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In the past ten years, there has been much progress in understanding the global dynamics of systems with several degrees-of-freedom. An important tool in these studies has been the theory of normally hyperbolic invariant manifolds and foliations of normally hyperbolic invariant manifolds. In recent years these techniques have been used for the development of global perturbation methods, the study of resonance phenomena in coupled oscillators, geometric singular perturbation theory, and the study of bursting phenomena in biological oscillators. "Invariant manifold theorems" have become standard tools for applied mathematicians, physicists, engineers, and virtually anyone working on nonlinear problems from a geometric viewpoint. In this book, the author gives a self-contained development of these ideas as well as proofs of the main theorems along the lines of the seminal works of Fenichel. In general, the Fenichel theory is very valuable for many applications, but it is not easy for people to get into from existing literature. This book provides an excellent avenue to that. Wiggins also describes a variety of settings where these techniques can be used in applications.
This monograph treats normally hyperbolic invariant manifolds, with a focus on noncompactness. These objects generalize hyperbolic fixed points and are ubiquitous in dynamical systems. First, normally hyperbolic invariant manifolds and their relation to hyperbolic fixed points and center manifolds, as well as, overviews of history and methods of proofs are presented. Furthermore, issues (such as uniformity and bounded geometry) arising due to noncompactness are discussed in great detail with examples. The main new result shown is a proof of persistence for noncompact normally hyperbolic invariant manifolds in Riemannian manifolds of bounded geometry. This extends well-known results by Fenichel and Hirsch, Pugh and Shub, and is complementary to noncompactness results in Banach spaces by Bates, Lu and Zeng. Along the way, some new results in bounded geometry are obtained and a framework is developed to analyze ODEs in a differential geometric context. Finally, the main result is extended to time and parameter dependent systems and overflowing invariant manifolds.
This monograph presents some theoretical and computational aspects of the parameterization method for invariant manifolds, focusing on the following contexts: invariant manifolds associated with fixed points, invariant tori in quasi-periodically forced systems, invariant tori in Hamiltonian systems and normally hyperbolic invariant manifolds. This book provides algorithms of computation and some practical details of their implementation. The methodology is illustrated with 12 detailed examples, many of them well known in the literature of numerical computation in dynamical systems. A public version of the software used for some of the examples is available online. The book is aimed at mathematicians, scientists and engineers interested in the theory and applications of computational dynamical systems.
This book offers the first systematic account of canard cycles, an intriguing phenomenon in the study of ordinary differential equations. The canard cycles are treated in the general context of slow-fast families of two-dimensional vector fields. The central question of controlling the limit cycles is addressed in detail and strong results are presented with complete proofs. In particular, the book provides a detailed study of the structure of the transitions near the critical set of non-isolated singularities. This leads to precise results on the limit cycles and their bifurcations, including the so-called canard phenomenon and canard explosion. The book also provides a solid basis for the use of asymptotic techniques. It gives a clear understanding of notions like inner and outer solutions, describing their relation and precise structure. The first part of the book provides a thorough introduction to slow-fast systems, suitable for graduate students. The second and third parts will be of interest to both pure mathematicians working on theoretical questions such as Hilbert's 16th problem, as well as to a wide range of applied mathematicians looking for a detailed understanding of two-scale models found in electrical circuits, population dynamics, ecological models, cellular (FitzHugh–Nagumo) models, epidemiological models, chemical reactions, mechanical oscillators with friction, climate models, and many other models with tipping points.
The notion of an invariant manifold arises naturally in the asymptotic stability analysis of stationary or standing wave solutions of unstable dispersive Hamiltonian evolution equations such as the focusing semilinear Klein-Gordon and Schrodinger equations. This is due to the fact that the linearized operators about such special solutions typically exhibit negative eigenvalues (a single one for the ground state), which lead to exponential instability of the linearized flow and allows for ideas from hyperbolic dynamics to enter. One of the main results proved here for energy subcritical equations is that the center-stable manifold associated with the ground state appears as a hyper-surface which separates a region of finite-time blowup in forward time from one which exhibits global existence and scattering to zero in forward time. The authors' entire analysis takes place in the energy topology, and the conserved energy can exceed the ground state energy only by a small amount. This monograph is based on recent research by the authors. The proofs rely on an interplay between the variational structure of the ground states and the nonlinear hyperbolic dynamics near these states. A key element in the proof is a virial-type argument excluding almost homoclinic orbits originating near the ground states, and returning to them, possibly after a long excursion. These lectures are suitable for graduate students and researchers in partial differential equations and mathematical physics. For the cubic Klein-Gordon equation in three dimensions all details are provided, including the derivation of Strichartz estimates for the free equation and the concentration-compactness argument leading to scattering due to Kenig and Merle.
Differential equations are the basis for models of any physical systems that exhibit smooth change. This book combines much of the material found in a traditional course on ordinary differential equations with an introduction to the more modern theory of dynamical systems. Applications of this theory to physics, biology, chemistry, and engineering are shown through examples in such areas as population modeling, fluid dynamics, electronics, and mechanics. Differential Dynamical Systems begins with coverage of linear systems, including matrix algebra; the focus then shifts to foundational material on nonlinear differential equations, making heavy use of the contraction-mapping theorem. Subsequent chapters deal specifically with dynamical systems concepts?flow, stability, invariant manifolds, the phase plane, bifurcation, chaos, and Hamiltonian dynamics. This new edition contains several important updates and revisions throughout the book. Throughout the book, the author includes exercises to help students develop an analytical and geometrical understanding of dynamics. Many of the exercises and examples are based on applications and some involve computation; an appendix offers simple codes written in Maple, Mathematica, and MATLAB software to give students practice with computation applied to dynamical systems problems.
Providing readers with a solid basis in dynamical systems theory, as well as explicit procedures for application of general mathematical results to particular problems, the focus here is on efficient numerical implementations of the developed techniques. The book is designed for advanced undergraduates or graduates in applied mathematics, as well as for Ph.D. students and researchers in physics, biology, engineering, and economics who use dynamical systems as model tools in their studies. A moderate mathematical background is assumed, and, whenever possible, only elementary mathematical tools are used. This new edition preserves the structure of the first while updating the context to incorporate recent theoretical developments, in particular new and improved numerical methods for bifurcation analysis.