New open modified Newton Cotes type formulae as multilayer symplectic integrators

New modified open Newton Cotes integrators are introduced in this paper. For the new proposed integrators the connection between these new algorithms, differential methods and symplectic integrators is studied. Much research has been done on one step symplectic integrators and several of them have obtained based on symplectic geometry. However, the research on multistep symplectic integrators is very poor. Zhu et al. [1] studied the well known open Newton Cotes differential methods and they presented them as multilayer symplectic integrators. Chiou and Wu [2] studied the development of multistep symplectic integrators based on the open Newton Cotes integration methods. In this paper we introduce a new open modified numerical method of Newton Cotes type and we present it as symplectic multilayer structure. The new obtained symplectic schemes are applied for the solution of Hamilton’s equations of motion which are linear in position and momentum. An important remark is that the Hamiltonian energy of the system remains almost constant as integration proceeds. We have applied also efficiently the new proposed method to a nonlinear orbital problem and an almost periodic orbital problem.     

Applications of the odd symplectic group in Hamiltonian systems

In this paper we give two applications of the odd symplectic group to the study of the linear Poincaré maps of a periodic orbits of a Hamiltonian vector field, which cannot be obtained using the standard symplectic theory. First we look at the geodesic flow. We show that the period of the geodesic is a noneigenvalue modulus of the conjugacy class in the odd symplectic group of the linear Poincaré map. Second, we study an example of a family of periodic orbits, which forms a folded Robinson cylinder. The stability of this family uses the fact that the unipotent odd symplectic Poincaré map at the fold has a noneigenvalue modulus.     

Rigorous Computer-Assisted Application of KAM Theory: A Modern Approach

In this paper, we present and illustrate a general methodology to apply KAM theory in particular problems, based on an a posteriori approach. We focus on the existence of real analytic quasi-periodic Lagrangian invariant tori for symplectic maps. The purpose is to verify the hypotheses of a KAM theorem in an a posteriori format: Given a parameterization of an approximately invariant torus, we have to check non-resonance (Diophantine) conditions, non-degeneracy conditions and certain inequalities to hold. To check such inequalities, we require to control the analytic norm of some functions that depend on the map, the ambient structure and the parameterization. To this end, we propose an efficient computer-assisted methodology, using fast Fourier transform, having the same asymptotic cost of using the parameterization method for obtaining numerical approximations of invariant tori. We illustrate our methodology by proving the existence of invariant curves for the standard map (up to \(\varepsilon =0.9716\)), meandering curves for the non-twist standard map and 2-dimensional tori for the Froeschlé map.     

Flip bifurcations of an SIR epidemic model with birth pulse and pulse vaccination

In this paper, we study an SIR epidemic model with birth pulse and pulse vaccination. We present a new constructor method of Poincaré maps. Using this method, we construct a Poincaré map. However, for this Poincaré map, we can’t directly use the bifurcation theorem to discuss the existence of flip bifurcations. We use a new method to investigate the existence of flip bifurcations. We establish that the system undergoes flip bifurcation when the maximum birth rate passes some critical values. Furthermore, some numerical simulations are given to illustrate our results.     

Closed Newton–Cotes trigonometrically-fitted formulae of high order for long-time integration of orbital problems

The connection between closed Newton–Cotes, trigonometrically-fitted differential methods and symplectic integrators is studied in this paper. Several one-step symplectic integrators have been obtained based on symplectic geometry, as is shown in the literature. However, the study of multi-step symplectic integrators is very limited. The well-known open Newton–Cotes differential methods are presented as multilayer symplectic integrators by Zhu et al. [W. Zhu, X. Zhao, Y. Tang, Journal of Chem. Phys. 104 (1996), 2275]. The construction of multi-step symplectic integrators based on the open Newton–Cotes integration methods is investigated by Chiou and Wu [J.C. Chiou, S.D. Wu, Journal of Chemical Physics 107 (1997), 6894]. The closed Newton–Cotes formulae are studied in this paper and presented as symplectic multilayer structures. We also develop trigonometrically-fitted symplectic methods which are based on the closed Newton–Cotes formulae. We apply the symplectic schemes in order to solve Hamilton’s equations of motion which are linear in position and momentum. We observe that the Hamiltonian energy of the system remains almost constant as the integration proceeds. Finally we apply the new developed methods to an orbital problem in order to show the efficiency of this new methodology.     

Efficient implementation of symplectic implicit Runge-Kutta schemes with simplified Newton iterations

We are concerned with the efficient implementation of symplectic implicit Runge-Kutta (IRK) methods applied to systems of Hamiltonian ordinary differential equations by means of Newton-like iterations. We pay particular attention to time-symmetric symplectic IRK schemes (such as collocation methods with Gaussian nodes). For an s-stage IRK scheme used to integrate a \(\dim \)-dimensional system of ordinary differential equations, the application of simplified versions of Newton iterations requires solving at each step several linear systems (one per iteration) with the same \(s\dim \times s\dim \) real coefficient matrix. We propose a technique that takes advantage of the symplecticity of the IRK scheme to reduce the cost of methods based on diagonalization of the IRK coefficient matrix. This is achieved by rewriting one step of the method centered at the midpoint on the integration subinterval and observing that the resulting coefficient matrix becomes similar to a skew-symmetric matrix. In addition, we propose a C implementation (based on Newton-like iterations) of Runge-Kutta collocation methods with Gaussian nodes that make use of such a rewriting of the linear system and that takes special care in reducing the effect of round-off errors. We report some numerical experiments that demonstrate the reduced round-off error propagation of our implementation.     

P-stable exponentially-fitted Obrechkoff methods of arbitrary order for second-order differential equations

We consider the construction of P-stable exponentially-fitted symmetric two-step Obrechkoff methods for solving second order differential equations related to an initial value problem. Our approach is based on two ideas: for the exponential fitting, we follow the ideas of Ixaru and Vanden Berghe; for the P-stability we introduce exponentially-fitted Padé approximants to the exponential function. By combining these two ideas, we are able to construct P-stable methods of arbitrary (even) order.     

Geometric properties of the scattering map of a normally hyperbolic invariant manifold

Given a normally hyperbolic invariant manifold Λ for a map f, whose stable and unstable invariant manifolds intersect transversally, we consider its associated scattering map. That is, the map that, given an asymptotic orbit in the past, gives the asymptotic orbit in the future.We show that when f and Λ are symplectic (respectively exact symplectic) then, the scattering map is symplectic (respectively exact symplectic). Furthermore, we show that, in the exact symplectic case, there are extremely easy formulas for the primitive function, which have a variational interpretation as difference of actions.We use this geometric information to obtain efficient perturbative calculations of the scattering map using deformation theory. This perturbation theory generalizes and extends several results already obtained using the Melnikov method. Analogous results are true for Hamiltonian flows. The proofs are obtained by geometrically natural methods and do not involve the use of particular coordinate systems, hence the results can be used to obtain intersection properties of objects of any type.We also reexamine the calculation of the scattering map in a geodesic flow perturbed by a quasi-periodic potential. We show that the geometric theory reproduces the results obtained in [Amadeu Delshams, Rafael de la Llave, Tere M. Seara, Orbits of unbounded energy in quasi-periodic perturbations of geodesic flows, Adv. Math. 202 (1) (2006) 64-188] using methods of fast-slow systems. Moreover, the geometric theory allows to compute perturbatively the dependence on the slow variables, which does not seem to be accessible to the previous methods.     

Chaos in singular systems

In this paper we consider singular systems of differential equations and we show that, under right conditions, the Poincaré map associated to those systems, and not just a suitable iterate, behaves chaotically. We use the notion of exponential dichotomies to prove the existence of a transverse homoclinic orbit of our system and after use the shadow lemma to show that the Poincaré map associated to its topologically conjugate to the Bernouilli shift on a set of two symbols. Entrata in Redazione il 3 aprile 1997 e, in versione riveduta, il 30 ottobre 1997.     

Preservation and destruction of periodic orbits by symplectic integrators

We investigate what happens to periodic orbits and lower-dimensional tori of Hamiltonian systems under discretisation by a symplectic one-step method where the system may have more than one degree of freedom. We use an embedding of a symplectic map in a quasi-periodic non-autonomous flow and a KAM result of Jorba and Villaneuva (J Nonlinear Sci 7:427–473, 1997) to show that periodic orbits persist in the new flow, but with slightly perturbed period and an additional degree of freedom when the map is non-resonant with the periodic orbit. The same result holds for lower-dimensional tori with more degrees of freedom. Numerical experiments with the two degree of freedom Hénon–Heiles system are used to show that in the case where the method is resonant with the periodic orbit, the orbit is destroyed and replaced by two invariant sets of periodic points—analogous to what is understood for one degree of freedom systems.     

Composition methods in the presence of small parameters

We derive numerical methods for arbitrary small perturbations of exactly solvable differential equations. The methods, based in one instance on Gaussian quadrature, are symplectic if the system is Hamiltonian and are asymptotically more accurate than previously known methods.     

On extensions of a symplectic class

Let F be a fibration on a simply-connected base with symplectic fiber (M,ω). Assume that the fiber is nilpotent and T2k-separable for some integer k or a nilmanifold. Then our main theorem, Theorem 1.8, gives a necessary and sufficient condition for the cohomology class [ω] to extend to a cohomology class of the total space of F. This allows us to describe Thurston?s criterion for a symplectic fibration to admit a compatible symplectic form in terms of the classifying map for the underlying fibration. The obstruction due to Lalond and McDuff for a symplectic bundle to be Hamiltonian is also rephrased in the same vein. Furthermore, with the aid of the main theorem, we discuss a global nature of the set of the homotopy equivalence classes of fibrations with symplectic fiber in which the class [ω] is extendable.     

Pseudochaotic dynamics near global periodicity

In this paper, we study a piecewise linear version of kicked oscillator model: saw-tooth map. A special case of global periodicity, in which every phase point belongs to a periodic orbit, is presented. With few analytic results known for the corresponding map on torus, we numerically investigate transport properties and statistical behavior of Poincaré recurrence time in two cases of deviation from global periodicity. A non-KAM behavior of the system, as well as subdiffusion and superdiffusion, are observed through numerical simulations. Statistics of Poincaré recurrences shows Kac lemma is valid in the system and there is a relation between the transport exponent and the Poincaré recurrence exponent. We also perform careful numerical computation of capacity, information and correlation dimensions of the so-called exceptional set in both cases. Our results show that the fractal dimension of the exceptional set is strictly less than 2 and that the fractal structures are unifractal rather than multifractal.     

Limit-cycle-like control for 2-dimensional discrete-time nonlinear control systems and its application to the Hénon map

In this paper, a control method that generates a desired limit-cycle-like behavior for a 2-dimensional discrete-time nonlinear control system is discussed. First, we define some notations and state the problem formulation. Next, a necessary and sufficient condition of existence of a control input that realizes a desired limit-cycle-like behavior is shown. We then derive a control algorithm to solve the problem on generating limit-cycle-like behaviors, and a modification of the algorithm is also shown. Finally, we apply the two types of algorithms to a chaotic system, the Hénon map, in order to indicate the availability of the proposed method. In addition, by using the control method, we also consider a stabilization problem for the Hénon map.     

Canonical B-series

Summary. B-series provide a powerful general tool to express numerical methods for differential equations. Many differential equations are of Hamiltonian form and there has been much recent interest in constructing so-called canonical or symplectic integrators for the Hamiltonian case. In this paper we provide a necessary and sufficient condition for a B-series to correspond to a canonical method. Received March 15, 1993     

Picone type identities and definiteness of quadratic functionals on time scales

In this paper we derive a new sufficient condition for the nonnegativity of time scale quadratic functionals associated to time scale symplectic systems. To establish this result, a new global Picone formula is derived. Another proof of a special case of the result is shown to be obtained via a Sturmian comparison technique. Furthermore, we derive several new Picone type identities which, in particular, do not impose a certain delta-differentiability assumption, and we survey known ones from the literature. The results in this paper complete our earlier work on the definiteness of a time scale quadratic functional in terms of its corresponding time scale symplectic system.     

Index-aware model order reduction for differential-algebraic equations

We introduce a model order reduction (MOR) procedure for differential-algebraic equations, which is based on the intrinsic differential equation contained in the starting system and on the remaining algebraic constraints. The decoupling procedure in differential and algebraic part is based on the projector and matrix chain which leads to the definition of tractability index. The differential part can be reduced by using any MOR method, we use Krylov-based projection methods to illustrate our approach. The reduction on the differential part induces a reduction on the algebraic part. In this paper, we present the method for index-1 differential-algebraic equations. We implement numerically this procedure and show numerical evidence of its validity.     

Nonclassical Symmetries and the Singular Manifold Method: Theory and Six Examples

In this paper we discuss a new approach to the relationship between integrability and symmetries of a nonlinear partial differential equation. The method is based heavily on ideas using both the Painlevé property and the singular manifold analysis, which is of outstanding importance in understanding the concept of integrability of a given partial differential equation. In our examples we show that the solutions of the singular manifold possess Lie point symmetries that correspond precisely to the so-called nonclassical symmetries. We also point out the connection between the singular manifold method and the direct method of Clarkson and Kruskal. Here the singular manifold is a function of its reduced variable. Although the Painlevé property plays an essential role in our approach, our method also holds for equations exhibiting only the conditional Painlevé property. We offer six full examples of how our method works for the six equations, which we believe cover all possible cases.     

The existence of symplectic general linear methods

We derive a criterion that any general linear method must satisfy if it is symplectic. It is shown, by considering the method over several steps, that the satisfaction of this condition leads to a reducibility in the method. Linking the symplectic criterion here to that for Runge–Kutta methods, we demonstrate that a general linear method is symplectic only if it can be reduced to a method with a single input value.      

Global exponential stability of Hopfield neural networks with distributed delays

In this paper, dynamical behaviors of Hopfield neural networks system with distributed delays were studied. By using contraction mapping principle and differential inequality technique, a sufficient condition was obtained to ensure the existence uniqueness and global exponential stability of the equilibrium point for the model. Here we point out that our methods, which are different from previous known results, base on the contraction mapping principle and inequality technique. Two remarks were also worked out to demonstrate the advantage of our results.