Modelling algal densities in harmful algal blooms (HAB) with stochastic dynamics

In this paper, we consider the growth of densities of two kinds of typical HAB algae: diatom and dianoflagellate on some coasts of China’s mainland. Since there exist many random factors that cause the change of the algae densities, we shall develop a new nonlinear dynamical model with stochastic excitations on the algae densities. Applying a stochastic averaging method on the model, we obtain a two-dimensional diffusion process of averaged amplitude and phase. Then we investigate the stability and the Hopf bifurcation of the stochastic system with FPK (Fokker Planck–Kolmogorov) theory and obtain the stationary transition probability density of the process. We obtain the critical values of parameters for the occurrences of Hopf bifurcation in terms of probability. We also investigate numerically the effects of various parameters on the stationary transition probability density of the occurrences of Hopf bifurcation. The numerical results are in good correlation with the analysis. We draw the conclusion that if the Hopf bifurcation occurs with a radius large enough, i.e., if the densities of the HAB algae reach a high value, the HAB will take place with comparatively high probability.     

A dynamic IS-LM business cycle model with two time delays in capital accumulation equation

In this paper, we analyze a augmented IS-LM business cycle model with the capital accumulation equation that two time delays are considered in investment processes according to Kalecki’s idea. Applying stability switch criteria and Hopf bifurcation theory, we prove that time delays cause the equilibrium to lose or gain stability and Hopf bifurcation occurs.     

Hopf bifurcation of the stochastic model on HAB nonlinear stochastic dynamics

A nonlinear stochastic dynamical model on a typical HAB algae diatom and dianoflagellate densities was created and presented in this paper. Simplifying the model through a stochastic averaging method, we obtained a two-dimensional diffusion process of averaged amplitude and phase. The singular boundary theory of diffusion process and the invariant measure theory were applied in analyzing the bifurcation of stability and the Hopf bifurcation of the stochastic system. The critical value of the stochastic Hopf bifurcation parameter was obtained and the conclusion that the position of Hopf bifurcation drifting with the parameter increase is presented as a result.     

Stochastic stability and bifurcation in a macroeconomic model

On the basis of the work of Goodwin and Puu, a new business cycle model subject to a stochastically parametric excitation is derived in this paper. At first, we reduce the model to a one-dimensional diffusion process by applying the stochastic averaging method of quasi-nonintegrable Hamiltonian system. Secondly, we utilize the methods of Lyapunov exponent and boundary classification associated with diffusion process respectively to analyze the stochastic stability of the trivial solution of system. The numerical results obtained illustrate that the trivial solution of system must be globally stable if it is locally stable in the state space. Thirdly, we explore the stochastic Hopf bifurcation of the business cycle model according to the qualitative changes in stationary probability density of system response. It is concluded that the stochastic Hopf bifurcation occurs at two critical parametric values. Finally, some explanations are given in a simply way on the potential applications of stochastic stability and bifurcation analysis.     

Bifurcation analysis on a discrete-time tabu learning model

In this paper, we consider a discrete-time tabu learning single neuron model. After investigating the stability of the given system, we demonstrate that Pichfork bifurcation, Flip bifurcation and Neimark–Sacker bifurcation will occur when the bifurcation parameter exceed a critical value, respectively. A formula is given for determining the direction and stability of Neimark–Sacker bifurcation by applying the normal form theory and the center manifold theorem. Some numerical simulations for justifying the theoretical results are also provided.     

Effect of stochastic perturbation on a two species competitive model

In this paper first we study the stability and bifurcation of a two species competitive model with a delay effect. Next we extend the deterministic model system to a stochastic delay differential system by incorporating multiplicative white noise terms in growth equations of both species. We consider the stochastic stability of a co-existing equilibrium point in terms of mean square stability by constructing a suitable Lyapunov functional. We perform a numerical simulation to validate our analytical findings.     

Dynamical Analysis for a General Jerky Equation with Random Excitation

A general jerky equation with random excitation is investigated in this paper. Before introducing the random excitation term, the equation is reduced to a two-dimensional model when undergoing a Hopf bifurcation. Then the model with the parametric excitation and external excitation is converted to a stochastic differential equation with singularity based on the stochastic average theory. For the equation, its dynamical behaviors are analyzed in different parameters'' spaces, including the stability, stochastic bifurcation and stationary solution. Besides, numerical simulations are given to show the asymptotic behavior of the stationary solution.     

带有双噪声的随机SI传染病模型的稳定性与分岔

建立一个带有双噪声的随机SI传染病模型,运用随机平均法及非线性动力学理论对模型进行化简．通过Lyapunov指数和奇异边界理论,得到模型的局部随机稳定性和全局随机稳定性的条件．根据不变测度的Lyapunov指数和平稳概率密度,分析模型的随机分岔．结果表明,系统在随机因素作用下变得更敏感、更不稳定.     

Paid-incurred chain claims reserving method

We present a novel stochastic model for claims reserving that allows us to combine claims payments and incurred losses information. The main idea is to combine two claims reserving models (Hertig’s (1985) model and Gogol’s (1993) model ) leading to a log-normal paid-incurred chain (PIC) model. Using a Bayesian point of view for the parameter modelling we derive in this Bayesian PIC model the full predictive distribution of the outstanding loss liabilities. On the one hand, this allows for an analytical calculation of the claims reserves and the corresponding conditional mean square error of prediction. On the other hand, simulation algorithms provide any other statistics and risk measure on these claims reserves.     

能源供需随机系统的稳定性研究

研究了江苏省西部能源供需随机系统的稳定性.主要是基于一维扩散过程的奇异边界理论,应用摄动方法研究系统的随机分岔行为.研究结果表明随机因素以及参数的选择会使系统发生分岔行为,从而使系统的稳定性发生质的变化.于是,可以通过调节参数降低发生分岔的概率,使系统处于稳定的发展中.     

Dynamical analysis of a delayed singular prey–predator economic model with stochastic fluctuations

This article studies a delayed singular prey–predator economic model with stochastic fluctuations, which is described by differential‐algebraic equations due to a economic theory. Local stability and Hopf bifurcation condition are described on the delayed singular prey–predator economic model within deterministic environment. It reveals the sensitivity of the model dynamics on gestation time delay. A phenomenon of Hopf bifurcation occurs as the gestation time delay increases through a certain threshold. Subsequently, a singular stochastic prey–predator economic model with time delay is obtained by introducing Gaussian white noise terms to the above deterministic model system. The fluctuation intensity of population and harvest effort are calculated by Fourier transforms method. Numerical simulations are carried out to substantiate these theory analysis. © 2013 Wiley Periodicals, Inc. Complexity 19: 23–29, 2014     

The influences of longitudinal surface roughness on sub-critical and super-critical limit cycles of short journal bearings

By applying the stochastic model of rough surfaces by Christensen (1969–1970, 1971)  and  together with the Hopf bifurcation theory by Hassard et al. (1981) [3], the present study is mainly concerned with the influences of longitudinal roughness patterns on the linear stability regions, Hopf bifurcation regions, sub-critical and super-critical limit cycles of short journal bearings. It is found that the longitudinal rough-surface bearings can exhibit Hopf bifurcation behaviors in the vicinity of bifurcation points. For fixed bearing parameter, the effects of longitudinal roughness structures provide an increase in the linear stability region, as well as a reduction in the size of sub-critical and super-critical limit cycles as compared to the smooth-bearing case.     

Stability and bifurcation of a class of discrete-time neural networks

In this paper, a class of discrete-time system modelling a network with two neurons is considered. Its linear stability is investigated and Neimark–Sacker bifurcation (also called Hopf bifurcation for map) is demonstrated by analyzing the corresponding characteristic equation. In particular, the explicit formula for determining the direction of Neimark–Sacker bifurcation and the stability of periodic solution is obtained by using the normal form method and the center manifold theory for discrete time system developed by Kuznetsov. The theoretical analysis is verified by numerical simulations.     

Itô’s stochastic calculus: Its surprising power for applications

We trace Itô’s early work in the 1940s, concerning stochastic integrals, stochastic differential equations (SDEs) and Itô’s formula. Then we study its developments in the 1960s, combining it with martingale theory. Finally, we review a surprising application of Itô’s formula in mathematical finance in the 1970s. Throughout the paper, we treat Itô’s jump SDEs driven by Brownian motions and Poisson random measures, as well as the well-known continuous SDEs driven by Brownian motions.     

Spatiotemporal Dynamic Analysis in a Time-space Discrete Brusselator Mode

In this paper, we study the spatiotemporal patterns of a Brusselator model with discrete time-space by using the coupled mapping lattice (CML) model. The existence and stability conditions of the equilibrium point are obtained by using linear stability analysis. Then, applying the center manifold reduction theorem and the bifurcation theory, the parametric conditions of the flip and the Neimark-Sacker bifurcation are described respectively. Under space diffusion, the model admits the Turing instability at stable homogeneous solutions under some certain conditions. Two nonlinear mechanisms, including flip-Turing instability and Neimark-Sacker-Turing instability, are presented. Through numerical simulation, periodic windows, invariant circles, chaotic phenomenon and some interesting spatial patterns are found.     

The Coexistence States of a Predator-Prey Model with Nonmonotonic Functional Response and Diffusion

In this paper, a predator-prey model with nonmonotonic functional response is concerned. Using spectrum analysis and bifurcation theory, the bifurcating solution and its stability of the model are investigated. We discuss the bifurcation solution which emanates from the semi-trivial solution by taking the death rate as a bifurcation parameter. Furthermore, by fixed point’s index theory, the result of existence or nonexistence of positive steady states of the model is also obtained.     

Hopf bifurcation of a bacteria-immunity system with delayed quorum sensing

On the basis of Zhang’s model (see [P. Fergola, J. Zhang, M. Cerasuolo, Z.E. Ma, On the influence of quorum sensing in the competition between bacteria and immune system of invertebrates, in: Collective Dynamic: Topics on Competition and Cooperation in the Biosciences: A Selection of Papers in the Proceedings of the BIOCOMP2007 International Conference, AIP Conference Proceedings, vol. 1028, 2008, pp. 215-232] for more details), we formulate a bacteria-immunity model to describe the competition between bacteria and immune cells with bacterial quorum sensing mechanism. A time delay is introduced to characterize the time in which bacteria receive signal molecules and then combat with immune cells. Subsequently, the length of delay which preserves the stability of the positive equilibrium is estimated and Hopf bifurcation occurs when time delay crosses through a critical value are researched. Further, by using the normal form theory and center manifold theory, the explicit formulaes are calculated which determine the stability, the direction and the period of bifurcating periodical solutions. Finally, numerical simulations are employed to verify the mathematical conclusions.     

Analysis of bifurcations for non-linear stochastic non-smooth vibro-impact system via top Lyapunov exponent

Bifurcations are discussed by the criterion of top Lyapunov exponent. Based on the local map and Kaminski’s algorithms, a general formulation of the top Lyapunov exponents is proposed for non-linear vibro-impact oscillators with Gaussian white noise perturbation. The analytical results are verified by phase portraits and bifurcation diagrams for a classical stochastic Duffing vibro-impact oscillator. Both results are consistent.     

Controlling Hopf bifurcations of discrete-time systems in resonance

Resonance in Hopf bifurcation causes complicated bifurcation behaviors. To design with certain desired Hopf bifurcation characteristics in the resonance cases of discrete-time systems, a feedback control method is developed. The controller is designed with the aid of discrete-time washout filters. The control law is constructed according to the criticality and stability conditions of Hopf bifurcations as well as resonance constraints. The control gains associated with linear control terms insure the creation of a Hopf bifurcation in resonance cases and the control gains associated with nonlinear control terms determine the type and stability of bifurcated solutions. To derive the former, we propose the implicit criteria of eigenvalue assignment and transversality condition for creating the bifurcation in a desired parameter location. To derive the latter, the technique of the center manifold reduction, Iooss’s Hopf bifurcation theory and Wan’s Hopf bifurcation theory for resonance cases are employed. In numerical experiments, we show the Hopf circles and fixed points from the created Hopf bifurcations in the strong and weak resonance cases for a four-dimensional control system.     

Persistence and global stability of Bazykin predator–prey model with Beddington–DeAngelis response function

In this article, a predator–prey model of Beddington–DeAngelis type with discrete delay is proposed and analyzed. The essential mathematical features of the proposed model are investigated in terms of local, global analysis and bifurcation theory. By analyzing the associated characteristic equation, it is found that the Hopf bifurcation occurs when the delay parameter τ crosses some critical values. In this article, the classical Bazykin’s model is modified with Beddington–DeAngelis functional response. The parametric space under which the system enters into Hopf bifurcation for both delay and non-delay cases are investigated. Global stability results are obtained by constructing suitable Lyapunov functions for both the cases. We also derive the explicit formulae for determining the stability, direction and other properties of bifurcating periodic solutions by using normal form and central manifold theory. Our analytical findings are supported by numerical simulations. Biological implication of the analytical findings are discussed in the conclusion section.