The numerical approximation of center manifolds in Hamiltonian systems

In this paper we develop a numerical method for computing higher order local approximations of center manifolds near steady states in Hamiltonian systems. The underlying system is assumed to be large in the sense that a large sparse Jacobian at the equilibrium occurs, for which only a linear solver and a low-dimensional invariant subspace is available. Our method combines this restriction from linear algebra with the requirement that the center manifold is parametrized by a symplectic mapping and that the reduced equation preserves the Hamiltonian form. Our approach can be considered as a special adaptation of a general method from Numer. Math. 80 (1998) 1-38 to the Hamiltonian case such that approximations of the reduced Hamiltonian are obtained simultaneously. As an application we treat a finite difference system for an elliptic problem on an infinite strip.     

Generalized Hopf Bifurcation for Planar Filippov Systems Continuous at the Origin

In this paper, we study the existence of periodic orbits bifurcating from stationary solutions of a planar dynamical system of Filippov type. This phenomenon is interpreted as a generalized Hopf bifurcation. In the case of smoothness, Hopf bifurcation is characterized by a pair of complex conjugate eigenvalues crossing through the imaginary axis. This method does not carry over to nonsmooth systems, due to the lack of linearization at the origin which is located on the line of discontinuity. In fact, generalized Hopf bifurcation is determined by interactions between the discontinuity of the system and the eigen-structures of all subsystems. With the help of geometrical observations for a corresponding piecewise linear system, we derive an analytical method to investigate the existence of periodic orbits that are obtained by searching for the fixed points of return maps.     

An Implicit Function Theorem for One-sided Lipschitz Mappings

Implicit function theorems are derived for nonlinear set valued equations that satisfy a relaxed one-sided Lipschitz condition. We discuss a local and a global version and study in detail the continuity properties of the implicit set-valued function. Applications are provided to the Crank–Nicolson scheme for differential inclusions and to the analysis of differential algebraic inclusions.     

An integral method for solving nonlinear eigenvalue problems

We propose a numerical method for computing all eigenvalues (and the corresponding eigenvectors) of a nonlinear holomorphic eigenvalue problem that lie within a given contour in the complex plane. The method uses complex integrals of the resolvent operator, applied to at least k column vectors, where k is the number of eigenvalues inside the contour. The theorem of Keldysh is employed to show that the original nonlinear eigenvalue problem reduces to a linear eigenvalue problem of dimension k. No initial approximations of eigenvalues and eigenvectors are needed. The method is particularly suitable for moderately large eigenvalue problems where k is much smaller than the matrix dimension. We also give an extension of the method to the case where k is larger than the matrix dimension. The quadrature errors caused by the trapezoid sum are discussed for the case of analytic closed contours. Using well known techniques it is shown that the error decays exponentially with an exponent given by the product of the number of quadrature points and the minimal distance of the eigenvalues to the contour.     

Resolvent Estimates for Boundary Value Problems on Large Intervals Via the Theory of Discrete Approximations

In many applications such as the stability analysis of traveling waves, it is important to know the spectral properties of a linear differential operator on the whole real line. We investigate the approximation of this operator and its spectrum by finite interval boundary value problems from an abstract point of view. Under suitable assumptions on the boundary operators, we prove that the approximations converge regularly (in the sense of discrete approximations) to the all line problem, which has strong implications for the behavior of resolvents and spectra. As an application, we obtain resolvent estimates for abstract coupled hyperbolic–parabolic equations. Furthermore, we show that our results apply to the FitzHugh–Nagumo system.     

A Direct Approach to Homoclinic Orbits in the Fast Dynamics of Singularly Perturbed Systems

Homoclinic orbits in the fast dynamics of singular perturbation problems are usually analyzed by a combination of Fenichel's invariant manifold theory with general transversality arguments (see Ref. 29 and the Exchange Lemma in Ref. 16). In this paper an alternative direct approach is developed which uses a two-time scaling and a contraction argument in exponentially weighted spaces. Homoclinic orbits with one last transition are treated and it is shown how -expansions can be extracted rigorously from this approach. The result is applied to a singularity perturbed Bogdanov point in the FitzHugh–Nagumo system.Supported by DFG Schwerpunktprogramm Ergodentheorie, Analysis und effiziente Simulation dynamischer Systeme..     

Numerical Taylor expansions of invariant manifolds in large dynamical systems

Summary. In this paper we develop a numerical method for computing higher order local approximations of invariant manifolds, such as stable, unstable or center manifolds near steady states of a dynamical system. The underlying system is assumed to be large in the sense that a large sparse Jacobian at the equilibrium occurs, for which only a linear (black box) solver and a low dimensional invariant subspace is available, but for which methods like the QR–Algorithm are considered to be too expensive. Our method is based on an analysis of the multilinear Sylvester equations for the higher derivatives which can be solved under certain nonresonance conditions. These conditions are weaker than the standard gap conditions on the spectrum which guarantee the existence of the invariant manifold. The final algorithm requires the solution of several large linear systems with a bordered Jacobian. To these systems we apply a block elimination method recently developed by Govaerts and Pryce [12, 14]. Received March 12, 1996 / Revised version reveiced August 8, 1997     

A hybrid method for computing Lyapunov exponents

In this paper we propose a numerical method for computing all Lyapunov coefficients of a discrete time dynamical system by spatial integration. The method extends an approach of Aston and Dellnitz (Comput Methods Appl Mech Eng 170:223–237, 1999) who use a box approximation of an underlying ergodic measure and compute the first Lyapunov exponent from a spatial average of the norms of the Jacobian for the iterated map. In the hybrid method proposed here, we combine this approach with classical QR-oriented methods by integrating suitable R-factors with respect to the invariant measure. In this way we obtain approximate values for all Lyapunov exponents. Assuming somewhat stronger conditions than those of Oseledec’ multiplicative theorem, these values satisfy an error expansion that allows to accelerate convergence through extrapolation. W.-J. Beyn and A. Lust was supported by CRC 701 ‘Spectral Analysis and Topological Methods in Mathematics’. The paper is mainly based on the PhD thesis [27] of A. Lust.     

Finding Eigenvalues of Holomorphic Fredholm Operator Pencils Using Boundary Value Problems and Contour Integrals

Investigating the stability of nonlinear waves often leads to linear or nonlinear eigenvalue problems for differential operators on unbounded domains. In this paper we propose to detect and approximate the point spectra of such operators (and the associated eigenfunctions) via contour integrals of solutions to resolvent equations. The approach is based on Keldysh’ theorem and extends a recent method for matrices depending analytically on the eigenvalue parameter. We show that errors are well-controlled under very general assumptions when the resolvent equations are solved via boundary value problems on finite domains. Two applications are presented: an analytical study of Schrödinger operators on the real line as well as on bounded intervals and a numerical study of the FitzHugh–Nagumo system. We also relate the contour method to the well-known Evans function and show that our approach provides an alternative to evaluating and computing its zeros.