Invariant manifolds and global error estimates of numerical integration schemes applied to stiff systems of singular perturbation type – Part II: Linear multistep methods

Summary. It is shown that appropriate linear multi-step methods (LMMs) applied to singularly perturbed systems of ODEs preserve the geometric properties of the underlying ODE. If the ODE admits an attractive invariant manifold so does the LMM. The continuous as well as the discrete dynamical system restricted to their invariant manifolds are no longer stiff and the dynamics of the full systems is essentially described by the dynamics of the systems reduced to the manifolds. These results may be used to transfer properties of the reduced system to the full system. As an example global error bounds of LMM-approximations to singularly perturbed ODEs are given. Received May 5, 1995 / Revised version received August 18, 1995     

Invariant manifolds for singularly perturbed linear functional differential equations

The existence of “slow” and “fast” manifolds, and of invariant manifolds approaching the manifold of orbits of the degenerate system, is discussed for singularly perturbed systems of linear retarded functional differential equations (FDE). It is shown that these manifolds exist only in very degenerate situations and, consequently, the geometry of the flow of singularly perturbed ordinary differential equations does not generalize to FDEs.     

About non-coincidence of invariant manifolds and intrinsic low dimensional manifolds (ILDM)

The present paper contains an analysis of some aspects of a well known method of Intrinsic Low-Dimensional Manifolds (ILDM), which is regularly used for model reduction purposes in a number of combustion problems. One of these aspects relates to an existence of additional solutions (so-called “ghost”-manifolds), which represent intrinsic low-dimensional manifolds and do NOT represent any slow invariant manifold even for two-dimensional singularly perturbed systems (for a small but finite singular parameter). These “ghost”-manifolds are examples that contradict to the conjecture about the coincidence of ILDM and slow invariant manifolds published previously. Another aspect of the ILDM-method concerns the so-called transition zones (turning manifolds) between different invariant manifolds. It is shown that transition manifolds can not be correctly described by the ILDM-method. This statement is illustrated by an example taken from the mathematical theory of combustion.     

Invariant manifolds and global error estimates of numerical integration schemes applied to stiff systems of singular perturbation type -- Part I: RK-methods

Summary. For implicit RK-methods applied to singularly perturbed systems of ODEs it is shown that the resulting discrete systems preserve the geometric properties of the underlying ODE. This invariant manifold result is used to derive sharp bounds on the global error of RK-solutions. Received August 26, 1993 / Revised version received May 10, 1994     

Limiting behaviour of invariant manifolds for a system of singularly perturbed evolution equations

In this paper we consider a class of specific singularly perturbed abstract evolution equations. It is shown that, for small values of the singular parameter, the invariant manifold for the perturbed equation is C¹ close to that of the unpertubed equation. The results obtained are applied to the second-order evolution equations with strong damping arising in the mathematical théory of viscoelasticity.     

Bifurcations of Invariant Tori and Subharmonic Solutions of Singularly Perturbed System

This paper deals with bifurcations of subharmonic solutions and invariant tori generated from limit cycles in the fast dynamics for a nonautonomous singularly perturbed system. Based on Poincare map, a series of blow-up transformations and the theory of integral manifold, the conditions for the existence of invariant tori are obtained, and the saddle-node bifurcations of subharmonic solutions are studied.     

Bifurcation of an equilibrium state of a singularly perturbed system with lag

We consider a system of singularly perturbed differential-difference equations with periodic right-hand sides. A representation of the integral manifold of this system is obtained. The bifurcation of an invariant torus from an equilibrium state and subfurcation of periodic solutions are studied.Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 47, No. 8, pp. 1022–1028, August, 1995.     

Invariant manifolds of singularly perturbed ordinary differential equations

For singularly perturbed systems of ODE's satisfying a certain stability assumption the existence of an asymptotically stable (unstable) invariant manifold is proved. This invariant manifold is -close to the so-called reduced manifold of such a system. As an illustrative example a 3-dimensional autonomous system describing a model in biochemistry is considered.

---

Zusammenfassung Für singulär gestörte Differentialgleichungssysteme, die einer gewissen Stabilitätsbedingung genügen, wird die Existenz einer asymptotisch stabilen (instabilen) invarianten Mannigfaltigkeit nachgewiesen, die in einer -Umgebung der sogenannten reduzierten Mannigfaltigkeit eines solchen Systems liegt. Als Anschauungsbeispiel wird ein dreidimensionales autonomes System betrachtet, welches ein biochemisches Modell beschreibt.

     

Relaxation oscillations and canard solutions in singular systems on the plane

Under study are the relaxation oscillations and canard solutions in singularly perturbed systems of ordinary differential equations with one slow and one fast variable. The study is based on application of classical mathematics and elements of infinitesimal calculus. A condition is given under which the relaxation oscillation is considered as the limit position of a family of canards under the tendency to zero of the repelling part of the slow manifold to which some parts of the canard trajectories of the family are infinitesimally close.     

Optimal Joint Distributions of Several Random Variables with Given Marginals

Solutions of a singularly perturbed vector boundary-value problem are studied under the principle assumption that the trivial solution of the unperturbed equation is stable in certain senses. This is accomplished by constructing special invariant regions in which solutions display the kind of nonuniformity known as boundary-layer behavior.     

Periodic orbits and chaos in fast-slow systems with Bogdanov-Takens type fold points

The existence of stable periodic orbits and chaotic invariant sets of singularly perturbed problems of fast-slow type having Bogdanov-Takens bifurcation points in its fast subsystem is proved by means of the geometric singular perturbation method and the blow-up method. In particular, the blow-up method is effectively used for analyzing the flow near the Bogdanov-Takens type fold point in order to show that a slow manifold near the fold point is extended along the Boutroux's tritronquée solution of the first Painlevé equation in the blow-up space.     

Singularly Perturbed Semilinear Systems

Solutions of a singularly perturbed vector boundary-value problem are studied under the principal assumption that the trivial solution of the unperturbed equation is stable in certain senses. This is accomplished by constructing special invariant regions in which solutions display the kind of nonuniformity known as boundary-layer behavior.     

Periodic orbits for perturbations of piecewise linear systems

We consider the existence of periodic orbits in a class of three-dimensional piecewise linear systems. Firstly, we describe the dynamical behavior of a non-generic piecewise linear system which has two equilibria and one two-dimensional invariant manifold foliated by periodic orbits. The aim of this work is to study the periodic orbits of the continuum that persist under a piecewise linear perturbation of the system. In order to analyze this situation, we build a real function of real variable whose zeros are related to the limit cycles that remain after the perturbation. By using this function, we state some results of existence and stability of limit cycles in the perturbed system, as well as results of bifurcations of limit cycles. The techniques presented are similar to the Melnikov theory for smooth systems and the method of averaging.     

On the Existence of Pulses in Reaction- Diffusion- Equations

We apply the theory of invariant manifolds for singularly perturbed ordinary differential equations and results about the persistence of homoclinic orbits in autonomous differential systems with several parameters in order to establish the existence of pulses in reaction-diffusion systems. Essential assumptions for the existence of pulses are the following: (i) Existence of a homoclinic orbit to a hyperbolic equilibrium in the corresponding reaction system. (ii) The quotient of some measure for the diffusivities and the square of the puls speed is sufficiently small. (iii) Validity of some transversality condition. The last assumption requires the occurence of parameters in the reaction term.     

强共振情况下不变环面的分支

本文利用周期变换和积分流形理论研究平面周期扰动系统，在强共振情况下获得了从一阶细焦点分支出不变环面的简洁条件，本文中的非共振条件不同于［５］中所给出的非共振条件．     

Input-to-state stability and sliding mode control of the nonlinear singularly perturbed systems via trajectory-based small-gain theorem

This paper presents the trajectory-based input-to-state stability (ISS) and input-to-output stability (IOS) small-gain theorem, and the finite-time ISS (FTISS) and finite-time IOS (FTIOS) of nonlinear singularly perturbed systems. The contribution of this paper is threefold. Firstly, a novel idea is proposed to analyze the stability of the nonlinear singularly perturbed system, which is regarded as an interconnected system by using two-time-scale decomposition. Secondly, the trajectory-based approach is applied to establish ISS and IOS small-gain theorem for singularly perturbed systems and the FTISS and FTIOS properties are proposed. Thirdly, a novel sliding mode controller is developed for a class of nonlinear singularly perturbed systems. Finally, the effectiveness of proposed method is illustrated by using a numerical example, a DC motor simulation and a multi-agent singularly perturbed system.     

Some new basic results for singularly perturbed ordinary differential equations

Asymptotic results are obtained for an initial-value problem for singularly perturbed systems. Existence of bounded solutions to singularly perturbed systems is deduced from the results of a previous paper [9]. These results significantly enlarge the class of limiting asymptotic solutions of singularly perturbed systems inasmuch as the limiting solutions satisfy equations more general than the classical reduced system. These results generalize those of Tikhonov [3] for the initial value problem, Flatto and Levinson [6] for the existence of periodic solutions and Hale and Seifert [7] for the existence of almost-periodic solutions.     

Local analysis near a folded saddle-node singularity

Folded saddle-nodes occur generically in one parameter families of singularly perturbed systems with two slow variables. We show that these folded singularities are the organizing centers for two main delay phenomena in singular perturbation problems: canards and delayed Hopf bifurcations. We combine techniques from geometric singular perturbation theory—the blow-up technique—and from delayed Hopf bifurcation theory—complex time path analysis—to analyze the flow near such folded saddle-nodes. In particular, we show the existence of canards as intersections of stable and unstable slow manifolds. To derive these canard results, we extend the singularly perturbed vector field into the complex domain and study it along elliptic paths. This enables us to extend the invariant slow manifolds beyond points where normal hyperbolicity is lost. Furthermore, we define a way-in/way-out function describing the maximal delay expected for generic solutions passing through a folded saddle-node singularity. Branch points associated with the change from a complex to a real eigenvalue structure in the variational equation along the critical (slow) manifold make our analysis significantly different from the classical delayed Hopf bifurcation analysis where these eigenvalues are complex only.     

Distributional convergence in planar dynamics and singular perturbations

Motivated by applications to singular perturbations, the paper examines convergence rates of distributions induced by solutions of ordinary differential equations in the plane. The solutions may converge either to a limit cycle or to a heteroclinic cycle. The limit distributions form invariant measures on the limit set. The customary gauges of topological distances may not apply to such cases and do not suit the applications. The paper employs the Prohorov distance between probability measures. It is found that the rate of convergence to a limit cycle and to an equilibrium are different than the rate in the case of heteroclinic cycle; the latter may exhibit two paces, depending on a relation among the eigenvalues of the hyperbolic equilibria. The limit invariant measures are also exhibited. The motivation is stemmed from singularly perturbed systems with non-stationary fast dynamics and averaging. The resulting rates of convergence are displayed for a planar singularly perturbed system, and for a general system of a slow flow coupled with a planar fast dynamics.     

Exponential stability of singularly perturbed systems with mixed impulses

This paper investigates the exponential stability problem for a class of singularly perturbed impulsive systems in which the flow dynamics is unstable and is affected at discrete time instants by impulses that have both destabilizing and stabilizing effects. More precisely the impulses have stabilizing effects on the slow variables but destabilizing effects on the fast ones. Thus, a first contribution of our work is related to stability analysis of singularly perturbed impulsive systems in the case when neither the flow dynamics nor the impulsive one is stable. In order to take full advantage of the jump matrix structure and its stabilizing effects on the slow dynamics, we introduce a new impulse-dependent vector Lyapunov function. This function allows us to better describe the behavior between two consecutive impulses as well as the jumps at impulse instants. Several numerically tractable criteria for stability of singularly perturbed impulsive systems are established based on vector comparison principle. Additionally, upper bounds on the singular perturbation parameter are derived. Finally, the validity of our results is verified by two numerical examples.