Averaging Methods in Nonlinear Dynamical Systems

Averaging Methods in Nonlinear Dynamical Systems

von: Jan A. Sanders, Ferdinand Verhulst, James Murdock

Springer-Verlag, 2007

ISBN: 9780387489186 , 434 Seiten

2. Auflage

Format: PDF

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Averaging Methods in Nonlinear Dynamical Systems


 

Preface

6

Preface to the Revised 2nd Edition

6

Preface to the First Edition

7

List of Figures

9

List of Tables

11

List of Algorithms

12

Contents

13

Map of the book

20

1 Basic Material and Asymptotics

21

1.1 Introduction

21

1.2 The Initial Value Problem: Existence, Uniqueness and Continuation

22

1.3 The Gronwall Lemma

24

1.4 Concepts of Asymptotic Approximation

25

1.5 Naive Formulation of Perturbation Problems

32

1.6 Reformulation in the Standard Form

36

1.7 The Standard Form in the Quasilinear Case

37

2 Averaging: the Periodic Case

40

2.1 Introduction

40

2.2 Van der Pol Equation

41

2.3 A Linear Oscillator with Frequency Modulation

43

2.4 One Degree of Freedom Hamiltonian System

44

2.5 The Necessity of Restricting the Interval of Time

45

2.6 Bounded Solutions and a Restricted Time Scale of Validity

46

2.7 Counter Example of Crude Averaging

47

2.8 Two Proofs of First-Order Periodic Averaging

49

2.9 Higher-Order Periodic Averaging and Trade-Off

56

3 Methodology of Averaging

64

3.1 Introduction

64

3.2 Handling the Averaging Process

64

3.3 Averaging Periodic Systems with Slow Time Dependence

71

3.4 Unique Averaging

75

3.5 Averaging and Multiple Time Scale Methods

79

4 Averaging: the General Case

85

4.1 Introduction

85

4.2 Basic Lemmas; the Periodic Case

86

4.3 General Averaging

90

4.4 Linear Oscillator with Increasing Damping

93

4.5 Second-Order Approximations in General Averaging; Improved First- Order Estimate Assuming Differentiability

95

4.6 Application of General Averaging to Almost- Periodic Vector Fields

100

5 Attraction

106

5.1 Introduction

106

5.2 Equations with Linear Attraction

107

5.3 Examples of Regular Perturbations with Attraction

110

5.4 Examples of Averaging with Attraction

113

5.5 Theory of Averaging with Attraction

117

y

118

( t)

118

x(0) y(t)

118

y

118

( t)

118

y

118

( t) x( t)

118

5.6 An Attractor in the Original Equation

120

5.7 Contracting Maps

121

5.8 Attracting Limit-Cycles

123

5.9 Additional Examples

124

6 Periodic Averaging and Hyperbolicity

128

6.1 Introduction

128

6.2 Coupled Duffing Equations, An Example

130

6.3 Rest Points and Periodic Solutions

133

6.4 Local Conjugacy and Shadowing

136

6.5 Extended Error Estimate for Solutions Approaching an Attractor

145

6.6 Conjugacy and Shadowing in a Dumbbell-Shaped Neighborhood

146

6.7 Extension to Larger Compact Sets

152

6.8 Extensions and Degenerate Cases

155

7 Averaging over Angles

158

7.1 Introduction

158

7.2 The Case of Constant Frequencies

158

7.3 Total Resonances

163

7.4 The Case of Variable Frequencies

167

7.5 Examples

169

7.6 Secondary (Not Second Order) Averaging

173

7.7 Formal Theory

174

7.8 Systems with Slowly Varying Frequency in the Regular Case; the Einstein Pendulum

176

7.9 Higher Order Approximation in the Regular Case

180

7.10 Generalization of the Regular Case; an Example from Celestial Mechanics

183

8 Passage Through Resonance

188

8.1 Introduction

188

8.2 The Inner Expansion

189

8.3 The Outer Expansion

190

8.4 The Composite Expansion

191

8.5 Remarks on Higher-Dimensional Problems

192

8.6 Analysis of the Inner and Outer Expansion; Passage through Resonance

196

8.7 Two Examples

205

9 From Averaging to Normal Forms

210

9.1 Classical, or First-Level, Normal Forms

210

9.2 Higher Level Normal Forms

219

10 Hamiltonian Normal Form Theory

222

10.1 Introduction

222

10.2 Normalization of Hamiltonians around Equilibria

227

10.3 Canonical Variables at Resonance

231

10.4 Periodic Solutions and Integrals

232

10.5 Two Degrees of Freedom, General Theory

233

10.6 Two Degrees of Freedom, Examples

240

10.7 Three Degrees of Freedom, General Theory

255

10.8 Three Degrees of Freedom, Examples

266

11 Classical (First–Level) Normal Form Theory

280

11.1 Introduction

280

11.2 Leibniz Algebras and Representations

281

11.3 Cohomology

284

11.4 A Matter of Style

286

11.5 Induced Linear Algebra

291

11.6 The Form of the Normal Form, the Description Problem

298

12 Nilpotent (Classical) Normal Form

301

12.1 Introduction

301

12.2 Classical Invariant Theory

301

12.3 Transvectants

302

12.4 A Remark on Generating Functions

306

12.5 The Jacobson–Morozov Lemma

309

12.6 A GL

310

-Invariant Description of the First Level

310

Normal Forms for n < 6

310

12.7 A GL

326

-Invariant Description of the Ring of

326

Seminvariants for n 6

326

13 Higher–Level Normal Form Theory

331

13.1 Introduction

331

13.2 Abstract Formulation of Normal Form Theory

333

13.3 The Hilbert–Poincar e Series of a Spectral Sequence

336

13.4 The Anharmonic Oscillator

337

13.5 The Hamiltonian 1 : 2-Resonance

342

13.6 Averaging over Angles

344

13.7 Definition of Normal Form

345

13.8 Linear Convergence, Using the Newton Method

346

13.9 Quadratic Convergence, Using the Dynkin Formula

350

A The History of the Theory of Averaging

352

A.1 Early Calculations and Ideas

352

A.2 Formal Perturbation Theory and Averaging

355

A.3 Proofs of Asymptotic Validity

358

B A 4-Dimensional Example of Hopf Bifurcation

359

B.1 Introduction

359

B.2 The Model Problem

360

B.3 The Linear Equation

361

B.4 Linear Perturbation Theory

362

B.5 The Nonlinear Problem and the Averaged Equations

364

C Invariant Manifolds by Averaging

367

C.1 Introduction

367

C.2 Deforming a Normally Hyperbolic Manifold

368

C.3 Tori by Bogoliubov-Mitropolsky-Hale Continuation

370

C.4 The Case of Parallel Flow

371

C.5 Tori Created by Neimark–Sacker Bifurcation

374

D Some Elementary Exercises in Celestial Mechanics

377

D.1 Introduction

377

D.2 The Unperturbed Kepler Problem

378

D.3 Perturbations

379

D.4 Motion Around an ‘Oblate Planet’

380

D.5 Harmonic Oscillator Formulation for Motion Around an ‘ Oblate Planet’

381

D.6 First Order Averaging for Motion Around an ‘ Oblate Planet’

382

D.7 A Dissipative Force: Atmospheric Drag

385

D.8 Systems with Mass Loss or Variable G

387

D.9 Two-body System with Increasing Mass

390

E On Averaging Methods for Partial Differential Equations

391

E.1 Introduction

391

E.2 Averaging of Operators

392

E.3 Hyperbolic Operators with a Discrete Spectrum

397

E.4 Discussion

408

References

409

Index of Definitions & Descriptions

426

General Index

430