From Canards of Folded Singularities to Torus Canards in a Forced van der Pol Equation

In this article, we study canard solutions of the forced van der Pol equation in the relaxation limit for low-, intermediate-, and high-frequency periodic forcing. A central numerical observation made herein is that there are two branches of canards in parameter space which extend across all positive forcing frequencies. In the low-frequency forcing regime, we demonstrate the existence of primary maximal canards induced by folded saddle nodes of type I and establish explicit formulas for the parameter values at which the primary maximal canards and their folds exist. Then, we turn to the intermediate- and high-frequency forcing regimes and show that the forced van der Pol possesses torus canards instead. These torus canards consist of long segments near families of attracting and repelling limit cycles of the fast system, in alternation. We also derive explicit formulas for the parameter values at which the maximal torus canards and their folds exist. Primary maximal canards and maximal torus canards correspond geometrically to the situation in which the persistent manifolds near the family of attracting limit cycles coincide to all orders with the persistent manifolds that lie near the family of repelling limit cycles. The formulas derived for the folds of maximal canards in all three frequency regimes turn out to be representations of a single formula in the appropriate parameter regimes, and this unification confirms the central numerical observation that the folds of the maximal canards created in the low-frequency regime continue directly into the folds of the maximal torus canards that exist in the intermediate- and high-frequency regimes. In addition, we study the secondary canards induced by the folded singularities in the low-frequency regime and find that the fold curves of the secondary canards turn around in the intermediate-frequency regime, instead of continuing into the high-frequency regime. Also, we identify the mechanism responsible for this turning. Finally, we show that the forced van der Pol equation is a normal form-type equation for a class of single-frequency periodically driven slow/fast systems with two fast variables and one slow variable which possess a non-degenerate fold of limit cycles. The analytic techniques used herein rely on geometric desingularisation, invariant manifold theory, Melnikov theory, and normal form methods. The numerical methods used herein were developed in Desroches et al. (SIAM J Appl Dyn Syst 7:1131–1162, 2008, Nonlinearity 23:739–765 2010).     

Multiple Timescales, Mixed Mode Oscillations and Canards in Models of Intracellular Calcium Dynamics

A range of representative models of intracellular calcium dynamics are surveyed, with the aim of determining which model characteristics are qualitatively unchanged by changes to details of the model components. Techniques from geometric singular perturbation theory are used to investigate the role of separation of timescales in determining model dynamics, with particular emphasis on identifying parameter regimes in which mixed mode oscillations are present as a result of the separation of timescales. We find that the number of distinct timescales and the number of variables evolving on each timescale varies between models and depends on both the model assumptions and on the parameter regime of interest within the model, but in all cases, the presence of canards and associated mixed mode oscillations provides a mechanism by which the models can robustly exhibit complex oscillations, with the frequency of oscillation depending sensitively on parameter values. We find that analysis of the number and nature of the distinct timescales in a model allows us to make useful predictions about the dynamics associated with the model, and that this may give us more information about the model dynamics than a classification according to the modelling assumptions made about different cellular mechanisms in deriving the models.     

A corollary of the Poincaré-Bendixson theorem and periodic canards

The role of topological methods in the analysis of canard-type periodic trajectories is discussed. A special corollary of the Poincaré-Bendixson theorem is used to prove the existence of periodic planar canards.     

Homoclinic orbits near heteroclinic cycles with one equilibrium and one periodic orbit

We analyze homoclinic orbits near codimension-1 and -2 heteroclinic cycles between an equilibrium and a periodic orbit for ordinary differential equations in three or higher dimensions. The main motivation for this study is a self-organized periodic replication process of travelling pulses which has been observed in reaction-diffusion equations. We establish conditions for existence and uniqueness of countably infinite families of curve segments of 1-homoclinic orbits which accumulate at codimension-1 or -2 heteroclinic cycles. The main result shows the bifurcation of a number of curves of 1-homoclinic orbits from such codimension-2 heteroclinic cycles which depends on a winding number of the transverse set of heteroclinic points. In addition, a leading order expansion of the associated curves in parameter space is derived. Its coefficients are periodic with one frequency from the imaginary part of the leading stable Floquet exponents of the periodic orbit and one from the winding number.     

Chaos in periodically forced discrete-time ecosystem models

Natural populations whose generations are non-overlapping can be modelled by difference equations that describe how the populations evolve in discrete time-steps. These ecosystem models are, in general, nonlinear and contain system parameters that relate to such properties as the intrinsic growth-rate of a species. Typically, the parameters are kept constant. In this study, in order to simulate cyclic effects due to changes in environmental conditions, periodic forcing is applied to system parameters in four specific models, comprising three well-known, single-species models due to May, Moran–Ricker, and Hassell, and also a Maynard Smith predator–prey model. It is found that, in each case, a system that has simple (e.g., periodic) behavior in its unforced state can take on extremely complicated behavior, including chaos, when periodic forcing is applied, dependent on the values of the forcing amplitudes and frequencies. For each model, the application of forcing is found to produce an effective increase in the parameter space over which the system can behave chaotically. Bifurcation diagrams are constructed with the forcing amplitude as the bifurcation parameter, and these are observed to display rich structure, including chaotic bands with periodic windows, pitch-fork and tangent bifurcations, and attractor crises.     

One‐parametric families of canard cycles: two explicitly solvable examples

Systems of singularly perturbed autonomous ordinary differential equations possessing in a parameter plane two intersecting bifurcation curves connected with the generation of limit cycles with large and small amplitude respectively, have a special class of limit cycles called canards or french ducks describing an exponentially fast transition from a small amplitude limit cycle to limit cycle with a large amplitude. We present two explicitly integrable examples of non‐autonomous singularly perturbed di.erential equations with canard cycles without a second parameter.     

Canard cycle transition at a slow–fast passage through a jump point

We introduce transitory canard cycles for slow–fast vector fields in the plane. Such cycles separate “canards without head” and “canards with head”, like for example in the Van der Pol equation. We obtain optimal upper bounds on the number of periodic orbits that can appear near the cycle under whatever condition on the related slow divergence integral I  , including the challenging case I=0$I=0$.     

Hopf bifurcation in models for pertussis epidemiology

Pertussis (whooping cough) incidence in the United States has oscillated with a period of about four years since data was first collected in 1922. An infection with pertussis confers immunity for several years, but then the immunity wanes, so that reinfection is possible. A pertussis reinfection is mild after partial loss of immunity, but the reinfection can be severe after complete loss of immunity. Three pertussis transmission models with waning of immunity are examined for periodic solutions. Equilibria and their stability are determined. Hopf bifurcation of periodic solutions around the endemic equilibrium can occur for some parameter values in two of the models. Periods of about four years are found for epidemiologically reasonable parameter values in two of these models.     

Robust estimation of periodic autoregressive processes in the presence of additive outliers

This paper suggests a robust estimation procedure for the parameters of the periodic AR (PAR) models when the data contains additive outliers. The proposed robust methodology is an extension of the robust scale and covariance functions given in, respectively, Rousseeuw and Croux (1993) [28], and Ma and Genton (2000) [23] to accommodate periodicity. These periodic robust functions are used in the Yule-Walker equations to obtain robust parameter estimates. The asymptotic central limit theorems of the estimators are established, and an extensive Monte Carlo experiment is conducted to evaluate the performance of the robust methodology for periodic time series with finite sample sizes. The quarterly Fraser River data was used as an example of application of the proposed robust methodology. All the results presented here give strong motivation to use the methodology in practical situations in which periodically correlated time series contain additive outliers.     

The essential spectrum of periodically stationary pulses in lumped models of short-pulse fiber lasers

In modern short-pulse fiber lasers, there is significant pulse breathing over each round trip of the laser loop. Consequently, averaged models cannot be used for quantitative modeling and design. Instead, lumped models, which are obtained by concatenating models for the various components of the laser, are required. As the pulses in lumped models are periodic rather than stationary, their linear stability is evaluated with the aid of the monodromy operator obtained by linearizing the round-trip operator about the periodic pulse. Conditions are given on the smoothness and decay of the periodic pulse that ensure that the monodromy operator exists on an appropriate Lebesgue function space. A formula for the essential spectrum of the monodromy operator is given, which can be used to quantify the growth rate of continuous wave perturbations. This formula is established by showing that the essential spectrum of the monodromy operator equals that of an associated asymptotic operator. Since the asymptotic monodromy operator acts as a multiplication operator in the Fourier domain, it is possible to derive a formula for its spectrum. Although the main results are stated for a particular experimental stretched pulse laser, the analysis shows that they can be readily adapted to a wide range of lumped laser models.     

Existence of doubly periodic vortices in a generalized Chern–Simons model

We establish an existence theorem for the doubly periodic vortices in a generalized self-dual Chern–Simons model. We show that there exists a critical value of the coupling parameter such that there exist self-dual doubly periodic vortex solutions for the generalized self-dual Chern–Simons equation if and only if the coupling parameter is less than or equal to the value. The energy, magnetic flux, and electric charge associated to the field configurations are all specifically quantized. By the solutions obtained for this generalized self-dual Chern–Simons equation we can also construct doubly periodic vortex solutions to a related generalized self-dual Abelian Higgs equation.     

含参数泛函微分方程概周期正解的存在性

研究了一类含参数泛函微分方程概周期正解的存在性问题.结合有界性及渐近概周期性获得了系统存在概周期正解的几组充分条件,并将结果应用于几类种群动力学模型,分别获得了系统在概周期环境下存在概周期解的一组充分条件.     

Bifurcation structure of a discrete neuronal equation

We present the bifurcations diagram of a threshold automation with memory. This automation has a unique attractor which is periodic if the memory is bounded, periodic or Cantorian if it is unbounded. We show that the associated rotation number is an increasing piecewise constant function of the threshold parameter. If the memory is unbounded, this function is a devil staircase.     

The choice of constitutive relations for an ice cover

The constitutive relations between the internal stresses and the deformation parameters of a sea ice cover, which are used in the AIDJEX elastoplastic model and Hibler's non-linearly viscous model, are investigated. It is shown that the structural instability of the ice cover with respect to plastic shear deformations is a consequence of the associated flow rule used in these models. The use of constitutive relations which violate the associated flow rule, but which are in good agreement with the physical properties of granular media, is suggested. An ice cover damage parameter and an empirical equation which describes the change in this parameter are introduced into the treatment. Energy relations are investigated.     

Periodic wave solutions of coupled integrable dispersionless equations by residue harmonic balance

We introduce the residue harmonic balance method to generate periodic solutions for nonlinear evolution equations. A PDE is firstly transformed into an associated ODE by a wave transformation. The higher-order approximations to the angular frequency and periodic solution of the ODE are obtained analytically. To improve the accuracy of approximate solutions, the unbalanced residues appearing in harmonic balance procedure are iteratively considered by introducing an order parameter to keep track of the various orders of approximations and by solving linear equations. Finally, the periodic solutions of PDEs result. The proposed method has the advantage that the periodic solutions are represented by Fourier functions rather than the sophisticated implicit functions as appearing in most methods.     

Lyapunov-Schmidt reduction for unfolding heteroclinic networks of equilibria and periodic orbits with tangencies

This article concerns arbitrary finite heteroclinic networks in any phase space dimension whose vertices can be a random mixture of equilibria and periodic orbits. In addition, tangencies in the intersection of un/stable manifolds are allowed. The main result is a reduction to algebraic equations of the problem to find all solutions that are close to the heteroclinic network for all time, and their parameter values. A leading order expansion is given in terms of the time spent near vertices and, if applicable, the location on the non-trivial tangent directions. The only difference between a periodic orbit and an equilibrium is that the time parameter is discrete for a periodic orbit. The essential assumptions are hyperbolicity of the vertices and transversality of parameters. Using the result, conjugacy to shift dynamics for a generic homoclinic orbit to a periodic orbit is proven. Finally, equilibrium-to-periodic orbit heteroclinic cycles of various types are considered.     

Suboptimal feedback control of linear periodic systems

A method is developed for the approximate design of an optimal state regulator for a linear periodically varying system with quadratic performance index. The periodic term is taken to be a perturbation to the system. By making use of a power-series expansion in a small parameter, associated with periodic terms, a set of matrix equations is derived for determining successively a feedback gain. Given periodic terms of a Fourier-series form, explicit solutions are obtained for those matrix equations. A sufficient condition for existence and periodicity of the solution is also shown. Further, the performance degradation resulting from a truncation of the power-series solution is investigated. The method may effectively be used in a computer-programmed computation.     

Multiple periodic solutions for a nonlinear suspension bridge equation

We investigate nonlinear oscillations in a fourth-order partialdifferential equation which models a suspension bridge. Previouswork establishes multiple periodic solutions when a parameterexceeds a certain eigenvalue. In this paper, we use Leray-Schauderdegree theory to prove that if the parameter is increased further,beyond a second eigenvalue, then additional solutions are created.     

On numerical study of periodic solutions of a delay equation in biological models

Some results are presented of the numerical study of periodic solutions of a nonlinear equation with a delayed argument in connection with themathematical models having real biological prototypes. The problem is formulated as a boundary value problem for a delay equation with the conditions of periodicity and transversality. A spline-collocation finite-difference scheme of the boundary value problem using a Hermitian interpolation cubic spline of the class C ¹ with fourth order error is proposed. For the numerical study of the system of nonlinear equations of the finitedifference scheme, the parameter continuation method is used, which allows us to identify possible nonuniqueness of the solution of the boundary value problem and, hence, the nonuniqueness of periodic solutions regardless of their stability. By examples it is shown that the periodic oscillations occur for the parameter values specific to the real molecular-genetic systems of higher species, for which the principle of delay is quite easy to implement.