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We summarize various cases where chaotic orbits can be described analytically. First we consider the case of a magnetic bottle where we have non-resonant and resonant ordered and chaotic orbits. In the sequence we consider the hyperbolic Henon map, where chaos appears mainly around the origin, which is an unstable periodic orbit. In this case the chaotic orbits around the origin are represented by analytic series (Moser series). We find the domain of convergence of these Moser series and of similar series around other unstable periodic orbits. The asymptotic manifolds from the various unstable periodic orbits intersect at homoclinic and heteroclinic orbits that are given analytically. Then we consider some Hamiltonian systems and we find their homoclinic orbits by using a new method of analytic prolongation. An application of astronomical interest is the domain of convergence of the analytical series that determine the spiral structure of barred-spiral galaxies.
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In a 2D conservative Hamiltonian system there is a formal integral $Phi$ besides the energy H. This is not convergent near a stable periodic orbit, but it is convergent near an unstable periodic orbit. We explain this difference and we find the convergence radius along the asymptotic curves. In simple mappings this radius is infinite. This allows the theoretical calculation of the asymptotic curves and their intersections at homoclinic points. However in more complex mappings and in Hamiltonian systems the radius of convergence is in general finite and does not allow the theoretical calculation of any homoclinic point. Then we develop a method similar to analytic continuation, applicable in systems expressed in action-angle variables, that allows the calculation of the asymptotic curves to an arbitrary length. In this way we can study analytically the chaotic regions near the unstable periodic orbit and near its homoclinic points.
We consider analytical formulae that describe the chaotic regions around the main periodic orbit $(x=y=0)$ of the H{e}non map. Following our previous paper (Efthymiopoulos, Contopoulos, Katsanikas $2014$) we introduce new variables $(xi, eta)$ in which the product $xieta=c$ (constant) gives hyperbolic invariant curves. These hyperbolae are mapped by a canonical transformation $Phi$ to the plane $(x,y)$, giving Moser invariant curves. We find that the series $Phi$ are convergent up to a maximum value of $c=c_{max}$. We give estimates of the errors due to the finite truncation of the series and discuss how these errors affect the applicability of analytical computations. For values of the basic parameter $kappa$ of the H{e}non map smaller than a critical value, there is an island of stability, around a stable periodic orbit $S$, containing KAM invariant curves. The Moser curves for $c leq 0.32$ are completely outside the last KAM curve around $S$, the curves with $0.32<c<0.41$ intersect the last KAM curve and the curves with $0.41leq c< c_{max} simeq 0.49$ are completely inside the last KAM curve. All orbits in the chaotic region around the periodic orbit $(x=y=0)$, although they seem random, belong to Moser invariant curves, which, therefore define a structure of chaos. Orbits starting close and outside the last KAM curve remain close to it for a stickiness time that is estimated analytically using the series $Phi$. We finally calculate the periodic orbits that accumulate close to the homoclinic points, i.e. the points of intersection of the asymptotic curves from $x=y=0$, exploiting a method based on the self-intersections of the invariant Moser curves. We find that all the computed periodic orbits are generated from the stable orbit $S$ for smaller values of the H{e}non parameter $kappa$, i.e. they are all regular periodic orbits.
It is known that the asymptotic invariant manifolds around an unstable periodic orbit in conservative systems can be represented by convergent series (Cherry 1926, Moser 1956, 1958, Giorgilli 2001). The unstable and stable manifolds intersect at an infinity of homoclinic points, generating a complicated homoclinic tangle. In the case of simple mappings it was found (Da Silva Ritter et al. 1987) that the domain of convergence of the formal series extends to infinity along the invariant manifolds. This allows in practice to study the homoclinic tangle using only series. However in the case of Hamiltonian systems, or mappings with a finite analyticity domain,the convergence of the series along the asymptotic manifolds is also finite. Here, we provide numerical indications that the convergence does not reach any homoclinic points. We discuss in detail the convergence problem in various cases and we find the degree of approximation of the analytical invariant manifolds to the real (numerical) manifolds as i) the order of truncation of the series increases, and ii) we use higher numerical precision in computing the coefficients of the series. Then we introduce a new method of series composition, by using action-angle variables, that allows the calculation of the asymptotic manifolds up to an a arbitrarily large extent. This is the first case of an analytic development that allows the computation of the invariant manifolds and their intersections in a Hamiltonian system for an extent long enough to allow the study of homoclinic chaos by analytical means.
The reader can find in the literature a lot of different techniques to study the dynamics of a given system and also, many suitable numerical integrators to compute them. Notwithstanding the recent work of Maffione et al. (2011a) for mappings, a detailed comparison among the widespread indicators of chaos in a general system is still lacking. Such a comparison could lead to select the most efficient algorithms given a certain dynamical problem. Furthermore, in order to choose the appropriate numerical integrators to compute them, more comparative studies among numerical integrators are also needed. This work deals with both problems. We first extend the work of Maffione et al. (2011) for mappings to the 2D Henon & Heiles (1964) potential, and compare several variational indicators of chaos: the Lyapunov Indicator (LI); the Mean Exponential Growth Factor of Nearby Orbits (MEGNO); the Smaller Alignment Index (SALI) and its generalized version, the Generalized Alignment Index (GALI); the Fast Lyapunov Indicator (FLI) and its variant, the Orthogonal Fast Lyapunov Indicator (OFLI); the Spectral Distance (D) and the Dynamical Spectras of Stretching Numbers (SSNs). We also include in the record the Relative Lyapunov Indicator (RLI), which is not a variational indicator as the others. Then, we test a numerical technique to integrate Ordinary Differential Equations (ODEs) based on the Taylor method implemented by Jorba & Zou (2005) (called taylor), and we compare its performance with other two well-known efficient integrators: the Prince & Dormand (1981) implementation of a Runge-Kutta of order 7-8 (DOPRI8) and a Bulirsch-Stoer implementation. These tests are run under two very different systems from the complexity of their equations point of view: a triaxial galactic potential model and a perturbed 3D quartic oscillator.
This work presents the continuation of the recent article The Lorenz system: hidden boundary of practical stability and the Lyapunov dimension, published in the Nonlinear Dynamics journal. In this work, in comparison with the results for classical real-valued Lorenz system (henceforward -- Lorenz system), the problem of analytical and numerical identification of the boundary of global stability for the complex-valued Lorenz system (henceforward -- complex Lorenz system) is studied. As in the case of the Lorenz system, to estimate the inner boundary of global stability the possibility of using the mathematical apparatus of Lyapunov functions (namely, the Barbashin-Krasovskii and LaSalle theorems) is demonstrated. For additional analysis of homoclinic bifurcations in complex Lorenz system a special analytical approach by Vladimirov is utilized. To outline the outer boundary of global stability and identify the so-called hidden boundary of global stability, possible birth of hidden attractors and transient chaotic sets is analyzed.
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