Seminumerical Algorithms for Computing Invariant Manifolds of Vector Fields at Fixed Points

This chapter discusses computational aspects of invariant manifolds of vector fields at fixed points. It is focused on algorithms and implementations, since the theory is well established in many classical textbooks and in the foundational papers of the parameterization method. Special emphasis is given to the computation of semi-local expansions of invariant manifolds, for which algorithms are provided, based on the algebraic manipulation of power series and novel Automatic Differentiation techniques. The chapter illustrates the methodology with three detailed examples, which are: the 2D stable manifold of the origin of the Lorenz system, the 4D center manifold of a collinear point of the Restricted Three-Body Problem, and a 6D partial normal form in the same problem that allows the generation of Conley’s transit and non-transit trajectories associated to any object of the center manifold.

[1]  Bruce R. Miller,et al.  A Toolbox for Nonlinear Dynamics , 1991 .

[2]  Antonio Giorgilli,et al.  A computer program for integrals of motion , 1984 .

[3]  E. Allgower,et al.  Introduction to Numerical Continuation Methods , 1987 .

[4]  W. Beyn,et al.  The numerical approximation of center manifolds in Hamiltonian systems , 2003 .

[5]  S. Cook,et al.  ON THE MINIMUM COMPUTATION TIME OF FUNCTIONS , 1969 .

[6]  John Guckenheimer,et al.  Computing Periodic Orbits and their Bifurcations with Automatic Differentiation , 2000, SIAM J. Sci. Comput..

[7]  Josep J. Masdemont,et al.  Dynamics in the center manifold of the collinear points of the restricted three body problem , 1999 .

[8]  Ariadna Farrés,et al.  On the high order approximation of the centre manifold for ODEs , 2010 .

[9]  Arnold Schönhage,et al.  Schnelle Multiplikation großer Zahlen , 1971, Computing.

[10]  C. Sparrow The Lorenz Equations: Bifurcations, Chaos, and Strange Attractors , 1982 .

[11]  S. Wiggins,et al.  The geometry of reaction dynamics , 2002 .

[12]  Gerard Gómez,et al.  Dynamics and Mission Design Near Libration Points: Volume III: Advanced Methods for Collinear Points , 2001 .

[13]  Shane D. Ross,et al.  Connecting orbits and invariant manifolds in the spatial restricted three-body problem , 2004 .

[14]  Éric Schost,et al.  Multivariate power series multiplication , 2005, ISSAC.

[15]  E. Lorenz Deterministic nonperiodic flow , 1963 .

[16]  Andreas Griewank,et al.  Algorithm 755: ADOL-C: a package for the automatic differentiation of algorithms written in C/C++ , 1996, TOMS.

[17]  C. Bischof,et al.  Structured second-and higher-order derivatives through univariate Taylor series , 1993 .

[18]  James Murdock,et al.  Normal Forms and Unfoldings for Local Dynamical Systems , 2002 .

[19]  John Guckenheimer,et al.  A Fast Method for Approximating Invariant Manifolds , 2004, SIAM J. Appl. Dyn. Syst..

[20]  O. Perron Über Stabilität und asymptotisches Verhalten der Integrale von Differentialgleichungssystemen , 1929 .

[21]  Martin Berz,et al.  Rigorous high-precision enclosures of fixed points and their invariant manifolds , 2011 .

[22]  Michael E. Henderson,et al.  Computing Invariant Manifolds by Integrating Fat Trajectories , 2005, SIAM J. Appl. Dyn. Syst..

[23]  Bernd Krauskopf,et al.  Global bifurcations of the Lorenz manifold , 2006 .

[24]  J. Masdemont,et al.  Computing natural transfers between Sun–Earth and Earth–Moon Lissajous libration point orbits , 2008 .

[25]  Center and Center-(Un)Stable Manifolds of Elliptic-Hyperbolic Fixed Points of 4D-Symplectic Maps. an Example: the Froeschlé Map , 1999 .

[26]  Ramon E. Moore Methods and applications of interval analysis , 1979, SIAM studies in applied mathematics.

[27]  À. Haro,et al.  A geometric description of a macroeconomic model with a center manifold , 2009 .

[28]  Andreas Griewank,et al.  Evaluating higher derivative tensors by forward propagation of univariate Taylor series , 2000, Math. Comput..

[29]  Bernd Krauskopf,et al.  Globalizing Two-Dimensional Unstable Manifolds of Maps , 1998 .

[30]  J. Mondelo,et al.  The parameterization method for invariant manifolds , 2016 .

[31]  Joris van der Hoeven The truncated fourier transform and applications , 2004, ISSAC '04.

[32]  Jürgen Moser,et al.  Lectures on Celestial Mechanics , 1971 .

[33]  Martin W. Lo,et al.  The InterPlanetary Superhighway and the Origins Program , 2002, Proceedings, IEEE Aerospace Conference.

[34]  M. Dellnitz,et al.  A subdivision algorithm for the computation of unstable manifolds and global attractors , 1997 .

[35]  Victor Szebehely,et al.  Chapter 1 – Description of the Restricted Problem , 1967 .

[36]  Gerard Gómez,et al.  Dynamics and Mission Design Near Libration Points , 2001 .

[37]  Alan Weinstein,et al.  Lectures on Symplectic Manifolds , 1977 .

[38]  V. Szebehely,et al.  Theory of Orbits: The Restricted Problem of Three Bodies , 1967 .

[39]  L. Galgani,et al.  Formal integrals for an autonomous Hamiltonian system near an equilibrium point , 1978 .

[40]  Donald Ervin Knuth,et al.  The Art of Computer Programming , 1968 .

[41]  Marco Bodrato,et al.  Towards Optimal Toom-Cook Multiplication for Univariate and Multivariate Polynomials in Characteristic 2 and 0 , 2007, WAIFI.

[42]  Richard D. Neidinger Computing multivariable Taylor series to arbitrary order , 1995 .

[43]  Angel Jorba,et al.  A Software Package for the Numerical Integration of ODEs by Means of High-Order Taylor Methods , 2005, Exp. Math..

[44]  M. Berz,et al.  TAYLOR MODELS AND OTHER VALIDATED FUNCTIONAL INCLUSION METHODS , 2003 .

[45]  Shane D. Ross,et al.  Theory and Computation of Non-RRKM Lifetime Distributions and Rates in Chemical Systems with Three or More Degrees of Freedom , 2005 .

[46]  Vladimir Igorevich Arnold,et al.  Geometrical Methods in the Theory of Ordinary Differential Equations , 1983 .

[47]  R. Llave,et al.  The parameterization method for invariant manifolds. II: Regularity with respect to parameters , 2003 .

[48]  Ana Cannas da Silva,et al.  Lectures on Symplectic Geometry , 2008 .

[49]  Yuri A. Kuznetsov,et al.  Numerical Normal Forms for Codim 2 Bifurcations of Fixed Points with at Most Two Critical Eigenvalues , 2005, SIAM J. Sci. Comput..

[50]  W. Beyn,et al.  Chapter 4 – Numerical Continuation, and Computation of Normal Forms , 2002 .

[51]  H. T. Kung,et al.  Fast Algorithms for Manipulating Formal Power Series , 1978, JACM.

[52]  Arnold Rom,et al.  Mechanized Algebraic Operations (MAO) , 1970 .

[53]  Gershon Kedem,et al.  Automatic Differentiation of Computer Programs , 1980, TOMS.

[54]  Roberto Barrio,et al.  Sensitivity Analysis of ODES/DAES Using the Taylor Series Method , 2005, SIAM J. Sci. Comput..

[55]  Shane D. Ross,et al.  Heteroclinic connections between periodic orbits and resonance transitions in celestial mechanics. , 2000, Chaos.

[56]  Richard D. Neidinger Directions for computing truncated multivariate Taylor series , 2005, Math. Comput..

[57]  Wolf-Jürgen Beyn,et al.  Numerical Taylor expansions of invariant manifolds in large dynamical systems , 1998, Numerische Mathematik.

[58]  Andreas Griewank,et al.  Evaluating derivatives - principles and techniques of algorithmic differentiation, Second Edition , 2000, Frontiers in applied mathematics.

[59]  Angel Jorba,et al.  A Methodology for the Numerical Computation of Normal Forms, Centre Manifolds and First Integrals of Hamiltonian Systems , 1999, Exp. Math..

[60]  John Guckenheimer,et al.  A Survey of Methods for Computing (un)Stable Manifolds of Vector Fields , 2005, Int. J. Bifurc. Chaos.

[61]  C. Simó,et al.  Effective Computations in Celestial Mechanics and Astrodynamics , 1998 .

[62]  Jacques Laskar,et al.  Development of TRIP: Fast Sparse Multivariate Polynomial Multiplication Using Burst Tries , 2006, International Conference on Computational Science.

[63]  J. Moser On the volume elements on a manifold , 1965 .

[64]  Vladimir I. Arnold,et al.  Ordinary differential equations and smooth dynamical systems , 1997 .

[65]  Francesco Biscani,et al.  Design and implementation of a modern algebraic manipulator for Celestial Mechanics , 2008 .

[66]  C. C. Conley,et al.  Low Energy Transit Orbits in the Restricted Three-Body Problems , 1968 .

[67]  Roberto Barrio,et al.  Algorithm 924: TIDES, a Taylor Series Integrator for Differential EquationS , 2012, TOMS.

[68]  A. Kelley The stable, center-stable, center, center-unstable, unstable manifolds , 1967 .

[69]  Joris van der Hoeven,et al.  Relax, but Don't be Too Lazy , 2002, J. Symb. Comput..

[70]  E. Allgower,et al.  Numerical Continuation Methods , 1990 .

[71]  Richard D. Neidinger,et al.  Introduction to Automatic Differentiation and MATLAB Object-Oriented Programming , 2010, SIAM Rev..

[72]  R. Llave,et al.  The parameterization method for invariant manifolds. I: Manifolds associated to non-resonant subspaces , 2003 .

[73]  Jason D. Mireles-James,et al.  Computation of Heteroclinic Arcs with Application to the Volume Preserving Hénon Family , 2010, SIAM J. Appl. Dyn. Syst..