Computational methods for global analysis of homoclinic and heteroclinic orbits: A case study

In earlier paper we have developed a numerical method for the computation of branches of heteroclinic orbits for a system of autonomous ordinary differential equations in ⁿ . The idea of the method is to reduce a boundary value problem on the real line to a boundary value problem on a finite interval by using linear approximation of the unstable and stable manifolds. In this paper we extend our algorithm to incorporate higher-order approximations of the unstable and stable manifolds. This approximation is especially useful if we want to compute center manifolds accurately. A procedure for switching between the periodic approximation of homoclinic orbits and the higher-order approximation of homoclinic orbits provides additional flexibility to the method. The algorithm is applied to a model problem: the DC Josephson Junction. Computations are done using the software package AUTO.     

Global Dynamics of a Rapidly Forced Cart and Pendulum

In this paper, we study emergent behaviors elicited by applying open-loop, high-frequency oscillatory forcing to nonlinear control systems. First, we study hovering motions, which are periodic orbits associated with stable fixed points of the averaged system which are not fixed points of the forced system. We use the method of successive approximations to establish the existence of hovering motions, as well as compute analytical approximations of their locations, for the cart and pendulum on an inclined plane. Moreover, when small-amplitude dissipation is added, we show that the hovering motions are asymptotically stable. We compare the results for all of the local analysis with results of simulating Poincaré maps. Second, we perform a complete global analysis on this cart and pendulum system. Toward this end, the same iteration scheme we use to establish the existence of the hovering periodic orbits also yields the existence of periodic orbits near saddle equilibria of the averaged system. These latter periodic orbits are shown to be saddle periodic orbits, and in turn they have stable and unstable manifolds that form homoclinic tangles. A quantitative global analysis of these tangles is carried out. Three distinguished limiting cases are analyzed. Melnikov theory is applied in one case, and an extension of a recent result about exponentially small splitting of separatrices is developed and applied in another case. Finally, the influence of small damping is studied. This global analysis is useful in the design of open-loop control laws.     

Periodic and Homoclinic Motions in Forced,Coupled Oscillators

We study periodic and homoclinic motions in periodically forced, weakly coupled oscillators with a form of perturbations of two independent planar Hamiltonian systems. First, we extend the subharmonic Melnikov method, and give existence, stability and bifurcation theorems for periodic orbits. Second, we directly apply or modify a version of the homoclinic Melnikov method for orbits homoclinic to two types of periodic orbits. The first type of periodic orbit results from persistence of the unperturbed hyperbolic periodic orbit, and the second type is born out of resonances in the unperturbed invariant manifolds. So we see that some different types of homoclinic motions occur. The relationship between the subharmonic and homoclinic Melnikov theories is also discussed. We apply these theories to the weakly coupled Duffing oscillators.     

Equilibrium configurations of the tethered three-body formation system and their nonlinear dynamics

This paper considers nonlinear dynamics of tethered three-body formation system with their centre of mass staying on a circular orbit around the Earth, and applies the theory of space manifold dynamics to deal with the nonlinear dynamical behaviors of the equilibrium configurations of the system. Compared with the classical circular restricted three body system, sixteen equilibrium configurations are obtained globally from the geometry of pseudo-potential energy surface, four of which were omitted in the previous research. The periodic Lyapunov orbits and their invariant manifolds near the hyperbolic equilibria are presented, and an iteration procedure for identifying Lyapunov orbit is proposed based on the differential correction algorithm. The non-transversal intersections between invariant manifolds are addressed to generate homoclinic and heteroclinic trajectories between the Lyapunov orbits. (3,3)and (2,1)-heteroclinic trajectories from the neighborhood of one collinear equilibrium to that of another one, and (3,6)and (2,1)-homoclinic trajectories from and to the neighborhood of the same equilibrium, are obtained based on the Poincaré mapping technique.     

On the Chaotic Dynamics of a Spherical Pendulum with a Harmonically Vibrating Suspension

The equations of motion for a lightly damped spherical pendulum are considered. The suspension point is harmonically excited in both vertical and horizontal directions. The equations are approximated in the neighborhood of resonance by including the third order terms in the amplitude. The stability of equilibrium points of the modulation equations in a four-dimensional space is studied. The periodic orbits of the spherical pendulum without base excitations are revisited via the Jacobian elliptic integral to highlight the role played by homoclinic orbits. The homoclinic intersections of the stable and unstable manifolds of the perturbed spherical pendulum are investigated. The physical parameters leading to chaotic solutions in terms of the spherical angles are derived from the vanishing Melnikov–Holmes–Marsden (MHM) integral. The existence of real zeros of the MHM integral implies the possible chaotic motion of the harmonically forced spherical pendulum as a result from the transverse intersection between the stable and unstable manifolds of the weakly disturbed spherical pendulum within the regions of investigated parameters. The chaotic motion of the modulation equations is simulated via the 4th-order Runge–Kutta algorithms for certain cases to verify the analysis.     

Homoclinic Tubes in Discrete Nonlinear Schrödinger Equation under Hamiltonian Perturbations

In this paper, we study the discrete cubic nonlinear Schrödinger lattice under Hamiltonian perturbations. First we develop a complete isospectral theory relevant to the hyperbolic structures of the lattice without perturbations. In particular, Bäcklund–Darboux transformations are utilized to generate heteroclinic orbits and Melnikov vectors. Then we give coordinate-expressions for persistent invariant manifolds and Fenichel fibers for the perturbed lattice. Finally based upon the above machinery, existence of codimension 2 transversal homoclinic tubes is established through a Melnikov type calculation and an implicit function argument. We also discuss symbolic dynamics of invariant tubes each of which consists of a doubly infinite sequence of curve segments when the lattice is four dimensional. Structures inside the asymptotic manifolds of the transversal homoclinic tubes are studied, special orbits, in particular homoclinic orbits and heteroclinic orbits when the lattice is four dimensional, are studied.     

On hyperchaos in a small memristive neural network

This paper studies a small Hopfield neural network with a memristive synaptic weight. We show that the previous stable network after one weight replaced by a memristor can exhibit rich complex dynamics, such as quasi-periodic orbits, chaos, and hyperchaos, which suggests that the memristor is crucial to the behaviors of neural networks and may play a significant role. We also prove the existence of a saddle periodic orbit, and then present computer-assisted verification of hyperchaos through a homoclinic intersection of the stable and unstable manifolds, which gives a positive answer to an interesting question that whether a 4D memristive system with a line of equilibria can demonstrate hyperchaos.     

Complete dynamical analysis of a neuron model

In-depth understanding of the generic mechanisms of transitions between distinct patterns of the activity in realistic models of individual neurons presents a fundamental challenge for the theory of applied dynamical systems. The knowledge about likely mechanisms would give valuable insights and predictions for determining basic principles of the functioning of neurons both isolated and networked. We demonstrate a computational suite of the developed tools based on the qualitative theory of differential equations that is specifically tailored for slow–fast neuron models. The toolkit includes the parameter continuation technique for localizing slow-motion manifolds in a model without need of dissection, the averaging technique for localizing periodic orbits and determining their stability and bifurcations, as well as a reduction apparatus for deriving a family of Poincaré return mappings for a voltage interval. Such return mappings allow for detailed examinations of not only stable fixed points but also unstable limit solutions of the system, including periodic, homoclinic and heteroclinic orbits. Using interval mappings we can compute various quantitative characteristics such as topological entropy and kneading invariants for examinations of global bifurcations in the neuron model.     

Chaos in a pendulum with feedback control

We study chaotic dynamics of a pendulum subjected to linear feedback control with periodic desired motions. The pendulum is assumed to be driven by a servo-motor with small inductance, so that the feedback control system reduces to a periodic perturbation of a planar Hamiltonian system. This Hamiltonian system can possess multiple saddle points with non-transverse homoclinic and/or heteroclinic orbits. Using Melnikov's method, we obtain criteria for the existence of chaos in the pendulum motion. The computation of the Melnikov functions is performed by a numerical method. Several numerical examples are given and the theoretical predictions are compared with numerical simulation results for the behavior of invariant manifolds.     

Numbering homoclinic points of diffeomorphisms in the plane

In this paper we introduce a numerical conjugacy invariant for planar maps with homoclinic points. This invariant can be estimated based on partial information about the location of compact pieces of the stable and unstable manifolds of the system. The invariant is also related to topological entropy, and we indicate a method by which good bounds on the entropy of a system can be obtained.     

Symmetry-Breaking Homoclinic Bifurcations in Diffusively Coupled Equations

In this study we examine a symmetry-breaking bifurcation of homoclinic orbits in diffusively coupled ordinary differential equations. We prove that asymmetric homoclinic orbits can bifurcate from a symmetric homoclinic orbit when the equilibria to which the latter is homoclinic undergoes a pitchfork bifurcation. A condition which defines the direction of the bifurcation in a parameter space is given. All hypotheses of the main theorem are verified for a diffusively coupled logistic system and the twistedness of the bifurcating homoclinic orbits is computed for a range of coupling strengths.     

Transversality between invariant manifolds of periodic orbits for a class of monotone dynamical systems

We consider a special class of monotone dynamical systems and show that in this special class the stable and unstable manifolds of two hyperbolic periodic orbits always intersect transversally. The proof is based on the existence of a family of positively invariant nested cones.This paper is dedicated to Jack Hale on the occasion of his 60th birthday.     

Global bifurcations in externally excited autoparametric systems

We consider an autoparametric system consisting of an oscillator coupled with an externally excited subsystem. The oscillator and the subsystem are in one-to-one internal resonance. The excited subsystem is in primary resonance. The method of second-order averaging is used to obtain a set of autonomous equations of the second-order approximations to the externally excited system with autoparametric resonance. The Šhilnikov-type homoclinic orbits and chaotic dynamics of the averaged equations are studied in detail. The global bifurcation analysis indicates that there exist the heteroclinic bifurcations and the Šhilnikov-type homoclinic orbits in the averaged equations. The results obtained above mean the existence of the amplitude-modulated chaos for the Smale horseshoe sense in the externally excited system with autoparametric resonance. Furthermore, a detailed bifurcation analysis of the dynamic (periodic and chaotic) solutions of the averaged equations is presented. Nine branches of dynamic solutions are found. Two of these branches emerge from two Hopf bifurcations and the other seven are isolated. The limit cycles undergo symmetry-breaking, cyclic-fold and period-doubling bifurcations, whereas the chaotic attractors undergo attractor-merging and boundary crises. Simultaneous occurrence of the limit cycle and chaotic attractors, homoclinic orbits, intermittency chaos and homoclinic explosions are also observed.     

Singular perturbation theory for homoclinic orbits in a class of near-integrable Hamiltonian systems

This paper describes a new type of orbits homoclinic to resonance bands in a class of near-integrable Hamiltonian systems. It presents a constructive method for establishing whether small conservative perturbations of a family of heteroclinic orbits that connect pairs of points on a circle of equilibria will yield transverse homoclinic connections between periodic orbits in the resonance band resulting from the perturbation. In any given example, this method may be used to prove the existence of such transverse homoclinic orbits, as well as to determine their precise shape, their asymptotic behavior, and their possible bifurcations. The method is a combination of the Melnikov method and geometric singular perturbation theory for ordinary differential equations.     

Analysis of Hopf and Takens–Bogdanov Bifurcations in a Modified van der Pol–Duffing Oscillator

We analyze a modified van der Pol–Duffing electronic circuit, modeled by a tridimensional autonomous system of differential equations with Z₂-symmetry. Linear codimension-one and two bifurcations of equilibria give rise to several dynamical behaviours, including periodic, homoclinic and heteroclinic orbits. The local analysis provides, in first approximation, the different bifurcation sets. These local results are used as a guide to apply the adequate numerical methods to obtain a global understanding of the bifurcation sets. The study of the normal form of the Hopf bifurcation shows the presence of cusps of saddle-node bifurcations of periodic orbits. The existence of a codimension-four Hopf bifurcation is also pointed out. In the case of the Takens–Bogdanov bifurcation, several degenerate situations of codimension-three are analyzed in both homoclinic and heteroclinic cases. The existence of a Hopf–Shil'nikov singularity is also shown.     

Complex dynamics of perfect discrete systems under partial follower forces

Equilibrium points, primary and secondary static bifurcation branches, and periodic orbits with their bifurcations of discrete systems under partial follower forces and no initial imperfections are examined. Equilibrium points are computed by solving sets of simultaneous, non-linear algebraic equations, whilst periodic orbits are determined numerically by solving 2- or 4-dimensional non-linear boundary value problems. A specific application is given with Ziegler's 2-DOF cantilever model. Numerous, complicated static bifurcation paths are computed as well as complicated series of periodic orbit bifurcations of relatively large periods. Numerical simulations indicate that chaotic-like transient motions of the system may appear when a forcing parameter increases above the divergence state. At these forcing parameter values, there co-exist numerous branches of bifurcating periodic orbits of the system; it is conjectured that sensitive dependence on initial conditions due to the large number of co-existing periodic orbits causes the chaotic-like transients observed in the numerical simulations.     

Multi-pulse homoclinic orbits and chaotic dynamics for an axially moving viscoelastic beam

The multi-pulse homoclinic orbits and chaotic dynamics for an axially moving viscoelastic beam are investigated in the case of 1:2 internal resonance. On the basis of the modulation equations derived by the method of multiple scales, the theory of normal form is utilized to find the explicit formulas of normal form associated with a double zero and a pair of pure imaginary eigenvalues. The energy-phase method is employed to analyze the global bifurcations for the axially moving viscoelastic beam. The results obtained here indicate that there exist the Silnikov-type multi-pulse orbits homoclinic to certain invariant sets for the resonant case, leading to chaos in the system. Homoclinic trees which describe the repeated bifurcations of multi-pulse solutions are found. To illustrate the theoretical predictions, we present visualizations of these complicated structures.     

Homoclinic bifurcation and chaos attractor in elastic two-bar truss

In this paper, we present a dynamic bifurcation analysis of the non-linear Duffing's equation on a simple elastic structure. The structure is a two-bar elastic truss with a damper, and possesses geometrical non-linear stiffness. We consider the dynamic instability of its structure based on Duffing's oscillation, which shows bifurcation behavior of the homoclinic orbit. We could numerically forecast the trajectory near the invariant saddle point of homoclinic bifurcation on this model, and we found that it is possible to solve dynamic bifurcation and strange attractors (chaos) on this non-linear structure. On this truss, we could investigate the dynamic stability of the strange attractor using Lyapunov exponents under the frequency and/or the amplitude parameter of periodic load.     

Chaotic behavior in the nonlinear elastic beam

The dynamic response of the non-linear elastic simply supported beam subjected to axial forces and transverse periodic load is studied. Melnikov method is used to consider the dynamic behavior of the system whose post-buckling path is steady. The effect of the higher order terms in the controlling equation is taken into account. It is found that the fifth-order terms have a great influence on the dynamic behavior of the system. The result shows that there exist either homoclinic orbits or heteroclinic orbits in the system. In this paper, the critical values of the system entering chaotic states are given. The diagram of an example is shown. The project is supported by the National Natural Sciences Foundation of China.