2,166 research outputs found
Numerical determination of the basin of attraction for exponentially asymptotically autonomous dynamical systems
Numerical methods to determine the basin of attraction for autonomous equations focus on a bounded subset of the phase space. For non-autonomous systems, any relevant subset of the phase space, which now includes the time as one coordinate, is unbounded in t-direction. Hence, a numerical method would have to use infinitely many points.\ud
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To overcome this problem, we introduce a transformation of the phase space. Restricting ourselves to exponentially asymptotically autonomous systems, we can map the infinite time interval to a finite, compact one. The basin of attraction of a solution becomes the basin of attraction of an exponentially stable equilibrium. Now we are able to generalise numerical methods from the autonomous case. More precisely, we characterise a Lyapunov function as a solution of a suitable linear first-order partial differential equation and approximate it using Radial Basis Functions
Computation and verification of Lyapunov functions
Lyapunov functions are an important tool to determine the basin of attraction of equilibria in Dynamical Systems through their sublevel sets. Recently, several numerical construction methods for Lyapunov functions have been proposed, among them the RBF (Radial Basis Function) and CPA (Continuous Piecewise Affine) methods. While the first method lacks a verification that the constructed function is a valid Lyapunov function, the second method is rigorous, but computationally much more demanding. In this paper, we propose a combination of these two methods, using their respective strengths: we use the RBF method to compute a potential Lyapunov function. Then we interpolate this function by a CPA function. Checking a finite number of inequalities, we are able to verify that this interpolation is a Lyapunov function. Moreover, sublevel sets are arbitrarily close to the basin of attraction. We show that this combined method always succeeds in computing and verifying a Lyapunov function, as well as in determining arbitrary compact subsets of the basin of attraction. The method is applied to two examples
A new code for orbit analysis and Schwarzschild modelling of triaxial stellar systems
We review the methods used to study the orbital structure and chaotic
properties of various galactic models and to construct self-consistent
equilibrium solutions by Schwarzschild's orbit superposition technique. These
methods are implemented in a new publicly available software tool, SMILE, which
is intended to be a convenient and interactive instrument for studying a
variety of 2D and 3D models, including arbitrary potentials represented by a
basis-set expansion, a spherical-harmonic expansion with coefficients being
smooth functions of radius (splines), or a set of fixed point masses. We also
propose two new variants of Schwarzschild modelling, in which the density of
each orbit is represented by the coefficients of the basis-set or spline
spherical-harmonic expansion, and the orbit weights are assigned in such a way
as to reproduce the coefficients of the underlying density model. We explore
the accuracy of these general-purpose potential expansions and show that they
may be efficiently used to approximate a wide range of analytic density models
and serve as smooth representations of discrete particle sets (e.g. snapshots
from an N-body simulation), for instance, for the purpose of orbit analysis of
the snapshot. For the variants of Schwarzschild modelling, we use two test
cases - a triaxial Dehnen model containing a central black hole, and a model
re-created from an N-body snapshot obtained by a cold collapse. These tests
demonstrate that all modelling approaches are capable of creating equilibrium
models.Comment: MNRAS, 24 pages, 18 figures. Software is available at
http://td.lpi.ru/~eugvas/smile
Grid refinement in the construction of Lyapunov functions using radial basis functions
Lyapunov functions are a main tool to determine the domain of attraction of equilibria in dynamical systems. Recently, several methods have been presented to construct a Lyapunov function for a given system. In this paper, we improve the construction method for Lyapunov functions using Radial Basis Functions. We combine this method with a new grid refinement algorithm based on Voronoi diagrams. Starting with a coarse grid and applying the refinement algorithm, we thus manage to reduce the number of data points needed to construct Lyapunov functions. Finally, we give numerical examples to illustrate our algorithms
Review on computational methods for Lyapunov functions
Lyapunov functions are an essential tool in the stability analysis of dynamical systems, both in theory and applications. They provide sufficient conditions for the stability of equilibria or more general invariant sets, as well as for their basin of attraction. The necessity, i.e. the existence of Lyapunov functions, has been studied in converse theorems, however, they do not provide a general method to compute them. Because of their importance in stability analysis, numerous computational construction methods have been developed within the Engineering, Informatics, and Mathematics community. They cover different types of systems such as ordinary differential equations, switched systems, non-smooth systems, discrete-time systems etc., and employ di_erent methods such as series expansion, linear programming, linear matrix inequalities, collocation methods, algebraic methods, set-theoretic methods, and many others. This review brings these different methods together. First, the different types of systems, where Lyapunov functions are used, are briefly discussed. In the main part, the computational methods are presented, ordered by the type of method used to construct a Lyapunov function
Practical implementation of nonlinear time series methods: The TISEAN package
Nonlinear time series analysis is becoming a more and more reliable tool for
the study of complicated dynamics from measurements. The concept of
low-dimensional chaos has proven to be fruitful in the understanding of many
complex phenomena despite the fact that very few natural systems have actually
been found to be low dimensional deterministic in the sense of the theory. In
order to evaluate the long term usefulness of the nonlinear time series
approach as inspired by chaos theory, it will be important that the
corresponding methods become more widely accessible. This paper, while not a
proper review on nonlinear time series analysis, tries to make a contribution
to this process by describing the actual implementation of the algorithms, and
their proper usage. Most of the methods require the choice of certain
parameters for each specific time series application. We will try to give
guidance in this respect. The scope and selection of topics in this article, as
well as the implementational choices that have been made, correspond to the
contents of the software package TISEAN which is publicly available from
http://www.mpipks-dresden.mpg.de/~tisean . In fact, this paper can be seen as
an extended manual for the TISEAN programs. It fills the gap between the
technical documentation and the existing literature, providing the necessary
entry points for a more thorough study of the theoretical background.Comment: 27 pages, 21 figures, downloadable software at
http://www.mpipks-dresden.mpg.de/~tisea
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Analysing dynamical systems towards computing complete Lyapunov functions
Ordinary differential equations arise in a variety of applications, including e.g. climate systems, and can exhibit complicated dynamical behaviour. Complete Lyapunov functions can capture this behaviour by dividing the phase space into the chain-recurrent set, determining the long-time behaviour, and the transient part, where solutions pass through. In this paper, we present an algorithm to construct complete Lyapunov functions. It is based on mesh-free numerical approximation and uses the failure of convergence in certain areas to determine the chain-recurrent set. The algorithm is applied to three examples and is able to determine attractors and repellers, including periodic orbits and homoclinic orbits
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