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.      

Heteroclinic Transition Motions in Periodic Perturbations of Conservative Systems with an Application to Forced Rigid Body Dynamics

We consider periodic perturbations of conservative systems. The unperturbed systems are assumed to have two nonhyperbolic equilibria connected by a heteroclinic orbit on each level set of conservative quantities. These equilibria construct two normally hyperbolic invariant manifolds in the unperturbed phase space, and by invariant manifold theory there exist two normally hyperbolic, locally invariant manifolds in the perturbed phase space. We extend Melnikov’s method to give a condition under which the stable and unstable manifolds of these locally invariant manifolds intersect transversely. Moreover, when the locally invariant manifolds consist of nonhyperbolic periodic orbits, we show that there can exist heteroclinic orbits connecting periodic orbits near the unperturbed equilibria on distinct level sets. This behavior can occur even when the two unperturbed equilibria on each level set coincide and have a homoclinic orbit. In addition, it yields transition motions between neighborhoods of very distant periodic orbits, which are similar to Arnold diffusion for three or more degree of freedom Hamiltonian systems possessing a sequence of heteroclinic orbits to invariant tori, if there exists a sequence of heteroclinic orbits connecting periodic orbits successively.We illustrate our theory for rotational motions of a periodically forced rigid body. Numerical computations to support the theoretical results are also given.     

Generic Morse–Smale property for the parabolic equation on the circle

In this paper, we show that, for scalar reaction–diffusion equations ut=u_xx+f(x,u,ux)$u_t=u_{xx}+f(x,u,u_x)$ on the circle S¹$S^1$, the Morse–Smale property is generic with respect to the non-linearity f. In Czaja and Rocha (2008) [13], Czaja and Rocha have proved that any connecting orbit, which connects two hyperbolic periodic orbits, is transverse and that there does not exist any homoclinic orbit, connecting a hyperbolic periodic orbit to itself. In Joly and Raugel (2010) [31], we have shown that, generically with respect to the non-linearity f, all the equilibria and periodic orbits are hyperbolic. Here we complete these results by showing that any connecting orbit between two hyperbolic equilibria with distinct Morse indices or between a hyperbolic equilibrium and a hyperbolic periodic orbit is automatically transverse. We also show that, generically with respect to f, there does not exist any connection between equilibria with the same Morse index. The above properties, together with the existence of a compact global attractor and the Poincaré–Bendixson property, allow us to deduce that, generically with respect to f, the non-wandering set consists in a finite number of hyperbolic equilibria and periodic orbits. The main tools in the proofs include the lap number property, exponential dichotomies and the Sard–Smale theorem. The proofs also require a careful analysis of the asymptotic behavior of solutions of the linearized equations along the connecting orbits.     

The necessary and sufficient conditions for the existence of periodic orbits in a Lotka-Volterra system

By extending Darboux method to three dimension, we present necessary and sufficient conditions for the existence of periodic orbits in three species Lotka-Volterra systems with the same intrinsic growth rates. Therefore, all the published sufficient or necessary conditions for the existence of periodic orbits of the system are included in our results. Furthermore, we prove the stability of periodic orbits. Hopf bifurcation is shown for the emergence of periodic orbits and new phenomenon is presented: at critical values, each equilibrium are surrounded by either equilibria or periodic orbits.     

Ideal Systems and Connecting Orbits

In this paper,we study a class of dynamical systems in Rn - ideal systems and give an existence criterion of quasi-connecting orbits for such systems. Also, an existence criterion of connecting orbits for general systems is given.     

Homoclinic and Periodic Orbits Arising Near the Heteroclinic Cycle Connecting Saddle-focus and Saddle Under Reversible Condition

In this paper, we study the dynamical behavior for a 4-dimensional reversible system near its heteroclinic loop connecting a saddle-focus and a saddle. The existence of infinitely many reversible 1-homoclinic orbits to the saddle and 2-homoclinic orbits to the saddle-focus is shown. And it is also proved that, corresponding to each 1-homoclinic （resp. 2-homoclinic） orbit F, there is a spiral segment such that the associated orbits starting from the segment are all reversible 1-periodic （resp. 2-periodic） and accumulate onto F. Moreover, each 2-homoclinic orbit may be also accumulated by a sequence of reversible 4-homoclinic orbits.     

Markov shifts and topological entropy of families of homoclinic tangles

The existence of a homoclinic orbit in dynamical systems implies chaotic behaviour with positive entropy. In this work, we determine explicitly the Markov shifts associated to certain Smale horseshoe homoclinic orbits which allow us to compute a lower bound for the topological entropy that such a system can have. It is done associating a heteroclinic orbit which belongs to the same isotopy class and then determining the Markov partition of the dynamical core of an end periodic mapping.     

Periodic orbits for perturbations of piecewise linear systems

We consider the existence of periodic orbits in a class of three-dimensional piecewise linear systems. Firstly, we describe the dynamical behavior of a non-generic piecewise linear system which has two equilibria and one two-dimensional invariant manifold foliated by periodic orbits. The aim of this work is to study the periodic orbits of the continuum that persist under a piecewise linear perturbation of the system. In order to analyze this situation, we build a real function of real variable whose zeros are related to the limit cycles that remain after the perturbation. By using this function, we state some results of existence and stability of limit cycles in the perturbed system, as well as results of bifurcations of limit cycles. The techniques presented are similar to the Melnikov theory for smooth systems and the method of averaging.     

Monotonicity and existence of periodic orbits for projected dynamical systems on Hilbert spaces

We present here results about the existence of periodic orbits for projected dynamical systems (PDS) under Minty-Browder monotonicity conditions. The results are formulated in the general context of a Hilbert space of arbitrary (finite or infinite) dimension. The existence of periodic orbits for such PDS is deduced by means of nonlinear analysis, using a fixed point approach. It is also shown how occurrence of periodic orbits is intimately related to that of critical points (equilibria) of a PDS in certain cases.

     

Dynamical behaviour and exact solutions of thirteenth order derivative nonlinear Schr\"{o}dinger equation

In this paper, we considered the model of the thirteenth order derivatives of nonlinear Schr\"{o}dinger equations. It is shown that a wave packet ansatz inserted into these equations leads to an integrable Hamiltonian dynamical sub-system. By using bifurcation theory of planar dynamical systems, in different parametric regions, we determined the phase portraits. In each of these parametric regions we obtain possible exact explicit parametric representation of the traveling wave solutions corresponding to homoclinic, hetroclinic and periodic orbits.     

EXPONENTIAL TRICHOTOMY， ORTHOGONALITY CONDITION AND THEIR APPLICATION

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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.     

Leaving the Moon by means of invariant manifolds of libration point orbits

The aim of this work is to look for rescue trajectories that leave the surface of the Moon, belonging to the hyperbolic manifolds associated with the central manifold of the Lagrangian points L₁ and L₂ of the Earth–Moon system. The model used for the Earth–Moon system is the Circular Restricted Three-Body Problem. We consider as nominal arrival orbits halo orbits and square Lissajous orbits around L₁ and L₂ and we show, for a given Δv, the regions of the Moon’s surface from which we can reach them. The key point of this work is the geometry of the hyperbolic manifolds associated with libration point orbits. Both periodic/quasi-periodic orbits and their corresponding stable invariant manifold are approximated by means of the Lindstedt–Poincaré semi-analytical approach.     

Dynamics in numerics: on two different finite difference schemes for ODEs

We compare two finite difference schemes for Kolmogorov type of ordinary differential equations: Euler's scheme (a derivative approximation scheme) and an integral approximation (IA) scheme, from the view point of dynamical systems. Among the topics we investigate are equilibria and their stability, periodic orbits and their stability, and topological chaos of these two resulting nonlinear discrete dynamical systems.     

Connecting orbits among Denjoy minimal sets for monotone twist map

In a Birkhoff region of instability for an exact area-preserving twist map, we construct some orbits connecting distinct Denjoy minimal sets. These sets correspond to the local, instead of global minimum of the Lagrangian action. In the earlier work, Mather constructed connecting orbits among Aubry-Mather sets and the global minimizer of the Lagrangian action.     

Density of first Poincaré returns,periodic orbits,and Kolmogorov–Sinai entropy

It is known that unstable periodic orbits of a given map give information about the natural measure of a chaotic attractor. In this work we show how these orbits can be used to calculate the density function of the first Poincaré returns. The close relation between periodic orbits and the Poincaré returns allows for estimates of relevant quantities in dynamical systems, as the Kolmogorov–Sinai entropy, in terms of this density function. Since return times can be trivially observed and measured, our approach to calculate this entropy is highly oriented to the treatment of experimental systems. We also develop a method for the numerical computation of unstable periodic orbits.     

Transversal connecting orbits from shadowing

A rigorous numerical method for establishing the existence of a transversal connecting orbit from one hyperbolic periodic orbit to another of a differential equation in is presented. As the first component of this method, a general shadowing theorem that guarantees the existence of such a connecting orbit near a suitable pseudo connection orbit given the invertibility of a certain operator is proved. The second component consists of a refinement procedure for numerically computing a pseudo connecting orbit between two pseudo periodic orbits with sufficiently small local errors so as to satisfy the hypothesis of the theorem. The third component consists of a numerical procedure to verify the invertibility of the operator and obtain a rigorous upper bound for the norm of its inverse. Using this method, existence of chaos is demonstrated on examples with transversal homoclinic orbits, and with cycles of transversal heteroclinic orbits.     

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.