ADVANCED SERIES IN NONLINEAR DYNAMICS – serie

This book is adapted and revised from the author's seminal PhD thesis, in which two forms of asymptotically universal structure were presented and explained for area-preserving maps. Area-preserving maps are the discrete-time analogue of two degree-of-freedom Hamiltonian systems. How they work and much of their dynamics are described in this book. The asymptotically universal structure is found on small scales in phase-space and long time-scales. The key to understanding it is renormalisation, that is, looking at a system on successively smaller phase-space and longer time scales. Having presented this idea, the author briefly surveys the use of the idea of renormalisation in physics. The renormalisation picture is then presented as the key to understanding the transition from regular to chaotic motion in area-preserving maps. Although written ten years ago, the subject matter continues to interest many today. This updated version will be useful to both researchers and students.

About one and a half decades ago, Feigenbaum observed that bifurcations, from simple dynamics to complicated ones, in a family of folding mappings like quadratic polynomials follow a universal rule (Coullet and Tresser did some similar observation independently). This observation opened a new way to understanding transition from nonchaotic systems to chaotic or turbulent system in fluid dynamics and many other areas. The renormalization was used to explain this observed universality. This research monograph is intended to bring the reader to the frontier of this active research area which is concerned with renormalization and rigidity in real and complex one-dimensional dynamics. The research work of the author in the past several years will be included in this book. Most recent results and techniques developed by Sullivan and others for an understanding of this universality as well as the most basic and important techniques in the study of real and complex one-dimensional dynamics will also be included here.

This volume puts together several important lectures on the Hamiltonian Systems and Celestial Mechanics to form a comprehensive and authoritative collection of works on the subject. Their relationship to several aspects of topology, mechanics and dynamical systems in general are also emphasized. The papers presented are an outgrowth of the lectures that took place during the “International Symposium on Hamiltonian Systems and Celestial Mechanics ”, which was held at Cocoyoc (Morelos, México) from September 13 to 17, 1994.

Although individual orbits of chaotic dynamical systems are by definition unpredictable, the average behavior of typical trajectories can often be given a precise statistical description. Indeed, there often exist ergodic invariant measures with special additional features. For a given invariant measure, and a class of observables, the correlation functions tell whether (and how fast) the system “mixes”, i.e. “forgets” its initial conditions.This book, addressed to mathematicians and mathematical (or mathematically inclined) physicists, shows how the powerful technology of transfer operators, imported from statistical physics, has been used recently to construct relevant invariant measures, and to study the speed of decay of their correlation functions, for many chaotic systems. Links with dynamical zeta functions are explained.The book is intended for graduate students or researchers entering the field, and the technical prerequisites have been kept to a minimum.

This textbook presents the most efficient analytical techniques in the local bifurcation theory of vector fields. It is centered on the theory of normal forms and its applications, including interaction with symmetries.The first part of the book reviews the center manifold reduction and introduces normal forms (with complete proofs). Basic bifurcations are studied together with bifurcations in the presence of symmetries. Special attention is given to examples with reversible vector fields, including the physical example given by the water waves. In this second edition, many problems with detailed solutions are added at the end of the first part (some systems being in infinite dimensions). The second part deals with the Couette–Taylor hydrodynamical stability problem, between concentric rotating cylinders. The spatial structure of various steady or unsteady solutions results directly from the analysis of the reduced system on a center manifold. In this part we also study bifurcations (simple here) from group orbits of solutions in an elementary way (avoiding heavy algebra). The third part analyzes bifurcations from time periodic solutions of autonomous vector fields. A normal form theory is developed, covering all cases, and emphasizing a partial Floquet reduction theory, which is applicable in infinite dimensions. Studies of period doubling as well as Arnold's resonance tongues are included in this part.

This invaluable book presents a comprehensive introduction to bifurcation theory in the presence of symmetry, an applied mathematical topic which has developed considerably over the past twenty years and has been very successful in analysing and predicting pattern formation and other critical phenomena in most areas of science where nonlinear models are involved, like fluid flow instabilities, chemical waves, elasticity and population dynamics.The book has two aims. One is to expound the mathematical methods of equivariant bifurcation theory. Beyond the classical bifurcation tools, such as center manifold and normal form reductions, the presence of symmetry requires the introduction of the algebraic and geometric formalism of Lie group theory and transformation group methods. For the first time, all these methods in equivariant bifurcations are presented in a coherent and self-consistent way in a book.The other aim is to present the most recent ideas and results in this theory, in relation to applications. This includes bifurcations of relative equilibria and relative periodic orbits for compact and noncompact group actions, heteroclinic cycles and forced symmetry-breaking perturbations. Although not all recent contributions could be included and a choice had to be made, a rather complete description of these new developments is provided. At the end of every chapter, exercises are offered to the reader.

A small army of physicists, chemists, mathematicians, and engineers has joined forces to attack a classic problem, the “reversibility paradox”, with modern tools. This book describes their work from the perspective of computer simulation, emphasizing the author's approach to the problem of understanding the compatibility, and even inevitability, of the irreversible second law of thermodynamics with an underlying time-reversible mechanics. Computer simulation has made it possible to probe reversibility from a variety of directions and “chaos theory” or “nonlinear dynamics” has supplied a useful vocabulary and set of concepts, which allow a fuller explanation of irreversibility than that available to Boltzmann or to Green and Kubo and Onsager. Clear illustration of concepts is emphasized throughout, and reinforced with a glossary of technical terms from the specialized fields which have been combined here to focus on a common theme.The book begins with a discussion contrasting the idealized reversibility of basic physics and the pragmatic irreversibility of real life. Computer models, and simulation, are next discussed and illustrated. Simulations provide the means to assimilate concepts through worked-out examples. State-of-the-art analyses, from the point of view of dynamical systems, are applied to many-body examples from nonequilibrium molecular dynamics and to chaotic irreversible flows from finite-difference, finite-element, and particle-based continuum simulations. Two necessary concepts from dynamical-systems theory — fractals and Lyapunov instability — are fundamental to the approach.Undergraduate-level physics, calculus, and ordinary differential equations are sufficient background for a full appreciation of this book, which is intended for advanced undergraduates, graduates, and research workers. The generous assortment of examples worked out in the text will stimulate readers to explore the rich and fruitful field of study which links fundamental reversible laws of physics to the irreversibility surrounding us all.

A valuable introduction for newcomers as well as an important reference and source of inspiration for established researchers, this book provides an up-to-date summary of central topics in the field of nonequilibrium statistical mechanics and dynamical systems theory.Understanding macroscopic properties of matter starting from microscopic chaos in the equations of motion of single atoms or molecules is a key problem in nonequilibrium statistical mechanics. Of particular interest both for theory and applications are transport processes such as diffusion, reaction, conduction and viscosity.Recent advances towards a deterministic theory of nonequilibrium statistical physics are summarized: Both Hamiltonian dynamical systems under nonequilibrium boundary conditions and non-Hamiltonian modelings of nonequilibrium steady states by using thermal reservoirs are considered. The surprising new results include transport coefficients that are fractal functions of control parameters, fundamental relations between transport coefficients and chaos quantities, and an understanding of nonequilibrium entropy production in terms of fractal measures and attractors.The theory is particularly useful for the description of many-particle systems with properties in-between conventional thermodynamics and nonlinear science, as they are frequently encountered on nanoscales.

This is an introductory textbook on the geometrical theory of dynamical systems, fluid flows and certain integrable systems. The topics are interdisciplinary and extend from mathematics, mechanics and physics to mechanical engineering, and the approach is very fundamental. The main theme of this book is a unified formulation to understand dynamical evolutions of physical systems within mathematical ideas of Riemannian geometry and Lie groups by using well-known examples. Underlying mathematical concepts include transformation invariance, covariant derivative, geodesic equation and curvature tensors on the basis of differential geometry, theory of Lie groups and integrability. These mathematical theories are applied to physical systems such as free rotation of a top, surface wave of shallow water, action principle in mechanics, diffeomorphic flow of fluids, vortex motions and some integrable systems.In the latest edition, a new formulation of fluid flows is also presented in a unified fashion on the basis of the gauge principle of theoretical physics and principle of least action along with new type of Lagrangians. A great deal of effort has been directed toward making the description elementary, clear and concise, to provide beginners easy access to the topics.

This book gives a modern differential geometric treatment of linearly nonholonomically constrained systems. It discusses in detail what is meant by symmetry of such a system and gives a general theory of how to reduce such a symmetry using the concept of a differential space and the almost Poisson bracket structure of its algebra of smooth functions. The above theory is applied to the concrete example of Carathéodory's sleigh and the convex rolling rigid body. The qualitative behavior of the motion of the rolling disk is treated exhaustively and in detail. In particular, it classifies all motions of the disk, including those where the disk falls flat and those where it nearly falls flat.The geometric techniques described in this book for symmetry reduction have not appeared in any book before. Nor has the detailed description of the motion of the rolling disk. In this respect, the authors are trail-blazers in their respective fields.

A small army of physicists, chemists, mathematicians, and engineers has joined forces to attack a classic problem, the “reversibility paradox”, with modern tools. This book describes their work from the perspective of computer simulation, emphasizing the authors' approach to the problem of understanding the compatibility, and even inevitability, of the irreversible second law of thermodynamics with an underlying time-reversible mechanics. Computer simulation has made it possible to probe reversibility from a variety of directions and “chaos theory” or “nonlinear dynamics” has supplied a useful vocabulary and a set of concepts, which allow a fuller explanation of irreversibility than that available to Boltzmann or to Green, Kubo and Onsager. Clear illustration of concepts is emphasized throughout, and reinforced with a glossary of technical terms from the specialized fields which have been combined here to focus on a common theme.The book begins with a discussion, contrasting the idealized reversibility of basic physics against the pragmatic irreversibility of real life. Computer models, and simulation, are next discussed and illustrated. Simulations provide the means to assimilate concepts through worked-out examples. State-of-the-art analyses, from the point of view of dynamical systems, are applied to many-body examples from nonequilibrium molecular dynamics and to chaotic irreversible flows from finite-difference, finite-element, and particle-based continuum simulations. Two necessary concepts from dynamical-systems theory — fractals and Lyapunov instability — are fundamental to the approach.Undergraduate-level physics, calculus, and ordinary differential equations are sufficient background for a full appreciation of this book, which is intended for advanced undergraduates, graduates, and research workers. The generous assortment of examples worked out in the text will stimulate readers to explore the rich and fruitful field of study which links fundamental reversible laws of physics to the irreversibility surrounding us all.This expanded edition stresses and illustrates computer algorithms with many new worked-out examples, and includes considerable new material on shockwaves, Lyapunov instability and fluctuations.

This book aims to provide a lively working knowledge of the thermodynamic control of microscopic simulations, while summarizing the historical development of the subject, along with some personal reminiscences. Many computational examples are described so that they are well-suited to learning by doing. The contents enhance the current understanding of the reversibility paradox and are accessible to advanced undergraduates and researchers in physics, computation, and irreversible thermodynamics.

This volume consists of very high quality articles which not only give a very good account of this field in the Soviet Union, but also provide stimulating materials for researchers working on this topic.

This volume consists of very high quality articles which not only give a very good account of this field in the Soviet Union, but also provide stimulating materials for researchers working on this topic.

This volume consists of very high quality articles which may not only give a very good account of this field in the Soviet Union, but also provide stimulating materials for researchers working on this topic.

This volume consists of very high quality articles which may not only give a very good account of this field in the Soviet Union, but also provide stimulating materials for researchers working on this topic.

This book concentrates mainly on the theorem of existence of periodic orbits for higher dimensional analogs of Twist maps. The setting is that of a discrete variational calculus and the techniques involve Conley-Zehnder-Morse Theory. They give rise to the concept of ghost tori which are of interest in the dimension 2 case (ghost circles). The debate is oriented somewhat toward the open problem of finding orbits of all (in particular, irrational) rotation vectors.

This textbook presents modern techniques of local bifurcation theory of vector fields. The first part reviews the Center Manifold theory and introduces a constructive approach of Normal Forms, with many examples. Basic bifurcations as saddle-node, pitchfork and Hopf are studied, together with bifurcations in the presence of symmetries. Special attention is given to examples with reversible vector fields. The second part deals with the Couette-Taylor hydrodynamical instability problem, between concentric rotating cylinders, when the rotation rates are varied. Primary bifurcations to Taylor-vortex flow, Spirals and Ribbons are studied, and secondary bifurcations are presented as illustrations of bifurcations from group orbits of solutions. The third part analyses bifurcations from periodic solutions, i.e. perturbations of an autonomous vector field having a closed orbit. Same tools are used, and studies of period doubling as well as Arnold's resonance tongues are included.

In last thirty years an explosion of interest in the study of nonlinear dynamical systems occured. The theory of one-dimensional dynamical systems has grown out in many directions. One of them has its roots in the Sharkovski0 Theorem. This beautiful theorem describes the possible sets of periods of all cycles of maps of an interval into itself. Another direction has its main objective in measuring the complexity of a system, or the amount of chaos present in it. A good way of doing this is to compute topological entropy of the system. The aim of this book is to provide graduate students and researchers with a unified and detailed exposition of these developments for interval and circle maps. Many comments are added referring to related problems, and historical remarks are made.

This volume puts together several important lectures on the Hamiltonian Systems and Celestial Mechanics to form a comprehensive and authoritative collection of works on the subject. The papers presented in this volume are an outgrowth of the lectures that took place during the "International Symposium on Hamiltonian Systems and Celestial Mechanics", which was held at the CIMAT (Centro de Investigacion en Matematicas, Guanajuato, Mexico) from September 30 to October 4, 1991. In general, the lectures explored the subject of the Hamiltonian Dynamics and Celestial Mechanics and emphasized its relationship with several aspects of topology, mechanics and dynamical systems.

This symposium brought together mechanicians, physicists and applied mathematicians to discuss the interdisciplinary topic of nonlinear wave motion, which displays effects that give rise to a multitude of unanswered questions. Nonlinear waves in fluids in particular display all the prominent nonlinear phenomena such as chaos, turbulence and pattern formation. Amongst the topics emphasized in these proceedings are: travelling fronts, solitary waves and periodic waves (dissipative and conservative); temporal and spatial asymptotics of perturbations of waves; bifurcations, stability and local dynamics of waves; interaction between different waves, and between waves and the mean flow; wave breaking, nonlinear effects on focussing and diffraction; modulation and envelope equations (their derivation and validity); and numerical and experimental results.

This invaluable book presents a concise but systematic account of the formation of spatial flow structures in a horizontal fluid layer heated from below. Flows of this type, known as Rayleigh-Bénard convection, show important features of behaviour inherent not only in various hydrodynamic-instability phenomena but also in nonlinear pattern-forming processes in other contexts. The book describes the basic methods of investigating convection patterns, and the types of two- and three-dimensional flows, pattern defects, and sequences of convection-regime changes.The author pays special attention to the question of how various factors (mainly reducible to initial and boundary conditions) determine the shapes and sizes of the structures which develop. In this way, the role of order and disorder in flow patterns, as a factor strongly affecting the character of the evolution of structures, is revealed. The presentation emphasizes the physical picture of these phenomena, without excessive mathematical detail.

Since the early developments of "nonlinear science", plasma physics played a major role in its evolution: solitons, hamiltonian chaos, distinction between absolute and convective instabilities, and dynamics of coherent structures in turbulence. Understanding transport in plasmas is important for fusion devices but also for fundamental astrophysics, for fluid mechanics, for theoretical chemistry and engineering, and plasma processing in engineering.This second workshop gathered experts in plasma physics, nonlinear phenomena and mathematics. It aimed at enabling theoreticians, numericians and experimentalists in plasma turbulence to relate electromagnetic fluctuations, modes of self-organisation and transport processes. It may lead to developing new diagnostics and new methods for signal processing.

Wave collapse is a formation of singularity arising in an initially smooth wave field due to nonlinearity. Self-focusing of light and breaking of seawaves are classical examples of such phenomena. Another conspicuous example is the collapse of Langmuir wave in plasma. This book offers a scientific systematic overview of the wave collapse theory. It includes a detailed theory of collapses in the framework of the nonlinear Schrodinger equation and its generalizations, and also applications to nonlinear optics and plasma physics. The theory of wave-breaking and vortex reconnection in hydrodynamics is also discussed.

This invaluable book examines qualitative and quantitative methods for nonlinear differential equations, as well as integrability and nonintegrability theory. Starting from the idea of a constant of motion for simple systems of differential equations, it investigates the essence of integrability, its geometrical relevance and dynamical consequences. Integrability theory is approached from different perspectives, first in terms of differential algebra, then in terms of complex time singularities and finally from the viewpoint of phase geometry (for both Hamiltonian and non-Hamiltonian systems). As generic systems of differential equations cannot be exactly solved, the book reviews the different notions of nonintegrability and shows how to prove the nonexistence of exact solutions and/or a constant of motion. Finally, nonintegrability theory is linked to dynamical systems theory by showing how the property of complete integrability, partial integrability or nonintegrability can be related to regular and irregular dynamics in phase space.

This book is a collection of recent reprints and new material on fundamentally nonlinear problems in structural systems which demonstrate localized responses to continuous inputs. It has two intended audiences. For mathematicians and physicists it should provide useful new insights into a classical yet rapidly developing area of application of the rich subject of dynamical systems theory. For workers in structural and solid mechanics it introduces a new methodology for dealing with structural localization and the related topic of the generation of solitary waves. Applications range from classical problems such as the buckling of cylindrical shells, twisted rods and pipelines, to the folding of geological strata, the failure of sandwich structures and the propagation of solitary waves in suspended beam systems.

This book introduces the reader to the two main directions of one-dimensional dynamics. The first has its roots in the Sharkovskii theorem, which describes the possible sets of periods of all cycles (periodic orbits) of a continuous map of an interval into itself. The whole theory, which was developed based on this theorem, deals mainly with combinatorial objects, permutations, graphs, etc.; it is called combinatorial dynamics. The second direction has its main objective in measuring the complexity of a system, or the degree of “chaos” present in it; for that the topological entropy is used. The book analyzes the combinatorial dynamics and topological entropy for the continuous maps of either an interval or the circle into itself.

This book provides a thorough review of a class of powerful algorithms for the numerical analysis of complex time series data which were obtained from dynamical systems. These algorithms are based on the concept of state space representations of the underlying dynamics, as introduced by nonlinear dynamics. In particular, current algorithms for state space reconstruction, correlation dimension estimation, testing for determinism and surrogate data testing are presented — algorithms which have been playing a central role in the investigation of deterministic chaos and related phenomena since 1980. Special emphasis is given to the much-disputed issue whether these algorithms can be successfully employed for the analysis of the human electroencephalogram.

In last thirty years an explosion of interest in the study of nonlinear dynamical systems occured. The theory of one-dimensional dynamical systems has grown out in many directions. One of them has its roots in the Sharkovski0 Theorem. This beautiful theorem describes the possible sets of periods of all cycles of maps of an interval into itself. Another direction has its main objective in measuring the complexity of a system, or the amount of chaos present in it. A good way of doing this is to compute topological entropy of the system. The aim of this book is to provide graduate students and researchers with a unified and detailed exposition of these developments for interval and circle maps. Many comments are added referring to related problems, and historical remarks are made.