Finding invariant tori in the problem of a periodically corrugated waveguide

Some dynamic properties for a light ray suffering specular reflections inside a periodically corrugated waveguide are studied. The dynamics of the model is described in terms of a two dimensional nonlinear area preserving map. We show that the phase space is mixed in the sense that there are KAM islands surrounded by a large chaotic sea that is confined by two invariant spanning curves. We have used a connection with the Standard Mapping near a transition from local to global chaos and found the position of these two invariant spanning curves limiting the size of the chaotic sea as function of the control parameter.

Critical exponents for a transition from integrability to non-integrability via localization of invariant tori in the Hamiltonian system

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Locating invariant tori for a family of two-dimensional Hamiltonian mappings

The location of invariant tori for a two-dimensional Hamiltonian mapping exhibiting mixed phase space is discussed. The phase space of the mapping shows a large chaotic sea surrounding periodic islands and limited by a set of invariant tori. Given the mapping considered is parameterised by an exponent γ in one of the dynamical variables, a connection with the standard mapping near a transition from local to global chaos is used to estimate the position of the invariant tori limiting the size of the chaotic sea for different values of the parameter γ. © 2011 Elsevier B.V. All rights reserved.

On Hamiltonian balanced dynamics and the slowest invariant manifold

The concept of a slowest invariant manifold is investigated for the five-component model of Lorenz under conservative dynamics. It is shown that Lorenz's model is a two-degree-of-freedom canonical Hamiltonian system, consisting of a nonlinear vorticity-triad oscillator coupled to a linear gravity wave oscillator, whose solutions consist of regular and chaotic orbits. When either the Rossby number or the rotational Froude number is small, there is a formal separation of timescales, and one can speak of fast and slow motion. In the same regime, the coupling is weak, and the Kolmogorov–Arnold-Moser theorem is shown to apply. The chaotic orbits are inherently unbalanced and are confined to regions sandwiched between invariant tori consisting of quasi-periodic regular orbits. The regular orbits generally contain free fast motion, but a slowest invariant manifold may be geometrically defined as the set of all slow cores of invariant tori (defined by zero fast action) that are smoothly related to such cores in the uncoupled system. This slowest invariant manifold is not global; in fact, its structure is fractal; but it is of nearly full measure in the limit of weak coupling. It is also nonlinearly stable. As the coupling increases, the slowest invariant manifold shrinks until it disappears altogether. The results clarify previous definitions of a slowest invariant manifold and highlight the ambiguity in the definition of “slowness.” An asymptotic procedure, analogous to standard initialization techniques, is found to yield nonzero free fast motion even when the core solutions contain none. A hierarchy of Hamiltonian balanced models preserving the symmetries in the original low-order model is formulated; these models are compared with classic balanced models, asymptotically initialized solutions of the full system and the slowest invariant manifold defined by the core solutions. The analysis suggests that for sufficiently small Rossby or rotational Froude numbers, a stable slowest invariant manifold can be defined for this system, which has zero free gravity wave activity, but it cannot be defined everywhere. The implications of the results for more complex systems are discussed.

Robust tori-like Lagrangian coherent structures

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

Robust tori-like Lagrangian coherent structures

In general the term "Lagrangian coherent structure" (LCS) is used to make reference about structures whose properties are similar to a time-dependent analog of stable and unstable manifolds from a hyperbolic fixed point in Hamiltonian systems. Recently, the term LCS was used to describe a different type of structure, whose properties are similar to those of invariant tori in certain classes of two-dimensional incompressible flows. A new kind of LCS was obtained. It consists of barriers, called robust tori that block the trajectories in certain regions of the phase space. We used the Double-Gyre Flow system as the model. In this system, the robust tori play the role of a skeleton for the dynamics and block, horizontally, vortices that come from different parts of the phase space. (C) 2012 Elsevier B.V. All rights reserved.

Über die Existenz invarianter Tori in Hamiltonschen Systemen, die bis auf eine endlich oft differenzierbare Störung analytisch und integrabel sind

Es wird die Existenz invarianter Tori in Hamiltonschen Systemen bewiesen, die bis auf eine 2n-mal stetig differenzierbare Störung analytisch und integrabel sind, wobei n die Anzahl der Freiheitsgrade bezeichnet. Dabei wird vorausgesetzt, dass die Stetigkeitsmodule der 2n-ten partiellen Ableitungen der Störung einer Endlichkeitsbedingung (Integralbedingung) genügen, welche die Hölderbedingung verallgemeinert. Bisher konnte die Existenz invarianter Tori nur unter der Voraussetzung bewiesen werden, dass die 2n-ten Ableitungen der Störung hölderstetig sind.

Renormalization methods in KAM theory

It is well known that an integrable (in the sense of Arnold-Jost) Hamiltonian system gives rise to quasi-periodic motion with trajectories running on invariant tori. These tori foliate the whole phase space. If we perturb an integrable system, the Kolmogorow-Arnold-Moser (KAM) theorem states that, provided some non-degeneracy condition and that the perturbation is sufficiently small, most of the invariant tori carrying quasi-periodic motion persist, getting only slightly deformed. The measure of the persisting invariant tori is large together with the inverse of the size of the perturbation. In the first part of the thesis we shall use a Renormalization Group (RG) scheme in order to prove the classical KAM result in the case of a non analytic perturbation (the latter will only be assumed to have continuous derivatives up to a sufficiently large order). We shall proceed by solving a sequence of problems in which theperturbations are analytic approximations of the original one. We will finally show that the approximate solutions will converge to a differentiable solution of our original problem. In the second part we will use an RG scheme using continuous scales, so that instead of solving an iterative equation as in the classical RG KAM, we will end up solving a partial differential equation. This will allow us to reduce the complications of treating a sequence of iterative equations to the use of the Banach fixed point theorem in a suitable Banach space.

Embracing Integrability in Stellar and Planetary Dynamics

Hamiltonian systems in stellar and planetary dynamics are typically near integrable. For example, Solar System planets are almost in two-body orbits, and in simulations of the Galaxy, the orbits of stars seem regular. For such systems, sophisticated numerical methods can be developed through integrable approximations. Following this theme, we discuss three distinct problems. We start by considering numerical integration techniques for planetary systems. Perturbation methods (that utilize the integrability of the two-body motion) are preferred over conventional "blind" integration schemes. We introduce perturbation methods formulated with Cartesian variables. In our numerical comparisons, these are superior to their conventional counterparts, but, by definition, lack the energy-preserving properties of symplectic integrators. However, they are exceptionally well suited for relatively short-term integrations in which moderately high positional accuracy is required. The next exercise falls into the category of stability questions in solar systems. Traditionally, the interest has been on the orbital stability of planets, which have been quantified, e.g., by Liapunov exponents. We offer a complementary aspect by considering the protective effect that massive gas giants, like Jupiter, can offer to Earth-like planets inside the habitable zone of a planetary system. Our method produces a single quantity, called the escape rate, which characterizes the system of giant planets. We obtain some interesting results by computing escape rates for the Solar System. Galaxy modelling is our third and final topic. Because of the sheer number of stars (about 10^11 in Milky Way) galaxies are often modelled as smooth potentials hosting distributions of stars. Unfortunately, only a handful of suitable potentials are integrable (harmonic oscillator, isochrone and Stäckel potential). This severely limits the possibilities of finding an integrable approximation for an observed galaxy. A solution to this problem is torus construction; a method for numerically creating a foliation of invariant phase-space tori corresponding to a given target Hamiltonian. Canonically, the invariant tori are constructed by deforming the tori of some existing integrable toy Hamiltonian. Our contribution is to demonstrate how this can be accomplished by using a Stäckel toy Hamiltonian in ellipsoidal coordinates.

Ghosts of order on the frontier of chaos

What kinds of motion can occur in classical mechanics? We address this question by looking at the structures traced out by trajectories in phase space; the most orderly, completely integrable systems are characterized by phase trajectories confined to low-dimensional, invariant tori. The KAM theory examines what happens to the tori when an integrable system is subjected to a small perturbation and finds that, for small enough perturbations, most of them survive.

The KAM theory is mute about the disrupted tori, but, for two-dimensional systems, Aubry and Mather discovered an astonishing picture: the broken tori are replaced by "cantori," tattered, Cantor-set remnants of the original invariant curves. We seek to extend Aubry and Mather's picture to higher dimensional systems and report two kinds of studies; both concern perturbations of a completely integrable, four-dimensional symplectic map. In the first study we compute some numerical approximations to Birkhoff periodic orbits; sequences of such orbits should approximate any higher dimensional analogs of the cantori. In the second study we prove converse KAM theorems; that is, we use a combination of analytic arguments and rigorous, machine-assisted computations to find perturbations so large that no KAM tori survive. We are able to show that the last few of our Birkhoff orbits exist in a regime where there are no tori.

Scaling invariance for the escape of particles from a periodically corrugated waveguide

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Phase Transition in Dynamical Systems: Defining Classes of Universality for Two-Dimensional Hamiltonian Mappings via Critical Exponents

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Finding critical exponents for two-dimensional Hamiltonian maps

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Stickiness in a bouncer model: A slowing mechanism for Fermi acceleration

Conselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)

Scaling investigation for the dynamics of charged particles in an electric field accelerator

Some dynamical properties of an ensemble of trajectories of individual (non-interacting) classical particles of mass m and charge q interacting with a time-dependent electric field and suffering the action of a constant magnetic field are studied. Depending on both the amplitude of oscillation of the electric field and the intensity of the magnetic field, the phase space of the model can either exhibit: (i) regular behavior or (ii) a mixed structure, with periodic islands of regular motion, chaotic seas characterized by positive Lyapunov exponents, and invariant Kolmogorov-Arnold-Moser curves preventing the particle to reach unbounded energy. We define an escape window in the chaotic sea and study the transport properties for chaotic orbits along the phase space by the use of scaling formalism. Our results show that the escape distribution and the survival probability obey homogeneous functions characterized by critical exponents and present universal behavior under appropriate scaling transformations. We show the survival probability decays exponentially for small iterations changing to a slower power law decay for large time, therefore, characterizing clearly the effects of stickiness of the islands and invariant tori. For the range of parameters used, our results show that the crossover from fast to slow decay obeys a power law and the behavior of survival orbits is scaling invariant. (C) 2012 American Institute of Physics. [http://dx.doi.org/10.1063/1.4772997]