Boolean delay equations. II. Periodic and aperiodic solutions

Boolean delay equations (BDEs) areevolution equations for a vector of discrete variables x(t). The value of each componentX _i (t), 0 or 1. depends on previous values of all componentsx _j (t– t _ij ), x _i (t)=f _i (x₁(t–t _i1),...,x _n (t –t _in )). BDEs model the evolution of biological and physical systems with threshold behavior and nonlinear feedbacks. The delays model distinct interaction times between pairs of variables. In this paper, BDEs are studied by algebraic, analytic, and numerical methods. It is shown that solutions depend continuously on the initial data and on the delays. BDEs are classified intoconservative anddissipative. All BDEs with rational delays only haveperiodic solutions only. But conservative BDEs with rationally unrelated delays haveaperiodic solutions of increasing complexity. These solutions can be approximated arbitrarily well by periodic solutions of increasing period.Self-similarity andintermittency of aperiodic solutions is studied as a function of delay values, and certain number-theoretic questions related toresonances and diophantine approximation are raised. Period length is shown to be a lower semicontinuous function of the delays for a given BDE, and can be evaluated explicitly for linear equations. We prove that a BDE isstructurable stable if and only if it has eventually periodic solutions of bounded period, and if the length of initial transients is bounded. It is shown that, for dissipative BDEs, asymptotic solution behavior is typically governed by areduced BDE. Applications toclimate dynamics and other problems are outlined.     

Boolean delay equations: A simple way of looking at complex systems

Boolean Delay Equations (BDEs) are semi-discrete dynamical models with Boolean-valued variables that evolve in continuous time. Systems of BDEs can be classified into conservative or dissipative, in a manner that parallels the classification of ordinary or partial differential equations. Solutions to certain conservative BDEs exhibit growth of complexity in time; such BDEs can be seen therefore as metaphors for biological evolution or human history. Dissipative BDEs are structurally stable and exhibit multiple equilibria and limit cycles, as well as more complex, fractal solution sets, such as Devil’s staircases and “fractal sunbursts.” All known solutions of dissipative BDEs have stationary variance. BDE systems of this type, both free and forced, have been used as highly idealized models of climate change on interannual, interdecadal and paleoclimatic time scales. BDEs are also being used as flexible, highly efficient models of colliding cascades of loading and failure in earthquake modeling and prediction, as well as in genetics. In this paper we review the theory of systems of BDEs and illustrate their applications to climatic and solid-earth problems. The former have used small systems of BDEs, while the latter have used large hierarchical networks of BDEs. We moreover introduce BDEs with an infinite number of variables distributed in space (“partial BDEs”) and discuss connections with other types of discrete dynamical systems, including cellular automata and Boolean networks. This research-and-review paper concludes with a set of open questions.     

An adjustable aperiodic model class of genomic interactions using continuous time Boolean networks (Boolean delay equations)

Following the complete sequencing of several genomes, interest has grown in the construction of genetic regulatory networks, which attempt to describe how different genes work together in both normal and abnormal cells. This interest has led to significant research in the behavior of abstract network models, with Boolean networks emerging as one particularly popular type. An important limitation of these networks is that their time evolution is necessarily periodic, motivating our interest in alternatives that are capable of a wider range of dynamic behavior. In this paper we examine one such class, that of continuous-time Boolean networks, a special case of the class of Boolean delay equations (BDEs) proposed for climatic and seismological modeling. In particular, we incorporate a biologically motivated refractory period into the dynamic behavior of these networks, which exhibit binary values like traditional Boolean networks, but which, unlike Boolean networks, evolve in continuous time. In this way, we are able to overcome both computational and theoretical limitations of the general class of BDEs while still achieving dynamics that are either aperiodic or effectively so, with periods many orders of magnitude longer than those of even large discrete time Boolean networks.     

Gluon transport equations,plasma oscillations,and screening

The gluon transport equations (Phys. Lett. 177B (1986) 402) are reconsidered to derive a consistent semiclassical limit. Introducing the color current of gluon fluctuations around a classical mean field, we calculate the color permeability function of a collisionless gluon plasma in linear response approximation. The dispersion relations and electric screening length agree with one-loop high temperature QCD results. We find no magnetic screening atO(g ²) and predict transverse magnetic plasma oscillations similar to electric ones. The extension to include particle production by a mean color field is shortly described.     

On the thresholds in linear and nonlinear Boolean equations

We introduce a generalized XORSAT model, named as Massive Algebraic System (Hereafter abbreviated as MAS) consisting of linear and nonlinear Boolean equations. Through adjusting the proportion of nonlinear equations, denoted by p, this MAS model smoothly interpolates between XORSAT (p = 0) and MAS-nonlinear (p = 1). We conduct a systematic and complete study about a series of phase transitions in the space of solutions at given p and also present how the phase diagram evolves with the increase of p. First of all, using the probabilistic method and energetic 1RSB cavity method, we compute the satisfiability thresholds for any given p ∈ [0,1) and determine a region where the satisfaction of problem all depends on its subproblem MAS-nonlinear. Furthermore, we locate three important non-satisfiability transitions, i.e. clustering, condensation and freezing, using entropic 1RSB cavity method, and find the space of solution undergoing different phase transition processes with the increase of p.     

Instabilities in threshold-diffusion equations with delay

The introduction of delays into ordinary or partial differential equation models is well known to facilitate the production of rich dynamics, ranging from periodic solutions through to spatio-temporal chaos. In this paper, we consider a class of scalar partial differential equations with a delayed threshold nonlinearity which admits exact solutions for equilibria, periodic orbits and travelling waves. Importantly, we show how the spectra of periodic and travelling wave solutions can be determined in terms of the zeros of a complex analytic function. Using this as a computational tool to determine stability, we show that delays can have very different effects on threshold systems with negative as opposed to positive feedback. Direct numerical simulations are used to confirm our bifurcation analysis, and to probe some of the rich behaviour possible for mixed feedback.     

Noise-sustained structure,intermittency, and the Ginzburg-Landau equation

The time-dependent generalized Ginzburg-Landau equation is an equation that is related to many physical systems. Solutions of this equation in the presence of low-level external noise are studied. Numerical solutions of this equation in thestationary frame of reference and with anonzero group velocity that is greater than a critical velocity exhibit a selective spatial amplification of noise resulting in spatially growing waves. These waves in turn result in the formation of a dynamic structure. It is found that themicroscopic noise plays an important role in themacroscopic dynamics of the system. For certain parameter values the system exhibits intermittent turbulent behavior in which the random nature of the external noise plays a crucial role. A mechanism which may be responsible for the intermittent turbulence occurring in some fluid systems is suggested.     

Autoignition delay modulation by high-frequency thermoacoustic oscillations in reheat flames

This paper investigates the sensitivity of the autoignition delay in reheat flames to acoustic pulsations associated with high-frequency transverse thermoacoustic oscillations. A reduced order model for the response of purely autoignition-stabilised flames to acoustic disturbances is compared with experimental observations. The experiments identified periodic flame motion associated with high-amplitude transverse limit-cycle oscillations in an atmospheric pressure reheat combustor. This flame motion was assumed to be the result of a superposition of two flame-acoustic coupling mechanisms: autoignition delay modulation by the oscillating acoustic field and displacement and deformation of the flame by the acoustic velocity. The reduced order model coupled to reaction kinetics calculations reveals that a significant portion of the observed flame motion can be attributed to autoignition delay modulation. The ignition position responds instantaneously to the acoustic pressure at the time of ignition, as observed experimentally. The model also provides insight into the importance of the history of acoustic disturbances experienced by the fuel-air mixture prior to ignition. Due to the high-frequency nature of the instability, a fluid particle can experience multiple oscillation cycles before ignition. The ignition delay responds in-phase with the net-acoustic perturbation experienced by a fluid particle between injection and ignition. These findings shed light on the underlying mechanisms of the flame motion observed in experiments and provide useful insight into the importance of autoignition delay modulation as a driving mechanism of high-frequency thermoacoustic instabilities in reheat flames.     

Resonance decays,correlations and intermittency in hadronic collisions

We study a very simple model of correlations and intermittency of identical final state pions in hadronic collisions. Final state pions are either products of resonance decays or they are “directly” produced. The “direct” production is simulated by an immediate decay of a resonance. For “direct pions” forming about a half of final state pions and for formation times of resonances less than 0.5fin/c we get density of sources which via Hanbury-Brown and Twiss interference leads to correlations of two identical pions consistent with recent data and shows intermittency patterns for the second factorial moment. The essential ingredient of the scheme is the combination of pions from resonance decays and direct pions. Due to life-times of resonances taken from experiment, pions from resonance decays are responsible for short-range correlations in the longitudinal momentum, whereas directly produced pions, due to their fast production, dominate in the region of longitudinal momentum difference of the order of 100 MeV/c. The combination of both can give an approximate scaling leading to intermittency.     

Complex dynamics in delay-differential equations with large delay

We investigate the dynamical properties of delay differential equations with large delay. Starting from a mathematical discussion of the singular limit τ → ∞, we present a novel theoretical approach to the stability properties of stationary solutions in such systems. We introduce the notion of strong and weak instabilities and describe a method that allows us to calculate asymptotic approximations of the corresponding parts of the spectrum. The theoretical results are illustrated by several examples, including the control of unstable steady states of focus type by time delayed feedback control and the stability of external cavity modes in the Lang-Kobayashi system for semiconductor lasers with optical feedback.     

Solution multistability in first-order nonlinear differential delay equations

The dependence of solution behavior to perturbations of the initial function (IF) in a class of nonlinear differential delay equations (DDEs) is investigated. The structure of basins of attraction of multistable limit cycles is investigated. These basins can possess complex structure at all scales measurable numerically although this is not necessarily the case. Sensitive dependence of the asymptotic solution to perturbations in the initial function is also observed experimentally using a task specific electronic analog computer designed to investigate the dynamics of an integrable first-order DDE.     

Self-sustained oscillations in systems with delay under irregularly varying excitation conditions

A mathematical model of a system consisting of two coupled chaotic delay subsystems is presented. Instead of constant initial conditions in the form of a single impetus to excite the subsystems, continuous irregular oscillations are used that simulate intrinsic noise and continue acting on self-sustained oscillations after their excitation. An equation of an autonomous subsystem with regard to feedback variation is derived. It is shown that, when an autonomous subsystem is excited by irregular oscillations, chaotic motions become stochastic. In this case, the intensity of oscillations simulating intrinsic noise increases, suppressing self-sustained oscillations and providing the regenerative amplification of irregular oscillations. Interaction of coupled oscillations for identical and nonidentical subsystems is considered for the case of different noiselike initial conditions. It is found that interacting oscillations are not completely identical even if the parameters of the subsystems are the same.     

A Hopf-like equation and perturbation theory for differential delay equations

We extend techniques developed for the study of turbulent fluid flows to the statistical study of the dynamics of differential delay equations. Because the phase spaces of differential delay equations are infinite dimensional, phase-space densities for these systems are functionals. We derive a Hopf-like functional differential equation governing the evolution of these densities. The functional differential equation is reduced to an infinite chain of linear partial differential equations using perturbation theory. A necessary condition for a measure to be invariant under the action of a nonlinear differential delay equation is given. Finally, we show that the evolution equation for the density functional is the Fourier transform of the infinite-dimensional version of the Kramers-Moyal expansion.     

Lagrangian and Eulerian velocity intermittency

Usual turbulence experiments, based on the Taylor hypothesis, differ from true Eulerian measurements. This is the origin of the apparent discrepancy between a recent two point correlation analysis and the multiplicative cascade picture. Indeed, both Eulerian and Lagrangian observations perfectly agree with this picture. Received 19 June 2002 / Received in final form 29 July 2002 Published online 14 October 2002 RID="a" ID="a"e-mail: bcastain@ens-lyon.fr     

Coherent noise, scale invariance and intermittency in large systems

We introduce a new class of models in which a large number of “agents” organize under the influence of an externally imposed coherent noise. The model shows reorganization events whose size distribution closely follows a power law over many decades, even in the case where the agents do not interact with each other. In addition, the system displays “aftershock” events in which large disturbances are followed by a string of others at times which are distributed according to a t⁻¹ law. We also find that the lifetimes of the agents in the system possess a power-law distribution. We explain all these results using an approximate analytic treatment of the dynamics and discuss a number of variations on the basic model relevant to the study of particular physical systems.