the transition to chaos in volume-preserving maps · = golden mean! much has been proved: mackay,...
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![Page 1: The Transition to Chaos in Volume-Preserving Maps · = Golden Mean! Much has been Proved: MacKay, R. S. (1992). ÒOn GreeneÕs Residue Criterion.Ó Nonlinearity 5(1): 161-187. Delshams,](https://reader036.vdocuments.mx/reader036/viewer/2022071501/611febf161d6147f1b04de81/html5/thumbnails/1.jpg)
Building on the Legacy of John Greene:
The Transition to Chaos in
Volume-Preserving Maps
J. D. Meiss
University of Colorado at Boulder
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John M. Greene1928-2007
1950 BS Cal Tech1956 PhD Univ. of Rochester1955-1982 PPPL1982-1995 General Atomics
1992 APS Maxwell Prize2006 AMS Steele Prize
MHD InstabilitiesBGK ModesInverse ScatteringGreene’s Residue CriterionMHD Hamiltonian TheoryMagnetic Nulls
John Greene, 1928 - 2007
“You are trying to solve the inverse scattering problem”“Oh, that!”
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John M. Greene1928-2007
1950 BS Cal Tech1956 PhD Univ. of Rochester1955-1982 PPPL1982-1995 General Atomics
1992 APS Maxwell Prize2006 AMS Steele Prize
MHD InstabilitiesBGK ModesInverse ScatteringGreene’s Residue CriterionMHD Hamiltonian TheoryMagnetic Nulls
John Greene, 1928 - 2007
“You are trying to solve the inverse scattering problem”“Oh, that!”
![Page 4: The Transition to Chaos in Volume-Preserving Maps · = Golden Mean! Much has been Proved: MacKay, R. S. (1992). ÒOn GreeneÕs Residue Criterion.Ó Nonlinearity 5(1): 161-187. Delshams,](https://reader036.vdocuments.mx/reader036/viewer/2022071501/611febf161d6147f1b04de81/html5/thumbnails/4.jpg)
The Residue CriterionAstonishing discovery
Stability of quasiperiodic orbits (irrational rotational transform)
determined by limiting stability of periodic orbits
Greene, J. M. (1968). “Two-Dimensional Area Preserving Mappings.” J. Math Physics 9: 760-768.Greene, J. M. (1979). “A Method for Computing the Stochastic Transition.” J. Math. Physics 20: 1183-1201.Greene, J. M. (1980). The Calculation of KAM Surfaces. Nonlinear Dynamics. Ann. New York Acad.357: 80-89.
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Area Preserving Map
Stability of Periodic Orbits
Residue
(x′, y′) = (x + y′, y − k
2πsin(2πx))
R<0: Hyperbolic0<R<1: EllipticR>1: Reflection Hyperbolic
det(λI −Dfn) = λ2 − τλ + 1 , τ = Tr(Dfn)
R =14
(2− Tr(Dfn))
Dfn =∂(xn, yn)∂(x0, y0)
⇒ λ1, λ2
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sequence of periodic orbits, rotation numbers
bounded Residue implies existence of invariant circle
mi
ni→ γ Use Continued fractions...
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sequence of periodic orbits, rotation numbers
bounded Residue implies existence of invariant circle
mi
ni→ γ
R
k
(0,1)
(1,2)
(1,3)
(2,5)
(3,8)
(5,13)
Ri → Rcr = 0.25009
Use Continued fractions...
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sequence of periodic orbits, rotation numbers
bounded Residue implies existence of invariant circle
mi
ni→ γ
R
k
(0,1)
(1,2)
(1,3)
(2,5)
(3,8)
(5,13)
Ri → Rcr = 0.25009
Use Continued fractions...
R
k
(0,1)
(1,2)
(1,3)
(2,5)
(3,8)
(5,13)
kcr = 0.97163640631
kcr=0.97163540631
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sequence of periodic orbits, rotation numbers
bounded Residue implies existence of invariant circle
Last Invariant Circle:
! = Golden Mean!
Much has been Proved:MacKay, R. S. (1992). “On Greene’s Residue Criterion.” Nonlinearity 5(1): 161-187.
Delshams, A. and R. de la Llave (2000). “KAM Theory and a Partial Justification of Greene’s Criterion for Nontwist Maps.” SIAM J. Math. Anal. 31(6): 1235-1269.
mi
ni→ γ Use Continued fractions...
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sequence of periodic orbits, rotation numbers
bounded Residue implies existence of invariant circle
Last Invariant Circle:
! = Golden Mean!
Much has been Proved:MacKay, R. S. (1992). “On Greene’s Residue Criterion.” Nonlinearity 5(1): 161-187.
Delshams, A. and R. de la Llave (2000). “KAM Theory and a Partial Justification of Greene’s Criterion for Nontwist Maps.” SIAM J. Math. Anal. 31(6): 1235-1269.
mi
ni→ γ Use Continued fractions...
Cantori
k=1.05
k=kcr
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Self-Similarity ! Renormalization
see R.S. MacKay (1993) Renormalisation in Area-Preserving Maps
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Generalize to Symplectic Twist Maps?
" (m,n) Periodic Orbits
Kook, H. T. and J. D. Meiss (1989). “Periodic-Orbits for Reversible, Symplectic Mappings.” Physica D 35(1-2): 65-86.
" Tori and a last torus: “KAM” and “Converse KAM”
MacKay, R. S., J. D. Meiss and J. Stark (1989). “Converse KAM Theory for Symplectic Twist Maps.” Nonlinearity 2: 555-570.
" Cantori: “Anti-Integrable Limit”
MacKay, R. S. and J. D. Meiss (1992). “Cantori for Symplectic Maps near the Anti-Integrable Limit.” Nonlinearity 5: 149-160.
"? Residue Criterion: Symplectic ! Reflexive
Tompaidis, S. (1999). Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps. Hamiltonian Systems with Three or More Degrees of Freedom (S'agaro, 1995).
Froeshlé Map
λ4 − τλ3 + σλ2 − τλ + 1 R1,2 =14
(2− λi −
1λi
)
!
!x ′ = !x + !y ′
!y ′ = !y −∇V (!x)
![Page 15: The Transition to Chaos in Volume-Preserving Maps · = Golden Mean! Much has been Proved: MacKay, R. S. (1992). ÒOn GreeneÕs Residue Criterion.Ó Nonlinearity 5(1): 161-187. Delshams,](https://reader036.vdocuments.mx/reader036/viewer/2022071501/611febf161d6147f1b04de81/html5/thumbnails/15.jpg)
Generalize to Symplectic Twist Maps?
" (m,n) Periodic Orbits
Kook, H. T. and J. D. Meiss (1989). “Periodic-Orbits for Reversible, Symplectic Mappings.” Physica D 35(1-2): 65-86.
" Tori and a last torus: “KAM” and “Converse KAM”
MacKay, R. S., J. D. Meiss and J. Stark (1989). “Converse KAM Theory for Symplectic Twist Maps.” Nonlinearity 2: 555-570.
" Cantori: “Anti-Integrable Limit”
MacKay, R. S. and J. D. Meiss (1992). “Cantori for Symplectic Maps near the Anti-Integrable Limit.” Nonlinearity 5: 149-160.
"? Residue Criterion: Symplectic ! Reflexive
Tompaidis, S. (1999). Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps. Hamiltonian Systems with Three or More Degrees of Freedom (S'agaro, 1995).
Froeshlé Map
λ4 − τλ3 + σλ2 − τλ + 1 R1,2 =14
(2− λi −
1λi
)
But what is the generalization of the golden mean?
(No satisfactory generalization of continued fractions)
!
!x ′ = !x + !y ′
!y ′ = !y −∇V (!x)
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Generalize to Symplectic Twist Maps?
" (m,n) Periodic Orbits
Kook, H. T. and J. D. Meiss (1989). “Periodic-Orbits for Reversible, Symplectic Mappings.” Physica D 35(1-2): 65-86.
" Tori and a last torus: “KAM” and “Converse KAM”
MacKay, R. S., J. D. Meiss and J. Stark (1989). “Converse KAM Theory for Symplectic Twist Maps.” Nonlinearity 2: 555-570.
" Cantori: “Anti-Integrable Limit”
MacKay, R. S. and J. D. Meiss (1992). “Cantori for Symplectic Maps near the Anti-Integrable Limit.” Nonlinearity 5: 149-160.
"? Residue Criterion: Symplectic ! Reflexive
Tompaidis, S. (1999). Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps. Hamiltonian Systems with Three or More Degrees of Freedom (S'agaro, 1995).
Froeshlé Map
λ4 − τλ3 + σλ2 − τλ + 1 R1,2 =14
(2− λi −
1λi
)
!
!x ′ = !x + !y ′
!y ′ = !y −∇V (!x)
![Page 17: The Transition to Chaos in Volume-Preserving Maps · = Golden Mean! Much has been Proved: MacKay, R. S. (1992). ÒOn GreeneÕs Residue Criterion.Ó Nonlinearity 5(1): 161-187. Delshams,](https://reader036.vdocuments.mx/reader036/viewer/2022071501/611febf161d6147f1b04de81/html5/thumbnails/17.jpg)
Generalize to Symplectic Twist Maps?
" (m,n) Periodic Orbits
Kook, H. T. and J. D. Meiss (1989). “Periodic-Orbits for Reversible, Symplectic Mappings.” Physica D 35(1-2): 65-86.
" Tori and a last torus: “KAM” and “Converse KAM”
MacKay, R. S., J. D. Meiss and J. Stark (1989). “Converse KAM Theory for Symplectic Twist Maps.” Nonlinearity 2: 555-570.
" Cantori: “Anti-Integrable Limit”
MacKay, R. S. and J. D. Meiss (1992). “Cantori for Symplectic Maps near the Anti-Integrable Limit.” Nonlinearity 5: 149-160.
"? Residue Criterion: Symplectic ! Reflexive
Tompaidis, S. (1999). Approximation of Invariant Surfaces by Periodic Orbits in High-Dimensional Maps. Hamiltonian Systems with Three or More Degrees of Freedom (S'agaro, 1995).
Froeshlé Map
λ4 − τλ3 + σλ2 − τλ + 1 R1,2 =14
(2− λi −
1λi
)
But are there critical residues or multiple pathways to destruction?
!
!x ′ = !x + !y ′
!y ′ = !y −∇V (!x)
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Magnetic Field line flows
Incompressible Fluids
Volume Preserving Maps
dx
dt= B(x, t) ∇ · B = 0
dx
dt= v(x, t) ∇ · v = 0Poincaré Map for
Periodic Time dependence: V.P.
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a = b = c = 0.1
x′ = x + a sin(2πz) + c cos(2πy)y′ = y + b sin(2πx′) + a cos(2πz)z′ = z + c sin(2πy′) + b cos(2πx′)
ABC Map
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a = b = c = 0.1
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a = b = c = 0.1
InvariantTori !Transport & Chaos !Rotation numbers "L, "# (Hmm...)Limits of Periodic Orbits ??
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A Residue Criterion? KAM theory applies (Cheng & Sun)
However, can’t fix the frequencies!
Is there a last torus? Self-Similarity?
What rotation vector plays the role of the golden mean?
Perhaps the spiral mean $3= $+1?
Are there cantori?
Anti-integrable theory by Li & Malkin
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StabilityCharacteristic Polynomial has two parameters
0<!1=!
2"1
1"!1=!
2
sadd
le n
ode !=1
#1"!1=!
2<0
period doubling !=#1
105-5-10
$
10
5
-5
-10
%
!1=!
2"#1
λ3 − τλ2 + σλ− 1 = 0τ = Tr(Df)σ = 1
2 (τ2 − Tr(Df2))
![Page 24: The Transition to Chaos in Volume-Preserving Maps · = Golden Mean! Much has been Proved: MacKay, R. S. (1992). ÒOn GreeneÕs Residue Criterion.Ó Nonlinearity 5(1): 161-187. Delshams,](https://reader036.vdocuments.mx/reader036/viewer/2022071501/611febf161d6147f1b04de81/html5/thumbnails/24.jpg)
StabilityCharacteristic Polynomial has two parameters
0<!1=!
2"1
1"!1=!
2
sadd
le n
ode !=1
#1"!1=!
2<0
period doubling !=#1
105-5-10
$
10
5
-5
-10
%
!1=!
2"#1
λ3 − τλ2 + σλ− 1 = 0τ = Tr(Df)σ = 1
2 (τ2 − Tr(Df2))
Stable Tori would be here:Saddle-Center-Hopf Line
![Page 25: The Transition to Chaos in Volume-Preserving Maps · = Golden Mean! Much has been Proved: MacKay, R. S. (1992). ÒOn GreeneÕs Residue Criterion.Ó Nonlinearity 5(1): 161-187. Delshams,](https://reader036.vdocuments.mx/reader036/viewer/2022071501/611febf161d6147f1b04de81/html5/thumbnails/25.jpg)
StabilityCharacteristic Polynomial has two parameters
0<!1=!
2"1
1"!1=!
2
sadd
le n
ode !=1
#1"!1=!
2<0
period doubling !=#1
105-5-10
$
10
5
-5
-10
%
!1=!
2"#1
λ3 − τλ2 + σλ− 1 = 0τ = Tr(Df)σ = 1
2 (τ2 − Tr(Df2))
Triple-one Eigenvalue
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Quadratic VP MapNormal form for (1,1,1) bifurcation
Generalizes Hénon’s 2D Map
Hydrogen-Atom Model for 3D dynamics
f(x, y, z) =
1 1 00 1 10 0 1
xy
z + p(x, y)
p(x, y) = −ε + µy + ax2 + bxy + cy2
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Saddle-Center-HopfTwo fixed points: typically one type-A (2,1) and one type-B (1,2).
2D stable and unstable manifolds intersect forming a “sphere”
Inside of sphere foliated (% << 1) by invariant tori
Spheromak isgeneric!
(e.g. Greene’s Magnetic Nulls)
Dullin & Meiss 2008
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Vortex Rings
Elliptical Vortex RingT.T. Lim (Singapore)
http://serve.me.nus.edu.sg/limtt/#Video_Gallery
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Circle BifurcationsElliptic invariant circle has longitudinal & transverse frequencies
Bifurcations may occur when!L
!T
m1ωL + m2ωT = k , m1, m2, k ∈ Z
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Circle BifurcationsCircles created in Saddle-Center-Hopf Bifurcation at % = 0
! = 0.317
! = 0.25
! = 0.252! = 0.235
! = 0.148
! = 0.05
! = 0.302
"L
"T
& = -2.4
(7,1,2)(3,4,1) (3,3,1)
(10,3,3)(46-2,13)
(7,0,2)
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& = -2.4
(7,1,2) % = 0.052 (3,5,1) % = 0.1 (4,-3,1) % = 0.21
Resonances
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Three types m.! = k (m1,m2) coprime
torus knots
(m1,m2) reducible
torus links
"L rational: (m,k)=(m1,0,k)
“Pearls on a String”
(-4,4,1)
(2,5,1)
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(0.056, -1.0) (0.057, -1.0)
(0.109, -2.7) (0.114, -2.7)
(0.096, -2.2)(0.092, -2.2)
(1,2,0) Resonance: Torus Knot
(4,2,1) Resonance: Torus Link
(3,-2,1) Resonance: Torus Knot
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3: Pearls on a StringRational "L (m2 = 0), the circle mode locks into a pair of periodic orbits
Generically one is type-A and one is type-B
(2,0,1) (4,0,1)
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&=-3.64, %=0.08
(m,k) = (5,0,2)
![Page 36: The Transition to Chaos in Volume-Preserving Maps · = Golden Mean! Much has been Proved: MacKay, R. S. (1992). ÒOn GreeneÕs Residue Criterion.Ó Nonlinearity 5(1): 161-187. Delshams,](https://reader036.vdocuments.mx/reader036/viewer/2022071501/611febf161d6147f1b04de81/html5/thumbnails/36.jpg)
(5,0,1) Pearls
& = -1.383
![Page 37: The Transition to Chaos in Volume-Preserving Maps · = Golden Mean! Much has been Proved: MacKay, R. S. (1992). ÒOn GreeneÕs Residue Criterion.Ó Nonlinearity 5(1): 161-187. Delshams,](https://reader036.vdocuments.mx/reader036/viewer/2022071501/611febf161d6147f1b04de81/html5/thumbnails/37.jpg)
Much still to do...Self-Similarity?
How to tori break-up?
Last Torus?
![Page 38: The Transition to Chaos in Volume-Preserving Maps · = Golden Mean! Much has been Proved: MacKay, R. S. (1992). ÒOn GreeneÕs Residue Criterion.Ó Nonlinearity 5(1): 161-187. Delshams,](https://reader036.vdocuments.mx/reader036/viewer/2022071501/611febf161d6147f1b04de81/html5/thumbnails/38.jpg)
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DifferentialDynamicalSystems
Differential D
ynamical System
sJam
es D. M
eiss
DifferentialDynamicalSystemsJames D. Meiss
For more information about SIAM books, journals, conferences, memberships, or activities, contact:
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Differential equations are the basis for models of any physical systems that exhibitsmooth change. This book combines much of the material found in a traditionalcourse on ordinary differential equations with an introduction to the more moderntheory of dynamical systems. Applications of this theory to physics, biology,chemistry, and engineering are shown through examples in such areas as populationmodeling, fluid dynamics, electronics, and mechanics.
Differential Dynamical Systems begins with coverage of linear systems, includingmatrix algebra; the focus then shifts to foundational material on nonlinear differentialequations, making heavy use of the contraction-mapping theorem. Subsequentchapters deal specifically with dynamical systems concepts—flow, stability, invariantmanifolds, the phase plane, bifurcation, chaos, and Hamiltonian dynamics.
Throughout the book, the author includes exercises to help students develop ananalytical and geometrical understanding of dynamics. Many of the exercises andexamples are based on applications and some involve computation; an appendixoffers simple codes written in Maple®, Mathematica®, and MATLAB® software togive students practice with computation applied to dynamical systems problems.
This textbook is intended for senior undergraduates and first-year graduate students in pure and applied mathematics, engineering, and the physical sciences. Readers
should be comfortable with elementary differential equations andlinear algebra and should have had exposure to advanced calculus.
James D. Meiss is a Professor in the Department of AppliedMathematics at the University of Colorado at Boulder. He is a fellowof the American Physical Society. His work in dynamical systemsfocuses on Hamiltonian dynamics, the transition to chaos, and thetheory of transport.
Mathematical Modeling and ComputationË|xHSKITIy716351zv*:+:!:+:! MM14
BKMM0014ISBN-978-0-898716-35-1
MM14_Meiss_coverA-920.qxp 8/22/2007 12:39 PM Page 1
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and buy my book!