Computing the Invariant Circle and its Stable Manifolds for a 2-D Map by the Parameterization Method: Effective Algorithms and Rigorous Proofs of Convergence

TL;DR

This paper introduces a rigorously analyzed, quadratically convergent algorithm for computing invariant circles and their stable manifolds in 2D maps, with proofs of convergence and practical implementation details.

Contribution

It develops a new, effective algorithm with rigorous convergence proofs for invariant circles, applicable regardless of dynamics type, and introduces a specialized Nash-Moser theorem.

Findings

Algorithm converges quadratically from approximate solutions.

Convergence is faster than exponential in smooth norms.

Provides a practical method with moderate computational requirements.

Abstract

We present and analyze rigorously a quadratically convergent algorithm to compute an invariant circle for 2-dimensional maps along with the corresponding foliation by stable manifolds. We prove that when the algorithm starts from an initial guess that satisfies the invariance equation very approximately (depending on some condition numbers, evaluated on the approximate solution), then the algorithm converges to a true solution which is close to the initial guess. The convergence is faster than exponential in smooth norms. The distance from the exact solution and the approximation is bounded by the initial error. This allows validating the numerical approximations (a-posteriori results). It also implies the usual persistence formulations since the exact solutions of the invariance equation for a model are approximate solutions for a similar model. The algorithm we present works irrespective of whether the dynamics on the invariant circle is a rotation or it is phase-locked. The condition numbers required do not involve any global qualitative properties of the map. They are obtained by evaluating derivatives of the initial guess, derivatives of the map in a neighborhood of the guess, performing algebraic operations, and taking suprema. The proof of the convergence is based on a general Nash-Moser implicit function theorem specially tailored for this problem. The Nash-Moser procedure has unusual properties. As it turns out, the regularity requirements are not very severe (only 2 derivatives suffice). We hope that this implicit function theorem may be of independent interest and have presented it in a self-contained appendix. The algorithm in this paper is very practical since it converges quadratically, and it requires moderate storage and operation count. Details of the implementation and results of the runs are described in a companion paper [YdlL21].