Periodic Solutions to Dissipative Hyperbolic Systems. II: Hopf Bifurcation for Semilinear Problems
(2013)
We consider boundary value problems for semilinear hyperbolic systems of the type
$$
\partial_tu_j + a_j(x,\la)\partial_xu_j + b_j(x,\la,u) = 0, \; x\in(0,1), \;j=1,\dots,n
$$
with smooth coefficient functions $a_j$
and $b_j$
such that
$b_j(x,\la,0) = 0$ for all $x \in [0,1]$, $\la \in \R$, and $j=1,\ldots,n$.
We state conditions for Hopf bifurcation, i.e.,
for existence, local uniqueness (up to phase shifts), smoothness and smooth dependence
on $\la$
of time-periodic solutions bifurcating from the zero stationary solution. Furthermore,
we derive a formula which determines the bifurcation direction.
The proof is done by means of a Liapunov-Schmidt reduction procedure.
For this purpose, Fredholm properties of the linearized
system and implicit function
theorem techniques are used.
There are at least two distinguishing features of Hopf bifurcation theorems for hyperbolic PDEs in comparison with those for parabolic PDEs or for ODEs:
First, the question if a non-degenerate time-periodic solution depends smoothly on the system parameters
is much more delicate. And second,
a sufficient amount of dissipativity is needed in the system, and a priori
it is not clear how to verify this in terms of the data of the PDEs and of the boundary conditions.
Periodic Solutions to Dissipative Hyperbolic Systems. I: Fredholm Solvability of Linear Problems
(2013)
This paper concerns linear first-order hyperbolic systems in one space dimension of the type
$$
\partial_tu_j + a_j(x,t)\partial_xu_j + \sum\limits_{k=1}^nb_{jk}(x,t)u_k = f_j(x,t),\; x \in (0,1),\; j=1,\ldots,n,
$$
with periodicity conditions in time and reflection boundary conditions in space. We state a kind of dissipativity condition (depending on the coefficients $a_j$ and $b_{jj}$ and the boundary reflection coefficients), which implies Fredholm solvability of the problem, i.e., either there is a nontrivial solution to the homogeneous problem (in this case the space of such solutions has finite dimension) or the nonhomogeneous problem is uniquely solvable for any right-hand side (in this case the solution depends continuously on the right-hand side). In particular, under those conditions no small denominator effects occur.
Our results work for many non-strictly hyperbolic systems, but they are new even in the case of strict hyperbolicity.
Finally, in the case that all coefficients $a_j$ are $t$-independent, we show that the solutions are $C^\infty$-smooth if the data are $C^\infty$-smooth.
We examine robustness of exponential dichotomies of boundary value problems for general linear first-order one-dimensional hyperbolic systems. The boundary conditions are supposed to be of types ensuring smoothing solutions in finite time, which includes reflection boundary conditions. We show that the dichotomy survives in the space of continuous functions under small perturbations of all coefficients in the differential equations.
We give an exposition of recent results on regularity and Fredholm properties for first-order one-dimensional hyperbolic PDEs. We show that large classes of boundary operators cause an effect that smoothness increases with time. This property is the key in finding regularizers
(parametrices) for hyperbolic problems. We construct regularizers for periodic problems for dissipative first-order linear hyperbolic PDEs and show that these problems are modeled by Fredholm operators of index zero.
The article investigates the relation between global solutions of hyperbolic balance laws and viscous balance laws on the circle. It is thematically located at the crossroads of hyperbolic and parabolic partial differential equations with one-dimensional space variable and periodic boundary conditions. The two equations are given by:
u_t+f(u)_x=g(u)
and
u_t+f(u)_x=e u_{xx}+g(u).
The main result of the paper corrects a result on the persistence of heteroclinic connections by Fan and Hale from 1995 when viscosity vanishes: The "Connection Lemma" states that a connection can only persist if the zero number of the source state is a multiple of the zero number of the target state. The "Cascading Theorem" then yields convergence of heteroclinic connections to a sequence of heteroclinic connections and stationary solutions in case of non-persistence.
In addition a full description of the connection problem of rotating waves on the parabolic attractor is given.
Chimera states are particular trajectories
in systems of phase oscillators with non-local coupling
that display a spatio-temporal pattern of coherent and incoherent motion.
We present here a detailed analysis
of the spectral properties for such trajectories.
First, we study numerically their Lyapunov spectrum
and its behavior for an increasing number of oscillators.
The spectra demonstrate the hyperchaotic nature of the chimera states
and show a correspondence of the Lyapunov dimension
with the number of incoherent oscillators.
Then, we pass to the thermodynamic limit equation
and present an analytic approach
to the spectrum of a corresponding linearized evolution operator.
We show that in this setting, the chimera state is neutrally stable
and that the continuous spectrum coincides with the limit
of the hyperchaotic Lyapunov spectrum obtained for the finite size systems.
We prove a necessary and sufficient criterion for the exponential
stability of periodic solutions of delay differential equations with
large delay. We show that for sufficiently large delay the Floquet
spectrum near criticality is characterized by a set of curves, which we
call asymptotic continuous spectrum, that is independent on the
delay.
In this paper we study the destabilization mechanism in a ring of unidirectionally coupled oscillators. We derive an amplitude equation of Ginzburg-Landau type that describes the destabilization of the stationary state for systems with a large number of oscillators. Based on this amplitude equation, we are able to provide an explanation for the fast transition to chaos (or hyperchaos)
that can be observed in such systems. We show that the parameter interval, where the transition from a stable periodic state to chaos occurs, scales like the inverse
square of the number of oscillators in the ring. In particular, for a sufficiently large
number of oscillators a practically immediate transition to chaos can be observed.
The results are illustrated by a numerical study of a system of unidirectionally
coupled Duffing oscillators.
We consider the behavior of a modulated wave solution to
an $\mathbb{S}^1$-equivariant autonomous system of differential equations under an external
forcing of modulated wave type. The modulation frequency of the forcing is assumed to be close to the
modulation frequency of the modulated wave solution, while the wave frequency of the forcing is supposed to be far
from that of the modulated wave solution. We describe the domain in the three-dimensional
control parameter space (of frequencies and amplitude of the forcing)
where stable locking of the modulation frequencies of the forcing and the modulated wave solution
occurs.
Our system is a simplest case scenario for the behavior of self-pulsating lasers under the influence of external
periodically modulated
optical signals.
This paper concerns $n\times n$ linear one-dimensional hyperbolic systems of the type
$$
\om\partial_tu_j + a_j(x)\partial_xu_j + \sum\limits_{k=1}^nb_{jk}(x)u_k = f_j(x,t),\; j=1,\ldots,n,
$$
with periodicity conditions in time and reflection boundary conditions in space.
We state sufficient conditions on the data $\om, a_j$ and $b_{jk}$
such that the system has a Fredholm like solvability behavior.
Moreover, we state sufficient conditions on the data such that for any right hand side there exists exactly
one solution, that the solution survives under small perturbations of the data, and that the corresponding
data-to-solution-map
is smooth with respect to appropriate function space norms. In particular, those sufficient conditions
imply that no small denominator effects occur. Moreover, we show that perturbations of the coefficients $\om$ and $a_j$ lead to
essentially different results than perturbations of the coefficients $b_{jk}$, in general.