Homoclinic orbits and Hopf bifurcations in delay differential systems with T-B singularity

The paper carries the results on Takens-Bogdanov bifurcation obtained in [T. Faria, L.T. Magalhães, Normal forms for retarded functional differential equations and applications to Bogdanov-Takens singularity, J. Differential Equations 122 (1995) 201-224] for scalar delay differential equations over to the case of delay differential systems with parameters. Firstly, we give feasible algorithms for the determination of Takens-Bogdanov singularity and the generalized eigenspace associated with zero eigenvalue in Rn. Next, through center manifold reduction and normal form calculation, a concrete reduced form for the parameterized delay differential systems is obtained. Finally, we describe the bifurcation behavior of the parameterized delay differential systems with T-B singularity in detail and present an example to illustrate the results.     

Symbolic computation of normal form for Hopf bifurcation in a retarded functional differential equation with unknown parameters

Based on the normal form theory for retarded functional differential equations by Faria and Magalhães, a symbolic computation scheme together with the Maple program implementation is developed to compute the normal form of a Hopf bifurcation for retarded functional differential equations with unknown parameters. Not operating as the usual way of computing the center manifold first and normal form later, the scheme features computing them simultaneously. Great efforts are made to package this task into one Maple program with an input interface provided for defining different systems. The applicability of the Maple program is demonstrated via three kinds of delayed dynamic systems such as a delayed Liénard equation, a simplified drilling model and a delayed three-neuron model. The effectiveness of Maple program is also validated through the numerical simulations of those three systems.     

Restrictions and unfolding of double Hopf bifurcation in functional differential equations

The normal form of a vector field generated by scalar delay-differential equations at nonresonant double Hopf bifurcation points is investigated. Using the methods developed by Faria and Magalhães (J. Differential Equations 122 (1995) 181) we show that (1) there exists linearly independent unfolding parameters of classes of delay-differential equations for a double Hopf point which generically map to linearly independent unfolding parameters of the normal form equations (ordinary differential equations), (2) there are generically no restrictions on the possible flows near a double Hopf point for both general and -symmetric first-order scalar equations with two delays in the nonlinearity, and (3) there always are restrictions on the possible flows near a double Hopf point for first-order scalar delay-differential equations with one delay in the nonlinearity, and in nth-order scalar delay-differential equations (n?2) with one delay feedback.     

Stability and bifurcation in a delayed predator-prey system with Beddington-DeAngelis functional response

We consider a delayed predator-prey system with Beddington-DeAngelis functional response. The stability of the interior equilibrium will be studied by analyzing the associated characteristic transcendental equation. By choosing the delay τ as a bifurcation parameter, we show that Hopf bifurcation can occur as the delay τ crosses some critical values. The direction and stability of the Hopf bifurcation are investigated by following the procedure of deriving normal form given by Faria and Magalhães. An example is given and numerical simulations are performed to illustrate the obtained results.     

Hopf bifurcation analysis in a delayed Nicholson blowflies equation

The dynamics of a Nicholson's blowflies equation with a finite delay are investigated. We prove that a sequence of Hopf bifurcations occur at the positive equilibrium as the delay increases. Explicit algorithm for determining the direction of the Hopf bifurcations and the stability of the bifurcating periodic solutions are derived, using the theory of normal form and center manifold. Global existence of periodic solutions are established using a global Hopf bifurcation result of Wu (Trans. Amer. Math. Soc. 350 (1998) 4799), and a Bendixson criterion for higher dimensional ordinary differential equations due to Li and Muldowney (J. Differential Equations 106 (1994) 27).     

Uniqueness and exact multiplicity of solutions for a class of Dirichlet problems

We apply the “monotone separation of graphs” technique of L.A. Peletier and J. Serrin [L.A. Peletier, J. Serrin, Uniqueness of positive solutions of semilinear equations in Rn, Arch. Ration. Mech. Anal. 81 (2) (1983) 181-197; L.A. Peletier, J. Serrin, Uniqueness of nonnegative solutions of semilinear equations in Rn, J. Differential Equations 61 (3) (1986) 380-397], as developed further by L. Erbe and M. Tang [L. Erbe, M. Tang, Structure of positive radial solutions of semilinear elliptic equations, J. Differential Equations 133 (2) (1997) 179-202], to the question of exact multiplicity of positive solutions for a class of semilinear equations on a unit ball in Rn. We also observe that using P. Pucci and J. Serrin [P. Pucci, J. Serrin, Uniqueness of ground states for quasilinear elliptic operators, Indiana Univ. Math. J. 47 (2) (1998) 501-528] improvement of a certain identity of L. Erbe and M. Tang [L. Erbe, M. Tang, Structure of positive radial solutions of semilinear elliptic equations, J. Differential Equations 133 (2) (1997) 179-202] produces a short proof of L. Erbe and M. Tang [L. Erbe, M. Tang, Structure of positive radial solutions of semilinear elliptic equations, J. Differential Equations 133 (2) (1997) 179-202] result on the uniqueness of positive solution of (1<p, )

     

Mean-field backward stochastic differential equations and related partial differential equations

In [R. Buckdahn, B. Djehiche, J. Li, S. Peng, Mean-field backward stochastic differential equations. A limit approach. Ann. Probab. (2007) (in press). Available online: http://www.imstat.org/aop/future_papers.htm] the authors obtained mean-field Backward Stochastic Differential Equations (BSDE) associated with a mean-field Stochastic Differential Equation (SDE) in a natural way as a limit of a high dimensional system of forward and backward SDEs, corresponding to a large number of “particles” (or “agents”). The objective of the present paper is to deepen the investigation of such mean-field BSDEs by studying them in a more general framework, with general coefficient, and to discuss comparison results for them. In a second step we are interested in Partial Differential Equations (PDE) whose solutions can be stochastically interpreted in terms of mean-field BSDEs. For this we study a mean-field BSDE in a Markovian framework, associated with a McKean–Vlasov forward equation. By combining classical BSDE methods, in particular that of “backward semigroups” introduced by Peng [S. Peng, J. Yan, S. Peng, S. Fang, L. Wu (Eds.), in: BSDE and Stochastic Optimizations; Topics in Stochastic Analysis, Science Press, Beijing (1997) (Chapter 2) (in Chinese)], with specific arguments for mean-field BSDEs, we prove that this mean-field BSDE gives the viscosity solution of a nonlocal PDE. The uniqueness of this viscosity solution is obtained for the space of continuous functions with polynomial growth. With the help of an example it is shown that for the nonlocal PDEs associated with mean-field BSDEs one cannot expect to have uniqueness in a larger space of continuous functions.     

Hopf bifurcation for neutral functional differential equations

In this paper, we extend the computation of the properties of Hopf bifurcation, such as the direction of bifurcation and stability of bifurcating periodic solutions, of DDE introduced by Kazarinoff et al. [N.D. Kazarinoff, P. van den Driessche, Y.H. Wan, Hopf bifurcation and stability of periodic solutions of differential–difference and integro-differential equations, J. Inst. Math. Appl. 21 (1978) 461–477] to a kind of neutral functional differential equation (NFDE). As an example, a neutral delay logistic differential equation is considered, and the explicit formulas for determining the direction of bifurcation and the stability of bifurcating periodic solutions are derived. Finally, some numerical simulations are carried out to support the analytic results.     

Topological dynamics of retarded functional differential equations

We prove that a local flow can be constructed for a general class of nonautonomous retarded functional differential equations (RFDE). This is an extension to a result of Artstein (J. Differential Equations 23 (1977) 216) and fits in the classical theory of R. Miller and G. Sell. The main tool in this paper are generalized ordinary differential equations according to Kurzweil (Czech. Math. J. 7 (82) (1957) 418). In obtaining our results, we must prove the space of RFDEs can be embedded in a space of generalized ordinary differential equations. In opposition to the technical hypotheses of Oliva and Vorel (Bol. Soc. Mat. Mexicana 11 (1996) 40), this auxiliary result, as we present, is advantageous in the sense that our assumptions have an explanatory character. Applications based on topological dynamics techniques follow naturally from our results. As an illustration of this fact we show how to achieve in this setting a theorem on continuous dependence on initial data of solutions of RFDEs.     

具有时滞的生态流行病模型的稳定性和Hopf分支

该文考虑一类食饵染病的时滞捕食被捕食模型. 作者分析了系统的非负不变性, 边界平衡点的性质和全局稳定性. 证明了当时滞τ=τ\-1+τ\-2适当小时, 正平衡点是局部渐近稳定的,随着时滞的增加, 正平衡点由稳定变为不稳定, 系统在正平衡点附近发生Hopf分支.     

PDE triangular Bézier surfaces: Harmonic, biharmonic and isotropic surfaces

We approach surface design by solving second-order and fourth-order Partial Differential Equations (PDEs). We present many methods for designing triangular Bézier PDE surfaces given different sets of prescribed control points and including the special cases of harmonic and biharmonic surfaces. Moreover, we introduce and study a second-order and a fourth-order symmetric operator to overcome the anisotropy drawback of the harmonic and biharmonic operators over triangular Bézier surfaces.     

The Fuller index and global Hopf bifurcation

Using an index for periodic solutions of an autonomous equation defined by Fuller, we prove Alexander and Yorke's global Hopf bifurcation theorem. As the Fuller index can be defined for retarded functional differential equations, the global bifurcation theorem can also be proved in this case. These results imply the existence of periodic solutions for delay equations with several rationally related delays, for example, $\text{x}\text{?}\text{(t) = ?α[ax(t ? 1) + bx(t ? 2)]g(x(t))}$, with a and b non-negative and α greater than some computable quantity ξ(a, b) calculated from the linearized equation.     

Normal forms and Hopf bifurcation for partial differential equations with delays

The paper addresses the computation of normal forms for some Partial Functional Differential Equations (PFDEs) near equilibria. The analysis is based on the theory previously developed for autonomous retarded Functional Differential Equations and on the existence of center (or other invariant) manifolds. As an illustration of this procedure, two examples of PFDEs where a Hopf singularity occurs on the center manifold are considered.     

On some properties of elliptic and parabolic functional differential operators arising in nonlinear optics

Quasilinear parabolic functional differential equations containing multiple transformations of spatial variables are considered with the Neumann boundary-value conditions. Sufficient conditions of the Andronov-Hopf bifurcation of periodic solutions are obtained along with expansions of the solutions in powers of a small parameter. Spectral properties of the linearized elliptic operator of this problem are investigated. Necessary and sufficient conditions of normality are obtained for such operators. Examples illustrating their properties are given. __________ Translated from Sovremennaya Matematika. Fundamental’nye Napravleniya (Contemporary Mathematics. Fundamental Directions), Vol. 21, Proceedings of the Seminar on Differential and Functional Differential Equations Supervised by A. Skubachevskii (Peoples’ Friendship University of Russia), 2007.     

中立型微分方程零解的稳定性与全局Hopf分支

本文用Ｒｏｕｃｈｅ定理建立起关于一般的超越函数的零点分布定理，以此定理为基础，结合应用吴建宏等用等变拓扑度理论建立起的一般泛函微分方程的Ｈｏｐｆ分支定理，研究了描述无损传输网络线路的中立型微分方程的零解的稳定性和全局Ｈｏｐｆ分支．     

Existence of periodic orbits for high-dimensional autonomous systems

We give a result on existence of periodic orbits for autonomous differential systems with arbitrary finite dimension. It is based on a Poincaré-Bendixson property enjoyed by a new class of monotone systems introduced in [L.A. Sanchez, Cones of rank 2 and the Poincaré-Bendixson property for a new class of monotone systems, J. Differential Equations 216 (2009) 1170-1190]. A concrete application is done to a scalar differential equation of order 4.     

Oscillator death in coupled functional differential equations near Hopf bifurcation

The stability of the equilibrium solution is analyzed for coupled systems of retarded functional differential equations near a supercritical Hopf bifurcation. Necessary and sufficient conditions are derived for asymptotic stability under general coupling conditions. It is shown that the largest eigenvalue of the graph Laplacian completely characterizes the effect of the connection topology on the stability of diffusively and symmetrically coupled identical systems. In particular, all bipartite graphs have identical stability characteristics regardless of their size. Furthermore, bipartite graphs and large complete graphs provide, respectively, lower and upper bounds for the parametric stability regions for arbitrary connection topologies. Generalizations are given for networks with asymmetric coupling. The results characterize the connection topology as a mechanism for the death of coupled oscillators near Hopf bifurcation.     

Two new approaches to computing Hopf bifurcation problems

We consider the computation of Hopf bifurcation for ordinary differential equations. Two new extended systems are given for the calculation of Hopf bifurcation problems: the first is composed of differential-algebraic equations with index 1, the other consists of differential equations by using a symmetry inherited from the autonomous system of ordinary differential equations. Both methods are especially suitable for calculating bifurcating periodic solutions since they transform the Hopf bifurcation problem into regular nonlinear boundary value problems which are very easy to implement. The bifurcation solutions become isolated solutions of the extended system so that our methods work both in the subcritical and supercritical case. The extended systems are based on an additional parameter ε; practical experience shows that one gets convergence for ε sufficiently large so that a substantial part of the bifurcating branch can be computed. The two methods are illustrated by numerical examples and compared with other procedures.     

Asymptotic equivalence of differential equations and asymptotically almost periodic solutions

In this paper we use Rab’s lemma [M. Ráb, Über lineare perturbationen eines systems von linearen differentialgleichungen, Czechoslovak Math. J. 83 (1958) 222–229; M. Ráb, Note sur les formules asymptotiques pour les solutions d’un systéme d’équations différentielles linéaires, Czechoslovak Math. J. 91 (1966) 127–129] to obtain new sufficient conditions for the asymptotic equivalence of linear and quasilinear systems of ordinary differential equations. Yakubovich’s result [V.V. Nemytskii, V.V. Stepanov, Qualitative Theory of Differential Equations, Princeton University Press, Princeton, New Jersey, 1966; V.A. Yakubovich, On the asymptotic behavior of systems of differential equations, Mat. Sb. 28 (1951) 217–240] on the asymptotic equivalence of a linear and a quasilinear system is developed. On the basis of the equivalence, the existence of asymptotically almost periodic solutions of the systems is investigated. The definitions of biasymptotic equivalence for the equations and biasymptotically almost periodic solutions are introduced. Theorems on the sufficient conditions for the systems to be biasymptotically equivalent and for the existence of biasymptotically almost periodic solutions are obtained. Appropriate examples are constructed.