Parameterization of Invariant Manifolds for Periodic Orbits I: Efficient Numerics via the Floquet Normal Form

We present an efficient numerical method for computing Fourier-Taylor expansions of (un)stable manifolds associated with hyperbolic periodic orbits. Three features of the method are that (1) we obtain accurate representation of the invariant manifold as well as the dynamics on the manifold, (2) it admits natural a posteriori error analysis, and (3) it does not require numerically integrating the vector field. Our approach is based on the parameterization method for invariant manifolds, and studies a certain partial differential equation which characterizes a chart map of the manifold. The method requires only that some mild nonresonance conditions hold. The novelty of the present work is that we exploit the Floquet normal form in order to efficiently compute the Fourier-Taylor expansion. A number of example computations are given including manifolds in phase space dimension as high as ten and manifolds which are two and three dimensional. We also discuss computations of cycle-to-cycle connecting orbits which exploit these manifolds

Analytic enclosure of the fundamental matrix solution

This work describes a method to rigorously compute the real Floquet normal form decomposition of the fundamental matrix solution of a system of linear ODEs having periodic coefficients. The Floquet normal form is validated in the space of analytic functions. The technique combines analytical estimates and rigorous numerical computations and no rigorous integration is needed. An application to the theory of dynamical system is presented, together with a comparison with the results obtained by computing the enclosure in the C s category

Homoclinic points of 2-D and 4-D maps via the Parametrization Method

An interesting problem in solid state physics is to compute discrete breather solutions in $\mathcal{N}$ coupled 1--dimensional Hamiltonian particle chains and investigate the richness of their interactions. One way to do this is to compute the homoclinic intersections of invariant manifolds of a saddle point located at the origin of a class of $2\mathcal{N}$--dimensional invertible maps. In this paper we apply the parametrization method to express these manifolds analytically as series expansions and compute their intersections numerically to high precision. We first carry out this procedure for a 2--dimensional (2--D) family of generalized Henon maps ($\mathcal{N}$=1), prove the existence of a hyperbolic set in the non-dissipative case and show that it is directly connected to the existence of a homoclinic orbit at the origin. Introducing dissipation we demonstrate that a homoclinic tangency occurs beyond which the homoclinic intersection disappears. Proceeding to $\mathcal{N}=2$, we use the same approach to determine the homoclinic intersections of the invariant manifolds of a saddle point at the origin of a 4--D map consisting of two coupled 2--D cubic H\'enon maps. In dependence of the coupling the homoclinic intersection is determined, which ceases to exist once a certain amount of dissipation is present. We discuss an application of our results to the study of discrete breathers in two linearly coupled 1--dimensional particle chains with nearest--neighbor interactions and a Klein--Gordon on site potential.Comment: 24 pages, 10 figures, videos can be found at https://comp-phys.tu-dresden.de/supp

Computation of maximal local (un)stable manifold patches by the parameterization method

In this work we develop some automatic procedures for computing high order polynomial expansions of local (un)stable manifolds for equilibria of differential equations. Our method incorporates validated truncation error bounds, and maximizes the size of the image of the polynomial approximation relative to some specified constraints. More precisely we use that the manifold computations depend heavily on the scalings of the eigenvectors: indeed we study the precise effects of these scalings on the estimates which determine the validated error bounds. This relationship between the eigenvector scalings and the error estimates plays a central role in our automatic procedures. In order to illustrate the utility of these methods we present several applications, including visualization of invariant manifolds in the Lorenz and FitzHugh-Nagumo systems and an automatic continuation scheme for (un)stable manifolds in a suspension bridge problem. In the present work we treat explicitly the case where the eigenvalues satisfy a certain non-resonance condition.Comment: Revised version, typos corrected, references adde

Rigorous numerics for piecewise-smooth systems : a functional analytic approach based on Chebyshev series

In this paper, a rigorous computational method to compute solutions of piecewise-smooth systems using a functional analytic approach based on Chebyshev series is introduced. A general theory, based on the radii polynomial approach, is proposed to compute crossing periodic orbits for continuous and discontinuous (Filippov) piecewise-smooth systems. Explicit analytic estimates to carry the computer-assisted proofs are presented. The method is applied to prove existence of crossing periodic orbits in a model nonlinear Filippov system and in the Chua’s circuit system. A general formulation to compute rigorously crossing connecting orbits for piecewise-smooth systems is also introduced

Continuation of homoclinic orbits in the suspension bridge equation: a computer-assisted proof

In this paper, we prove existence of symmetric homoclinic orbits for the suspension bridge equation $u""+\beta u" + e^u-1=0$ for all parameter values $\beta \in [0.5,1.9]$. For each $\beta$, a parameterization of the stable manifold is computed and the symmetric homoclinic orbits are obtained by solving a projected boundary value problem using Chebyshev series. The proof is computer-assisted and combines the uniform contraction theorem and the radii polynomial approach, which provides an efficient means of determining a set, centered at a numerical approximation of a solution, on which a Newton-like operator is a contraction.Comment: 37 pages, 6 figure