We prove the positivity of Lyapunov exponents for the normal form of a Hopf bifurcation, perturbe... more We prove the positivity of Lyapunov exponents for the normal form of a Hopf bifurcation, perturbed by additive white noise, under sufficiently strong shear strength. This completes a series of related results for simplified situations which we can exploit by studying suitable limits of the shear and noise parameters. The crucial technical ingredient for making this approach rigorous is a result on the continuity of Lyapunov exponents via Furstenberg–Khasminskii formulas.
Chaos: An Interdisciplinary Journal of Nonlinear Science
This study investigates the use of covariant Lyapunov vectors and their respective angles for det... more This study investigates the use of covariant Lyapunov vectors and their respective angles for detecting transitions between metastable states in dynamical systems, as recently discussed in several atmospheric sciences applications. In a first step, the needed underlying dynamical models are derived from data using a non-parametric model-based clustering framework. The covariant Lyapunov vectors are then approximated based on these data-driven models. The data-based numerical approach is tested using three well-understood example systems with increasing dynamical complexity, identifying properties that allow for a successful application of the method: in particular, the method is identified to require a clear multiple time scale structure with fast transitions between slow subsystems. The latter slow dynamics should be dynamically characterized by invariant neutral directions of the linear approximation model.
Using various techniques from dynamical systems theory, we rigorously study an experimentally val... more Using various techniques from dynamical systems theory, we rigorously study an experimentally validated model by [Barkley et al 2015 Nature 526 550–3], which describes the rise of turbulent pipe flow via a PDE system of reduced complexity. The fast evolution of turbulence is governed by reaction-diffusion dynamics coupled to the centerline velocity, which evolves with advection of Burgers’ type and a slow relaminarization term. Applying to this model a spatial dynamics ansatz and geometric singular perturbation theory, we prove the existence of a heteroclinic loop between a turbulent and a laminar steady state and establish a cascade of bifurcations of various traveling waves mediating the transition to turbulence. The most complicated behaviour can be found in an intermediate Reynolds number regime, where the traveling waves exhibit arbitrarily long periodic-like dynamics indicating the onset of chaos. Our analysis provides a systematic mathematical approach to identifying the tran...
We study the problem of preservation of canard connections for time discretized fast-slow systems... more We study the problem of preservation of canard connections for time discretized fast-slow systems with canard fold points. In order to ensure such preservation, certain favorable structure preserving properties of the discretization scheme are required. Conventional schemes do not possess such properties. We perform a detailed analysis for an unconventional discretization scheme due to Kahan. The analysis uses the blow-up method to deal with the loss of normal hyperbolicity at the canard point. We show that the structure preserving properties of the Kahan discretization imply a similar result as in continuous time, guaranteeing the occurrence of canard connections between attracting and repelling slow manifolds upon variation of a bifurcation parameter. The proof is based on a non-canonical Melnikov computation along an invariant separating curve, which organizes the dynamics of the map similarly to the ODE problem.
We study the problem of preservation of maximal canards for time discretized fast–slow systems wi... more We study the problem of preservation of maximal canards for time discretized fast–slow systems with canard fold points. In order to ensure such preservation, certain favorable structure-preserving properties of the discretization scheme are required. Conventional schemes do not possess such properties. We perform a detailed analysis for an unconventional discretization scheme due to Kahan. The analysis uses the blow-up method to deal with the loss of normal hyperbolicity at the canard point. We show that the structure-preserving properties of the Kahan discretization for quadratic vector fields imply a similar result as in continuous time, guaranteeing the occurrence of maximal canards between attracting and repelling slow manifolds upon variation of a bifurcation parameter. The proof is based on a Melnikov computation along an invariant separating curve, which organizes the dynamics of the map similarly to the ODE problem.
Proceedings of the American Mathematical Society, Series B, 2021
In this paper, we study slow manifolds for infinite-dimensional evolution equations. We compare t... more In this paper, we study slow manifolds for infinite-dimensional evolution equations. We compare two approaches: an abstract evolution equation framework and a finite-dimensional spectral Galerkin approximation. We prove that the slow manifolds constructed within each approach are asymptotically close under suitable conditions. The proof is based upon Lyapunov-Perron methods and a comparison of the local graphs for the slow manifolds in scales of Banach spaces. In summary, our main result allows us to change between different characterizations of slow invariant manifolds, depending upon the technical challenges posed by particular fast-slow systems.
We prove the positivity of Lyapunov exponents for the normal form of a Hopf bifurcation, perturbe... more We prove the positivity of Lyapunov exponents for the normal form of a Hopf bifurcation, perturbed by additive white noise, under sufficiently strong shear strength. This completes a series of related results for simplified situations which we can exploit by studying suitable limits of the shear and noise parameters. The crucial technical ingredient for making this approach rigorous is a result on the continuity of Lyapunov exponents via Furstenberg–Khasminskii formulas.
Chaos: An Interdisciplinary Journal of Nonlinear Science
This study investigates the use of covariant Lyapunov vectors and their respective angles for det... more This study investigates the use of covariant Lyapunov vectors and their respective angles for detecting transitions between metastable states in dynamical systems, as recently discussed in several atmospheric sciences applications. In a first step, the needed underlying dynamical models are derived from data using a non-parametric model-based clustering framework. The covariant Lyapunov vectors are then approximated based on these data-driven models. The data-based numerical approach is tested using three well-understood example systems with increasing dynamical complexity, identifying properties that allow for a successful application of the method: in particular, the method is identified to require a clear multiple time scale structure with fast transitions between slow subsystems. The latter slow dynamics should be dynamically characterized by invariant neutral directions of the linear approximation model.
Using various techniques from dynamical systems theory, we rigorously study an experimentally val... more Using various techniques from dynamical systems theory, we rigorously study an experimentally validated model by [Barkley et al 2015 Nature 526 550–3], which describes the rise of turbulent pipe flow via a PDE system of reduced complexity. The fast evolution of turbulence is governed by reaction-diffusion dynamics coupled to the centerline velocity, which evolves with advection of Burgers’ type and a slow relaminarization term. Applying to this model a spatial dynamics ansatz and geometric singular perturbation theory, we prove the existence of a heteroclinic loop between a turbulent and a laminar steady state and establish a cascade of bifurcations of various traveling waves mediating the transition to turbulence. The most complicated behaviour can be found in an intermediate Reynolds number regime, where the traveling waves exhibit arbitrarily long periodic-like dynamics indicating the onset of chaos. Our analysis provides a systematic mathematical approach to identifying the tran...
We study the problem of preservation of canard connections for time discretized fast-slow systems... more We study the problem of preservation of canard connections for time discretized fast-slow systems with canard fold points. In order to ensure such preservation, certain favorable structure preserving properties of the discretization scheme are required. Conventional schemes do not possess such properties. We perform a detailed analysis for an unconventional discretization scheme due to Kahan. The analysis uses the blow-up method to deal with the loss of normal hyperbolicity at the canard point. We show that the structure preserving properties of the Kahan discretization imply a similar result as in continuous time, guaranteeing the occurrence of canard connections between attracting and repelling slow manifolds upon variation of a bifurcation parameter. The proof is based on a non-canonical Melnikov computation along an invariant separating curve, which organizes the dynamics of the map similarly to the ODE problem.
We study the problem of preservation of maximal canards for time discretized fast–slow systems wi... more We study the problem of preservation of maximal canards for time discretized fast–slow systems with canard fold points. In order to ensure such preservation, certain favorable structure-preserving properties of the discretization scheme are required. Conventional schemes do not possess such properties. We perform a detailed analysis for an unconventional discretization scheme due to Kahan. The analysis uses the blow-up method to deal with the loss of normal hyperbolicity at the canard point. We show that the structure-preserving properties of the Kahan discretization for quadratic vector fields imply a similar result as in continuous time, guaranteeing the occurrence of maximal canards between attracting and repelling slow manifolds upon variation of a bifurcation parameter. The proof is based on a Melnikov computation along an invariant separating curve, which organizes the dynamics of the map similarly to the ODE problem.
Proceedings of the American Mathematical Society, Series B, 2021
In this paper, we study slow manifolds for infinite-dimensional evolution equations. We compare t... more In this paper, we study slow manifolds for infinite-dimensional evolution equations. We compare two approaches: an abstract evolution equation framework and a finite-dimensional spectral Galerkin approximation. We prove that the slow manifolds constructed within each approach are asymptotically close under suitable conditions. The proof is based upon Lyapunov-Perron methods and a comparison of the local graphs for the slow manifolds in scales of Banach spaces. In summary, our main result allows us to change between different characterizations of slow invariant manifolds, depending upon the technical challenges posed by particular fast-slow systems.
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Papers by Maximilian Engel