A general method for finding extremal states of Hamiltonian dynamical systems, with applications to perfect fluids

In addition to the Hamiltonian functional itself, non-canonical Hamiltonian dynamical systems generally possess integral invariants known as ‘Casimir functionals’. In the case of the Euler equations for a perfect fluid, the Casimir functionals correspond to the vortex topology, whose invariance derives from the particle-relabelling symmetry of the underlying Lagrangian equations of motion. In a recent paper, Vallis, Carnevale & Young (1989) have presented algorithms for finding steady states of the Euler equations that represent extrema of energy subject to given vortex topology, and are therefore stable. The purpose of this note is to point out a very general method for modifying any Hamiltonian dynamical system into an algorithm that is analogous to those of Vallis etal. in that it will systematically increase or decrease the energy of the system while preserving all of the Casimir invariants. By incorporating momentum into the extremization procedure, the algorithm is able to find steadily-translating as well as steady stable states. The method is applied to a variety of perfect-fluid systems, including Euler flow as well as compressible and incompressible stratified flow.

Towards a general theory of extremes for observables of chaotic dynamical systems

In this paper we provide a connection between the geometrical properties of the attractor of a chaotic dynamical system and the distribution of extreme values. We show that the extremes of so-called physical observables are distributed according to the classical generalised Pareto distribution and derive explicit expressions for the scaling and the shape parameter. In particular, we derive that the shape parameter does not depend on the cho- sen observables, but only on the partial dimensions of the invariant measure on the stable, unstable, and neutral manifolds. The shape parameter is negative and is close to zero when high-dimensional systems are considered. This result agrees with what was derived recently using the generalized extreme value approach. Combining the results obtained using such physical observables and the properties of the extremes of distance observables, it is possible to derive estimates of the partial dimensions of the attractor along the stable and the unstable directions of the flow. Moreover, by writing the shape parameter in terms of moments of the extremes of the considered observable and by using linear response theory, we relate the sensitivity to perturbations of the shape parameter to the sensitivity of the moments, of the partial dimensions, and of the Kaplan–Yorke dimension of the attractor. Preliminary numer- ical investigations provide encouraging results on the applicability of the theory presented here. The results presented here do not apply for all combinations of Axiom A systems and observables, but the breakdown seems to be related to very special geometrical configurations.

A joint state and parameter estimation scheme for nonlinear dynamical systems

We present a novel algorithm for concurrent model state and parameter estimation in nonlinear dynamical systems. The new scheme uses ideas from three dimensional variational data assimilation (3D-Var) and the extended Kalman filter (EKF) together with the technique of state augmentation to estimate uncertain model parameters alongside the model state variables in a sequential filtering system. The method is relatively simple to implement and computationally inexpensive to run for large systems with relatively few parameters. We demonstrate the efficacy of the method via a series of identical twin experiments with three simple dynamical system models. The scheme is able to recover the parameter values to a good level of accuracy, even when observational data are noisy. We expect this new technique to be easily transferable to much larger models.

How complex a dynamical network can be?

Positive Lyapunov exponents measure the asymptotic exponential divergence of nearby trajectories of a dynamical system. Not only they quantify how chaotic a dynamical system is, but since their sum is an upper bound for the rate of information production, they also provide a convenient way to quantify the complexity of a dynamical network. We conjecture based on numerical evidences that for a large class of dynamical networks composed by equal nodes, the sum of the positive Lyapunov exponents is bounded by the sum of all the positive Lyapunov exponents of both the synchronization manifold and its transversal directions, the last quantity being in principle easier to compute than the latter. As applications of our conjecture we: (i) show that a dynamical network composed of equal nodes and whose nodes are fully linearly connected produces more information than similar networks but whose nodes are connected with any other possible connecting topology; (ii) show how one can calculate upper bounds for the information production of realistic networks whose nodes have parameter mismatches, randomly chosen: (iii) discuss how to predict the behavior of a large dynamical network by knowing the information provided by a system composed of only two coupled nodes. (C) 2011 Elsevier B.V. All rights reserved.

DYNAMICS AT INFINITY of A CUBIC CHUA'S SYSTEM

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

On an Optimal Linear Control Applied to a Non-Ideal Load Transportation System, Modeled with Periodic Coefficients

In this paper, a load transportation system in platforms or suspended by cables is considered. It is a monorail device and is modelled as an inverted pendulum built on a car driven by a DC motor. The governing equations of motion were derived via Lagrange's equations. In the mathematical model we consider the interaction between the DC motor and the dynamical system, that is, we have a so-called non-ideal periodic problem. The problem is analysed and we also developed an optimal linear control design to stabilize the problem.

On an optimal control design for Rossler system

In this Letter, an optimal control strategy that directs the chaotic motion of the Rossler system to any desired fixed point is proposed. The chaos control problem is then formulated as being an infinite horizon optimal control nonlinear problem that was reduced to a solution of the associated Hamilton-Jacobi-Bellman equation. We obtained its solution among the correspondent Lyapunov functions of the considered dynamical system. (C) 2004 Elsevier B.V All rights reserved.

Nonlinear Dynamics and Control of an Ideal/Nonideal Load Transportation System With Periodic Coefficients

In this paper, a loads transportation system in platforms or suspended by cables is considered. It is a monorail device and is modeled as an inverted pendulum built on a car driven by a dc motor the governing equations of motion were derived via Lagrange's equations. In the mathematical model we consider the interaction between the dc motor and the dynamical system, that is, we have a so called nonideal periodic problem. The problem is analyzed, qualitatively, through the comparison of the stability diagrams, numerically obtained, for several motor torque constants. Furthermore, we also analyze the problem quantitatively using the Floquet multipliers technique. Finally, we devise a control for the studied nonideal problem. The method that was used for analysis and control of this nonideal periodic system is based on the Chebyshev polynomial exponsion, the Picard iterative method, and the Lyapunov-Floquet transformation (L-F transformation). We call it Sinha's theory.

Behavioural Analysis of a Nonlinear Mechanical System Using Transient Trajectories

This work aims at a better comprehension of the features of the solution surface of a dynamical system presenting a numerical procedure based on transient trajectories. For a given set of initial conditions an analysis is made, similar to that of a return map, looking for the new configuration of this set in the first Poincaré sections. The mentioned set of I.C. will result in a curve that can be fitted by a polynomial, i.e. an analytical expression that will be called initial function in the undamped case and transient function in the damped situation. Thus, it is possible to identify using analytical methods the main stable regions of the phase portrait without a long computational time, making easier a global comprehension of the nonlinear dynamics and the corresponding stability analysis of its solutions. This strategy allows foreseeing the dynamic behavior of the system close to the region of fundamental resonance, providing a better visualization of the structure of its phase portrait. The application chosen to present this methodology is a mechanical pendulum driven through a crankshaft that moves horizontally its suspension point.

On the analytical solution for the slewing flexible beam-like system: analysis of the linear part of the perturbed problem

The dynamical system investigated in this work is a nonlinear flexible beam-like structure in slewing motion. Non-dimensional and perturbed governing equations of motion are presented. The analytical solution for the linear part of these perturbed equations for ideal and for non-ideal cases are obtained. This solution is necessary for the investigation of the complete weak nonlinear problem where all nonlinearities are small perturbations around a linear known solution. This investigation shall help the analyst in the modelling of dynamical systems with structure- actuator interactions.

Dynamical properties for an ensemble of classical particles moving in a driven potential well with different time perturbation

We consider dynamical properties for an ensemble of classical particles confined to an infinite box of potential and containing a time-dependent potential well described by different nonlinear functions. For smooth functions, the phase space contains chaotic trajectories, periodic islands and invariant spanning curves preventing the unlimited particle diffusion along the energy axis. Average properties of the chaotic sea are characterised as a function of the control parameters and exponents describing their behaviour show no dependence on the perturbation functions. Given invariant spanning curves are present in the phase space, a sticky region was observed and show to modify locally the diffusion of the particles. © 2013 Elsevier B.V.

Sliding vector fields for non-smooth dynamical systems having intersecting switching manifolds

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Continuity of Dynamical Structures for Nonautonomous Evolution Equations Under Singular Perturbations

In this paper we study the continuity of invariant sets for nonautonomous infinite-dimensional dynamical systems under singular perturbations. We extend the existing results on lower-semicontinuity of attractors of autonomous and nonautonomous dynamical systems. This is accomplished through a detailed analysis of the structure of the invariant sets and its behavior under perturbation. We prove that a bounded hyperbolic global solutions persists under singular perturbations and that their nonlinear unstable manifold behave continuously. To accomplish this, we need to establish results on roughness of exponential dichotomies under these singular perturbations. Our results imply that, if the limiting pullback attractor of a nonautonomous dynamical system is the closure of a countable union of unstable manifolds of global bounded hyperbolic solutions, then it behaves continuously (upper and lower) under singular perturbations.

An adaptive Newton-method based on a dynamical systems approach

The traditional Newton method for solving nonlinear operator equations in Banach spaces is discussed within the context of the continuous Newton method. This setting makes it possible to interpret the Newton method as a discrete dynamical system and thereby to cast it in the framework of an adaptive step size control procedure. In so doing, our goal is to reduce the chaotic behavior of the original method without losing its quadratic convergence property close to the roots. The performance of the modified scheme is illustrated with various examples from algebraic and differential equations.

Effect of a variable delay in delayed dynamical systems

We report numerical evidence of the effects of a periodic modulation in the delay time of a delayed dynamical system. By referring to a Mackey-Glass equation and by adding a modula- tion in the delay time, we describe how the solution of the system passes from being chaotic to shadow periodic states. We analyze this transition for both sinusoidal and sawtooth wave mod- ulations, and we give, in the latter case, the relationship between the period of the shadowed orbit and the amplitude of the modulation. Future goals and open questions are highlighted.