Computational method for phase space transport with applications to lobe dynamics and rate of escape

Lobe dynamics and escape from a potential well are general frameworks introduced to study phase space transport in chaotic dynamical systems.While the former approach studies how regions of phase space get transported by reducing the flow to a two-dimensional map, the latter approach studies the phase space structures that lead to critical events by crossing certain barriers. Lobe dynamics describes global transport in terms of lobes, parcels of phase space bounded by stable and unstable invariant manifolds associated to hyperbolic fixed points of the system. Escape from a potential well describes how the critical events occur and quantifies the rate of escape using the flux across the barriers. Both of these frameworks require computation of curves, intersection points, and the area bounded by the curves. We present a theory for classification of intersection points to compute the area bounded between the segments of the curves. This involves the partition of the intersection points into equivalence classes to apply the discrete form of Green’s theorem. We present numerical implementation of the theory, and an alternate method for curves with nontransverse intersections is also presented along with a method to insert points in the curve for densification.     

A theory for n-dimensional nonlinear dynamics on continuous vector fields

This paper systematically presents a theory for n-dimensional nonlinear dynamics on continuous vector fields. In this paper, a different view to look into the fundamental theory in dynamics is presented. The ideas presented herein are less formal and rigorous in an informal and lively manner. The ideas may give some inspirations in the field of nonlinear dynamics. The concepts of local and global flows are introduced to interpret the complexity of flows in nonlinear dynamic systems. Further, the global tangency and transversality of flows to the separatrix surface in nonlinear dynamical systems are discussed, and the corresponding necessary and sufficient conditions for such global tangency and transversality are presented. The ε-domains of flows in phase space are introduced from the first integral manifold surface. The domain of chaos in nonlinear dynamic systems is also defined, and such a domain is called a chaotic layer or band. The first integral quantity increment is introduced as an important quantity. Based on different reference surfaces, all possible expressions for the first integral quantity increment are given. The stability of equilibriums and periodic flows in nonlinear dynamical systems are discussed through the first integral quantity increment. Compared to the Lyapunov stability conditions, the weak stability conditions for equilibriums and periodic flows are developed. The criteria for resonances in the stochastic and resonant, chaotic layers are developed via the first integral quantity increment. To discuss the complexity of flows in nonlinear dynamical systems, the first integral manifold surface is used as a reference surface to develop the mapping structures of periodic and chaotic flows. The invariant set fragmentation caused by the grazing bifurcation is discussed. The global grazing bifurcation is a key to determine the global transversality to the separatrix. The local grazing bifurcation on the first integral manifold surface in a single domain without separatrix is a mechanism for the transition from one resonant periodic flow to another one. Such a transition may occur through chaos. The global grazing bifurcation on the separatrix surface may imply global chaos. The complexity of the global chaos is measured by invariant sets on the separatrix surface. The invariant set fragmentation of strange attractors on the separatrix surface is central to investigate the complexity of the global chaotic flows in nonlinear dynamical systems. Finally, the theory developed herein is applied to perturbed nonlinear Hamiltonian systems as an example. The global tangency and tranversality of the perturbed Hamiltonian are presented. The first integral quantity increment (or energy increment) for 2n-dimensional perturbed nonlinear Hamiltonian systems is developed. Such an energy increment is used to develop the iterative mapping relation for chaos and periodic motions in nonlinear Hamiltonian systems. Especially, the first integral quantity increment (or energy increment) for two-dimensional perturbed nonlinear Hamiltonian systems is derived, and from the energy increment, the Melnikov function is obtained under a certain perturbation approximation. Because of applying the perturbation approximation, the Melnikov function only can be used for a rough estimate of the energy increment. Such a function cannot be used to determine the global tangency and transversality to the separatrix surface. The global tangency and transversality to the separatrix surface only can be determined by the corresponding necessary and sufficient conditions rather than the first integral quantity increment. Using the first integral quantity increment, limit cycles in two-dimensional nonlinear systems is discussed briefly. The first integral quantity of any n-dimensional nonlinear dynamical system is very crucial to investigate the corresponding nonlinear dynamics. The theory presented in this paper needs to be further developed and to be treated more rigorously in mathematics.     

Switching systems and entropy

Switching systems are non-autonomous dynamical systems obtained by switching between two or more autonomous dynamical systems as time goes on. They can be mainly found in control theory, physics, economy, biomathematics, chaotic cryptography and of course in the theory of dynamical systems, in both discrete and continuous time. Much of the recent interest in these systems is related to the emergence of new properties by the mechanism of switching, a phenomenon known in the literature as Parrondo's paradox. In this paper we consider a discrete-time switching system composed of two affine transformations and show that the switched dynamics has the same topological entropy as the switching sequence. The complexity of the switching sequence, as measured by the topological entropy, is fully transferred, for example, to the switched dynamics in this particular case.     

向量丛动力系统研究註记(Ⅱ)──部份1

过去,向量丛线性动力系统的整体线性性质研究已经显得相当广泛。现在,我们提议研究这种线性系统的扰动性质。我们要考虑的这种扰动系统将不再是线性的,但要研究的性质一般仍是整体性的。再者我们感兴趣的为非一致双曲性。在本文中我们给出了这种扰动的恰当的定义。它虽表现得有几分不太通常,然而它较深地植根于有关微分动力系统理论的典泛方程组中。这里一般的问题是要观察,当扰动发生后,原给系统的何种性质得以保持下来。本文的全部内容是要建立这种类型的一个定理。     

Competitive exclusion in a nonlocal reaction–diffusion–advection model of phytoplankton populations

We continue our study on the global dynamics of a nonlocal reaction–diffusion–advection system modeling the population dynamics of two competing phytoplankton species in a eutrophic environment, where both populations depend solely on light for their metabolism. In our previous work, we proved that system (1.1) is a strongly monotone dynamical system with respect to a non-standard cone related to the cumulative distribution functions, and further determined the global dynamics when the species have either identical diffusion rate or identical advection rate. In this paper, we study the trade-off of diffusion and advection and their joint influence on the outcome of competition. Two critical curves for the local stability of two semi-trivial equilibria are analyzed, and some new competitive exclusion results are obtained. Our main tools, besides the theory of monotone dynamical system, include some new monotonicity results for the principal eigenvalues of elliptic operators in one-dimensional domains.     

Global dynamics of a population model from river ecology

In this paper, we investigate the population dynamics of a two-species Lotka-Volterra competition system arising in river ecology. An interesting feature of this modeling system lies in the boundary conditions at the downstream end, where the populations may be exposed to differing magnitudes of loss of individuals. By applying the theory of principal eigenvalue and monotone dynamical systems, we obtain a complete understanding on the global dynamics, which suggests that slower dispersal is selected for. Our results can be seen as a further development of a recent work by Tang and Chen (J. Differential Equations, 2020, 2020(269), 1465--1483).     

Nonstandard finite difference method revisited and application to the Ebola virus disease transmission dynamics

We provide effective and practical guidelines on the choice of the complex denominator function of the discrete derivative as well as on the choice of the nonlocal approximation of nonlinear terms in the construction of nonstandard finite difference (NSFD) schemes. Firstly, we construct nonstandard one-stage and two-stage theta methods for a general dynamical system defined by a system of autonomous ordinary differential equations. We provide a sharp condition, which captures the dynamics of the continuous model. We discuss at length how this condition is pivotal in the construction of the complex denominator function. We show that the nonstandard theta methods are elementary stable in the sense that they have exactly the same fixed-points as the continuous model and they preserve their stability, irrespective of the value of the step size. For more complex dynamical systems that are dissipative, we identify a class of nonstandard theta methods that replicate this property. We apply the first part by considering a dynamical system that models the Ebola Virus Disease (EVD). The formulation of the model involves both the fast/direct and slow/indirect transmission routes. Using the specific structure of the EVD model, we show that, apart from the guidelines in the first part, the nonlocal approximation of nonlinear terms is guided by the productive-destructive structure of the model, whereas the choice of the denominator function is based on the conservation laws and the sub-equations that are associated with the model. We construct a NSFD scheme that is dynamically consistent with respect to the properties of the continuous model such as: positivity and boundedness of solutions; local and/or global asymptotic stability of disease-free and endemic equilibrium points; dependence of the severity of the infection on self-protection measures. Throughout the paper, we provide numerical simulations that support the theory.     

Conley index condition for asymptotic stability

In this paper, we use Conley index theory to develop necessary conditions for stability of equilibrium and periodic solutions of nonlinear continuous-time systems. The Conley index is a topological generalization of the Morse theory which has been developed to analyze dynamical systems using topological methods. In particular, the Conley index of an invariant set with respect to a dynamical system is defined as the relative homology of an index pair for the invariant set. The Conley index can then be used to examine the structure of the system invariant set as well as the system dynamics within the invariant set, including system stability properties. Efficient numerical algorithms using homology theory have been developed in the literature to compute the Conley index and can be used to deduce the stability properties of nonlinear dynamical systems.     

On synchronization of a forced delay dynamical system via the Galerkin approximation

A forced scalar delay dynamical system is analyzed from the perspective of bifurcation and synchronization. In general first order differential equations do not exhibit chaos, but introduction of a delay feedback makes the system infinite dimensional and shows chaoticity. In order to study the dynamics of such a system, Galerkin projection technique is used to obtain a finite dimensional set of ordinary differential equations from the delay differential equation. We compare the results of simulation with those obtained from direct numerical simulation of the delay equation to ascertain the accuracy of the truncation process in the Galerkin approximation. We have considered two cases, one with five and the other with eight shape functions. Next we study two types of synchronization by considering coupling of the above derived equations with a forced dynamical system without delay. Our analysis shows that it is possible to have synchronization between two such systems. It has been shown that the chaotic system with delay feedback can drive the system without delay to achieve synchronization and the opposite case is also equally valid. This is confirmed by the evaluation of the conditional Lyapunov exponents of the systems.     

Geometric Structures, Lobe Dynamics, and Lagrangian Transport in Flows with Aperiodic Time-Dependence, with Applications to Rossby Wave Flow

Summary. In this paper we develop the mathematical framework for studying transport in two-dimensional flows with aperiodic time dependence from the geometrical point of view of dynamical systems theory. We show how the notion of a hyperbolic fixed point, or periodic trajectory, and its stable and unstable manifolds generalize to the aperiodically time-dependent setting. We show how these stable and unstable manifolds act as mediators of transport, and we extend the technique of lobe dynamics to this context. We discuss Melnikov's method for two classes of systems having aperiodic time dependence. We develop a numerical method for computing the stable and unstable manifolds of hyperbolic trajectories in two-dimensional flows with aperiodic time dependence. The theory and the numerical techniques are applied to study the transport in a kinematic model of Rossby wave flow studied earlier by Pierrehumbert [1991a]. He considered flows with periodic time dependence, and we continue his study by considering flows having quasi-periodic, wave-packet, and purely aperiodic time dependencies. These numerical simulations exhibit a variety of new transport phenomena mediated by the stable and unstable manifolds of hyperbolic trajectories that are unique to the case of aperiodic time dependence. Received April 10, 1997; revision received August 1, 1997 and accepted October 7, 1997     

Dynamical behaviors of a classical Lotka–Volterra competition–diffusion–advection system

This paper deals with a two-species competition model in a homogeneous advective environment, where two species are subjected to a net loss of individuals at the downstream end. Under the assumption that the advection and diffusion rates of two species are proportional, we give a basic classification on the global dynamics by employing the theory of monotone dynamical system. It turns out that bistability does not happen, but coexistence and competitive exclusion may occur. Furthermore, we present a complete classification on the global dynamics in terms of the growth rates of two species. However, once the above assumption does not hold, bistability may occur. In detail, there exists a tradeoff between growth rates of two species such that competition outcomes can shift between three possible scenarios, including competitive exclusion, bistability and coexistence. These results show that growth competence is important to determine dynamical behaviors.     

Piecewise linear concave dynamical systems appearing in the microscopic traffic modeling

Motivated by microscopic traffic modeling, we analyze dynamical systems which have a piecewise linear concave dynamics not necessarily monotonic. We introduce a deterministic Petri net extension where edges may have negative weights. The dynamics of these Petri nets are uniquely defined and may be described by a generalized matrix with a submatrix in the standard algebra with possibly negative entries, and another submatrix in the minplus algebra. When the dynamics is additively homogeneous, a generalized additive eigenvalue is introduced, and the ergodic theory is used to define a growth rate. In the traffic example of two roads with one junction, we compute explicitly the eigenvalue and we show, by numerical simulations, that these two quantities (the additive eigenvalue and the average growth rate) are not equal, but are close to each other. With this result, we are able to extend the well-studied notion of fundamental traffic diagram (the average flow as a function of the car density on a road) to the case of roads with a junction and give a very simple analytic approximation of this diagram where four phases appear with clear traffic interpretations. Simulations show that the fundamental diagram shape obtained is also valid for systems with many junctions.     

Double-layered dynamics: A unified theory of projected dynamical systems and evolutionary variational inequalities

In this paper we continue the study of the unified dynamics resulting from the theory of projected dynamical systems and evolutionary variational inequalities, initiated by Cojocaru, Daniele, and Nagurney. In the process we make explicit the interdependence between the two timeframes used in this new theory. The theoretical results presented here provide a natural context for studying applied problems in disciplines such as operations research, engineering, in particular, transportation science, as well as in economics and finance.     

Dimension Reduction methods for Infinite Dimensional Systems

From experiments and also from computer simulation of dynamical systems it is well known that for many dynamical phenomena in physics or engineering, which are modelled by infinite dimensional dynamical systems, the asymptotic behavior can be accurately described by replacing the original infinite dimensional system by a low dimensional system represented by so‐called essential variables. Such a dimension reduction of a dynamical system turns out to be central, both for a qualitative and quantitative understanding of its behaviour. In [1] Approximate Inertial Manifolds are presented, which perform extremely well for nonlinear evolution equations, but don't work as expected for the dynamics of a fluid conveying tube. By comparing the results for different internal damping values it can be seen that the larger gaps and the location of the cluster point in the spectrum for the weaker damping improve the approximation quality considerably.     

Dynamics of the thermohaline circulation under uncertainty

The ocean thermohaline circulation under uncertainty is investigated by a random dynamical systems approach. It is shown that the asymptotic dynamics of the thermohaline circulation is described by a random attractor and by a system with finite degrees of freedom.     

Hunting French ducks in a noisy environment

We consider the effect of Gaussian white noise on fast–slow dynamical systems with one fast and two slow variables, containing a folded node singularity. In the absence of noise, these systems are known to display mixed-mode oscillations, consisting of alternating large- and small-amplitude oscillations. We quantify the effect of noise and obtain critical noise intensities beyond which the small-amplitude oscillations become hidden by fluctuations. Furthermore we prove that the noise can cause sample paths to jump away from so-called canard solutions with high probability before deterministic orbits do. This early-jump mechanism can drastically influence the local and global dynamics of the system by changing the mixed-mode patterns.     

On the global dynamics of attractors for scalar delay equations

A semi-conjugacy from the dynamics of the global attractors for a family of scalar delay differential equations with negative feedback onto the dynamics of a simple system of ordinary differential equations is constructed. The construction and proof are done in an abstract setting, and hence, are valid for a variety of dynamical systems which need not arise from delay equations. The proofs are based on the Conley index theory.

     

Threshold Dynamics of an Epidemic Model with Latency and Vaccination in a Heterogeneous Habitat

In this paper, we derive and analyze a nonlocal and time-delayed reaction-diffusion epidemic model with vaccination strategy in a heterogeneous habitat. First, we study the well-posedness of the solutions and prove the ex- istence of a global attractor for the model by applying some existing abstract results in dynamical systems theory. Then we show the global threshold dynamics which predicts whether the disease will die out or persist in terms of the basic reproduction number R 0 defined by the spectral radius of the next generation operator. Finally, we present the influences of heterogeneous spatial infections, diffusion coefficients and vaccination rate on the spread of the disease by numerical simulations.     

Simple polynomial classes of chaotic jerky dynamics

Third-order explicit autonomous differential equations, commonly called jerky dynamics, constitute a powerful approach to understand the properties of functionally very simple but nonlinear three-dimensional dynamical systems that can exhibit chaotic long-time behavior. In this paper, we investigate the dynamics that can be generated by the two simplest polynomial jerky dynamics that, up to these days, are known to show chaotic behavior in some parameter range. After deriving several analytical properties of these systems, we systematically determine the dependence of the long-time dynamical behavior on the system parameters by numerical evaluation of Lyapunov spectra. Some features of the systems that are related to the dependence on initial conditions are also addressed. The observed dynamical complexity of the two systems is discussed in connection with the existence of homoclinic orbits.