Abstract

We develop and implement a computer assisted argument for proving the existence of heteroclinic/homoclinic connecting orbits for compact infinite dimensional maps. The argument is based on a posteriori analysis of a certain “discrete time boundary value problem,” and a key ingredient is representing the local stable/unstable manifolds of the fixed points. For a compact mapping the stable manifold is infinite dimensional, and an important component of the present work is the development of computer assisted error bounds for numerical approximation of infinite dimensional stable manifolds. As an illustration of the utility of our method we prove the existence of some connecting orbits for a nonlinear dynamical system which appears in mathematical ecology as a model of a spatially distributed ecosystem with population dispersion.

Keywords

  1. computer assisted proof
  2. connecting orbits
  3. compact infinite dimensional dynamical systems
  4. stable manifold theory
  5. Galerkin projections

MSC codes

  1. 37L25
  2. 37M99
  3. 65P99
  4. 65G20

Get full access to this article

View all available purchase options and get full access to this article.

References

1.
D. Ambrosi, G. Arioli, and H. Koch, A homoclinic solution for excitation waves on a contractile substratum, SIAM J. Appl. Dyn. Syst., 11 (2012), pp. 1533--1542.
2.
G. Arioli and H. Koch, Integration of dissipative partial differential equations: A case study, SIAM J. Appl. Dyn. Syst., 9 (2010), pp. 1119--1133.
3.
G. Arioli and H. Koch, Existence and stability of traveling pulse solutions of the FitzHugh--Nagumo equation, Nonlinear Anal., 113 (2015), pp. 51--70.
4.
G. Arioli and P. Zgliczyński, Symbolic dynamics for the Hénon--Heiles Hamiltonian on the critical level, J. Differential Equations, 171 (2001), pp. 173--202.
5.
W.-J. Beyn, The numerical computation of connecting orbits in dynamical systems, IMA J. Numer. Anal., 10 (1990), pp. 379--405.
6.
M. Breden, J. Lessard, and J. Mireles James, Computation of maximal local (un)stable manifold patches by the parameterization method, Indag. Math. (N.S.), to appear.
7.
M. Breden, J.-P. Lessard, and M. Vanicat, Global bifurcation diagrams of steady states of systems of PDEs via rigorous numerics: A 3-component reaction-diffusion system, Acta Appl. Math., 128 (2013), pp. 113--152.
8.
X. Cabré, E. Fontich, and R. de la Llave, The parameterization method for invariant manifolds. I. Manifolds associated to non-resonant subspaces, Indiana Univ. Math. J., 52 (2003), pp. 283--328.
9.
X. Cabré, E. Fontich, and R. de la Llave, The parameterization method for invariant manifolds. II. Regularity with respect to parameters, Indiana Univ. Math. J., 52 (2003), pp. 329--360.
10.
X. Cabré, E. Fontich, and R. de la Llave, The parameterization method for invariant manifolds. III. Overview and applications, J. Differential Equations, 218 (2005), pp. 444--515.
11.
R. C. Calleja, A. Celletti, and R. de la Llave, A KAM theory for conformally symplectic systems: Efficient algorithms and their validation, J. Differential Equations, 255 (2013), pp. 978--1049.
12.
M. Canadell and À. Haro, Parameterization method for computing quasi-periodic reducible normally hyperbolic invariant tori, in Advances in Differential Equations and Applications, SEMA SIMAI Springer Ser. 4, Springer, Berlin, 2014, pp. 85--94.
13.
R. Castelli and J.-P. Lessard, A method to rigorously enclose eigenpairs of complex interval matrices, in Proceedings of Conference Applications of Mathematics 2013, Prague, 2013, pp. 21--31.
14.
R. Castelli, J.-P. Lessard, and J. D. M. James, Parameterization of invariant manifolds for periodic orbits I: Efficient numerics via the floquet normal form, SIAM J. Appl. Dyn. Syst., 14 (2015), pp. 132--167.
15.
J. Cyranka, Efficient and generic algorithm for rigorous integration forward in time of dPDEs: Part I, J. Sci. Comput., 59 (2014), pp. 28--52.
16.
S. Day, O. Junge, and K. Mischaikow, A rigorous numerical method for the global analysis of infinite-dimensional discrete dynamical systems, SIAM J. Appl. Dyn. Syst., 3 (2004), pp. 117--160.
17.
S. Day and W. D. Kalies, Rigorous computation of the global dynamics of integrodifference equations with smooth nonlinearities, SIAM J. Numer. Anal., 51 (2013), pp. 2957--2983.
18.
S. Day, J.-P. Lessard, and K. Mischaikow, Validated continuation for equilibria of PDEs, SIAM J. Numer. Anal., 45 (2007), pp. 1398--1424.
19.
R. de la Llave and R. Obaya, Regularity of the composition operator in spaces of Hölder functions, Discrete Contin. Dyn. Syst., 5 (1999), pp. 157--184.
20.
R. de la Llave, A. Olvera, and N. P. Petrov, Combination laws for scaling exponents and relation to the geometry of renormalization operators: The principle of approximate combination of scaling exponents, J. Stat. Phys., 143 (2011), pp. 889--920.
21.
E. J. Doedel and M. J. Friedman, Numerical computation of heteroclinic orbits, J. Comput. Appl. Math., 26 (1989), pp. 155--170.
22.
J.-P. Eckmann, H. Koch, and P. Wittwer, A Computer-Assisted Proof of Universality for Area-Preserving Maps, Mem. Amer. Math. Soc. 47, AMS, Providence, RI, 1984.
23.
J.-P. Eckmann and P. Wittwer, A complete proof of the Feigenbaum conjectures, J. Stat. Phys., 46 (1987), pp. 455--475.
24.
J.-L. Figueras and À. Haro, Reliable computation of robust response tori on the verge of breakdown, SIAM J. Appl. Dyn. Syst., 11 (2012), pp. 597--628.
25.
J.-L. Figueras, À. Haro, and A. Luque, Rigorous Computer Assisted Application of KAM Theory: A Modern Approach, Indag. Math. (N.S.), 27 (2016), pp. 340--367.
26.
M. J. Friedman and E. J. Doedel, Numerical computation and continuation of invariant manifolds connecting fixed points, SIAM J. Numer. Anal., 28 (1991), pp. 789--808.
27.
M. J. Friedman and E. J. Doedel, Computational methods for global analysis of homoclinic and heteroclinic orbits: A case study, J. Dynam. Differential Equations, 5 (1993), pp. 37--57.
28.
D. Gaidashev and T. Johnson, A numerical study of infinitely renormalizable area-preserving maps, Dyn. Syst., 27 (2012), pp. 283--301.
29.
D. Gaidashev and H. Koch, Period doubling in area-preserving maps: An associated one-dimensional problem, Ergodic Theory Dynam. Systems, 31 (2011), pp. 1193--1228.
30.
D. G. Gaidashev, Period doubling renormalization for area-preserving maps and mild computer assistance in contraction mapping principle, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 21 (2011), pp. 3217--3230.
31.
Z. Galias, Krawczyk method for proving the existence of periodic orbits of infinite dimensional discrete dynamical systems, in Proceedings of EQUADIFF 2003, World Science, Hackensack, NJ, 2005, pp. 657--662.
32.
Z. Galias and P. Zgliczyński, Computer assisted proof of chaos in the Lorenz equations, Phys. D, 115 (1998), pp. 165--188.
33.
Z. Galias and P. Zgliczyński, Infinite-dimensional Krawczyk operator for finding periodic orbits of discrete dynamical systems, Internat. J. Bifur. Chaos Appl. Sci. Engrg., 17 (2007), pp. 4261--4272.
34.
M. Gameiro and J.-P. Lessard, Computational Fixed Point Theory for Time Periodic Solutions of PDEs, in preparation.
35.
M. Gameiro and J.-P. Lessard, Analytic estimates and rigorous continuation for equilibria of higher-dimensional PDEs, J. Differential Equations, 249 (2010), pp. 2237--2268.
36.
M. Gameiro and J.-P. Lessard, Rigorous computation of smooth branches of equilibria for the three dimensional Cahn--Hilliard equation, Numer. Math., 117 (2011), pp. 753--778.
37.
M. Gameiro and J.-P. Lessard, Efficient rigorous numerics for higher-dimensional PDEs via one-dimensional estimates, SIAM J. Numer. Anal., 51 (2013), pp. 2063--2087.
38.
M. Gameiro, J.-P. Lessard, and K. Mischaikow, Validated continuation over large parameter ranges for equilibria of PDEs, Math. Comput. Simulation, 79 (2008), pp. 1368--1382.
39.
M. Gameiro, J.-P. Lessard, and A. Pugliese, Computation of smooth manifolds of solutions of PDEs via rigorous multi-parameter continuation, Found. Comput. Math., 16 (2016), pp. 531--575.
40.
J. Hadamard, Sur le module maximum d'une fonction et de ses derives, Bull. Soc. Math. France, 42 (1898), pp. 68--72.
41.
A. Haro, Automatic Differentiation Methods in Computational Dynamical Systems: Invariant Manifolds and Normal Forms of Vector Fields at Fixed Points, manuscript.
42.
A. Haro, M. Canadell, J.-L. Figueras, A. Luque, and J.-M. Mondelo, The Parameterization Method for Invariant Manifolds: From Theory to Effective Computations, vol. 2014, preprint; also available online from http://www.maia.ub.es/$\sim$alex.
43.
À. Haro and R. de la Llave, A parameterization method for the computation of invariant tori and their whiskers in quasi-periodic maps: Numerical algorithms, Discrete Contin. Dyn. Syst. Ser. B, 6 (2006), pp. 1261--1300.
44.
A. Hungria, J.-P. Lessard, and J. D. Mireles-James, Rigorous numerics for analytic solutions of differential equations: The radii polynomial approach, Math. Comp., 85 (2015), pp. 1427--1459.
45.
J. D. Mireles James, Fourier--Taylor Approximation of Unstable Manifolds for Compact Maps: Numerical Implementation and Computer Assisted Error Bounds, submitted.
46.
J. D. Mireles James, MATLAB Codes for “Connecting Orbits for Compact Infinite Dimensional Maps: Computer Assisted Proofs of Existence,'' available online from http://cosweb1.fau.edu/\string jmirelesjames/infiniteDimMapConnectionsPage.html.
47.
H. Koch, Existence of critical invariant tori, Ergodic Theory Dynam. Systems, 28 (2008), pp. 1879--1894.
48.
H. Koch, On Hyperbolicity in the Renormalization of Near-Critical Area-Preserving Maps, 2014, submitted; also available online from http://www.ma.utexas.edu/mp_arc/c/14/14-70.pdf.
49.
H. Koch, A. Schenkel, and P. Wittwer, Computer-assisted proofs in analysis and programming in logic: A case study, SIAM Rev., 38 (1996), pp. 565--604.
50.
M. Kot, Discrete-time travelling waves: Ecological examples, J. Math. Biol., 30 (1992), pp. 413--436.
51.
M. Kot and W. M. Schaffer, Discrete-time growth-dispersal models, Math. Biosci., 80 (1986), pp. 109--136.
52.
E. Landau, Einige ungleichungen für zweimal differentiarbare funktionen, Proc. Lond. Math. Soc., 13 (1896), pp. 43--58.
53.
O. E. Lanford, III, A computer-assisted proof of the Feigenbaum conjectures, Bull. Amer. Math. Soc. (N.S.), 6 (1982), pp. 427--434.
54.
O. E. Lanford III, Bifurcation of periodic solutions into invariant tori: The work of Ruelle and Takens, in Nonlinear Problems in the Physical Sciences and Biology: Proceedings of a Battelle Summer Institute, I. Stakgold, D. D. Joseph, and D. H. Sattinger, eds., Lecture Notes in Math. 322, Springer, Berlin, 1973, pp. 159--192.
55.
J. Lessard and J. B. van den Berg, Rigorous numerics in dynamics, Notices Amer. Math. Soc., 62 (2015), pp. 1057--1061.
56.
J.-P. Lessard, Validated Continuation for Infinite Dimensional Problems, Ph.D. thesis, Georgia Institute of Technology, Atlanta, GA, 2007.
57.
J.-P. Lessard, J. D. Mireles James, and C. Reinhardt, Computer assisted proof of transverse saddle-to-saddle connecting orbits for first order vector fields, J. Dynam. Differential Equations, 26 (2014), pp. 267--313.
58.
J. Medlock and M. Kot, Spreading disease: Integro-differential equations old and new, Math. Biosci., 184 (2003), pp. 201--222.
59.
J. D. Mireles James, Quadratic volume-preserving maps: (Un)stable manifolds, hyperbolic dynamics, and vortex-bubble bifurcations, J. Nonlinear Sci., 23 (2013), pp. 585--615.
60.
J. D. Mireles James, Computer assisted error bounds for linear approximation of (un)stable manifolds and rigorous validation of higher dimensional transverse connecting orbits, Commun. Nonlinear Sci. Numer. Simul., 22 (2015), pp. 1102--1133.
61.
J. D. Mireles-James, Polynomial approximation of one parameter families of (un)stable manifolds with rigorous computer assisted error bounds, Indag. Math. (N.S.), 26 (2014).
62.
J. D. Mireles James and H. Lomelí, Computation of heteroclinic arcs with application to the volume preserving Hénon family, SIAM J. Appl. Dyn. Syst., 9 (2010), pp. 919--953.
63.
J. D. Mireles James and K. Mischaikow, Rigorous a posteriori computation of (un)stable manifolds and connecting orbits for analytic maps, SIAM J. Appl. Dyn. Syst., 12 (2013), pp. 957--1006.
64.
J. D. Mireles-James and K. Mischaikow, Computational proofs in dynamics, Encyclopedia Appl. Comput. Math., B. Engquist, ed., Springer, Berlin, 2015.
65.
J. D. Mireles James and J. B. Van den Berg, Parameterization of Slow-Stable Manifolds and their Invariant Vector Bundles: Theory and Numerical Implementation, Discrete Contin. Dyn. Syst., 36 (2016), pp. 4637--4664, http://dx.doi.org/10.3934/dcds.2016002
66.
K. Mischaikow and M. Mrozek, Chaos in the Lorenz equations: A computer-assisted proof, Bull. Amer. Math. Soc. (N.S.), 32 (1995), pp. 66--72.
67.
K. Mischaikow and M. Mrozek, Chaos in the Lorenz equations: A computer assisted proof. II. Details, Math. Comp., 67 (1998), pp. 1023--1046.
68.
A. Neumaier and T. Rage, Rigorous chaos verification in discrete dynamical systems, Phys. D, 67 (1993), pp. 327--346.
69.
S. Rump, INTLAB---INTerval LABoratory, in Developments in Reliable Computing, T. Csendes, ed., Kluwer Academic, Dordrecht, 1999, pp. 77--104; also available online from http://www.ti3.tu-harburg.de/rump/.
70.
D. Stoffer and K. J. Palmer, Rigorous verification of chaotic behaviour of maps using validated shadowing, Nonlinearity, 12 (1999), pp. 1683--1698.
71.
R. Szczelina and P. Zgliczyński, A homoclinic orbit in a planar singular ODE---A computer assisted proof, SIAM J. Appl. Dyn. Syst., 12 (2013), pp. 1541--1565.
72.
W. Tucker, The Lorenz attractor exists, C. R. Acad. Sci. Paris Sér. I Math., 328 (1999), pp. 1197--1202.
73.
W. Tucker, A rigorous ODE Solver and Smale's $14$th Problem, Found. Comput. Math., 2 (2002), pp. 53--117.
74.
J. B. van den Berg, A. Deschênes, J.-P. Lessard, and J. D. Mireles James, Stationary coexistence of hexagons and rolls via rigorous computations, SIAM J. Appl. Dyn. Syst., 14 (2015), pp. 942--979, http://dx.doi.org/10.1137/140984506
75.
J. B. van den Berg and J.-P. Lessard, Chaotic braided solutions via rigorous numerics: Chaos in the Swift--Hohenberg equation, SIAM J. Appl. Dyn. Syst., 7 (2008), pp. 988--1031.
76.
J. B. van den Berg, J. D. Mireles-James, J.-P. Lessard, and K. Mischaikow, Rigorous numerics for symmetric connecting orbits: Even homoclinics of the Gray--Scott equation, SIAM J. Math. Anal., 43 (2011), pp. 1557--1594.
77.
J. B. Van den Berg, J. D. Mireles James, and C. Reinhardt, Computing (Un)stable Manifolds with Validated Error Bounds: Non-resonant and Resonant Spectra, J. Nonlinear Sci., (2015), http://dx.doi.org/10.1007/s00332-016-9298-5
78.
E. B. Vul, Y. G. Sinaĭ, and K. M. Khanin, Feigenbaum universality and thermodynamic formalism, Uspekhi Mat. Nauk, 39 (1984), pp. 3--37.
79.
M.-H. Wang, M. Kot, and M. G. Neubert, Integrodifference equations, Allee effects, and invasions, J. Math. Biol., 44 (2002), pp. 150--168.
80.
D. Wilczak, Symmetric heteroclinic connections in the Michelson system: A computer assisted proof, SIAM J. Appl. Dyn. Syst., 4 (2005), pp. 489--514.
81.
D. Wilczak, The existence of Shilnikov homoclinic orbits in the Michelson system: A computer assisted proof, Found. Comput. Math., 6 (2006), pp. 495--535.
82.
D. Wilczak, Symmetric homoclinic solutions to the periodic orbits in the Michelson system, Topol. Methods Nonlinear Anal., 28 (2006), pp. 155--170.
83.
D. Wilczak and P. Zgliczynski, Heteroclinic connections between periodic orbits in planar restricted circular three-body problem---a computer assisted proof, Comm. Math. Phys., 234 (2003), pp. 37--75.
84.
A. Wittig, M. Berz, J. Grote, K. Makino, and S. Newhouse, Rigorous and accurate enclosure of invariant manifolds on surfaces, Regul. Chaotic Dyn., 15 (2010), pp. 107--126.
85.
N. Yamamoto, A numerical verification method for solutions of boundary value problems with local uniqueness by Banach's fixed-point theorem, SIAM J. Numer. Anal., 35 (1998), pp. 2004--2013.
86.
P. Zgliczyński, Rigorous numerics for dissipative partial differential equations. II. Periodic orbit for the Kuramoto--Sivashinsky PDE---a computer-assisted proof, Found. Comput. Math., 4 (2004), pp. 157--185.
87.
P. Zgliczyński, Rigorous numerics for dissipative PDEs III. An effective algorithm for rigorous integration of dissipative PDEs, Topol. Methods Nonlinear Anal., 36 (2010), pp. 197--262.
88.
Y. Zhou and M. Kot, Life on the move: Modeling the effects of climate-driven range shifts with integrodifference equations, in Dispersal, Individual Movement and Spatial Ecology, Lecture Notes in Math. 2071, Springer, Berlin, 2013, pp. 263--292.