The dynamics of stochastic and resonant layers in a periodically driven pendulum

The analytical conditions for both the onset of a new resonance in stochastic layers and the presence of resonant layers in a periodically driven pendulum are presented. The stochastic layers in the vicinity of the homoclinic orbit and the resonant layers formed near the resonant separatrix are illustrated through the Poincare mapping sections. The similarity between stochastic layers and resonant layers is observed. The mechanism of resonant layers characterized by sub-resonance in nonlinear dynamics can be further investigated through such similarity.     

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.     

Chaotic motions in the resonant separatrix band of a parametrically excited pendulum

The energy increment spectrum method is developed for the numerical prediction of the appearance and disappearance of a primary (2M: 1)-librational or (M: 1)-rotational resonant separatrix band in a parametrically excited pendulum. The analytical conditions for the presence of such separatrix bands are also obtained. Illustrations of the analytical and numerical results for the appearance and destruction of the resonant bands are given for a comparison.     

Computations of cohomology groups and nontrivial periodic solutions of Hamiltonian systems

By computing the E-critical groups at θ and infinity of the corresponding functional of Hamiltonian systems, we proved the existence of nontrivial periodic solutions for the systems which may be resonant at θ and infinity under some new conditions. Some results in the literature are extended and some new type of theorems are proved. The main tool is the E-Morse theory developed by Kryszewski and Szulkin.     

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.      

Resonant periodic motions of Hamiltonian systems with one degree of freedom when the Hamiltonian is degenerate

The motions of a non-autonomous Hamiltonian system with one degree of freedom which is periodic in time and where the Hamiltonian contains a small parameter is considered. The origin of coordinates of the phase space is the equilibrium position of the unperturbed or complete system, which is stable in the linear approximation. It is assumed that there is degeneracy in the unperturbed Hamiltonian when account is taken of terms no higher than the fourth degree (the frequency of the small linear oscillations depends on the amplitude) and, in this case, one of the resonances of up to the fourth order inclusive is realized in the system. Model Hamiltonians are constructed for each case of resonance and a qualitative investigation of the motions of the model system is carried out. Using Poincaré's theory of periodic motions and KAM-theory, a rigorous solution is given of the problem of the existence, bifurcations and stability of the periodic motions of the initial system, which are analytic with respect to fractional powers of the small parameter. The resonant periodic motions (in the case of the degeneracy being considered) of a spherical pendulum with an oscillating suspension point are investigated as an application.     

Rayleigh–Benard convection in a chemical equilibrium gas (simulation of surface detonation wave initiation)

The problem of the Rayleigh–Benard convection for a chemical equilibrium gas is solved numerically. The gas is assumed to be incompressible, and the layer boundaries are assumed to be flat, isothermal, and free from shear stress. The Boussinesq model with the coefficient at the buoyancy term depending on the transverse coordinate is used. The resultant nonlinear system of equations is solved by a previously developed numerical method based on the spectral representation of vorticity and temperature fields. According to the idea of splitting, analytical formulas are first used to take into account the linear increase in disturbances, and then the nonlinear convective transfer is calculated by the finite-difference method. Various convection modes are obtained: stationary, periodic, quasi-periodic, and stochastic convection.     

Long periodic orbits near an equilibrium and the averaging method in higher-order resonances

We consider the bifurcation of periodic orbits from an equilibrium in Hamiltonian systems. The averaging method is developed in higher-order resonance cases. For systems with general degrees of freedom, the conditions for the existence of long periodic orbits can be written in a simple form in terms of the coefficients of higher-order terms of the normalized Hamiltonian function.     

Resonances, radiation damping and instabilitym in Hamiltonian nonlinear wave equations

We consider a class of nonlinear Klein-Gordon equations which are Hamiltonian and are perturbations of linear dispersive equations. The unperturbed dynamical system has a bound state, a spatially localized and time periodic solution. We show that, for generic nonlinear Hamiltonian perturbations, all small amplitude solutions decay to zero as time tends to infinity at an anomalously slow rate. In particular, spatially localized and time-periodic solutions of the linear problem are destroyed by generic nonlinear Hamiltonian perturbations via slow radiation of energy to infinity. These solutions can therefore be thought of as metastable states. The main mechanism is a nonlinear resonant interaction of bound states (eigenfunctions) and radiation (continuous spectral modes), leading to energy transfer from the discrete to continuum modes. This is in contrast to the KAM theory in which appropriate nonresonance conditions imply the persistence of invariant tori. A hypothesis ensuring that such a resonance takes place is a nonlinear analogue of the Fermi golden rule, arising in the theory of resonances in quantum mechanics. The techniques used involve: (i) a time-dependent method developed by the authors for the treatment of the quantum resonance problem and perturbations of embedded eigenvalues, (ii) a generalization of the Hamiltonian normal form appropriate for infinite dimensional dispersive systems and (iii) ideas from scattering theory. The arguments are quite general and we expect them to apply to a large class of systems which can be viewed as the interaction of finite dimensional and infinite dimensional dispersive dynamical systems, or as a system of particles coupled to a field. Oblatum: 6-XI-1998 & 12-VI-1998 / Published online: 14 January 1999     

Quasiperiodic Perturbations of Two-Dimensional Hamiltonian Systems

Quasiperiodic nonconservative perturbations of two-dimensional Hamiltonian systems are studied. The behavior of solutions in a neighborhood of resonance and nonresonance levels is considered. Conditions for the existence of resonant quasiperiodic solutions (m-dimensional resonance tori) are found, and the global behavior of solutions in domains separated from the unperturbed separatrices is discussed. The results are illustrated by the example of the Duffing equation with the homoclinic figure eight of a saddle.     

A quasi-periodic Poincaré's theorem

We study the persistence of invariant tori on resonant surfaces of a nearly integrable Hamiltonian system under the usual Kolmogorov non-degenerate condition. By introducing a quasi-linear iterative scheme to deal with small divisors, we generalize the Poincaré theorem on the maximal resonance case (i.e., the periodic case) to the general resonance case (i.e., the quasi-periodic case) by showing the persistence of majority of invariant tori associated to non-degenerate relative equilibria on any resonant surface.The first author was partially supported by NSFC grant 19971042, the National 973 Project of China: Nonlinearity, and the outstanding young's project of the Ministry of Education of China.The second author was partially supported by NSF grant DMS9803581.Mathematics Subject Classification (2000): Primary 58F05, 58F27, 58F30     

Stochastic discrete Hamiltonian variational integrators

Variational integrators are derived for structure-preserving simulation of stochastic Hamiltonian systems with a certain type of multiplicative noise arising in geometric mechanics. The derivation is based on a stochastic discrete Hamiltonian which approximates a type-II stochastic generating function for the stochastic flow of the Hamiltonian system. The generating function is obtained by introducing an appropriate stochastic action functional and its corresponding variational principle. Our approach permits to recast in a unified framework a number of integrators previously studied in the literature, and presents a general methodology to derive new structure-preserving numerical schemes. The resulting integrators are symplectic; they preserve integrals of motion related to Lie group symmetries; and they include stochastic symplectic Runge–Kutta methods as a special case. Several new low-stage stochastic symplectic methods of mean-square order 1.0 derived using this approach are presented and tested numerically to demonstrate their superior long-time numerical stability and energy behavior compared to nonsymplectic methods.     

Capture into resonance and escape from it in a forced nonlinear pendulum

We study the dynamics of a nonlinear pendulum under a periodic force with small amplitude and slowly decreasing frequency. It is well known that when the frequency of the external force passes through the value of the frequency of the unperturbed pendulum’s oscillations, the pendulum can be captured into resonance. The captured pendulum oscillates in such a way that the resonance is preserved, and the amplitude of the oscillations accordingly grows. We consider this problem in the frames of a standard Hamiltonian approach to resonant phenomena in slow-fast Hamiltonian systems developed earlier, and evaluate the probability of capture into resonance. If the system passes through resonance at small enough initial amplitudes of the pendulum, the capture occurs with necessity (so-called autoresonance). In general, the probability of capture varies between one and zero, depending on the initial amplitude. We demonstrate that a pendulum captured at small values of its amplitude escapes from resonance in the domain of oscillations close to the separatrix of the pendulum, and evaluate the amplitude of the oscillations at the escape.     

Sub-harmonic resonance and multi-annual oscillations in northern mammals: a non-linear dynamical systems perspective

We conjecture that the well-known oscillations (3- to 5-yr and 10-yr cycles) of northern mammals are examples of subharmonic resonance which obtains when ecological oscillators (predator-prey interactions) are subject to periodic forcing by the annual march of the seasons. The implications of this hypothesis are examined through analysis of a bare-bones, Hamiltonian model which, despite its simplicity, nonetheless exhibits the principal dynamical features of more realistic schemes. Specifically, we describe the genesis and destruction of resonant oscillations in response to variation in the intrinsic time scales of predator and prey. Our analysis suggests that cycle period should scale allometrically with body size, a fact first commented upon in the empirical literature some years ago. Our calculations further suggest that the dynamics of cyclic species should be phase coherent, i.e., that the intervals between successive maxima in the corresponding time series should be more nearly constant than their amplitude—a prediction which is also consistent with observation. We conclude by observing that complex dynamics in more realistic models can often be continued back to Hamiltonian limits of the sort here considered.     

Accurate analytical solutions to nonlinear oscillators by means of the Hamiltonian approach

The purpose of this paper is to apply the Hamiltonian approach to nonlinear oscillators. The Hamiltonian approach is applied to derive highly accurate analytical expressions for periodic solutions or for approximate formulas of frequency. A conservative oscillator always admits a Hamiltonian invariant, H , which stays unchanged during oscillation. This property is used to obtain approximate frequency–amplitude relationship of a nonlinear oscillator with high accuracy. A trial solution is selected with unknown parameters. Next, the Ritz–He method is used to obtain the unknown parameters. This will yield the approximate analytical solution of the nonlinear ordinary differential equations. In contrast with the traditional methods, the proposed method does not require any small parameter in the equation. Copyright © 2011 John Wiley & Sons, Ltd.     

Local chaos induced by spatial oscillations of a perturbation

We study motion of an one-dimensional Hamiltonian oscillator driven by an external force which is periodic in time and in coordinate as well. It is shown that dynamics of the oscillator is strongly affected by the resonance between spatial and temporal oscillations of the perturbation imposed. In particular, this resonance can induce strong but bounded chaotic diffusion in certain areas of phase space. The model of the Duffing oscillator is used as an example for the numerical simulation.     

Systematic Computer Assisted Proofs of periodic orbits of Hamiltonian systems

The numerical study of Dynamical Systems leads to obtain invariant objects of the systems such as periodic orbits, invariant tori, attractors and so on, that helps to the global understanding of the problem. In this paper we focus on the rigorous computation of periodic orbits and their distribution on the phase space, which configures the so called skeleton of the system. We use Computer Assisted Proof techniques to make a rigorous proof of the existence and the stability of families of periodic orbits in two-degrees of freedom Hamiltonian systems, which provide rigorous skeletons of periodic orbits. To that goal we show how to prove the existence and stability of a huge set of discrete initial conditions of periodic orbits, and later, how to prove the existence and stability of continuous families of periodic orbits. We illustrate the approach with two paradigmatic problems: the Hénon–Heiles Hamiltonian and the Diamagnetic Kepler problem.     

On the molecular mechanisms driving pain perception and emergent collective behaviors

A stochastic model to investigate the microscopic processes which trigger the sensation of pain is considered. The model, presented in Di Patti and Fanelli [Di Patti F, Fanelli D. Can a microscopic stochastic model explain the emergence of pain cycles in patients? J Stat Mech 2009. doi:10.1088/1742-5468/2009/01/P01004], accounts for the action of analgesic drug and introduces an effect of competition with the inactive species populating the bloodstream. Regular oscillations in the amount of bound receptors are detected, following a resonant amplification of the stochastic component intrinsic to the system. The condition for such oscillations to occur are here studied, resorting to combined numerical and analytical techniques. Extended and connected patches of the admissible parameters space are detected which do correspond to the oscillatory behaviors. These findings are discussed with reference to the existing literature on patients’ response to the analgesic treatment.     

On the influence of numerical preservation of invariants when simulating Hamiltonian relative periodic orbits

We study the structure of the error when simulating relative periodic solutions of Hamiltonian systems with symmetries. We identify the mechanisms for which the preservation, in the numerical integration, of the Hamiltonian and the invariants associated to the symmetry group, implies a better time behavior of the error. A second consequence is a more correct simulation of the parameters that characterize the relative periodic orbit.