Concurrent homoclinic bifurcation and Hopf bifurcation for a class of planar Filippov systems

This paper investigates both homoclinic bifurcation and Hopf bifurcation which occur concurrently in a class of planar perturbed discontinuous systems of Filippov type. Firstly, based on a geometrical interpretation and a new analysis of the so-called successive function, sufficient conditions are proposed for the existence and stability of homoclinic orbit of unperturbed systems. Then, with the discussion about Poincaré map, bifurcation analyses of homoclinic orbit and parabolic–parabolic (PP) type pseudo-focus are presented. It is shown that two limit cycles can appear from the two different kinds of bifurcation in planar Filippov systems.     

On homoclinic bifurcation emanating from Takens-Bogdanov points in Hamiltonian systems

The paper is devoted to studying the bifurcation of periodic and homoclinic orbits in a 2n-dimensional Hamiltonian system with 1 parameter from a TB-point (Hamiltonian saddle node). In addition to the proof of existence, the paper gives an expansion formula of the bifurcating homoclinic orbits. With the help of center manifold reduction and a blow up transformation, the problem is focused on studying a planar Hamiltonian system, the proof for the perturbed homoclinic and periodic orbits is elementary in the sense that it uses only implicit function arguments. Two applications to travelling waves in PDEs are shown.     

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.      

Transverse intersections between invariant manifolds of doubly hyperbolic invariant tori, via the Poincaré-Mel’nikov method

We consider a perturbation of an integrable Hamiltonian system having an equilibrium point of elliptic-hyperbolic type, having a homoclinic orbit. More precisely, we consider an (n + 2)-degree-of-freedom near integrable Hamiltonian with n centers and 2 saddles, and assume that the homoclinic orbit is preserved under the perturbation. On the center manifold near the equilibrium, there is a Cantorian family of hyperbolic KAM tori, and we study the homoclinic intersections between the stable and unstable manifolds associated to such tori. We establish that, in general, the manifolds intersect along transverse homoclinic orbits. In a more concrete model, such homoclinic orbits can be detected, in a first approximation, from nondegenerate critical points of a Mel’nikov potential. We provide bounds for the number of transverse homoclinic orbits using that, in general, the potential will be a Morse function (which gives a lower bound) and can be approximated by a trigonometric polynomial (which gives an upper bound).     

Existence of multiple normal mode trajectories on convex energy surfaces of even,classical Hamiltonian systems

Hamiltonian systems of n degrees of freedom for which the Hamiltonian is a function that is even both in its joint n coordinate variables as well as in its joint n momentum variables are discussed. For such systems the number of distinct trajectories which correspond to particular periodic solutions (normal modes) with the same energy, is investigated. To that end a constrained dual action principle is introduced. Applying min-max methods to this variational problem, several results are obtained, among which the existence of at least n distinct trajectories if specific conditions are satisfied.     

Reduced spaces and their relation to relative equilibria

Summary It is known that the Hamiltonian motion of a mechanical system with symmetry induces Hamiltonian flows on reduced phase spaces. In this paper we apply Morse theory to study the relationship between the topology of the reduced space and the number of relative equilibria in the corresponding momentum level set. Our attention is restricted to simple mechanical systems with compact configuration space and compact symmetry group. We begin by showing that the set of relative equilibria in a level set of the momentum map is compact. We then employ techniques from Morse theory to prove that the number of orbits of relative equilibria with momentum in the coadjoint orbit of a given regular momentum value is bounded below by the the sum of Betti numbers of the corresponding reduced space when the Hamiltonian is fibre quadratic and the reduced Hamiltonian is nondegenerate. In addition, for a certain class of group actions on the configuration manifold, it is shown that the above result extends to Hamiltonians of the form potential plus kinetic.     

Limit cycles near generalized homoclinic and double homoclinic loops in piecewise smooth systems

In this paper, we study the bifurcation of limit cycles in piecewise smooth systems by perturbing a piecewise Hamiltonian system with a generalized homoclinic or generalized double homoclinic loop. We first obtain the form of the expansion of the first Melnikov function. Then by using the first coefficients in the expansion, we give some new results on the number of limit cycles bifurcated from a periodic annulus near the generalized (double) homoclinic loop. As applications, we study the number of limit cycles of a piecewise near-Hamiltonian systems with a generalized homoclinic loop and a central symmetric piecewise smooth system with a generalized double homoclinic loop.     

Integrability of rotationally symmetric n-harmonic maps

A rotationally symmetric n-harmonic map is a rotationally symmetric p-harmonic map between two n-dimensional model spaces such that p=n. We show that rotationally symmetric n-harmonic maps can be integrated and are n-harmonic diffeomorphism, and apply such results to investigate the asymptotic behaviors of these maps. We also derive this integrability using Lie theory.     

Analytic and algebraic conditions for bifurcations of homoclinic orbits I: Saddle equilibria

We study bifurcations of homoclinic orbits to hyperbolic saddle equilibria in a class of four-dimensional systems which may be Hamiltonian or not. Only one parameter is enough to treat these types of bifurcations in Hamiltonian systems but two parameters are needed in general systems. We apply a version of Melnikov?s method due to Gruendler to obtain saddle-node and pitchfork types of bifurcation results for homoclinic orbits. Furthermore we prove that if these bifurcations occur, then the variational equations around the homoclinic orbits are integrable in the meaning of differential Galois theory under the assumption that the homoclinic orbits lie on analytic invariant manifolds. We illustrate our theories with an example which arises as stationary states of coupled real Ginzburg–Landau partial differential equations, and demonstrate the theoretical results by numerical ones.     

Critical homoclinic orbits lead to snap-back repellers

When nondegenerate homoclinic orbits to an expanding fixed point of a map f:X→X,X⊆Rⁿ, exist, the point is called a snap-back repeller. It is known that the relevance of a snap-back repeller (in its original definition) is due to the fact that it implies the existence of an invariant set on which the map is chaotic. However, when does the first homoclinic orbit appear? When can other homoclinic explosions, i.e., appearance of infinitely many new homoclinic orbits, occur? As noticed by many authors, these problems are still open. In this work we characterize these bifurcations, for any kind of map, smooth or piecewise smooth, continuous or discontinuous, defined in a bounded or unbounded closed set. We define a noncritical homoclinic orbit and a homoclinic orbit of an expanding fixed point is structurally stable iff it is noncritical. That is, only critical homoclinic orbits are responsible for the homoclinic explosions. The possible kinds of critical homoclinic orbits will be also investigated, as well as their dynamic role.     

Linearly independent homoclinic bifurcations parameterized by a small function

In this paper we discuss a small nonautonomous perturbation of an autonomous system on Rn which has a homoclinic solution. Regarding the small perturbation as a parameter in an appropriate space of functions we discuss various situations of co-existence of homoclinic orbits. Those conditions of various co-existence actually define bifurcation manifolds in the space of functions for linearly independent homoclinic bifurcations.     

Compact Kähler quotients of algebraic varieties and Geometric Invariant Theory

Given an action of a complex reductive Lie group G on a normal variety X, we show that every analytically Zariski-open subset of X admitting an analytic Hilbert quotient with projective quotient space is given as the set of semistable points with respect to some G-linearised Weil divisor on X. Applying this result to Hamiltonian actions on algebraic varieties, we prove that semistability with respect to a momentum map is equivalent to GIT-semistability in the sense of Mumford and Hausen. It follows that the number of compact momentum map quotients of a given algebraic Hamiltonian G-variety is finite. As further corollary we derive a projectivity criterion for varieties with compact Kähler quotient.     

Convexity of Multi-valued Momentum Maps

A famous theorem of Atiyah, Guillemin and Sternberg states that, given a Hamiltonian torus action, the image of the momentum map is a convex polytope. We prove that this result can be extended to the case in which the action is non-Hamiltonian. Our generalization of the theorem states that, given a symplectic torus action, the momentum map can be defined on an appropriate covering of the manifold and its image is the product of a convex polytope along a rational subspace times the orthogonal vector space. We also prove that this decomposition in direct product is stable under small equivariant perturbations of the symplectic structure; this, in particular, means that the property of being Hamiltonian is locally stable. The technique developed allows us to extend the result to any compact group action and also to deduce that any symplectic n-torus action, with fixed points, on a compact 2n-dimensional manifold, is Hamiltonian.     

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.     

Conditional Fredholm determinant for the S-periodic orbits in Hamiltonian systems

For S being a symplectic orthogonal matrix on R2n, the S-periodic orbits in Hamiltonian systems are a solution which satisfies x(0)=Sx(T) for some period T. This paper is devoted to establishing the theory of conditional Fredholm determinant in studying the S-periodic orbits in Hamiltonian systems. First, we study the property of the conditional Fredholm determinant, such as the Fréchet differentiability, the splittingness for the cyclic type symmetric solutions. Also, we generalize the Hill formula originally gotten by Hill and Poincaré. More precisely, let M be the monodromy matrix of the S-periodic orbits, then we get the formula relating the characteristic polynomial of the matrix SM and the conditional Fredhom determinant. Moreover, we study the relation of the conditional Fredholm determinant and the relative Morse index. Applications to the problem of linear stability for the S-periodic orbits are given.     

Homoclinic bifurcations in heterogeneous market models

We analyze a class of models representing heterogeneous agents with adaptively rational rules. The models reduce to noninvertible maps of R². We investigate particular kinds of homoclinic bifurcations, related to the noninvertibility of the map. A first one, which leads to a strange repellor and basins of attraction with chaotic structure, is associated with simple attractors. A second one, the homoclinic bifurcation of the saddle fixed point, also associated with the foliation of the plane, causes the sudden transition to a chaotic attractor (with self-similar structure).     

Relative Morse index and multiple brake orbits of asymptotically linear Hamiltonian systems in the presence of symmetries

In this paper, we define a relative Morse index for two continuous symmetric matrices paths in R2n satisfying condition (B1) and study its relation with the Maslov-type indices under brake orbit boundary value of these two symmetric matrices paths. As applications, using this relation we obtain a multiple existence of periodic brake orbit solutions of asymptotically linear Hamiltonian system in the presence of symmetries.     

Computation of bifurcation manifolds of linearly independent homoclinic orbits

Regarding the small perturbation as a parameter in an appropriate space of functions, we can discuss co-existence of homoclinic orbits for non-autonomous perturbations of an autonomous system in Rn and describe conditions of parameters for such degenerate homoclinic bifurcations with some bifurcation manifolds of infinite dimension. Since those manifolds determine the relation among parameters for such bifurcations, in this paper we give an algorithm to compute approximately those manifolds and concretely obtain their first order approximates.     

Internal gravity–capillary solitary waves in finite depth

We consider a two‐dimensional inviscid irrotational flow in a two layer fluid under the effects of gravity and interfacial tension. The upper fluid is bounded above by a rigid lid, and the lower fluid is bounded below by a rigid bottom. We use a spatial dynamics approach and formulate the steady Euler equations as a Hamiltonian system, where we consider the unbounded horizontal coordinate x as a time‐like coordinate. The linearization of the Hamiltonian system is studied, and bifurcation curves in the (β,α)‐plane are obtained, where α and β are two parameters. The curves depend on two additional parameters ρ and h, where ρ is the ratio of the densities and h is the ratio of the fluid depths. However, the bifurcation diagram is found to be qualitatively the same as for surface waves. In particular, we find that a Hamiltonian‐Hopf bifurcation, Hamiltonian real 1:1 resonance, and a Hamiltonian 0²‐resonance occur for certain values of (β,α). Of particular interest are solitary wave solutions of the Euler equations. Such solutions correspond to homoclinic solutions of the Hamiltonian system. We investigate the parameter regimes where the Hamiltonian‐Hopf bifurcation and the Hamiltonian real 1:1 resonance occur. In both these cases, we perform a center manifold reduction of the Hamiltonian system and show that homoclinic solutions of the reduced system exist. In contrast to the case of surface waves, we find parameter values ρ and h for which the leading order nonlinear term in the reduced system vanishes. We make a detailed analysis of this phenomenon in the case of the real 1:1 resonance. We also briefly consider the Hamiltonian 0²‐resonance and recover the results found by Kirrmann. Copyright © 2016 John Wiley & Sons, Ltd.     

Scientific heritage of L.P. Shilnikov

This is the first part of a review of the scientific works of L.P. Shilnikov. We group his papers according to 7 major research topics: bifurcations of homoclinic loops; the loop of a saddle-focus and spiral chaos; Poincare homoclinics to periodic orbits and invariant tori, homoclinic in noautonous and infinite-dimensional systems; Homoclinic tangency; Saddlenode bifurcation — quasiperiodicity-to-chaos transition, blue-sky catastrophe; Lorenz attractor; Hamiltonian dynamics. The first two topics are covered in this part. The review will be continued in the further issues of the journal.