Fast numerical algorithms for the computation of invariant tori in Hamiltonian systems

In this paper, we develop numerical algorithms that use small requirements of storage and operations for the computation of invariant tori in Hamiltonian systems (exact symplectic maps and Hamiltonian vector fields). The algorithms are based on the parameterization method and follow closely the proof of the KAM theorem given in [LGJV05] and [FLS07]. They essentially consist in solving a functional equation satisfied by the invariant tori by using a Newton method. Using some geometric identities, it is possible to perform a Newton step using little storage and few operations. In this paper we focus on the numerical issues of the algorithms (speed, storage and stability) and we refer to the mentioned papers for the rigorous results. We show how to compute efficiently both maximal invariant tori and whiskered tori, together with the associated invariant stable and unstable manifolds of whiskered tori. Moreover, we present fast algorithms for the iteration of the quasi-periodic cocycles and the computation of the invariant bundles, which is a preliminary step for the computation of invariant whiskered tori. Since quasi-periodic cocycles appear in other contexts, this section may be of independent interest. The numerical methods presented here allow to compute in a unified way primary and secondary invariant KAM tori. Secondary tori are invariant tori which can be contracted to a periodic orbit. We present some preliminary results that ensure that the methods are indeed implementable and fast. We postpone to a future paper optimized implementations and results on the breakdown of invariant tori.

Generic super-exponential stability of invariant tori in Hamiltonian systems

In this article, we consider solutions starting close to some linearly stable invariant tori in an analytic Hamiltonian system and we prove results of stability for a super-exponentially long interval of time, under generic conditions. The proof combines classical Birkhoff normal forms and a new method to obtain generic Nekhoroshev estimates developed by the author and L. Niederman in another paper. We will mainly focus on the neighbourhood of elliptic fixed points, the other cases being completely similar.

Select-divide-and-conquer method for large-scale configuration interaction

A select-divide-and-conquer variational method to approximate configuration interaction (CI) is presented. Given an orthonormal set made up of occupied orbitals (Hartree-Fock or similar) and suitable correlation orbitals (natural or localized orbitals), a large N-electron target space S is split into subspaces S0,S1,S2,...,SR. S0, of dimension d0, contains all configurations K with attributes (energy contributions, etc.) above thresholds T0={T0egy, T0etc.}; the CI coefficients in S0 remain always free to vary. S1 accommodates KS with attributes above T1≤T0. An eigenproblem of dimension d0+d1 for S0+S 1 is solved first, after which the last d1 rows and columns are contracted into a single row and column, thus freezing the last d1 CI coefficients hereinafter. The process is repeated with successive Sj(j≥2) chosen so that corresponding CI matrices fit random access memory (RAM). Davidson's eigensolver is used R times. The final energy eigenvalue (lowest or excited one) is always above the corresponding exact eigenvalue in S. Threshold values {Tj;j=0, 1, 2,...,R} regulate accuracy; for large-dimensional S, high accuracy requires S 0+S1 to be solved outside RAM. From there on, however, usually a few Davidson iterations in RAM are needed for each step, so that Hamiltonian matrix-element evaluation becomes rate determining. One μhartree accuracy is achieved for an eigenproblem of order 24 × 106, involving 1.2 × 1012 nonzero matrix elements, and 8.4×109 Slater determinants

Hamiltonian formalism for nonlocal Lagrangians

A Hamiltonian formalism is set up for nonlocal Lagrangian systems. The method is based on obtaining an equivalent singular first order Lagrangian, which is processed according to the standard Legendre transformation and then, the resulting Hamiltonian formalism is pulled back onto the phase space defined by the corresponding constraints. Finally, the standard results for local Lagrangians of any order are obtained as a particular case.

A parameterization method for the computation of invariant tori and their whiskers in quasi-periodic maps: explorations and mechanisms for the breakdown of hyperbolicity

In two previous papers [J. Differential Equations, 228 (2006), pp. 530 579; Discrete Contin. Dyn. Syst. Ser. B, 6 (2006), pp. 1261 1300] we have developed fast algorithms for the computations of invariant tori in quasi‐periodic systems and developed theorems that assess their accuracy. In this paper, we study the results of implementing these algorithms and study their performance in actual implementations. More importantly, we note that, due to the speed of the algorithms and the theoretical developments about their reliability, we can compute with confidence invariant objects close to the breakdown of their hyperbolicity properties. This allows us to identify a mechanism of loss of hyperbolicity and measure some of its quantitative regularities. We find that some systems lose hyperbolicity because the stable and unstable bundles approach each other but the Lyapunov multipliers remain away from 1. We find empirically that, close to the breakdown, the distances between the invariant bundles and the Lyapunov multipliers which are natural measures of hyperbolicity depend on the parameters, with power laws with universal exponents. We also observe that, even if the rigorous justifications in [J. Differential Equations, 228 (2006), pp. 530-579] are developed only for hyperbolic tori, the algorithms work also for elliptic tori in Hamiltonian systems. We can continue these tori and also compute some bifurcations at resonance which may lead to the existence of hyperbolic tori with nonorientable bundles. We compute manifolds tangent to nonorientable bundles.

On the upper bound of the number of limit cycles obtained by the second order averaging method I

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On the upper bound of the number of limit cycles obtained by the second order averaging method II

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A rotation method which gives linear Lp-Estimates for powers of the Ahlfors-Beurling operator

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Stability of periodic solutions obtained via the averaging method for nonsmooth Lipschitz system

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Heteroclinic orbits for a class of Hamiltonian systems on Riemannian manifolds

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Hopf bifurcation in higher dimensional differential systems via the averaging method

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Simulación de fluidos inmiscibles con el Particle Finite Element Method (PFEM)

Proyecto de investigación realizado a partir de una estancia en el Centro Internacional de Métodos Computacionales en Ingeniería (CIMEC), Argentina, entre febrero y abril del 2007. La simulación numérica de problemas de mezclas mediante el Particle Finite Element Method (PFEM) es el marco de estudio de una futura tesis doctoral. Éste es un método desarrollado conjuntamente por el CIMEC y el Centre Internacional de Mètodos Numèrics en l'Enginyeria (CIMNE-UPC), basado en la resolución de las ecuaciones de Navier-Stokes en formulación Lagrangiana. El mallador ha sido implementado y desarrollado por Dr. Nestor Calvo, investigador del CIMEC. El desarrollo del módulo de cálculo corresponde al trabajo de tesis de la beneficiaria. La correcta interacción entre ambas partes es fundamental para obtener resultados válidos. En esta memoria se explican los principales aspectos del mallador que fueron modificados (criterios de refinamiento geométrico) y los cambios introducidos en el módulo de cálculo (librería PETSc, algoritmo predictor-corrector) durante la estancia en el CIMEC. Por último, se muestran los resultados obtenidos en un problema de dos fluidos inmiscibles con transferencia de calor.

Algebraic properties of isochronous centers of polynomial quadratic-like Hamiltonian systems

Projecte de recerca elaborat a partir d’una estada a la School of Mathematics and Statistics de la University of Plymouth, United Kingdom, entre abril juliol del 2007.Aquesta investigació és encara oberta i la memòria que presento constitueix un informe de la recerca que estem duent a terme actualment. En aquesta nota estudiem els centres isòcrons dels sistemes Hamiltonians analítics, parant especial atenció en el cas polinomial. Ens centrem en els anomenats quadratic-like Hamiltonian systems. Diverses propietats dels centres isòcrons d'aquest tipus de sistemes van ser donades a [A. Cima, F. Mañosas and J. Villadelprat, Isochronicity for several classes of Hamiltonian systems, J. Di®erential Equations 157 (1999) 373{413]. Aquell article estava centrat principalment en el cas en que A; B i C fossin funcions analítiques. El nostre objectiu amb l'estudi que estem duent a terme és investigar el cas en el que aquestes funcions són polinomis. En aquesta nota formulem una conjectura concreta sobre les propietats algebraiques que venen forçades per la isocronia del centre i provem alguns resultats parcials.

Geography of resonances and Arnold diffusion in a priori unstable Hamiltonian systems

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