Numerical Methods for the Continuation of Invariant Tori

Abstract

This thesis is concerned with numerical techniques for resolving and continuing closed, compact invariant manifolds in parameter-dependent dynamical systems with specific emphasis on invariant tori under flows. In the first part, we review several numerical methods of continuing invariant tori and concentrate on one choice called the ``orthogonality condition'. We show that the orthogonality condition is equivalent to another condition on the smooth level and show that they both descend from the same geometrical relationship. Then we show that for hyperbolic, periodic orbits in the plane, the linearization of the orthogonality condition yields a scalar system whose characteristic multiplier is the same as the non-unity multiplier of the orbit. In the second part, we demonstrate that one class of discretizations of the orthogonality condition for periodic orbits represents a natural extension of collocation. Using this viewpoint, we give sufficient conditions for convergence of a periodic orbit. The stability argument does not extend to higher-dimensional tori, however, and we prove that the method is unconditionally unstable for some common types of two-tori embedded in R^3 with even numbers of points in both angular directions. In the third part, we develop several numerical examples and demonstrate that the convergence properties of the method and discretization can be quite complicated. In the fourth and final part, we extend the method to the general case of p-tori in R^n in a different way from previous implementations and solve the continuation problem for a three-torus embedded in R^8.