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.     

A billiard containing all links

We construct a 3-dimensional billiard realizing all links as collections of isotopy classes of periodic orbits. For every branched surface supporting a semi-flow, we construct a 3d-billiard whose collections of periodic orbits contain those of the branched surface. R. Ghrist constructed a knot-holder containing any link as collection of periodic orbits. Applying our construction to his example provides the desired billiard.     

Turning numbers for periodic orbits of disk homeomorphisms

We study braid types of periodic orbits of orientation preserving disk homeomorphisms. If the orbit has period n, we take the closure of the nth power of the corresponding braid and consider linking numbers of the pairs of its components, which we call turning numbers. They are easy to compute and turn out to be very useful in the problem of classification of braid types, especially for small n. This provides us with a simple way of getting useful information about periodic orbits. The method works especially well for disk homeomorphisms that are small perturbations of interval maps.     

Lower bounds for the number of limit cycles of trigonometric Abel equations

We consider the Abel equation , where A(t) and B(t) are trigonometric polynomials of degree n and m, respectively, and we give lower bounds for its number of isolated periodic orbits for some values of n and m. These lower bounds are obtained by two different methods: the study of the perturbations of some Abel equations having a continuum of periodic orbits and the Hopf-type bifurcation of periodic orbits from the solution x=0.     

Reversible Relative Periodic Orbits

We study the bundle structure near reversible relative periodic orbits in reversible equivariant systems. In particular we show that the vector field on the bundle forms a skew product system, by which the study of bifurcation from reversible relative periodic solutions reduces to the analysis of bifurcation from reversible discrete rotating waves. We also discuss possibilities for drifts along group orbits. Our results extend those recently obtained in the equivariant context by B. Sandstede et al. (1999, J. Nonlinear Sci.9, 439-478) and C. Wulff et al. (2001, Ergodic Theory Dynam. Systems21, 605-635).     

Limit cycles and Lie symmetries

Given a planar vector field U which generates the Lie symmetry of some other vector field X, we prove a new criterion to control the stability of the periodic orbits of U. The problem is linked to a classical problem proposed by A.T. Winfree in the seventies about the existence of isochrons of limit cycles (the question suggested by the study of biological clocks), already answered by Guckenheimer using a different terminology. We apply our criterion to give upper bounds of the number of limit cycles for some families of vector fields as well as to provide a class of vector fields with a prescribed number of hyperbolic limit cycles. Finally we show how this procedure solves the problem of the hyperbolicity of periodic orbits in problems where other criteria, like the classical one of the divergence, fail.     

Point-to-Periodic and Periodic-to-Periodic Connections

In this work we consider computing and continuing connecting orbits in parameter dependent dynamical systems. We give details of algorithms for computing connections between equilibria and periodic orbits, and between periodic orbits. The theoretical foundation for these techniques is given by the seminal work of Beyn in 1994, “On well-posed problems for connecting orbits in dynamical systems”, where a numerical technique is also proposed. Our algorithms consist of splitting the computation of the connection from that of the periodic orbit(s). To set up appropriate boundary conditions, we follow the algorithmic approach used by Demmel, Dieci, and Friedman, for the case of connecting orbits between equilibria, and we construct and exploit the smooth block Schur decomposition of the monodromy matrices associated to the periodic orbits. Numerical examples illustrate the performance of the algorithms. This revised version was published online in July 2006 with corrections to the Cover Date.     

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.      

Homoclinic orbits near heteroclinic cycles with one equilibrium and one periodic orbit

We analyze homoclinic orbits near codimension-1 and -2 heteroclinic cycles between an equilibrium and a periodic orbit for ordinary differential equations in three or higher dimensions. The main motivation for this study is a self-organized periodic replication process of travelling pulses which has been observed in reaction-diffusion equations. We establish conditions for existence and uniqueness of countably infinite families of curve segments of 1-homoclinic orbits which accumulate at codimension-1 or -2 heteroclinic cycles. The main result shows the bifurcation of a number of curves of 1-homoclinic orbits from such codimension-2 heteroclinic cycles which depends on a winding number of the transverse set of heteroclinic points. In addition, a leading order expansion of the associated curves in parameter space is derived. Its coefficients are periodic with one frequency from the imaginary part of the leading stable Floquet exponents of the periodic orbit and one from the winding number.     

Lyapunov orbits in the n-vortex problem

In the reduced phase space by rotation, we prove the existence of periodic orbits of the n-vortex problem emanating from a relative equilibrium formed by n unit vortices at the vertices of a regular polygon, both in the plane and at a fixed latitude when the ideal fluid moves on the surface of a sphere. In the case of a plane we also prove the existence of such periodic orbits in the (n + 1)-vortex problem, where an additional central vortex of intensity κ is added to the ring of the polygonal configuration.     

Periodic orbits of radially symmetric Keplerian-like systems: A topological degree approach

We are concerned with non-autonomous radially symmetric systems with a singularity, which are T-periodic in time. By the use of topological degree theory, we prove the existence of large-amplitude periodic solutions whose minimal period is an integer multiple of T. Precise estimates are then given in the case of Keplerian-like systems, showing some resemblance between the orbits of those solutions and the circular orbits of the corresponding classical autonomous system.     

Homoclinic orbits to a saddle-center in a fourth-order differential equation

We study homoclinic orbits to a saddle-center of a fourth-order ordinary differential equation, which is invariant under the transformation x→−x, involving an eigenvalue parameter q and an odd, piece-wise, cubic-type nonlinearity. It is found that for a sequence of eigenvalues which tends to infinity, homoclinic orbits exist whose complexity increases as the eigenvalue becomes larger. These orbits are found to be embedded in branches of homoclinic orbits to periodic orbits as x→±∞.     

Choreographies in the <Emphasis Type="Italic">n</Emphasis>-vortex Problem

We consider the equations of motion of n vortices of equal circulation in the plane, in a disk and on a sphere. The vortices form a polygonal equilibrium in a rotating frame of reference. We use numerical continuation in a boundary value setting to determine the Lyapunov families of periodic orbits that arise from the polygonal relative equilibrium. When the frequency of a Lyapunov orbit and the frequency of the rotating frame have a rational relationship, the orbit is also periodic in the inertial frame. A dense set of Lyapunov orbits, with frequencies satisfying a Diophantine equation, corresponds to choreographies of n vortices. We include numerical results for all cases, for various values of n, and we provide key details on the computational approach.     

Hopf bifurcations to quasi-periodic solutions for the two-dimensional plane Poiseuille flow

This paper studies various Hopf bifurcations in the two-dimensional plane Poiseuille problem. For several values of the wavenumber α, we obtain the branch of periodic flows which are born at the Hopf bifurcation of the laminar flow. It is known that, taking α ≈ 1, the branch of periodic solutions has several Hopf bifurcations to quasi-periodic orbits. For the first bifurcation, calculations from other authors seem to indicate that the bifurcating quasi-periodic flows are stable and subcritical with respect to the Reynolds number, Re. By improving the precision of previous works we find that the bifurcating flows are unstable and supercritical with respect to Re. We have also analysed the second Hopf bifurcation of periodic orbits for several α, to find again quasi-periodic solutions with increasing Re. In this case the bifurcated solutions are stable to superharmonic disturbances for Re up to another new Hopf bifurcation to a family of stable 3-tori. The proposed numerical scheme is based on a full numerical integration of the Navier-Stokes equations, together with a division by 3 of their total dimension, and the use of a pseudo-Newton method on suitable Poincaré sections. The most intensive part of the computations has been performed in parallel. We believe that this methodology can also be applied to similar problems.     

Linear Estimation of the Number of Zeros of Abelian Integrals for Some Cubic Isochronous Centers

This paper consists of two parts. In the first part we study the relationship between conic centers (all orbits near a singular point of center type are conics) and isochronous centers of polynomial systems. In the second part we study the number of limit cycles that bifurcate from the periodic orbits of cubic reversible isochronous centers having all their orbits formed by conics, when we perturb such systems inside the class of all polynomial systems of degree n.     

Dominated Pesin theory: convex sum of hyperbolic measures

In the uniformly hyperbolic setting it is well known that the set of all measures supported on periodic orbits is dense in the convex space of all invariant measures. In this paper we consider the converse question, in the non-uniformly hyperbolic setting: assuming that some ergodic measure converges to a convex combination of hyperbolic ergodic measures, what can we deduce about the initial measures?To every hyperbolic measure μ whose stable/unstable Oseledets splitting is dominated we associate canonically a unique class H(μ) of periodic orbits for the homoclinic relation, called its intersection class. In a dominated setting, we prove that a measure for which almost every measure in its ergodic decomposition is hyperbolic with the same index, such as the dominated splitting, is accumulated by ergodic measures if, and only if, almost all such ergodic measures have a common intersection class.We provide examples which indicate the importance of the domination assumption.     

Poincaré-Hopf inequalities for periodic orbits

The interplay between the dynamics of a nonsingular Morse-Smale flow on a smooth, closed, n-dimensional manifold, M, and the topology of M, was exhibited in Franks (Comment Math Helv 53(2):279?C294, 1978), Smale (Bull Am Math Soc 66:43?C49, 1960), by means of a collection of inequalities, which we refer to as Morse-Smale inequalities. These inequalities relate the number of closed orbits of each index to the Betti numbers of M. These well-known inequalities provide the necessary conditions for a given dynamical data in the form of a specified number of closed orbits of a given index to be realized as a nonsingular Morse-Smale flow on M. In this article we provide two inequalities, hereby referred to as Poincaré-Hopf inequalities for periodic orbits, which imposes constraints on the dynamics of periodic orbits without reference to the Betti numbers of the manifold M. The main theorem establishes the necessity and sufficiency of the Poincaré-Hopf inequalities in order for the Morse-Smale inequalities to hold.     

Necessary and Sufficient Condition for Lorenz Knots to be Closed Under Satellite Construction

Lorenz knots and links are the periodic orbits of a certain system of differnetial equations in R³. In this work, we give the necessary and sufficient condition for Lorenz knots to be closed under satellite construction. We prove precisely that the only possible satellites of a Lorenz knot are parallels with possible twists.     

Convolutions of semi-classical spectral distributions and periodic-orbit theory

We study the convolution of semi-classical spectral distributions associated to h-pseudodifferential operators on Rn. Under standard assumptions the micro-support of this object can be characterized via families of periodic orbits correlated simultaneously by energy and periods. When all the orbits are non-degenerate the convolution admits, as h tends to 0, an explicit asymptotic expansion in term of the respective dynamical systems. In this setting, this result validates the theory of orbits pairs used by physicists in quantum chaos. Some new contributions, related to the crossing of the period functions, are also analyzed.     

Persistance d’orbites périodiques relatives dans les systèmes hamiltoniens symétriques

It was known to Poincaré that a non-degenerate periodic orbit in a Hamiltonian system persists to nearby energy-levels. In this Note, we consider the analogous problem for relative periodic orbits in symmetric Hamiltonian systems. We show that non-degenerate relative periodic orbits also persist when shifting to nearby values of the energy-momentum map, under the hypothesis that the group of symmetries acts freely.