Homoclinic connections and numerical integration

One of the best known mechanisms of onset of chaotic motion is breaking of heteroclinic and homoclinic connections. It is well known that numerical integration on long time intervals very often becomes unstable (numerical instabilities) and gives rise to what is called “numerical chaos”. As one of the initial steps to discuss this phenomenon, we show in this paper that Euler's finite difference scheme does not preserve homoclinic connections. This revised version was published online in June 2006 with corrections to the Cover Date.     

Laguerre approximation of stable manifolds with application to connecting orbits

We present an algorithm, based on approximation by Laguerre polynomials, for computing a point on the stable manifold of a stationary solution of an autonomous system. A superconvergence phenomenon means that the accuracy of our results is much higher than the usual spectral accuracy. Both the theory and the implementation of the method are considered. Finally, as an application of the algorithm, we describe a fully spectral approximation of homo- and heteroclinic orbits.

     

Symplectic phase flow approximation for the numerical integration of canonical systems

Summary New methods are presented for the numerical integration of ordinary differential equations of the important family of Hamiltonian dynamical systems. These methods preserve the Poincaré invariants and, therefore, mimic relevant qualitative properties of the exact solutions. The methods are based on a Runge-Kutta-type ansatz for the generating function to realize the integration steps by canonical transformations. A fourth-order method is given and its implementation is discussed. Numerical results are presented for the Hénon-Heiles system, which describes the motion of a star in an axisymmetric galaxy.     

Numerical Computation of Connecting Orbits in Delay Differential Equations

We discuss the numerical computation of homoclinic and heteroclinic orbits in delay differential equations. Such connecting orbits are approximated using projection boundary conditions, which involve the stable and unstable manifolds of a steady state solution. The stable manifold of a steady state solution of a delay differential equation (DDE) is infinite-dimensional, a problem which we circumvent by reformulating the end conditions using a special bilinear form. The resulting boundary value problem is solved using a collocation method. We demonstrate results, showing homoclinic orbits in a model for neural activity and travelling wave solutions to the delayed Hodgkin–Huxley equation. Our numerical tests indicate convergence behaviour that corresponds to known theoretical results for ODEs and periodic boundary value problems for DDEs.     

Numerical approximation of connecting orbits with asymptotic rate

Summary. In this paper we set up and analyze a numerical method for so called {\bf connecting orbits with asymptotic rate } in parameterized dynamical systems. A connecting orbit with asymptotic rate has its initial value in a given submanifold of the phase space (or its cross product with parameter space) and it converges with an exponential rate to a given orbit, e. g. a steady state or a periodic orbit. It is well known that orbits with asymptotic rate can be used to foliate stable or strong stable manifolds of invariant sets. We show that the problem of determining a connecting orbit with asymptotic rate is well-posed if a certain transversality condition is made and a specific relation between the number of stable dimensions and the number of parameters holds. For the proof we employ the implicit function theorem in spaces of exponentially decaying functions. Using asymptotic boundary conditions we truncate the original problem to a finite interval and show that the error decays exponentially. Typically the asymptotic boundary conditions by themselves are the result of a boundary value problem, e. g. if the limiting orbit is periodic. Thus it is expensive to calculate them in a parameter dependent way during the approximation procedure. To avoid this we develop a boundary corrector method which turns out to be nearly optimal after very few steps. Received April 28, 2000 / Revised version received December 18, 2000 / Published online May 30, 2001     

Existence and multiplicity of homoclinic orbits for the second order Hamiltonian systems

In this paper we study the following nonperiodic second order Hamiltonian system

     

On areas of attraction and repulsion in finite time dynamical systems and their numerical approximation

ABSTRACT

Stable and unstable fibre bundles with respect to a fixed point or a bounded trajectory are of great dynamical relevance in (non)autonomous dynamical systems. These sets are defined via an infinite limit process. However, the dynamics of several real world models are of interest on a short time interval only. This task requires finite time concepts of attraction and repulsion that have been recently developed in the literature. The main idea consists in replacing the infinite limit process by a monotonicity criterion and in demanding the end points to lie in a small neighbourhood of the reference trajectory. Finite time areas of attraction and repulsion defined in this way are fat sets and their dimension equals the dimension of the state space. We propose an algorithm for the numerical approximation of these sets and illustrate its application to several two- and three-dimensional dynamical systems in discrete and continuous time. Intersections of areas of attraction and repulsion are also calculated, resulting in finite time homoclinic orbits.     

Note on a Uniqueness Theorem of Schiffer

AMS (MOS): 35R30, 76Q05

The uniqueness of the inverse scattering problem is examined. It is shown that the boundary conditions must be suitably restricted to secure uniqueness. For one class the far-field pattern for one incident field is sufficient for uniqueness and, for a wider class, information from a finite number of distinct incident waves suffices. In either case, the far-field also dictates the boundary condition on the scatterer.     

New global bifurcation diagrams for piecewise smooth systems: Transversality of homoclinic points does not imply chaos

In this paper we consider some piecewise smooth 2-dimensional systems having a possibly non-smooth homoclinic $\overrightarrow{\gamma }(t)$. We assume that the critical point $\overrightarrow{0}$ lies on the discontinuity surface ${\mathrm{\Omega }}^0$. We consider 4 scenarios which differ for the presence or not of sliding close to $\overrightarrow{0}$ and for the possible presence of a transversal crossing between $\overrightarrow{\gamma }(t)$ and ${\mathrm{\Omega }}^0$. We assume that the systems are subject to a small non-autonomous perturbation, and we obtain 4 new bifurcation diagrams. In particular we show that, in one of these scenarios, the existence of a transversal homoclinic point guarantees the persistence of the homoclinic trajectory but chaos cannot occur. Further we illustrate the presence of new phenomena involving an uncountable number of sliding homoclinics.     

Multiplicities of fixed points of holomorphic maps in several complex variables

Let Δ^υ be the unit ball in ℂ^υ with center 0 (the origin of υ) and let F:Δ^υ→ℂ^υbe a holomorphic map withF(0) = 0. This paper is to study the fixed point multiplicities at the origin 0 of the iteratesF ⁱ =F∘⋯∘F (i times),i = 1,2,.... This problem is easy when υ = 1, but it is very complicated when υ > 1. We will study this problem generally.     

Smoothly intertwined basins of attraction in a prey-predator model

No fractals, no chaos, yet hard to predict. Using an easy version of the straddle-orbit procedure introduced by Grebogi and co-workers, we investigate the basins of attraction of a system of ODE in the plane of interest for the biological control of parasites in agriculture.All the phase space, except for a smooth curve separating the basins, consists of points that asymptotically evolve to one of two possible equilibria. The prediction of which final equilibrium will be attained by the system is nevertheless obstructed by the intertwining of the two basins, that indefinitely accumulate on each other in a region bounded by the coordinate axis.Research partially supported by Ministero della Università della Ricerca Scienufka e Tecnologica (MURST) and GNFM-CNR.     

Numerical methods for controlled and uncontrolled multiplexing and queueing systems

We deal with a very useful numerical method for both controlled and uncontrolled queuing and multiplexing type systems. The basic idea starts with a heavy traffic approximation, but it is shown that the results are very good even when working far from the heavy traffic regime. The underlying numerical method is a version of what is known as the Markov chain approximation method. It is a powerful methodology for controlled and uncontrolled stochastic systems, which can be approximated by diffusion or reflected diffusion type systems, and has been used with success on many other problems in stochastic control. We give a complete development of the relevant details, with an emphasis on multiplexing and particular queueing systems. The approximating process is a controlled or uncontrolled Markov chain which retains certain essential features of the original problem. This problem is generally substantially simpler than the original physical problem, and there are associated convergence theorems. The non-classical associated ergodic cost problem is derived, and put into a form such that reliable and good numerical algorithms, based on multigrid type ideas, can be used. Data for both controlled and uncontrolled problems shows the value of the method.Supported by ARO contract DAAL-03-92-G-0115, AFOSR contract F49620-92-J-0081, and DARPA contract AFOSR-91-0375.Formerly at Brown University. Supported by DARPA contract AFOSR-91-0375.     

Numerical simulation of the transition to chaos in a dissipative Duffing oscillator with two-frequency excitation

A mathematical modeling technique is proposed for oscillation chaotization in an essentially nonlinear dissipative Duffing oscillator with two-frequency excitation on an invariant torus in ?². The technique is based on the joint application of the parameter continuation method, Floquet stability criteria, bifurcation theory, and the Everhart high-accuracy numerical integration method. This approach is used for the numerical construction of subharmonic solutions in the case when the oscillator passes to chaos through a sequence of period-multiplying bifurcations. The value of a universal constant obtained earlier by the author while investigating oscillation chaotization in dissipative oscillators with single-frequency periodic excitation is confirmed.     

A Numerical Method for the Dynamical Correction of Celestial Reference Frames from Non-Regular Samples

The aim of this paper is to analyze the orientation errors of a celestial reference system. These errors can be obtained by analyzing the differences between the observed and calculated positions for a set of selected minor planets. The classical methods do not work well if the sample is non-homogeneous on the region covered by the observations. In this paper a new algorithm based on a new class of spatial estimators and an appropriate reconstruction operator is proposed.     

Numerical approximation of Turing patterns in electrodeposition by ADI methods

In this paper we study the numerical approximation of Turing patterns corresponding to steady state solutions of a PDE system of reaction–diffusion equations modeling an electrodeposition process. We apply the Method of Lines (MOL) and describe the semi-discretization by high order finite differences in space given by the Extended Central Difference Formulas (ECDFs) that approximate Neumann boundary conditions (BCs) with the same accuracy. We introduce a test equation to describe the interplay between the diffusion and the reaction time scales. We present a stability analysis of a selection of time-integrators (IMEX 2-SBDF method, Crank–Nicolson (CN), Alternating Direction Implicit (ADI) method) for the test equation as well as for the Schnakenberg model, prototype of nonlinear reaction–diffusion systems with Turing patterns. Eventually, we apply the ADI-ECDF schemes to solve the electrodeposition model until the stationary patterns (spots & worms and only spots) are reached. We validate the model by comparison with experiments on Cu film growth by electrodeposition.     

Wong–Zakai approximations and attractors for stochastic reaction–diffusion equations on unbounded domains

In this paper, we study the Wong–Zakai approximations given by a stationary process via the Wiener shift and their associated long term behavior of the stochastic reaction–diffusion equation driven by a white noise. We first prove the existence and uniqueness of tempered pullback attractors for the Wong–Zakai approximations of stochastic reaction–diffusion equation. Then, we show that the attractors of Wong–Zakai approximations converges to the attractor of the stochastic reaction–diffusion equation for both additive and multiplicative noise.