theory for n-dimensional nonlinear dynamics on continuous vector fields. In this paper, a different view to look into the fundamental theory in dynamics is presented. The ideas presented herein are less formal and rigorous in an informal and lively manner. The ideas may give some inspirations in the field of nonlinear dynamics. The concepts of local and global flows are introduced to interpret the complexity of flows in nonlinear dynamic systems. Further, the global tangency and transversality of flows to the separatrix surface in nonlinear dynamical systems are discussed, and the corresponding necessary and sufficient conditions for such global tangency and transversality are presented. The ε-domains of flows in phase space are introduced from the first integral manifold surface. The domain of chaos in nonlinear dynamic systems is also defined, and such a domain is called a chaotic layer or band. The first integral quantity increment is introduced as an important quantity. Based on different reference surfaces, all possible expressions for the first integral quantity increment are given. The stability of equilibriums and periodic flows in nonlinear dynamical systems are discussed through the first integral quantity increment. Compared to the Lyapunov stability conditions, the weak stability conditions for equilibriums and periodic flows are developed. The criteria for resonances in the stochastic and resonant, chaotic layers are developed via the first integral quantity increment. To discuss the complexity of flows in nonlinear dynamical systems, the first integral manifold surface is used as a reference surface to develop the mapping structures of periodic and chaotic flows. The invariant set fragmentation caused by the grazing bifurcation is discussed. The global grazing bifurcation is a key to determine the global transversality to the separatrix. The local grazing bifurcation on the first integral manifold surface in a single domain without separatrix is a mechanism for the transition from one resonant periodic flow to another one. Such a transition may occur through chaos. The global grazing bifurcation on the separatrix surface may imply global chaos. The complexity of the global chaos is measured by invariant sets on the separatrix surface. The invariant set fragmentation of strange attractors on the separatrix surface is central to investigate the complexity of the global chaotic flows in nonlinear dynamical systems. Finally, the theory developed herein is applied to perturbed nonlinear Hamiltonian systems as an example. The global tangency and tranversality of the perturbed Hamiltonian are presented. The first integral quantity increment (or energy increment) for 2n-dimensional perturbed nonlinear Hamiltonian systems is developed. Such an energy increment is used to develop the iterative mapping relation for chaos and periodic motions in nonlinear Hamiltonian systems. Especially, the first integral quantity increment (or energy increment) for two-dimensional perturbed nonlinear Hamiltonian systems is derived, and from the energy increment, the Melnikov function is obtained under a certain perturbation approximation. Because of applying the perturbation approximation, the Melnikov function only can be used for a rough estimate of the energy increment. Such a function cannot be used to determine the global tangency and transversality to the separatrix surface. The global tangency and transversality to the separatrix surface only can be determined by the corresponding necessary and sufficient conditions rather than the first integral quantity increment. Using the first integral quantity increment, limit cycles in two-dimensional nonlinear systems is discussed briefly. The first integral quantity of any n-dimensional nonlinear dynamical system is very crucial to investigate the corresponding nonlinear dynamics. The theory presented in this paper needs to be further developed and to be treated more rigorously in mathematics.     

Finding the Complement of the Invariant Manifolds Transverse to a Given Foliation for a 3D Flow

A method is presented to establish regions of phase space for 3D vector fields through which pass no co-oriented invariant 2D submanifolds transverse to a given oriented 1D foliation. Refinements are given for the cases of volume-preserving or Cartan–Arnol’d Hamiltonian flows and for boundaryless submanifolds.     

On the dynamical properties of an elliptical–oval billiard with static boundary

Some dynamical properties for a classical particle confined inside a closed region with an elliptical–oval-like shape are studied. The dynamics of the model is made by using a two-dimensional nonlinear mapping. The phase space of the system is of mixed kind and we have found the condition that breaks the invariant spanning curves in the phase space. We have discussed also some statistical properties of the phase space and obtained the behaviour of the positive Lyapunov exponent.     

Evolving chaos: Identifying new attractors of the generalised Lorenz family

In a recent paper, we presented an intelligent evolutionary search technique through genetic programming (GP) for finding new analytical expressions of nonlinear dynamical systems, similar to the classical Lorenz attractor's which also exhibit chaotic behaviour in the phase space. In this paper, we extend our previous finding to explore yet another gallery of new chaotic attractors which are derived from the original Lorenz system of equations. Compared to the previous exploration with sinusoidal type transcendental nonlinearity, here we focus on only cross-product and higher-power type nonlinearities in the three state equations. We here report over 150 different structures of chaotic attractors along with their one set of parameter values, phase space dynamics and the Largest Lyapunov Exponents (LLE). The expressions of these new Lorenz-like nonlinear dynamical systems have been automatically evolved through multi-gene genetic programming (MGGP). In the past two decades, there have been many claims of designing new chaotic attractors as an incremental extension of the Lorenz family. We provide here a large family of chaotic systems whose structure closely resemble the original Lorenz system but with drastically different phase space dynamics. This advances the state of the art knowledge of discovering new chaotic systems which can find application in many real-world problems. This work may also find its archival value in future in the domain of new chaotic system discovery.     

Solving Optimal Control Problems by Exploiting Inherent Dynamical Systems Structures

Computing globally efficient solutions is a major challenge in optimal control of nonlinear dynamical systems. This work proposes a method combining local optimization and motion planning techniques based on exploiting inherent dynamical systems structures, such as symmetries and invariant manifolds. Prior to the optimal control, the dynamical system is analyzed for structural properties that can be used to compute pieces of trajectories that are stored in a motion planning library. In the context of mechanical systems, these motion planning candidates, termed primitives, are given by relative equilibria induced by symmetries and motions on stable or unstable manifolds of e.g. fixed points in the natural dynamics. The existence of controlled relative equilibria is studied through Lagrangian mechanics and symmetry reduction techniques. The proposed framework can be used to solve boundary value problems by performing a search in the space of sequences of motion primitives connected using optimized maneuvers. The optimal sequence can be used as an admissible initial guess for a post-optimization. The approach is illustrated by two numerical examples, the single and the double spherical pendula, which demonstrates its benefit compared to standard local optimization techniques.     

A connection-theoretic approach to reduction of second-order dynamical systems with symmetry

We deal with reduction of Lagrangian systems that are invariant under the action of the symmetry group. Unlike the bulk of the literature we do not rely on methods coming from the calculus of variations. Our method is based on the geometrical analysis of regular Lagrangian systems, where solutions of the Euler-Lagrange equations are interpreted as integral curves of the associated second-order differential equation field. In particular, we explain so-called Lagrange-Poincaré reduction [1] and Routh reduction [3] from the viewpoint of that vector field. (© 2008 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Sliding and transversal motions on an inclined boundary in a periodically forced discontinuous system

In this paper, sliding and transversal motions on the boundary in the periodically driven, discontinuous dynamical system is investigated. The simple inclined straight line boundary in phase space is considered as a control law for such a dynamical system to switch. The normal vector field for a flow switching on the separation boundary is adopted to develop the analytical conditions, and the corresponding transversality conditions of a flow to the boundary are obtained. The conditions of sliding and grazing flows to the separation boundary are presented as well. Using mapping structures, periodic motions of such a discontinuous system are predicted, and the corresponding local stability and bifurcation analysis of the periodic motion are carried out. Numerical illustrations of periodic motions with and without sliding on the boundary are given. The local stability analysis cannot provide the proper prediction of the sliding and grazing motions in discontinuous dynamical systems. Therefore, the normal vector fields of periodic flows are presented, and the normal vector fields on the switching boundary points give the analytical criteria for sliding and transversality of motions.     

Horseshoes in hurricanes

The method of using Finite Time Liapunov Exponents (FTLE) to extract Lagrangian Coherent Structures (LCS) in aperiodic flows, as originally developed by Haller, is applied to geophysical flows. In this approach, the LCS are identified as surfaces of greatest separation that parse the flow into regions with different dynamical behavior. In this way, the LCS reveal the underlying skeleton of turbulence. The time-dependence of the LCS provides insight into the mechanisms by which fluid is transported from one region to another. Of especial interest in this study is the utility with which the FTLE-LCS method can be used to reveal homoclinic and horseshoe dynamics in aperiodic flows.     

Computational method for phase space transport with applications to lobe dynamics and rate of escape

Lobe dynamics and escape from a potential well are general frameworks introduced to study phase space transport in chaotic dynamical systems.While the former approach studies how regions of phase space get transported by reducing the flow to a two-dimensional map, the latter approach studies the phase space structures that lead to critical events by crossing certain barriers. Lobe dynamics describes global transport in terms of lobes, parcels of phase space bounded by stable and unstable invariant manifolds associated to hyperbolic fixed points of the system. Escape from a potential well describes how the critical events occur and quantifies the rate of escape using the flux across the barriers. Both of these frameworks require computation of curves, intersection points, and the area bounded by the curves. We present a theory for classification of intersection points to compute the area bounded between the segments of the curves. This involves the partition of the intersection points into equivalence classes to apply the discrete form of Green’s theorem. We present numerical implementation of the theory, and an alternate method for curves with nontransverse intersections is also presented along with a method to insert points in the curve for densification.     

The role of normally hyperbolic invariant manifolds (NHIMS) in the context of the phase space setting for chemical reaction dynamics

In this paper we give an introduction to the notion of a normally hyperbolic invariant manifold (NHIM) and its role in chemical reaction dynamics.We do this by considering simple examples for one-, two-, and three-degree-of-freedom systems where explicit calculations can be carried out for all of the relevant geometrical structures and their properties can be explicitly understood. We specifically emphasize the notion of a NHIM as a “phase space concept”. In particular, we make the observation that the (phase space) NHIM plays the role of “carrying” the (configuration space) properties of a saddle point of the potential energy surface into phase space.We also consider an explicit example of a 2-degree-of-freedom system where a “global” dividing surface can be constructed using two index one saddles and one index two saddle. Such a dividing surface has arisen in several recent applications and, therefore, such a construction may be of wider interest.     

Dimension and local structures of attracting manifolds of smooth dynamical systems

We give a numerical algorithm to compute the dimension and local structures of attracting sets or invariant manifolds of smooth dynamical systems. This algorithm is based on local adaptive Galerkin bases and is tested for several examples. The important degrees of freedom that are preferentially selected, from the geometrical point of view, are found.     

Trace theorems for three-dimensional, time-dependent solenoidal vector fields and their applications

We study trace theorems for three-dimensional, time-dependent solenoidal vector fields. The interior function spaces we consider are natural for solving unsteady boundary value problems for the Navier-Stokes system and other systems of partial differential equations. We describe the space of restrictions of such vector fields to the boundary of the space-time cylinder and construct extension operators from this space of restrictions defined on the boundary into the interior. Only for two exceptional, but useful, values of the spatial smoothness index, the spaces for which we construct extension operators is narrower than the spaces in which we seek restrictions. The trace spaces are characterized by vector fields having different smoothnesses in directions tangential and normal to the boundary; this is a consequence of the solenoidal nature of the fields. These results are fundamental in the study of inhomogeneous boundary value problems for systems involving solenoidal vector fields. In particular, we use the trace theorems in a study of inhomogeneous boundary value problems for the Navier-Stokes system of viscous incompressible flows.

     

Nonautonomous saddle-node bifurcations: Random and deterministic forcing

We study the effect of external forcing on the saddle-node bifurcation pattern of interval maps. By replacing fixed points of unperturbed maps by invariant graphs, we obtain direct analogues to the classical result both for random forcing by measure-preserving dynamical systems and for deterministic forcing by homeomorphisms of compact metric spaces. Additional assumptions like ergodicity or minimality of the forcing process then yield further information about the dynamics.The main difference to the unforced situation is that at the critical bifurcation parameter, two alternatives exist. In addition to the possibility of a unique neutral invariant graph, corresponding to a neutral fixed point, a pair of so-called pinched invariant graphs may occur. In quasiperiodically forced systems, these are often referred to as ‘strange non-chaotic attractors’. The results on deterministic forcing can be considered as an extension of the work of Novo, Núñez, Obaya and Sanz on nonautonomous convex scalar differential equations. As a by-product, we also give a generalisation of a result by Sturman and Stark on the structure of minimal sets in forced systems.     

Geometric Structures, Lobe Dynamics, and Lagrangian Transport in Flows with Aperiodic Time-Dependence, with Applications to Rossby Wave Flow

Summary. In this paper we develop the mathematical framework for studying transport in two-dimensional flows with aperiodic time dependence from the geometrical point of view of dynamical systems theory. We show how the notion of a hyperbolic fixed point, or periodic trajectory, and its stable and unstable manifolds generalize to the aperiodically time-dependent setting. We show how these stable and unstable manifolds act as mediators of transport, and we extend the technique of lobe dynamics to this context. We discuss Melnikov's method for two classes of systems having aperiodic time dependence. We develop a numerical method for computing the stable and unstable manifolds of hyperbolic trajectories in two-dimensional flows with aperiodic time dependence. The theory and the numerical techniques are applied to study the transport in a kinematic model of Rossby wave flow studied earlier by Pierrehumbert [1991a]. He considered flows with periodic time dependence, and we continue his study by considering flows having quasi-periodic, wave-packet, and purely aperiodic time dependencies. These numerical simulations exhibit a variety of new transport phenomena mediated by the stable and unstable manifolds of hyperbolic trajectories that are unique to the case of aperiodic time dependence. Received April 10, 1997; revision received August 1, 1997 and accepted October 7, 1997     

Unstable manifold,Conley index and fixed points of flows

We study dynamical and topological properties of the unstable manifold of isolated invariant compacta of flows. We show that some parts of the unstable manifold admit sections carrying a considerable amount of information. These sections enable the construction of parallelizable structures which facilitate the study of the flow. From this fact, many nice consequences are derived, specially in the case of plane continua. For instance, we give an easy method of calculation of the Conley index provided we have some knowledge of the unstable manifold and, as a consequence, a relation between the Brouwer degree and the unstable manifold is established for smooth vector fields. We study the dynamics of non-saddle sets, properties of existence or non-existence of fixed points of flows and conditions under which attractors are fixed points, Morse decompositions, preservation of topological properties by continuation and classify the bifurcations taking place at a critical point.     

一致空间上非自治系统的Banks定理

研究一致空间上非自治系统的敏感性,证明了定义在无限Hausdorff一致空间上有限生成的非自治系统满足拓扑传递性、周期点稠密以及存在两个不相交的不变周期点是初值敏感依赖的.从而推广了经典的Banks定理以及Li和Yang在2018年的一个结果.