Homoclinic Tangles, Phase Locking, and Chaos in a Two-Frequency Perturbation of Duffing's Equation

Summary. We study a two-frequency perturbation of Duffing's equation. When the perturbation is small, this system has a normally hyperbolic invariant torus which may be subjected to phase locking. Applying a version of Melnikov's method for multifrequency systems, we detect the occurrence of transverse intersection between the stable and unstable manifolds of the invariant torus. We show that if the invariant torus is not subjected to phase locking, then such a transverse intersection yields chaotic dynamics. When the invariant torus is subjected to phase locking, the situation is different. In this case, there exist two periodic orbits which are created in a saddle-node bifurcation. Using another version of Melnikov's method for slowly varying oscillators, we also give conditions under which the stable and unstable manifolds of the periodic orbits intersect transversely and hence chaotic dynamics may occur. Our results reveal that when the invariant torus is subjected to phase locking, chaotic dynamics resulting from transverse intersection between its stable and unstable manifolds may be interrupted. Received November 18, 1993; final revision received September 9, 1997; accepted October 27,1997     

Periodic orbits and unstable manifolds for ordinary differential equations

Consider the unstable manifold of a hyperbolic periodic orbit of an ordinary differential equation under C¹ perturbations of the vector field and under approximation by a one-step numerical method, which is at least first order. Trajectories bounded backwards in time near the periodic orbit perturb Hausdorff continuously. This result as applied to numerical perturbations improves on Alouges-Debussche [1], who give only continuity of the unstable maniford, and on Beyn [3], who gives continuity of trajectories only when the periodic orbit is unstable. As a corollary, we find that attractors perturb Hausdorff continuously when the attractor equals a union of locally continuous unstable manifolds of invariant sets     

Symplectic method for the construction of ergodic measures on invariant submanifolds of nonautonomous hamiltonian systems: Lagrangian manifolds, their structure, and mather homologies

We develop a new approach to the study of properties of ergodic measures for nonautonomous periodic Hamiltonian flows on symplectic manifolds, which are used in many problems of mechanics and mathematical physics. Using Mather’s results on homologies of invariant probability measures that minimize some Lagrangian functionals and the symplectic theory developed by Floer and others for the investigation of symplectic actions and transversal intersections of Lagrangian manifolds, we propose an analog of a Mather-type β-function for the study of ergodic measures associated with nonautonomous Hamiltonian systems on weakly exact symplectic manifolds. Within the framework of the Gromov-Salamon-Zehnder elliptic methods in symplectic geometry, we establish some results on stable and unstable manifolds for hyperbolic invariant sets, which are used in the theory of adiabatic invariants of slowly perturbed integrable Hamiltonian systems. __________ Translated from Ukrains’kyi Matematychnyi Zhurnal, Vol. 58, No. 5, pp. 675–691, May, 2006.     

The stability of attractors for non-autonomous perturbations of gradient-like systems

We study the stability of attractors under non-autonomous perturbations that are uniformly small in time. While in general the pullback attractors for the non-autonomous problems converge towards the autonomous attractor only in the Hausdorff semi-distance (upper semicontinuity), the assumption that the autonomous attractor has a ‘gradient-like’ structure (the union of the unstable manifolds of a finite number of hyperbolic equilibria) implies convergence (i.e. also lower semicontinuity) provided that the local unstable manifolds perturb continuously.We go further when the underlying autonomous system is itself gradient-like, and show that all trajectories converge to one of the hyperbolic trajectories as t→∞. In finite-dimensional systems, in which we can reverse time and apply similar arguments to deduce that all bounded orbits converge to a hyperbolic trajectory as t→−∞, this implies that the ‘gradient-like’ structure of the attractor is also preserved under small non-autonomous perturbations: the pullback attractor is given as the union of the unstable manifolds of a finite number of hyperbolic trajectories.     

Separatrix splitting from the point of view of symplectic geometry

Generally, the invariant Lagrangian manifolds (stable and unstable separatrices) asymptotic with respect to a hyperbolic torus of a Hamiltonian system do not coincide. This phenomenon is called separatrix splitting. In this paper, a symplectic invariant qualitatively describing separatrix splitting for hyperbolic tori of maximum (smaller by one than the number of degrees of freedom) dimension is constructed. The construction resembles that of the homoclinic invariant found by lazutkin for two-dimensional symplectic maps and of Bolotin's invariant for splitting of asymptotic manifolds of a fixed point of a symplectic diffeomorphism. Translated fromMatematicheskie Zametki, Vol. 61, No. 6, pp. 890–906, June, 1997. Translated by O. V. Sipacheva     

The stable manifold theorem for non-linear stochastic systems with memory: II. The local stable manifold theorem

We state and prove a Local Stable Manifold Theorem (Theorem 4.1) for non-linear stochastic differential systems with finite memory (viz. stochastic functional differential equations (sfde's)). We introduce the notion of hyperbolicity for stationary trajectories of sfde's. We then establish the existence of smooth stable and unstable manifolds in a neighborhood of a hyperbolic stationary trajectory. The stable and unstable manifolds are stationary and asymptotically invariant under the stochastic semiflow. The proof uses infinite-dimensional multiplicative ergodic theory techniques developed by D. Ruelle, together with interpolation arguments.     

Persistence of Invariant Manifolds for Nonlinear PDEs

We prove that under certain stability and smoothing properties of the semi-groups generated by the partial differential equations that we consider, manifolds left invariant by these flows persist under C ¹ perturbation. In particular, we extend well-known finite-dimensional results to the setting of an infinite-dimensional Hilbert manifold with a semi-group that leaves a submanifold invariant. We then study the persistence of global unstable manifolds of hyperbolic fixed points, and as an application consider the two-dimensional Navier–Stokes equation under a fully discrete approximation.Finally, we apply our theory to the persistence of inertial manifolds for those PDEs that possess them.     

The structure of branching in Anosov flows of 3-manifolds

In this article we study the topology of Anosov flows in 3-manifolds. Specifically we consider the lifts to the universal cover of the stable and unstable foliations and analyze the leaf spaces of these foliations. We completely determine the structure of the non Hausdorff points in these leaf spaces. There are many consequences: (1) when the leaf spaces are non Hausdorff, there are closed orbits in the manifold which are freely homotopic, (2) suspension Anosov flows are, up to topological conjugacy, the only Anosov flows without free homotopies between closed orbits, (3) when there are infinitely many stable leaves (in the universal cover) which are non separated from each other, then we produce a torus in the manifold which is transverse to the Anosov flow and therefore is incompressible, (4) we produce non Hausdorff examples in hyperbolic manifolds and derive important properties of the limit sets of the stable/unstable leaves in the universal cover. Received: March 13, 1997     

Multidimensional Symplectic Separatrix Maps

Summary. We consider an a priori unstable (initially hyperbolic) near-integrable Hamiltonian system in a neighborhood of stable and unstable asymptotic manifolds of a family of hyperbolic tori. Such a neighborhood contains the most chaotic part of the dynamics. The main result of the paper is the construction of the separatrix map as a convenient tool for the studying of such dynamics. We present evidence that the separatrix map combined with the method of anti-integrable limit can give a large class of chaotic trajectories as well as diffusion trajectories. Received March 26, 2001; accepted November 5, 2001     

To the question of stability of periodic points of three-dimensional diffeomorphisms

Self-diffeomorphisms of three-dimensional space with a hyperbolic fixed point at the origin and a nontransversal point homoclinic to it are considered. It is assumed that the Jacobian matrix of the initial diffeomorphism has complex eigenvalues at the origin. It is shown that, under certain conditions imposed mainly on the character of tangency of the stable and unstable manifolds, a neighborhood of the nontransversal homoclinic point contains an infinite set of stable periodic points whose characteristic exponents are bounded away from zero.     

The density of the transversal homoclinic points in the Henon-like strange attractors

We consider the Henon-like strange attractors Λ in a family which is a nonsingular perturbation of a d-modal family. The existence of the Henon-like strange attractors in this family was proved by Diaz et al. [Inventions Math. 125 (1996) 37]. We prove that the transversal homoclinic points are dense in Λ, and that hyperbolic periodic points are dense in Λ. Moreover, the hyperbolic periodic points that are heteroclinically related to the primary periodic point (transversal intersection of stable and unstable manifolds) are dense in Λ.     

Bifurcation and stability of forced convection in tightly coiled ducts: stability

A numerical study is made on the stability of multiple steady flows and heat transfer in tightly coiled ducts by examining their responses to finite random disturbances. It is found that possible physically realizable fully developed flows evolve, as the Dean number increases, from a stable steady symmetric 2-cell flow at lower Dean numbers to a temporal periodic oscillation, a temporal intermittent oscillation, another temporal periodic oscillation, the co-existence of stable steady symmetric 2-cell flow and temporal oscillating flows (either periodic or aperiodic), and the co-existence of three stable steady 2-cell flows (either symmetric or asymmetric) and aperiodic oscillating flows.     

Transversality in scalar reaction-diffusion equations on a circle

We prove that stable and unstable manifolds of hyperbolic periodic orbits for general scalar reaction-diffusion equations on a circle always intersect transversally. The argument also shows that for a periodic orbit there are no homoclinic connections. The main tool used in the proofs is Matano's zero number theory dealing with the Sturm nodal properties of the solutions.     

On a new approach to asymptotic stabilization problems

A numerical algorithm for solving the asymptotic stabilization problem by the initial data to a fixed hyperbolic point with a given rate is proposed and justified. The stabilization problem is reduced to projecting the resolving operator of the given evolution process on a strongly stable manifold. This approach makes it possible to apply the results to a wide class of semidynamical systems including those corresponding to partial differential equations. By way of example, a numerical solution of the problem of the asymptotic stabilization of unstable trajectories of the two-dimensional Chafee-Infante equation in a circular domain by the boundary conditions is given.     

Three dimensional expansive diffeomorphisms with homoclinic points

LetM be a compact connected oriented three dimensional manifold andf:MM an expansive diffeomorphism such that (f)=M. Let us also assume that there is a hyperbolic periodic point with a homoclinic intersection. Thenf is conjugate to an Anosov isomorphism ofT ³. Moreover, we show that at a homoclinic point the stable and unstable manifolds of the hyperbolic periodic point are topologically transverse.     

On the structure of steady axisymmetric Navier-Stokes flows with a stream function having multiple local extrema in its definite-sign domains

A new high-order accurate method and a corresponding computer program developed previously by the first and third authors for the numerical solution of the axisymmetric stationary Dirichlet boundary value problem for the Navier-Stokes equations in spherical layers at low Reynolds numbers were used to reliably study the structure of certain flows with a stream function in a meridional plane having multiple local extrema in its positive-sign domains. Regimes of rotation of the boundary spheres were detected that ensure this flow pattern: the inner sphere rotates at a constant angular velocity, while the outer sphere rotates at zenith-angle-dependent angular velocities. To describe the structure of these flows, the domain where the stream function is positive was partitioned into subdomains (circulation zones) by the separatrices of the saddle points of the stream function, which generate manifolds of unstable initial points of trajectories. Unexpected phenomena in the circulation of such flows were discovered. Examples were presented that illustrate the behavior of fluid particle trajectories. The computed trajectories were shown to be of high accuracy even on long time intervals.     

A geometrical method for the approximation of invariant tori

We consider a numerical method based on the so-called “orthogonality condition” for the approximation and continuation of invariant tori under flows. The basic method was originally introduced by Moore [Computation and parameterization of invariant curves and tori, SIAM J. Numer. Anal. 15 (1991) 245–263], but that work contained no stability or consistency results. We show that the method is unconditionally stable and consistent in the special case of a periodic orbit. However, we also show that the method is unstable for two-dimensional tori in three-dimensional space when the discretization includes even numbers of points in both angular coordinates, and we point out potential difficulties when approximating invariant tori possessing additional invariant sub-manifolds (e.g., periodic orbits). We propose some remedies to these difficulties and give numerical results to highlight that the end method performs well for invariant tori of practical interest.     

Rotation intervals for chaotic sets

Chaotic invariant sets for planar maps typically contain periodic orbits whose stable and unstable manifolds cross in grid-like fashion. Consider the rotation of orbits around a central fixed point. The intersections of the invariant manifolds of two periodic points with distinct rotation numbers can imply complicated rotational behavior. We show, in particular, that when the unstable manifold of one of these periodic points crosses the stable manifold of the other, and, similarly, the unstable manifold of the second crosses the stable manifold of the first, so that the segments of these invariant manifolds form a topological rectangle, then all rotation numbers between those of the two given orbits are represented. The result follows from a horseshoe-like construction.

     

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.