Parameterization of slow-stable manifolds and their invariant vector bundles: Theory and numerical implementation

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September 2016, 36(9): 4637-4664. doi: 10.3934/dcds.2016002

Parameterization of slow-stable manifolds and their invariant vector bundles: Theory and numerical implementation

J. B. van den Berg ^1, and J. D. Mireles James ^2,

1.	VU University Amsterdam, Department of Mathematics, de Boelelaan 1081, 1081 HV Amsterdam, Netherlands
2.	Florida Atlantic University, Department of Mathematical Sciences, 777 Glades Road, Boca Raton, FL 33431, United States

Received May 2015 Revised February 2016 Published May 2016

Abstract
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The present work deals with numerical methods for computing slow stable invariant manifolds as well as their invariant stable and unstable normal bundles. The slow manifolds studied here are sub-manifolds of the stable manifold of a hyperbolic equilibrium point. Our approach is based on studying certain partial differential equations equations whose solutions parameterize the invariant manifolds/bundles. Formal solutions of the partial differential equations are obtained via power series arguments, and truncating the formal series provides an explicit polynomial representation for the desired chart maps. The coefficients of the formal series are given by recursion relations which are amenable to computer calculations. The parameterizations conjugate the dynamics on the invariant manifolds and bundles to a prescribed linear dynamical systems. Hence in addition to providing accurate representation of the invariant manifolds and bundles our methods describe the dynamics on these objects as well. Example computations are given for vector fields which arise as Galerkin projections of a partial differential equation. As an application we illustrate the use of the parameterized slow manifolds and their linear bundles in the computation of heteroclinic orbits.

Keywords: slow stable manifolds, numerical methods., stable/unstable manifolds, invariant vector bundles, Parameterization method.

Mathematics Subject Classification: 34C45, 37D10, 37C10, 37C29, 37M9.

Citation: J. B. van den Berg, J. D. Mireles James. Parameterization of slow-stable manifolds and their invariant vector bundles: Theory and numerical implementation. Discrete & Continuous Dynamical Systems - A, 2016, 36 (9) : 4637-4664. doi: 10.3934/dcds.2016002

References:

[1]	W.-J. Beyn, The numerical computation of connecting orbits in dynamical systems,, IMA J. Numer. Anal., 10 (1990), 379. doi: 10.1093/imanum/10.3.379. Google Scholar
[2]	M. Breden, J.-P. Lessard and J. D. Mireles James, Computation of maximal local (un)stable manifold patches by the parameterization method,, Indagationes Mathematicae, 27 (2016), 340. doi: 10.1016/j.indag.2015.11.001. Google Scholar
[3]	H. W. Broer, H. M. Osinga and G. Vegter, On the computation of normally hyperbolic invariant manifolds,, In Nonlinear dynamical systems and chaos (Groningen, (1995), 423. Google Scholar
[4]	H. W. Broer, H. M. Osinga and G. Vegter, Algorithms for computing normally hyperbolic invariant manifolds,, Z. Angew. Math. Phys., 48 (1997), 480. doi: 10.1007/s000330050044. Google Scholar
[5]	X. Cabré, E. Fontich and R. de la Llave, The parameterization method for invariant manifolds. I. Manifolds associated to non-resonant subspaces,, Indiana Univ. Math. J., 52 (2003), 283. doi: 10.1512/iumj.2003.52.2245. Google Scholar
[6]	X. Cabré, E. Fontich and R. de la Llave, The parameterization method for invariant manifolds. {II}. Regularity with respect to parameters,, Indiana Univ. Math. J., 52 (2003), 329. doi: 10.1512/iumj.2003.52.2407. Google Scholar
[7]	X. Cabré, E. Fontich and R. de la Llave, The parameterization method for invariant manifolds. III. Overview and applications,, J. Differential Equations, 218 (2005), 444. doi: 10.1016/j.jde.2004.12.003. Google Scholar
[8]	R. C. Calleja and J.-L. Figueras, Collision of invariant bundles of quasi-periodic attractors in the dissipative standard map,, Chaos, 22 (2012). doi: 10.1063/1.4737205. Google Scholar
[9]	M. J. Capiński, Covering relations and the existence of topologically normally hyperbolic invariant sets,, Discrete Contin. Dyn. Syst., 23 (2009), 705. doi: 10.3934/dcds.2009.23.705. Google Scholar
[10]	R. Castelli and J.-P. Lessard, Rigorous Numerics in Floquet Theory: Computing Stable and Unstable Bundles of Periodic Orbits,, SIAM J. Appl. Dyn. Syst., 12 (2013), 204. doi: 10.1137/120873960. Google Scholar
[11]	R. Castelli, J.-P. Lessard and J. D. Mireles James, Parameterization of invariant manifolds for periodic orbits i: Efficient numerics via the floquet normal form,, SIAM Journal on Applied Dynamical Systems, 14 (2015), 132. doi: 10.1137/140960207. Google Scholar
[12]	A. R. Champneys, Yu. A. Kuznetsov and B. Sandstede, A numerical toolbox for homoclinic bifurcation analysis,, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 6 (1996), 867. doi: 10.1142/S0218127496000485. Google Scholar
[13]	R. de la Llave, Invariant manifolds associated to nonresonant spectral subspaces,, J. Statist. Phys., 87 (1997), 211. doi: 10.1007/BF02181486. Google Scholar
[14]	R. de la Llave and C. Eugene Wayne, On Irwin's proof of the pseudostable manifold theorem,, Math. Z., 219 (1995), 301. doi: 10.1007/BF02572367. Google Scholar
[15]	M. Desroches, J. Guckenheimer, B. Krauskopf, C. Kuehn, H. M. Osinga and M. Wechselberger, Mixed-mode oscillations with multiple time scales,, SIAM Rev., 54 (2012), 211. doi: 10.1137/100791233. Google Scholar
[16]	E. J. Doedel and M. J. Friedman, Numerical computation of heteroclinic orbits,, J. Comput. Appl. Math., 26 (1989), 155. doi: 10.1016/0377-0427(89)90153-2. Google Scholar
[17]	N. Fenichel, Persistence and smoothness of invariant manifolds for flows,, Indiana Univ. Math. J., 21 (): 193. doi: 10.1512/iumj.1972.21.21017. Google Scholar
[18]	J.-L. Figueras and À. Haro, Triple collisions of invariant bundles,, Discrete Contin. Dyn. Syst. Ser. B, 18 (2013), 2069. doi: 10.3934/dcdsb.2013.18.2069. Google Scholar
[19]	M. J. Friedman and E. J. Doedel, Computational methods for global analysis of homoclinic and heteroclinic orbits: A case study,, J. Dynam. Differential Equations, 5 (1993), 37. doi: 10.1007/BF01063734. Google Scholar
[20]	R. H. Goodman and J. K. Wróbel, High-order bisection method for computing invariant manifolds of two-dimensional maps,, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 21 (2011), 2017. doi: 10.1142/S0218127411029604. Google Scholar
[21]	J. Guckenheimer and C. Kuehn, Computing slow manifolds of saddle type,, SIAM J. Appl. Dyn. Syst., 8 (2009), 854. doi: 10.1137/080741999. Google Scholar
[22]	A. Haro, Automatic differentiation methods in computational dynamical systems: Invariant manifolds and normal forms of vector fields at fixed points,, Manuscript., (). Google Scholar
[23]	M. W. Hirsch and C. C. Pugh, Stable manifolds for hyperbolic sets,, Bull. Amer. Math. Soc., 75 (1969), 149. doi: 10.1090/S0002-9904-1969-12184-1. Google Scholar
[24]	À. Jorba and M. Zou, A software package for the numerical integration of {ODE}s by means of high-order Taylor methods,, Experiment. Math., 14 (2005), 99. doi: 10.1080/10586458.2005.10128904. Google Scholar
[25]	D. E. Knuth, The Art of Computer Programming. Vol. 2,, Addison-Wesley Publishing Co., (1981). Google Scholar
[26]	J.-P. Lessard, J. D. Mireles James and C. Reinhardt, Computer assisted proof of transverse saddle-to-saddle connecting orbits for first order vector fields,, J. Dynam. Differential Equations, 26 (2014), 267. doi: 10.1007/s10884-014-9367-0. Google Scholar
[27]	E. N. Lorenz, The slow manifold-what is it?,, J. Atmospheric Sci., 49 (1992), 2449. doi: 10.1175/1520-0469(1992)049<2449:TSMII>2.0.CO;2. Google Scholar
[28]	J. D. Mireles James, Quadratic volume-preserving maps: (Un)stable manifolds, hyperbolic dynamics, and vortex-bubble bifurcations,, J. Nonlinear Sci., 23 (2013), 585. doi: 10.1007/s00332-012-9162-1. Google Scholar
[29]	J. D. Mireles James and H. Lomelí, Computation of heteroclinic arcs with application to the volume preserving Hénon family,, SIAM J. Appl. Dyn. Syst., 9 (2010), 919. doi: 10.1137/090776329. Google Scholar
[30]	J. D. Mireles James and K. Mischaikow, Rigorous a posteriori computation of (un)stable manifolds and connecting orbits for analytic maps,, SIAM J. Appl. Dyn. Syst., 12 (2013), 957. doi: 10.1137/12088224X. Google Scholar
[31]	J. D. Mireles James and J. B. Van den Berg, Matlab codes for "parameterization of slow-stable manifold and their invariant vector bundles: Theory and numerical implementation'',, , (). Google Scholar
[32]	C. Pötzsche and M. Rasmussen, Local approximation of invariant fiber bundles: an algorithmic approach,, In Difference equations and discrete dynamical systems, (2005), 155. doi: 10.1142/9789812701572_0011. Google Scholar
[33]	W. Tucker, Validated Numerics,, Princeton University Press, (2011). Google Scholar
[34]	J. B. Van den Berg, J. D. Mireles James and C. Reinhardt, Computing (un)stable manifolds with validated error bounds: Non-resonant and resonant spectra,, To appear in Journal of Nonlinear Science, (2016). Google Scholar
[35]	J. B. Van den Berg, J. D. Mireles-James, J.-P. Lessard and K. Mischaikow, Rigorous numerics for symmetric connecting orbits: Even homoclinics of the Gray-Scott equation,, SIAM J. Math. Anal., 43 (2011), 1557. doi: 10.1137/100812008. Google Scholar
[36]	J. K. Wróbel and R. H. Goodman, High-order adaptive method for computing two-dimensional invariant manifolds of three-dimensional maps,, Commun. Nonlinear Sci. Numer. Simul., 18 (2013), 1734. doi: 10.1016/j.cnsns.2012.10.017. Google Scholar

show all references

References:

[1]	W.-J. Beyn, The numerical computation of connecting orbits in dynamical systems,, IMA J. Numer. Anal., 10 (1990), 379. doi: 10.1093/imanum/10.3.379. Google Scholar
[2]	M. Breden, J.-P. Lessard and J. D. Mireles James, Computation of maximal local (un)stable manifold patches by the parameterization method,, Indagationes Mathematicae, 27 (2016), 340. doi: 10.1016/j.indag.2015.11.001. Google Scholar
[3]	H. W. Broer, H. M. Osinga and G. Vegter, On the computation of normally hyperbolic invariant manifolds,, In Nonlinear dynamical systems and chaos (Groningen, (1995), 423. Google Scholar
[4]	H. W. Broer, H. M. Osinga and G. Vegter, Algorithms for computing normally hyperbolic invariant manifolds,, Z. Angew. Math. Phys., 48 (1997), 480. doi: 10.1007/s000330050044. Google Scholar
[5]	X. Cabré, E. Fontich and R. de la Llave, The parameterization method for invariant manifolds. I. Manifolds associated to non-resonant subspaces,, Indiana Univ. Math. J., 52 (2003), 283. doi: 10.1512/iumj.2003.52.2245. Google Scholar
[6]	X. Cabré, E. Fontich and R. de la Llave, The parameterization method for invariant manifolds. {II}. Regularity with respect to parameters,, Indiana Univ. Math. J., 52 (2003), 329. doi: 10.1512/iumj.2003.52.2407. Google Scholar
[7]	X. Cabré, E. Fontich and R. de la Llave, The parameterization method for invariant manifolds. III. Overview and applications,, J. Differential Equations, 218 (2005), 444. doi: 10.1016/j.jde.2004.12.003. Google Scholar
[8]	R. C. Calleja and J.-L. Figueras, Collision of invariant bundles of quasi-periodic attractors in the dissipative standard map,, Chaos, 22 (2012). doi: 10.1063/1.4737205. Google Scholar
[9]	M. J. Capiński, Covering relations and the existence of topologically normally hyperbolic invariant sets,, Discrete Contin. Dyn. Syst., 23 (2009), 705. doi: 10.3934/dcds.2009.23.705. Google Scholar
[10]	R. Castelli and J.-P. Lessard, Rigorous Numerics in Floquet Theory: Computing Stable and Unstable Bundles of Periodic Orbits,, SIAM J. Appl. Dyn. Syst., 12 (2013), 204. doi: 10.1137/120873960. Google Scholar
[11]	R. Castelli, J.-P. Lessard and J. D. Mireles James, Parameterization of invariant manifolds for periodic orbits i: Efficient numerics via the floquet normal form,, SIAM Journal on Applied Dynamical Systems, 14 (2015), 132. doi: 10.1137/140960207. Google Scholar
[12]	A. R. Champneys, Yu. A. Kuznetsov and B. Sandstede, A numerical toolbox for homoclinic bifurcation analysis,, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 6 (1996), 867. doi: 10.1142/S0218127496000485. Google Scholar
[13]	R. de la Llave, Invariant manifolds associated to nonresonant spectral subspaces,, J. Statist. Phys., 87 (1997), 211. doi: 10.1007/BF02181486. Google Scholar
[14]	R. de la Llave and C. Eugene Wayne, On Irwin's proof of the pseudostable manifold theorem,, Math. Z., 219 (1995), 301. doi: 10.1007/BF02572367. Google Scholar
[15]	M. Desroches, J. Guckenheimer, B. Krauskopf, C. Kuehn, H. M. Osinga and M. Wechselberger, Mixed-mode oscillations with multiple time scales,, SIAM Rev., 54 (2012), 211. doi: 10.1137/100791233. Google Scholar
[16]	E. J. Doedel and M. J. Friedman, Numerical computation of heteroclinic orbits,, J. Comput. Appl. Math., 26 (1989), 155. doi: 10.1016/0377-0427(89)90153-2. Google Scholar
[17]	N. Fenichel, Persistence and smoothness of invariant manifolds for flows,, Indiana Univ. Math. J., 21 (): 193. doi: 10.1512/iumj.1972.21.21017. Google Scholar
[18]	J.-L. Figueras and À. Haro, Triple collisions of invariant bundles,, Discrete Contin. Dyn. Syst. Ser. B, 18 (2013), 2069. doi: 10.3934/dcdsb.2013.18.2069. Google Scholar
[19]	M. J. Friedman and E. J. Doedel, Computational methods for global analysis of homoclinic and heteroclinic orbits: A case study,, J. Dynam. Differential Equations, 5 (1993), 37. doi: 10.1007/BF01063734. Google Scholar
[20]	R. H. Goodman and J. K. Wróbel, High-order bisection method for computing invariant manifolds of two-dimensional maps,, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 21 (2011), 2017. doi: 10.1142/S0218127411029604. Google Scholar
[21]	J. Guckenheimer and C. Kuehn, Computing slow manifolds of saddle type,, SIAM J. Appl. Dyn. Syst., 8 (2009), 854. doi: 10.1137/080741999. Google Scholar
[22]	A. Haro, Automatic differentiation methods in computational dynamical systems: Invariant manifolds and normal forms of vector fields at fixed points,, Manuscript., (). Google Scholar
[23]	M. W. Hirsch and C. C. Pugh, Stable manifolds for hyperbolic sets,, Bull. Amer. Math. Soc., 75 (1969), 149. doi: 10.1090/S0002-9904-1969-12184-1. Google Scholar
[24]	À. Jorba and M. Zou, A software package for the numerical integration of {ODE}s by means of high-order Taylor methods,, Experiment. Math., 14 (2005), 99. doi: 10.1080/10586458.2005.10128904. Google Scholar
[25]	D. E. Knuth, The Art of Computer Programming. Vol. 2,, Addison-Wesley Publishing Co., (1981). Google Scholar
[26]	J.-P. Lessard, J. D. Mireles James and C. Reinhardt, Computer assisted proof of transverse saddle-to-saddle connecting orbits for first order vector fields,, J. Dynam. Differential Equations, 26 (2014), 267. doi: 10.1007/s10884-014-9367-0. Google Scholar
[27]	E. N. Lorenz, The slow manifold-what is it?,, J. Atmospheric Sci., 49 (1992), 2449. doi: 10.1175/1520-0469(1992)049<2449:TSMII>2.0.CO;2. Google Scholar
[28]	J. D. Mireles James, Quadratic volume-preserving maps: (Un)stable manifolds, hyperbolic dynamics, and vortex-bubble bifurcations,, J. Nonlinear Sci., 23 (2013), 585. doi: 10.1007/s00332-012-9162-1. Google Scholar
[29]	J. D. Mireles James and H. Lomelí, Computation of heteroclinic arcs with application to the volume preserving Hénon family,, SIAM J. Appl. Dyn. Syst., 9 (2010), 919. doi: 10.1137/090776329. Google Scholar
[30]	J. D. Mireles James and K. Mischaikow, Rigorous a posteriori computation of (un)stable manifolds and connecting orbits for analytic maps,, SIAM J. Appl. Dyn. Syst., 12 (2013), 957. doi: 10.1137/12088224X. Google Scholar
[31]	J. D. Mireles James and J. B. Van den Berg, Matlab codes for "parameterization of slow-stable manifold and their invariant vector bundles: Theory and numerical implementation'',, , (). Google Scholar
[32]	C. Pötzsche and M. Rasmussen, Local approximation of invariant fiber bundles: an algorithmic approach,, In Difference equations and discrete dynamical systems, (2005), 155. doi: 10.1142/9789812701572_0011. Google Scholar
[33]	W. Tucker, Validated Numerics,, Princeton University Press, (2011). Google Scholar
[34]	J. B. Van den Berg, J. D. Mireles James and C. Reinhardt, Computing (un)stable manifolds with validated error bounds: Non-resonant and resonant spectra,, To appear in Journal of Nonlinear Science, (2016). Google Scholar
[35]	J. B. Van den Berg, J. D. Mireles-James, J.-P. Lessard and K. Mischaikow, Rigorous numerics for symmetric connecting orbits: Even homoclinics of the Gray-Scott equation,, SIAM J. Math. Anal., 43 (2011), 1557. doi: 10.1137/100812008. Google Scholar
[36]	J. K. Wróbel and R. H. Goodman, High-order adaptive method for computing two-dimensional invariant manifolds of three-dimensional maps,, Commun. Nonlinear Sci. Numer. Simul., 18 (2013), 1734. doi: 10.1016/j.cnsns.2012.10.017. Google Scholar

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