WORLD SCIENTIFIC SERIES ON ries Series Editor: Leon 0. Chua MODELING AND COMPUTATIONS IN DYNAMICAL SYSTEMS In commemoration of the 100th anniversary of the birth of John von Neumann edited by EUSEBIUS J DOEDEL, CABOR DOMOKOS & IOANIMIS G KEVREKIDIS World Scientific MODELING AND COMPUTATIONS IN DYNAMICAL SYSTEMS In commemoration of the 100th anniversary of the birth of John von Neumann WORLD SCIENTIFIC SERIES ON NONLINEAR SCIENCE Editor: Leon O. Chua University of California, Berkeley Series B. SPECIAL THEME ISSUES AND PROCEEDINGS Volume 1: Chua's Circuit: A Paradigm for Chaos Edited by R. N. Madan Volume 2: Complexity and Chaos Edited by N. B. Abraham, A. M. Albano, A. Passamante, P. E. Rapp, and R. Gilmore Volume 3: New Trends in Pattern Formation in Active Nonlinear Media Edited by V. Perez-Villar, V. Perez-Munuzuri, C. Perez Garcia, and V. I. Krinsky Volume 4: Chaos and Nonlinear Mechanics Edited by T. Kapitaniak and J. Brindley Volume 5: Fluid Physics — Lecture Notes of Summer Schools Edited by M. G. Velarde and C. I. Christov Volume 6: Dynamics of Nonlinear and Disordered Systems Edited by G. Martfnez-Mekler and T. H. Seligman Volume 7: Chaos in Mesoscopic Systems Edited by H. A. Cerdeira and G. Casati Volume 8: Thirty Years After SharkovskiT's Theorem: New Perspectives Edited by L Alseda, F. Balibrea, J. Llibre, and M. Misiurewicz Volume 9: Discretely-Coupled Dynamical Systems Edited by V. Perez-Munuzuri, V. Perez-Villar, L. O. Chua, and M. Markus Volume 10: Nonlinear Dynamics & Chaos Edited by S. Kim, R. P. Behringer, H.-T. Moon, and Y. Kuramoto Volume 11: Chaos in Circuits and Systems Edited by G. Chen and T. Ueta Volume 12: Dynamics and Bifurcation of Patterns in Dissipative Systems Edited by G. Dangelmayr and I. Oprea & I WOBLD SCIENTIFIC SERIES ON *•* > e«-!«„ D UAI •» Q '•- senesB voi.13 NONLINEAR SCIENCE Series Editor: Leon 0. Chua MODELING AND COMPUTATIONS IN DYNAMICAL SYSTEMS In commemoration of the 100th anniversary of the birth of John von Neumann edited by Eusebius J. Doedel Concordia university, Canada Gabor Domokos Budapest university of Technology and Economics, Hungary loannis G. Kevrekidis Princeton university, USA \[p World Scientific NEWJERSEY • LONDON • SINGAPORE • BEIJING • SHANGHAI • HONGKONG • TAIPEI • CHENNAI Published by World Scientific Publishing Co. Pte. Ltd. 5 Toh Tuck Link, Singapore 596224 USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601 UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE British Library Cataloguing-in-Publication Data A catalogue record for this book is available from the British Library. Cover Illustration: The image is an artistic rendering by Greg Jones (University of Bristol) of the Lorenz manifold as computed by the five different methods; see the chapter "A Survey of Methods for Computing (Un)Stable Manifolds of Vector Fields", by B. Krauskopf, H. M. Osinga, E. J. Doedel, M. E. Henderson, J. Guckenheimer, A. Vladimirsky, M. Dellnitz and O. Junge. MODELING AND COMPUTATIONS IN DYNAMICAL SYSTEMS Copyright © 2006 by World Scientific Publishing Co. Pte. Ltd. All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means, electronic or mechanical, including photocopying, recording or any information storage and retrieval system now known or to be invented, without written permission from the Publisher. For photocopying of material in this volume, please pay a copying fee through the Copyright Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In mis case permission to photocopy is not required from the publisher. ISBN 981-256-596-5 Typeset by Stallion Press E-mail: [email protected] Printed bv Fulsland Offset Printins (SVPte Ltd, Singapore CONTENTS Editorial 1 Transport in Dynamical Astronomy and Multibody Problems 3 M, Dellnitz, 0. Junge, W. S. Koon, F. Lekien, M. W. bo, J. E. Marsden, K. Padberg, R. Preis, S. D. Ross and B. Thiere A Brief Survey on the Numerical Dynamics for Functional Differential Equations 33 B. M. Garay Bifurcations and Continuous Transitions of Attractors in Autonomous and Nonautonomous Systems 47 P. E. Kloeden and S. Siegmund A Survey of Methods for Computing (Un)Stable Manifolds of Vector Fields 67 B. Krauskopf, H. M. Osinga, E. J. Doedel, M. E. Henderson, J. Guckenheimer, A. Vladimir sky, M. Dellnitz and 0. Junge Commutators of Skew-Symmetric Matrices 97 A. M. Bloch and A. Iserles Simple Neural Networks that Optimize Decisions 107 E. Brown, J. Gao, P. Holmes, R. Bogacz, M. Gilzenrat and J. D. Cohen Newton Flow and Interior Point Methods in Linear Programming 131 J.-P. Dedieu and M. Shub Numerical Continuation of Branch Points of Equilibria and Periodic Orbits 145 E. J. Doedel, W. Govaerts, Yu. A. Kuznetsov and A- Dhooge Coarse-Grained Observation of Discretized Maps 165 G. Domokos Multiple Helical Perversions of Finite, Intristically Curved Rods 175 G. Domokos and T. J. Healey Bifurcations of Stable Sets in Noninvertible Planar Maps 195 J. P. England, B. Krauskopf and H. M. Osinga Multiparametric Bifurcations m an Enzyme-Catalyzed Reaction Model 209 E. Freire, b. Pizarro, A. J. Rodriguez-buis and F. Fernandez-Sanchez v Straightforward Computation of Spatial Equilibria of Geometrically Exact Cosserat Rods 253 T. J. Healey and P. G. Mehta Multiparameter Parallel Search Branch Switching 271 M. E. Henderson Equation-Free, Effective Computation for Discrete Systems: A Time Stepper Based Approach 279 J. Moiler, 0. Runborg, P. G. Kevrekidis, K. Lust and I. G. Kevrekidis Model Reduction for Fluids, Using Balanced Proper Orthogonal Decomposition 301 C. W. Rowley Bifurcation Tracking Algorithms and Software for Large Scale Applications 319 A. G. Salinger, E. A. Burroughs, R. P. Pawlowski, E. T. Phipps and L. A. Romero An Algorithm for Finding Invariant Algebraic Curves of a Given Degree for Polynomial Planar Vector Fields 337 G. Swirszcz EDITORIAL The papers in this issue are based on lectures presented at the October 2003 Budapest workshop on Modeling and Computations in Dynamical Systems, and complemented by selected additional contributions. The workshop, organized by G. Domokos, was held in commemoration of the 100th anniversary of the date of birth of John von Neumann, and made possible by generous support from The Thomas Cholnoky Foundation. Von Neumann made fundamental contributions to Computing, and he had a keen interest in Dynamical Systems, specifically, Hydrodynamic Turbulence. It was especially appropriate therefore, to dedicate the workshop (and this special issue) to the memory of von Neumann, one of the greatest and most influential mathematicians of the 20th century. While the topic of the Budapest workshop was rather well-defined, concentrating on modeling and computations in dynamical systems, the gathering attracted a diverse group of prominent researchers, the oreticians as well as computational scientists, with fields of expertise ranging from numerical techniques, including large scale computing, to fundamental aspects of dynamical systems. The papers in this special issue reflect these diverse interests, and, in fact, the wide-ranging nature of the field of Dynamical Systems. Applications of the work reported in this spe cial issue include geometric integration, neural networks, linear programming, dynamical astronomy, chemical reaction models, and structural and fluid mechanics. Busebius Doedel, Concordia University, Montreal, Canada Gabor Domokos, Budapest University of Technology and Economics, Hungary Ioannis Kevrekidis, Princeton University, USA 1 This page is intentionally left blank TRANSPORT IN DYNAMICAL ASTRONOMY AND MULTIBODY PROBLEMS MICHAEL DELLNITZ*, OLIVER JUNGE*, WANG SANG KOONt, FRANCOIS LEKIEN*, MARTIN W. LO§, JERROLD E. MARSDEN^, KATHRIN PADBERG*, ROBERT PREIS*, SHANE D. ROSS*, and BIANCA THIERE* *Faculty of Computer Science, Electrical Engineering and Mathematics, University of Paderborn, D-33095 Paderborn, Germany ^Control and Dynamical Systems, MC 107-81, California Institute of Technology, Pasadena, CA 91125, USA ^•Department of Mechanical and Aerospace Engineering, Princeton University Engineering Quad, Olden Street, Princeton, NJ 08544-5263, USA ^Navigation and Mission Design, Jet Propulsion Laboratory, California Institute of Technology, M/S 301-140L, 4800 Oak Grove Drive, Pasadena, CA 91109, USA Received April 28, 2004; Revised July 5, 2004 We combine the techniques of almost invariant sets (using tree structured box elimination and graph partitioning algorithms) with invariant manifold and lobe dynamics techniques. The result is a new computational technique for computing key dynamical features, including almost invari ant sets, resonance regions as well as transport rates and bottlenecks between regions in dynam ical systems. This methodology can be applied to a variety of multibody problems, including those in molecular modeling, chemical reaction rates and dynamical astronomy. In this paper we focus on problems in dynamical astronomy to illustrate the power of the combination of these different numerical tools and their applicability. In particular, we compute transport rates between two resonance regions for the three-body system consisting of the Sun, Jupiter and a third body (such as an asteroid). These resonance regions are appropriate for certain comets and asteroids. Keywords: Three-body problem; transport rates; dynamical systems; almost invariant sets; graph partitioning; set-oriented methods; invariant manifolds; lobe dynamics. Contents 1. Introduction 4 1.1. Need for modification of current transport calculations 6 1.1.1. Chemistry 6 1.1.2. Dynamical astronomy 6 1.2. Current methods for the study of transport in the PCR3BP 6 1.2.1. Analytical methods: single resonance theory and resonance overlap criterion 6 3
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