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Communications in Nonlinear Science
and Numerical Simulation 10 (2005) 73–83
www.elsevier.com/locate/cnsns
Approximate first integrals of the H�enon–Heilessystem revisited
G. €Unal a,*, C.M. Khalique b,*
a Faculty of Sciences and Letters, Istanbul Technical University, Maslak, 80626 Istanbul, Turkeyb Department of Mathematical Sciences, International Institute for Symmetry, Analysis and Mathematical
Modelling, University of North-West, P. Bag X2046, Mmabatho 2735, South Africa
Received 22 January 2003; received in revised form 26 May 2003; accepted 29 May 2003
Available online 12 August 2003
Abstract
Approximate first integrals (conserved quantities) of H�enon–Heiles system have been obtained based on
the approximate Noether symmetries for the resonance (x2 ¼ x1) and off resonance. It has been shown that
system undergoes complicated bifurcations near resonances. Analytical results have been verified by nu-
merically obtained KAM curves on the Poincar�e surface of section.� 2003 Published by Elsevier B.V.
Keywords: Hamiltonian dynamical systems; Approximate Noether symmetries; Resonances; Noether�s theorem
1. Introduction
The regular behaviour (order) observed in the numerical studies of the nearly integrableHamiltonian systems [1,2] led to search for analytical methods on the approximate first integrals.Various perturbative methods have been developed to construct approximate first integrals, e.g.,direct method of Contopoulos [1] and Birkhoff–Gustavson normal form method [3]. A compre-hensive study of these methods and others can be found in [4]. However, none of these methodsresort to the celebrated Noether�s theorem which provides a link between the exact Noether
* Corresponding authors. Tel.: +90-212-285-32-88; fax: +90-212-285-63-86 (G. €Unal), tel.: +27-18-389-2009; fax: +27-18-389-2594 (C.M. Khalique).
E-mail addresses: [email protected] (G. €Unal), [email protected] (C.M. Khalique).
1007-5704/$ - see front matter � 2003 Published by Elsevier B.V.
doi:10.1016/S1007-5704(03)00063-7
74 G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83
symmetries of the dynamical systems and the exact first integrals. In [5], €Unal has shown that theextension of Noether�s theorem to approximate symmetries yields approximate first integralswhich are in good agreement with numerical results. Approximate symmetry groups of differentialequations has been developed by Baikov et al. [6]. Based on their definition, €Unal has given amethod which incorporates resonances in [5] whose use will be made of in the sequel.Here, we consider a Hamiltonian of the form
H ¼ 1
2ðp21 þ p22 þ Ax21 þ Bx22Þ þ e x21x2
�� x32
3
�; ð1Þ
where pi and xi are canonical momentum and position, respectively, and e is a small positiveparameter. Numerical results given in [2] show that this system exhibits chaotic behaviour. Whenwe set A ¼ x2
1 and B ¼ x22, it becomes the Hamiltonian of two coupled harmonic oscillators,
where e is a coupling parameter. We will consider
x22 ¼ x2
1 þ es;
where the parameter s is detuning parameter. Our goal is to derive the approximate first integralsof the Hamiltonian system
_x1_x2_x3_x4
26664
37775 ¼
0 0 1 0
0 0 0 1
�x21 0 0 0
0 �x21 0 0
26664
37775
x1x2x3x4
26664
37775þ �
0
0
�2x1x2�sx2 þ x22 � x21
26664
37775: ð2Þ
Here x3 ¼ p1 and x4 ¼ p2 and the term involving s will be considered as unfolding vector field.Approximate first integrals can be employed to obtain approximate solutions. Here, we will makeuse of them in obtaining KAM curves (intersections of the KAM tori with a surface of section) ofHamiltonian system given in (2). It has been shown that system under study undergoes complexbifurcations when the detuning parameter has been varied. Furthermore, analytical results havebeen verified by numerical ones.
2. Approximate Noether symmetries
Lie considered a differential equation as a surface in a certain space which he called as a frame(manifold) [7]. He looked for transformations which leave the frame form invariant in the spacespanned by the transformed coordinates. This is to say that if one takes a picture of the newframe, one would observe the frame which has the same shape with the picture of the frame takenin the original space. This led him to show that not only these transformations form a continuousgroup (called Lie symmetry group) but also they transform solutions of a differential equation tonew solutions. Unfortunately, many differential equations arising in mathematical physics do notadmit nontrivial exact symmetries. Is it possible to relax the exact invariance condition? A positiveanswer has been provided by Baikov et al. [6]. These transformations are called approximatesymmetries of the differential equation.
G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83 75
Following Ibragimov [7] and Baikov et al. [6], first-order approximate invariance condition ofthe Hamiltonian system (2) reads as
2664
½X;F� ¼ Oðe3Þ; ð3Þ
where ½; � is the Lie bracket and,X ¼ X0 þ eX1 þ e2X2; Xb ¼X4l¼1
glbðxÞ
o
oxl;
F ¼ F0 þ eF1; Fb ¼X4l¼1
f lb ðxÞ
o
oxlðb ¼ 0; 1; 2Þ:
Here X is the first-order approximate symmetry vector field, F0 and F1 are the vector fields cor-responding to the linear and nonlinear part of (2), respectively. Since dynamical system (2) isautonomous, we confine ourselves to time-independent symmetries. Determining system ofequations for the symmetries can be obtained by evaluating (3) in ascending order of e.
X4j¼1gj0
of k0
oxj
�� f j
0
ogk0
oxj
�¼ 0;
X4j¼1
gj1
of k0
oxj
�� f j
0
ogk1
oxj
�¼X4j¼1
f j1
ogk0
oxj
�� gj
0
of k1
oxj
�;
X4j¼1
gj2
of k0
oxj
�� f j
0
ogk2
oxj
�¼X4j¼1
f j1
ogk1
oxj
�� gj
1
of k1
oxj
�:
ð4Þ
As it is seen from the first set of partial differential equations in (4), X0 is the exact symmetryvector field of the linear part of the system corresponding to F0. This set of equations can besolved by the method of characteristics. It can be verified that it forms an infinite dimensional Liealgebra.In order to cope with the normal form theory [5], we now follow a different path. Introducing
the transformation
x ¼ Sz; ð5Þ
whereS ¼
ix1
�ix1
0 0
0 0 ix1
�ix1
�1 �1 0 0
0 0 �1 �1
2664
3775
to (2) yields
_z1_z2_z3_z4
3775 ¼
ix1 0 0 0
0 �ix1 0 0
0 0 ix1 0
0 0 0 �ix1
2664
3775
z1z2z3z4
2664
3775þ e
2x21
�2ðz1 � z2Þðz3 � z4Þ�2ðz1 � z2Þðz3 � z4Þ
�ðz1 � z2Þ2 þ ðz3 � z4Þ2 þ isx1ðz3 � z4Þ�ðz1 � z2Þ2 þ ðz3 � z4Þ2 þ isx1ðz3 � z4Þ
2664
3775:ð6Þ
76 G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83
Determining system of equations for (6) becomes
X4j¼1
kjzjo�gk
0
ozj� kk�g
k0 ¼ 0; ð7Þ
X4j¼1
kjzjo�gk
1
ozj� kk�g
k1 ¼
X4j¼1
� �f j
1
o�gk0
ozjþ �gj
0
o�f k1
ozj
!; ð8Þ
X4j¼1
kjzjo�gk
2
ozj� kk�g
k2 ¼
X4j¼1
� �f j
1
o�gk1
ozjþ �gj
1
o�f k1
ozj
!; ð8aÞ
where k1 ¼ ix1, k2 ¼ �ix1, k3 ¼ ix1, k4 ¼ �ix1. Solutions of (4) can be transformed to solutionsof (8) via [5]
gk0 ¼
X4l¼1
Skl�gl0ðS
�1x; tÞ and gk1 ¼
X4l¼1
Sklgl1ðS
�1x; tÞ: ð9Þ
Set of partial differential equations (7) is called homological equation in the context of normalform theory [8]. Its solutions in the space of homogenous polynomials read as [9]:
�gj0 ¼
Xs1k1þ���þs4k4�kj¼0
Cj0s1s2s3s4
zs11 zs22 z
s33 z
s44 ; ð10Þ
where C0s1���s4 are the group parameters, and the sum in (10) will be taken over all the resonantmonomials which satisfy the resonance conditions s1k1 þ � � � þ s4k4 � kj ¼ 0.Third-order resonant monomials can be obtained by solving the algebraic equations
s1k1 þ s2k2 þ s3k3 þ s4k4 � kj ¼ 0; s1 þ s2 þ s3 þ s4 ¼ 3: ð11Þ
Rendering back the solutions of (11) to (10) we obtain
X0 ¼ ða1z1z2z3 þ a2z1z3z4 þ a3z21z2 þ a4z21z4 þ a5z2z23 þ a6z23z4Þo
oz1þ ðb1z1z2z4 þ b2z2z3z4
þ b3z1z22 þ b4z1z24 þ b5z22z3 þ b6z3z24Þo
oz2þ ðc1z1z2z3 þ c2z1z3z4 þ c3z21z2 þ c4z21z4 þ c5z2z23
þ c6z23z4Þo
oz3þ ðd1z1z2z4 þ d2z2z3z4 þ d3z1z22 þ d4z1z24 þ d5z22z3 þ d6z3z24Þ
o
oz4; ð12Þ
where a1; . . . ; d6 are complex coefficients. Notice that X0 is written as a linear combination of 24independent symmetries. In order for a symmetry vector field to be a Noether symmetry, it mustleave the Hamiltonian invariant and it must be divergence free (conservative) [5]. These conditionsfor X0 read as
X4j¼1
�gj0
oH 0
ozj¼ 0 and
X4j¼1
o�gj0
ozj¼ 0; ð13Þ
G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83 77
where H 0 ¼ 2ðz1z2 þ z3z4Þ. Imposing the Noether symmetry conditions on X0 in (12) we find
a1 þ b5 þ d3 ¼ 0; a2 þ b2 þ c1 þ d1 ¼ 0; a3 þ b3 ¼ 0;
a4 þ b1 þ c3 ¼ 0; a5 þ d5 ¼ 0; a6 þ c5 þ d2 ¼ 0;
b4 þ c4 ¼ 0; b6 þ c2 þ d4 ¼ 0; c6 þ d6 ¼ 0;
a1 þ 2b5 þ 2c5 þ d2 ¼ 0; a2 þ b2 þ 2c6 þ 2d6 ¼ 0;
2a3 þ 2b3 þ c1 þ d1 ¼ 0; 2a4 þ b1 þ c2 þ 2d4 ¼ 0:
ð14Þ
Furthermore, solutions of (14) must yield real gj0 when they are transformed according to (9), i.e.,
g10 ¼i
x1
ð�g10 � �g20Þ; g20 ¼i
x1
ð�g30 � �g40Þ; g30 ¼ ��g10 � �g20; g40 ¼ ��g30 � �g40
must be functions in real space. This leads to
�g10 ¼ �g20 ; �g30 ¼ �g40 :
In order for these relations to be valid, we must have:
a1 ¼ b1; a2 ¼ b2; a3 ¼ b3; a4 ¼ b5; a5 ¼ b4; a6 ¼ b6;
c1 ¼ d1 ; c2 ¼ d
2 ; c3 ¼ d3 ; c4 ¼ d
5 ; c5 ¼ d4 ; c6 ¼ d
6 ;ð15Þ
where ð Þ stands for the complex conjugate. Solving the set of algebraic equations in (14) underthe conditions given in (15) leads to following Noether symmetries (see also [10]).
X1
0 ¼ iz1z3z4o
oz1� iz2z3z4
o
oz2; X
2
0 ¼ iz1z2z3o
oz3� iz1z2z4
o
oz4;
X3
0 ¼ iz21z2o
oz1� iz1z22
o
oz2; X
4
0 ¼ iz23z4o
oz3� iz3z24
o
oz4;
X5
0 ¼ iz2z23o
oz1� iz1z24
o
oz2þ iz21z4
o
oz3� iz22z3
o
oz4;
X6
0 ¼ z2z23o
oz1þ z1z24
o
oz2� z21z4
o
oz3� z22z3
o
oz4;
X7
0 ¼ ðz1z2z3 � z21z4Þo
oz1þ ðz1z2z4 � z22z3Þ
o
oz2þ ð�z1z3z4 þ z2z23Þ
o
oz3þ ð�z2z3z4 þ z1z24Þ
o
oz4;
X8
0 ¼ iðz1z2z3 þ z21z4Þo
oz1� iðz1z2z4 þ z22z3Þ
o
oz2þ iðz1z3z4 þ z2z23Þ
o
oz3� iðz2z3z4 þ z1z24Þ
o
oz4;
X9
0 ¼ �z21z4o
oz1� z22z3
o
oz2þ ð�2z1z3z4 þ z21z2 þ 2z2z23Þ
o
oz3þ ð�2z2z3z4 þ z1z22 þ 2z1z24Þ
o
oz4;
X10
0 ¼ iz21z4o
oz1� iz22z3
o
oz2þ ið2z1z3z4 � z21z2 þ 2z2z23Þ
o
oz3þ ið�2z2z3z4 þ z1z22 � 2z1z24Þ
o
oz4;
X11
0 ¼ z23z4o
oz1þ z3z24
o
oz2þ ð�2z1z3z4 þ z2z23Þ
o
oz3þ ð�2z2z3z4 þ z1z24Þ
o
oz4;
X12
0 ¼ iz23z4o
oz1� iz3z24
o
oz2þ ið2z1z3z4 þ z2z23Þ
o
oz3� ið2z2z3z4 þ z1z24Þ
o
oz4:
ð16Þ
78 G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83
We first form the linear combination of the Noether symmetries given in (16), i.e.,
X0 ¼X12k¼1
qkXk0
and then render it back to the right-hand side of Eq. (8) to check resonance conditions on eachmonomials. No resonant monomials have been detected at the first order of approximation. Wehave solved Eq. (8) but for the sake of brevity will not be displayed here. We next substitute thissolution into the right-hand side of Eq. (8a). We have detected following set of resonant mono-mials.
r21 ¼ �28z31z2z4q8 � 14z31z24q1 þ 14z31z
24q3 � 14z31z
24q5 � ð14iÞz31z24q6 þ 28z21z
22z3q8 � 28z21z
22z3q10
þ ð56iÞz21z2z3z4q6 þ 28z21z3z24q8 þ ð14iÞz21z3z24q9 þ 14z21z3z
24q10 þ ð14iÞz21z3z24q11 � 42z21z3z
24q12
þ 14z1z22z23q1 � 42z1z22z
23q3 þ 42z1z22z
23q5 � ð42iÞz1z22z23q6 þ 28z1z22z
23q2 � 28z1z2z23z4q8
þ ð28iÞz1z2z23z4q9 þ 28z1z2z23z4q10 þ ð28iÞz1z2z23z4q11 þ 84z1z2z23z4q12 � ð28iÞz1z23z24q6� ð42iÞz22z33q9 þ 42z22z
33q10 � ð42iÞz22z33q11 þ 42z22z
33q12 � 28z2z33z4q1 � 28z2z33z4q5
þ ð28iÞz2z33z4q6 þ 28z2z33z4q4 � 28z33z24q12
r23 ¼ 28z31z22q10 þ 28z31z2z4q3 � 28z31z2z4q5 � ð28iÞz31z2z4q6 � 28z31z2z4q2 � ð42iÞz31z24q9 � 42z31z
24q10
� ð42iÞz31z24q11 � 42z31z24q12 þ ð28iÞz21z22z3q6 � 28z21z2z3z4q8 þ ð28iÞz21z2z3z4q9
� 140z21z2z3z4q10 þ ð28iÞz21z2z3z4q11 � 84z21z2z3z4q12 þ 28z21z3z24q1 þ 42z21z3z
24q5
þ ð42iÞz21z3z24q6 þ 14z21z3z24q2 � 42z21z3z
24q4 þ 28z1z22z
23q8 þ ð14iÞz1z22z23q9 þ 98z1z22z
23q10
þ ð14iÞz1z22z23q11 þ 42z1z22z23q12 � ð56iÞz1z2z23z4q6 þ 28z1z23z
24q8 þ 56z1z23z
24q10 þ 84z1z23z
24q12
� 14z22z33q5 þ ð14iÞz22z33q6 � 14z22z
33q2 þ 14z22z
33q4 � 28z2z33z4q8 � 56z2z33z4q10 � 56z2z33z4q12
and r22 ¼ ðr21Þ, r24 ¼ ðr23Þ
.
To kill the resonant monomials appearing in above equations we must set q6 ¼ 0, q8 ¼ 0,q10 ¼ 0, q12 ¼ 0 and q11 ¼ �q9. Furthermore, q7 is an arbitrary real number and, q1; . . . ; q5 mustsatisfy
q1 � q3 þ q5 ¼ 0; q1 þ 2q2 � 3q3 þ 3q5 ¼ 0; q1 � q4 þ q5 ¼ 0;
q2 � q3 þ q5 ¼ 0; 2q1 þ q2 � 3q4 þ 3q5 ¼ 0; q2 � q4 þ q5 ¼ 0:
From which we obtain
q1 ¼ q4 � q5; q2 ¼ q1; q3 ¼ q4; q11 ¼ �q9:
We have solved Eq. (8a) with the right-hand side which involves no resonant monomials. Ap-proximate symmetries involving the detuning parameter s becomes
Xs1 ¼ is z3
o
oz3
�� z4
o
oz4
�; X
s2 ¼ is2 z3
o
oz3
�� z4
o
oz4
�:
G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83 79
First- and second-order symmetry vector fields including terms with s take the form
X1 ¼1
6w31
ðiq9z41 þ 9iq9z21z22 þ 18iq9z21z3z4 þ 15iq9z21z
24 � 2iq9z1z32 þ 24iq9z1z2z3z4 � 6iq9z1z2z24
� 3iq9z22z23 � iq9z43 � 6iq9z33z4 � 21iq9z23z
24 þ 4iq9z3z34 þ iz41q7 � 9iz31q7z2 � 9iz21q7z
22
� 3iz21q7z23 þ 12iz21q7z3z4 þ 15iz21q7z
24 þ iz1q7z32 þ 15iz1q7z2z23 þ 18iz1q7z2z3z4 � 9iz1q7z2z24
� 6iq7z22z23 þ 6iq7z22z3z4 þ 3q4z31z3 � 3q4z31z4 � 12q4z21z2z3 þ 12q4z21z2z4 þ 9q4z1z22z3
� 9q4z1z22z4 � q4z1z33 � 3q4z1z23z4 þ 3q4z1z3z24 þ q4z1z34 þ 6q4z2z23z4 � 6q4z2z3z24 � q5z31z3� 9q5z31z4 þ 18q5z21z2z3 � 18q5z21z2z4 þ 27q5z1z22z3 þ 3q5z1z22z4 þ 3q5z1z33 � 9q5z1z23z4
þ 9q5z1z3z24 � 3q5z1z34 � 4q5z32z3 � 18q5z2z33 � 36q5z2z23z4 þ 6q5z2z3z24Þo
oz1þ ð�g11Þ
o
oz2
þ 1
6w31
ð�2iq9z31z3 � 18iq9z21z2z3 � 18iq9z21z2z4 � 36iq9z1z22z3 þ 6iq9z1z22z4 � 2iq9z1z33
� 12iq9z1z3z24 þ 2iq9z1z34 þ 4iq9z32z3 þ 6iq9z2z33 þ 6iq9z2z23z4 þ iz31q7z3 � 3iz31q7z4� 6iz21q7z2z3 þ 6iz21q7z2z4 � 15iz1q7z22z3 � 3iz1q7z22z4 � 3iz1q7z33 þ 21iz1q7z23z4 þ 3iz1q7z3z24þ 3iz1q7z34 þ 4iq7z32z3 þ 6iq7z2z33 þ 24iq7z2z23z4 � 6iq7z2z3z24 � 3q4z31z2 þ 6q4z21z
22 þ 3q4z21z
23
� 6q4z21z3z4 � 3q4z1z32 � 3q4z1z2z23 þ 6q4z1z2z3z4 þ 3q4z1z2z24 þ 3q4z22z23 � 6q4z22z3z4 � q4z43
þ 6q4z33z4 � 9q4z23z24 þ 4q4z3z34 þ q5z41 � 9q5z31z2 � 9q5z21z
22 � 3q5z21z
23 þ 36q5z21z3z4
þ 27q5z21z24 þ q5z1z32 � 9q5z1z2z23 þ 18q5z1z2z3z4 � 9q5z1z2z24 � 18q5z22z
23 þ 6q5z22z3z4Þ
o
oz3
þ ð�g13Þ o
oz4þ X
s1;
X2 ¼1
12w61
ð6iq4z31z23 � 12iq4z31z3z4 � 18iq4z21z2z23 � 18iq4z21z2z
24 � 36iq4z1z22z3z4 þ 18iq4z1z22z
24
� 2iq4z1z43 þ 8iq4z1z33z4 þ 8iq4z1z3z34 � 2iq4z1z44 � 6iq4z32z23 þ 12iq4z32z3z4 � 6iq4z32z
24
þ 2iq4z2z43 þ 12iq4z2z23z24 � 8iq4z2z3z34 þ 2iq4z2z44 þ 3iq5z51 � 21iq5z41z2 � 12iq5z31z
23
þ 96iq5z31z3z4 � 42iq5z21z32 � 12iq5z21z2z
23 � 12iq5z21z2z
24 þ 15iq5z1z42 þ 288iq5z1z22z3z4
� 36iq5z1z22z24 þ 9iq5z1z43 þ 12iq5z1z33z4 þ 12iq5z1z3z34 þ 9iq5z1z44 � iq5z52 � 108iq5z32z
23
� 24iq5z32z3z4 þ 4iq5z32z24 � 75iq5z2z43 � 138iq5z2z23z
24 þ 36iq5z2z3z34 � 3iq5z2z44 þ 7q9z41z3
þ 17q9z41z4 þ 20q9z31z2z3 þ 6q9z21z22z4 � 6q9z21z
33 þ 6q9z21z
23z4 þ 42q9z21z
34 þ 52q9z1z32z3
� 4q9z1z32z4 � 12q9z1z2z33 � 84q9z1z2z3z24 � 12q9z1z2z34 � q9z42z3 þ q9z42z4 þ 78q9z22z23z4
� 18q9z22z3z24 þ 2q9z22z
34 þ 3q9z53 þ 21q9z43z4 þ 42q9z23z
34 � 9q9z3z44 þ q9z54 � 2z41z3q7
þ 26z41q7z4 � 4z31z2z3q7 þ 24z21z22q7z4 þ 6z21z
33q7 � 18z21z
23q7z4 þ 42z21q7z
34 � 44z1z32z3q7
þ 20z1z32q7z4 � 48z1z2z33q7 � 24z1z2q7z34 þ 2z42z3q7 � 2z42q7z4 þ 18z22z23q7z4 � 42z22z3q7z
24
þ 6z22q7z34Þ
o
oz1þ ð�g11Þ
o
oz2þ 1
12w61
ð3iq4z41z3 � 3iq4z41z4 � 12iq4z31z2z3 � 18iq4z21z22z4
80 G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83
� 4iq4z21z33 þ 12iq4z21z
23z4 þ 4iq4z21z
34 � 12iq4z1z32z3 þ 12iq4z1z32z4 þ 8iq4z1z2z33
þ 24iq4z1z2z3z24 � 8iq4z1z2z34 þ 3iq4z42z3 � 3iq4z42z4 þ 12iq4z22z23z4 � 12iq4z22z3z
24
þ 4iq4z22z34 þ iq4z53 � 5iq4z43z4 � 10iq4z23z
34 þ 5iq4z3z44 � iq4z54 � 6iq5z41z3 � 54iq5z41z4
þ 96iq5z31z2z3 � 12iq5z21z22z4 þ 18iq5z21z
33 � 138iq5z21z
23z4 � 150iq5z21z
34 þ 96iq5z1z32z3
� 24iq5z1z32z4 þ 12iq5z1z2z33 þ 36iq5z1z2z3z24 þ 36iq5z1z2z34 � 6iq5z42z3 þ 2iq5z42z4
� 138iq5z22z23z4 þ 54iq5z22z3z
24 � 6iq5z22z
34 � q9z51 � 13q9z41z2 � 14q9z31z
23 � 20q9z31z3z4
� 34q9z21z32 � 54q9z21z2z
23 � 102q9z21z2z
24 þ 11q9z1z42 þ 36q9z1z22z3z4 þ 6q9z1z22z
24
þ 3q9z1z43 þ 12q9z1z33z4 � 36q9z1z3z34 þ 3q9z1z44 � q9z52 � 50q9z32z23 þ 4q9z32z3z4
� 2q9z32z24 � 9q9z2z43 þ 18q9z2z23z
24 þ 12q9z2z3z34 � q9z2z44 � z51q7 þ 11z41z2q7
þ 4z31z23q7 þ 4z31z3q7z4 � 10z21z
32q7 � 48z21z2z
23q7 þ 12z21z2q7z
24 þ 11z1z42q7
þ 60z1z22z3q7z4 � 24z1z22q7z24 � 3z1z43q7 þ 48z1z33q7z4 þ 24z1z3q7z34 þ 9z1q7z44
� z52q7 � 32z32z23q7 � 20z32z3q7z4 þ 4z32q7z
24 � 15z2z43q7 � 54z2z23q7z
24 þ 24z2z3q7z34
� 3z2q7z44Þo
oz3þ ð�g13Þ
o
oz4þ X
s2:
3. Approximate first integrals
According to an approximate version of Noether theorem, to each approximate Noethersymmetry ðX ¼ X0 þ eX1 þ e2X2Þ there corresponds an approximate first integralðI ¼ I0 þ eI1 þ e2I2Þ [5]. Hence, first-order approximate first integral of (2) can be obtained from
XcX ¼ dI þOðe3Þ; ð17Þ
where, c is the interior product, X ¼ dx1 ^ dx3 þ dx2 ^ dx4 (^ is the wedge product), d is the ex-terior derivative. Evaluating (17) in ascending order of � we findoIjox1
¼ �g3j ;oIjox2
¼ �g4j ;oIjox3
¼ g1j ;oIjox4
¼ g2j ðj ¼ 0; 1Þ:
Notice that these are not equations to solve to determine the approximate first integral. We in-tegrate these equations for the symmetries found in the previous section (after transforming intooriginal variables) to obtain
I0 ¼1
48w1
ð3x41q4w41 þ 12x31x4q9w
31 þ 6x21x
22q4w
41 � 12x21x2x3q9w
31 þ 6x21x
23q4w
21 þ 6x21x
24q4w
21
� 12x21x24q5w
21 þ 12x1x22x4q9w
31 þ 24x1x2x3x4q5w2
1 þ 12x1x23x4q9w1 � 4x1x34q9w1 � 8x1x34w1q7
þ 3x42q4w41 þ 4x32x3q9w
31 þ 8x32x3w
31q7 þ 6x22x
23q4w
21 � 12x22x
23q5w
21 þ 6x22x
24q4w
21
� 12x2x33q9w1 þ 12x2x3x24q9w1 þ 12x2x3x24w1q7 þ 3x43q4 þ 6x23x24q4 þ 3x44q4Þ; ð18Þ
G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83 81
I1 ¼1
60w41
ð15x41x2q4w51 � 15x41x3q9w
41 þ 60x31x2x4q9w
41 þ 30x31x3x4q5w
31 þ 10x21x
32q4w
51
þ 30x21x22x3q9w
41 þ 30x21x
22x3w
41q7 þ 15x21x2x
23q4w
31 � 30x21x2x
23q5w
31 þ 15x21x2x
24q4w
31
� 60x21x2x24q5w
31 � 5x21x
33q9w
21 þ 10x21x
33w
21q7 þ 45x21x3x
24q9w
21 þ 15x21x3x
24w
21q7
þ 20x1x32x4q9w41 þ 30x1x22x3x4q5w
31 þ 30x1x2x23x4q9w
21 � 10x1x2x34q9w
21 � 20x1x2x34w
21q7
þ 20x1x33x4q5w1 � 60x1x3x34q5w1 � 5x52q4w51 � 5x42x3q9w
41 � 15x42x3w
41q7 � 5x32x
23q4w
31
þ 30x32x23q5w
31 � 5x32x
24q4w
31 þ 25x22x
33q9w
21 þ 10x22x
33w
21q7 þ 15x22x3x
24q9w
21
� 15x22x3x24w
21q7 � 20x2x43q5w1 þ 60x2x23x
24q5w1 � 2x53q9 þ 4x53q7 þ 40x33x
24q9
þ 10x33x24q7 � 15x3x44q7Þ � s
x24x2
1
�þ x22
�; ð19Þ
I2 ¼1
2880w71
ð205x61q5w61 þ 870x51x4q9w
51 þ 150x51x4w
51q7 þ 495x41x
22q4w
61 � 1230x41x
22q5w
61
þ 570x41x2x3q9w51 þ 1290x41x2x3w
51q7 � 105x41x
23q5w
41 � 45x41x
24q4w
41 � 1830x41x
24q5w
41
þ 2820x31x22x4q9w
51 � 600x31x
22x4w
51q7 � 360x31x2x3x4q4w
41 þ 4080x31x2x3x4q5w
41
þ 300x31x23x4q9w
31 þ 300x31x
23x4w
31q7 � 1060x31x
34q9w
31 � 640x31x
34w
31q7 � 330x21x
42q4w
61
þ 1845x21x42q5w
61 � 180x21x
32x3q9w
51 � 480x21x
32x3w
51q7 � 270x21x
22x
23q4w
41
� 1620x21x22x
23q5w
41 þ 180x21x
22x
24q4w
41 � 2250x21x
22x
24q5w
41 þ 660x21x2x
33q9w
31
þ 660x21x2x33w
31q7 þ 3420x21x2x3x
24q9w
31 þ 900x21x2x3x
24w
31q7 � 345x21x
43q5w
21
� 270x21x23x
24q4w
21 þ 2700x21x
23x
24q5w
21 þ 30x21x
44q4w
21 þ 1665x21x
44q5w
21 þ 510x1x42x4q9w
51
þ 450x1x42x4w51q7 þ 240x1x32x3x4q4w
41 þ 3240x1x32x3x4q5w
41 � 900x1x22x
23x4q9w
31
� 1080x1x22x23x4w
31q7 � 660x1x22x
34q9w
31 � 180x1x22x
34w
31q7 � 360x1x2x33x4q4w
21
� 2640x1x2x33x4q5w21 þ 240x1x2x3x34q4w
21 � 5400x1x2x3x34q5w
21 � 570x1x43x4q9w1
þ 150x1x43x4w1q7 � 780x1x23x34q9w1 þ 480x1x23x
34w1q7 � 114x1x54q9w1 þ 378x1x54w1q7
þ 55x62q4w61 � 78x52x3q9w
51 þ 486x52x3w
51q7 þ 30x42x
23q4w
41 � 1935x42x
23q5w
41
� 75x42x24q4w
41 � 1180x32x
33q9w
31 � 640x32x
33w
31q7 þ 780x32x3x
24q9w
31 þ 720x32x3x
24w
31q7
� 45x22x43q4w
21 þ 2010x22x
43q5w
21 þ 180x22x
23x
24q4w
21 þ 630x22x
23x
24q5w
21 � 75x22x
44q4w
21
þ 570x2x53q9w1 � 150x2x53w1q7 � 300x2x33x24q9w1 � 1020x2x33x
24w1q7 þ 150x2x3x44q9w1
� 360x2x3x44w1q7 � 115x63q5 � 225x43x24q4 þ 690x43x
24q5 þ 150x23x
44q4 � 1035x23x
44q5
� 25x64q4Þ � s2x24x21
�þ x22
�: ð20Þ
Notice that the first-order approximate symmetry analysis does not allow us to determine thevalues of q4, q5, q7 and q9. Therefore, approximate first integral given in (17) is not unique at thisorder of approximation.Approximate first integral I in (17) and the energy integral H in (1) define hypersurfaces in the
phase space of the dynamical system given in (2). Their intersection is a surface on which theprojections of orbits survive. The section of this surface by the plane x1 ¼ 0 gives the invariantcurves (invariant under the flow operator generated by (2)). In order to obtain invariant curvesanalytically, we first set x1 ¼ 0 both in (17) and (1). We next calculate x3 from the energyh ¼ Hðx2; x3; x4Þ as
Fig. 1. Analytical versus numerical comparisons for the parameter values a ¼ 0:25, h ¼ 0:05, e ¼ 0:1 (a), (b) s ¼ 0:05,((c), (d)) s ¼ 0:0, ((e), (f)) s ¼ �0:05.
82 G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83
G. €Unal, C.M. Khalique / Communications in Nonlinear Science and Numerical Simulation 10 (2005) 73–83 83
x3 ¼ffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffiffi2h� bx22 � x24 þ
2e3x22
r; ð21Þ
where b ¼ x21 þ es and then we substitute it into I to obtain the reduced approximate first integral
in terms of x2 and x4. Contour curves have been plotted in Fig. 1(a), (c) and (e) for q4 ¼ �20,q5 ¼ 1 and q7 ¼ q9 ¼ 0. These are, indeed, celebrated KAM curves which have been proven toexist under small perturbations [9]. As the detuning parameter s has been varied from s ¼ 0:05 to)0.05 continuously we have observed that system undergoes complicated bifurcations which havebeen discussed in [8] in a much general context. Numerically obtained Poincar�e surface of sectionsagree well with the numerical ones in Fig. 1(b), (d) and (f).
Acknowledgement
G. €Unal greatly acknowledges the support provided by IISAMM (International Institute forSymmetry Analysis and Mathematical Modelling).
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