Approximation of slow and fast dynamics in multiscale dynamical systems by the linearized Relaxation Redistribution Method

In this paper, we introduce a fictitious dynamics for describing the only fast relaxation of a stiff ordinary differential equation (ODE) system towards a stable low-dimensional invariant manifold in the phase-space (slow invariant manifold – SIM). As a result, the demanding problem of constructing SIM of any dimensions is recast into the remarkably simpler task of solving a properly devised ODE system by stiff numerical schemes available in the literature. In the same spirit, a set of equations is elaborated for local construction of the fast subspace, and possible initialization procedures for the above equations are discussed. The implementation to a detailed mechanism for combustion of hydrogen and air has been carried out, while a model with the exact Chapman–Enskog solution of the invariance equation is utilized as a benchmark.     

Slow integral manifolds for Lagrangian fluid dynamics in unsteady geophysical flows

The authors consider Lagrangian motion of fluid particles in unsteady gravity currents in geophysical flows. The vertical motion of fluid particles, especially the induced vertical mixing in these currents, is partially responsible for the ocean thermohaline circulation, and thus plays a role in the global climate dynamics.First, a reduced dynamic system for slow variables is derived for a nonautonomous multiscale system. The reduced system, still nonautonomous, is the original system restricted to a centre-like nonautonomous invariant manifold (so-called slow manifold) which holds slow motions of the system. An algorithm is also presented to obtain an approximation of the nonautonomous slow manifold. A novelty here is that the reduction principle applies to nonautonomous multiscale systems which satisfy conditions that are true only locally in space (as in many physical cases). This makes the reduction principle applicable to real physical systems.Then, this invariant manifold reduction principle is applied to an approximate conceptual Lagrangian model of gravity currents and a reduced nonautonomous system for slow vertical motion is obtained. This reduced system may be useful as a conceptual tractable tool for understanding some features of vertical mixing in unsteady gravity currents.     

The extension of the ILDM concept to reaction–diffusion manifolds

In the present work, the method of simplifying chemical kinetics based on Intrinsic Low-Dimensional Manifolds (ILDMs) is modified to deal with the coupling of reaction and diffusion processes. Several problems of the ILDM method are overcome by a relaxation to an invariant system manifold (Reaction–Diffusion Manifold – REDIM). This relaxation process is governed by a multidimensional parabolic partial differential equation system, where, as an initial solution, an extended ILDM is used. Furthermore, a method for the solution and tabulation of the manifold is proposed in terms of generalized coordinates, with a subsequent procedure for the integration of the reduced system on the found manifold. This modification of the ILDM significantly improves the performance of the concept and allows us to extend its area of applicability. Illustrative comparative calculations of detailed and reduced models of flat laminar flames verify the approach.     

Behavior of components of melts similar in composition nickel concentrate and nickel matte at directed crystallization

The results of a study on the behavior of macrocomponents and admixtures at directed crystallization of two specimens of the Fe-Ni-S (Pt, Pd) system are presented in this paper. The composition of the specimens belonged to the areas of primary crystallization of a monosulphide solid solution ((Fe _z Ni_{1 − z} )S_{1 + δ}) and taenite (Fe-Ni solid solution with the structure γ-Fe), which were similar in composition to nickel concentrate and nickel matte from the Norilsk Mining and Metallurgical Company (MMC). In this paper, data on the component distribution along the crystallized specimens are given, and the dependence of the component distribution coefficients on the melt composition along the crystallization path is determined. The conditions under which one-phased crystallization becomes the crystallization of binary eutectics and then transforms to a four-phased invariant reaction are also determined. Some bounds of the possibility to use crystallization processes for the separation of phases and components in the investigated system in a quasi-equilibrium regime of specimen solidification are analyzed.     

Stalactite basin structure of dynamical systems with transient chaos in an invariant manifold

Dynamical systems with invariant manifolds occur in a variety of situations (e.g., identical coupled oscillators, and systems with a symmetry). We consider the case where there is both a nonchaotic attractor (e.g., a periodic orbit) and a nonattracting chaotic set (or chaotic repeller) in the invariant manifold. We consider the character of the basins for the attracting nonchaotic set in the invariant manifold and another attractor not in the invariant manifold. It is found that the boundary separating these basins has an interesting structure: The basin of the attractor not in the invariant manifold is characterized by thin cusp shaped regions ("stalactites") extending down to touch the nonattracting chaotic set in the invariant manifold. We also develop theoretical scalings applicable to these systems, and compare with numerical experiments. (c) 2000 American Institute of Physics.     

Invariant manifold methods for metabolic model reduction

After the decay of transients, the behavior of a set of differential equations modeling a chemical or biochemical system generally rests on a low-dimensional surface which is an invariant manifold of the flow. If an equation for such a manifold can be obtained, the model has effectively been reduced to a smaller system of differential equations. Using perturbation methods, we show that the distinction between rapidly decaying and long-lived (slow) modes has a rigorous basis. We show how equations for attracting invariant (slow) manifolds can be constructed by a geometric approach based on functional equations derived directly from the differential equations. We apply these methods to two simple metabolic models. (c) 2001 American Institute of Physics.     

Fedosov Deformation Quantization as a BRST Theory

The relationship is established between the Fedosov deformation quantization of a general symplectic manifold and the BFV-BRST quantization of constrained dynamical systems. The original symplectic manifold ℳ is presented as a second class constrained surface in the fibre bundle ?^* _ρℳ which is a certain modification of a usual cotangent bundle equipped with a natural symplectic structure. The second class system is converted into the first class one by continuation of the constraints into the extended manifold, being a direct sum of ?^* _ρℳ and the tangent bundle Tℳ. This extended manifold is equipped with a nontrivial Poisson bracket which naturally involves two basic ingredients of Fedosov geometry: the symplectic structure and the symplectic connection. The constructed first class constrained theory, being equivalent to the original symplectic manifold, is quantized through the BFV-BRST procedure. The existence theorem is proven for the quantum BRST charge and the quantum BRST invariant observables. The adjoint action of the quantum BRST charge is identified with the Abelian Fedosov connection while any observable, being proven to be a unique BRST invariant continuation for the values defined in the original symplectic manifold, is identified with the Fedosov flat section of the Weyl bundle. The Fedosov fibrewise star multiplication is thus recognized as a conventional product of the quantum BRST invariant observables. Received: 28 April 2000 / Accepted: 6 December 2000     

Problem adapted reduced models based on Reaction-Diffusion Manifolds (REDIMs)

In this work a novel modification of the REDIM method is presented. The method follows the main concept of decomposition of time scales. It is based on the assumption of existence of invariant slow manifolds in the thermo-chemical composition space (state space) of a reacting flow. A central point of the current modification is its capability to include both transport and thermo-chemical processes and their coupling into the definition of the reduced model. This feature makes the method more problem oriented, and more accurate in predicting the detailed system dynamics. The manifold of the reduced model is approximated by applying the so-called invariance condition together with repeated integrations of the reduced model in an iterative way. The latter is needed to improve the estimate of gradients of the reduced model parameters (coordinates which define the reduced manifold locally). To verify the approach one-dimensional stationary laminar methane/air and syngas/air flames are investigated. In particular, it is shown that the adaptive REDIM method recovers the full stationary system dynamics governed by detailed chemical kinetics and the molecular transport in the case of a one dimensional reduced model and, therefore, includes the so-called flamelet method as a limiting case.     

Model reduction of nonlinear systems with external periodic excitations via construction of invariant manifolds

A methodology for determining reduced order models of periodically excited nonlinear systems with constant as well as periodic coefficients is presented. The approach is based on the construction of an invariant manifold such that the projected dynamics is governed by a fewer number of ordinary differential equations. Due to the existence of external and parametric periodic excitations, however, the geometry of the manifold varies with time. As a result, the manifold is constructed in terms of temporal and dominant state variables. The governing partial differential equation (PDE) for the manifold is nonlinear and contains time-varying coefficients. An approximate technique to find solution of this PDE using a multivariable Taylor-Fourier series is suggested. It is shown that, in certain cases, it is possible to obtain various reducibility conditions in a closed form. The case of time-periodic systems is handled through the use of Lyapunov-Floquet (L-F) transformation. Application of the L-F transformation produces a dynamically equivalent system in which the linear part of the system is time-invariant; however, the nonlinear terms get multiplied by a truncated Fourier series containing multiple parametric excitation frequencies. This warrants some structural changes in the proposed manifold, but the solution procedure remains the same. Two examples; namely, a 2-dof mass-spring-damper system and an inverted pendulum with periodic loads, are used to illustrate applications of the technique for systems with constant and periodic coefficients, respectively. Results show that the dynamics of these 2-dof systems can be accurately approximated by equivalent 1-dof systems using the proposed methodology.     

Renormalization-Group Method for Reduction of Evolution Equations; Invariant Manifolds and Envelopes

The renormalization group (RG) method as a powerful tool for reduction of evolution equations is formulated in terms of the notion of invariant manifolds. We start with derivation of an exact RG equation which is analogous to the Wilsonian RG equations in statistical physics and quantum field theory. It is clarified that the perturbative RG method constructs invariant manifolds successively as the initial value of evolution equations, thereby the meaning to set t₀=t is naturally understood where t₀ is the arbitrary initial time. We show that the integral constants in the unperturbative solution constitutes natural coordinates of the invariant manifold when the linear operator A in the evolution equation is semi-simple, i.e., diagonalizable; when A is not semi-simple and has a Jordan cell, a slight modification is necessary because the dimension of the invariant manifold is increased by the perturbation. The RG equation determines the slow motion of the would-be integral constants in the unperturbative solution on the invariant manifold. We present the mechanical procedure to construct the perturbative solutions hence the initial values with which the RG equation gives meaningful results. The underlying structure of the reduction by the RG method as formulated in the present work turns out to completely fit to the universal one elucidated by Kuramoto some years ago. We indicate that the reduction procedure of evolution equations has a good correspondence with the renormalization procedure in quantum field theory; the counter part of the universal structure of reduction elucidated by Kuramoto may be Polchinski's theorem for renormalizable field theories. We apply the method to interface dynamics such as kink–anti-kink and soliton–soliton interactions in the latter of which a linear operator having a Jordan-cell structure appears.     

A relativistic analogue of the Kepler problem

The Poincaré invariant system of two point particles with an instantaneous interaction-at-a-distance originally proposed by Fokker is studied in the Hamiltonian formalism. The interaction, which agrees to first order in the coupling constant with the electromagnetic one obtained from the Liénard-Wiechert fields, is described in an advanced-retarded state space. The first particle moves in the advanced field of the second which in turn is subject to the retarded field of the first. The acceleration terms in the Liénard-Wiechert fields are neglected. In this theory the state space of the system is a twelve-dimensional manifold Σ and the motions are described as integral curves of a vector field that is obtained as the projection of the generator of time translations in space-time. The Poincaré group acts on this manifold Σ in a well-defined way and leaves a symplectic form ω invariant. Thus the set of all possible motions of this system can be studied by the methods of modern symplectic mechanics. In this paper the general method is explained and the set of all bounded motions for two equal rest masses and an attractive force is studied qualitatively and numerically. In the limit (binding energy)/(sum of rest masses) · (speed of light)² → 0 all the features of the classical Kepler motion are obtained.     

On Scattering of Solitons for the Klein–Gordon Equation Coupled to a Particle

We establish the long time soliton asymptotics for the translation invariant nonlinear system consisting of the Klein–Gordon equation coupled to a charged relativistic particle. The coupled system has a six dimensional invariant manifold of the soliton solutions. We show that in the large time approximation any finite energy solution, with the initial state close to the solitary manifold, is a sum of a soliton and a dispersive wave which is a solution of the free Klein–Gordon equation. It is assumed that the charge density satisfies the Wiener condition which is a version of the “Fermi Golden Rule”. The proof is based on an extension of the general strategy introduced by Soffer and Weinstein, Buslaev and Perelman, and others: symplectic projection in Hilbert space onto the solitary manifold, modulation equations for the parameters of the projection, and decay of the transversal component. Supported partly by Austrian Science Foundation (FWF) Project P19138-N13, by research grants of DFG (436 RUS 113/615/0-1(R)) and RFBR (01-01-04002). On leave Department Mechanics and Mathematics of Moscow State University. Supported partly by Austrian Science Foundation (FWF) Project P19138-N13 by Max-Planck Institute of Mathematics in the Sciences (Leipzig), and Wolfgang Pauli Institute of Vienna University. Supported partially by the NSF grant DMS-0405927     

Invariant and contracted actions of a physical system in the general theory of relativity

A study was made of the difference between the invariant action S_R and the contracted action S_G for the global problem: an isolated physical system as a whole. The actions are considered as functions of the upper limit; in the center-of-mass system their difference is distinct from zero (10). In an example from Newtonian mechanics this is shown to be related to the fact that the invariant Lagrangian contains second derivatives. The formulas for the energy-momentum vector as an action gradient (16) and their quantum generalizations (17) are valid only for the contracted action.Translated from Izvestiya Vysshikh Uchebnykh Zavedenii, Fizika, No. 9, pp. 74–78, September, 1987.     

Symplectic reduction of holonomic open-chain multi-body systems with constant momentum

This paper presents a two-step symplectic geometric approach to the reduction of Hamilton’s equation for open-chain, multi-body systems with multi-degree-of-freedom holonomic joints and constant momentum. First, symplectic reduction theorem is revisited for Hamiltonian systems on cotangent bundles. Then, we recall the notion of displacement subgroups, which is the class of multi-degree-of-freedom joints considered in this paper. We briefly study the kinematics of open-chain multi-body systems consisting of such joints. And, we show that the relative configuration manifold corresponding to the first joint is indeed a symmetry group for an open-chain multi-body system with multi-degree-of-freedom holonomic joints. Subsequently using symplectic reduction theorem at a non-zero momentum, we express Hamilton’s equation of such a system in the symplectic reduced manifold, which is identified by the cotangent bundle of a quotient manifold. The kinetic energy metric of multi-body systems is further studied, and some sufficient conditions are introduced, under which the kinetic energy metric is invariant under the action of a subgroup of the configuration manifold. As a result, the symplectic reduction procedure for open-chain, multi-body systems is extended to a two-step reduction process for the dynamical equations of such systems. Finally, we explicitly derive the reduced dynamical equations in the local coordinates for an example of a six-degree-of-freedom manipulator mounted on a spacecraft, to demonstrate the results of this paper.     

The quantum 2-sphere as a complex quantum manifold

We describe the quantum sphere of Podles for c = 0 by means of a stereographic projection which is analogous to that which exibits the classical sphere as a complex manifold. We show that the algebra of functions and the differential calculus on the sphere are covariant under the coaction of fractional transformations with SU _q(2) coefficients as well as under the action of SU _q(2) vector fields. Going to the classical limit we obtain the Poisson sphere. Finally, we study the invariant integration of functions on the sphere and find its relation with the translationally invariant integration on the complex quantum plane.     

A new family of evolution water-wave equations possessing two-soliton solutions

We find a new family of fifth-order water-wave equations having common invariant manifold of the fourth order. These evolution equations are nonintegrable except for two cases corresponding to the Sawada–Kotera and Kaup–Kupershmidt equations. The invariant manifold of the family is an autonomous equation F-VI from the Cosgrove's classification of fourth-order ODEs having the Painlevé property. Two-parameter solutions of the equation F-VI allow to find two-soliton solutions for this family of evolution equations.     

Some topological invariants for three-dimensional flows

We deal here with vector fields on three manifolds. For a system with a homoclinic orbit to a saddle-focus point, we show that the imaginary part of the complex eigenvalues is a conjugacy invariant. We show also that the ratio of the real part of the complex eigenvalue over the real one is invariant under topological equivalence. For a system with two saddle-focus points and an orbit connecting the one-dimensional invariant manifold of those points, we compute a conjugacy invariant related to the eigenvalues of the vector field at the singularities. (c) 2001 American Institute of Physics.     

Comment on "Identification of low order manifolds: validating the algorithm of Maas and Pope" [Chaos 9, 108-123 (1999)

It is claimed by Rhodes, Morari, and Wiggins [Chaos 9, 108-123 (1999)] that the projection algorithm of Maas and Pope [Combust. Flame 88, 239-264 (1992)] identifies the slow invariant manifold of a system of ordinary differential equations with time-scale separation. A transformation to Fenichel normal form serves as a tool to prove this statement. Furthermore, Rhodes, Morari, and Wiggins [Chaos 9, 108-123 (1999)] conjectured that away from a slow manifold, the criterion of Maas and Pope will never be fulfilled. We present two examples that refute the assertions of Rhodes, Morari, and Wiggins. In the first example, the algorithm of Maas and Pope leads to a manifold that is not invariant but close to a slow invariant manifold. The claim of Rhodes, Morari, and Wiggins that the Maas and Pope projection algorithm is invariant under a coordinate transformation to Fenichel normal form is shown to be not correct in this case. In the second example, the projection algorithm of Maas and Pope leads to a manifold that lies in a region where no slow manifold exists at all. This rejects the conjecture of Rhodes, Morari, and Wiggins mentioned above.