Download the full version of the ebook at

https://ebookgate.com

Numerical Continuation Methods for Dynamical

Systems Path following and boundary value
problems Understanding Complex Systems 1st
Edition Bernd Krauskopf
https://ebookgate.com/product/numerical-
continuation-methods-for-dynamical-systems-path-
following-and-boundary-value-problems-
understanding-complex-systems-1st-edition-bernd-
krauskopf/

Explore and download more ebook at https://ebookgate.com

 Recommended digital products (PDF, EPUB, MOBI) that
you can download immediately if you are interested.

Dynamical Inverse Problems of Distributed Systems

Vyacheslav I. Maksimov

https://ebookgate.com/product/dynamical-inverse-problems-of-
distributed-systems-vyacheslav-i-maksimov/

ebookgate.com

Dynamical Systems Method and Applications Theoretical

Developments and Numerical Examples 1st Edition Alexander
G. Ramm
https://ebookgate.com/product/dynamical-systems-method-and-
applications-theoretical-developments-and-numerical-examples-1st-
edition-alexander-g-ramm/
ebookgate.com

Green s Functions and Boundary Value Problems Third

Edition Ivar Stakgold

https://ebookgate.com/product/green-s-functions-and-boundary-value-
problems-third-edition-ivar-stakgold/

ebookgate.com

Differential Equations with Boundary Value Problems 2nd

Edition John Polking

https://ebookgate.com/product/differential-equations-with-boundary-
value-problems-2nd-edition-john-polking/

ebookgate.com
Dynamical Systems 2010th Edition Werner Krabs

https://ebookgate.com/product/dynamical-systems-2010th-edition-werner-
krabs/

ebookgate.com

Formal Methods Applied to Complex Systems 1st Edition

Jean-Louis Boulanger

https://ebookgate.com/product/formal-methods-applied-to-complex-
systems-1st-edition-jean-louis-boulanger/

ebookgate.com

Applied Differential Equations with Boundary Value

Problems 1st Edition Vladimir A. Dobrushkin

https://ebookgate.com/product/applied-differential-equations-with-
boundary-value-problems-1st-edition-vladimir-a-dobrushkin/

ebookgate.com

Case Studies in System of Systems Enterprise Systems and

Complex Systems Engineering 1st Edition Alex Gorod

https://ebookgate.com/product/case-studies-in-system-of-systems-
enterprise-systems-and-complex-systems-engineering-1st-edition-alex-
gorod/
ebookgate.com

Software Enabled Control Information Technology for

Dynamical Systems 1st Edition Tariq Samad

https://ebookgate.com/product/software-enabled-control-information-
technology-for-dynamical-systems-1st-edition-tariq-samad/

ebookgate.com
Springer Complexity
Springer Complexity is an interdisciplinary program publishing the best research
and academic-level teaching on both fundamental and applied aspects of complex
systems – cutting across all traditional disciplines of the natural and life sciences,
engineering, economics, medicine, neuroscience, social and computer science.
Complex Systems are systems that comprise many interacting parts with the abil-
ity to generate a new quality of macroscopic collective behavior the manifestations
of which are the spontaneous formation of distinctive temporal, spatial or functional
structures. Models of such systems can be successfully mapped onto quite diverse
“real-life” situations like the climate, the coherent emission of light from lasers,
chemical reaction-diffusion systems, biological cellular networks, the dynamics of
stock markets and of the internet, earthquake statistics and prediction, freeway traf-
fic, the human brain, or the formation of opinions in social systems, to name just
some of the popular applications.
Although their scope and methodologies overlap somewhat, one can distinguish
the following main concepts and tools: self-organization, nonlinear dynamics, syn-
ergetics, turbulence, dynamical systems, catastrophes, instabilities, stochastic pro-
cesses, chaos, graphs and networks, cellular automata, adaptive systems, genetic al-
gorithms and computational intelligence.
The two major book publication platforms of the Springer Complexity program
are the monograph series “Understanding Complex Systems” focusing on the vari-
ous applications of complexity, and the “Springer Series in Synergetics”, which is
devoted to the quantitative theoretical and methodological foundations. In addition
to the books in these two core series, the program also incorporates individual titles
ranging from textbooks to major reference works.
Understanding Complex Systems
Founding Editor: J.A. Scott Kelso

Future scientific and technological developments in many fields will necessarily depend upon com-
ing to grips with complex systems. Such systems are complex in both their composition – typically
many different kinds of components interacting simultaneously and nonlinearly with each other
and their environments on multiple levels – and in the rich diversity of behavior of which they are
capable.
The Springer Series in Understanding Complex Systems series (UCS) promotes new strategies
and paradigms for understanding and realizing applications of complex systems research in a wide
variety of fields and endeavors. UCS is explicitly transdisciplinary. It has three main goals: First,
to elaborate the concepts, methods and tools of complex systems at all levels of description and in
all scientific fields, especially newly emerging areas within the life, social, behavioral, economic,
neuro- and cognitive sciences (and derivatives thereof); second, to encourage novel applications
of these ideas in various fields of engineering and computation such as robotics, nano-technology
and informatics; third, to provide a single forum within which commonalities and differences in the
workings of complex systems may be discerned, hence leading to deeper insight and understanding.
UCS will publish monographs, lecture notes and selected edited contributions aimed at commu-
nicating new findings to a large multidisciplinary audience.

Editorial and Programme Advisory Board

Péter Érdi
Center for Complex Systems Studies, Kalamazoo College, USA
and Hungarian Academy of Sciences, Budapest, Hungary

Karl Friston
Institute of Cognitive Neuroscience, University College London,
London, UK

Hermann Haken
Center of Synergetics, University of Stuttgart, Stuttgart, Germany

Janusz Kacprzyk
System Research, Polish Academy of Sciences, Warsaw, Poland

Jürgen Kurths
Nonlinear Dynamics Group, University of Potsdam,
Potsdam, Germany

Linda Reichl
Center for Complex Quantum Systems, University of Texas,
Austin, USA

Peter Schuster
Theoretical Chemistry and Structural Biology, University of Vienna, Vienna, Austria

Frank Schweitzer
System Design, ETH Zurich, Zurich, Switzerland

Didier Sornette
Entrepreneurial Risk, ETH Zurich, Zurich, Switzerland
Bernd Krauskopf . Hinke M. Osinga . Jorge
Galán-Vioque (Eds.)

Numerical Continuation
Methods for Dynamical
Systems
Path following and boundary value problems

With 200 Figures

Dedicated to Eusebius J. Doedel for his 60th birthday

ABC
Dr. Bernd Krauskopf Dr. Hinke M. Osinga
Dept of Engineering Mathematics Dept of Engineering Mathematics
University of Bristol University of Bristol
Bristol Bristol
BS8 1TR BS8 1TR
United Kingdom United Kingdom

Dr. Jorge Galán-Vioque

Applied Mathematics II
University of Sevilla
Escuela Superior de Ingenieros
Camino de los Descubrimientos, s/n,
41092 Sevilla
Spain

A C.I.P. Catalogue record for this book is available from the Library of Congress
ISSN 1860-0832
ISBN 978-1-4020-6355-8 (HB)
ISBN 978-1-4020-6356-5 (e-book)

Published by Springer,
P.O. Box 17, 3300 AA Dordrecht, The Netherlands
In association with
Canopus Publishing Limited,
27 Queen Square, Bristol BS1 4ND, UK
www.springer.com and www.canopusbooks.com
All Rights Reserved
© Canopus Publishing Limited 2007
No part of this work may be reproduced, stored in a retrieval system, or transmitted in
any form or by any means, electronic, mechanical, photocopying, microfilming, record-
ing or otherwise, without written permission from the Publisher, with the exception of
any material supplied specifically for the purpose of being entered and executed on a
computer system, for exclusive use by the purchaser of the work.
A Continuing Influence in Dynamics

A well-established method for studying a given dynamical system is to identify

the compact invariant objects, such as equilibria, periodic orbits and invariant
tori, and to consider the local behavior around them. This local information
then needs to be assembled in a consistent way, frequently with the help of
geometric and topological arguments, to obtain a unified global picture of the
system. The aim is to find qualitative (and often also quantitative) repre-
sentations of the different types of behavior that the system may exhibit in
dependence of key parameters. The main result of such an effort is a bifur-
cation diagram, that is, information on the division of parameter space into
regions of topologically different behavior together with representative phase
portraits. The list of theoretical tools one may employ is long, well developed
and dates back at least to the 19th century. However, even when one consid-
ers seemingly simple systems, theoretical tools need to be supplemented with
numerical calculations.
Mainly for technological reasons, numerical methods have a shorter history
than theoretical tools. The first and commonly used tool is numerical time
integration, which allows one to explore the dynamics by solving a (possibly
large) number of initial value problems. This approach is very practical for
the representation of chaotic attractors, and especially their ‘fingerprints’ in
a suitable Poincaré section. However, when it comes to the study of how the
behavior changes as a function of parameters the tool of choice is numerical
continuation — one also speaks of path following or homotopy methods. The
basic idea is to compute an implicitly defined curve of a suitable system of
equations that defines the dynamical object under consideration. In its basic
form, numerical continuation implements the stability and bifurcation theory
of equilibria of differential equations. More global objects, such as periodic
and homoclinic orbits, and their bifurcations can be computed by setting up
defining equations in the form of boundary value problems.
Path following in combination with boundary value problem solvers has
emerged as a continuing and strong influence in the development of dynamical
systems theory and its application in many diverse fields of science. It is widely
acknowledged that the software package Auto — developed by Eusebius J.
Doedel about thirty years ago and further expanded and developed ever since
— plays a central role in the brief history of numerical continuation. When
we were thinking how best to present the origin and development of Auto,
VI

a copy of the first edition of the Auto86 manual, with its authentic ochre
Caltech cover, came in very handy. We quote from the preface, dated May
1986:
The Auto package was first written in 1979. It was based on a
related program written in 1976 while the author was working with H.B
Keller at the California Institute of Technology. A first publication
referring to the package by its current name appeared in [22].
Applications often revealed some inadequacy in the algorithms and
resulted in changes. The applications also pointed to additional capa-
bilities that would be useful to have integrated in the package, and effort
was spent on making it easy to use. This explains the delay in publica-
tion of an extensive account of the algorithm implemented. Indeed, the
difference in effort between a theoretical analysis of a new method and
its implementation and integration appears to be considerable. We are
confident, however, that the methods and software presented here will
be of some use in the numerical exploration of nonlinear phenomena
in ordinary differential equations.
This quote not only highlights the intricate interplay at the very earliest stage
between the development of the software and applications, but it also contains
a major understatement: Auto has not just been “of some use”, but it has
been used by many hundreds of researchers from all around the world! To
give a rough idea of its impact in the general scientific community, ISI Web of
Knowledge reveals that the different versions of the Auto manual, which was
never published other than as a Caltech preprint, has more than 700 citations.
Similarly, the seminal reference [22] in the quote, the paper E.J. Doedel, Auto:
A program for the automatic bifurcation analysis of autonomous systems,
Cong. Num. 30 (Proc. 10th Manitoba Conf. Num. Math. and Comp.), 1981,
265–284, has more than 400 citations.
This book has been compiled on the occasion of Sebius Doedel’s 60th
birthday with the aim to illustrate the power and versatility of numerical
continuation techniques. As is demonstrated in the chapters of this book,
many recent developments build on the ideas of Sebius Doedel as implemented
in the package Auto, whose core of path following routine and collocation
boundary value problem solver is essentially still the same as when it was
released in 1986. It lies in the nature of the subject and the versatility of
Sebius Doedel’s work that we had to make a choice about which topics to
include. The emphasis of this book is on continuation methods for different
types of systems and dynamical objects, and on examples of how numerical
bifurcation analysis can be used in concrete applications. While recognizing
that there are other topics that could have been included, we believe that this
choice is in the spirit of the original motivation for the development of Auto
as expressed in the above quote. In this way, we hope to give an impression
of the continuing influence and future potential of these powerful numerical
methods for the bifurcation analysis of different types of dynamical systems.
 A Continuing Influence in Dynamics VII

The book opens with an extended foreword by Herb Keller, who is widely
recognized as the founding father of numerical continuation. Chapter 1 is an
edited part of lecture notes that Sebius Doedel has been using in his own
courses. It introduces the basic concepts of numerical bifurcation analysis and
forms a basis for the remainder of the book. The other eleven chapters by
leading experts focus on selected topics that have been influenced strongly by
Sebius Doedel’s work. In fact, at least half of the chapters discuss research
in which he has been involved as a co-author. Chapter 2 by Willy Govaerts
and Yuri Kuznetsov surveys recent developments of interactive continuation
tools. Chapter 3 by Mike Henderson is concerned with higher-dimensional
continuation, and Chap. 4 by Bernd Krauskopf and Hinke Osinga discusses
the computation of invariant manifolds with a continuation approach. The
next three chapters are devoted to applications. In Chap. 5 Don Aronson and
Hans Othmer consider the dynamics of a SQUID consisting of two Josephson
junctions. Chapter 6 by Sebastian Wieczorek discusses global bifurcations
in laser systems, and Chap. 7 by Emilio Freire and Alejandro Rodrı́guez-
Luis demonstrates the use of numerical bifurcation analysis for the study of
electronic circuits. The remaining chapters deal with continuation for spe-
cial types of dynamical systems. Chapter 8 by John Guckenheimer and Drew
LaMar is concerned with slow-fast systems, and Chap. 9 by Jorge Galán-
Vioque and André Vanderbauwhede with symmetric Hamiltonian systems.
Spatially extended systems are the topic of Chap. 10 by Wolf-Jürgen Beyn
and Vera Thümmler and of Chap. 11 by Alan Champneys and Björn Sand-
stede. Finally, in Chap. 12 Dirk Roose and Róbert Szalai survey numerical
continuation techniques for systems with delay.
We are very grateful for the enthusiastic support from all who were in-
volved in this book project. First of all, we thank all authors for their con-
tributions and for making every effort to stay within the limits of a tight
production schedule. We also thank Tom Spicer of Canopus Publishing Ltd
for his support of this project from its conception to the final production of
the book. Last, but not least, we would like to thank Sebius Doedel for his
support over many years of collaboration, and for agreeing to the publication
of Chap. 1 without knowing exactly what we were up to. Happy birthday,
Sebius!

Bernd Krauskopf, Hinke Osinga and Jorge Galán-Vioque

Bristol and Sevilla, March 2007.
Foreword

Herbert B Keller

California Institute of Technology, Pasadena, USA, and University of California,

San Diego, USA.

Sebius (diminutive for Eusebius) Doedel obtained his Ph.D. in Applied Math-
ematics from the University of British Columbia in 1976. His advisor was my
friend and ex-colleague Jim Varah. As a consequence, I was able to employ
Sebius as a Research Fellow in Applied Mathematics at Caltech in 1975. Over
the next 26 years, he spent 13 of them at Caltech. However, he was also much
appreciated at Concordia University, where he was employed in 1979 and
rapidly rose to Professor of Computer Science, winning many awards which
fortunately included several years on leave with pay!
We cycled together occasionally, even in Holland, where Sebius was born.
I remember one ride in particular, when on a rather warm day we went east
from Pasadena to Claremont, about 28 miles each way. Somewhere along the
way, I became quite thirsty and so we stopped to get a cool drink. We sat
outside, relaxed and, I thought, enjoyed our drinks. I started to wax poetic
about how nice it was enjoying the outdoors and lovely California weather
when Sebius said: “Herb, do you know where we are?” I said: “sure, near
Claremont.” He replied: “This is Pomona, the drive-by shooting capital of the
world — I can’t wait to get out of here.” I have never again enjoyed going
past that part of our ride.
Early during his first appointment at Caltech, Sebius became interested
in bifurcation phenomena, two-point boundary value problems and numerical
path-following or continuation methods, perhaps as a result of sitting in on my
course in these areas. In 1976, I was writing the paper [17] in which pseudoar-
clength continuation was introduced and Sebius was willing to do some calcu-
lations to illustrate how these methods worked. Of course, he did a wonderful
job producing all of the results in §7 of that paper, but more importantly, as
a result, he essentially started working on Auto at that time. The first publi-
cation on Auto appeared in 1981 [7]. It has evolved dramatically since then,
culminating in Auto2000 [22], a fully parallel code in C++ with great graph-
ics (available for free via http://sourceforge.net/projects/auto2000/)
that was produced mainly by Randy Paffenroth, working at Caltech under
Sebius’s direction.
X Herbert B Keller

Auto is without a doubt the most powerful and efficient tool for determin-
ing the bifurcation structure of nonlinear parameter-dependent systems of al-
gebraic and ordinary differential equations. Influenced by his colleagues at the
University of British Columbia, who developed COLSYS [5], Sebius has em-
ployed orthogonal collocation approximations and mesh refinement to obtain
extremely high accuracy. The code is able to determine heteroclinic, homo-
clinic and periodic orbits, both stable and unstable, by means of a two-point
boundary value problem formulation. Using a brilliant elimination procedure,
the relatively sparse Jacobian is reduced to a low-dimensional dense matrix
from which the Floquet multipliers are computed. The bifurcation structure
at singular points is readily determined in this way.
The development of Auto is but one of the main projects that Sebius
has undertaken. In the course of this work powerful theoretical results have
been produced, many with colleagues and his students, in the general areas
of bifurcation theory, dynamical systems, periodic orbits, delay differential
equations, collocation methods for nonlinear elliptic PDEs, coupled oscillator
theory, control of bifurcation phenomena, continuation theory of manifolds,
and numerous additional topics. However, there is no doubt that the Auto
software has had a tremendous impact on many applied mathematics areas
and is, indeed, one of the leading tools in scientific computing. The code has
been incorporated into many other large software systems that solve nonlinear
problems involving continuation and bifurcation phenomena.
Essentially, all of the authors contributing to this volume have been coau-
thors with Sebius on papers related to the work presented here. However,
I would like to point out a few of my favorite contributions made through
these collaborations, not all of which have been fully appreciated yet. A bril-
liant contribution is contained in a paper by Wolf-Jürgen Beyn and Sebius
Doedel [6], in which it is shown that a continuous nonlinear boundary value
problem and the corresponding discretized problem have the same number of
solutions for all sufficiently fine meshes.
Sebius introduced a very powerful technique to keep computed families of
periodic solutions of autonomous differential equations in phase. The idea is
simply to minimize the ‘distance’ between neighboring solutions with respect
to a change in phase. That is, if u(t, λ) is the solution over the normalized
period 0 ≤ t ≤ 1 at parameter value λ, then the neighboring solution u(t, λ+δ)
with phase shift θ lies at distance
Z 1
D2 (θ) = || u(t + θ, λ + δ) − u(t, λ) ||2 dt.
0

We seek to minimize this distance with respect to the phase shift θ. Standard
calculus of variations near zero leads to the integral condition
Z 1
u̇∗ (t, λ + δ) u(t, λ) dt = 0.
0
 Foreword XI

This is a generalization of the standard Poincaré phase or transversality condi-

tion that is applied only at one point on the orbit. However, the above global
condition is much more robust in calculations, as has been shown in many
examples [9, 10, 12] (the Poincaré condition remains preferable for analytical
proofs). I am not sure when this global condition first appeared in the liter-
ature, but we have referred to it in [16] as having been introduced by Sebius
in 1981 [7], which also happens to be his first publication on Auto.
Many of Sebius’s publications have to do with periodic solutions of dy-
namical systems. These arise in a great variety of applications starting with
chemical reactors [23], then on to systems of oscillators [2, 21], heteroclinic
orbits [9] in which the above phase condition is crucial, resonances in excitable
systems [1] such as forced Fitzhugh-Nagumo systems, current biased and cou-
pled Josephson junctions [3, 4], delay differential equations [11, 13, 14], mod-
ified Van der Pol oscillators [8], conservative and Hamiltonian systems [20],
cardiac pacemakers [19], the circular restricted three-body problem and the
figure-eight orbit of Chenciner and Montgomery [12, 15], and many more. A
large number of these contributions are in the bio-physics area and, thus, it
turns out that Sebius may be a closet biologist.
More recently, Sebius has returned with others to the important problem
of computing higher-dimensional manifolds, either stable or unstable [18].
This brief account of some of Sebius’s publications and obvious collabo-
rations does not do justice to the impact he has had in the field of scientific
computation. He has had numerous students, extremely well trained, and
now making their own contributions. Furthermore, he has worked with many
outstanding scientists and has invariably enhanced their ability to do signifi-
cant scientific computations so much that it would be difficult to measure his
tremendous influence in our field. Hopefully, he will continue as he reaches
maturity.

H. B. Keller
Caltech / UCSD
November, 2006
XII Herbert B Keller

References
1. J. C. Alexander, E. J. Doedel, and H. G. Othmer. On the resonance structure
in a forced excitable system. SIAM J. Appl. Math. 50(5):1373–1418, 1990.
2. D. G. Aronson, E. J. Doedel, and H. G. Othmer. An analytical and numerical
study of the bifurcations in a system of linearly-coupled oscillators. Physica D
25(1-3):20–104, 1987.
3. D. G. Aronson, E. J. Doedel, and H. G. Othmer. The dynamics of coupled
current-biased Josephson junctions. II. Internat. J. Bifur. Chaos Appl. Sci.
Engrg., 1(1): 51–66, 1991.
4. D. G. Aronson, E. J. Doedel, and D. H. Terman. A codimension-two point
associated with coupled Josephson junctions. Nonlinearity 10(5):1231–1255,
1997.
5. U. Ascher, J. Christiansen, and R. Russell. A collocation solver for mixed order
systems of boundary value problems. Math. Comp., 33(146):659–679, 1979.
6. W.-J. Beyn and E. J. Doedel. Stability and multiplicity of solutions to dis-
cretizations of nonlinear ordinary differential equations. SIAM J. Sci. Comp.,
2(1):107–120, 1981.
7. E. J. Doedel. Auto: a program for the automatic bifurcation analysis of au-
tonomous systems. Congr. Numer., 30:265–384, 1981.
8. E. J. Doedel, E. Freire, E. Gamero, and A. J Rodríguez-Luis. An analytical
and numerical study of a modified Van der Pol oscillator. J. Sound Vibration,
256(4):755–771, 2002.
9. E. J. Doedel and M. Friedman. Numerical computation of heteroclinic orbits.
Continuation techniques and bifurcation problems. J. Comput. Appl. Math.,
26(1-2):155–170, 1989.
10. E. J. Doedel, H. B. Keller, and J.-P. Kernevez. Numerical analysis and control
of bifurcation problems II: Bifurcation in infinite dimensions. Internat. J. Bifur.
Chaos Appl. Sci. Engrg., 1(4): 745–772, 1991.
11. E. J. Doedel and P. C. Leung. Numerical techniques for bifurcation problems
in delay equations. Congr. Numer., 34:225–237, 1982.
12. E. J. Doedel, R. C. Paffenroth, H. B. Keller, D. J. Dichmann, J. Galán-Vioque,
and A. Vanderbauwhede. Computation of periodic solutions of conservative
systems with applications to the 3-body problem. Internat. J. Bifur. Chaos
Appl. Sci. Engrg., 13(6): 1353–1381, 2003.
13. K. Engelborghs and E. J. Doedel. Convergence of a boundary value difference
equation for computing periodic solutions of neutral delay differential equations.
J. Differ. Equations Appl., 7(6):927–940, 2001.
14. K. Engelborghs and E. J. Doedel. Stability of piecewise polynomial collocation
for computing periodic solutions of delay differential equations. Numer. Math.,
91(4):627–648, 2002.
15. J. Galán-Vioque, F. J. Muñoz-Almaraz, E. Freire, E. J. Doedel, and A. Vander-
bauwhede. Stability and bifurcations of the figure-8 solution of the three-body
problem. Phys. Rev. Lett. 88(24):241101, 2002.
16. A. D. Jepson and H. B. Keller. Steady state and periodic solution paths: their
bifurcations and computations. In T. Kupper and H. D. Mittleman, editors,
Numerical Methods for Bifurcation Problems, pages 219–246. (Birkäuser Verlag,
1984).
 Foreword XIII

17. H. B. Keller. Numerical solution of bifurcation and nonlinear eigenvalue prob-

lems. In P. H. Rabinowitz, editor, Applications of Bifurcation Theory, pages
359–384. (Academic Press, New York, 1978).
18. B. Krauskopf, H. M. Osinga, E. J. Doedel, M. E. Henderson, J. Guckenheimer,
A. Vladimirsky, M. Dellnitz, and O. Junge. A survey of methods for comput-
ing (un)stable manifolds of vector fields. Internat. J. Bifur. Chaos Appl. Sci.
Engrg., 15(3):763–791, 2005.
19. T. Krogh-Madsen, L. Glass, E. J. Doedel, and M. R. Guevara. Apparent dis-
continuities in the phase-resetting response of cardiac pacemakers. J. Theor.
Biol., 230(4):499–519, 2004.
20. F. J. Muñoz-Almaraz, E. Freire, J. Galán, and E. J. Doedel. Continuation of
periodic orbits in conservative and Hamiltonian systems. Physica D, 181(1-
2):1–38, 2003.
21. H. G. Othmer, D. G. Aronson, and E. J. Doedel. Resonance and bistability in
coupled oscillators. Phys. Lett. A, 113(7):349–354, 1986.
22. R. C. Paffenroth and E. J. Doedel. The Auto2000 command line user interface.
In Ninth International Python Conference (Long Beach, California, USA 2001),
pages 233-241, 2001. Available via http://cmvl.cs.concordia.ca/.
23. A. B. Poore, E. J. Doedel, and J. E. Cermak. Dynamics of the Iwan-Blevins
Wake Oscillator Model. Internat. J. Non-Linear Mechanics, 21(4):291–302,
1986.
Contents

A Continuing Influence in Dynamics

................................................................ V
Foreword
Herbert B Keller . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . IX
1 Lecture Notes on Numerical Analysis of Nonlinear
Equations
Eusebius J Doedel . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
2 Interactive Continuation Tools
Willy Govaerts, Yuri A Kuznetsov . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 51
3 Higher-Dimensional Continuation
Michael E Henderson . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4 Computing Invariant Manifolds via the Continuation of
Orbit Segments
Bernd Krauskopf, Hinke M Osinga . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
5 The Dynamics of SQUIDs and Coupled Pendula
Donald G Aronson, Hans G Othmer . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
6 Global Bifurcation Analysis in Laser Systems
Sebastian M Wieczorek . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
7 Numerical Bifurcation Analysis of Electronic Circuits
Emilio Freire, Alejandro J Rodrı́guez-Luis . . . . . . . . . . . . . . . . . . . . . . . . . . . 221
8 Periodic Orbit Continuation in Multiple Time Scale
Systems
John Guckenheimer, M Drew LaMar . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 253
XVI Contents

9 Continuation of Periodic Orbits in Symmetric Hamiltonian

Systems
Jorge Galán-Vioque, André Vanderbauwhede . . . . . . . . . . . . . . . . . . . . . . . . . 269
10 Phase Conditions, Symmetries and PDE Continuation
Wolf-Jürgen Beyn, Vera Thümmler . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 301
11 Numerical Computation of Coherent Structures
Alan R Champneys, Björn Sandstede . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 331
12 Continuation and Bifurcation Analysis of Delay Differential
Equations
Dirk Roose, Robert Szalai . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 359
List of Contributors

Don Aronson Montreal, QC H3G 1M8

School of Mathematics and Canada
Institute for Mathematics [email protected]
and its Applications
University of Minnesota Emilio Freire
Minneapolis, MN 55455 Departamento de Matemática
USA Aplicada II
[email protected] Escuela Superior de Ingenieros
Universidad de Sevilla
Wolf-Jürgen Beyn Camino de los Descubrimientos s/n
Department of Mathematics 41092 Sevilla
University of Bielefeld Spain
P.O. Box 100131 [email protected]
33501 Bielefeld Jorge Galán-Vioque
Germany Departamento de Matemática
[email protected] Aplicada II
Escuela Superior de Ingenieros
Alan R Champneys Universidad de Sevilla
Department of Engineering Camino de los Descubrimientos s/n
Mathematics 41092 Sevilla
University of Bristol Spain
Queen’s Building [email protected]
Bristol BS8 1TR
United Kingdom Willy Govaerts
[email protected] Deptartment of Applied Mathemat-
ics and Computer Science
Eusebius J Doedel Ghent University
Department of Computer Science Krijgslaan 281 -S9
Concordia University B-9000 Gent
1455 De Maisonneuve Blvd. West Belgium
EV 3285 [email protected]
XVIII List of Contributors

Michael E Henderson University of Minnesota

IBM Watson Research Center Minneapolis, MN 55455
P.O. Box 218 USA
33-215 [email protected]
Yorktown Heights, NY 10598
USA Alejandro J Rodrı́guez-Luis
[email protected] Departamento de Matemática
Aplicada II
Herbert B Keller Escuela Superior de Ingenieros
Applied and Computational Universidad de Sevilla
Mathematics Camino de los Descubrimientos s/n
California Institute of Technology 41092 Sevilla
MC 217-50 Spain
Pasadena, CA 91125 [email protected]
USA
[email protected] Dirk Roose
Department of Computer Science
Bernd Krauskopf KU Leuven
Department of Engineering Celestijnenlaan 200A
Mathematics B-3001 Heverlee - Leuven
University of Bristol Belgium
Queen’s Building [email protected]
Bristol BS8 1TR
Björn Sandstede
United Kingdom
Department of Mathematics
[email protected]
University of Surrey
Guildford, GU2 7XH
Yuri A Kuznetsov United Kingdom
Department of Mathematics [email protected]
Budapestlaan 6
3584 CD Utrecht Robert Szalai
The Netherlands Department of Engineering
[email protected] Mathematics
University of Bristol
Hinke M Osinga Queen’s Building
Department of Engineering Bristol BS8 1TR
Mathematics United Kingdom
University of Bristol [email protected]
Queen’s Building
Bristol BS8 1TR Vera Thümmler
United Kingdom Department of Mathematics
[email protected] University of Bielefeld
P.O. Box 100131
Hans Othmer 33501 Bielefeld
School of Mathematics and Germany
Digital Technology Center [email protected]
 List of Contributors XIX

André Vanderbauwhede Sebastian M Wieczorek

Department of Pure Mathematics Mathematics Research Institute
and Computer Algebra University of Exeter
Ghent University Harrison Building
Krijgslaan 281 North Park Road
B-9000 Gent Exeter EX4 4QF
Belgium United Kingdom
[email protected] [email protected]
1
Lecture Notes on Numerical Analysis of
Nonlinear Equations

Eusebius J Doedel

Department of Computer Science, Concordia University, Montreal, Canada

Numerical integrators can provide valuable insight into the transient behavior
of a dynamical system. However, when the interest is in stationary and peri-
odic solutions, their stability, and their transition to more complex behavior,
then numerical continuation and bifurcation techniques are very powerful and
efficient.
The objective of these notes is to make the reader familiar with the ideas
behind some basic numerical continuation and bifurcation techniques. This
will be useful, and is at times necessary, for the effective use of the software
Auto and other packages, such as XppAut [17], Content [24], Matcont
[21], and DDE-Biftool [16], which incorporate the same or closely related
algorithms.
These lecture notes are an edited subset of material from graduate courses
given by the author at the universities of Utah and Minnesota [9] and at
Concordia University, and from short courses given at various institutions,
including the Université Pierre et Marie Curie (Paris VI), the Centre de
Recherches Mathématiques of the Université de Montréal, the Technische
Universität Hamburg-Harburg, and the Benemérita Universidad Autónoma
de Puebla.

1.1 The Implicit Function Theorem

Before starting our discussion of numerical continuation of solutions to nonlin-

ear equations, it is important first to discuss under what conditions a solution
will actually persist when problem parameters are changed. Therefore, we
begin with an overview of the basic theory. The Implicit Function Theorem
(IFT) is central to our analysis and we discuss some examples. The discus-
sion in this section follows the viewpoint of Keller in graduate lectures at the
California Institute of Technology, a subset of which was published in [23].
2 Eusebius J Doedel

1.1.1 Basic Theory

Let B denote a Banach space, that is, a complete, normed vector space. In
the presentation below it will be implicitly assumed that B is Rn , although
the results apply more generally. For x0 ∈ B, we denote by Sρ (x0 ) the closed
ball of radius ρ centered at x0 , that is,

Sρ (x0 ) = {x ∈ B | || x − x0 ||≤ ρ}.

Existence and uniqueness of solutions is obtained by using two theorems.

Theorem 1 (Contraction Theorem). Consider a continuous function F :
B → B on a Banach space B and suppose that for some x0 ∈ B, ρ > 0, and
some K0 with 0 ≤ K0 < 1, we have

|| F (u) − F (v) || ≤ K0 || u − v ||, for all u, v ∈ Sρ (x0 ),

|| F (x0 ) − x0 || ≤ (1 − K0 ) ρ.

Then the equation

x = F (x), x ∈ B,
has one and only one solution x∗ ∈ Sρ (x0 ), and x∗ is the limit of the sequence

xk+1 = F (xk ), k = 0, 1, 2, . . . .

Proof. Let x1 = F (x0 ). Then

|| x1 − x0 ||=|| F (x0 ) − x0 ||≤ (1 − K0 ) ρ ≤ ρ.

Thus, x1 ∈ Sρ (x0 ). Now assume inductively that x0 , x1 , · · · , xn ∈ Sρ (x0 ).

Then for k ≤ n we have

|| xk+1 − xk || = || F (xk ) − F (xk−1 ) || ≤ K0 || xk − xk−1 ||

= ··· ≤ K0k || x1 − x0 ||
k
≤ K0 (1 − K0 ) ρ.

Thus,

|| xn+1 − x0 || ≤ || xn+1 − xn || + || xn − xn−1 || + · · · + || x1 − x0 ||

≤ (K0n + K0n−1 + · · · + 1) (1 − K0 ) ρ
= (1 − K0n+1 ) ρ
≤ ρ.

Hence xn+1 ∈ Sρ (x0 ), and by induction xk ∈ Sρ (x0 ) for all k. We now show
that {xk } is a Cauchy sequence:
Another random document with
no related content on Scribd:
 Fitz Mee stepped to the ground, bowing and smiling, and Bob
silently followed his example. The balloon was dragged away and
the populace closed in upon the new arrivals, elbowing and jostling
one another and chuckling and cackling immoderately.
“Shake!” they cried. “Give us a wag of your paw, Fitz Mee! Shake,
Bob Taylor!”
There were goblins great and goblins small, goblins short and
goblins tall; goblins fat and goblins lean, goblins red and goblins
green; goblins young and goblins old, goblins timid, goblins bold;
goblins dark and goblins fair—goblins, goblins everywhere!
Bob was much amused at their cries and antics and just a little
frightened at their exuberant friendliness. Fitz Mee shook hands with
all comers, and chuckled and giggled good-naturedly.
“Out of the way!” blustered a hoarse voice. “Out of the way for his
honor, the mayor!”
A squad of rotund and husky goblins, in blue police uniforms and
armed with maces, came forcing in their way through the packed
crowd. Immediately behind them was the mayor, a pursy, wrinkled
old fellow wearing a long robe of purple velvet. The officers cleared
a space for him, and he advanced and said pompously:
“Welcome, Fitz Mee, known the world over as the Little Green
Goblin of Goblinville. I proclaim you the bravest, if not the speediest,
messenger and minister Goblinland has ever known. Again, welcome
home; and welcome to your friend and comrade, Master Robert
Taylor of Yankeeland. I trust that he will find his stay among us
pleasant, and that he will in no way cause us to regret that we have
made the experiment of admitting a human being—and a boy at
that!—to the sacred precincts of Goblinville. The freedom of the
country and the keys of the city shall be his. Once more, a sincere
and cordial welcome.”
Then to the officers: “Disperse the populace, and two of you
escort the Honorable Fitz Mee and his companion to their dwelling-
 place, that they may seek
the rest they greatly need
after so arduous a
journey.”
The officers promptly
and energetically carried
out the orders of their
chief.
When Fitz and Bob were
alone in the former’s
house, the latter
remarked:
“Fitz, I believe I’ll like to
live in Goblinville.”
“I—I hope you will,
Bob,” was the rather
disappointing reply.
“Hope I will? Don’t you
think I will, Fitz?”
“I don’t know; boys are curious animals.”
“Well, I think I will. You know you said I could do as I pleased
here.”
“Yes.”
“Say, Fitz?”
“Well.”
“How does it come that you goblins speak my language?”
“We speak any language—all languages.”
“You do?”
“Yes.”
 “Why, how do you learn so many?”
“We don’t have to learn ’em; we just know ’em naturally—as we
know everything else we know at all.”
“My, that’s great! You don’t have to go to school, not study, nor
anything, do you?”
“No.”
“I wish I was a goblin.”
“But you’re not,” laughed Fitz Mee; “and you never will be.”
“But I’ll be a man some day, and that will be better.”
“Maybe you will.”
“Maybe?”
“You’ll never be a man if you stay in Goblinland.”
“I won’t?”
“No.”
“Won’t I ever grow any?”
“Not as long as you stay in Goblinland—and eat our kind of food.”
“Well, I’ll get older, and then I’ll be a man, or a goblin, or
something—won’t I?”
“You’ll still be a boy.”
“Pshaw!” Bob pouted. “I don’t like that. You told me I could be
what I pleased in Goblinland.”
“No, I didn’t,” Fitz Mee returned quietly but firmly. “I told you that
in our country boys—meaning goblin boys, of course—were
compelled to do what pleased them and were not permitted to do
what pleased others. That law or custom is still in effect; and you, as
a human boy, will be subject to it.”
“And I can do anything that pleases me?”
“You can’t do anything else.”
 “Good!” Bob shouted gleefully. “I guess I’ll like Goblinland all right;
and I don’t care if I do stay a boy. Am I the first human boy that
ever got into your country, Fitz?”
“You’re the first human being of any kind that ever set foot in
Goblinland.”
“Is that so? Well, I’ll try not to make your people sorry you
brought me here, Fitz.”
“That’s all right, Bob,” his companion made reply, a little
dejectedly, the boy thought. “And what would you like to do first—
now that you are in a land that is absolutely new to you?”
“Fitz, I’d like to take a good long sleep.”
“That would please you?”
“Yes, indeed.”
“More than anything else, for the present?”
“Yes.”
“All right. Off to bed you go. You’ll find a couch in the next room.
Go in there and tumble down.”
“I will pretty soon.”
“But you must go now.”
“Must go now? Why?”
“Because it’s the law in Goblinland that a boy shall do what he
pleases—and at once.”
“Well, I won’t go to bed till I get ready, Fitz.”
“You don’t mean to defy the law, do you, Bob?”
“Doggone such an old law!” the lad muttered peevishly.
Fitz Mee giggled and held his sides and rocked to and fro.
“What’s the matter of you, anyhow?” Bob cried crossly.
 His comrade continued to laugh, his knees drawn up to his chin,
his fat face convulsed.
“Old Giggle-box!” the boy stormed. “You think you’re smart—
making fun of me.”
Fitz Mee grew grave at once.
“Bob,” he said soberly, “you’ll get into trouble, and you’ll get me
into trouble.”
“I don’t care.”
“Go to bed at once, that’s a good boy.”
“I won’t do it.”
Just then the outer door opened and a uniformed officer stepped
into the room.
“His honor, the mayor, begs me to say,” he gravely announced,
“that as Master Robert Taylor has said that he would be pleased to
sleep, he must go to sleep—and at once. His honor trusts that
Master Taylor will respect and obey the law of the land, without
further warning.”
The officer bowed and turned and left the house.
“Well, I declare!” Bob gasped, completely taken aback. “What kind
of a country is this, anyhow?”
Fitz Mee tumbled to the floor, and rolled and roared.
 The ludicrousness of the situation appealed to the fun-loving Bob,
and he joined in his companion’s merriment. Together they wallowed
and kicked upon the floor, prodding each other in the ribs and
indulging in other rude antics indicative of their exuberant glee.
When they had their laugh out Bob remarked:
“Well, I’ll go to bed, Fitz, just to obey the law; but I don’t suppose
I can snooze a bit.”
Contrary to his expectations, however, the lad, really wearier than
he realized, soon fell asleep. He slept through the day and far into
the hours of darkness; and it was almost dawn of the next day when
he awoke. He quietly arose and began to inspect his surroundings. A
soft white radiance flooded the room. He drew aside the window-
blind and peeped out. Darkness reigned, but bright lights twinkled
here and there. He dropped the blind and again turned his attention
to the things within.
“I wonder if Fitz is awake,” he mumbled; “I’m hungry. I suppose
he slept on the couch in the next room. I wonder where all this
brightness comes from; I don’t see a lamp of any kind. Huh! It
comes from that funny little black thing on the stand there. What
kind of lamp can it be—hey?”
He walked over and looked at the strange object—a small
perforated cone, from the many holes of which the white light
streamed. Noticing a projecting button near the top of the black
cone, he made hold to touch it and give it a slight turn. Instantly the
holes had closed and the room was in darkness. He turned the
button back again; and the holes were open and the room was light
as day.
“Well, that beats me!” muttered Bob. “It looks like an electric light;
but I don’t see any wires. There aren’t any wires. I must find Fitz
and learn about this thing.”
He peeped into the adjoining room, which was in darkness, and
called:
“Fitz! Oh, Fitz! Are you asleep, Fitz?”
“Huh?” was the startled reply. “Yes—no, I guess so—I guess not, I
mean.”
Bob laughed.
“Well, get up and come in here,” he said.
“Why, it isn’t morning yet,” the goblin objected.
“I’ve had my sleep out, anyhow.”
“I haven’t.”
“Well, get up and come in here, won’t you?”
“I suppose I might as well,” grumbled Fitz; “you won’t let me sleep
any more.”
Then, appearing in the doorway and rubbing his pop eyes and
blinking: “Now, what do you want?”
“First, I want to know what kind of a light this is,” indicating the
little black cone.
 “Why, it’s an electric light, of course,” Fitz Mee made answer, in a
tone that showed his wonder and surprise that Bob should ask such
a question.
“I don’t see how it can be, I don’t see any wires.”
“Wires?” chuckled Fitz. “We don’t need any wires.”
“Well, where does the electricity come from, then?”
“From the bug under the cone.”
“The bug?”
“Yes, the electric firefly. Didn’t you ever see one?”
Bob shook his head—half in negation, half in incredulity.
“Well, I guess they’re peculiar to Goblinland, then,” Fitz went on,
grinning impishly. “We raise them here by thousands and use them
for lighting purposes. The electric firefly is a great bug. Like the
electric eel, it gives one a shock if he touches it; and like the
ordinary firefly, it sheds light—but electric light, and very bright. I’ll
show you.” He gingerly lifted the perforated cone.
There lay a bug, sure enough, a bug about the size of a hickory-
nut, and so scintillant, so bright, that the eye could hardly gaze upon
it.
“And this is the only kind of light you have in Goblinland, Fitz?” the
boy asked.
“Yes. We light our houses, our streets, our factories, our mines,
everything with them.”
“Wonderful!” Bob exclaimed. “And what do you do for fire, for
heat?”
“We don’t need heat for our dwellings. Owing to the fact that our
country is protected from all cold winds by the high cliffs around it,
and that the earth crust is thin over the fires of the volcano below,
the temperature remains about eighty the year round. Then, we
don’t cook any crude, nasty food, as you humans do; so—”
 “No, you live on pills,” Bob interjected, in a tone of scorn and
disgust. “Bah!”
“So,” Fitz Mee went on smoothly, unheeding his comrade’s
splenetic interruption, “all we need heat for is in running our
factories. For that we bore down to the internal fire of the earth.”
“Well—well!” Bob ejaculated. “You do?”
“Yes.”
“Well, where are your factories, Fitz? I didn’t see anything that
looked like factories when we got out of the balloon.”
“They’re all in caverns hewed in the cliffs.”
“And the fire you use comes from ’way down in the ground?”
“Yes.”
“And you light your factories with electric fireflies?”
The goblin gravely nodded. Bob was thoughtfully silent for a
moment; then he remarked:
“It must be awfully hot work in your factories—the men shut up in
caves, and no fresh air.”
“We have plenty of fresh air in our works,” Fitz hastened to make
plain; “we have large funnel-shaped tubes running up to the
mountain-tops. The cold wind pours down through them, and we
can turn it on or off at our pleasure.”
“Say!” Bob cried.
“What?” queried his companion.
“I’d like to go through your factories.”
“You mean what you say, Bob?”
“Mean what I say?” said Bob, in surprise bordering on indignation.
“Of course I do.”
“That you’d like to go through our factories?”
 “Certainly. Why not?”
“When do you want to make the—the experiment—the effort?”
“To-day—right away, soon as we’ve had something to eat.”
“All right, Bob,”—with a smile and a shake of the head,—“but—”
“But what?”
“Nothing. We’ll have breakfast and be off. It’s coming daylight,
and the factories will be running full blast in an hour from now.”
“More pills for breakfast, I reckon,” Bob grumbled surlily.
“More tablets and pellets,” Fitz Mee grinned, rubbing his hands
together and rolling his pop eyes.
“Huh!” the boy grunted ungraciously. “I wish you folks cooked and
ate food like civilized people. I’m getting tired of nothing but pills. I
can’t stand it very long—that’s all.”
“You’ll get used to it,” the goblin said, consolingly.
“Used to it!” the boy snorted angrily. “Yes, I’ll get used to it like
the old man’s cow got used to living on sawdust; about the time she
was getting used to it she died.” But he accepted the pellets and
tablets his companion offered him, and meekly swallowed them.
Then they caught up their caps and left the house.
 CHAPTER XI
IN THE LAND WHERE YOU DO AS YOU PLEASE

ob and his comrade went straight to the mayor’s

office; and to that august official Fitz Mee said:
“Your honor, Master Taylor wishes to go
through our factories.”
“So I’ve heard,” the mayor answered grimly,
“but could hardly credit my ears.” Then to Bob:
“Master Taylor, is this true that I hear: that you desire to go through
our factories?”
“Yes, sir,” Bob replied respectfully but sturdily, rather wondering,
however, why such an ado should be made over so small a matter.
“Very well, Fitz Mee,” said the mayor to that worthy, “I’ll depend
upon you to see that Master Taylor goes through our factories; and
I’ll hold you responsible for any trouble that may arise. Here’s your
permit.”
When the two were out of the mayor’s presence and on their way
to the factories, Bob remarked:
“Fitz, how did the mayor learn that I want to go through your
machine-shops and places?”
“He heard us talking.”
“Heard us talking?”
“Yes. There’s a wireless telephone instrument in the room where
we were, an automatic one that catches every sound.”
“Oh!”
“Yes.”
 “And what did the mayor mean by saying he’d hold you
responsible for any trouble that might arise?”
“Oh, nothing—nothing!” Fitz Mee answered hastily and grumpily.
The boy questioned his companion no further, and soon they
crossed one of the picturesque bridges spanning the brook,
ascended a long, gentle slope to the base of the black cliffs, and
stood before a wide, nail-studded door. To the officers on guard Fitz
Mee presented the mayor’s permit. The guard deliberately and
carefully read the slip of paper, then he lifted his brows, drew down
the corners of his mouth and grunted pompously:
“Fitz Mee, you’re aware of the import of this official document, are
you?”
Fitz Mee nodded gravely, grimly, and Bob looked from one to the
other in silent wonder.
 Bob and his comrade went straight to the mayor’s office.

The guard went on: “This permit of his honor, the mayor, says that
not only is Master Robert Taylor, the friend and comrade of the
honorable Fitz Mee, hereby permitted to go through our factories,
but by the same token is compelled to go through them, this being
his expressed desire and pleasure; and that the honorable Fitz Mee
shall be held responsible for any trouble that may thereby arise.
That’s all right, is it, Fitz Mee?”
“It’s all right,” Fitz Mee muttered sullenly, but determinedly.
 “Pass in,” said the officer, unbolting
the door and dragging it open.
As soon as the two had stepped
over the sill, the door was slammed
shut behind them, and Bob heard the
great bolts shot into place—and
shuddered in spite of himself. On each
side of him were smooth, solid walls
of rock: ahead of him stretched a
dusky corridor dimly lighted with
electric fireflies suspended here and
there. The dull rumble of distant
machinery came to his ears; the faint
smell of smoke and sulphurous fumes
greeted him.
“Fitz?” the lad said to his comrade,
who stood silent at his side.
The goblin simply gave the speaker
a look in reply.
“Fitz,” Bob continued, “what’s the
meaning of all this talk about my
going through the factories? What’s the matter, anyhow?”
“Nothing—nothing!” Fitz murmured hoarsely, shiftily gazing here
and there.
“Yes, there is,” the boy insisted. “Why do you all emphasize the
word ‘through’?”
“Why—why,” Fitz stammered, rubbing his nose and blinking his
pop eyes, “we thought maybe you didn’t mean that you desired to
go through the factories; thought maybe you meant you desired to
go partly through only—just wanted to see some of the things.”
“No,” Bob hastily made reply, “I want to go through; I want to see
everything. Understand?”
 Fitz nodded.
“Well, come on, then,” he said; “we’ve got to be moving.”
As they went along the corridor, Bob became aware of doors
ahead opening to right and left. He saw the flash of flames and
heard the whirr of wheels and the hub-bub of hammers.
“This room to the right,” said Fitz Mee, “is the machine-shop; that
on the left is the forging-room.”
They visited each in turn, and the lad was delighted with all he
saw.
“He! he!” he laughed when they were again out in the corridor
and free from the thunder and crash and din that had almost
deafened them. “The idea, Fitz, of me not wanting to go through
your factories; of not wanting to see everything! You bet I want to
go through! You thought I’d be afraid—that’s what you thought; and
the mayor, too. But I’ll show you; I’m no baby—not much!”
His companion grinned impishly, but made no reply.
The next place they entered was the great moulding-room. Open
cupolas were pouring forth white-hot streams of molten metal,
which half-nude and sweaty, grimy goblins were catching in ladles
and bearing here and there. The temperature of the room was
almost unbearable; the atmosphere was poisonous with sulphurous
gases. Bob crossed the threshold and stopped.
“Come on,” commanded his companion; “we must hurry along, or
we won’t get through to-day.”
“I—I don’t believe I care to go through here,” Bob said
hesitatingly.
“Why?” Fitz Mee jerked out.
“It’s so awful hot and smelly,” the boy explained; “and I’m—I’m a
little afraid of all that hot metal.”
“No matter; you must go through here.”
 “I must?” Bob cried indignantly.
“Certainly. You said you’d be pleased to go through our factories;
so now you must go through—through every apartment. Boys in
Goblinville, you know, must do what pleases ’em.”
“But it doesn’t please me to go through this fiery furnace, Fitz.”
“Well, boys’re not allowed to change their minds every few
minutes in Goblinville. Come on.”
“I won’t!” Bob said obstinately.
“You’ll get into trouble, Bob.”
“I don’t care.”
“And you’ll get me into trouble.”
“You into trouble? How?”
“You heard what the mayor said, didn’t you?”
“Y-e-s.”
“Well?”
“Well, I’ll go through for your sake, Fitz; but I don’t want to. It is a
fool law or custom—or whatever it is—that won’t let a fellow change
his mind once in a while, when he feels like it! A great way that is to
let a boy do what he pleases! But lead on.”
They sauntered through the moulding—room, Bob trembling and
dodging and blinking, and out into the corridor again.
“Mercy!” the urchin exclaimed, inhaling a deep breath of relief. “I
don’t want any more of that! I’m all in a sweat and a tremble; I was
afraid all the time some of that hot metal would splash on me.”
“It does splash on the workers at times,” Fitz Mee observed
quietly.
Not heeding his companion’s remark, Bob continued: “And my
lungs feel all stuffy. I couldn’t stand such a hot and smelly place
more than a few minutes.”
 “How do you suppose the moulders stand it for ten hours a day?”
Fitz asked.
“I don’t see how they do—and I don’t see why they do,” the boy
replied.
“You don’t see why they do?”
“No, I don’t.”
“For the same reason workmen stand disagreeable and dangerous
kinds of work in your country, Bob; to earn a living.”
“I wouldn’t do it,” the boy declared loftily.
“You might have to, were you a grown man or goblin.”
“Well, I wouldn’t. My papa doesn’t have to do anything of the
kind.”
“Your father’s a physician, isn’t he?”
“Yes.”
“Well, doesn’t he miss meals, and lose sleep, and worry over his
patients, and work sometimes for weeks at a time without rest or
peace of mind?”
“Yes, he does.”
“But you’d rather do that than be a common laborer for eight or
ten hours a day, would you?”
“I—I don’t know; I’d rather just be a boy and have fun all the
time. And I guess I’ve seen enough of your factories, Fitz; I want to
get out into the fresh air and sunshine again.”
“You must go on through,” the goblin answered, quietly but
positively.
“Well, have we seen nearly all there is to see?”
“No, we’ve just begun; we haven’t seen one-tenth part yet.”
 “Oh, dear!” Bob groaned. “I never can stand it, Fitz; it’ll take us all
day.”
“Yes,” the goblin nodded.
“Well, I tell you I can’t stand it.”
“But you must; it was your choice.”
“Choice!” angrily. “I didn’t know What it would be like.”
“You shouldn’t have chosen so rashly. Come on.”
Bob demurred and pleaded, and whimpered a little, it must be
confessed; but his guide was inexorable.
It is not necessary to enter into details in regard to all the boy
saw, experienced and learned. Let it suffice to say that at three
o’clock that afternoon he was completely worn out with strenuous
sight-seeing. The grating, rumbling, thundering sounds had made
his head ache; the sights and smells had made his heart sick. He
had seen goblins, goblins, goblins—goblins sooty and grimed,
goblins wizened and old before their time; goblins grinding out their
lives in the cutlery factory; goblins inhaling poisonous fumes in the
chemical works; goblins, like beasts of burden, staggering under
heavy loads; goblins doing this thing, that thing and the other thing,
that played havoc with their health and shortened their lives. And he
was disgusted—nauseated with it all!
“Oh, Fitz!” he groaned. “I can’t go another step; I can’t stand it to
see any more! I thought it would be pleasant; but—oh, dear!”
“Sit down here and rest a minute,” Fitz Mee said, not unkindly,
indicating a rough bench against the wall of the corridor. “Now, why
can’t you bear to see any more?”
“Oh, it’s so awful!” the boy moaned. “I can’t bear to see ’em
toiling and suffering, to see ’em so dirty and wretched.”
The goblin laughed outright.
“Bob, you’re a precious donkey!” he cried. “True, the workers in
the factories toil hard at dirty work—work that shortens their lives in
some cases; but they’re inured to it, and they don’t mind it as much
as you think. And what would you? All labor is hard, if one but thinks
so; there are no soft snaps, if one does his duty. It’s the way of the
goblin world, and it’s the way of the human world. All must labor, all
must suffer more or less; there’s no escape for the highest or the
lowest. And work has its compensation, has its reward; it—”
“Oh, shut up!” the lad muttered petulantly. “I don’t want to hear
any more. You talk just like my papa does. I wish I’d never been
born, if I’ve got to grow up and work. So there!”
“You’ll never grow up, if you stay in Goblinville, Bob,” Fitz Mee said
softly; but his pop eyes were twinkling humorously. “And you won’t
have to work—not much, anyhow.”
Bob sat soberly silent; evidently he was doing some deep thinking.
The goblin went on: “If you’re rested now, we’ll resume our sight-
seeing.”
“I don’t want to see any more,” the lad grunted pugnaciously;
“and I’m not going to, either.”
“Yes, come on.”
“I won’t do it.”
“Please do, Bob.”
“I won’t, I say.”
“You’ll get us both into trouble.”
“I don’t care if I do.”
“They’ll send us to prison.”
“What!”
“They will.”
“Who will?”
“The mayor and his officers.”
 “Send us both?”
“Yes.”
“Well,” bristling, “I guess they won’t send me—the old meddlers!
They won’t dare to; I’m not a citizen of this country.”
“That won’t make any difference, Bob!”
“It will too. If they send me to prison, the people of my country
will come over here and—and lick ’em out of their boots. Now!”
Fitz Mee bent double and stamped about the floor, laughing till the
tears ran down his fat cheeks. But suddenly he sobered and said:
“Come on, Bob; you’ve got to.”
“I won’t!” the boy declared perversely. “I don’t have to.”
The goblin made no further plea; but placing a silver whistle to his
lips blew a sharp blast. In answer, a squad of officers stepped from
the shadows.
“What’s wanted, Fitz Mee?” said the leader.
“This boy flatly refuses to obey the law, to go on through the
factories, as he stated would please him.”
“Boy, is this true?” demanded the officer.
“Yes, it is,” Bob confessed fearlessly, shamelessly.
“Fitz Mee, he confesses,” muttered the officer. “What would you
have me do?”
“Take him and carry him through,” Fitz Mee said icily.
“Very well,” answered the officer. “But if we do that we take the
case out of your hands, Fitz Mee. And in order to make a satisfactory
report to the mayor, we’ll have to carry him through all the factories
—those he has already visited as well as those he has not.”
“Yes, that’s true,” Fitz nodded.
“What’s that?” Bob cried, keenly concerned.
 The officer gravely repeated his statement.
“Oh, nonsense!” the boy exclaimed. “You
fellows go away and quit bothering me. I never
saw such a country! A fine place for a boy to do
as he pleases, surely! Come on, Fitz.”
All the goblins laughed heartily, and Bob
disrespectfully made faces at them, to their
increased amusement.
When the two comrades had made their round
of the factories, and were out in the fresh air
again, the boy murmured meekly, a sob in his
throat:
“Fitz, I’m tired—I’m sick of it all! I wish I hadn’t
come here, I—I wish I was back home again.”
“What!” his companion cried in assumed
surprise.
“I do!”
“Back home, and be compelled to obey your elders—your parents
and your teachers?” Fitz Mee said, grinning and winking impishly.
“Well,”—pettishly,—“it wouldn’t be any worse than being
compelled to obey a lot of fool officers, anyhow.”
“You’re just compelled to do what pleases you, just as I told you,”
Fitz Mee explained smoothly.
“Oh, do shut up!” the lad pouted.
“You’re out of sorts,” the goblin giggled; “you’re hungry—you need
some food tablets.”
“Bah!” Bob gagged. “Pills! I can’t swallow any more of ’em—I just
can’t! Oh, I wish I had a good supper like mother cooks!”
Fitz Mee threw himself prone and kicked and pounded the earth,
laughing and whooping boisterously; and Bob stood and stared at
him, in silent disapproval and disgust.
 CHAPTER XII
BEFORE THE MAYOR OF GOBLINLAND

s the days passed Bob became more and more

disgruntled, more and more dissatisfied with
things in Goblinville. The bare thought of food-
tablets and drink-pellets disgusted and
nauseated him; and he could hardly swallow
them at all. The young goblins would not,
could not, play the games he liked to play.
They were too small for one reason; and, then, as it did not please
them to do so, they were not permitted to do so. And the boy was
without youthful companionship. The only associates he had were
his faithful companion Fitz Mee and the officers of the town, who
were always at his elbow to see that he did what pleased him. This
constant espionage became simply unbearable; and the lad grew
peevish, gloomy; desperate. At last he broke down and tearfully
confessed to his comrade:
“Fitz, I want to go back home; I do—I do! I can’t stand it here any
longer. It isn’t at all what I thought it would be like; and I’m
homesick!”
Fitz Mee did not laugh; he did not smile, even. On the contrary he
looked very grave—and a little sad.
“So you’re homesick, Bob—eh?” he said.
“Yes, I am, Fitz.”
“And you desire to go home?”
“Uh-huh.”
“You don’t like things here in Goblinville?”
 “No, I don’t.”
“What is it you object to?”
“Oh, everything!”
“But especially?”
“Well, the—the pills, I guess.”
“Oh!” joyfully. “Is that all, Bob? We can fix that all right. I’ll get a
special permit from the mayor—he’s a political friend of mine,—to let
me prepare you food like you’ve been accustomed to. Then you’ll be
as happy as a clam, won’t you?”
“I—I don’t hardly know, Fitz; no, I don’t think I will.”
“What!”
“Uk-uh.”
“Well, what else is wrong, then?”
The goblin’s pop eyes were dancing with mischief.
“I don’t like to be compelled to do what pleases me,” Bob
confessed shamefacedly.
“Ho, ho!” laughed Fitz Mee.
“Oh, you can laugh!” the boy cried, in weak irritation. “But I
don’t!”
“You said it would just suit you, Bob—before you came here,” Fitz
chuckled hoarsely, holding his sides and rocking to and fro.
“I know I did; but I’d never tried it.”
“And you don’t like it?”
“No, indeed,” Bob answered very earnestly.
“And you’re homesick, and want to go home?”
The boy nodded, his eyes downcast.
“All the goblins’ll laugh at you, if you go to leave Goblinville.”
 “Well, let ’em; I don’t care.”
“And your people and your schoolmates will laugh at you, when
you return home.”
Bob was silent, deeply pondering.
“Don’t you care?” Fitz Mee asked, cackling explosively.
“Yes, I do! But I’ve got to go, anyhow; I’ll die here.”
“Oh, no, you won’t, Bob,” said the goblin, teasingly.
“I will, too,” said Bob, desperately in earnest; “I know.”
“You’ll have to go to school, if you return home.”
“I don’t mind that; I’ll have other boys to play with, anyhow.”
“Yes, but you’ll have to obey the teacher.”
“I know.”
“And you’ll have to do what pleases your parents.”
“I know that, too.”
“And you won’t be permitted to do what pleases yourself.”
“I know; I’ve thought it all over, Fitz.”
“And yet you wish to return home?”
“Yes, I do.”
Fitz Mee laughed gleefully, uproariously, irrationally, laughed till
the tears coursed down his cheeks and his fat features were all a-
quiver.
“Ho, ho!” he gasped at last. “Roberty-Boberty, you’re not the same
boy you were, not at all; you’re not half as high and mighty. What’s
come over you, hey?”
“I’ve—I’ve learned something, I—I guess, Fitz.”
“Oh, you have!”
“Uh-huh.”
 “What?”
“I’m not going to say,” replied Bob, grinning sheepishly; “but I
think I know what you brought me to Goblinland for.”
“What for?”
“W-e-ll, to—to teach me what I’ve learned. Didn’t you?”
“I’m not going to say,” mimicked the goblin.
Then both tittered.
“And you’re bound to go back home, Bob?” Fitz pursued.
The boy nodded.
 “If you’re rested now, we’ll resume our sight-seeing.” (See page
168.)

“You’re a pretty looking thing to go back to Yankeeland—a little

mite of a human like you!” sneeringly.
“Oh, Fitz!” the lad wailed. “Can’t I be made a real boy again?”
The goblin impressively shook his head.
“I don’t know,” he said slowly. “You see you’ve taken so many
gob-tabs it’s very doubtful whether you can be changed back into a
boy at all.”
“Oh, Fitz, don’t say that!”—greatly distressed.
“Of course, if you were put on human diet for a long time, you
might come out all right,”—reflectively.
“But can’t I take something that will change me quick—right
away?”
Again the goblin shook his head.
“I doubt it,” he murmured. “Giant-tabs would make a giant of you;
and you don’t want to be a giant.”
“No, I don’t.”
“Well, I guess, then, if you want to go back home right away,
you’ll have to go just as you are.”
“Oh, Fitz!” almost blubbering. “I don’t want to go back home this
way; I just can’t! Can’t you give me something that will—will stretch
me and swell me to boy size—just to boy size? Can’t you—can’t
you?”
“I don’t know,”—with a gloomy shake of the head; “I never heard
of such a drug or chemical, but it’s barely possible our chemists may
know of something of the kind. I’ll see about it. But here’s a
difficulty.”
“What? What, Fitz?”
“Why, as you know, there’s no means of getting out of Goblinland
except by balloon; and I doubt if my balloon will carry you at full and
normal weight.”
“But can’t you get a bigger one?”
“I might have one made; I don’t—”
“Oh, no—no, Fitz!” the boy interrupted frantically. “Don’t think of
doing that; I can’t wait. Can’t you borrow a bigger one?”
 “There are no bigger ones, except the mayor’s state balloon. It
has two feather beds lashed together for a bag, and a very large
car.”
“Can’t you get it—can’t you get it, Fitz?”
“I don’t know, indeed. Then, here’s another difficulty, Bob, and a
greater one to my mind.”
“Oh, Fitz!” the boy moaned, wringing his hands. “You don’t mean
it!”
“Yes, I do,” said the goblin, nodding gravely; but his twinkling pop
eyes belied his words. “You see, Bob, you’re the first human being
that has ever come to Goblinland. Now, the secrets of the country—
including the secret of its whereabouts, have always been carefully
guarded. I don’t know what his honor, the mayor, will say about
letting you go.”
“I won’t tell anything, Fitz, I won’t—I won’t!”
“Not a thing?” questioned Fitz Mee.
“No, sir—not a thing.”
“W-e-ll, I—I don’t know. What will you do, Bob, if the mayor won’t
let you go back home?”
“I’ll just die—that’s what!”
The goblin slapped his thin thighs and laughed and whooped, and
laughed some more.
Out of patience, the lad screamed: “Laugh! Laugh till you burst,
you old Convulsions! You old Spasms! You old Hysterics! Yeah!
Yeah!”
And Fitz Mee did laugh—till he was entirely out of breath and
panting and wheezing like a bellows. When at last he had regained
control of himself, he whispered brokenly:
“Bob, we’ll—we’ll go and see—the mayor.”
And they caught up their caps and were off.
 “So you wish to go home, boy—eh?” said the mayor, the august
ruler of Goblinville and all adjacent territory, as soon as the two were
ushered into his presence.
“Yes, sir,” Bob answered humbly. Then, with boyish inquisitiveness:
“But how did you know it?”
“Never mind,” was the gruff reply. “It will please you to return
home will it?”
“Yes, sir, indeed it will.”
“Then you must go. Be off at once.”
“But—but—” Bob began.
“I’ll fix all that,” his honor interrupted, quickly divining what the
boy meant to say. “I’m as anxious to be rid of you as you are to be
gone. You’ve stirred up a pretty rumpus here—you have. You’re the
first human boy that ever came into my domain; and you’ll be the
last. But I trust your experience has done you good—eh?”
Bob nodded.
“Very well, then. Sign this pledge that you won’t reveal what
you’ve seen and learned, and that you’ll take the lesson to heart.”
Bob gladly signed the pledge.
“Now,” continued the mayor, his eyes snapping humorously, “these
are the conditions under which you must leave my domain: I’ll call in
the chemists and have them restore you to normal size; I’ve already
communicated with them, and they assure me they can do it. Then
I’ll let the honorable and worthy Fitz Mee take my state balloon and
carry you back to Yankeeland. You will set out this afternoon at one
o’clock. But one other thing I exact: you must bear nothing away
with you that you did not bring here with you.” And the mayor gave
the boy a keen, meaningful look that the urchin could not interpret.