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Low-Dimensional Hamiltonian Dynamics In Nonlinear Optical

StructuresRoy Goodman, New Jersey Institute of Technology

Supported byDMS-0807284

Thursday, November 17, 11

Physical Motivation:Light propagation in a

3-well waveguide

z (ak

a t)

xWhy three wells? • Recent work on two-waveguide systems shows symmetry-

breaking bifurcations and associated Duffing-like dynamics.

• Three waveguides provide the simplest system in which Hopf bifurcations, which lead to complex dynamics, are possible.

• Obvious interest in many-waveguide systems. Useful to proceed: Simple Geometry→ Complex Geometry,

Simple Dynamics→ Complex DynamicsThursday, November 17, 11

Nonlinear Schrödinger/Gross-Pitaevskii

• Standard model in:

• optics (Kerr nonlinearity)

• and Bose-Einstein Condensates (opposite nonlinearity)

• My interest: Stability of standing waves of the form:

• Principal tool: derivation of a finite-dimensional approximation and dynamical systems/asymptotic analysis of that ODE

especially the dynamics near an instability.

i⇥t

� = �⇥2x

� + V (x)� � |�|2�

�(x, t) = �(x)e�i�t

Z

R�(x)2dx = ���22 = N

Thursday, November 17, 11

Solutions: from simple to complex

• One (narrow) waveguide: One localized solution whose frequency increases with increasing amplitude

• 2 waveguides:

• Even-symmetric ground state

• odd-symmetric excited state

• Ground state loses stability in symmetry breaking bifurcation at critical amplitude (Kirr/Kevrekidis/Shlizerman/Weinstein `08)

• Wobbling dynamics near new asymmetric solution (Marzuola/Weinstein `10)

−1 00

0.5

1

1.5

2

2.5

1

||u||

Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

568 KIRR, KEVREKIDIS, SHLIZERMAN, AND WEINSTEIN

!0.3 !0.28 !0.26 !0.24 !0.22 !0.2 !0.18 !0.16 !0.14 !0.120

0.5

1

1.5

!

N

(a)

!10 !5 0 5 10

!0.4

!0.3

!0.2

!0.1

0

0.1

0.2

0.3

0.4

0.5

"!

x

(b)

Fig. 1. (a) Bifurcation diagram for bound state solutions !(x, t) = e!i!t!!(x) of NLS-GPequation (2.1), with double-well potential (6.1) and cubic nonlinearity. Double-well parameters ares = 1, L = 6. " denotes the (nonlinear) frequency and N = N [!!], the squared L2 norm of !!

(optical power or particle number). The first bifurcation is from the zero state at the ground stateenergy of the double well. This state is an even function of x (symmetric). A secondary bifurcation,to an asymmetric state, at N = Ncr, is marked by a (red) circle. For N < Ncr the symmetric state((blue) solid line) is nonlinearly dynamically stable. For N > Ncr the symmetric state is unstable((blue) dashed line). The stable asymmetric state, appearing for N > Ncr, is marked by a (red)solid line. The (unstable) odd in x (antisymmetric) state is marked by a (green) dashed-dotted line.(b) Bound state solutions !!(x) plotted for a level set of N [!!] = 0.5.

restricted to small norm. As we shall see, a bifurcation occurring at small norm canbe ensured, for example, by taking the distance between wells in the double well tobe su!ciently large.

In [14] the precise transition point to symmetry breaking, Ncr, of the groundstate and the transfer of its stability to an asymmetric ground state was considered(by geometric dynamical systems methods) in the exactly solvable NLS-GP, with adouble-well potential consisting of two Dirac delta functions separated by a distanceL. Additionally, the behavior of the function Ncr(L) was considered. Another solvablemodel was examined by numerical means in [23]. A study of dynamics for nonlineardouble wells appeared in [27].

We study Ncr(L) in general. The value at which symmetry breaking occurs,Ncr(L), is closely related to the spectral properties of the linearization of NLS-GP

J.L. MARZUOLA AND M.I. WEINSTEIN NLS / GP WITH DOUBLE WELL POTENTIALS

−50 −40 −30 −20 −10 0 10 20 30 40 500

0.02

0.04

0.06

0.08

0.1

0.12

0.14

−50 −40 −30 −20 −10 0 10 20 30 40 500

0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18

−50 −40 −30 −20 −10 0 10 20 30 40 500

0.02

0.04

0.06

0.08

0.1

0.12

0.14

−50 −40 −30 −20 −10 0 10 20 30 40 500

0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18

−0.3 −0.2 −0.1 0 0.1 0.2 0.3

−0.3

−0.2

−0.1

0

0.1

0.2

0.3

α

β

a.

b.

c.

d.

Figure 4. A numerical plot of an oscillatory solution to (1.1) at times a, b, c, and drespectively from the corresponding phase plane diagram of the finite dimensional Hamil-tonian truncation.

Fj = !jF ,(2.3)

for j = 0, 1 where

F =!

2|c0|2"20 + 2|c1|2"2

1 + 2(c0c1 + c1c0)"0"1

"

R

+!

c20"

20 + c2

1"21 + 2c0c1"0"1

"

R

+ [ c1"1 + c0"0] R2 + [2c0"0 + 2c1"1 ] |R|2 + |R|2R,(2.4)

7

Frequency

Tota

l ene

rgy

Thursday, November 17, 11

Solutions: from simple to complex

• One (narrow) waveguide: One localized solution whose frequency increases with increasing amplitude

• 2 waveguides:

• Even-symmetric ground state

• odd-symmetric excited state

• Ground state loses stability in symmetry breaking bifurcation at critical amplitude (Kirr/Kevrekidis/Shlizerman/Weinstein `08)

• Wobbling dynamics near new asymmetric solution (Marzuola/Weinstein `10)

−1 00

0.5

1

1.5

2

2.5

1

||u||

Copyright © by SIAM. Unauthorized reproduction of this article is prohibited.

568 KIRR, KEVREKIDIS, SHLIZERMAN, AND WEINSTEIN

!0.3 !0.28 !0.26 !0.24 !0.22 !0.2 !0.18 !0.16 !0.14 !0.120

0.5

1

1.5

!

N

(a)

!10 !5 0 5 10

!0.4

!0.3

!0.2

!0.1

0

0.1

0.2

0.3

0.4

0.5

"!

x

(b)

Fig. 1. (a) Bifurcation diagram for bound state solutions !(x, t) = e!i!t!!(x) of NLS-GPequation (2.1), with double-well potential (6.1) and cubic nonlinearity. Double-well parameters ares = 1, L = 6. " denotes the (nonlinear) frequency and N = N [!!], the squared L2 norm of !!

(optical power or particle number). The first bifurcation is from the zero state at the ground stateenergy of the double well. This state is an even function of x (symmetric). A secondary bifurcation,to an asymmetric state, at N = Ncr, is marked by a (red) circle. For N < Ncr the symmetric state((blue) solid line) is nonlinearly dynamically stable. For N > Ncr the symmetric state is unstable((blue) dashed line). The stable asymmetric state, appearing for N > Ncr, is marked by a (red)solid line. The (unstable) odd in x (antisymmetric) state is marked by a (green) dashed-dotted line.(b) Bound state solutions !!(x) plotted for a level set of N [!!] = 0.5.

restricted to small norm. As we shall see, a bifurcation occurring at small norm canbe ensured, for example, by taking the distance between wells in the double well tobe su!ciently large.

In [14] the precise transition point to symmetry breaking, Ncr, of the groundstate and the transfer of its stability to an asymmetric ground state was considered(by geometric dynamical systems methods) in the exactly solvable NLS-GP, with adouble-well potential consisting of two Dirac delta functions separated by a distanceL. Additionally, the behavior of the function Ncr(L) was considered. Another solvablemodel was examined by numerical means in [23]. A study of dynamics for nonlineardouble wells appeared in [27].

We study Ncr(L) in general. The value at which symmetry breaking occurs,Ncr(L), is closely related to the spectral properties of the linearization of NLS-GP

J.L. MARZUOLA AND M.I. WEINSTEIN NLS / GP WITH DOUBLE WELL POTENTIALS

−50 −40 −30 −20 −10 0 10 20 30 40 500

0.02

0.04

0.06

0.08

0.1

0.12

0.14

−50 −40 −30 −20 −10 0 10 20 30 40 500

0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18

−50 −40 −30 −20 −10 0 10 20 30 40 500

0.02

0.04

0.06

0.08

0.1

0.12

0.14

−50 −40 −30 −20 −10 0 10 20 30 40 500

0.02

0.04

0.06

0.08

0.1

0.12

0.14

0.16

0.18

−0.3 −0.2 −0.1 0 0.1 0.2 0.3

−0.3

−0.2

−0.1

0

0.1

0.2

0.3

α

β

a.

b.

c.

d.

Figure 4. A numerical plot of an oscillatory solution to (1.1) at times a, b, c, and drespectively from the corresponding phase plane diagram of the finite dimensional Hamil-tonian truncation.

Fj = !jF ,(2.3)

for j = 0, 1 where

F =!

2|c0|2"20 + 2|c1|2"2

1 + 2(c0c1 + c1c0)"0"1

"

R

+!

c20"

20 + c2

1"21 + 2c0c1"0"1

"

R

+ [ c1"1 + c0"0] R2 + [2c0"0 + 2c1"1 ] |R|2 + |R|2R,(2.4)

7

Frequency

Tota

l ene

rgy

Thursday, November 17, 11

3 waveguides: what is known• At zero amplitude: 3 standing

waves

• 2 even-symmetric modes

• 1 odd-symmetric mode

• Standing waves may lose stability as amplitude increased, new asymmetric modes appear Kapitula, Kevrekidis, Chen ’06

• Question remains: what are the dynamics? What other types of solution may arise?

Frequency

Solu

tion

ampl

itude

−18 −17 −16 −15 −14 −13 −12 −11 −10 −90

1

2

3

4

5

6

7

8

9

10

1N

Odd solutionsEven SolutionsAsymmetric Solutions

Thursday, November 17, 11

Types of questions we can ask

• There are known to br several families of standing wave solutions

• Longstanding attention: stability (spectral, nonlinear, etc.) of these solutions

• More recent attention: the dynamics that arise due to instabilities

• What other types of simple solutions exist?

�(x, t) = �(x)e�i⌦t

Thursday, November 17, 11

Mathematical Plan of Talk

•Discuss mathematical assumptions

•Derive a finite dimensional (ODE) system that captures the dynamics

• Linear stability/bifurcation analysis of a simple solution

•Use Hamiltonian averaging to further reduce the dynamics and explain simulations

•Numerical simulation of dynamics in stable and unstable regimes

Thursday, November 17, 11

W + s � W − s �

�1�2 �3

• The potential satisfies & is even:

• The operator has exactly 3 discrete eigenvalues

• The eigenvalues are nearly resonant

• More specifically

Assumptions on potentialDefine the operator , then H = ��2

x

+ V (x)

V (x) < 0V (�x) = V (x)

�1 < �2 < �3 < 0

�3 � 2�2 + �1 ⌧ 1

H

V (x)

�2 � �1 = W + �

�3 � �2 = W � �

W > 0, � ⌧ 1

Thursday, November 17, 11

W + s � W − s �

�1�2 �3

• The potential satisfies & is even:

• The operator has exactly 3 discrete eigenvalues

• The eigenvalues are nearly resonant

• More specifically

Assumptions on potentialDefine the operator , then H = ��2

x

+ V (x)

V (x) < 0V (�x) = V (x)

�1 < �2 < �3 < 0

�3 � 2�2 + �1 ⌧ 1

H

V (x)

�2 � �1 = W + �

�3 � �2 = W � �

W > 0, � ⌧ 1

can be constructed via inverse scattering.V (x)Thursday, November 17, 11

−4 −3 −2 −1 0 1 2 3 4−20

−15

−10

−5

0V(x)

−4 −2 0 2 4−1

−0.5

0

0.5

1�1(x), �1=−11

−4 −2 0 2 4−1

−0.5

0

0.5

1�2(x), �2=−10.1

−4 −2 0 2 4−1

−0.5

0

0.5

1�3(x), �3=−9

Example potentialSimilar to Kapitula/Keverekidis/Chen (2006) triple well

but inverse scattering construction gives more control over the spectrum, less degenerate eigenvalues

V (x) = V0(x+ L) + V0(x) + V0(X � L)

Thursday, November 17, 11

−4 −3 −2 −1 0 1 2 3 4−20

−15

−10

−5

0V(x)

−4 −2 0 2 4−1

−0.5

0

0.5

1�1(x), �1=−11

−4 −2 0 2 4−1

−0.5

0

0.5

1�2(x), �2=−10.1

−4 −2 0 2 4−1

−0.5

0

0.5

1�3(x), �3=−9

Example potentialSimilar to Kapitula/Keverekidis/Chen (2006) triple well

but inverse scattering construction gives more control over the spectrum, less degenerate eigenvalues

V (x) = V0(x+ L) + V0(x) + V0(X � L)

Stability of this “odd” mode the

topic of this talkThursday, November 17, 11

•When , solutions are simply the eigenvalue/eigenfunction pairs

•When , solutions persist while maintaining the symmetry of the eigenfunction while

• Very little dependence of shape on , so we can use linear eigenfunctions as a basis

Nonlinear standing modes

N = 0

N �= 0� = �j(N )

−5 0 5

−0.25

−0.2

−0.15

−0.1

−0.05

−5 0 5

−0.1

0

0.1

−5 0 5

−0.1−0.05

00.050.10.15

N

⇥�(x) = ��2x

�+ V (x)�� |�|2�⇥�⇥2 = N

Thursday, November 17, 11

The Hamiltonian Hopf bifurcationStability lost when two pairs of imaginary eigenvalues of opposite Krein signature collide and split into a quartet

of nontrivially complex eigenvalues

Re �

Im �

Re �

Im �

This bifurcation is not associated with the creation of new fixed points, but with new periodic orbits. Structure depends on nonlinear terms in

the Normal Form.Thursday, November 17, 11

The present system

● Linearizing about the mode at by letting

yields the eigenvalues

2

⇥(x, t) = (�2(x) + �(x)e�t)e�i�2t

� = ±i(�1,3 � �2)

N = 0

Thursday, November 17, 11

The present system

● Linearizing about the mode at by letting

yields the eigenvalues

2

⇥(x, t) = (�2(x) + �(x)e�t)e�i�2t

� = ±i(�1,3 � �2)

● Our assumptions give rise to nearly double eigenvalues on the imaginary axis and the correct Krein signatures for instability

⇥ = ±i(W ± �)

N = 0

Thursday, November 17, 11

The present system

● Linearizing about the mode at by letting

yields the eigenvalues

2

⇥(x, t) = (�2(x) + �(x)e�t)e�i�2t

� = ±i(�1,3 � �2)

● Our assumptions give rise to nearly double eigenvalues on the imaginary axis and the correct Krein signatures for instability

⇥ = ±i(W ± �)

N = 0

● We anticipate (and show) that the HH bifurcation should take place at .N / �

Thursday, November 17, 11

Finite-dimensional reductionDecompose the solution as

⇥ = c1(t)�1(x) + c2(t)�2(x) + c3�3(x) + �(x; t)

Thursday, November 17, 11

Finite-dimensional reductionDecompose the solution as

⇥ = c1(t)�1(x) + c2(t)�2(x) + c3�3(x) + �(x; t)

projection onto eigenmodes

Thursday, November 17, 11

Finite-dimensional reductionDecompose the solution as

⇥ = c1(t)�1(x) + c2(t)�2(x) + c3�3(x) + �(x; t)

projection onto eigenmodes �(x, t) ? �j(x)

Thursday, November 17, 11

Finite-dimensional reductionDecompose the solution as

⇥ = c1(t)�1(x) + c2(t)�2(x) + c3�3(x) + �(x; t)

idc

1

dt� �

1

c1

+ a1111

|c1

|2 c1

+ a1113

(c21

c3

+ 2 |c1

|2 c3

) + a1122

(2c1

|c2

|2 + c1

c22

)

+a1133

(2c1

|c3

|2 + c1

c23

) + a1223

(c22

c3

+ 2 |c2

|2 c3

) + a1333

|c3

|2 c3

= R1

(c1

, c2

, c3

, �)

idc

2

dt� �

2

c2

+ a1122

(c21

c2

+ 2 |c1

|2 c2

) + 2a1223

(c1

c2

c3

+ c1

c2

c3

+ c1

c2

c3

)

+a2222

|c2

|2 c2

+ a2233

(2c2

|c3

|2 + c2

c23

) = R2

(c1

, c2

, c3

, �)

idc

3

dt� �

3

c3

+ a1113

|c1

|2 c1

+ a1133

(c21

c3

+ 2 |c1

|2 c3

) + a1223

(2c1

|c2

|2 + c1

c22

)

+a1333

(2c1

|c3

|2 + c1

c23

) + a2233

(c22

c3

+ 2 |c2

|2 c3

) + a3333

|c3

|2 c3

= R3

(c1

, c2

, c3

, �)

i⇥t� �H� + |�|2� = Rcont

(c1

, c2

, c3

, �);

Get

Whereajklm =

Z

R�j(x)�k(x)�l(x)�m(x) dx

projection onto eigenmodes �(x, t) ? �j(x)

Thursday, November 17, 11

Finite Dimensional Reduction 2Ignore the effect of (justify yourself later). Get a Hamiltonian system:

�(x, t)

H =�1 |c1|2 + �2 |c2|2 + �3 |c3|2 � 12a1111 |c1|

4 � a1113 |c1|2 (c1c3 + c1c3)

� a1122

⇣12c

21c

22 + 2 |c1|2 |c2|2 + 1

2 c21c

22

⌘� a1133

⇣12c

21c

23 + 2 |c1|2 |c3|2 + 1

2 c21c

23

� a1223

⇣2 |c2|2 (c1c3 + c1c3) + c1c

22c3 + c1c

22c3

⌘� a1333 |c3|2 (c1c3 + c1c3)

� 12a2222 |c2|

4 � a2233

⇣12c

22c

23 + 2 |c2|2 |c3|2 + 1

2 c22c

23

⌘� 1

2a3333 |c3|4.

Note: the conjugate pairs are (qj , pj) = (cj , icj)

icj =dH

dcjSo that

Thursday, November 17, 11

Further reductionMaking the change of variables

The Hamiltonian is θ-independent (from L2 conservation) so we can eliminate θandρto get the following 2 d.o.f. Hamiltonian

H =(�1 � �2)|z1|2 + (�3 � �2)|z3|2 �1

2a1111|z1|4 � a1113|z1|2(z1z3 + z1z3)

� a11222

(N � |z1|2 � |z3|2)(z21 + 4|z1|2 + z21)�a11332

(z21 z23 + 4|z1|2|z3|2 + z21z

23)

� a1223(N � |z1|2 � |z3|2)(z1z3 + 2z1z3 + 2z1z3 + z1z3)� a1333|z3|2(z1z3 + z1z3)

� 1

2a2222(N � |z1|2 � |z3|2)2 �

a22332

(N � |z1|2 � |z3|2)(z23 + 4|z3|2 + z23)

� 1

2a3333|z3|4.

c1(t) = z1(t)ei�(t); c2(t) = �(t)ei�(t); c3(t) = z3(t)e

i�(t).

We are interested in the stability of, and dynamics near, the trivial solution

Thursday, November 17, 11

Detecting the Hopf BifurcationLinearize and split into real and imaginary parts

where

giving the symplectic linear ODE

✓z1(t)z3(t)

◆=

✓u1(t) + iv1(t)u3(t) + iv3(t)

d

dt

0

BB@

u1

u3

v1v3

1

CCA =

✓0 �M�

M+ 0

◆0

BB@

u1

u3

v1v3

1

CCA

M± =

✓W � �+ (m±a1122 � a2222)N m±a1223N

m±a1223N �W � �+ (a2233 +m±a2222)N

Thursday, November 17, 11

Detecting the Hopf BifurcationLinearize and split into real and imaginary parts

where

giving the symplectic linear ODE

✓z1(t)z3(t)

◆=

✓u1(t) + iv1(t)u3(t) + iv3(t)

d

dt

0

BB@

u1

u3

v1v3

1

CCA =

✓0 �M�

M+ 0

◆0

BB@

u1

u3

v1v3

1

CCA

M± =

✓W � �+ (m±a1122 � a2222)N m±a1223N

m±a1223N �W � �+ (a2233 +m±a2222)N

Hamiltonian Hopf bifurcation where this matrix has a double eigenvalue, i. e. where its characteristic polynomial

has a double root.Thursday, November 17, 11

The characteristic polynomial has discriminant:

Detecting the Hopf Bifurcation 2

d4(�)N4 + d3(�)N

3 + d2(�)N2 + d1(�)N + d0(�) = 0

Thursday, November 17, 11

The characteristic polynomial has discriminant:

Detecting the Hopf Bifurcation 2

d4(�)N4 + d3(�)N

3 + d2(�)N2 + d1(�)N + d0(�) = 0

Solve for the amplitude by perturbation seriesNHH =

�a1122 ± a1223 + a2222 � a2233+O(�2).

Thursday, November 17, 11

The characteristic polynomial has discriminant:

Detecting the Hopf Bifurcation 2

d4(�)N4 + d3(�)N

3 + d2(�)N2 + d1(�)N + d0(�) = 0

Solve for the amplitude by perturbation seriesNHH =

�a1122 ± a1223 + a2222 � a2233+O(�2).

Odd solution unstable--discriminant

Odd solution stable--discriminant

NHH−1 −0.5 00

1

2

3

4

5

6

¡

N

Dependence of critical amplitude on ε

Thursday, November 17, 11

The characteristic polynomial has discriminant:

Detecting the Hopf Bifurcation 2

d4(�)N4 + d3(�)N

3 + d2(�)N2 + d1(�)N + d0(�) = 0

Solve for the amplitude by perturbation seriesNHH =

�a1122 ± a1223 + a2222 � a2233+O(�2).

Odd solution unstable--discriminant

Odd solution stable--discriminant

NHH−1 −0.5 00

1

2

3

4

5

6

¡

N

Dependence of critical amplitude on ε

1 2 3 4 5−0.5

0

0.5

N

Real(h)

1 2 3 4 5

−2

−1

0

1

2

N

Imag(h)Numerically

calculated Spectrum

Thursday, November 17, 11

● Assume small nonlinearity

Analysis of ResonanceN = �⇥

Thursday, November 17, 11

● Assume small nonlinearity

Analysis of ResonanceN = �⇥

H = W⇤1 �W⇤3 + �H1(⇤1, ⇤3, ⇥1, ⇥3)

● Put variables in canonical polar coordinates, giving Hamiltonian

Thursday, November 17, 11

● Assume small nonlinearity

Analysis of Resonance

The so-called 1:-1 resonance

N = �⇥

H = W⇤1 �W⇤3 + �H1(⇤1, ⇤3, ⇥1, ⇥3)

● Put variables in canonical polar coordinates, giving Hamiltonian

Thursday, November 17, 11

● Assume small nonlinearity

Analysis of Resonance

Symplectic change of variables transforms the system to●

H = �WJ3 + �H1(J1, J3,⇥1,⇥3)

The so-called 1:-1 resonance

N = �⇥

H = W⇤1 �W⇤3 + �H1(⇤1, ⇤3, ⇥1, ⇥3)

● Put variables in canonical polar coordinates, giving Hamiltonian

Thursday, November 17, 11

Reduction to 1.5 dimensions via averagingH = �WJ3 + �H1(J1, J3,⇥1,⇥3)

Thursday, November 17, 11

Reduction to 1.5 dimensions via averagingH = �WJ3 + �H1(J1, J3,⇥1,⇥3)

Define a new time variable⌧ = 3

Thursday, November 17, 11

Reduction to 1.5 dimensions via averagingH = �WJ3 + �H1(J1, J3,⇥1,⇥3)

Hreduced = � �

WH1(J1,⇤1,�h)� �

WH(J1,⇤1,�h; ⇥)

The Hamiltonian becomes●

Define a new time variable⌧ = 3

Thursday, November 17, 11

Reduction to 1.5 dimensions via averagingH = �WJ3 + �H1(J1, J3,⇥1,⇥3)

Periodic in , may be pushed off to by averaging⌧ O(�2)

Hreduced = � �

WH1(J1,⇤1,�h)� �

WH(J1,⇤1,�h; ⇥)

The Hamiltonian becomes●

Define a new time variable⌧ = 3

Thursday, November 17, 11

Reduction to 1.5 dimensions via averagingH = �WJ3 + �H1(J1, J3,⇥1,⇥3)

Periodic in , may be pushed off to by averaging⌧ O(�2)

Geometrical structure of dynamics determined by average term Haverage = � �

WH1(J1,⇥1,�h)

Hreduced = � �

WH1(J1,⇤1,�h)� �

WH(J1,⇤1,�h; ⇥)

The Hamiltonian becomes●

Define a new time variable⌧ = 3

Thursday, November 17, 11

The averaged system

• nonlinearity strength

• conserved quantity

˜H1 = �1(⇥)J1 + �2(⇥)J21 + �3(⇥)

pJ1

pJ1 � h (�h+ 2J1 � 1) cos⇤1

This system depend on two parameters:⇥ = N/�

h = J3 = |z3|2 � |z1|2

Thursday, November 17, 11

The averaged system

• nonlinearity strength

• conserved quantity

˜H1 = �1(⇥)J1 + �2(⇥)J21 + �3(⇥)

pJ1

pJ1 � h (�h+ 2J1 � 1) cos⇤1

This system depend on two parameters:⇥ = N/�

h = J3 = |z3|2 � |z1|2

The system with is especially important because it contains the trivial solution whose stability we’re considering

h = 0

z1 = z3 = 0

Thursday, November 17, 11

The averaged system

• nonlinearity strength

• conserved quantity

˜H1 = �1(⇥)J1 + �2(⇥)J21 + �3(⇥)

pJ1

pJ1 � h (�h+ 2J1 � 1) cos⇤1

We take the nonlinearity strength as the bifurcation parameter.

This system depend on two parameters:⇥ = N/�

h = J3 = |z3|2 � |z1|2

The system with is especially important because it contains the trivial solution whose stability we’re considering

h = 0

z1 = z3 = 0

Thursday, November 17, 11

0 0.1 0.2 0.3 0.4 0.5−3

−2

−1

0

1

2

3

J1

s1

Phase portraits of averaged systemNew fixed point and homoclinic orbit appear at the threshold nonlinearity strength

0 0.1 0.2 0.3 0.4 0.5−3

−2

−1

0

1

2

3

J1

s1

�HH = ± 1

±a1223 + a1122 � a2222 + a2233� < �HH � > �HH

Thursday, November 17, 11

0 0.1 0.2 0.3 0.4 0.5−3

−2

−1

0

1

2

3

J1

s1

Phase portraits of averaged systemNew fixed point and homoclinic orbit appear at the threshold nonlinearity strength

0 0.1 0.2 0.3 0.4 0.5−3

−2

−1

0

1

2

3

J1

s1

�HH = ± 1

±a1223 + a1122 � a2222 + a2233� < �HH � > �HH

This is exactly the critical amplitude for the HH bifurcation found by perturbation theory!

Thursday, November 17, 11

1 2 3 4 5−0.5

0

0.5

N

Real(h)

ODE & PDEsimulations ●

Real(z1) Poincaré Section

0 75 150!1

!0.5

0

0.5

1x 10

!3

t

Re(!

1)

(a), N=0.35

|�(t)|

−2 0 2 4 6 8x 10−4

−5

0

5x 10−4

X

Y

Thursday, November 17, 11

1 2 3 4 5−0.5

0

0.5

N

Real(h)

ODE & PDEsimulations ●

Real(z1) Poincaré Section |�(t)|

0 200 400−0.5

0

0.5

t

Re(m

1)

(c), N=1.0

0 0.2 0.4−0.2

−0.1

0

0.1

0.2

X

Y

Thursday, November 17, 11

1 2 3 4 5−0.5

0

0.5

N

Real(h)

ODE & PDEsimulations ●

Real(z1) Poincaré Section |�(t)|

0 40 80

−0.5

0

0.5

t

Re(m

1)

(d), N=3.0

−0.5 0 0.5

−0.5

0

0.5

Re m3

Im m

3

Thursday, November 17, 11

Analysis of supercritical dynamicsNext goal: Understand the nonlinear dynamics and the transition from regular to complex dynamics

Thursday, November 17, 11

Classifying the bifurcation: Different types of HH bifurcation depending on nonlinearity (Chow & Kim). Here, a homoclinic structure & a new periodic orbit appears at distance from the origin.

0.05 0.1 0.15 0.2 0.25 0.3

!0.1

!0.08

!0.06

!0.04

!0.02

0

0.02

0.04

0.06

0.08

0.1

Re(!3)

Im(!

3)

O�p

N �NHH

Analysis of supercritical dynamicsNext goal: Understand the nonlinear dynamics and the transition from regular to complex dynamics

Thursday, November 17, 11

Classifying the bifurcation: Different types of HH bifurcation depending on nonlinearity (Chow & Kim). Here, a homoclinic structure & a new periodic orbit appears at distance from the origin.

0.05 0.1 0.15 0.2 0.25 0.3

!0.1

!0.08

!0.06

!0.04

!0.02

0

0.02

0.04

0.06

0.08

0.1

Re(!3)

Im(!

3)

O�p

N �NHH

Analysis of supercritical dynamicsNext goal: Understand the nonlinear dynamics and the transition from regular to complex dynamics

StationaryOdd Solution

Thursday, November 17, 11

Classifying the bifurcation: Different types of HH bifurcation depending on nonlinearity (Chow & Kim). Here, a homoclinic structure & a new periodic orbit appears at distance from the origin.

0.05 0.1 0.15 0.2 0.25 0.3

!0.1

!0.08

!0.06

!0.04

!0.02

0

0.02

0.04

0.06

0.08

0.1

Re(!3)

Im(!

3)

O�p

N �NHH

Analysis of supercritical dynamicsNext goal: Understand the nonlinear dynamics and the transition from regular to complex dynamics

StationaryOdd Solution

AsymmetricPeriodic Orbit

Thursday, November 17, 11

Existence of Periodic OrbitsTheorem of Chow & Kim ’88

Writing where is in normal form

H = H2 + ✏H2 + H4

H2 = |z1|2 � |z3|2with , and resonant, and

non-resonant, then there are periodic orbits of the form

H2 H4

H

⇠(t) = eJAta

where is an extremum of subject to the constraint .

a

Thursday, November 17, 11

Enumerating the Periodic Orbits

�⌥0 +⌥1⇢

21 +⌥2⇢

23

�⇢1⇢3 + ⇤

�N(⇢21 + ⇢23)� (⇢41 + 6⇢21⇢

23 + ⇢43)

�cos⇥ = 0

�⇢21 + ⇢23 �N

�⇢1 sin⇥ = 0

�⇢21 + ⇢23 �N

�⇢3 sin⇥ = 0

Solve a Lagrange multiplier in polar coordinates

⇥ = ✓1 + ✓3

Thursday, November 17, 11

Enumerating the Periodic Orbits

�⌥0 +⌥1⇢

21 +⌥2⇢

23

�⇢1⇢3 + ⇤

�N(⇢21 + ⇢23)� (⇢41 + 6⇢21⇢

23 + ⇢43)

�cos⇥ = 0

�⇢21 + ⇢23 �N

�⇢1 sin⇥ = 0

�⇢21 + ⇢23 �N

�⇢3 sin⇥ = 0

Solve a Lagrange multiplier in polar coordinates

⇥ = ✓1 + ✓3

Thursday, November 17, 11

Enumerating the Periodic Orbits

The 3 deformed eigenfunctions(relative fixed points)

�⌥0 +⌥1⇢

21 +⌥2⇢

23

�⇢1⇢3 + ⇤

�N(⇢21 + ⇢23)� (⇢41 + 6⇢21⇢

23 + ⇢43)

�cos⇥ = 0

�⇢21 + ⇢23 �N

�⇢1 sin⇥ = 0

�⇢21 + ⇢23 �N

�⇢3 sin⇥ = 0

Solve a Lagrange multiplier in polar coordinates

⇥ = ✓1 + ✓3

Thursday, November 17, 11

Enumerating the Periodic Orbits

2 families of Previously undiscovered relative periodic orbits

The 3 deformed eigenfunctions(relative fixed points)

�⌥0 +⌥1⇢

21 +⌥2⇢

23

�⇢1⇢3 + ⇤

�N(⇢21 + ⇢23)� (⇢41 + 6⇢21⇢

23 + ⇢43)

�cos⇥ = 0

�⇢21 + ⇢23 �N

�⇢1 sin⇥ = 0

�⇢21 + ⇢23 �N

�⇢3 sin⇥ = 0

Solve a Lagrange multiplier in polar coordinates

⇥ = ✓1 + ✓3

Thursday, November 17, 11

Enumerating the Periodic Orbits

2 families of Previously undiscovered relative periodic orbits

Increasing N

The 3 deformed eigenfunctions(relative fixed points)

�⌥0 +⌥1⇢

21 +⌥2⇢

23

�⇢1⇢3 + ⇤

�N(⇢21 + ⇢23)� (⇢41 + 6⇢21⇢

23 + ⇢43)

�cos⇥ = 0

�⇢21 + ⇢23 �N

�⇢1 sin⇥ = 0

�⇢21 + ⇢23 �N

�⇢3 sin⇥ = 0

Solve a Lagrange multiplier in polar coordinates

⇥ = ✓1 + ✓3

Thursday, November 17, 11

Enumerating the Periodic Orbits

2 families of Previously undiscovered relative periodic orbits

Increasing N

The 3 deformed eigenfunctions(relative fixed points)

New solutions bifurcate on or near even subspace

�⌥0 +⌥1⇢

21 +⌥2⇢

23

�⇢1⇢3 + ⇤

�N(⇢21 + ⇢23)� (⇢41 + 6⇢21⇢

23 + ⇢43)

�cos⇥ = 0

�⇢21 + ⇢23 �N

�⇢1 sin⇥ = 0

�⇢21 + ⇢23 �N

�⇢3 sin⇥ = 0

Solve a Lagrange multiplier in polar coordinates

⇥ = ✓1 + ✓3

Thursday, November 17, 11

Enumerating the Periodic Orbits

2 families of Previously undiscovered relative periodic orbits

Increasing N

The 3 deformed eigenfunctions(relative fixed points)

New solutions bifurcate on or near even subspace

�⌥0 +⌥1⇢

21 +⌥2⇢

23

�⇢1⇢3 + ⇤

�N(⇢21 + ⇢23)� (⇢41 + 6⇢21⇢

23 + ⇢43)

�cos⇥ = 0

�⇢21 + ⇢23 �N

�⇢1 sin⇥ = 0

�⇢21 + ⇢23 �N

�⇢3 sin⇥ = 0

Solve a Lagrange multiplier in polar coordinates

⇥ = ✓1 + ✓3

Thursday, November 17, 11

Enumerating the Periodic Orbits

2 families of Previously undiscovered relative periodic orbits

Increasing N

At Hamiltonian Hopf bifurcation, this branch detaches from origin

The 3 deformed eigenfunctions(relative fixed points)

New solutions bifurcate on or near even subspace

�⌥0 +⌥1⇢

21 +⌥2⇢

23

�⇢1⇢3 + ⇤

�N(⇢21 + ⇢23)� (⇢41 + 6⇢21⇢

23 + ⇢43)

�cos⇥ = 0

�⇢21 + ⇢23 �N

�⇢1 sin⇥ = 0

�⇢21 + ⇢23 �N

�⇢3 sin⇥ = 0

Solve a Lagrange multiplier in polar coordinates

⇥ = ✓1 + ✓3

Thursday, November 17, 11

Mathematical Extensions

• Rigorous perturbation theory relating averaged system to full equations/demonstration of chaos

• Demonstrate that ODE solutions--new periodic orbits, relative periodic orbit, and chaotic dynamics--are shadowed by PDE solutions a la Marzuola & Weinstein, Pelinovsky & Phan

• In this system, slight supercriticality implies perturbations remain small. Increasing the number of degrees of freedom to four can lead to order-one excursions: Arnol’d diffusion

• Mathematical techniques developed for celestial mechanics. Can we design potentials for which the dynamics will mimic other phenomena seen in celestial mechanics? Can we do something useful with this?

Thursday, November 17, 11

Questions: experimental physics

• Laboratory verification of Hamiltonian Hopf bifurcation, appearance of complex dynamics

•Design/build more complex waveguides in which more complicated nonlinear dynamics occurs and (maybe) could be put to use.

Thursday, November 17, 11

Questions: experimental physics

• Laboratory verification of Hamiltonian Hopf bifurcation, appearance of complex dynamics

•Design/build more complex waveguides in which more complicated nonlinear dynamics occurs and (maybe) could be put to use.

Thanks!

Thursday, November 17, 11

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