Invariant Manifolds for Steady Boltzmann Flows and Applications

We develop a theory of invariant manifolds for the steady Boltzmann equation and apply it to the study of boundary layers and nonlinear waves. The steady Boltzmann equation is an infinite dimensional differential equation, so the standard center manifold theory for differential equations based on spectral information does not apply here. Instead, we employ a time-asymptotic approach using the pointwise information of Green’s function for the construction of the linear invariant manifolds. At the resonance cases when the Mach number at the far field is around one of the critical values of ?1, 0 or 1, the truly nonlinear theory arises. In such a case, there are wave patterns combining the fast decaying Knudsen-type and slow varying fluid-like waves. The key Knudsen manifolds consisting of only Knudsentype layers are constructed through delicate analysis of identifying the singular behavior around the critical Mach numbers. Around Mach number ± 1, the fluidlike waves are compressive and expansive waves; and around the Mach number 0, they are linear thermal layers. The quantitative analysis of the fluid-like waves is done using the reduction of dimensions to the center manifolds.Two-scale nonlinear dynamics based on those on the Knudsen and center manifolds are formulated for the study of the global dynamics of the combined wave patterns. There are striking bifurcations in the transition of evaporation to condensation and in the transition of the Milne’s problem with a subsonic far field to one with a supersonic far field. The analysis of these wave patterns allows us to understand the Sone Diagram for the study of the complete condensation boundary value problem. The monotonicity of the Boltzmann shock profiles, a problem that initially motivated the present study, is shown as a consequence of the quantitative analysis of the nonlinear fluid-like waves.     

Invariant sub-manifolds and modes of nonlinear autonomous systems

I.IntroductionIntheengineeringanalysis,themethodsoflinearmodeexpansionareusedtoapproximatethemotionofthenonlinearsystems(suchastheGalerkinmethods).Becauseoflackinggrounds,theresultsarenotreliable.Forthisreason,thestudiesofnonlinearmodesarouseconsiderableinterests.Buttherearemanydifficultiescausedbyitscomplexity.Manyscentistsandengineerspayattentiontothedefinitionandcomputationofnonlinearmodesthathavenotbeensolvedcompletely.Inthe60's,Rosenbergputforwardadefinitionofnonlinearmodesforconservati…     

Reduction Principle and Asymptotic Phase for Center Manifolds of Parabolic Systems with Nonlinear Boundary Conditions

We prove the reduction principle and study other attractivity properties of the center and center-unstable manifolds in the vicinity of a steady-state solution for quasilinear systems of parabolic partial differential equations with fully nonlinear boundary conditions on bounded or exterior domains.     

Stabilization of center systems via immersion and invariance

This paper considers the stabilization problem of nonlinear systems with center manifold (center systems). A new method based on (system) immersion and (manifold) invariance (I&I) is introduced to stabilize the center systems. One of the key steps is to define a target dynamics whose order should be strictly smaller than that of the system to be controlled. For the center systems, we prove that the order of the target dynamics can be equal to that of the corresponding reduced dynamics on their center manifolds. Constructing solution is given for the target dynamics of the quadratic center system with a transcritical or a Hopf control bifurcation. Illustrating examples with simulations are respectively presented to validate the proposed stabilization scheme. Supported by the National Natural Science Foundation of China (Grant No. 60674024).     

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.     

Exponential Dichotomy and Mild Solutions of Nonautonomous Equations in Banach Spaces

We prove that the exponential dichotomy of a strongly continuous evolution family on a Banach space is equivalent to the existence and uniqueness of continuous bounded mild solutions of the corresponding inhomogeneous equation. This result addresses nonautonomous abstract Cauchy problems with unbounded coefficients. The technique used involves evolution semigroups. Some applications are given to evolution families on scales of Banach spaces arising in center manifolds theory.     

Invariant Manifolds for Nonautonomous Systems with Application to One-Step Methods

In this paper we study the existence of invariant manifolds for a special type of nonautonomous systems which arise in the study of discretization methods. According to [10], a one-step scheme of step-size for an autonomous system can be interpreted as the -flow of a perturbed nonautonomous system. The perturbation is rapidly forced in the sense that it is periodic with respect to time with period . Assuming a saddle node for the autonomous system, we prove that these rapidly forced perturbations have center manifolds which exist in a uniform neighborhood and which converge to a center manifold of the autonomous system as tends to zero. Our results are applied to obtain a smooth continuation as well as estimates of the well known center manifolds for one-step schemes. They also form the basis for studying saddle-node homoclinic orbits under discretization.     

Equivariant normal forms for neutral functional differential equations

This paper addresses the computation of equivariant normal forms for some Neutral Functional Differential Equations (NFDEs) near equilibria in the presence of symmetry. The analysis is based on the theory previously developed for autonomous retarded Functional Differential Equations (FDEs) and on the existence of center (or other invariant) manifolds. We illustrate our general results by some applications to a detailed case study of additive neurons with delayed feedback.     

Properties of Monodromic Points on Center Manifolds in {\mathbb {R}}^3 via Lie Symmetries

In this work we use Lie symmetries to investigate monodromic points on center manifolds of a singularity of an analytic vector field ${\mathcal {X}}$ in ${\mathbb {R}}^3$ . We investigate how whether the singularity is a focus or a center, is analytically normalizable or not, and is linearizable or not is reflected in the centralizer and normalizer of ${\mathcal {X}}$ .     

Approximate inertial manifolds for reaction-diffusion equations in high space dimension

The concept of approximate inertial manifolds was introduced by Foiaset al. (1987) in the case of the two-dimensional Navier-Stokes equations. These manifolds are finite dimensional smooth manifolds such that the orbits enter a very thin neighborhood of the manifold after a transient time; this concept replaces the one of inertial manifold when either an inertial manifold does not exist or its existence is not known. Our aim in this paper is to prove that approximate inertial manifolds exist for reaction-diffusion equations in high space dimension by opposition with exact inertial manifolds whose existence has only been proved in low dimension and for which nonexistence results have been obtained in space dimensionn=4.     

Numerical analysis and accurate computation of heteroclinic orbits in the case of center manifolds

In earlier papers (see the preceding paper and the references there), Doedel and the author have developed a numerical method for the computation of branches of heteroclinic orbits for a system of autonomous ordinary differential equations in ⁿ in the case that the solution approaches the fixed points exponentially. 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. Using the fact that the linearized operator of the problem is Fredholm in Banach spaces with exponential weights, the authors employed the general theory of approximation of nonlinear problems to show that the errors in the approximate solution decay exponentially with the length of the approximating interval. In this paper we extend the analysis in the preceding paper to the case of center manifolds which requires the refinement of the analysis in the preceding paper. The algorithm is applied to a model problem: the DC Josephson Junction. Computations are done using the software package AUTO.     

Smooth Stable and Unstable Manifolds for Stochastic Evolutionary Equations

Invariant manifolds are fundamental tools for describing and understanding nonlinear dynamics. In this paper, we present a theory of stable and unstable manifolds for infinite dimensional random dynamical systems generated by a class of stochastic partial differential equations. We first show the existence of Lipschitz continuous stable and unstable manifolds by the Lyapunov–Perrons method. Then, we prove the smoothness of these invariant manifolds.Dedicated to Professor Shui-Nee Chow on the occasion of his 60th birthday.     

Computer Assisted Proof of Transverse Saddle-to-Saddle Connecting Orbits for First Order Vector Fields

In this paper we introduce a computational method for proving the existence of generic saddle-to-saddle connections between equilibria of first order vector fields. The first step consists of rigorously computing high order parametrizations of the local stable and unstable manifolds. If the local manifolds intersect, the Newton–Kantorovich theorem is applied to validate the existence of a so-called short connecting orbit. If the local manifolds do not intersect, a boundary value problem with boundary values in the local manifolds is rigorously solved by a contraction mapping argument on a ball centered at the numerical solution, yielding the existence of a so-called long connecting orbit. In both cases our argument yields transversality of the corresponding intersection of the manifolds. The method is applied to the Lorenz equations, where a study of a pitchfork bifurcation with saddle-to-saddle stability is done and where several proofs of existence of short and long connections are obtained.     

The research of longtime dynamic behavior in weakly damped forced KdV equation

I.IntroductionTheKorteweg-deVries(KdV)equationul uu, u.;:=o(l.1)wasinitiallyder1vedasamodelforonedirectionallongwaterwavesofsmal1amplitudepropagatinginachannel.SincetheworkofKorteweganddeVries,ithasbeenshownthatthisequationoccursinalargevarietyofphysicals…     

二维稳定流形的自适应推进算法

稳定和不稳定流形是研究动力系统全局特性的重要工具. 一般系统的稳定和不稳定流形的曲率在全局范围内会有明显变化,应根据流形曲率的变化采用不同尺寸的网格单元计算全局流形. 然而在现有二维流形算法中,流形网格单元的尺寸在全局范围内是统一的. 为持续有效地计算全局稳定流形,提高计算网格对流形曲率变化的适应性. 本文在偏微分方程算法的基础上提出一种二维稳定流形的自适应推进算法. 该算法的基本思想是根据稳定流形曲率的变化自适应地调整网格单元的尺寸. 该算法首先在系统的稳定特征子空间中确定稳定流形的一个初始估计,该初始估计的网格单元尺寸设置为初始大小. 然后根据稳定流形网格前沿的曲率特点自适应地产生新的备选网格单元,继而根据相切性条件更新备选点的坐标,并将距离平衡点最近的备选点接受为已知点,最后更新稳定流形网格的前沿并自适应地产生新的备选网格单元,通过这个迭代过程使流形网格自适应地向前推进. 本文算法通过引入流形单元尺寸自适应,成功实现了洛伦兹流形和类球面流形的计算,并与偏微分方程算法进行了对比,结果表明自适应推进算法的流形计算单元的尺寸可在全局范围内根据流形曲率自适应地调整. 利用自适应推进算法计算二维稳定流形,可实现稳定流形的自适应推进.      

Stability for manifolds of equilibrium state of generalized Hamiltonian system with additional terms

For a generalized Hamiltonian system with additional terms, stability for the manifolds of the equilibrium state is presented. Equilibrium equations, disturbance equations and the first approximate equations of the system are given. A theorem for the stability of the manifolds of the equilibrium state of a general autonomous system is used for the generalized Hamiltonian systems with additional terms, and three propositions on the stability of the manifolds of the equilibrium state of the system are obtained. An example is given to illustrate the application of the method and results. At last, we study the stability for manifolds of the equilibrium state of the Euler equations of a rigid body subjected to external moments of force, by using of the method in this paper.     

Transversality for Cyclic Negative Feedback Systems

Transversality of stable and unstable manifolds of hyperbolic periodic trajectories is proved for monotone cyclic systems with negative feedback. Such systems in general are not in the category of monotone dynamical systems in the sense of Hirsch. Our main tool utilized in the proofs is the so-called cone of high rank. We further show that stable and unstable manifolds between a hyperbolic equilibrium and a hyperbolic periodic trajectory, or between two hyperbolic equilibria with different dimensional unstable manifolds also intersect transversely.     

Augmented perpetual manifolds and perpetual mechanical systems-part II: theorem for dissipative mechanical systems behaving as perpetual machines of third kind

Perpetual points in mathematics defined recently, and their significance in nonlinear dynamics and their application in mechanical systems is currently ongoing research. The perpetual points significance relevant to mechanics so far is that they form the perpetual manifolds of rigid body motions of unforced mechanical systems, which lead to the definition of perpetual mechanical systems. The perpetual mechanical systems admit as perpetual points rigid body motions which are forming the perpetual manifolds. The concept of perpetual manifolds extended to the definition of augmented perpetual manifolds that an externally excited multi-degree of freedom mechanical system is moving as a rigid body, and may exhibit particle-wave motion. This article is complementary to the work done so far applied to natural perpetual dissipative mechanical systems with motion defined by the exact augmented perpetual manifolds, whereas the internal forces, and individual energies are examined, to understand further the mechanics of these systems while their motion is in the exact augmented perpetual manifolds. A theorem is proved stating that under conditions when the motion of a perpetual natural dissipative mechanical system is in the exact augmented perpetual manifolds, all the internal forces are zero, which is rather significant in the mechanics of these systems since the operation on augmented perpetual manifolds leads to zero internal degradation. Moreover, the theorem is stating that the potential energy is constant, and there is no dissipation of energy, therefore the process is internally isentropic, and there is no energy loss within the perpetual mechanical system. Also in this theorem is proved that the external work done is equal to the changes of the kinetic energy, therefore the motion in the exact augmented perpetual manifolds is driven only by the changes of the kinetic energy. This is also a significant outcome to understand the mechanics of perpetual mechanical systems while it is in particle-wave motion which is guided by kinetic energy changes. In the final statement of the theorem is stated and proved that the perpetual dissipative mechanical system can behave as a perpetual machine of third kind which is rather significant in mechanical engineering. Noting that the perpetual mechanical system apart of the augmented perpetual manifolds solutions is having other solutions too, e.g., in higher normal modes and in these solutions the theorem is not valid. The developed theory is applied in the only two possible configurations that a mechanical system can have. The first configuration is a perpetual mechanical system without any connection through structural elements with the environment. In the second configuration, the perpetual mechanical system is a subsystem, connected with structural elements with the environment. In both examples, the motion in the exact augmented perpetual manifolds is examined with the view of mechanics defined by the theorem, resulting in excellent agreement between theory and numerical simulations. The outcome of this article is significant in physics to understand the mechanics of the motion of perpetual mechanical systems in the exact augmented perpetual manifolds, which is described through the kinetic energy changes and this gives further insight into the mechanics of particle-wave motions. Also, in mechanical engineering the outcome of this article is significant, because it is shown that the motion of the perpetual mechanical systems in the exact augmented perpetual manifolds is the ultimate, in the sense that there are no internal forces which lead to degradation of the internal structural elements, and there is no energy loss due to dissipation.

     

Stability for manifolds of equilibrium states of generalized Hamiltonian systems

For a generalized Hamiltonian system, stability for the manifolds of equilibrium states is presented based on Lyapunov’s stability theories. Equilibrium equations, perturbation equations and first approximate equations of the system are given. A theorem for the stability of manifolds of equilibrium states of general autonomous system is used to the generalized Hamiltonian system, and three propositions on the stability of manifolds of equilibrium states of the system are obtained. Two examples are given to illustrate application of the method and results.     

On the Global Geometric Structure of the Dynamics of the Elastic Pendulum

We approach the planar elastic pendulum as a singular perturbation of the pendulum to show that its dynamics are governed by global two-dimensional invariant manifolds of motion. One of the manifolds is nonlinear and carries purely slow periodic oscillations. The other one, on the other hand, is linear and carries purely fast radial oscillations. For sufficiently small coupling between the angular and radial degrees of freedom, both manifolds are global and orbitally stable up to energy levels exceeding that of the unstable equilibrium of the system. For fixed value of coupling, the fast invariant manifold bifurcates transversely to create unstable radial oscillations exhibiting energy transfer. Poincaré sections of iso-energetic manifolds reveal that only motions on and near a separatrix emanating from the unstable region of the fast invariant manifold exhibit energy transfer.