Applications Of Centre Manifold Theory

These notes are based on a series of lectures given in the Lefschetz Center for Dynamical Systems in the Division of Applied Mathematics at Brown University during the academic year 1978-79. The purpose of the lectures was to give an introduction to the applications of centre manifold theory to differential equations. Most of the material is presented in an informal fashion, by means of worked examples in the hope that this clarifies the use of centre manifold theory. The main application of centre manifold theory given in these notes is to dynamic bifurcation theory. Dynamic bifurcation theory is concerned with topological changes in the nature of the solutions of differential equations as para meters are varied. Such an example is the creation of periodic orbits from an equilibrium point as a parameter crosses a critical value. In certain circumstances, the application of centre manifold theory reduces the dimension of the system under investigation. In this respect the centre manifold theory plays the same role for dynamic problems as the Liapunov-Schmitt procedure plays for the analysis of static solutions. Our use of centre manifold theory in bifurcation problems follows that of Ruelle and Takens [57) and of Marsden and McCracken [51).

Differential geometry is a very active field of research and has many applications to areas such as physics, in particular gravity. The chapters in this book cover a number of subjects that will be of interest to workers in these areas. It is hoped that these chapters will be able to provide a useful resource for researchers with regard to current fields of research in this important area.

The primary contribution of this thesis is a development of invariant manifold theory for impulsive functional differential equations. We begin with an in-depth analysis of linear systems, immersed in a nonautonomous dynamical systems framework. We prove a variation-of-constants formula, introduce appropriate generalizations of stable, centre and unstable subspaces, and develop a Floquet theory for periodic systems. Using the Lyapunov-Perron method, we prove the existence of local centre manifolds at a nonhyperbolic equilibrium of nonlinear impulsive functional differential equations. Using a formal differentiation procedure in conjunction with machinery from functional analysis -- specifically, contraction mappings on scales of Banach spaces -- we prove that the centre manifold is smooth in the state space. By introducing a coordinate system, we are able to prove that the coefficients of any Taylor expansion of the local centre manifold are unique and sufficiently regular in the time and lag arguments that they can be computed by solving an impulsive boundary-value problem. After proving a reduction principle, this leads naturally to explorations into bifurcation theory, where we establish generalizations of the classical fold and Hopf bifurcations for impulsive delay differential equations. Aside from the centre manifold, we demonstrate the existence and smoothness of stable and unstable manifolds and prove a linearized stability theorem. One of the applications of the theory above is an analysis of a SIR model with pulsed vaccination and finite temporary immunity modeled by a discrete delay. We determine an analytical stability criteria for the disease-free equilibrium and prove the existence of a transcritical bifurcation of periodic solutions at some critical vaccination coverage level for generic system parameters. Then, using numerical continuation and a monodromy operator discretization scheme, we track the bifurcating endemic periodic solution until a Hopf point is identifed. A cylinder bifurcation is observed; the periodic orbit expands into a cylinder in the extended phase space before eventually contracting onto a periodic orbit as the vaccination coverage vanishes. The other application is an impulsive stabilization method based on centre manifold reduction and optimization principles. Assuming a cost structure on the impulsive controller and a desired convergence rate target, we prove that under certain conditions there is always an impulsive controller that can stabilize a nonhyperbolic equilibrium with a trivial unstable subspace, robustly with respect to parameter perturbation, while guaranteeing a minimal cost. We then exploit the low-dimensionality of the centre manifold to develop a two-stage program that can be implemented to compute the optimal controller. To demonstrate the effectiveness of the two-stage program, which we call the centre probe method, we use the method to stabilize a complex network of 100 diffusively coupled nodes at a Hopf point. The cost structure is one that assigns higher cost to controlling of nodes that have more neighbours, while the jump functionals are required to be diagonal -- that is, they do not introduce further coupling. We also introduce a secondary goal, which is that the number of nodes that are controlled is minimized.

The theory of center manifold reduction is studied in this monograph in the context of (infinite-dimensional) Hamil- tonian and Lagrangian systems. The aim is to establish a "natural reduction method" for Lagrangian systems to their center manifolds. Nonautonomous problems are considered as well assystems invariant under the action of a Lie group ( including the case of relative equilibria). The theory is applied to elliptic variational problemson cylindrical domains. As a result, all bounded solutions bifurcating from a trivial state can be described by a reduced finite-dimensional variational problem of Lagrangian type. This provides a rigorous justification of rod theory from fully nonlinear three-dimensional elasticity. The book will be of interest to researchers working in classical mechanics, dynamical systems, elliptic variational problems, and continuum mechanics. It begins with the elements of Hamiltonian theory and center manifold reduction in order to make the methods accessible to non-specialists, from graduate student level.

Global analysis is the analysis on manifolds. Since the middle of the sixties there exists a highly elaborated setting if the underlying manifold is compact, evidence of which can be found in index theory, spectral geometry, the theory of harmonic maps, many applications to mathematical physics on closed manifolds like gauge theory, Seiberg-Witten theory, etc. If the underlying manifold is open, i.e. non-compact and without boundary, then most of the foundations and of the great achievements fail. Elliptic operators are no longer Fredholm, the analytical and topological indexes are not defined, the spectrum of self-adjoint elliptic operators is no longer discrete, functional spaces strongly depend on the operators involved and the data from geometry, many embedding and module structure theorems do not hold, manifolds of maps are not defined, etc. It is the goal of this new book to provide serious foundations for global analysis on open manifolds, to discuss the difficulties and special features which come from the openness and to establish many results and applications on this basis.

This account of basic manifold theory and global analysis, based on senior undergraduate and post-graduate courses at Glasgow University for students and researchers in theoretical physics, has been proven over many years. The treatment is rigorous yet less condensed than in books written primarily for pure mathematicians. Prerequisites include knowledge of basic linear algebra and topology. Topology is included in two appendices because many courses on mathematics for physics students do not include this subject. Provides a comprehensive account of basic manifold theory for post-graduate students Introduces the basic theory of differential geometry to students in theoretical physics and mathematics Contains more than 130 exercises, with helpful hints and solutions

These notes are based on a series of lectures given in the Lefschetz Center for Dynamical Systems in the Division of Applied Mathematics at Brown University during the academic year 1978-79. The purpose of the lectures was to give an introduction to the applications of centre manifold theory to differential equations. Most of the material is presented in an informal fashion, by means of worked examples in the hope that this clarifies the use of centre manifold theory. The main application of centre manifold theory given in these notes is to dynamic bifurcation theory. Dynamic bifurcation theory is concerned with topological changes in the nature of the solutions of differential equations as para meters are varied. Such an example is the creation of periodic orbits from an equilibrium point as a parameter crosses a critical value. In certain circumstances, the application of centre manifold theory reduces the dimension of the system under investigation. In this respect the centre manifold theory plays the same role for dynamic problems as the Liapunov-Schmitt procedure plays for the analysis of static solutions. Our use of centre manifold theory in bifurcation problems follows that of Ruelle and Takens [57) and of Marsden and McCracken [51).

This book provides a systematic presentation of the mathematical foundation of modern physics with applications particularly within classical mechanics and the theory of relativity. Written to be self-contained, this book provides complete and rigorous proofs of all the results presented within. Among the themes illustrated in the book are differentiable manifolds, differential forms, fiber bundles and differential geometry with non-trivial applications especially within the general theory of relativity. The emphasis is upon a systematic and logical construction of the mathematical foundations. It can be used as a textbook for a pure mathematics course in differential geometry, assuming the reader has a good understanding of basic analysis, linear algebra and point set topology. The book will also appeal to students of theoretical physics interested in the mathematical foundation of the theories.