一类时变动力系统的高余维分岔及其控制

研究了一类时变动力系统的高余维分岔及其控制问题,首先利用新方法对时变分岔方程的两个方向的分岔转迁和跃迁现象进行分析,分别通过慢变解的线性化近似和量级平衡估计分岔转迁值,然后研究这类时变分岔方程的线性反蚀控制问题,通过分析相应的二维高次自治系统的Hopf分岔,在适当的条件下得到了稳定的动态滞后环,研究揭示出脉冲振动产生的机理是分岔参数随时间周期变化经过定常分岔值时所发生的分岔转迁的滞后和跃迁现象。     

Using machine learning to predict catastrophes in dynamical systems

Nonlinear dynamical systems, which include models of the Earth’s climate, financial markets and complex ecosystems, often undergo abrupt transitions that lead to radically different behavior. The ability to predict such qualitative and potentially disruptive changes is an important problem with far-reaching implications. Even with robust mathematical models, predicting such critical transitions prior to their occurrence is extremely difficult. In this work, we propose a machine learning method to study the parameter space of a complex system, where the dynamics is coarsely characterized using topological invariants. We show that by using a nearest neighbor algorithm to sample the parameter space in a specific manner, we are able to predict with high accuracy the locations of critical transitions in parameter space.     

Border-collision bifurcations on a two-dimensional torus

This paper studies resonance phenomena in a piecewise-smooth dynamical system with external periodic action and examines transitions to chaos via border-collision bifurcations of cycles on a two-dimensional torus. As an example we consider a control system with pulse-width modulation described by a three-dimensional set of piecewise-linear non-autonomous equations. It is shown that the domains of synchronization of quasiperiodic oscillations for piecewise-smooth dynamical systems differ in an essential way from the classical Arnol'd tongues. The difference lies in the inner structure and bifurcational transitions. There are two different kinds of synchronization domains, one of which contains regions of bistability. The structure of border-collision bifurcation boundaries of synchronization tongues and transitions to chaos via border-collision bifurcations of cycles on a two-dimensional torus are described in detail.     

A note on kernel methods for multiscale systems with critical transitions

We study the maximum mean discrepancy (MMD) in the context of critical transitions modelled by fast‐slow stochastic dynamical systems. We establish a new link between the dynamical theory of critical transitions with the statistical aspects of the MMD. In particular, we show that a formal approximation of the MMD near fast subsystem bifurcation points can be computed to leading order. This leading order approximation shows that the MMD depends intricately on the fast‐slow systems parameters, which can influence the detection of potential early‐warning signs before critical transitions. However, the MMD turns out to be an excellent binary classifier to detect the change‐point location induced by the critical transition. We cross‐validate our results by numerical simulations for a van der Pol‐type model.     

Catastrophic bifurcations in a second-order dynamical system with application to acid rain and forest collapse

In this paper we present a second-order nonlinear dynamical system modelling the interactions of trees and damaging insects in a forest. With this model we discuss the influence of acidic deposition, an increase of which can cause sudden insect infestations and the collapse of the forest ecosystem. The analysis is carried out by finding the bifurcations of the system and by proving that under suitable conditions, such bifurcations can be catastrophic. The conditions for bifurcation can be explicitly given, and this facilitates the biological interpretation of the results.     

Hopf-pitchfork bifurcation and periodic phenomena in nonlinear financial system with delay

In this paper, we identify the critical point for a Hopf-pitchfork bifurcation in a nonlinear financial system with delay, and derive the normal form up to third order with their unfolding in original system parameters near the bifurcation point by normal form method and center manifold theory. Furthermore, we analyze its local dynamical behaviors, and show the coexistence of a pair of stable periodic solutions. We also show that there coexist a pair of stable small-amplitude periodic solutions and a pair of stable large-amplitude periodic solutions for different initial values. Finally, we give the bifurcation diagram with numerical illustration, showing that the pair of stable small-amplitude periodic solutions can also exist in a large region of unfolding parameters, and the financial system with delay can exhibit chaos via period-doubling bifurcations as the unfolding parameter values are far away from the critical point of the Hopf-pitchfork bifurcation.     

Variational Approach for Learning Markov Processes from Time Series Data

Journal of Nonlinear Science - Inference, prediction, and control of complex dynamical systems from time series is important in many areas, including financial markets, power grid management,...     

Dynamical behaviors in time-delay systems with delayed feedback and digitized coupling

We consider a network of delay dynamical systems connected in a ring via unidirectional positive feedback with constant delay in coupling. For the specific case of Mackey–Glass systems on the ring topology, we capture the phenomena of amplitude death, isochronous synchronization and phase-flip bifurcation as the relevant parameters are tuned. Using linear stability analysis and Master Stability Function approach, we predict the region of amplitude death and synchronized states respectively in the parameter space and study the nature of transitions between the different states. For a large number of systems in the same dynamical configuration, we observe splay states, mixed splay states and phase locked clusters. We extend the study to the case of digitized coupling and observe that these emergent states still persist. However, the sampling and quantization reduce the regions of amplitude death and induce phase-flip bifurcation.     

Stochastic resonance induced by novel random transitions of motion of FitzHugh–Nagumo neuron model

In contrast to the previous studies which have dealt with stochastic resonance induced by random transitions of system motion between two coexisting limit cycle attractors in the FitzHugh–Nagumo (FHN) neuron model after Hopf bifurcation and which have dealt with the phenomenon of stochastic resonance induced by external noise when the model with periodic input has only one attractor before Hopf bifurcation, in this paper we have focused our attention on stochastic resonance (SR) induced by a novel transition behavior, the transitions of motion of the model among one attractor on the left side of bifurcation point and two attractors on the right side of bifurcation point under the perturbation of noise. The results of research show: since one bifurcation of transition from one to two limit cycle attractors and the other bifurcation of transition from two to one limit cycle attractors occur in turn besides Hopf bifurcation, the novel transitions of motion of the model occur when bifurcation parameter is perturbed by weak internal noise; the bifurcation point of the model may stochastically slightly shift to the left or right when FHN neuron model is perturbed by external Gaussian distributed white noise, and then the novel transitions of system motion also occur under the perturbation of external noise; the novel transitions could induce SR alone, and when the novel transitions of motion of the model and the traditional transitions between two coexisting limit cycle attractors after bifurcation occur in the same process the SR also may occur with complicated behaviors types; the mechanism of SR induced by external noise when FHN neuron model with periodic input has only one attractor before Hopf bifurcation is related to this kind of novel transition mentioned above.     

具有反馈控制离散Logistic系统的分支分析（英文）

The paper studies the dynamical behaviors of a discrete Logistic system with feedback control. The system undergoes Flip bifurcation and Hopf bifurcation by using the center manifold theorem and the bifurcation theory. Numerical simulations not only illustrate our results, but also exhibit the complex dynamical behaviors of the system, such as the period-doubling bifurcation in periods 2, 4, 8 and 16, and quasi-periodic orbits and chaotic sets.     

Chaotic convection in a ferrofluid

We report theoretical and numerical results on thermally driven convection of a magnetic suspension. The magnetic properties can be modeled as those of electrically non-conducting superparamagnets. We perform a truncated Galerkin expansion finding that the system can be described by a generalized Lorenz model. We characterize the dynamical system using different criteria such as Fourier power spectrum, bifurcation diagrams, and Lyapunov exponents. We find that the system exhibits multiple transitions between regular and chaotic behaviors in the parameter space. Transient chaotic behavior in time can be found slightly below their linear instability threshold of the stationary state.     

Complex dynamics in 2-species predator-prey systems

In this work, we consider some dynamical properties and specific contactbifurcations of a discrete-time predator-prey system having inverseswith vanishing denominator. The dynamics is investigated by usingconcepts of focal points, prefocal curves and bifurcation theory.The system undergoes flip bifurcation and Neimark-Sacker bifurcation.Numerical simulations are presented not only to illustrate our resultswith the theoretical analysis, but also to confirm further the complexityof the dynamical behaviors as extinction, persistence and permanence.     

Analyses of Bifurcations and Stability in a Predator-prey System with Holling Type-Ⅳ Functional Response

In this paper the dynamical behaviors of a predator-prey system with Holling Type-Ⅳfunctionalresponse are investigated in detail by using the analyses of qualitative method,bifurcation theory,and numericalsimulation.The qualitative analyses and numerical simulation for the model indicate that it has a unique stablelimit cycle.The bifurcation analyses of the system exhibit static and dynamical bifurcations including saddle-node bifurcation,Hopf bifurcation,homoclinic bifurcation and bifurcation of cusp-type with codimension two(ie,the Bogdanov-Takens bifurcation),and we show the existence of codimension three degenerated equilibriumand the existence of homoclinic orbit by using numerical simulation.     

Complex dynamics in a two-dimensional noninvertible map

A two-dimensional noninvertible map is investigated. The conditions of existence for pitchfork bifurcation, flip bifurcation and Naimark–Sacker bifurcation are derived by using center manifold theorem and bifurcation theory. Chaotic behavior in the sense of Marotto’s definition of chaos is proven. And numerical simulations not only show the consistence with the theoretical analysis but also exhibit the complex dynamical behaviors, including period-34, period-5 orbits, quasi-period orbits, intermittency, boundary crisis as well as chaotic transient. The computation of Lyapunov exponents conforms the dynamical behaviors.     

Applying numerical continuation to the parameter dependence of solutions of the Schrödinger equation

In molecular reactions at the microscopic level, the appearance of resonances has an important influence on the reactivity. It is important to predict when a bound state transitions into a resonance and how these transitions depend on various system parameters such as internuclear distances. The dynamics of such systems are described by the time-independent Schrödinger equation and the resonances are modeled by poles of the S-matrix.Using numerical continuation methods and bifurcation theory, techniques which find their roots in the study of dynamical systems, we are able to develop efficient and robust methods to study the transitions of bound states into resonances. By applying Keller’s Pseudo-Arclength continuation, we can minimize the numerical complexity of our algorithm. As continuation methods generally assume smooth and well-behaving functions and the S-matrix is neither, special care has been taken to ensure accurate results.We have successfully applied our approach in a number of model problems involving the radial Schrödinger equation.     

HOPF BIFURCATION ANALYSIS OF A 3D CHAOTIC SYSTEM

In this paper,a 3D chaotic system with multi-parameters is introduced. The dynamical systems of the original ADVP circuit and the modified ADVP model are regarded as special examples to the system.Some basic dynamical behaviors such as the stability of equilibria,the existence of Hopf bifurcation are investigated.We analyse the Hopf bifurcation of the system comprehensively using the first Lyapunov coefficient by precise symbolic computation.As a result,in fact we have studied the further dynamical behaviors.     

Controlled random fields,von Neumann–Gale dynamics and multimarket hedging with risk

We develop a model of asset pricing and hedging for interconnected financial markets with frictions – transaction costs and portfolio constraints. The model is based on a control theory for random fields on a directed graph. Market dynamics are described by using von Neumann–Gale dynamical systems first considered in connection with the modelling of economic growth [13,24]. The main results are hedging criteria stated in terms of risk-acceptable portfolios and consistent price systems, extending the classical superreplication criteria formulated in terms of equivalent martingale measures.     

Spread of a disease and its effect on population dynamics in an eco-epidemiological system

In this paper, an eco-epidemiological model with simple law of mass action and modified Holling type II functional response has been proposed and analyzed to understand how a disease may spread among natural populations. The proposed model is a modification of the model presented by Upadhyay et al. (2008) [1]. Existence of the equilibria and their stability analysis (linear and nonlinear) has been studied. The dynamical transitions in the model have been studied by identifying the existence of backward Hopf-bifurcations and demonstrated the period-doubling route to chaos when the death rate of predator (μ₁) and the growth rate of susceptible prey population (r) are treated as bifurcation parameters. Our studies show that the system exhibits deterministic chaos when some control parameters attain their critical values. Chaotic dynamics is depicted using the 2D parameter scans and bifurcation analysis. Possible implications of the results for disease eradication or its control are discussed.     

周期激励Stuart-Landau方程的某些动力学行为

研究了周期激励Stuart-Landau方程的锁频周期解．利用奇异性理论分别研究了这些解关于外部激励振幅和频率的分岔行为．结果表明:关于外部激励振幅的普适开折具有余维3,在某些条件下,得到了转迁集及分岔图．另外还证明:关于频率的分岔问题具有无穷余维,因此该情形下的动力学分岔行为非常复杂．发现了一些新的动力学现象,它们是孙亮等所获结果的补充．     

隐含风险中性分布在巨灾超额损失再保险定价中的应用

通过与标的风险相关的期权市场估计出隐含变换系数,然后以Esscher变换为工具,将巨灾损失统计分布风险中性化,从而对以该非交易风险为标的的巨灾超额损失再保险进行定价.同时,从期权定价的角度,结合Weibull极值分布和超额损失再保险的特点,给出了巨灾超额损失再保险定价的闭型表达式.