On the state space geometry of the Kuramoto-Sivashinsky flow in a periodic domain

The continuous and discrete symmetries of the Kuramoto-Sivashinsky system restricted to a spatially periodic domain play a prominent role in shaping the invariant sets of its chaotic dynamics. The continuous spatial translation symmetry leads to relative equilibrium (traveling wave) and relative periodic orbit (modulated traveling wave) solutions. The discrete symmetries lead to existence of equilibrium and periodic orbit solutions, induce decomposition of state space into invariant subspaces, and enforce certain structurally stable heteroclinic connections between equilibria. We show, on the example of a particular small-cell Kuramoto-Sivashinsky system, how the geometry of its dynamical state space is organized by a rigid `cage' built by heteroclinic connections between equilibria, and demonstrate the preponderance of unstable relative periodic orbits and their likely role as the skeleton underpinning spatiotemporal turbulence in systems with continuous symmetries. We also offer novel visualizations of the high-dimensional Kuramoto-Sivashinsky state space flow through projections onto low-dimensional, PDE representation independent, dynamically invariant intrinsic coordinate frames, as well as in terms of the physical, symmetry invariant energy transfer rates.Comment: 31 pages, 17 figures; added references, corrected typos. Due to file size restrictions some figures in this preprint are of low quality. A high quality copy may be obtained from http://www.cns.gatech.edu/~predrag/papers/preprints.html#rp

A Periodic Systems Toolbox for MATLAB

The recently developed Periodic Systems Toolbox for MATLAB is described. The basic approach to develop this toolbox was to exploit the powerful object manipulation features of MATLAB via flexible andfunctionally rich high level m-functions, while simultaneously enforcing highly efficient and numerically sound computations via the mex-function technology of MATLAB to solve critical numerical problems.The m-functions based user interfaces ensure user-friendliness in operating with the functions of this toolbox via an object oriented approach to handle periodic system descriptions. The mex-functions are based on Fortran implementations of recently developed structure exploiting and structure preserving numerical algorithms for periodic systems which completely avoid forming of lifted representations

Semiclassical approach to discrete symmetries in quantum chaos

We use semiclassical methods to evaluate the spectral two-point correlation function of quantum chaotic systems with discrete geometrical symmetries. The energy spectra of these systems can be divided into subspectra that are associated to irreducible representations of the corresponding symmetry group. We show that for (spinless) time reversal invariant systems the statistics inside these subspectra depend on the type of irreducible representation. For real representations the spectral statistics agree with those of the Gaussian Orthogonal Ensemble (GOE) of Random Matrix Theory (RMT), whereas complex representations correspond to the Gaussian Unitary Ensemble (GUE). For systems without time reversal invariance all subspectra show GUE statistics. There are no correlations between non-degenerate subspectra. Our techniques generalize recent developments in the semiclassical approach to quantum chaos allowing one to obtain full agreement with the two-point correlation function predicted by RMT, including oscillatory contributions.Comment: 26 pages, 8 Figure

Stochastic interacting particle systems out of equilibrium

This paper provides an introduction to some stochastic models of lattice gases out of equilibrium and a discussion of results of various kinds obtained in recent years. Although these models are different in their microscopic features, a unified picture is emerging at the macroscopic level, applicable, in our view, to real phenomena where diffusion is the dominating physical mechanism. We rely mainly on an approach developed by the authors based on the study of dynamical large fluctuations in stationary states of open systems. The outcome of this approach is a theory connecting the non equilibrium thermodynamics to the transport coefficients via a variational principle. This leads ultimately to a functional derivative equation of Hamilton-Jacobi type for the non equilibrium free energy in which local thermodynamic variables are the independent arguments. In the first part of the paper we give a detailed introduction to the microscopic dynamics considered, while the second part, devoted to the macroscopic properties, illustrates many consequences of the Hamilton-Jacobi equation. In both parts several novelties are included.Comment: 36 page

Discrete Symmetry and Stability in Hamiltonian Dynamics

In this tutorial we address the existence and stability of periodic and quasiperiodic orbits in N degree of freedom Hamiltonian systems and their connection with discrete symmetries. Of primary importance in our study are the nonlinear normal modes (NNMs), i.e periodic solutions which represent continuations of the system's linear normal modes in the nonlinear regime. We examine the existence of such solutions and discuss different methods for constructing them and studying their stability under fixed and periodic boundary conditions. In the periodic case, we employ group theoretical concepts to identify a special type of NNMs called one-dimensional "bushes". We describe how to use linear combinations such NNMs to construct s(>1)-dimensional bushes of quasiperiodic orbits, for a wide variety of Hamiltonian systems and exploit the symmetries of the linearized equations to simplify the study of their destabilization. Applying this theory to the Fermi Pasta Ulam (FPU) chain, we review a number of interesting results, which have appeared in the recent literature. We then turn to an analytical and numerical construction of quasiperiodic orbits, which does not depend on the symmetries or boundary conditions. We demonstrate that the well-known "paradox" of FPU recurrences may be explained in terms of the exponential localization of the energies Eq of NNM's excited at the low part of the frequency spectrum, i.e. q=1,2,3,.... Thus, we show that the stability of these low-dimensional manifolds called q-tori is related to the persistence or FPU recurrences at low energies. Finally, we discuss a novel approach to the stability of orbits of conservative systems, the GALIk, k=2,...,2N, by means of which one can determine accurately and efficiently the destabilization of q-tori, leading to the breakdown of recurrences and the equipartition of energy, at high values of the total energy E.Comment: 50 pages, 13 figure

The phase space geometry underlying roaming reaction dynamics

Recent studies have found an unusual way of dissociation in formaldehyde. It can be characterized by a hydrogen atom that separates from the molecule, but instead of dissociating immediately it roams around the molecule for a considerable amount of time and extracts another hydrogen atom from the molecule prior to dissociation. This phenomenon has been coined roaming and has since been reported in the dissociation of a number of other molecules. In this paper we investigate roaming in Chesnavich's CH$_4^+$ model. During dissociation the free hydrogen must pass through three phase space bottleneck for the classical motion, that can be shown to exist due to unstable periodic orbits. None of these orbits is associated with saddle points of the potential energy surface and hence related to transition states in the usual sense. We explain how the intricate phase space geometry influences the shape and intersections of invariant manifolds that form separatrices, and establish the impact of these phase space structures on residence times and rotation numbers. Ultimately we use this knowledge to attribute the roaming phenomenon to particular heteroclinic intersections

Visualizing the geometry of state space in plane Couette flow

Motivated by recent experimental and numerical studies of coherent structures in wall-bounded shear flows, we initiate a systematic exploration of the hierarchy of unstable invariant solutions of the Navier-Stokes equations. We construct a dynamical, 10^5-dimensional state-space representation of plane Couette flow at Re = 400 in a small, periodic cell and offer a new method of visualizing invariant manifolds embedded in such high dimensions. We compute a new equilibrium solution of plane Couette flow and the leading eigenvalues and eigenfunctions of known equilibria at this Reynolds number and cell size. What emerges from global continuations of their unstable manifolds is a surprisingly elegant dynamical-systems visualization of moderate-Reynolds turbulence. The invariant manifolds tessellate the region of state space explored by transiently turbulent dynamics with a rigid web of continuous and discrete symmetry-induced heteroclinic connections.Comment: 32 pages, 13 figures submitted to Journal of Fluid Mechanic

Model Reduction Near Periodic Orbits of Hybrid Dynamical Systems

We show that, near periodic orbits, a class of hybrid models can be reduced to or approximated by smooth continuous-time dynamical systems. Specifically, near an exponentially stable periodic orbit undergoing isolated transitions in a hybrid dynamical system, nearby executions generically contract superexponentially to a constant-dimensional subsystem. Under a non-degeneracy condition on the rank deficiency of the associated Poincare map, the contraction occurs in finite time regardless of the stability properties of the orbit. Hybrid transitions may be removed from the resulting subsystem via a topological quotient that admits a smooth structure to yield an equivalent smooth dynamical system. We demonstrate reduction of a high-dimensional underactuated mechanical model for terrestrial locomotion, assess structural stability of deadbeat controllers for rhythmic locomotion and manipulation, and derive a normal form for the stability basin of a hybrid oscillator. These applications illustrate the utility of our theoretical results for synthesis and analysis of feedback control laws for rhythmic hybrid behavior