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https://doi.org/10.1007/s11071-021-06957-4
ORIGINAL PAPER
Received: 18 March 2021 / Accepted: 24 September 2021 / Published online: 12 October 2021
© The Author(s) 2021
Abstract Invariant manifolds are important constructs Keywords Invariant manifolds · Finite elements ·
for the quantitative and qualitative understanding of Reduced-order modeling · Spectral submanifolds ·
nonlinear phenomena in dynamical systems. In nonlin- Lyapunov subcenter manifolds · Center manifolds ·
ear damped mechanical systems, for instance, spectral Normal forms
submanifolds have emerged as useful tools for the com-
putation of forced response curves, backbone curves,
detached resonance curves (isolas) via exact reduced- 1 Introduction
order models. For conservative nonlinear mechani-
cal systems, Lyapunov subcenter manifolds and their Invariant manifolds are low-dimensional surfaces in the
reduced dynamics provide a way to identify nonlin- phase space of a dynamical system that constitute orga-
ear amplitude–frequency relationships in the form of nizing centers of nonlinear dynamics. These surfaces
conservative backbone curves. Despite these powerful are composed of full system trajectories that stay on
predictions offered by invariant manifolds, their use them for all times, partitioning the phase space locally
has largely been limited to low-dimensional academic into regions of different behavior. For instance, invari-
examples. This is because several challenges render ant manifolds attached to fixed points can be viewed
their computation unfeasible for realistic engineering as the nonlinear analogues of (flat) modal subspaces
structures described by finite element models. In this of the linearized system. Classic examples are the sta-
work, we address these computational challenges and ble, unstable and center manifolds tangent to the stable,
develop methods for computing invariant manifolds unstable and center subspaces of fixed points (see, e.g.,
and their reduced dynamics in very high-dimensional Guckenheimer and Holmes [27]). The most important
nonlinear systems arising from spatial discretization of class of invariant manifolds are those that attract other
the governing partial differential equations. We illus- trajectories, and hence, their own low-dimensional
trate our computational algorithms on finite element internal dynamics acts a mathematically exact reduced-
models of mechanical structures that range from a sim- order model for the full, high-dimensional system. The
ple beam containing tens of degrees of freedom to an focus of this article is to compute such invariant man-
aircraft wing containing more than a hundred–thousand ifolds and their reduced dynamics accurately and effi-
degrees of freedom. ciently in very high-dimensional nonlinear systems.
The theory of invariant manifolds has matured over
S. Jain (B) · G. Haller
Institute for Mechanical Systems, ETH Zürich,
more than a century of research and has been applied
Leonhardstrasse 21, 8092 Zürich, Switzerland to numerous fields for the qualitative understanding of
e-mail: shjain@ethz.ch nonlinear behavior of systems (see Fenichel [20–22],
123
1418 S. Jain, G. Haller
Hirsch et al. [35], Wiggins [74], Eldering [18], Nipp expressed as a family of trajectories. This is achieved
and Stoffer [59]). The computation of invariant mani- by formulating a two-point boundary value problem
folds, on the other hand, is a relatively new and rapidly (BVP) satisfied by the trajectory on the manifold
evolving discipline due to advances in scientific com- and numerically following a branch of solutions (see
puting. In this paper, we address some challenges that Krauskopf et al. [48], Guckenheimer et al. [28]). While
have been hindering the computation of invariant man- collocation and spectral methods are valid means to
ifolds in high-dimensional mechanical systems arising achieve this end as well, the (multiple) shooting method
from spatially discretized partial differential equations (see Keller [43]; Stoer and Bulirsch [66]) has a distin-
(PDEs). guishing appeal from a computational perspective for
The methods for computing invariant manifolds high-dimensional problems. In the (multiple) shooting
can be divided into two categories: local and global. method, an initial guess for one point on the solu-
Local methods approximate an invariant manifold in tion trajectory is iteratively corrected such until the
the neighborhood of simpler invariant sets, such as two-point BVP is solved up to a required precision.
fixed points, periodic orbits or invariant tori. Such In each iteration, one performs numerical time inte-
local approximations are performed using Taylor series gration of the full nonlinear system between the two
approximations around the fixed point or Taylor– points of the BVP, which is a computationally expen-
Fourier series around the periodic orbit/invariant torus sive undertaking for large systems. However, time inte-
(see Simo [64]). Global methods, on the other hand, gration involves the solution O (N ) nonlinear alge-
seek invariant manifolds globally in the phase space. braic equations at each time step, in contrast to col-
Global techniques generally employ numerical contin- location and spectral methods which require O (N q)
uation for growing invariant manifolds from their local nonlinear algebraic equations to be solved simultane-
approximation that may be obtained from the linearized ously for q collocation/spectral points. Coupled with
dynamics (see Krauskopf et al. [48] for a survey). advances in domain decomposition methods for time
integration (see Carraro et al. [10]), the multiple shoot-
ing method provides a feasible alternative to collo-
1.1 Global techniques cation and spectral methods. Still, covering a multi-
dimensional invariant manifold using trajectory seg-
A key aspect of most global techniques is to dis- ments in a high-dimensional system is an elusive task
cretize the manifold into a mesh, e.g., via a collo- even for multiple shooting methods (see, e.g., Jain et
cation or a spectral approach (see Dancowicz and al. [42]).
Schilder [13], Krauskopf et al. [49]), and solve invari- A number of numerical continuation packages have
ance equations for the unknowns at the mesh points. enabled the computation of global invariant manifolds
For growing an M−dimensional manifold via q col- via collocation, spectral or multiple shooting meth-
location/spectral points (along each of the M dimen- ods. AUTO [17], a FORTRAN-based package, con-
sions) in an N −dimensional dynamical system, one stitutes the earliest organized effort toward continua-
needs to solve a system of O N q M nonlinear alge- tion and bifurcation analysis of parameter-dependent
braic equations at each continuation step. This is ODEs. AUTO [17] employs orthogonal collocation to
achieved via an iterative solver such as the Newton’s approximate solutions and is able to continue solution
method. As N invariably becomes large in the case families in two or three parameters. The MATLAB-
of discretized PDEs governing mechanics applications, based package Matcont [16] addresses some of the
numerical continuation of invariant manifolds via col- limitations of AUTO, albeit at a loss of computational
location and spectral approaches becomes computa- performance. Additionally, Matcont can also perform
tionally intractable. Indeed, while global approaches normal form analysis. coco [13] is an extensively
are often discussed for general systems, the most com- documented and object-oriented MATLAB package
mon applications of these approaches tend to involve which enables continuation via multi-dimensional atlas
low-dimensional problems, such as the computation of algorithms (Dankowicz et al. [14]) and implements
the Lorenz manifold (Krauskopf and Osinga [47]). collocation as well as spectral methods. Another
Global approaches also include the continuation recent MATLAB package, NLvib [46], implements
of trajectory segments along the invariant manifold, the pseudo-arc-length technique for the continuation
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How to compute invariant manifolds and their reduced 1419
of single-parameter family of periodic orbits in non- sibility in comparison to global techniques that involve
linear mechanical systems via the shooting method or the continuation of collocation, spectral or shooting-
the spectral method (commonly referred to as harmonic based solutions.
balance in mechanics). Similar continuation packages More recently, the parametrization method has
are also available in the context of delay differential emerged as a rigorous framework for the local analy-
equations (see DDE-BIFTOOL [19], written in MAT- sis and computation of invariant manifolds of discrete
LAB and Knut [67], written in C++). The main focus and continuous time dynamical systems. This method
of all these and other similarly useful packages is to was first developed in papers by Cabré, Fontich and
implement automated continuation procedures, includ- de la Llave [6–8] for invariant manifolds tangent to
ing demonstrations on low-dimensional examples, but eigenspaces of fixed points of nonlinear mappings on
not on the computational complexity of the opera- Banach spaces and then extended to whiskered tori by
tions as N increases. As discussed above, the collo- Haro and de la Llave [32–34]. We refer to the mono-
cation/spectral/shooting techniques that are invariably graph by Haro et al. [31] for an overview of the results.
employed in such packages limit their ability to com- An important feature of the parametrization method
pute invariant manifolds in high-dimensional mechan- is that it does not require the manifold parametriza-
ics problems, where system dimensionality N varies tion to be the graph of a function and hence allows for
from several thousands to millions. folds in the manifold. Furthermore, the method returns
the dynamics on the invariant manifold along with its
embedding. The formal computation can again be car-
1.2 Local techniques ried out via Taylor series expansions when the invariant
manifold is attached to a fixed point and via Fourier–
In contrast to global techniques, local techniques for Taylor expansions when it is attached to an invariant
invariant manifold computations produce approxima- torus perturbing from a fixed point (see, e.g., Mireles
tions valid in a neighborhood of a fixed point, peri- James [56], Castelli et al. [11], Ponsioen et al. [61,63]).
odic orbit or invariant torus. As a result, local tech- The main focus of the parametrization method has
niques are generally unable to compute homoclinic and been on the computer-assisted proofs of existences
heteroclinic connections. Nonetheless, in engineering and uniqueness of invariant manifolds, for which the
applications, local approximations of invariant mani- dynamical system is conveniently diagonalized at the
folds often suffice for assessing the influence of non- linear level. Furthermore, as discussed by Haro et
linearities on a well-understood linearized response. al. [31], this diagonalization allows a choice between
Center manifold computations and their associated different styles of parametrization for the reduced
local bifurcation analysis via normal forms (see Guck- dynamics on the manifold, such as a normal form
enheimer and Holmes [27]) are classic applications of style, a graph style or a mixed style. Recent applica-
local approximations where the manifold is expressed tions of the parametrization method include the com-
locally as a graph over the center subspace. For an putation of spectral submanifolds or SSMs (Haller and
M−dimensional manifold, this local graph is sought Ponsioen [29]) and Lyapunov subcenter manifolds or
via an M−variate Taylor series where the coefficient LSMs (Kelley [44]). For these manifolds, the nor-
of each monomial term is unknown. These unknown mal form parametrization style can be used to directly
coefficients are determined by solving the invariance extract forced response curves (FRCs) and backbone
equations in a recursive manner at each polynomial curves in nonlinear mechanical systems, as we will dis-
order of approximation, i.e., the solution at a lower cuss in this paper (see Ponsioen et al. [61,63], Breunung
order can be computed without the knowledge of the and Haller [3], Veraszto et al. [72]).
higher-order terms. The computational procedure sim-
ply involves the solution of a system of O(N ) linear
equations for each monomial in the Taylor expansion 1.3 Our contributions
(see Simo [64] for flows, Fuming and Küpper, [23]
for maps). Thus, in the computational context of high- While helpful for proofs and expositions, the rou-
dimensional problems, local techniques that employ tinely performed diagonalization and the associated
Taylor series approximations exhibit far greater fea- linear coordinate change in invariant manifold compu-
123
1420 S. Jain, G. Haller
tations render the parametrization method unfeasible by Coullet and Spiegel [12] and use these center mani-
to high-dimensional mechanics problems for two rea- folds for analyzing stability of flows around bifurcating
sons. First, diagonalization involves the computation parameter values.
of all N eigenvalues of an N −dimensional dynamical More recently, Vizzaccaro et al. [73] and Opreni et
system, and second, the nonlinear coefficients in physi- al. [60] have computed normal forms on second order,
cal coordinates exhibit an inherent sparsity in mechan- proportionally damped mechanical systems with up to
ics applications that is annihilated by the linear coor- cubic nonlinearities and derived explicit expressions up
dinate change associated with diagonalization. Both to cubic-order accuracy (see also Touzé et al. [71] for a
these factors lead to unmanageable computation times review). This is a direct application of the parametriza-
and memory requirements when N becomes large, as tion method via a normal form style parametrization to
we discuss in Sect. 3 of this manuscript. formally compute assumed invariant manifolds whose
To address these issues, we develop here a new existence/uniqueness is a priori unclear (cf. Haller and
computational methodology for local approximations Ponsioen [29]). These results in [60,73] provide low-
to invariant manifolds via the parametrization method. order approximations to SSMs [29], whose computa-
The key aspects making this methodology scalable to tion up to arbitrarily high orders of accuracy has already
high-dimensional mechanics problems are the use of been automated in prior work [61,63] for mechanical
physical coordinates and just the minimum number of systems with diagonalized linear part. A major com-
eigenvectors. In the autonomous setting, we seek to putational advance in the approach of Vizzaccaro et
compute invariant manifolds attached to fixed points al. [73] is the non-intrusive use of finite element soft-
where we develop expressions for the Taylor series ware to compute normal form coefficients up to cubic
coefficients that determine the parametrization of the order. All these prior results, however, are fundamen-
invariant manifold as well as its reduced dynamics in tally developed for unforced (non-autonomous) sys-
different styles of parametrization (see Sect. 4). We tems.
develop similar expressions in the non-autonomous The computation procedure we develop is generally
periodic or quasiperiodic setting, where we seek to applicable to first-order systems with smooth nonlin-
compute invariant manifolds or whiskers attached to an earities, periodic or quasiperiodic forcing and enables
invariant torus perturbed from a hyperbolic fixed point automated computation of various types of invariant
under the addition of small-amplitude non-autonomous manifolds such as stable, unstable and center mani-
terms. In this case, we seek to compute the coefficients folds, LSMs and SSMs, up to arbitrarily high orders
in Fourier–Taylor series that parametrize the invariant of accuracy in physical coordinates. Finally, a numeri-
manifold as well as its reduced dynamics in different cal implementation of these computational techniques
parametrization styles (see Sect. 5). Finally, we apply is available in the form of an open-source MATLAB
this methodology to high-dimensional examples aris- package, SSMTool 2.0 [38], which is integrated with
ing from a finite element discretization of structural a generic finite element solver (Jain et al. [37]) for
mechanics problems, whose forced response curves we mechanics problems. We describe some key symbols
recover from a normal form style parametrization of and the notation used in the remainder of this paper in
SSMs (see Sect. 6). Table 1 before proceeding toward the technical setup
Related computational ideas have already been used in the next section.
in other contexts. For instance, Beyn and Kleß [2] per-
formed similar Taylor series-based computations of
invariant manifolds attached to fixed points in physical
coordinates using master modes. Their work predates 2 General setup
the parametrization method and does not involve the
choice of reduced dynamics or normal forms. Recently, We are mainly interested here in dynamical systems
Carini et al. [9] focused on computing center manifolds arising from mechanics problems. Such problems are
of fixed points and their normal forms using only master governed by PDEs that are spatially discretized typi-
modes in physical coordinates. While this is an applica- cally via the finite element method. The discretization
tion of the parametrization method in the normal form results in a system of second-order ordinary differential
style, they attribute their results to earlier related work equations for the generalized displacement x(t) ∈ Rn ,
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How to compute invariant manifolds and their reduced 1421
Table 1 Notation
Symbol Meaning
which can be written as x
where z = , A, B ∈ R2n×2n , F : R2n → R2n ,
ẋ
Fext : R2n × T K → R2n denote the first-order quanti-
Mẍ + Cẋ + Kx + f(x, ẋ) = f ext (x, ẋ, t). (1) ties derived from system (1). Such a first-order conver-
sion is not unique: Two equivalent choices are given by
(see Tisseur and Meerbergen [70])
Here, M, C, K ∈ Rn×n are the mass, stiffness and 0 N
damping matrices; f(x, ẋ) ∈ Rn is the purely nonlin- (L1) : A = ,
−K −C
ear internal force; and f ext (x, ẋ, t) ∈ Rn denotes the
N 0
(possibly linear) external forcing with frequency vec- B= ,
0 M
tor ∈ R K for some K ≥ 0. The function f ext is
autonomous for K = 0, periodic in t for K = 1 and F(z) =
0
,
quasiperiodic for K > 1 with K rationally incommen- −f(x, ẋ)
surate frequencies. The second-order system (1) may 0
F (z, φ) = ext
ext
, (4)
be expressed in a first-order form as f (x, ẋ, φ)
−K 0
(L2) : A = ,
0 N
Bż = Az + F(z) + Fext (z, φ), (2)
CM
φ̇ = , (3) B= ,
N 0
123
1422 S. Jain, G. Haller
−f(x, ẋ) unstable and center invariant manifolds W s , W u and
F(z) = ,
0 W c tangent to E s , E u and E c at the origin 0 ∈ R N ,
ext
f (x, ẋ, φ) respectively. All these manifolds are invariant, and W s
F (z, φ) =
ext
, (5) and W u are also unique (see, e.g., Guckenheimer and
0
Holmes [27]).
where N ∈ Rn×n may be chosen as any non-singular In analogy with the stable manifold W s , which is
matrix. If the matrices M, C, K are symmetric, then the nonlinear continuation of the stable subspace E s , a
the choice of N = −K for (L1) and N = M for (L2) spectral submanifold (SSM) [29] is an invariant sub-
results in the first-order matrices A, B being symmet- manifold of the stable manifold W s that serves as
ric. The computation methodology we will discuss is the smoothest nonlinear continuation of a given stable
for any first-order system of the form (2) for z ∈ R N . In spectral subspace of E s . The existence and uniqueness
particular, we have N = 2n for second-order mechan- results for such spectral submanifolds under appropri-
ical systems of the form (1). ate conditions are derived by Haller and Ponsioen [29]
We first focus on the autonomous ( = 0) limit of using the parametrization method of Cabré et al. [6–
the system (2), given by 8]. The parametrization method also serves as a tool to
compute these manifolds.
Bż = Az + F(z), (6) We are interested in locally approximating the
invariant manifolds of the fixed point 0 ∈ R N of sys-
whose linearization at the fixed point z = 0 is tem (6) using the parametrization method. Let W(E)
be an invariant manifold of system (6) which is tangent
Bż = Az. (7) to a master spectral subspace E ⊂ R N at the origin
such that
The linear system (7) has invariant manifolds defined
by eigenspaces of the generalized eigenvalue problem dim(E) = dim (W(E)) = M < N . (9)
A − λ j B v j = 0, j = 1, . . . , N , (8) Let V E = [v1 , . . . , v M ] ∈ C N ×M be a matrix whose
columns contain the (right) eigenvectors correspond-
where for each distinct eigenvalue λ j , there exists an ing to the master modal subspace E. Furthermore, we
eigenspace E j ⊂ R N spanned by the real and imagi- define a dual matrix U E = [u1 , . . . , u M ] ∈ C N ×M
nary parts of the corresponding generalized eigenvector which contains the corresponding left-eigenvectors that
v j ∈ C N . These eigenspaces are invariant for the lin- span the adjoint subspace E as
earized system (7) and, by linearity, a subspace spanned
by any combination of eigenspaces is also invariant for uj A − λ j B = 0, j = 1, . . . , M, (10)
the system (7). A general invariant subspace of this type
is known as a spectral subspace [29] and is obtained
where we choose these eigenvectors to satisfy the nor-
by the direct summation of eigenspaces as
malization condition
E j1 ,..., jq = E j1 ⊕ · · · ⊕ E jq ,
ui Bv j = δi j (Kronecker delta). (11)
where ⊕ denotes the direct sum of vector spaces and
E j1 ,..., jq is the spectral subspace obtained from the
eigenspaces E j1 , . . . , E jq for some q ∈ N. Classic Using the eigenvalue problems (8)-(10), we obtain the
examples of spectral subspaces are the stable, unstable following relations for the matrices V E and U E
and center subspaces, which are denoted by E s , E u and AV E = BV E E , (12)
E c and are obtained from eigenspaces associated with
UE A = E UE B, (13)
eigenvalues with negative, positive and zero real parts,
respectively. By the center manifold theorem, these where E := diag(λ1 , . . . , λ M ). We note that if the
classic invariant subspaces of the linear system (7) per- matrices M, C, K are symmetric, then the matrices
sist as invariant manifolds under the addition of nonlin- A, B will be symmetric as well. In that case, the left
ear terms in system (6). Specifically, there exist stable, and the right eigenvectors u j , v j are identical and we
123
How to compute invariant manifolds and their reduced 1423
123
1424 S. Jain, G. Haller
(a) (b)
Fig. 2 Cost of computing eigenvalues and eigenvectors of an associated eigenvectors using the eigs commands of MATLAB.
n−degree-of-freedom plate example (see Fig. 1) for n = 36, These computations were performed on the ETH Zürich Euler
120, 432, 1,632, 6,336, 24,960, 99,072. a Computation time and cluster with 105 MB RAM. The computation of all eigenvalues
b memory required for obtaining all n eigenvalues and eigenvec- in the case of n = 99,072 degrees of freedom was manually ter-
tors using the eig command of MATLAB compared to those for minated as the estimated computation time via extrapolation was
obtaining a subset of 5 smallest magnitude eigenvalues and their found to be around 341 days
123
How to compute invariant manifolds and their reduced 1425
(a) (b)
Fig. 3 a Destruction of sparsity: Transforming the system (6) cients at degree k for the nonlinearities F (in physical coordinates)
into (14) via the linear transformation z = Vq results in destruc- and T (in modal coordinates); see Eqs. (6), (14), (17) and (18). b
tion of the inherent sparsity of the governing equations in physical Comparison of memory requirements for storing the nonlineari-
coordinates z, which leads to unfeasible memory (RAM) require- ties F and T at degrees k = 2, 3, 4, 5 in the n−degree-of-freedom
ments for storing nonlinearity coefficients. Here, the multi- square plate example (see Fig. 1) with n = 36, 120, 432, 1,632,
dimensional array Fk and Tk represent the polynomial coeffi- 6,336, 24,960, 99,072 and phase space dimension N = 2n
3.2 Unfeasible memory requirements due to values in the order of several terabytes/petabytes. At the
coordinate change same time, however, note that the RAM requirements
for handling the same coefficients in physical coordi-
Aside from the cost of eigenvalue computation, invari- nates are much less than a gigabyte, which is easily
ant manifold computations typically involve local manageable for modern computers.
approximations via Taylor series. These are obtained
by transforming the system into modal coordinates (see
Eq. (14)), expressing the manifold locally as a graph 4 Computing invariant manifolds of fixed points in
over the master subspace, substituting the polynomial physical coordinates
ansatz into Eq. (14) and solving the invariance equa-
tions recursively at each order. While such a modal Unlike commonly employed computational approaches
transformation results in decoupling of the governing [31,36,61,62,64,69], we now describe the computa-
equations at the linear level, it generally annihilates tion of general invariant manifolds in physical coor-
the inherent sparsity in the nonlinear terms, as shown dinates using the eigenvectors and eigenvalues associ-
in Fig. 3a. That sparsity generally arises because only ated with the master subspace E only. This is motivated
neighboring elements of the numerical mesh share cou- by the computational advantages we expect based on
pled degrees of freedom. Due to the loss of this spar- Figs. 2 and 3.
sity upon transformation to the diagonal form (14), the We seek to compute an invariant manifold W (E)
number of polynomial coefficients required to describe tangent to a spectral subspace E at the origin of sys-
the nonlinearities increases by orders of magnitude, tem (6). Let W : C M → R N be a mapping that
resulting in unfeasible memory requirements. parametrizes the M−dimensional manifold W (E) and
Indeed, in Fig. 3b, we compare the memory esti- let p ∈ C M be its parametrization coordinates. Then,
mates for storing these coefficients in physical vs. W(p) provides us the coordinates of the manifold in
modal coordinates as a function of the system’s phase the phase space of system (6), as shown in Fig. 4. For
space dimension N . We see that even for the moder- any trajectory z(t) on the invariant manifold W (E),
ately sized meshes of the square plate example (see we have a reduced dynamics trajectory p(t) in the
Fig. 1) considered here, the storage requirements for parametrization space such that
the transformed coefficients reach astronomically high
z(t) = W(p(t)). (19)
123
1426 S. Jain, G. Haller
Fig. 4 Using the parametrization method, we obtain the to choose the parametrization R : C M → C M of the reduced
parametrization W : C M → R N of an M−dimensional invari- dynamics on the manifold such that the function W also maps
ant manifold for the system (6) constructed around a spectral the reduced system trajectories p(t) onto the full system trajec-
subspace E with dim(E) = dim(W (E)) = M. This manifold tories on the invariant manifold, i.e., z(t) = W (p(t))
is tangent to E at the origin. Furthermore, we have the freedom
Let R : C M → C M be a parametrization for the are straightforward to store despite their large size (see
reduced dynamics. Then, any reduced dynamics tra- Sect. 3.2).
jectory p(t) satisfies Using the expansions (17), (22) and (23), we collect
the coefficients of the multivariate polynomials in the
ṗ = R(p). (20) invariance equation (21) at degree i ≥ 1, similarly to
Ponsioen et al. [61], as
Differentiating Eq. (19) with respect to t and using
Eqs. (2) and (20), we obtain the invariance equation of (BDWR)i = AWi + (F ◦ W)i , (24)
W(E) as
where
B (DW) R = AW + F ◦ W. (21) i
(BDWR)i = BW1 Ri + B W j Ri, j , (25)
To solve this invariance equation, we need to deter- j=2
mine the parametrizations W and R. We choose to
parametrize the manifold and its reduced dynamics in with
the form of multivariate polynomial expansions as
k−th position
Wi p⊗i ,
j
W(p) = (22) ↑
Ri, j := I M ⊗ · · · ⊗ I M ⊗ Ri− j+1 ⊗ I M ⊗ · · · ⊗ I M ,
i∈N
k=1
Ri p⊗i ,
j−terms
R(p) = (23)
(26)
i∈N
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How to compute invariant manifolds and their reduced 1427
i
At leading order, i.e., for i = 1, equation (24) simply Di := I M i ⊗ BW1 ∈ C N M×M . (36)
yields
In Eq. (31), the matrix Li is often called the order−i
AW1 = BW1 R1 . (28) cohomological operator induced by the linear flow (7)
and the master subspace E on the linear space whose
Comparing equation (28) with the eigenvalue problem coefficients are homogeneous, M−variate polynomi-
(12), we choose a solution for W1 , R1 in terms of the als of degree i (see Haro et al. [31], Murdock [57]).
master modes and their eigenvalues as Hence, at any order of expansion i, the entries of Li
are completely determined using only the linear part of
W1 = V E , R1 = E . (29) the full and reduced systems, i.e., via the matrices A, B
and R1 (which is equal to E due to the choice (29)).
Remark 1 The solution choice (29) for W1 , R1 is not
unique. Indeed, we may choose W1 ∈ C N ×M to be Remark 2 For a diagonal choice of R1 (see, e.g.,
any matrix whose columns span the master subspace E, choice 29), the matrix Li has a block-diagonal struc-
generally resulting in a non-diagonal R1 . Since our sys- ture, i.e., system (31) can be split into M i decoupled
tem is defined in the space of reals (R), a real choice of linear systems containing N equations each. Hence, the
W1 , R1 allows us to choose the parametrization coor- coefficients parametrizing the manifold and its reduced
dinates p in R M instead of C M . This will result in dynamics can be determined independently for each
Wi ∈ R N ×M , Ri ∈ R M×M for each i, which reduces
i i
monomial in p⊗i . This splitting of the large system (31)
the computational memory requirements by half rela- into smaller decoupled systems not only eases compu-
tive to the complex setting. tations but also makes these computations appealing for
a parallel computing, which has the potential to speed
At any order i ≥ 2 in Eq. (24), we collect the terms these computations up by a factor of M i at each order
containing the coefficients Wi on the left-hand side and i.
the lower degree terms on the right-hand side as
Note that the system (30) is under-determined in terms
BWi Ri,i − AWi = Ci − BW1 Ri (30) of the unknowns Wi , Ri . As discussed by Haro et
al. [31], this underdeterminacy turns out to be an advan-
where Ri,i is defined according to Eq. (26) and tage, as it provides us the freedom to choose a particu-
lar style of parametrization depending on the context.
i−1
When the matrix Li is non-singular for every i ≥ 2, the
Ci := (F ◦ W)i − B W j Ri, j . cohomological equations (31) have a unique solution
j=2
Wi for any choice of the reduced dynamics Ri . The
We solve (30) recursively for i ≥ 2 by vectorizing it as trivial choice
(see, e.g., Van Loan [55])
Ri = 0 ∀i ≥ 2, (37)
Li wi = hi (Ri ), (31)
leads to linear reduced dynamics. However, as we will
where see next, Li may be singular in the presence of reso-
i nances and yet system (31) may be solvable under an
wi := vec (Wi ) ∈ C N M , (32) appropriate choice of parametrization.
⊗ B − I M i ⊗ A ∈ C N M ×N M ,
i i
Li := Ri,i
(33)
4.1 Choice of parametrization
hi (Ri ) := vec (Ci ) − Di vec (Ri ) (34)
i 4.1.1 Eigenstructure of Li
(I M )⊗ j−1 ⊗ R1 ⊗ (I M )⊗i− j ∈ C M
i ×M i
Ri,i = ,
j=1 In order to choose the reduced dynamics R appro-
(from definition (26)) (35) priately, we seek to explore the eigenstructure of Li
123
1428 S. Jain, G. Haller
in relation to that of the matrix Ri and the general- Both inner and outer resonances result in the coho-
ized matrix pair (B, A). We first derive a general result mological operator Li becoming singular. The main
which helps us compute the eigenstructure of Ri . For difference between these resonances is that the coho-
notational purposes, we introduce an ordered set i mological equation (30) can be solved in the presence
which contains all i-tuples j (indexed lexicographi- of inner resonances by adjusting the parametrization
cally) taking values in the range 1, . . . , M, defined as choice of Ri so that the right-hand side of (30) belongs
to im(Li ), which we will discuss shortly. In the pres-
ence of outer resonances, however, the right-hand side
i,M := {1 , . . . , M i ∈ {1, . . . , M}i ⊂ Ni }. (38) of equation (30) cannot be adjusted to lie in the range
of the operator Li and, hence, system (30) has no solu-
As an example, consider the case of i = 3 and M = 2. tion. Indeed, the manifold does not exist in the presence
Then, we may order the 3−tuples in 3,2 lexico- of certain outer resonances (see Cabré et al. [6], Haller
graphically as {(1, 1, 1), (1, 1, 2), (1, 2, 1), (1, 2, 2), and Ponsioen [29]). Haro et al. [31] refer to inner and
(2, 1, 1), (2, 1, 2), (2, 2, 1), (2, 2, 2)}, which contains outer resonances as internal and cross-resonances, and
23 elements. Essentially, each ∈ i,M corresponds we use this terminology of Ponsioen et al. [61] as inter-
to a monomial of degree i in the reduced variables nal resonances carry a different meaning in the context
p ∈ C M , i.e., p1 p2 . . . pi of mechanics.
At a high order i for the manifold expansion, the Next, we discuss two common choices for reduced
matrix Ri,i in Eq. (30) may be high-dimensional, dynamics parametrization, i.e., the normal form and the
even though its components only involve the low- graph style parametrizations, which are useful for solv-
dimensional matrices I M and R1 (see Eq. (35)). Propo- ing the cohomological equation (31) in the presence of
sition 1 in Appendix A allows us to compute all the inner resonances.
eigenvalues and eigenvectors of Ri,i simply in terms
of those of R1 . Indeed, let the eigenvalues of R1 be 4.1.2 Normal form parametrization
given by λ1 , . . . , λ M . Note that for a diagonal choice
of R1 (see choice (29)), the left and right eigenvec- Normal forms provide us tools for the qualitative
tors are simply given by the unit vectors aligned with and quantitative understanding of local bifurcations
the coordinate axes in C M , i.e., e1 , . . . , e M . Then, from in dynamical systems. Normal form computations for
Proposition 1, the eigenvalues and eigenvectors of Ri,i any dynamical system involve successive near-identity
are given as coordinate transformations to simplify the transformed
dynamics. The simplest form of dynamics that one
can hope for is linear. In the presence of resonances,
λ := λ1 +· · ·+λi , e = e1 ⊗· · ·⊗ei , ∈ i,M .
however, a transformation that linearizes the dynamics
(39) does not exist and the normal form procedure results
in nonlinear dynamics that is only “as simple as possi-
Furthermore, Proposition 2 in Appendix A charac- ble.” This is achieved by systematically removing the
terizes the eigenstructure of Li in relation to that of nonessential terms from the Taylor series up to any
the matrices (B, A) and Ri,i . From Proposition 2, we given order (see, e.g., Guckenheimer and Holmes [27]).
deduce that Li is singular whenever the resonance Using the parametrization method, we can simulta-
λ = λ j occurs for some ∈ i,M , j ∈ {1, . . . , N }. neously compute the normal form parametrization for
In this case, the solvability of Eq. (31) depends on the the reduced dynamics R along with the parametriza-
nature of such resonances. Hence, these resonances are tion W for the manifold. As discussed earlier, in the
distinguished into inner and outer resonances as absence of any inner resonances, the trivial choice (see
Eq. (37)) leads to the simplest (i.e., linear) reduced
Inner resonances: λ = λ j , dynamics, which is automatically obtained from the
∈ i,M , j ∈ {1, . . . , M}, (40) normal form procedure. However, when the inner res-
onance relations (40) hold, then the dynamics cannot
Outer resonances: λ = λ j ,
be linearized. In such cases, we can compute the essen-
∈ i,M , j ∈ {M + 1, . . . , N }. (41) tial nonlinear terms at degree i following the normal
123
How to compute invariant manifolds and their reduced 1429
form style of parametrization. This involves first pro- To solve Eq. (45), we may further simplify it using the
jecting the invariance equation (31) onto ker(Li ) to normalization (11) which results in
eliminate the unknowns Wi and then solving for the
essential non-trivial terms in Ri by computing a partial Ni Di = Ei , (46)
inverse (see Murdock [57]). In prior approaches, this is
achieved by transforming the governing equations into where Ei ∈ R M ×ri is a matrix whose columns are
i+1
diagonal coordinates [27,31,61,63] which causes the of the form e ⊗ e j , such that (, j) are pairs with
matrix Li to be diagonal and hence simplifies the detec- inner resonances, i.e., λ = λ j and e j ∈ R M is the unit
tion of its kernel. Here, we develop explicit expressions vector aligned along th
for the computation of normal form directly in phys- the j coordinate axis. Here, the
columns e ⊗e j of Ei must be arranged analogous
ical coordinates using only the knowledge of the left- to the columns e ⊗ u j of Ni . Using the relation (46),
eigenvectors u j associated with the master subspace E, and noting that Ni is a Boolean matrix with Ei Ei = I,
as summarized below. we obtain the canonical solution to (45) for the coeffi-
We focus on the case of a system with ri ∈ N0 cients Ri as
inner resonances and no outer resonances at order i.
Taking D = Ri,i and C = I
M i in Proposition 2, we can Normal form style: vec (Ri ) = Ei Ni vec (Ci ) . (47)
directly estimate ker(Li ) using only the eigenvalues
λ j and the corresponding eigenvectors of the master Note that for each inner resonant pair (, j) in the
subspace E. Specifically, the generalized eigenvalues definition of Ni (42), the solution choice (47) pro-
) are given by μ = 1
for the matrix pair (I M i , Ri,i duces non-trivial coefficients in the j th equation of
λ
with left-eigenvectors e according to Eq. (39) and with reduced dynamics (20) precisely for the monomial
the left kernel Ni of Li given as p1 . . . pi corresponding to an inner resonance. As a
result, Eq. (47) directly provides the normal form coef-
Ni := ker(Li ) ficients of the reduced dynamics on the manifold in
i
= span e ⊗ u j ∈ C N M |λ = λ j , physical coordinates, using only the knowledge of the
master modes spanning the adjoint modal subspace E .
∈ i,M , j ∈ {1, . . . , M} . (42)
Remark 3 (Near-resonances) As the resonance rela-
Now, let Ni ∈ C N M i ×r
i be a basis for N , which can tions (40)-(41) are meant for the real as well as imagi-
i
be obtained by simply stacking the column vectors nary parts of the eigenvalues simultaneously, these are
seldom satisfied exactly. However, in lightly damped
e ⊗ u j from Definition (42) that are associated with
the modes with inner resonances (see Eq. (40)). Then, systems (where the real parts of the eigenvalues are
the reduced dynamics coefficients in the normal form small), near-resonances might exist between the imag-
parametrization are chosen by projecting the invariance inary parts of the eigenvalues. In such cases, it is desir-
equation (31) onto Ni as able to include the corresponding near-resonant modes
in the normal form parametrization of the reduced
dynamics; otherwise, it leads to small divisors (ill-
Ni Li wi = Ni hi (Ri ). (43) conditioning) in solving system (31) and the domain of
the validity of the Taylor approximation to the manifold
The left-hand side of Eq. (43) is identically zero since shrinks (see, e.g., Guckenheimer and Holmes [27]).
columns of Ni belong to ker(Li∗ ) , i.e.,
4.1.3 Graph style parametrization
Ni Li = 0. (44)
As the name suggests, a graph style of parametrization
for the reduced dynamics is the result of expressing the
Hence, we are able to eliminate the unknowns Wi from manifold as a graph over the master subspace E (see
Eq. (43) to obtain Haro et al [31]), as done in the graph transform method.
The graph style of parametrization may be appealing
Ni Di vec (Ri ) = Ni vec (Ci ) . (45) in the context of center manifold computation, where
123
1430 S. Jain, G. Haller
an infinite number of inner resonances may arise. For More generally, a combination of graph and nor-
instance, in a system with a two-dimensional center mal form styles of parametrization may also be used
subspace with eigenvalues λ1,2 = ±iω, its center man- depending on the problem. This is referred to as a
ifold exhibits the inner resonances mixed style of parametrization as discussed by Haro
et al. [31]. A mixed style may be particularly appealing
λ1 = ( + 1) λ1 + λ2 , (48) in the context of parameter-dependent manifold com-
λ2 = λ1 + ( + 1) λ2 , ∀ ∈ N. (49) putation, where the parameters are dummy dynamic
variables and the associated modes always have triv-
ial dynamics. Thus, it is desirable to choose a graph
In our setting, a graph style of parametrization is
style for the parametric modes and a normal form style
achieved by projecting the invariance equations (31)
for remaining master modes which may feature inner
onto the subspace Gi defined as
resonances (see Haro et al. [31], Murdock [57]).
i
Gi := span e ⊗ u j ∈ C N M , ∈ i,M , j ∈ {1, . . . , M} .
(50) 4.1.4 Computing the parametrization coefficients wi
Note that in the case of inner resonances, Ni ⊂ Gi (cf. Once the reduced dynamics coefficients Ri (specific
Definition (42)) and, hence, Gi includes all possible res- to the choice of parametrization style) are determined
onant subspaces at order i. Then, similarly to the nor- (see Eqs. (47), (52)), we can compute the manifold
mal form style, we define a basis Gi ∈ C N M ×M forGi ,
i i
parametrization coefficients Wi by solving Eq. (30).
obtained by stacking the column vectors e ⊗ u j in When the coefficient matrix Li is (nearly) singular
Definition (50). We obtain a graph style of parametriza- in the presence of (near) resonances, numerical blow-
tion by projecting (31) on to Gi and equating the right- up errors (ill-conditioning) may occur due to the small
hand side to zero as divisors that arise in solving system (30) using conven-
tional solvers (see also Remark 3). As an alternative,
Gi hi (Ri ) = 0. (51) we adopt a norm-minimizing solution to (30) given by
123
How to compute invariant manifolds and their reduced 1431
123
1432 S. Jain, G. Haller
6. Recursion: This procedure can be recursively applied a conservative nonlinearity. The quadratic eigenvalue
to obtain higher-order terms on the center mani- problem
fold dynamics. The reduced dynamics on the two-
dimensional center manifold up to cubic terms is
Kϕ j = ω2j Mϕ j , j = 1, . . . , n (60)
given as
1
ṗ1 2 p1 p2 + 41 p13 − 18 p1 p22 provides us the vibration modes ϕ j ∈ Rn and the corre-
ṗ = = . (58)
ṗ2 0 sponding natural frequencies ω j of system (59). In the
first-order form (5) with C = 0, N = M, the eigenval-
Here, the variable p2 is the modal coordinate along ues and eigenvectors can be expressed using Eq. (60)
the center direction associated with the parame- as
ter μ. The normal form parametrization automati-
cally results in trivial dynamics along this direction.
λ2 j−1 = iω j , λ2 j = λ̄2 j−1 , (61)
Indeed, the near-identity transformation associated
with the normal form leaves the coordinate μ-mode ϕj
v2 j−1 = , v2 j = v̄2 j−1 , j = 1, . . . , n.
unchanged, which prompts us to replace p2 by λ2 j−1 ϕ j
μ in Eq. (58). Hence, we obtain the parameter- (62)
dependent dynamics on the center manifold as
1 1 1 Any distinct pair of eigenvalues ±iωm , where m =
ṗ = Rμ ( p) = pμ − pμ2 + p 3 ,
2 8 4 1, . . . , n, spans a two-dimensional linear modal sub-
which recovers the pitchfork bifurcation (see sec- space. An LSM is a unique, analytic, two-dimensional,
tion 3.4 in Guckenheimer and Holmes [27]) with nonlinear extension to such a linear modal subspace
respect to the parameter μ. and is guaranteed to exist if the master eigenfrequency
ωm is not in resonance with any of the remaining eigen-
For more involved applications to center manifold com- frequencies of the system (Kelley [44]), i.e., under the
putation, we refer to the work of Carini et al. [9], who non-resonance conditions
analyze the stability of bifurcating flows using a sim-
ilar methodology for computing parameter-dependent
center manifold and normal forms. ωm = kωi , ∀k ∈ Z, i = {1, . . . , n}\m. (63)
4.2.2 Lyapunov subcenter manifolds and conservative The LSM over the m th mode can be computed by solv-
backbone curves ing the invariance equation (21) in the physical coordi-
nates using only the master mode ϕ m that spans the two-
The Lyapunov subcenter manifolds (LSMs) form cen- dimensional modal subspace E = span (v2m−1 , v2m ).
terpieces of periodic response in conservative, unforced, The leading-order coefficients in the parametrizations
mechanical systems (see Kerschen et al. [45], de la for the LSM and its reduced dynamics are given by
Llave and Kogelbauer [15]). We discuss how the above Eq. (29) as
methodology can be applied in such systems to com-
pute LSMs and directly extract conservative backbone W1 = [v2m−1 , v2m ], (64)
curves, i.e., the functional relationship between ampli-
tudes and frequency of the periodic orbits on the LSM. R1 = E = diag(iωm , −iωm ). (65)
We consider the following form of a conservative
mechanical system Note that for any ∈ N, the master subspace E satisfies
the inner resonance relations
Mẍ + Kx + f(x, ẋ) = 0, x ∈ Rn , (59)
λ2m−1 = ( + 1) λ2m−1 + λ2m , (66)
where M, K ∈ Rn×n are positive definite mass and
stiffness matrices and f = O(
x
2 ,
ẋ
2 ,
x
ẋ
) is λ2m = λ2m−1 + ( + 1) λ2m , (67)
123
How to compute invariant manifolds and their reduced 1433
which result in the following reduced dynamics in the φ ∈ T K that correspond to the multi-frequency vector
normal form parametrization style (see Eq. (45)) ∈ R K as
iωm p γ p +1 p̄ W (p, φ) = W(p) + X(p, φ) + O 2 , (70)
ṗ = R(p) = + , (68)
−iωm p̄ γ̄ p p̄ +1
∈N R (p, φ) = R(p) + S(p, φ) + O 2 . (71)
where the γ are the non-trivial coefficients associated
with the monomials in the normal form (45). Then, the Here, W : C M × T K → R N , R : C M ×
following statement directly provides us the conserva- T K → C M are parametrizations for the invariant man-
tive backbone associated with the m th mode. ifold W(E, γ ) and its reduced dynamics; W(p), R(p)
recover the manifold W(E) and its reduced dynamics
Lemma 1 Under the non-resonance condition (63), in the unforced limit of = 0; and X(p, φ), S(p, φ)
the backbone curve, i.e., the functional relationship denote the O() terms, which depend on the angular
between the polar response amplitude ρ and the oscil- variables φ due to the presence of forcing Fext (z, t).
lation frequency ω of the periodic orbits of the LSM Invoking the invariance of W(E, γ ), we substitute the
associated with the mode ϕ m of the conservative expansions (70)-(71) into the governing equations (2)
mechanical system (59), is given as and collect the O() terms to obtain (cf. Ponsioen et
al. [63])
ω(ρ) = ωm + Im(γ )ρ 2 . (69)
B DW(p)S(p, φ) + ∂p X(p, φ)R(p) + ∂φ X(p, φ) ·
∈N
= A + DF(W(p)) X(p, φ) + Fext (φ, W(p)). (72)
Proof See Appendix B.
The terms X(p, φ), S(p, φ) can be further expanded
into Taylor series in p with coefficients that depend on
the angular variables φ as
5 Invariant manifolds and their reduced dynamics S
under non-autonomous forcing X(p, φ) = X0 (φ) + X j (φ)p⊗ j , (73)
j=1
In the non-autonomous setting of system (2), i.e., R
for > 0, the fixed point is typically replaced by S(p, φ) = S0 (φ) + S j (φ)p⊗ j . (74)
an invariant torus created by the quasiperiodic term j=1
Fext (z, t), or by a periodic orbit when is one- Collecting the O(1) terms in p from the invariance
dimensional. Indeed, for small enough > 0, the exis- equation (72), we obtain
tence of a small-amplitude invariant torus γ in the
extended phase space of system (2) is guaranteed if
the origin is a hyperbolic fixed point in its = 0 limit B W1 S0 (φ) + ∂φ X0 (φ) · = AX0 (φ) + Fext (φ),
(see Guckenheimer and Holmes [27]). In this setting, (75)
we have an invariant manifold W(E, γ ), which can be
viewed as a fiber bundle that perturbs smoothly from the which is a system of linear differential equations for
spectral subbundle γ ×E under the addition of the non- the unknown, time-dependent coefficients X0 (φ). Sim-
linear terms, as long as appropriate resonance condi- ilarly to the autonomous setting, the choice of reduced
tions hold (see Theorem 4 of Haller and Ponsioen [29], dynamics S0 (φ) again provides us the freedom to
Theorem 4.1 of Haro and de la Llave [32–34]). remove (near-) resonant terms via a normal form style
In contrast to the invariant manifold W(E) from the of parametrization.
autonomous setting, the perturbed manifold or whisker, In this work, we restrict our attention to the com-
W(E, γ ), is attached to γ instead of the origin and putation of the leading-order non-autonomous contri-
dim (W(E, γ )) = dim (E) + dim (γ ) = M + K , as butions, i.e., X0 (φ), S0 (φ). To this end, we perform a
shown in Fig. 5. From a computational viewpoint, now Fourier expansion of the different terms in Eq. (75) as
the manifold W(E, γ ) and its reduced dynamics need Fext (z, φ) = F0,κ eiκ,φ + O(|z|), (76)
to be additionally parametrized by the angular variables κ∈Z K
123
1434 S. Jain, G. Haller
Fig. 5 Applying the parametrization method to system (2) with addition of nonlinear and O() terms of system (2) (cf. Fig. 4).
> 0, we obtain a parametrization W : C M × T K → R N of an Furthermore, we have the freedom to choose a parametrization
(M + K )−dimensional perturbed manifold (whisker) attached to R : C M × T K → C M of the reduced dynamics on the man-
a small-amplitude whiskered torus γ parametrized by the angu- ifold such that the function W also maps the reduced system
lar variables φ ∈ T K with φ̇ = . This whisker is perturbed from trajectories p(t) onto the full system trajectories on the invariant
the master spectral subspace E of the linear system (7) under the manifold, i.e., z(t) = W (p(t), t)
X0 (φ) = x0,κ eiκ,φ , (77) Similarly to the autonomous setting, such nearly reso-
κ∈Z K nant forcing leads to small divisors, while we are solv-
ing system (79) (cf. Remark 3) and hence it is desirable
S0 (φ) = s0,κ eiκ,φ , (78)
to include such terms in the reduced dynamics as per
κ∈Z K
the normal form style of parametrization. This results
where F0,κ ∈ C N are the known Fourier coefficients for in (cf. Eq. (47))
the forcing Fext (z, t) and x0,κ ∈ C N , and s0,κ ∈ C M
are the unknown Fourier coefficients for the leading- Normal form style: s0,κ = e j uj F0,κ
order, non-autonomous components of X, S. Upon sub-
∀κ ∈ Z K , j ∈ {1, . . . , M} : i κ, ≈ λ j . (81)
stituting Eqs. (76)-(78) into Eq. (75) and comparing
Fourier coefficients at order κ, we obtain linear equa- Alternatively, using a graph style parametrization, we
tions in terms of the variables x0,κ , s0,κ as obtain (cf. Eq. (52))
L0,κ x0,κ = h0,κ (s0,κ ), κ ∈ Z K , (79) Graph style: s0,κ = e j uj F0,κ ∀κ ∈ Z K ,
j ∈ {1, . . . , M}. (82)
where
Note, however, that these choices are only available
N ×N for the modes in the master subspace that are reso-
L0,κ := i κ, B − A ∈ C ,
nant with the external frequency , i.e., j = 1, . . . , M
h0,κ (s0,κ ) := F0,κ − BW1 s0,κ ∈ C N . in the approximation (80). If the near-resonance rela-
tion (80) holds for any eigenvalues outside the master
The coefficient matrix L0,κ in (79) becomes (nearly) subspace, i.e., j = M + 1, . . . , N , then the domain of
singular when the forcing is (nearly) resonant with any convergence of our Taylor approximations is reduced.
of eigenvalues of the system (A, B), i.e., when Depending on the application, a workaround for this
may be to include any nearly resonant modes in the
i κ, ≈ λ j , j ∈ {1, . . . , N }. (80) master subspace from the start.
123
How to compute invariant manifolds and their reduced 1435
x0,κ = min
y
2 , (83) We assume that the system (84) represents a lightly
y∈C N ,L0,κ y=h0,κ (s0,κ ) damped structure. This implies that satisfies the
following near-resonance relationship1 with a two-
as we did in the autonomous setting (cf. Eq. (53)). dimensional spectral subspace associated with the
eigenvalues λ, λ̄:
Remark 4 (Parallelization) For each κ ∈ Z K , the
reduced dynamics coefficients s0,κ and the manifold λ − iη ≈ 0, λ̄ + iη ≈ 0, (86)
coefficients x0,κ can be determined independently of
each other. Hence, parallel computation of these coef- for some η ∈ N. The left and right eigenvectors asso-
ficients will result in high speedup due to minimal ciated with the eigenvalues {λ, λ̄} are {u, ū} and {v, v̄}.
cross-communication across the processes (see also |Re(λ)|
Furthermore, under light damping (i.e., |Im(λ)| 1),
Remark 2). the near-resonance relationships
where ∈ R+ is the external forcing frequency and 1 Note that exact resonance is not possible for damped eigenval-
the periodic forcing Fext (t) can be expressed in a ues, which exhibit nonzero (strictly negative) real parts.
123
1436 S. Jain, G. Haller
(i) Reduced-order model on SSMs: The reduced of F is a one-dimensional submanifold in the (ρ, )
dynamics (88) in polar coordinates (ρ, θ ) is given by space for a given forcing of small enough amplitude
| f |. The parameter values for which the FRC contains
ρ̇ a(ρ) more than one connected component are referred in
= r(ρ, ψ, ) :=
ρ ψ̇ b(ρ, ) the literature as the emergence of detached resonance
curves or isolas. The non-spurious zeros of the polyno-
cos ψ sin ψ Re ( f )
+ , (89) mial a(ρ) result in the non-trivial steady state for the
− sin ψ cos ψ Im ( f )
full system (see Ponsioen et al. [62]). The analytical
φ̇ = , (90)
formulas given in Lemma 2 enable us to compute the
FRCs along with isolas, if those exist.
where
In the case of (near-) outer resonances of λ with any
of the remaining eigenvalues of the system, such a two-
a(ρ) = Re ρλ + γ ρ 2+1 , dimensional SSM does not exist (see Haller and Pon-
∈N sioen [29]) and one should include the resonant eigen-
values in the master modal subspace E, resulting in
b(ρ, ) = Im ρλ + γ ρ 2+1
− ηρ, higher-dimensional SSMs with inner resonances. The
∈N reduced dynamics on such high-dimensional SSMs can
f = u Fηext , again be used to compute FRCs via numerical contin-
ψ = θ − ηφ. uation, as discussed by Li et al. [54].
The automated computation procedure developed
(ii) FRC: The fixed points of the system (89) correspond here is also applicable for treating high-dimensional
to periodic orbits with frequency η and are given by problems with inner resonances up to arbitrarily high
the zero level set of the scalar function order of accuracy. A numerical implementation of the
computational methodology developed in this work is
F(ρ, ) := [a(ρ)]2 + [b(ρ, )]2 − | f |2 . (91) available in the form of the open-source MATLAB
package, SSMTool 2.0 [38], which is integrated with
(iii) Phase shift: The constant phase shift ψ between the a generic finite element solver (Jain et al. [37]) and
external forcing f ext (t) and a ρ-amplitude periodic coco [13]. This allows us to treat high-dimensional
response, obtained as a zero of Eq. (91), is given by mechanics problems, as we demonstrate over several
numerical examples in the next section.
b(ρ, )Re( f ) − a(ρ)Im( f )
ψ = arctan . (92)
−a(ρ)Re( f ) − b(ρ, )Im( f )
123
How to compute invariant manifolds and their reduced 1437
x1 xn
c c c c
m ... m
f1 fn
k, κ k, κ k, κ k, κ
Fig. 6 The schematic of an n−degree-of-freedom, nonlinear coefficient c [N s/m]; and each mass (m [kg]) is forced periodi-
oscillator chain where each spring has linear stiffness k [N/m] cally at frequency [rad/s] (see Eq. (94))
and cubic stiffness κ, [N/m3 ]; each damper has linear damping
An SSM characterizes the deformation in the corre- 6.1 Finite element-type oscillator chain
sponding modal subspace that arises due to the addi-
tion of nonlinearities in the linearized counterpart of As a first example, we consider the nonlinear oscillator
system (94). Specifically, the nonlinear terms in the chain example used by Jain et al. [42], whose computa-
Taylor expansions W, R (see Eqs. (22) and (23)) end tional implementation can be made to resemble a finite
up being non-trivial precisely due to the presence of element assembly, with each of the nonlinear springs
the nonlinearity f in system (94). For each of the fol- treated as an element.
lowing examples, we illustrate this deformation of the The equations of motion for the n-mass oscillator
modal subspace by taking a snapshot (Poincaré section) chain, shown in Fig. 6, are given by system (94) with
of the non-autonomous SSM along with its reduced
dynamics at an arbitrary time instant, t = t0 . We M = mIn , K = kLn , C = cLn , f(x) = κf3 x⊗3 ,
then plot the SSM as a graph over the modal coor-
(96)
dinates [ρ cos θ, ρ sin θ ], where θ = (ψ + ηt0 ) (see
Lemma 2).
where Ln is a Toeplitz matrix given as
To this end, we simply simulate the autonomous,
two-dimensional ROM (89) which results in the reduced ⎡ ⎤
2 −1
dynamics trajectories ρ(t) and θ (t) on the SSM in polar ⎢ −1 ⎥
⎢ 2 −1 ⎥
coordinates. We then map these trajectories onto the ⎢ .. .. .. ⎥
SSM using the parametrization W (p(t), t0 )), where Ln = ⎢ . . . ⎥ ∈ Rn×n , (97)
⎢ ⎥
⎣ −1 2 −1 ⎦
−1 2
eiθ(t) ei(ψ(t)+ηt0 )
p(t) = ρ(t) = ρ(t) . (95) 3
and f3 ∈ Rn×n is a sparse cubic coefficients array such
e−iθ(t) e−i(ψ(t)+ηt0 )
that
⎡ ⎤
x13 − (x2 − x1 )3
We also compare these results with global compu- ⎢ (x2 − x1 )3 − (x3 − x2 )3 ⎥
⎢ ⎥
tational techniques involving numerical continuation f3 x⊗3 =⎢ .. ⎥. (98)
of the periodic response via collocation, spectral and ⎣ . ⎦
shooting-based approximations. While the local man- (xn − xn−1 )3 − xn3
ifold computations we have discussed would benefit
greatly from parallel computing (see Remarks 2 and 4), We choose the parameter values
in this work, we refrain from any parallel computations m = 1, k = 1, c = 0.1, κ = 0.3,
for a fair comparison of computation time with other f ext (t) = f0 cos(t), = 0.1, (99)
techniques, where the tools we have employed do not
use parallelization. We perform all computations via where forcing frequency in the range of 0.23-1 rad/s
openly available MATLAB packages on version 2019b and the forcing shape
of MATLAB. f0 = [−0.386, −0.587, −0.521, −0.243, 0.095, 0.335,
123
1438 S. Jain, G. Haller
Fig. 7 a Poincaré section of the non-autonomous SSM com- local computations of SSM at O(5) agrees with those obtained
puted around the second mode (eigenvalues (102)) for = using global continuation methods involving the harmonic bal-
0.6158 rad/s, where the reduced dynamics in polar coordinates ance method (NLvib [46]) and collocation (coco [13]); the com-
ρ, θ is obtained by simulating the ROM (89) (see Eq. (95)). putation is performed for n = 10 (see Table 2 for computation
The fixed points in blue and red directly provide us the stable times); and the plot shows the displacement amplitude for the 5th
and unstable periodic orbits on the FRC. b FRC obtained via (middle) degree of freedom
0.402, 0.323, 0.188, 0.075] (100) ticular, any hyperbolic fixed points correspond to T -
periodic orbits of the full system with the same hyper-
are chosen to excite the first three modes of the system.
bolicity according to Lemma 2. Hence, we directly
For the chosen parameter values, the pairs of eigenval-
obtain unstable and stable periodic orbits on the FRC
ues associated with the first three modes are
by investigating the stable (blue) and unstable (red)
fixed points of the reduced dynamics on the SSM for
λ1,2 = −0.0041 ± 0.2846i, (101)
different values of , as shown in Fig. 7b.
λ3.4 = −0.0159 ± 0.5632i, (102) Figure 7b further shows that the FRC obtained
λ5,6 = −0.0345 ± 0.8301i. (103) from these SSM computations agrees with the spec-
tral (harmonic balance) and collocation-based approx-
For ∈ [0.23, 1], these three pairs of eigenval- imations. We perform these harmonic balance approx-
ues (101)-(103) are nearly resonant with as per imations using an openly available MATLAB pack-
approximations (86) with η = 1. We subdivide the fre- age, NLvib [46], which implements an alternating
quency range into three intervals around each of these frequency–time (AFT) approach. We choose 5 har-
near-resonant eigenvalue pairs. We then perform SSM monics for approximations in the frequency domain
computations up to quintic order to approximate the and 27 time steps for the approximations in the time
near-resonant FRC via Lemma 2 for each pair of near- domain. For performing collocation-based continua-
resonant eigenvalues. tion, we use the po-toolbox of coco [13] with default
Figure 7a illustrates the Poincaré section of the non- settings and adaptive refinement of collocation mesh
autonomous SSM computed around the second mode and one-dimensional atlas algorithm.
with eigenvalues (102) and near-resonant forcing fre- The total computation time consumed in model gen-
quency = 0.6158 rad/s (period T = 2π/ ). Each eration, coefficient assembly and computation of all
curve of the reduced dynamics shown in Fig. 7a rep- eigenvalues of this system was less than 1 second
resents iterates of the period T -Poincaré map. In par-
123
How to compute invariant manifolds and their reduced 1439
(number of degrees of freedom) (SSMTool 2.0 [38]) (NLvib [46]) (coco [13], atlas-1d)
10 00:07 00:14 02:47
These computations were performed on MATLAB version 2019b, installed on a Windows-PC with Intel Core i7-4790 CPU @ 3.60GHz
and 32 GB RAM
123
1440 S. Jain, G. Haller
Fig. 9 Poincaré sections of the non-autonomous SSM computed transverse degree of freedom (a), which appears relatively flat.
around the first mode (eigenvalues (104)) of the beam for near- The reduced dynamics in polar coordinates ρ, θ is obtained by
resonant forcing frequency = 5.4 rad/s. The projection of the simulating the ROM (89) (see Eq. (95)); the fixed points in blue
SSM onto the axial degree of freedom b located at the tip of and red directly provide us the stable and unstable periodic orbits
the beam shows significant curvature in contrast to that onto the on the FRC for different values of (see Fig. 10)
Figure 9 illustrates the Poincaré section of the non- computation closely approximates the FRCs obtained
autonomous SSM computed around the first mode with using various global continuation techniques: colloca-
eigenvalues (104) and near-resonant forcing frequency tion approximations via coco [13] and harmonic bal-
= 5.4 rad/s (period T = 2π/ ). We observe ance approximations via NLvib [46]. These continua-
in Fig. 9a that the graph of the manifold is flat along the tion were performed with the same settings as in the
transverse degree of freedom, which gives the impres- previous example.
sion that there is no significant deformation of the Once again, the total computation time spent on
modal subspace under the addition of nonlinearities in model generation, coefficient assembly and comput-
this system. At the same time, however, Fig. 9b depicts ing the first 10 eigenvalues of this system was less than
a significant curvature of the SSM along the axial 1 second on a Windows-PC with Intel Core i7-4790
degree of freedom, which is related to the bending– CPU @ 3.60GHz and 32 GB RAM. Table 4 records
stretching coupling introduced by the geometric non- the computation times to obtain FRCs via each of these
linearities in any beam model. Hence, we note that the methods. For the collocation-based response computa-
invariance computation automatically accounts for the tion via coco [13], we also employ the atlas-kd algo-
important physical effects arising due to nonlineari- rithm (see Dankowicz et al. [14]) in addition to the
ties in the form of the parametrizations W and R of default atlas-1d algorithm used in the previous exam-
the manifold and its reduced dynamics. These effects, ple. Atlas-kd allows the user to choose the subspace of
otherwise, are typically captured by a heuristic projec- the continuation variables along which the continuation
tion of the governing equation onto carefully selected step size h is measured. Here, we choose this subset to
modes (see Jain et al. [41], Buza et al. [5] for a discus- be (z out (0), , T ), where T = 2π is the time period
sion). of periodic response and z out is the response at output
Finally, in Fig. 10, we obtain unstable and stable degree of freedom shown in Fig. 10. We allow for the
periodic orbits on the FRC by investigating the stable continuation step size to adaptively vary between the
(blue) and unstable (red) fixed points of the reduced values h min = 10−5 to h max = 50 and a maximum
dynamics on the SSM for different values of . Fig- residual norm for the predictor step to be 10. We found
ure 10 also shows that the FRC obtained via local SSM these settings to be optimal for this atlas-kd run since
123
How to compute invariant manifolds and their reduced 1441
atlas-ld atlas-kd
30 00:00:03 00:31:15 05:36:15 05:09:18
These computations were performed on MATLAB version 2019b installed on a Windows-PC with Intel Core i7-4790 CPU @ 3.60GHz
and 32 GB RAM
relaxing these tolerances further has no effect on the λ1,2 = −0.29 ± 147.45i. (106)
continuation speed. Once again, the computation times
in Table 4 indicate orders-of-magnitude higher speed in The external forcing is again given by
reliably approximating FRC via local SSMs computa-
tions in comparison with global techniques that involve f ext (t) = f0 cos(t), = 0.1, (107)
collocation or spectral approximations.
where f0 represents a vector of concentrated load in z-
direction with magnitude of 100 N at the mesh node
6.3 Shallow-arch structure located at x = L2 , y = H2 in Fig. (11)a. We choose
the forcing frequency in the range 133–162 rad/s for
Next, we consider a finite element model of a geomet- which the eigenvalue pair λ1,2 is nearly resonant with
rically nonlinear shallow arch structure, illustrated in (see (86)).
Fig. 11a (Jain and Tiso [39]). We then compute the near-resonant FRC around the
The geometrical and material properties of this first natural frequency via O(3), O(5), and O(7) SSM
curved plate are given in Table 5. The plate is simply computations using Lemma 2. Once again, Fig. 12a
supported at the two opposite edges aligned along the shows the Poincaré section of the non-autonomous
y-axis in Fig. 11a. The model is discretized using flat, SSM for the near-resonant forcing frequency =
123
1442 S. Jain, G. Haller
Frequency=23.4682Hz
(a) (b)
Fig. 11 a schematic of a shallow-arch structure (Jain and the y-axis. b The finite element mesh (containing 400 elements,
Tiso [39]), see Table 5 for geometric and material properties. This 1320 degrees of freedom) deformed along first bending mode
plate is simply supported at the two opposite edges aligned along having undamped natural frequency of approximately 23.47 Hz
Fig. 12 a Poincaré section of the non-autonomous SSM of the FRCs obtained using local SSM computations at O(3), O(5) and
shallow-arch structure (see Fig. 11) computed around the first O(7) agree with that obtained via global continuation based on
mode (eigenvalues (106)) for near-resonant forcing frequency the shooting method, which implements the Newmark time inte-
= 146.49 rad/s. The reduced dynamics in polar coordinates gration (see Table 6 for computation times); plots (a) and (b)
ρ, θ is obtained by simulating the ROM (89) (see Eq. (95)); the show the displacements in the x and z-directions at the mesh
fixed points in blue and red directly provide us the stable and node located at x = L2 , y = H2 in Fig. 11
unstable periodic orbits on the FRC b for different values of .
All computations were performed on MATLAB version 2019b installed on a Windows-PC with Intel Core i7-4790 CPU @ 3.60GHz
and 32 GB RAM
123
How to compute invariant manifolds and their reduced 1443
Table 7 Geometrical and material parameters of the shallow- the first 10 eigenvalues of this system, which took less
arch structure in Fig. 11a than 1 second. Figure 12b shows that this shooting-
Symbol Meaning Value (unit) based global continuation agrees with the SSM-based
approximation to the FRC. Obtaining this FRC via the
L Length of wing (z direction) 5 (m)
shooting methods, however, takes more than 2 days, in
H Height of wing (y direction) 0.1 (m)
contrast to SSM-based approximation using the pro-
W Width of wing (x direction) 0.9 (m) posed computational methodology, which still takes
t Thickness of elements 1.5 (mm) less than a minute even at O(7), as shown in Table 6.
E Young’s modulus 70 (GPa)
ν Poisson’s ratio 0.33 (−)
ρ Density 2700 (kg/m3 ) 6.4 Aircraft Wing
123
1444 S. Jain, G. Haller
Fig. 13 a A wing structure with NACA 0012 airfoil stiffened the skin panels. The wing is cantilevered at the z = 0 plane. The
with ribs (Jain et al. [40]), see Table 5 for geometric and material mesh contains 49,968 elements which results in n = 133, 920
properties. b The finite element mesh is illustrated after removing degrees of freedom
Fig. 14 a Poincaré section of the non-autonomous SSM of the provide us the stable and unstable periodic orbits on the FRC b
aircraft wing structure with n =133,920 degrees of freedom (see for different values of . FRCs obtained using local SSM com-
Fig. 13) computed around the first mode (eigenvalues (108)) for putations at O(3), O(5) and O(7) converge toward a hardening
near-resonant forcing frequency = 29.8 rad/s. The reduced response; plots a and b show the displacements in the x and y-
dynamics in polar coordinates ρ, θ is obtained by simulating the directions at the tip-node 1 shown in Fig. 13b (see Table 8 for
ROM (89) (see Eq. (95)); the fixed points in blue and red directly the computational resources consumed)
Table 8 Computation time and memory requirements for obtaining the three FRCs depicted in Fig. 14
SSM order Computation time (hours/minutes/seconds) Peak memory consumption Average memory consumption
SSM-O(3) 00:11:17 ≈ 24 GB ≈ 9 GB
SSM-O(5) 00:35:47 ≈ 33 GB ≈ 10 GB
SSM-O(7) 01:47:51 ≈ 88 GB ≈ 19 GB
All computations were performed on MATLAB version 2019b installed on the ETH Zürich Euler supercomputing cluster on a single
node with 100, 000 MB (≈ 100 GB) of RAM
123
How to compute invariant manifolds and their reduced 1445
along the first two vibration modes. The eigenvalue pair ifolds and their reduced dynamics in the context of
associated with the first mode of vibration is given by high-dimensional nonlinear mechanics problems. In
this class of problems, the classically used system diag-
λ1,2 = −0.0587 ± 29.3428i. (108) onalization at the linear level is no longer feasible.
Instead, we have developed expressions that enable the
Once again, we choose harmonic external forcing given computation of invariant manifolds and their reduced
by dynamics in physical coordinates using only the master
modes associated with the invariant manifold. Hence,
f ext (t) = f0 cos(t), = 0.01, (109) these computations facilitate mathematically rigorous
nonlinear model reduction in very high-dimensional
where f0 represents a vector of concentrated loads at problems. A numerical implementation of the proposed
the tip nodes 1 and 2 (see Fig. (13)b) in the transverse computational methodology is available in the open-
y-direction each with a magnitude of 100 N. We choose source MATLAB package, SSMTool 2.0 [38], which
the forcing frequency in the range 26.4–32.3 rad/s for enables the computation of invariant manifolds in finite
which the eigenvalue pair λ1,2 is nearly resonant with element-based discretized problems via an integrated
(see (86)). We then compute the near-resonant FRCs finite element solver [37] and bifurcation analysis of
around the first natural frequency via O(3), O(5), and the reduced dynamics on these invariant manifolds via
O(7) SSM computations using Lemma 2. its coco [13] integration.
Similarly to the previous examples, Fig. 14a shows We have connected this computational methodol-
the Poincaré section of the non-autonomous SSM for ogy to several applications of engineering significance,
the near-resonant forcing frequency = 29.8 rad/s. including the computation of parameter-dependent
The hyperbolic fixed points of the reduced dynam- center manifolds; Lyapunov subcenter manifolds (LSM)
ics (89) on the SSM directly provide the stable (blue) and their associated conservative backbone curves;
and unstable (red) periodic orbits on the FRC for dif- and spectral submanifolds (SSM) and their associated
ferent values of forcing frequency . On a macro- forced response curves (FRCs) in dissipative mechan-
level, this wing example resembles a cantilevered beam ical systems. We have also demonstrated fast and
and we expect a hardening type response. Indeed, the reliable computations of FRCs via a normal form
three FRCs at O(3), O(5), and O(7) converge toward style parametrization of SSMs in very large mechan-
a hardening-type response, as shown in Fig. 14b. ical structures, which has been a computationally
Table 8 depicts the computational resources con- intractable task for other available approaches.
sumed in obtaining these three FRCs. The peaks in While our examples focused on the applications
memory consumption reported in Table 8 occur during of two-dimensional SSMs, this automated computa-
the composition of nonlinearity (see Eq. (27)). Note tion procedure and its numerical implementation [38]
that these peaks are short-lived, however, as the aver- can treat higher-dimensional invariant manifolds as
age memory consumption during all these computa- well. Specifically, the reduced dynamics on higher-
tions is much lower. We remark that in the context of dimensional SSMs can be used for the direct compu-
finite element applications, these memory peaks can tation of FRCs in internally resonant mechanical sys-
be significantly reduced by implementing the nonlin- tems featuring energy transfer among multiple modes,
earity composition at the element level in contrast to as will be demonstrated in forthcoming publications
the currently performed implementation at the full sys- (Li et al. [54]; Li and Haller [53]). Furthermore, in the
tem level. Once again, use of parallel computing and non-autonomous setting, we have restricted our expres-
distributed memory architectures would be greatly ben- sions to the leading-order contributions from the forc-
eficial in this context. ing. Similar expressions, however, can also be obtained
for higher-order terms at the non-autonomous level,
which is relevant for the nonlinear analysis of para-
7 Conclusions metrically excited systems. These expressions and the
related numerical implementation are currently under
In this work, we have reformulated the parametriza- development.
tion method for local approximations of invariant man-
123
1446 S. Jain, G. Haller
Finally, as we have noted, these computations will is semisimple and its eigenvalues are
further benefit from parallelization since the invariance
equations can be solved independently for each mono- μ = μ1 + · · · + μi , ∈ i,M (111)
mial/Fourier multi-index (see Remarks 2 and 4, and
Sect. 6.4). This development is currently underway and with the left and right eigenvectors corresponding to
will be reported elsewhere. any eigenvalue μ explicitly given as p := p1 ⊗ · · · ⊗
pi and q := q1 ⊗ · · · ⊗ qi .
Acknowledgements We are thankful to Mingwu Li for help in
using coco, for his careful proof-reading of this manuscript and Proof he proof involves a straightforward verification
for providing valuable comments. We also thank Harry Dankow- of the statement. The eigenvalues and the left and right
icz for helpful suggestions and pointing us to the atlas-kd algo- eigenvectors of Q satisfy
rithm in coco.
j=1 i−terms
Funding No specific funding was received for this work.
p1 ⊗ · · · ⊗ pi
Open Access This article is licensed under a Creative Com-
mons Attribution 4.0 International License, which permits use,
i
123
How to compute invariant manifolds and their reduced 1447
Proposition 2 Let λ ∈ C be a generalized eigen- which proves that (e ⊗ u) is the generalized left-
value of a matrix pair A, B ∈ C N ×N with the cor- eigenvector for the generalized eigenvalue λ for the
responding left and right eigenvectors u, v ∈ C N , and generalize first part of the proposition.
μ ∈ C be a generalized eigenvalue of a matrix pair Finally, substituting λμ = 1 in Eqs. (119), (119),
C, D ∈ C M×M with the corresponding left and right we obtain
eigenvectors e, f ∈ C M for any M, N ∈ N. Then,
λμ is a generalized eigenvalue for the matrix pair [(C ⊗ A) − (D ⊗ B)] (f ⊗ v) = 0,
(C ⊗ A) , (D ⊗ B) ∈ C N M×N M with the correspond-
(e ⊗ u) [(C ⊗ A) − (D ⊗ B)] = 0,
ing left and right eigenvectors (e ⊗ u), (f ⊗ v) ∈ C M N .
Furthermore, if λμ = 1, then the matrix
which proves that the matrix E (see Definition (114))
is singular and the vectors (f ⊗ v) and (e ⊗ u) belong
E := D ⊗ B − C ⊗ A ∈ C N M×N M
(114)
to its left and right kernels.
Av = λBv, (115)
ρ̇ a(ρ) 0 Re(γ )ρ 2+1
u A = λu B. (116) = = + .
θ̇ ω(ρ) ωm Im(γ )ρ 2
∈N
where we have used Eqs. (115), (117) along with basic Finally, as the LSM is foliated with periodic orbits
properties of the Kronecker product of matrices (see, in an open neighborhood of the origin, the equation
e.g., Van Loan [55]). Similarly, using Eqs. (116), (118), θ̇ = ω(ρ) expresses the frequency of oscillation as a
we can show that function any given constant amplitude ρ for the peri-
odic orbits on the LSM. Hence, the conservative back-
(e ⊗ u) (C ⊗ A) = λμ(e ⊗ u) (D ⊗ B) , (120) bone around the m th mode is given by the relation (69).
123
1448 S. Jain, G. Haller
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How to compute invariant manifolds and their reduced 1449
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