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.

Langevin equations with multiplicative noise: Application to domain growth

Langevin Equations of Ginzburg-Landau form, with multiplicative noise, are proposed to study the effects of fluctuations in domain growth. These equations are derived from a coarse-grained methodology. The Cahn-Hiliard-Cook linear stability analysis predicts some effects in the transitory regime. We also derive numerical algorithms for the computer simulation of these equations. The numerical results corroborate the analytical predictions of the linear analysis. We also present simulation results for spinodal decomposition at large times.

Dinâmica não-linear e reagente limitante: um exemplo de bifurcação transcrítica

The nonlinear analysis of a general mixed second order reaction was performed, aiming to explore some basic tools concerning the mathematics of nonlinear differential equations. Concepts of stability around fixed points based on linear stability analysis are introduced, together with phase plane and integral curves. The main focus is the chemical relationship between changes of limiting reagent and transcritical bifurcation, and the investigation underlying the conclusion.

On non-ideal and non-linear portal frame dynamics analysis using bogoliubov averaging method

We apply the Bogoliubov Averaging Method to the study of the vibrations of an elastic foundation, forced by a Non-ideal energy source. The considered model consists of a portal plane frame with quadratic nonlinearities, with internal resonance 1:2, supporting a direct current motor with limited power. The non-ideal excitation is in primary resonance in the order of one-half with the second mode frequency. The results of the averaging method, plotted in time evolution curve and phase diagrams are compared to those obtained by numerically integrating of the original differential equations. The presence of the saturation phenomenon is verified by analytical procedures.

Caractère intrinsèque des matrices de Stokes

Il est connu qu’une équation différentielle linéaire, x^(k+1)Y' = A(x)Y, au voisinage d’un point singulier irrégulier non-résonant est uniquement déterminée (à isomorphisme analytique près) par : (1) sa forme normale formelle, (2) sa collection de matrices de Stokes. La définition des matrices de Stokes fait appel à un ordre sur les parties réelles des valeurs propres du système, ordre qui peut être perturbé par une rotation en x. Dans ce mémoire, nous avons établi le caractère intrinsèque de cette relation : nous avons donc établi comment la nouvelle collection de matrices de Stokes obtenue après une rotation en x qui change l’ordre des parties réelles des valeurs propres dépend de la collection initiale. Pour ce faire, nous donnons un chapitre de préliminaires généraux sur la forme normale des équations différentielles ordinaires puis un chapitre sur le phénomène de Stokes pour les équations différentielles linéaires. Le troisième chapitre contient nos résultats.

Some non- linear problems in theoretical physics

An immense variety of problems in theoretical physics are of the non-linear type. Non~linear partial differential equations (NPDE) have almost become the rule rather than an exception in diverse branches of physics such as fluid mechanics, field theory, particle physics, statistical physics and optics, and the construction of exact solutions of these equations constitutes one of the most vigorous activities in theoretical physics today. The thesis entitled ‘Some Non-linear Problems in Theoretical Physics’ addresses various aspects of this problem at the classical level. For obtaining exact solutions we have used mathematical tools like the bilinear operator method, base equation technique and similarity method with emphasis on its group theoretical aspects. The thesis deals with certain methods of finding exact solutions of a number of non-linear partial differential equations of importance to theoretical physics. Some of these new solutions are of relevance from the applications point of view in diverse branches such as elementary particle physics, field theory, solid state physics and non-linear optics and give some insight into the stable or unstable behavior of dynamical Systems The thesis consists of six chapters.

Zur Konvergenz der Randpunktmethode

Das von Maz'ya eingeführte Approximationsverfahren, die Methode der näherungsweisen Näherungen (Approximate Approximations), kann auch zur numerischen Lösung von Randintegralgleichungen verwendet werden (Randpunktmethode). In diesem Fall hängen die Komponenten der Matrix des resultierenden Gleichungssystems zur Berechnung der Näherung für die Dichte nur von der Position der Randpunkte und der Richtung der äußeren Einheitsnormalen in diesen Punkten ab. Dieses numerisches Verfahren wird am Beispiel des Dirichlet Problems für die Laplace Gleichung und die Stokes Gleichungen in einem beschränkten zweidimensionalem Gebiet untersucht. Die Randpunktmethode umfasst drei Schritte: Im ersten Schritt wird die unbekannte Dichte durch eine Linearkombination von radialen, exponentiell abklingenden Basisfunktionen approximiert. Im zweiten Schritt wird die Integration über den Rand durch die Integration über die Tangenten in Randpunkten ersetzt. Für die auftretende Näherungspotentiale können sogar analytische Ausdrücke gewonnen werden. Im dritten Schritt wird das lineare Gleichungssystem gelöst, und eine Näherung für die unbekannte Dichte und damit auch für die Lösung der Randwertaufgabe konstruiert. Die Konvergenz dieses Verfahrens wird für glatte konvexe Gebiete nachgewiesen.

Time Discretization of the SST-generalized Navier-Stokes Equations: Positive and Negative Results

In the theory of the Navier-Stokes equations, the proofs of some basic known results, like for example the uniqueness of solutions to the stationary Navier-Stokes equations under smallness assumptions on the data or the stability of certain time discretization schemes, actually only use a small range of properties and are therefore valid in a more general context. This observation leads us to introduce the concept of SST spaces, a generalization of the functional setting for the Navier-Stokes equations. It allows us to prove (by means of counterexamples) that several uniqueness and stability conjectures that are still open in the case of the Navier-Stokes equations have a negative answer in the larger class of SST spaces, thereby showing that proof strategies used for a number of classical results are not sufficient to affirmatively answer these open questions. More precisely, in the larger class of SST spaces, non-uniqueness phenomena can be observed for the implicit Euler scheme, for two nonlinear versions of the Crank-Nicolson scheme, for the fractional step theta scheme, and for the SST-generalized stationary Navier-Stokes equations. As far as stability is concerned, a linear version of the Euler scheme, a nonlinear version of the Crank-Nicolson scheme, and the fractional step theta scheme turn out to be non-stable in the class of SST spaces. The positive results established in this thesis include the generalization of classical uniqueness and stability results to SST spaces, the uniqueness of solutions (under smallness assumptions) to two nonlinear versions of the Euler scheme, two nonlinear versions of the Crank-Nicolson scheme, and the fractional step theta scheme for general SST spaces, the second order convergence of a version of the Crank-Nicolson scheme, and a new proof of the first order convergence of the implicit Euler scheme for the Navier-Stokes equations. For each convergence result, we provide conditions on the data that guarantee the existence of nonstationary solutions satisfying the regularity assumptions needed for the corresponding convergence theorem. In the case of the Crank-Nicolson scheme, this involves a compatibility condition at the corner of the space-time cylinder, which can be satisfied via a suitable prescription of the initial acceleration.

Linear and nonlinear generalized Fourier transforms

This article presents an overview of a transform method for solving linear and integrable nonlinear partial differential equations. This new transform method, proposed by Fokas, yields a generalization and unification of various fundamental mathematical techniques and, in particular, it yields an extension of the Fourier transform method.

Unification of the probe and singular sources methods for the inverse boundary value problem by the no-response test

In this article, we use the no-response test idea, introduced in Luke and Potthast (2003) and Potthast (Preprint) and the inverse obstacle problem, to identify the interface of the discontinuity of the coefficient gamma of the equation del (.) gamma(x)del + c(x) with piecewise regular gamma and bounded function c(x). We use infinitely many Cauchy data as measurement and give a reconstructive method to localize the interface. We will base this multiwave version of the no-response test on two different proofs. The first one contains a pointwise estimate as used by the singular sources method. The second one is built on an energy (or an integral) estimate which is the basis of the probe method. As a conclusion of this, the probe and the singular sources methods are equivalent regarding their convergence and the no-response test can be seen as a unified framework for these methods. As a further contribution, we provide a formula to reconstruct the values of the jump of gamma(x), x is an element of partial derivative D at the boundary. A second consequence of this formula is that the blow-up rate of the indicator functions of the probe and singular sources methods at the interface is given by the order of the singularity of the fundamental solution.

Optimal control of nonlinear differential algebraic equation systems

A novel iterative procedure is described for solving nonlinear optimal control problems subject to differential algebraic equations. The procedure iterates on an integrated modified linear quadratic model based problem with parameter updating in such a manner that the correct solution of the original non-linear problem is achieved. The resulting algorithm has a particular advantage in that the solution is achieved without the need to solve the differential algebraic equations . Convergence aspects are discussed and a simulation example is described which illustrates the performance of the technique. 1. Introduction When modelling industrial processes often the resulting equations consist of coupled differential and algebraic equations (DAEs). In many situations these equations are nonlinear and cannot readily be directly reduced to ordinary differential equations.

Quasi-sure existence of Gaussian rough paths and large deviation principles for capacities

We construct a quasi-sure version (in the sense of Malliavin) of geometric rough paths associated with a Gaussian process with long-time memory. As an application we establish a large deviation principle (LDP) for capacities for such Gaussian rough paths. Together with Lyons' universal limit theorem, our results yield immediately the corresponding results for pathwise solutions to stochastic differential equations driven by such Gaussian process in the sense of rough paths. Moreover, our LDP result implies the result of Yoshida on the LDP for capacities over the abstract Wiener space associated with such Gaussian process.

Discontinuous local semiflows for Kurzweil equations leading to LaSalle`s invariance principle for differential systems with impulses at variable times

In this paper, we consider an initial value problem for a class of generalized ODEs, also known as Kurzweil equations, and we prove the existence of a local semidynamical system there. Under certain perturbation conditions, we also show that this class of generalized ODEs admits a discontinuous semiflow which we shall refer to as an impulsive semidynamical system. As a consequence, we obtain LaSalle`s invariance principle for such a class of generalized ODEs. Due to the importance of LaSalle`s invariance principle in studying stability of differential systems, we include an application to autonomous ordinary differential systems with impulse action at variable times. (C) 2011 Elsevier Inc. All rights reserved.

Metastable Periodic Patterns in Singularly Perturbed Delayed Equations

We consider the scalar delayed differential equation epsilon(x) over dot(t) = -x(t) + f(x(t-1)), where epsilon > 0 and f verifies either df/dx > 0 or df/dx < 0 and some other conditions. We present theorems indicating that a generic initial condition with sign changes generates a solution with a transient time of order exp(c/epsilon), for some c > 0. We call it a metastable solution. During this transient a finite time span of the solution looks like that of a periodic function. It is remarkable that if df/dx > 0 then f must be odd or present some other very special symmetry in order to support metastable solutions, while this condition is absent in the case df/dx < 0. Explicit epsilon-asymptotics for the motion of zeroes of a solution and for the transient time regime are presented.

Regularization and singular perturbation techniques for non-smooth systems

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