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Jan Bouwe van den Berg

Publications and source records attributed to Jan Bouwe van den Berg.

At least 19 recordsLinked to original sources

A functional analytic theory for differential equations on Banach spaces with slowly evolving parameters

This paper provides a functional analytic approach to differential equations on Banach spaces with slowly evolving parameters. We develop a Fenichel-like theory for attracting subsets of critical manifolds via a Lyapunov-Perron method. This functional analytic approach to invariant manifold theory for fast-slow systems of differential equations has not been fully developed before, especially for the case that the fast subsystem lives on an infinite-dimensional Banach space. We provide rigorous functional analytic proofs for both the persistence of attracting critical manifolds as smooth slow manifolds, as well as the validity of slow manifold reduction near slow manifolds. Several aspects of our proofs are new in the literature even for the finite-dimensional case. For instance, we require less smoothness assumptions on systems than comparable texts based on Lyapunov-Perron approaches. The theory as developed here provides a rigorous framework that allows one (for example) to derive formal statements on the dynamics of biologically meaningful spatially extended models with slowly varying parameters.

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A simple rigorous integrator for semilinear parabolic PDEs

Simulations of the dynamics generated by partial differential equations (PDEs) provide approximate, numerical solutions to initial value problems. Such simulations are ubiquitous in scientific computing, but the correctness of the results is usually not guaranteed. We propose a new method for the rigorous integration of parabolic PDEs, i.e., the derivation of rigorous and explicit error bounds between the numerically obtained approximate solution and the exact one, which is then proven to exist over the entire time interval considered. These guaranteed error bounds are obtained a posteriori, using a fixed point reformulation based on a piece-wise in time constant approximation of the linearization around the numerical solution. Our setup leads to relatively simple-to-understand estimates, which has several advantages. Most critically, it allows us to optimize various aspects of the proof, and in particular to provide an adaptive time-stepping strategy. In case the solution converges to a stable hyperbolic equilibrium, we are also able to prove this convergence, applying our rigorous integrator with a final, infinitely long timestep. We showcase the ability of our method to rigorously integrate over relatively long time intervals, and to capture non-trivial dynamics, via examples on the Swift--Hohenberg equation, the Ohta--Kawasaki equation and the Kuramoto--Sivashinsky equation. We expect that the simplicity and efficiency of the approach will enable generalization to a wide variety of other parabolic PDEs, as well as applications to boundary value problems.

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From heteroclinic loops to homoclinic snaking in reversible systems: rigorous forcing through computer-assisted proofs

Homoclinic snaking is a widespread phenomenon observed in many pattern-forming systems. Demonstrating its occurrence in non-perturbative regimes has proven difficult, although a forcing theory has been developed based on the identification of patterned front solutions. These heteroclinic solutions are themselves challenging to analyze due to the nonlinear nature of the problem. In this paper, we use computer-assisted proofs to find parameterized loops of heteroclinic connections between equilibria and periodic orbits in time reversible systems. This leads to a proof of homoclinic snaking in both the Swift-Hohenberg and Gray-Scott problems. Our results demonstrate that computer-assisted proofs of continuous families of connecting orbits in nonlinear dynamical systems are a powerful tool for understanding global dynamics and their dependence on parameters.

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Periodic localized traveling waves in the two-dimensional suspension bridge equation

In the dynamics generated by the suspension bridge equation, traveling waves are an essential feature. The existing literature focuses primarily on the idealized one-dimensional case, while traveling structures in two spatial dimensions have only been studied via numerical simulations. We use computer-assisted proof methods based on a Newton-Kantorovich type argument to find and prove periodic localized traveling waves in two dimensions. The main obstacle is the exponential nonlinearity in combination with the resulting large amplitude of the localized waves. Our analysis hinges on establishing computable bounds to control the aliasing error in the computed Fourier coefficients. This leads to existence proofs of different traveling wave solutions, accompanied by small, explicit, rigorous bounds on the deficiency of numerical approximations. This approach is directly extendable to other wave equation models and elliptic partial differential equations with analytic nonlinearities, in two as well as in higher dimensions.

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Validated integration of semilinear parabolic PDEs

Integrating evolutionary partial differential equations (PDEs) is an essential ingredient for studying the dynamics of the solutions. Indeed, simulations are at the core of scientific computing, but their mathematical reliability is often difficult to quantify, especially when one is interested in the output of a given simulation, rather than in the asymptotic regime where the discretization parameter tends to zero. In this paper we present a computer-assisted proof methodology to perform rigorous time integration for scalar semilinear parabolic PDEs with periodic boundary conditions. We formulate an equivalent zero-finding problem based on a variations of constants formula in Fourier space. Using Chebyshev interpolation and domain decomposition, we then finish the proof with a Newton--Kantorovich type argument. The final output of this procedure is a proof of existence of an orbit, together with guaranteed error bounds between this orbit and a numerically computed approximation. We illustrate the versatility of the approach with results for the Fisher equation, the Swift--Hohenberg equation, the Ohta--Kawasaki equation and the Kuramoto--Sivashinsky equation. We expect that this rigorous integrator can form the basis for studying boundary value problems for connecting orbits in partial differential equations.

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Towards computational Morse-Floer homology: forcing results for connecting orbits by computing relative indices of critical points

To make progress towards better computability of Morse-Floer homology, and thus enhance the applicability of Floer theory, it is essential to have tools to determine the relative index of equilibria. Since even the existence of nontrivial stationary points is often difficult to accomplish, extracting their index information is usually out of reach. In this paper we establish a computer-assisted proof approach to determining relative indices of stationary states. We introduce the general framework and then focus on three example problems described by partial differential equations to show how these ideas work in practice. Based on a rigorous implementation, with accompanying code made available, we determine the relative indices of many stationary points. Moreover, we show how forcing results can be then used to prove theorems about connecting orbits and traveling waves in partial differential equations.

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Constructive proofs for localized radial solutions of semilinear elliptic systems on $\mathbb{R}^d$

Ground state solutions of elliptic problems have been analyzed extensively in the theory of partial differential equations, as they represent fundamental spatial patterns in many model equations. While the results for scalar equations, as well as certain specific classes of elliptic systems, are comprehensive, much less is known about these localized solutions in generic systems of nonlinear elliptic equations. In this paper we present a general method to prove constructively the existence of localized radially symmetric solutions of elliptic systems on $\mathbb{R}^d$. Such solutions are essentially described by systems of non-autonomous ordinary differential equations. We study these systems using dynamical systems theory and computer-assisted proof techniques, combining a suitably chosen Lyapunov-Perron operator with a Newton-Kantorovich type theorem. We demonstrate the power of this methodology by proving specific localized radial solutions of the cubic Klein-Gordon equation on $\mathbb{R}^3$, the Swift-Hohenberg equation on $\mathbb{R}^2$, and a three-component FitzHugh-Nagumo system on $\mathbb{R}^2$. These results illustrate that ground state solutions in a wide range of elliptic systems are tractable through constructive proofs.

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Validated Numerical Approximation of Stable Manifolds for Parabolic Partial Differential Equations

This paper develops validated computational methods for studying infinite dimensional stable manifolds at equilibrium solutions of parabolic PDEs, synthesizing disparate errors resulting from numerical approximation. To construct our approximation, we decompose the stable manifold into three components: a finite dimensional slow component, a fast-but-finite dimensional component, and a strongly contracting infinite dimensional "tail". We employ the parameterization method in a finite dimensional projection to approximate the slow-stable manifold, as well as the attached finite dimensional invariant vector bundles. This approximation provides a change of coordinates which largely removes the nonlinear terms in the slow stable directions. In this adapted coordinate system we apply the Lyapunov-Perron method, resulting in mathematically rigorous bounds on the approximation errors. As a result, we obtain significantly sharper bounds than would be obtained using only the linear approximation given by the eigendirections. As a concrete example we illustrate the technique for a 1D Swift-Hohenberg equation.

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Rigorous validation of a Hopf bifurcation in the Kuramoto-Sivashinsky PDE

We use computer-assisted proof techniques to prove that a branch of non-trivial equilibrium solutions in the Kuramoto-Sivashinsky partial differential equation undergoes a Hopf bifurcation. Furthermore, we obtain an essentially constructive proof of the family of time-periodic solutions near the Hopf bifurcation. To this end, near the Hopf point we rewrite the time periodic problem for the Kuramoto-Sivashinsky equation in a desingularized formulation. We then apply a parametrized Newton-Kantorovich approach to validate a solution branch of time-periodic orbits. By construction, this solution branch includes the Hopf bifurcation point.

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Rigorous verification of Hopf bifurcations via desingularization and continuation

In this paper we present a general approach to rigorously validate Hopf bifurcations as well as saddle-node bifurcations of periodic orbits in systems of ODEs. By a combination of analytic estimates and computer-assisted calculations, we follow solution curves of cycles through folds, checking along the way that a single nondegenerate saddle-node bifurcation occurs. Similarly, we rigorously continue solution curves of cycles starting from their onset at a Hopf bifurcation. We use a blowup analysis to regularize the continuation problem near the Hopf bifurcation point. This extends the applicability of validated continuation methods to the mathematically rigorous computational study of bifurcation problems.

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More on the parameterization method for center manifolds

In a previous paper we generalized the parameterization method of Cabré, Fontich and De la Llave to center manifolds of discrete dynamical systems. In this paper, we extend this result to several different settings. The natural setting in which center manifolds occur is at bifurcations in dynamical systems with parameters. Our first results will show that we can find parameter-dependent center manifolds near bifurcation points. Furthermore, we will generalize the parameterization method to center manifolds of fixed points of ODEs. Finally, we will apply our method to a reaction diffusion equation. In our application, we will show that the freedom to obtain the conjugate dynamics in normal form makes it possible to obtain detailed qualitative information about the center dynamics.

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Optimal periodic structures with general space group symmetries in the Ohta-Kawasaki problem

We consider the problem of rigorously computing periodic minimizers to the Ohta-Kawasaki energy. We develop a method to prove existence of solutions and determine rigorous bounds on the distance between our numerical approximations and the true infinite dimensional solution and also on the energy. We use a method with prescribed symmetries to explore the phase space, computing candidate minimizers both with and without experimentally observed symmetries. We find qualitative differences between the phase diagram of the Ohta-Kawasaki energy and self consistent field theory when well away form the weak segregation limit.

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Large fronts in nonlocally coupled systems using Conley-Floer homology

In this paper we study travelling front solutions for nonlocal equations of the type \begin{equation} \partial_t u = N * S(u) + \nabla F(u), \qquad u(t,x) \in \mathbf{R}^d. \end{equation} Here $N *$ denotes a convolution-type operator in the spatial variable $x \in \mathbf{R}$, either continuous or discrete. We develop a Morse-type theory, the Conley--Floer homology, which captures travelling front solutions in a topologically robust manner, by encoding fronts in the boundary operator of a chain complex. The equations describing the travelling fronts involve both forward and backward delay terms, possibly of infinite range. Consequently, these equations lack a natural phase space, so that classic dynamical systems tools are not at our disposal. We therefore develop, from scratch, a general transversality theory, and a classification of bounded solutions, in the absence of a phase space. In various cases the resulting Conley--Floer homology can be interpreted as a homological Conley index for multivalued vector fields. Using the Conley--Floer homology we derive existence and multiplicity results on travelling front solutions.

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The parameterization method for center manifolds

In this paper, we present a generalization of the parameterization method, introduced by Cabré, Fontich and De la Llave, to center manifolds associated to non-hyperbolic fixed points of discrete dynamical systems. As a byproduct, we find a new proof for the existence and regularity of center manifolds. However, in contrast to the classical center manifold theorem, our parameterization method will simultaneously obtain the center manifold and its conjugate center dynamical system. Furthermore, we will provide bounds on the error between approximations of the center manifold and the actual center manifold, as well as bounds for the error in the conjugate dynamical system.

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Validated computations for connecting orbits in polynomial vector fields

In this paper we present a computer-assisted procedure for proving the existence of transverse heteroclinic orbits connecting hyperbolic equilibria of polynomial vector fields. The idea is to compute high-order Taylor approximations of local charts on the (un)stable manifolds by using the Parameterization Method and to use Chebyshev series to parameterize the orbit in between, which solves a boundary value problem. The existence of a heteroclinic orbit can then be established by setting up an appropriate fixed-point problem amenable to computer-assisted analysis. The fixed point problem simultaneously solves for the local (un)stable manifolds and the orbit which connects these. We obtain explicit rigorous control on the distance between the numerical approximation and the heteroclinic orbit. Transversality of the stable and unstable manifolds is also proven.

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Spontaneous periodic orbits in the Navier-Stokes flow

In this paper, a general method to obtain constructive proofs of existence of periodic orbits in the forced autonomous Navier-Stokes equations on the three-torus is proposed. After introducing a zero finding problem posed on a Banach space of geometrically decaying Fourier coefficients, a Newton-Kantorovich theorem is applied to obtain the (computer-assisted) proofs of existence. The required analytic estimates to verify the contractibility of the operator are presented in full generality and symmetries from the model are used to reduce the size of the problem to be solved. As applications, we present proofs of existence of spontaneous periodic orbits in the Navier-Stokes equations with Taylor-Green forcing.

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A Floer homology approach to travelling waves in reaction-diffusion equations on cylinders

We develop a new homological invariant for the dynamics of the bounded solutions to the travelling wave PDE \[ \left\{ \begin{array}{l l} \partial_t^2 u - c \partial_t u + Δu + f(x,u) = 0 \qquad & t \in \mathbf{R},\; x \in Ω, \newline B(u) = 0 & t \in \mathbf{R},\; x \in \partial Ω, \end{array} \right. \] where $c \neq 0$, $Ω\subset \mathbf{R}^d$ is a bounded domain, $Δ$ is the Laplacian on $Ω$, and $B$ denotes Dirichlet, Neumann, or periodic boundary data. Restrictions on the nonlinearity $f$ are kept to a minimum, for instance, any nonlinearity exhibiting polynomial growth in $u$ can be considered. In particular, the set of bounded solutions of the travelling wave PDE may not be uniformly bounded. Despite this, the homology is invariant under lower order (but not necessarily small) perturbations of the nonlinearity $f$, thus making the homology amenable for computation. Using the new invariant we derive lower bounds on the number of bounded solutions to the travelling wave PDE.

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A proof of Wright's conjecture

Wright's conjecture states that the origin is the global attractor for the delay differential equation $y'(t) = - αy(t-1) [ 1 + y(t) ] $ for all $α\in (0,\tfracπ{2}]$. This has been proven to be true for a subset of parameter values $α$. We extend the result to the full parameter range $α\in (0,\tfracπ{2}]$, and thus prove Wright's conjecture to be true. Our approach relies on a careful investigation of the neighborhood of the Hopf bifurcation occurring at $α=\tfracπ{2}$. This analysis fills the gap left by complementary work on Wright's conjecture, which covers parameter values further away from the bifurcation point. Furthermore, we show that the branch of (slowly oscillating) periodic orbits originating from this Hopf bifurcation does not have any subsequent bifurcations (and in particular no folds) for $α\in(\tfracπ{2} , \tfracπ{2} + 6.830 \times 10^{-3}]$. When combined with other results, this proves that the branch of slowly oscillating solutions that originates from the Hopf bifurcation at $α=\tfracπ{2}$ is globally parametrized by $α> \tfracπ{2}$.

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