A theory for n-dimensional nonlinear dynamics on continuous vector fields

This paper systematically presents a theory for n-dimensional nonlinear dynamics on continuous vector fields. In this paper, a different view to look into the fundamental theory in dynamics is presented. The ideas presented herein are less formal and rigorous in an informal and lively manner. The ideas may give some inspirations in the field of nonlinear dynamics. The concepts of local and global flows are introduced to interpret the complexity of flows in nonlinear dynamic systems. Further, the global tangency and transversality of flows to the separatrix surface in nonlinear dynamical systems are discussed, and the corresponding necessary and sufficient conditions for such global tangency and transversality are presented. The ε-domains of flows in phase space are introduced from the first integral manifold surface. The domain of chaos in nonlinear dynamic systems is also defined, and such a domain is called a chaotic layer or band. The first integral quantity increment is introduced as an important quantity. Based on different reference surfaces, all possible expressions for the first integral quantity increment are given. The stability of equilibriums and periodic flows in nonlinear dynamical systems are discussed through the first integral quantity increment. Compared to the Lyapunov stability conditions, the weak stability conditions for equilibriums and periodic flows are developed. The criteria for resonances in the stochastic and resonant, chaotic layers are developed via the first integral quantity increment. To discuss the complexity of flows in nonlinear dynamical systems, the first integral manifold surface is used as a reference surface to develop the mapping structures of periodic and chaotic flows. The invariant set fragmentation caused by the grazing bifurcation is discussed. The global grazing bifurcation is a key to determine the global transversality to the separatrix. The local grazing bifurcation on the first integral manifold surface in a single domain without separatrix is a mechanism for the transition from one resonant periodic flow to another one. Such a transition may occur through chaos. The global grazing bifurcation on the separatrix surface may imply global chaos. The complexity of the global chaos is measured by invariant sets on the separatrix surface. The invariant set fragmentation of strange attractors on the separatrix surface is central to investigate the complexity of the global chaotic flows in nonlinear dynamical systems. Finally, the theory developed herein is applied to perturbed nonlinear Hamiltonian systems as an example. The global tangency and tranversality of the perturbed Hamiltonian are presented. The first integral quantity increment (or energy increment) for 2n-dimensional perturbed nonlinear Hamiltonian systems is developed. Such an energy increment is used to develop the iterative mapping relation for chaos and periodic motions in nonlinear Hamiltonian systems. Especially, the first integral quantity increment (or energy increment) for two-dimensional perturbed nonlinear Hamiltonian systems is derived, and from the energy increment, the Melnikov function is obtained under a certain perturbation approximation. Because of applying the perturbation approximation, the Melnikov function only can be used for a rough estimate of the energy increment. Such a function cannot be used to determine the global tangency and transversality to the separatrix surface. The global tangency and transversality to the separatrix surface only can be determined by the corresponding necessary and sufficient conditions rather than the first integral quantity increment. Using the first integral quantity increment, limit cycles in two-dimensional nonlinear systems is discussed briefly. The first integral quantity of any n-dimensional nonlinear dynamical system is very crucial to investigate the corresponding nonlinear dynamics. The theory presented in this paper needs to be further developed and to be treated more rigorously in mathematics.     

Ergodicity in infinite Hamiltonian systems with conservative noise

Summary. We study the stationary measures of an infinite Hamiltonian system of interacting particles in ℝ ³ subject to a stochastic local perturbation conserving energy and momentum. We prove that the translation invariant measures that are stationary for the deterministic Hamiltonian dynamics, reversible for the stochastic dynamics, and with finite entropy density, are convex combination of “Gibbs” states. This result implies hydrodynamic behavior for the systems under consideration. Received: 17 December 1994/In revised form: 12 April 1996     

Ordered K-groups associated to substitutional dynamics

The Matsumoto K₀-group is an interesting invariant of flow equivalence for symbolic dynamical systems. Because of its origin as the K-theory of a certain C^∗-algebra, which is also a flow invariant, this group comes equipped with a flow invariant order structure. We emphasize this order structure and demonstrate how methods from operator algebra and symbolic dynamics combine to allow a computation of it in certain cases, including Sturmian and primitive substitutional shifts. In the latter case we show by example that the ordered group is a strictly finer invariant than the group itself.     

One family of conformally Hamiltonian systems

We propose a method for constructing conformally Hamiltonian systems of dynamical equations whose invariant measure arises from the Hamiltonian equations of motion after a change of variables including a change of time. As an example, we consider the Chaplygin problem of the rolling ball and the Veselova system on the Lie algebra e*(3) and prove their complete equivalence.     

Resonances, radiation damping and instabilitym in Hamiltonian nonlinear wave equations

We consider a class of nonlinear Klein-Gordon equations which are Hamiltonian and are perturbations of linear dispersive equations. The unperturbed dynamical system has a bound state, a spatially localized and time periodic solution. We show that, for generic nonlinear Hamiltonian perturbations, all small amplitude solutions decay to zero as time tends to infinity at an anomalously slow rate. In particular, spatially localized and time-periodic solutions of the linear problem are destroyed by generic nonlinear Hamiltonian perturbations via slow radiation of energy to infinity. These solutions can therefore be thought of as metastable states. The main mechanism is a nonlinear resonant interaction of bound states (eigenfunctions) and radiation (continuous spectral modes), leading to energy transfer from the discrete to continuum modes. This is in contrast to the KAM theory in which appropriate nonresonance conditions imply the persistence of invariant tori. A hypothesis ensuring that such a resonance takes place is a nonlinear analogue of the Fermi golden rule, arising in the theory of resonances in quantum mechanics. The techniques used involve: (i) a time-dependent method developed by the authors for the treatment of the quantum resonance problem and perturbations of embedded eigenvalues, (ii) a generalization of the Hamiltonian normal form appropriate for infinite dimensional dispersive systems and (iii) ideas from scattering theory. The arguments are quite general and we expect them to apply to a large class of systems which can be viewed as the interaction of finite dimensional and infinite dimensional dispersive dynamical systems, or as a system of particles coupled to a field. Oblatum: 6-XI-1998 & 12-VI-1998 / Published online: 14 January 1999     

Conservation laws and symmetries of semilinear radial wave equations

Classifications of symmetries and conservation laws are presented for a variety of physically and analytically interesting wave equations with power nonlinearities in n spatial dimensions: a radial hyperbolic equation, a radial Schrödinger equation and its derivative variant, and two proposed radial generalizations of modified Korteweg-de Vries equations, as well as Hamiltonian variants. The mains results classify all admitted local point symmetries and all admitted local conserved densities depending on up to first order spatial derivatives, including any that exist only for special powers or dimensions. All such cases for which these wave equations admit, in particular, dilational energies or conformal energies and inversion symmetries are determined. In addition, potential systems arising from the classified conservation laws are used to determine nonlocal symmetries and nonlocal conserved quantities admitted by these equations. As illustrative applications, a discussion is given of energy norms, conserved Hs norms, critical powers for blow-up solutions, and one-dimensional optimal symmetry groups for invariant solutions.     

A nonlinear Hamiltonian structure for the Euler equations

The Euler equations for inviscid incompressible fluid flow have a Hamiltonian structure in Eulerian coordinates, the Hamiltonian operator, though, depending on the vorticity. Conservation laws arise from two sources. One parameter symmetry groups, which are completely classified, yield the invariance of energy and linear and angular momenta. Degeneracies of the Hamiltonian operator lead in three dimensions to the total helicity invariant and in two dimensions to the area integrals reflecting the point-wise conservation of vorticity. It is conjectured that no further conservation laws exist, indicating that the Euler equations are not completely integrable, in particular, do not have soliton-like solutions.     

Energy criterion of global existence for energy-critical Schrödinger equations with subcritical perturbations

We present a variational approach to study the energy-critical Schrödinger equations with subcritical perturbations. Through analysing the Hamiltonian property we establish two types of invariant evolution flows, and derive a new sharp energy criterion for blowup of solutions for the equation. Furthermore, we answer the question: how small are the initial data such that the solutions of this equation are bounded in H ¹(R ^N )?     

Gauge invariance and implementability of the S-operator for spin-0 and spin-12 particles in time-dependent external fields

It is proved that the classical S-operator for relativistic spin-0 and spin-$\text{1}\text{2}$ particles in time-dependent external fields is gauge invariant, and that S_+- and S_?+ are entire functions of the coupling constant in the Hilbert-Schmidt norm. As a result the Fock space S-operator exists for any real value of the coupling constant, and is gauge invariant. The external fields and the gauge function are assumed to be real-valued resp. complex-valued functions in S(R⁴).     

Linearization of class C for contractions on Banach spaces

In this work we prove a C¹-linearization result for contraction diffeomorphisms, near a fixed point, valid in infinite-dimensional Banach spaces. As an intermediate step, we prove a specific result of existence of invariant manifolds, which can be interesting by itself and that was needed on the proof of our main theorem. Our results essentially generalize some classical results by P. Hartman in finite dimensions, and a result of Mora-Sola-Morales in the infinite-dimensional case. It is shown that the result can be applied to some abstract systems of semilinear damped wave equations.     

Well-posedness of modified Camassa-Holm equations

The Camassa-Holm equation can be viewed as the geodesic equation on some diffeomorphism group with respect to the invariant H¹ metric. We derive the geodesic equations on that group with respect to the invariant Hk metric, which we call the modified Camassa-Holm equation, and then study the well-posedness and dynamics of a modified Camassa-Holm equation on the unit circle S, which has some significant difference from that of Camassa-Holm equation, e.g., it does not admit finite time blowup solutions.     

Asymptotic stability of ground states in 2D nonlinear Schrödinger equation including subcritical cases

We consider a class of nonlinear Schrödinger equations in two space dimensions with an attractive potential. The nonlinearity is local but rather general encompassing for the first time both subcritical and supercritical (in L²) nonlinearities. We study the asymptotic stability of the nonlinear bound states, i.e. periodic in time localized in space solutions. Our result shows that all solutions with small initial data, converge to a nonlinear bound state. Therefore, the nonlinear bound states are asymptotically stable. The proof hinges on dispersive estimates that we obtain for the time-dependent, Hamiltonian, linearized dynamics around a carefully chosen one-parameter family of bound states that “shadows” the nonlinear evolution of the system. Due to the generality of the methods we develop we expect them to extend to the case of perturbations of large bound states and to other nonlinear dispersive wave type equations.     

Invariant tori for commuting Hamiltonian PDEs

We generalize to some PDEs a theorem by Eliasson and Nekhoroshev on the persistence of invariant tori in Hamiltonian systems with r integrals of motion and n degrees of freedom, r?n. The result we get ensures the persistence of an r-parameter family of r-dimensional invariant tori. The parameters belong to a Cantor-like set. The proof is based on the Lyapunov-Schmidt decomposition and on the standard implicit function theorem. Some of the persistent tori are resonant. We also give an application to the nonlinear wave equation with periodic boundary conditions on a segment and to a system of coupled beam equations. In the first case we construct 2-dimensional tori, while in the second case we construct 3-dimensional tori.     

Hamiltonian formulation of energy conservative variational equations by wavelet expansion

Hamiltonian formulation of various energy conservative evolution equations is given by means of wavelet expansion of solutions on the whole real axis R. The KdV equation, wave equations and Schrödinger equations are treated in a unified similar manner. A matrix representation of operators with respect to a nice wavelet base plays an important role in the formulation. Since the procedure is very concrete, our results can be used to efficiently compute numerical solutions of partial differential equations described in the text. In fact, we may also use symplectic schemes to solve derived Hamiltonian systems.     

Knauf’s degree and monodromy in planar potential scattering

We consider Hamiltonian systems on (T*?², dq ∧ dp) defined by a Hamiltonian function H of the “classical” form H = p ²/2 + V(q). A reasonable decay assumption V(q) → 0, ‖q‖ → ∞, allows one to compare a given distribution of initial conditions at t = ?∞ with their final distribution at t = +∞. To describe this Knauf introduced a topological invariant deg(E), which, for a nontrapping energy E > 0, is given by the degree of the scattering map. For rotationally symmetric potentials V(q) = W(‖q‖), scattering monodromy has been introduced independently as another topological invariant. In the present paper we demonstrate that, in the rotationally symmetric case, Knauf’s degree deg(E) and scattering monodromy are related to one another. Specifically, we show that scattering monodromy is given by the jump of the degree deg(E), which appears when the nontrapping energy E goes from low to high values.     

Homogenization of dissipative,noisy, Hamiltonian dynamics

We study the dynamics of a class of Hamiltonian systems with dissipation, coupled to noise, in a singular (small mass) limit. We derive the homogenized equation for the position degrees of freedom in the limit, including the presence of a noise-induced drift term. We prove convergence to the solution of the homogenized equation in probability and, under stronger assumptions, in an $L^p$-norm. Applications cover the overdamped limit of particle motion in a time-dependent electromagnetic field, on a manifold with time-dependent metric, and the dynamics of nuclear matter.     

Stabilization of statistics in wave and Klein-Gordon equations with mixing. Scattering theory for infinite energy solutions

We consider wave and Klein-Gordon equations in the whole space ?ⁿ with arbitraryn≥2. We assume initial data to be homogeneous random functions in ?ⁿ with zero expectation and finite mean density of energy. Moreover, we assume initial data fit mixing condition of Ibragimov-Linnik type. We consider the distributions of the random solution at the moment of timet. The main results mean the convergence of this distribution to some Gaussian measure ast→∞. This is a central limit theorem for wave and Klein-Gordon equations. The limit Gaussian measures are invariant measures for equations considered. Corresponding stationary random solutions are ergodic and mixing in time. The results are inspired by mathematical problems of statistical physics.     

Orthogonal separable Hamiltonian systems on <Emphasis Type="Italic">T</Emphasis><Superscript>2</Superscript>

In this paper we characterize the Liouvillian integrable orthogonal separable Hamiltonian systems on T ² for a given metric, and prove that the Hamiltonian flow on any compact level hypersurface has zero topological entropy. Furthermore, by examples we show that the integrable Hamiltonian systems on T ² can have complicated dynamical phenomena. For instance they can have several families of invariant tori, each family is bounded by the homoclinic-loop-like cylinders and heteroclinic-loop-like cylinders. As we know, it is the first concrete example to present the families of invariant tori at the same time appearing in such a complicated way. This work is partially supported by the National Natural Science Foundation of China (Grant Nos. 10671123, 10231020), “Dawn” Program of Shanghai Education Comission of China (Grant No. 03SG10) and Program for New Century Excellent Tatents in University of China (Grant No. 050391)     

Equivariant normal form for nondegenerate singular orbits of integrable Hamiltonian systems

We consider an integrable Hamiltonian system with n degrees of freedom whose first integrals are invariant under the symplectic action of a compact Lie group G. We prove that the singular Lagrangian foliation associated to this Hamiltonian system is symplectically equivalent, in a G-equivariant way, to the linearized foliation in a neighborhood of a compact singular nondegenerate orbit. We also show that the nondegeneracy condition is not equivalent to the nonresonance condition for smooth systems.