Dynamic Hopf bifurcations generated by nonlinear terms

We consider the so-called delayed loss of stability phenomenon for singularly perturbed systems of differential equations in case that the associated autonomous system with a scalar parameter undergoes the Hopf bifurcation at the zero equilibrium point. It is assumed that the linearization of the associated system is independent of the parameter and the next terms in the expansion of the right-hand parts at zero are positive homogeneous of order α>1. Simple formulas are presented to estimate the asymptotic delay for the delayed loss of stability phenomenon. More precisely, we suggest sufficient conditions which ensure that zeros of a simple function ψ defined by the positive homogeneous nonlinear terms are the Hopf bifurcation points of the associated system, the sign of ψ at other points determines stability of the zero equilibrium, and the asymptotic delay equals the distance between the bifurcation point and a zero of some primitive of ψ.     

Retarded equations on the sphere induced by linear equations

Using a Poincaré compactification, the linear homogeneous system of delay equations {x = Ax(t ? 1) (A is an n × n real matrix) induces a delay system π(A) on the sphere Sⁿ. The points at infinity belong to an invariant submanifold S^{n ? 1} of Sⁿ. For an open and dense set of 2 × 2 matrices A with distinct eigenvalues, the system π(A) has only hyperbolic critical points (including the critical points at infinity). For an open and dense set of 2 × 2matrices $\text{A}$ with complex eigenvalues, the nonwandering set at infinity is the union of an odd number of hyperbolic periodic orbits; if $\text{(}\text{det}\text{A}\text{)}{}^{\mathrm{<mtext>1</mtext><mtext>2</mtext>}}\text{<}\text{3π}\text{2}$, the restriction of $\text{π(}\text{A}\text{)}$ to S¹ is Morse-Smale. For n = 1 there exist periodic orbits of period 4 provided that $\text{?A >}\text{π}\text{2}$ and Hopf bifurcation of a center occurs for ?A near $\text{(}\text{π}\text{2}\text{) + 2kπ, k ? Z}$.     

Period two implies chaos for a class of ODEs

We extend a result of J. Andres and K. Pastor concerning scalar time-periodic first order ordinary differential equations without uniqueness, by proving that the existence of just one subharmonic implies the existence of large sets of subharmonics of all given orders. Since these periodic solutions must coexist with complicated dynamics, we might paraphrase T. Y. Li and J. A. Yorke by loosely saying that in this setting even period two implies chaos. Similar results are obtained for a class of differential inclusions.

     

A study of type I intermittency of a circular differential equation under a discontinuous right-hand side

In this paper we study a circular differential equation under a discontinuous periodic input, developing a quadratic differential equations system on S¹ and a linear differential equations system in the Minkowski space M³. The symmetry groups of these two systems are, respectively, PSOo(2,1) and SOo(2,1). The Poincaré circle map is constructed exactly, and a critical value αc of the parameter is identified. Depending on α of the input amplitude the equation may exhibit periodic, subharmonic or quasiperiodic motions. When α varies from α>αc to α<αc, there undergoes an inverse tangent bifurcation; consequently, the resultant Poincaré circle map offers one route to the quasiperiodicity via a type I intermittency. In the parameter range of α<αc the orbit generated by the Poincaré circle map is either m-periodic or quasiperiodic when n/m is a rational or an irrational number.     

Nonautonomous saddle-node bifurcations: Random and deterministic forcing

We study the effect of external forcing on the saddle-node bifurcation pattern of interval maps. By replacing fixed points of unperturbed maps by invariant graphs, we obtain direct analogues to the classical result both for random forcing by measure-preserving dynamical systems and for deterministic forcing by homeomorphisms of compact metric spaces. Additional assumptions like ergodicity or minimality of the forcing process then yield further information about the dynamics.The main difference to the unforced situation is that at the critical bifurcation parameter, two alternatives exist. In addition to the possibility of a unique neutral invariant graph, corresponding to a neutral fixed point, a pair of so-called pinched invariant graphs may occur. In quasiperiodically forced systems, these are often referred to as ‘strange non-chaotic attractors’. The results on deterministic forcing can be considered as an extension of the work of Novo, Núñez, Obaya and Sanz on nonautonomous convex scalar differential equations. As a by-product, we also give a generalisation of a result by Sturman and Stark on the structure of minimal sets in forced systems.     

Multiplicity Result for a Scalar Field Equation on Compact Surfaces

Abstract

We consider a scalar field equation on compact surfaces which has variational structure. When the surface is a torus and a physical parameter ρ belongs to (8π,4π²) we show under some extra assumptions that, besides a local minimum, the functional admits at least other two saddle points.     

Vanishing viscosity with short wave-long wave interactions for multi-D scalar conservation laws

We consider a system coupling a multidimensional semilinear Schrödinger equation and a multidimensional nonlinear scalar conservation law with viscosity, which is motivated by a model of short wave-long wave interaction introduced by Benney (1977). We prove the global existence and uniqueness of the solution of the Cauchy problem for this system. We also prove the convergence of the whole sequence of solutions when the viscosity ε and the interaction parameter α approach zero so that α=o(ε1/2). We also indicate how to extend these results to more general systems which couple multidimensional semilinear systems of Schrödinger equations with multidimensional nonlinear systems of scalar conservation laws mildly coupled.     

On a two-point boundary value problem for the Sturm-Liouville operator with a nonclassical asymptotics of the spectrum

We consider a spectral problem generated by a Sturm-Liouville equation on the interval (0, π) with degenerate boundary conditions. We prove the existence of potentials q(x) ∈ L ₂(0, π) such that the multiplicities of the eigenvalues λ _n monotonically tend to infinity as n → ∞.     

Critical points at infinity and blow up of solutions of autonomous polynomial differential systems via compactification

Critical points at infinity for autonomous differential systems are defined and used as an essential tool. Rn is mapped onto the unit ball by various mappings and the boundary points of the ball are used to distinguish between different directions at infinity. These mappings are special cases of compactifications. It is proved that the definition of the critical points at infinity is independent of the choice of the mapping to the unit ball.We study the rate of blow up of solutions in autonomous polynomial differential systems of equations via compactification methods. To this end we represent each solution as a quotient of a vector valued function (which is a solution of an associated autonomous system) by a scalar function (which is a solution of a related scalar equation).     

The period function of classical Liénard equations

In this paper we study the number of critical points that the period function of a center of a classical Liénard equation can have. Centers of classical Liénard equations are related to scalar differential equations , with f an odd polynomial, let us say of degree 2?−1. We show that the existence of a finite upperbound on the number of critical periods, only depending on the value of ?, can be reduced to the study of slow-fast Liénard equations close to their limiting layer equations. We show that near the central system of degree 2?−1 the number of critical periods is at most 2?−2. We show the occurrence of slow-fast Liénard systems exhibiting 2?−2 critical periods, elucidating a qualitative process behind the occurrence of critical periods. It all provides evidence for conjecturing that 2?−2 is a sharp upperbound on the number of critical periods. We also show that the number of critical periods, multiplicity taken into account, is always even.     

Bifurcation of Periodic Orbits and Chaos in Duffing Equation

Duffing equation with fifth nonlinear-restoring force, one external forcing and a phase shift is investigated, The conditions of existences for primary resonance, second-order, third-order subharmonics, morder subharmonics and chaos are given by using second-averaging method, Melnikov methods and bifurcation theory. Numerical simulations including bifurcation diagrams, bifurcation surfaces, phase portraits, not only show the consistence with the theoretical analysis, but also exhibit the new dynamical behaviors. We show the onset of chaos, chaos suddenly disappearing to period orbit, one-band and double-band chaos, period-doubling bifurcations from period 1, 2, and 3 orbits, period-windows （period-2, 3 and 5） in chaotic regions.     

A branching particle system approximation for nonlinear stochastic filtering

The optimal filter π = {π t,t ∈ [0,T ]} of a stochastic signal is approximated by a sequence {π n t } of measure-valued processes defined by branching particle systems in a random environment(given by the observation process).The location and weight of each particle are governed by stochastic differential equations driven by the observation process,which is common for all particles,as well as by an individual Brownian motion,which applies to this specific particle only.The branching mechanism of each particle depends on the observation process and the path of this particle itself during its short lifetime δ = n 2α,where n is the number of initial particles and α is a fixed parameter to be optimized.As n →∞,we prove the convergence of π n t to π t uniformly for t ∈ [0,T ].Compared with the available results in the literature,the main contribution of this article is that the approximation is free of any stochastic integral which makes the numerical implementation readily available.     

On the Number of Unbounded Solution Branches in a Neighborhood of an Asymptotic Bifurcation Point

We suggest a method for studying asymptotically linear vector fields with a parameter. The method permits one to prove theorems on asymptotic bifurcation points (bifurcation points at infinity) for the case of double degeneration of the principal linear part. We single out a class of fields that have more than two unbounded branches of singular points in a neighborhood of a bifurcation point. Some applications of the general theorems to bifurcations of periodic solutions and subharmonics as well as to the two-point boundary value problem are given.     

Existence and asymptotic behavior for elliptic equations with singular anisotropic potentials

We study the equation Δu+u|u|^p−1+V(x)u+f(x)=0 in Rn, where n?3 and p>n/(n−2). The forcing term f and the potential V can be singular at zero, change sign and decay polynomially at infinity. We can consider anisotropic potentials of form h(x)|x|⁻² where h is not purely angular. We obtain solutions u which blow up at the origin and do not belong to any Lebesgue space Lr. Also, u is positive and radial, in case f and V are. Asymptotic stability properties of solutions, their behavior near the singularity, and decay are addressed.     

Linear differential equations and multiple zeta values. II. A generalization of the WKB method

For linear differential equations x(n)+a₁x(n−1)+?+anx=0 (and corresponding linear differential systems) with large complex parameter λ and meromorphic coefficients aj=aj(t;λ) we prove existence of analogues of Stokes matrices for the asymptotic WKB solutions. These matrices may depend on the parameter, but under some natural assumptions such dependence does not take place. We also discuss a generalization of the Hukuhara-Levelt-Turritin theorem about formal reduction of a linear differential system near an irregular singular point t=0 to a normal form with ramified change of time to the case of systems with large parameter. These results are applied to some hypergeometric equations related with generating functions for multiple zeta values.     

Decomposition of a scalar operator into a product of unitary operators with two points in spectrum

We consider products of unitary operators with at most two points in their spectra, 1 and e^iα. We prove that the scalar operator e^iγI is a product of k such operators if α(1+1/(k-3))?γ?α(k-1-1/(k-3)) for k?5. Also we prove that for e^iα≠-1, only a countable number of scalar operators can be decomposed in a product of four operators from the mentioned class. As a corollary we show that every unitary operator on an infinite-dimensional space is a product of finitely many such operators.     

Tilings of parallelograms with similar triangles

We say that a triangle δ tiles the polygonP ifP can be decomposed into finitely many non-overlapping triangles similar to δ. Let P bea parallelogram with anglesδ andπ -δ (0 <δ ≤π/2) and let δ be a triangle with anglesα, Β, γ (α ≤Β ≤γ). We prove that if δ tilesP then eitherδ ε α,Β,γ,π -γ, π - 2γ or dimL _P =dimL _δ. We also prove that for every parallelogramP, and for every integern (wheren≥ 2,n ? 3) there is a triangle δ so thatn similar copies of δ tileP.     

Holomorphic maps with a given asymptotic expansion at a boundary point

The following result has been known for a long time: let 0 < α < 2π and let S be the sector {z ≠ 0 and arg z ≠ α(+ 2kπ)} of the complex plane; let (u_n) be a given infinite sequence of complex numbers; then there exists a holomorphic function on S which admits the formal power series ∑^+∞_{n = 0}u_nzⁿ as asymptotic expansion at the origin. A first generalization of this result to the infinite dimensional case is given by the author (A result of existence of holomorphic maps which admit a given asymptotic expansion, in “Advances in Holomorphy” (J. A. Barroso, Ed.), in press). We give here an improvement of this last result, based upon a different proof. Then we give two counterexamples showing that our assumptions on the spaces are essential.     

Periodic solutions of asymptotically linear autonomous Newtonian systems with resonance

In this paper, we study the existence, continuation and bifurcation from infinity of2π$2\pi$-periodic solutions of autonomous Newtonian systems. We underline that the resonant case is considered. To prove the results, we apply the degree for S¹$S^1$-equivariant gradient maps defined by Rybicki (1994) in [15] and the angle condition introduced by Bartsch and Li (1997) in [16].