Analytic Solutions of an Iterative Functional Differential Equation

AbstractThis paper is concerned with an iterative functional differential equation x′(x[r](z))=c0z+c1x(z)+c2x(x(z))+⋯+cmx[m](z), where r and m are nonnegative integers, x[0](z)=z,x[1](z)=x(z),x[3](z)=x(x(x(z))), etc. are the iterates of the function x(z), and ∑j=0mcj≠0. By constructing a convergent power series solution y(z) of a companion equation of the form αy′(αr+1z)=y′(αrz)∑j=0mcjy(αjz), analytic solutions of the form y(αy−1(z)) for the original differential equation are obtained

Domains of analyticity of Lindstedt expansions of KAM tori in dissipative perturbations of Hamiltonian systems

Many problems in Physics are described by dynamical systems that are conformally symplectic (e.g., mechanical systems with a friction proportional to the velocity, variational problems with a small discount or thermostated systems). Conformally symplectic systems are characterized by the property that they transform a symplectic form into a multiple of itself. The limit of small dissipation, which is the object of the present study, is particularly interesting. We provide all details for maps, but we present also the modifications needed to obtain a direct proof for the case of differential equations. We consider a family of conformally symplectic maps $f_{\mu, \epsilon}$ defined on a $2d$-dimensional symplectic manifold $\mathcal M$ with exact symplectic form $\Omega$; we assume that $f_{\mu,\epsilon}$ satisfies $f_{\mu,\epsilon}^*\Omega=\lambda(\epsilon) \Omega$. We assume that the family depends on a $d$-dimensional parameter $\mu$ (called drift) and also on a small scalar parameter $\epsilon$. Furthermore, we assume that the conformal factor $\lambda$ depends on $\epsilon$, in such a way that for $\epsilon=0$ we have $\lambda(0)=1$ (the symplectic case). We study the domains of analyticity in $\epsilon$ near $\epsilon=0$ of perturbative expansions (Lindstedt series) of the parameterization of the quasi--periodic orbits of frequency $\omega$ (assumed to be Diophantine) and of the parameter $\mu$. Notice that this is a singular perturbation, since any friction (no matter how small) reduces the set of quasi-periodic solutions in the system. We prove that the Lindstedt series are analytic in a domain in the complex $\epsilon$ plane, which is obtained by taking from a ball centered at zero a sequence of smaller balls with center along smooth lines going through the origin. The radii of the excluded balls decrease faster than any power of the distance of the center to the origin

Construction of invariant whiskered tori by a parameterization method. Part I: Maps and flows in finite dimensions

We present theorems which provide the existence of invariant whiskered tori in finite-dimensional exact symplectic maps and flows. The method is based on the study of a functional equation expressing that there is an invariant torus. We show that, given an approximate solution of the invariance equation which satisfies some non-degeneracy conditions, there is a true solution nearby. We call this an {\sl a posteriori} approach. The proof of the main theorems is based on an iterative method to solve the functional equation. The theorems do not assume that the system is close to integrable nor that it is written in action-angle variables (hence we can deal in a unified way with primary and secondary tori). It also does not assume that the hyperbolic bundles are trivial and much less that the hyperbolic motion can be reduced to constant. The a posteriori formulation allows us to justify approximate solutions produced by many non-rigorous methods (e.g. formal series expansions, numerical methods). The iterative method is not based on transformation theory, but rather on succesive corrections. This makes it possible to adapt the method almost verbatim to several infinite-dimensional situations, which we will discuss in a forthcoming paper. We also note that the method leads to fast and efficient algorithms. We plan to develop these improvements in forthcoming papers.Comment: To appear in JD

A rational deferred correction approach to parabolic optimal control problems

The accurate and efficient solution of time-dependent PDE-constrained optimization problems is a challenging task, in large part due to the very high dimension of the matrix systems that need to be solved. We devise a new deferred correction method for coupled systems of time-dependent PDEs, allowing one to iteratively improve the accuracy of low-order time stepping schemes. We consider two variants of our method, a splitting and a coupling version, and analyze their convergence properties. We then test our approach on a number of PDE-constrained optimization problems. We obtain solution accuracies far superior to that achieved when solving a single discretized problem, in particular in cases where the accuracy is limited by the time discretization. Our approach allows for the direct reuse of existing solvers for the resulting matrix systems, as well as state-of-the-art preconditioning strategies