Renormalization and Periodic Orbits¶for Hamiltonian Flows

We consider a renormalization group transformation for analytic Hamiltonians in two or more dimensions, and use this transformation to construct invariant tori, as well as sequences of periodic orbits with rotation vectors approaching that of the invariant torus. The construction of periodic and quasiperiodic orbits is limited to near-integrable Hamiltonians. But as a first step toward a non-perturbative analysis, we extend the domain of to include any Hamiltonian for which a certain non-resonance condition holds. Received: 5 October 1999 / Accepted: 2 February 2000     

Lower-Dimensional Invariant Tori for Perturbations of a Class of Non-convex Hamiltonian Functions

We consider a class of quasi-integrable Hamiltonian systems obtained by adding to a non-convex Hamiltonian function of an integrable system a perturbation depending only on the angle variables. We focus on a resonant maximal torus of the unperturbed system, foliated into a family of lower-dimensional tori of codimension 1, invariant under a quasi-periodic flow with rotation vector satisfying some mild Diophantine condition. We show that at least one lower-dimensional torus with that rotation vector always exists also for the perturbed system. The proof is based on multiscale analysis and resummation procedures of divergent series. A crucial role is played by suitable symmetries and cancellations, ultimately due to the Hamiltonian structure of the system.     

Exponentially Small Splitting of Separatrices Under Fast Quasiperiodic Forcing

We consider fast quasiperiodic perturbations with two frequencies (1/ɛ,γ/$epsiv;) of a pendulum, where γ is the golden mean number. The complete system has a two-dimensional invariant torus in a neighbourhood of the saddle point. We study the splitting of the three-dimensional invariant manifolds associated to this torus. Provided that the perturbation amplitude is small enough with respect to ɛ, and some of its Fourier coefficients (the ones associated to Fibonacci numbers), are separated from zero, it is proved that the invariant manifolds split and that the value of the splitting, which turns out to be exponentially small with respect to ɛ, is correctly predicted by the Melnikov function. Received: 19 February 1996 / Accepted: 14 February 1997     

Renormalization-group analysis for the transition to chaos in Hamiltonian systems

We study the stability of Hamiltonian systems in classical mechanics with two degrees of freedom by renormalization-group methods. One of the key mechanisms of the transition to chaos is the break-up of invariant tori, which plays an essential role in the large scale and long-term behavior. The aim is to determine the threshold of break-up of invariant tori and its mechanism. The idea is to construct a renormalization transformation as a canonical change of coordinates, which deals with the dominant resonances leading to qualitative changes in the dynamics. Numerical results show that this transformation is an efficient tool for the determination of the threshold of the break-up of invariant tori for Hamiltonian systems with two degrees of freedom. The analysis of this transformation indicates that the break-up of invariant tori is a universal mechanism. The properties of invariant tori are described by the renormalization flow. A trivial attractive set of the renormalization transformation characterizes the Hamiltonians that have a smooth invariant torus. The set of Hamiltonians that have a non-smooth invariant torus is a fractal surface. This critical surface is the stable manifold of a single strange set encompassing all irrational frequencies. This hyperbolic strange set characterizes the Hamiltonians that have an invariant torus at the threshold of the break-up. From the critical strange set, one can deduce the critical properties of the tori (self-similarity, universality classes).     

Generalized Winding Number of a Dynamical System

The generalized winding number of the BW model system stimulated by a periodic current is studied in this letter. As long as the attractors lie on the invariant torus, the winding number diagram shows the well-known devil's staircases scenario. When the system transits to chaotic state, the winding number becomes irregular.     

On the Persistence of Invariant Curves for Fibered Holomorphic Transformations

We consider the problem of the persistence of invariant curves for analytical fibered holomorphic transformations. We define a fibered rotation number associated to an invariant curve. We show that an invariant curve with a prescribed fibered rotation number persists under small perturbations on the dynamics provided that the pair of rotation numbers verifies a Brjuno type arithmetical condition. Nevertheless, an extra complex parameter is added to the problem and the persistence becomes a one-complex codimension property.     

Border collision route to quasiperiodicity: Numerical investigation and experimental confirmation

Numerical studies of higher-dimensional piecewise-smooth systems have recently shown how a torus can arise from a periodic cycle through a special type of border-collision bifurcation. The present article investigates this new route to quasiperiodicity in the two-dimensional piecewise-linear normal form map. We have obtained the chart of the dynamical modes for this map and showed that border-collision bifurcations can lead to the birth of a stable closed invariant curve associated with quasiperiodic or periodic dynamics. In the parameter regions leading to the existence of an invariant closed curve, there may be transitions between an ergodic torus and a resonance torus, but the mechanism of creation for the resonance tongues is distinctly different from that observed in smooth maps. The transition from a stable focus point to a resonance torus may lead directly to a new focus of higher periodicity, e.g., a period-5 focus. This article also contains a discussion of torus destruction via a homoclinic bifurcation in the piecewise-linear normal map. Using a dc-dc converter with two-level control as an example, we report the first experimental verification of the direct transition to quasiperiodicity through a border-collision bifurcation.     

A five-dimensional truncation of the plane incompressible Navier-Stokes equations

A five-modes truncation of the Navier-Stokes equations for a two dimensional incompressible fluid on a torus is considered. A computer analysis shows that for a certain range of the Reynolds number the system exhibits a stochastic behaviour, approached through an involved sequence of bifurcations.Partially supported by G.N.F.M., C.N.R.     

Geometry of two dimensional tori in phase space: Projections,sections and the Wigner function

The invariant manifolds (or “classical eigenstates”) in the phase space of bound integrable dynamical systems are known to be tori. Sections and projections of general, and special, two dimensional tori in four dimensional phase space are considered. Particular attention is paid to the families of projections accessed by linear canonical transformation since these can (in a certain sense) be considered to be different views of the same torus. The Wigner phase space representation of the corresponding semiclassical quantum eigenstate for a torus of any dimensionality is examined following the analysis of M. V. Berry (Phil. Trans. Roy. Soc.287 (1977), 237) for one dimensional tori. In this, the value of the semiclassical Wigner function at any phase space point depends on the behaviour of the chords of the torus centred on that point. It is found that for a two dimensional torus the number of such chords is always even. The three dimensional surfaces across which the number of chords changes constitute a (double) fold catastrophe on which the function oscillates with large amplitude. On the torus manifold itself this “Wigner caustic” generally exhibits a hyperbolic umbilic singularity (possibly interspersed with elliptic regions). At special lines and points on the torus, however, higher catastrophes up to E₈ are generic.     

Weakly Mixing Invariant Tori of Hamiltonian Systems

We note that every finite or infinite dimensional real-analytic Hamiltonian system with a quasi-periodic invariant KAM torus of finite dimension d≥ 2 can be perturbed in such a way that the new real-analytic Hamiltonian system has a weakly mixing invariant torus of the same dimension. Received: 24 April 1998/ Accepted: 14 January 1999     

Superexponential stability of KAM tori

We study the dynamics in the neighborhood of an invariant torus of a nearly integrable system. We provide an upper bound to the diffusion speed, which turns out to be of superexponentially small size exp[-exp(1/)], being the distance from the invariant torus. We also discuss the connection of this result with the existence of many invariant tori close to the considered one.     

A seven-mode truncation of the plane incompressible Navier-Stokes equations

A model obtained by a seven-mode truncation of the Navier-Stokes equations for a two-dimensional incompressible fluid on a torus is studied. This model, extending a previously studied five-mode one, exhibits a very rich and varied phenomenology including some remarkable properties of hysteresis (i.e., coexistence of attractors). A stochastic behavior is found for high values of the Reynolds number, when no stable fixed points, closed orbits, or tori are present.     

Direct transition from a stable equilibrium to quasiperiodicity in non-smooth systems

The purpose of this Letter is to show how a border-collision bifurcation in a piecewise-smooth dynamical system can produce a direct transition from a stable equilibrium point to a two-dimensional invariant torus. Considering a system of nonautonomous differential equations describing the behavior of a power electronic DC/DC converter, we first determine the chart of dynamical modes and show that there is a region of parameter space in which the system has a single stable equilibrium point. Under variation of the parameters, this equilibrium may collide with a discontinuity boundary between two smooth regions in phase space. When this happens, one can observe a number of different bifurcation scenarios. One scenario is the continuous transformation of the stable equilibrium into a stable period-1 cycle. Another is the transformation of the stable equilibrium into an unstable period-1 cycle with complex conjugate multipliers, and the associated formation of a two-dimensional (ergodic or resonant) torus.     

Renormalization and destruction of 1/gamma2 tori in the standard nontwist map

Extending the work of del-Castillo-Negrete, Greene, and Morrison [Physica D 91, 1 (1996); 100, 311 (1997)] on the standard nontwist map, the breakup of an invariant torus with winding number equal to the inverse golden mean squared is studied. Improved numerical techniques provide the greater accuracy that is needed for this case. The new results are interpreted within the renormalization group framework by constructing a renormalization operator on the space of commuting map pairs, and by studying the fixed points of the so constructed operator.     

An elementary model of torus canards

We study the recently observed phenomena of torus canards. These are a higher-dimensional generalization of the classical canard orbits familiar from planar systems and arise in fast-slow systems of ordinary differential equations in which the fast subsystem contains a saddle-node bifurcation of limit cycles. Torus canards are trajectories that pass near the saddle-node and subsequently spend long times near a repelling branch of slowly varying limit cycles. In this article, we carry out a study of torus canards in an elementary third-order system that consists of a rotated planar system of van der Pol type in which the rotational symmetry is broken by including a phase-dependent term in the slow component of the vector field. In the regime of fast rotation, the torus canards behave much like their planar counterparts. In the regime of slow rotation, the phase dependence creates rich torus canard dynamics and dynamics of mixed mode type. The results of this elementary model provide insight into the torus canards observed in a higher-dimensional neuroscience model.     

Lie-optics, geometrical phase and nonlinear dynamics of self-focusing and soliton evolution in a plasma

It is useful to state propagation laws for a self-focusing laser beam or a soliton in group-theoretical form to be called Lie-optical form for being able to predict self-focusing dynamics conveniently and amongst other things, the geometrical phase. It is shown that the propagation of the gaussian laser beam is governed by a rotation group in a non-absorbing medium and by the Lorentz group in an absorbing medium if the additional symmetry of paraxial propagation is imposed on the laser beam. This latter symmetry, however, needs care in its implementation because the electromagnetic wave of the laser sees a different refractive index profile than the laboratory observer in this approximation. It is explained how to estimate this non-Taylor paraxial power series approximation. The group theoretical laws so-stated are used to predict the geometrical or Berry phase of the laser beam by a technique developed by one of us elsewhere. The group-theoretical Lie-optic (or ABCD) laws are also useful in predicting the laser behavior in a more complex optical arrangement like in a laser cavity etc. The nonlinear dynamical consequences of these laws for long distance (or time) predictions are also dealt with. Ergodic dynamics of an ensemble of laser beams on the torus during absorptionless self-focusing is discussed in this context. From the point of view of new physics concepts, we introduce a stroboscopic invariant torus and a stroboscopic generating function in classical mechanics that is useful for long-distance predictions of absorptionless self-focusing.     

Sequences of infinite bifurcations and turbulence in a five-mode truncation of the Navier-Stokes equations

Two infinite sequences of orbits leading to turbulence in a five-mode truncation of the Navier-Stokes equations for a 2-dimensional incompressible fluid on a torus are studied in detail. Their compatibility with Feigenbaum's theory of universality in certain infinite sequences of bifurcations is verified and some considerations on their asymptotic behavior are inferred. An analysis of the Poincaré map is performed, showing how the turbulent behavior is approached gradually when, with increasing Reynolds number, no stable fixed point or periodic orbit is present and all the unstable ones become more and more unstable, in close analogy with the Lorenz model.     

Fractal properties of critical invariant curves

We examine the dimension of the invariant measure for some singular circle homeomorphisms for a variety of rotation numbers, through both the thermodynamic formalism and numerical computation. The maps we consider include those induced by the action of the standard map on an invariant curve at the critical parameter value beyond which the curve is destroyed. Our results indicate that the dimension is universal for a given type of singularity and rotation number, and that among all rotation numbers, the golden mean produces the largest dimension.     

The Poincaré-Lyapounov-Nekhoroshev theorem for involutory systems of vector fields

We extend the Poincaré-Lyapounov-Nekhoroshev theorem from torus actions and invariant tori to general (non-abelian) involutory systems of vector fields and general invariant manifolds.