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I. G. Kevrekidis

Publications and source records attributed to I. G. Kevrekidis.

At least 19 recordsLinked to original sources

Blowup of Multi-Peaked Waveforms in the Two-Dimensional Nonlinear Schroedinger Model

In the present work, we explore the self-focusing and resulting collapse of two-dimensional waveforms involving multiple pulses in a nonlinear Schroedinger equation with a general power-law nonlinearity. We find that a wide range of multi-peaked states bifurcate from the critical threshold of the cubic nonlinearity, thus representing ``bifurcations from infinity'', i.e., the relevant pulses start at infinite distance in the critical limit and draw nearer, as the nonlinearity exponent increases past that threshold. We identify the resulting ``interacting particle system'' as amounting to a force balance between the exponentially interacting tails (modulated by a suitable power law) and a linear phase-induced force. The equilibria emerging from this force balance are found to be in excellent agreement with the identified steady states of the partial differential equation. The spectral stability of multi-peaked configurations is analyzed, leading to the conclusion that all the relevant states are less stable than the single-peak collapsing solution whose stability was analyzed earlier. Indeed, we reveal both symmetry-breaking, as well as motion-inducing destabilizing dynamics, with the former ones among them being dominant and ultimately leading to a single dominant collapse spot. Moreover, we characterize systematically both the real and imaginary eigenvalues of multi-peaked configurations, partitioning them in groups of different sizes, described by powers of the solution's blowup rate G.

nlin.PS↗

Global Bifurcations in a Damped-Driven Diatomic Granular Crystal

We revisit here the dynamics of an engineered dimer granular crystal under an external periodic drive in the presence of dissipation. Earlier findings included a saddle-node bifurcation, whose terminal point initiated the observation of chaos; the system was found to exhibit bistability and potential quasiperiodicity. We now complement these findings by the identification of unstable manifolds of saddle periodic solutions (saddle points of the stroboscopic map) within the system dynamics. We unravel how homoclinic tangles of these manifolds lead to the appearance of a chaotic attractor, upon the apparent period-doubling bifurcations that destroy invariant tori associated with quasiperiodicity. These findings complement the earlier ones, offering more concrete insights into the emergence of chaos within this high-dimensional, experimentally accessible system.

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Self-similar blow-up solutions in the generalized Korteweg-de Vries equation: Spectral analysis, normal form and asymptotics

In the present work we revisit the problem of the generalized Korteweg-de Vries equation parametrically, as a function of the relevant nonlinearity exponent, to examine the emergence of blow-up solutions, as traveling waveforms lose their stability past a critical point of the relevant parameter $p$, here at $p=5$. We provide a {\it normal form} of the associated collapse dynamics and illustrate how this captures the collapsing branch bifurcating from the unstable traveling branch. We also systematically characterize the linearization spectrum of not only the traveling states, but importantly of the emergent collapsing waveforms in the so-called co-exploding frame where these waveforms are identified as stationary states. This spectrum, in addition to two positive real eigenvalues which are shown to be associated with the symmetries of translation and scaling invariance of the original (non-exploding) frame features complex patterns of negative eigenvalues that we also fully characterize. We show that the phenomenology of the latter is significantly affected by the boundary conditions and is far more complicated than in the corresponding symmetric Laplacian case of the nonlinear Schr{ö}dinger problem that has recently been explored. In addition, we explore the dynamics of the unstable solitary waves for $p>5$ in the co-exploding frame.

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Equation-Free Computations as DDDAS Protocols for Bifurcation Studies: A Granular Chain Example

This chapter discusses the development and implementation of algorithms based on Equation-Free/Dynamic Data Driven Applications Systems (EF/DDDAS) protocols for the computer-assisted study of the bifurcation structure of complex dynamical systems, such as those that arise in biology (neuronal networks, cell populations), multiscale systems in physics, chemistry and engineering, and system modeling in the social sciences. An illustrative example demonstrates the experimental realization of a chain of granular particles (a so-called engineered granular chain). In particular, the focus is on the detection/stability analysis of time-periodic, spatially localized structures referred to as "dark breathers". Results in this chapter highlight, both experimentally and numerically, that the number of breathers can be controlled by varying the frequency as well as the amplitude of an "out of phase" actuation, and that a "snaking" structure in the bifurcation diagram (computed through standard, model-based numerical methods for dynamical systems) is also recovered through the EF/DDDAS methods operating on a black-box simulator. The EF/DDDAS protocols presented here are, therefore, a step towards general purpose protocols for performing detailed bifurcation analyses directly on laboratory experiments, not only on their mathematical models, but also on measured data.

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A Spectral Analysis of the Nonlinear Schroedinger Equation in the Co-Exploding Frame

The nonlinear Schroedinger model is a prototypical dispersive wave equation that features finite time blowup, either for supercritical exponents (for fixed dimension) or for supercritical dimensions (for fixed nonlinearity exponent). Upon identifying the self-similar solutions in the so-called "co-exploding frame", a dynamical systems analysis of their stability is natural, yet is complicated by the mixed Hamiltonian-dissipative character of the relevant frame. In the present work, we study the spectral picture of the relevant linearized problem. We examine the point spectrum of 3 eigenvalue pairs associated with translation, $U(1)$ and conformal invariances, as well as the continuous spectrum. We find that two eigenvalues become positive, yet are attributed to symmetries and are thus not associated with instabilities. In addition to a vanishing eigenvalue, 3 more are found to be negative and real, while the continuous spectrum is nearly vertical and on the left-half (spectral) plane. Finally, the subtle effects of the boundaries are also assessed and their role in the observed weak eigenvalue oscillations is clarified.

nlin.PS↗

Adaptively detect and accurately resolve macro-scale shocks in an efficient Equation-Free multiscale simulation

The Equation-Free approach to efficient multiscale numerical computation marries trusted micro-scale simulations to a framework for numerical macro-scale reduction -- the patch dynamics scheme. A recent novel patch scheme empowered the Equation-Free approach to simulate systems containing shocks on the macro-scale. However, the scheme did not predict the formation of shocks accurately, and it could not simulate moving shocks. This article resolves both issues, as a first step in one spatial dimension, by embedding the Equation-Free, shock-resolving patch scheme within a classic framework for adaptive moving meshes. Our canonical micro-scale problems exhibit heterogeneous nonlinear advection and heterogeneous diffusion. We demonstrate many remarkable benefits from the moving patch scheme, including efficient and accurate macro-scale prediction despite the unknown macro-scale closure. Equation-free methods are here extended to simulate moving, forming and merging shocks without a priori knowledge of the existence or closure of the shocks. Whereas adaptive moving mesh equations are typically stiff, typically requiring small time-steps on the macro-scale, the moving macro-scale mesh of patches is typically not stiff given the context of the micro-scale time-steps required for the sub-patch dynamics.

math.DS↗

A Normal Form for the Onset of Collapse: the Prototypical Example of the Nonlinear Schrodinger Equation

The study of nonlinear waves that collapse in finite time is a theme of universal interest, e.g. within optical, atomic, plasma physics, and nonlinear dynamics. Here we revisit the quintessential example of the nonlinear Schrodinger equation and systematically derive a normal form for the emergence of blowup solutions from stationary ones. While this is an extensively studied problem, such a normal form, based on the methodology of asymptotics beyond all algebraic orders, unifies both the dimension-dependent and power-law-dependent bifurcations previously studied; it yields excellent agreement with numerics in both leading and higher-order effects; it is applicable to both infinite and finite domains; and it is valid in all (subcritical, critical and supercritical) regimes.

nlin.PS↗

Equation-free patch scheme for efficient computational homogenisation via self-adjoint coupling

Equation-free macroscale modelling is a systematic and rigorous computational methodology for efficiently predicting the dynamics of a microscale system at a desired macroscale system level. In this scheme, the given microscale model is computed in small patches spread across the space-time domain, with patch coupling conditions bridging the unsimulated space. For accurate simulations, care must be taken in designing the patch coupling conditions. Here we construct novel coupling conditions which preserve translational invariance, rotational invariance, and self-adjoint symmetry, thus guaranteeing that conservation laws associated with these symmetries are preserved in the macroscale simulation. Spectral and algebraic analyses of the proposed scheme in both one and two dimensions reveal mechanisms for further improving the accuracy of the simulations. Consistency of the patch scheme's macroscale dynamics with the original microscale model is proved. This new self-adjoint patch scheme provides an efficient, flexible, and accurate computational homogenisation in a wide range of multiscale scenarios of interest to scientists and engineers.

math.DS↗

A multiscale scheme accurately simulates macroscale shocks in an equation-free framework

Scientists and engineers often create accurate, trustworthy, computational simulation schemes - but all too often these are too computationally expensive to execute over the time or spatial domain of interest. The equation-free approach is to marry such trusted simulations to a framework for numerical macroscale reduction - the patch dynamics scheme. This article extends the patch scheme to scenarios in which the trusted simulation resolves abrupt state changes on the microscale that appear as shocks on the macroscale. Accurate simulation for problems in these scenarios requires extending the patch scheme by capturing the shock within a novel patch, and also modifying the patch coupling rules in the vicinity in order to maintain accuracy. With these two extensions to the patch scheme, straightforward arguments derive consistency conditions that match the usual order of accuracy for patch schemes. The new scheme is successfully tested on four archetypal problems. This technique will empower scientists and engineers to accurately and efficiently simulate, over large spatial domains, multiscale multiphysics systems that have rapid transition layers on the microscale.

math.NA↗

A Toolkit For Steady States of Nonlinear Wave Equations: Continuous Time Nesterov and Exponential Time Differencing Schemes

Several methods exist for finding ground (as well as excited) states of nonlinear waves equations. In this paper we first introduce two modifications of the so-called accelerated imaginary-time evolution method (AITEM). In our first modification, time integration of the underlying gradient flow is done using exponential time differencing instead of using more standard methods. In the second modification, we present a generalization of the gradient flow model, motivated by the work of Nesterov, as well as that of Candes and collaborators. Additionally, we consider combinations of these methods with the so-called spectral renormalization scheme. Finally, we apply these techniques to the so-called Squared Operator Method, enabling convergence to excited states. Various examples are shown to illustrate the effectiveness of these new schemes, comparing them to standard ones established in the literature. In most cases, we find significant reductions in the number of iterations needed to reach convergence.

nlin.PS↗

Revisiting Diffusion: Self-similar Solutions and the $t^{-1/2}$ Decay in Initial and Initial-Boundary Value Problems

The diffusion equation is a universal and standard textbook model for partial differential equations (PDEs). In this work, we revisit its solutions, seeking, in particular, self-similar profiles. This problem connects to the classical theory of special functions and, more specifically, to the Hermite as well as the Kummer hypergeometric functions. Reconstructing the solution of the original diffusion model from novel self-similar solutions of the associated self-similar PDE, we infer that the $t^{-1/2}$ decay law of the diffusion amplitude is {\it not necessary}. In particular, it is possible to engineer setups of {\it both} the Cauchy problem and the initial-boundary value problem in which the solution decays at a {\it different rate}. Nevertheless, we observe that the $t^{-1/2}$ rate corresponds to the dominant decay mode among integrable initial data, i.e., ones corresponding to finite mass. Hence, unless the projection to such a mode is eliminated, generically this decay will be the slowest one observed. In initial-boundary value problems, an additional issue that arises is whether the boundary data are \textit{consonant} with the initial data; namely, whether the boundary data agree at all times with the solution of the Cauchy problem associated with the same initial data, when this solution is evaluated at the boundary of the domain. In that case, the power law dictated by the solution of the Cauchy problem will be selected. On the other hand, in the non-consonant cases a decomposition of the problem into a self-similar and a non-self-similar one is seen to be beneficial in obtaining a systematic understanding of the resulting solution.

math.AP↗

To Infinity and Beyond: Some ODE and PDE Case Studies

When mathematical/computational problems reach infinity, extending analysis and/or numerical computation beyond it becomes a notorious challenge. We suggest that, upon suitable singular transformations (that can in principle be computationally detected on the fly) it becomes possible to go beyond infinity to the other side, with the solution becoming again well behaved and the computations continuing normally. In our lumped, Ordinary Differential Equation (ODE) examples this infinity crossing can happen instantaneously; at the spatially distributed, Partial Differential Equation (PDE) level the crossing of infinity may even persist for finite time, necessitating the introduction of conceptual (and computational) buffer zones in which an appropriate singular transformation is continuously (locally) detected and performed. These observations (and associated tools) could set the stage for a systematic approach to bypassing infinity (and thus going beyond it) in a broader range of evolution equations; they also hold the promise of meaningfully and seamlessly performing the relevant computations. Along the path of our analysis, we present a regularization process via complexification and explore its impact on the dynamics; we also discuss a set of compactification transformations and their intuitive implications.

math.DS↗

Better buffers for patches in macroscale simulation of systems with microscale randomness

We consider one dimensional lattice diffusion model on a microscale grid with many discrete diffusivity values which repeat periodicially. Computer algebra explores how the dynamics of small coupled `patches' predict the slow emergent macroscale dynamics. We optimise the geometry and coupling of patches by comparing the macroscale predictions of the patch solutions with the macroscale solution on the infinite domain, which is derived for a general diffusivity period. The results indicate that patch dynamics is a viable method for numerical macroscale modelling of microscale systems with fine scale roughness. Moreover, the minimal error on the macroscale is generally obtained by coupling patches via `buffers' that are as large as half of each patch.

math.DS↗

Nonlinear Resonances and Antiresonances of a Forced Sonic Vacuum

We consider a harmonically driven acoustic medium in the form of a (finite length) highly nonlinear granular crystal with an amplitude and frequency dependent boundary drive. Remarkably, despite the absence of a linear spectrum in the system, we identify resonant periodic propagation whereby the crystal responds at integer multiples of the drive period, and observe that they can lead to local maxima of transmitted force at its fixed boundary. In addition, we identify and discuss minima of the transmitted force ("antiresonances") in between these resonances. Representative one-parameter complex bifurcation diagrams involve period doublings, Neimark-Sacker bifurcations as well as multiple isolas (e.g. of period-3, -4 or -5 solutions entrained by the forcing). We combine them in a more detailed, two-parameter bifurcation diagram describing the stability of such responses to both frequency and amplitude variations of the drive. This picture supports an unprecedented example of a notion of a (purely) "nonlinear spectrum" in a system which allows no sound wave propagation (due to zero sound speed: the so-called sonic vacuum). We rationalize this behavior in terms of purely nonlinear building blocks: apparent traveling and standing nonlinear waves.

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Accuracy of patch dynamics with mesoscale temporal coupling for efficient exascale simulation

Massive parallelisation has lead to a dramatic increase in available computational power. However, data transfer speeds have failed to keep pace and are the major limiting factor in the development of exascale computing. New algorithms must be developed which minimise the transfer of data. Patch dynamics is a computational macroscale modelling scheme which provides a coarse macroscale solution of a problem defined on a fine microscale by dividing the domain into many nonoverlapping, coupled patches. Patch dynamics is readily adaptable to massive parallelisation as each processor can evaluate the dynamics on one, or a few, patches. However, patch coupling conditions interpolate across the unevaluated parts of the domain between patches, and are typically reevaluated at every microscale time step, thus requiring almost continuous data transfer. We propose a modified patch dynamics scheme which minimises data transfer by only reevaluating the patch coupling conditions at `mesoscale' time scales which are significantly larger than the microscale time of the microscale problem. We analyse the error arising from patch dynamics with mesoscale temporal coupling as a function of the mesoscale time interval, patch size, and ratio between the microscale and macroscale.

math.DS↗

Damped-Driven Granular Crystals: An Ideal Playground for Dark Breathers and Multibreathers

By applying an out-of-phase actuation at the boundaries of a uniform chain of granular particles, we demonstrate experimentally that time-periodic and spatially localized structures with a nonzero background (so-called dark breathers) emerge for a wide range of parameter values and initial conditions. Importantly, the number of ensuing breathers within the multibreather pattern produced can be "dialed in" by varying the frequency or amplitude of the actuation. The values of the frequency (resp. amplitude) where the transition between different multibreather states occurs are predicted accurately by the proposed theoretical model, which is numerically shown to support exact dark breather solutions. The existence, linear stability, and bifurcation structure of the theoretical dark breathers are also studied in detail. Moreover, the distributed sensing technologies developed herein enable a detailed space-time probing of the system and a systematic favorable comparison between theory, computation and experiments.

nlin.PS↗

Hysteresis Loops and Multi-stability: From Periodic Orbits to Chaotic Dynamics (and Back) in Diatomic Granular Crystals

In the present work we consider a diatomic granular crystal, consisting of alternating aluminum and steel spheres, where the first sphere is an aluminum one. The combination of dissipation, driving of the boundary, and intrinsic nonlinearity leads to complex dynamics. Specifically, we find that the interplay of nonlinear surface modes with modes created by the driver create the possibility, as the driving amplitude is increased, of limit cycle saddle-node bifurcations beyond which the dynamics of the system becomes chaotic. In this chaotic state, part of the applied energy can propagate through the chain. We also find that the chaotic branch depends weakly on the driving frequency and speculate a connection between the chaotic dynamics with the gap openings between the spheres. Finally, a reverse parametric continuation reveals hysteretic dynamics and the existence of an interval of multi-stability involving stable periodic solutions and genuinely chaotic ones. The computational identification and theoretical interpretation of the bifurcation diagram of the system is corroborated by direct experimental measurements showcasing all of the above features.

nlin.PS↗

Localized Breathing Modes in Granular Crystals with Defects

We investigate nonlinear localized modes at light-mass impurities in a one-dimensional, strongly-compressed chain of beads under Hertzian contacts. Focusing on the case of one or two such "defects", we analyze the problem's linear limit to identify the system eigenfrequencies and the linear defect modes. We then examine the bifurcation of nonlinear defect modes from their linear counterparts and study their linear stability in detail. We identify intriguing differences between the case of impurities in contact and ones that are not in contact. We find that the former bears similarities to the single defect case, whereas the latter features symmetry-breaking bifurcations with interesting static and dynamic implications.

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