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).     

Canards in a Surface Oxidation Reaction

Summary. Canards are periodic orbits for which the trajectory follows both the attracting and repelling parts of a slow manifold. They are associated with a dramatic change in the amplitude and period of a periodic orbit within a very narrow interval of a control parameter. It is shown numerically that canards occur in an appropriate parameter range in two- and three-dimensional models of the platinum-catalyzed oxidation of carbon monoxide. By smoothly connecting associated stable and unstable manifolds in an asymptotic limit, we predict parameter values at which such canards exist. The relationship between the canards and saddle-loop bifurcations for these models is also demonstrated. Excellent agreement is found between the numerical and analytical results.     

Random perturbations of dynamical systems and diffusion processes with conservation laws

In this paper we consider random perturbations of dynamical systems and diffusion processes with a first integral. We calculate, under some assumptions, the limiting behavior of the slow component of the perturbed system in an appropriate time scale for a general class of perturbations. The phase space of the slow motion is a graph defined by the first integral. This is a natural generalization of the results concerning random perturbations of Hamiltonian systems. Considering diffusion processes as the unperturbed system allows to study the multidimensional case and leads to a new effect: the limiting slow motion can spend non-zero time at some points of the graph. In particular, such delay at the vertices leads to more general gluing conditions. Our approach allows one to obtain new results on singular perturbations of PDEs. Mathematics Subject Classification (2001): 60H10; 34C29; 35B20     

Random perturbations of 1:1-resonant systems with SO(2) symmetry

^** Email: narayananramakrishnan{at}maxtor.com^*** Email: navam{at}uiuc.edu The near-resonant motion of trajectories of an integrable systemsubject to small dissipation and random perturbations is analysed.Under an appropriate change of time, we identify a reduced model.Our principal technique of dimensional reduction will be themethod of stochastic averaging for non-linear systems with smallnoise. A scheme to obtain the averaged motion of trajectoriesnear resonances is developed. The method of reduction is presentedusing the example of a two-degree-of-freedom Hamiltonian systemwith SO(2) symmetry subject to random perturbations. The averagedmotion of trajectories close to the 1:1-resonance surface isobtained and the effects of random perturbations on the near-resonantdynamics are analysed.     

Absolutely continuous spectrum for random operators on trees of finite cone type

We study the spectrum of random operators on a large class of trees. These trees have finitely many cone types and they can be constructed by a substitution rule. The random operators are perturbations of Laplace type operators either by random potentials or by random hopping terms, i.e., perturbations of the off-diagonal elements. We prove stability of arbitrary large parts of the absolutely continuous spectrum for sufficiently small but extensive disorder.     

Stability of spectral types for Jacobi matrices under decaying random perturbations

We study stability of spectral types for semi-infinite self-adjoint tridiagonal matrices under random decaying perturbations. We show that absolutely continuous spectrum associated with bounded eigenfunctions is stable under Hilbert-Schmidt random perturbations. We also obtain some results for singular spectral types.     

Perturbations of Jordan matrices

We consider perturbations of a large Jordan matrix, either random and small in norm or of small rank. In the case of random perturbations we obtain explicit estimates which show that as the size of the matrix increases, most of the eigenvalues of the perturbed matrix converge to a certain circle with centre at the origin. In the case of finite rank perturbations we completely determine the spectral asymptotics as the size of the matrix increases.     

Empirical properties of group preference aggregation methods employed in AHP: Theory and evidence

We study various methods of aggregating individual judgments and individual priorities in group decision making with the AHP. The focus is on the empirical properties of the various methods, mainly on the extent to which the various aggregation methods represent an accurate approximation of the priority vector of interest. We identify five main classes of aggregation procedures which provide identical or very similar empirical expressions for the vectors of interest. We also propose a method to decompose in the AHP response matrix distortions due to random errors and perturbations caused by cognitive biases predicted by the mathematical psychology literature. We test the decomposition with experimental data and find that perturbations in group decision making caused by cognitive distortions are more important than those caused by random errors. We propose methods to correct the systematic distortions.     

Some Results on the Lotka–Volterra Model and its Small Random Perturbations

The Lotka–Volterra model is a nonlinear sytem of differential equations representing competing species. We show that when the system is far from its equilibrium, then most of the time one of the populations is exponentially small. We then consider random perturbations of the classical model by noise. In the case of perturbation of coefficients averaging principle applies. In the case of perturbations leading to extinction of one of the populations large deviation principle is used to find the likely path to extinction.     

Random C 0 homeomorphism perturbations of hyperbolic sets

In this note we consider random C ⁰ homeomorphism perturbations of a hyperbolic set of a C ¹ diffeomorphism. We show that the hyperbolic set is semi-stable under such perturbations, in particular, the topological entropy will not decrease under such perturbations.     

Propagation of Disturbances in a Random Medium

In this paper we are concerned with the determination of thestochastic rays along which light disturbances propagate ina random inhomogeneous, time-dependent and isotropic medium.The analysis is formulated in the framework of stochastic optimalcontrol. We state an appropriate stochastic Fermat's Principlewhich upon invoking the principle of optimality in dynamic programmingleads to a parabolic functional differential equation for thetraversal time of a wavefront, the randomness entering as anadditive white-noise in the displacements of the field. Whenthe randomness constitutes small perturbations to the mean velocityfield, the problem becomes one of singular perturbation of theHamilton-Jacobi equation by a small second order term. Approximateexpressions are presented for the traversal time and mean stochasticpath for a time-independent mean-velocity of propagation. Asa specific example we consider these expressions for propagationsin a stratified medium.     

Identification of small amplitude perturbations in the electromagnetic parameters from partial dynamic boundary measurements

We consider the inverse problem of reconstructing small amplitude perturbations in the conductivity for the wave equation from partial (on part of the boundary) dynamic boundary measurements. Through construction of appropriate test functions by a geometrical control method we provide a rigorous derivation of the inverse Fourier transform of the perturbations in the conductivity as the leading order of an appropriate averaging of the partial dynamic boundary perturbations. This asymptotic formula is generalized to the full time-dependent Maxwell's equations. Our formulae may be expected to lead to very effective computational identification algorithms, aimed at determining electromagnetic parameters of an object based on partial dynamic boundary measurements.     

Perturbed kernel approximation on homogeneous manifolds

Current methods for interpolation and approximation within a native space rely heavily on the strict positive-definiteness of the underlying kernels. If the domains of approximation are the unit spheres in euclidean spaces, then zonal kernels (kernels that are invariant under the orthogonal group action) are strongly favored. In the implementation of these methods to handle real world problems, however, some or all of the symmetries and positive-definiteness may be lost in digitalization due to small random errors that occur unpredictably during various stages of the execution. Perturbation analysis is therefore needed to address the stability problem encountered. In this paper we study two kinds of perturbations of positive-definite kernels: small random perturbations and perturbations by Dunkl's intertwining operators [C. Dunkl, Y. Xu, Orthogonal polynomials of several variables, Encyclopedia of Mathematics and Its Applications, vol. 81, Cambridge University Press, Cambridge, 2001]. We show that with some reasonable assumptions, a small random perturbation of a strictly positive-definite kernel can still provide vehicles for interpolation and enjoy the same error estimates. We examine the actions of the Dunkl intertwining operators on zonal (strictly) positive-definite kernels on spheres. We show that the resulted kernels are (strictly) positive-definite on spheres of lower dimensions.     

Scaling limit for the diffusion exit problem in the Levinson case

The exit problem for small perturbations of a dynamical system in a domain is considered. It is assumed that the unperturbed dynamical system and the domain satisfy the Levinson conditions. We assume that the random perturbation affects the driving vector field and the initial condition, and each of the components of the perturbation follows a scaling limit. We derive the joint scaling limit for the random exit time and exit point. We use this result to study the asymptotics of the exit time for 1D diffusions conditioned on rare events.     

Global Optimization Using Diffusion Perturbations with Large Noise Intensity

This work develops an algorithm for global optimization.The algorithm is of gradient ascent typeand uses random perturbations.In contrast to the annealing type procedurcs,the perturbation noise intensityis large.We demonstrate that by properly varying the noise intensity,approximations to the global maximumcan be achieved.We also show that the expected time to reach the domain of attraction of the global maximum,which can be approximated by the solution of a boundary value problem,is finite.Discrete-time algorithmsare proposed;recursive algorithms with occasional perturbations involving large noise intensity are developed.Numerical examples are provided for illustration.     

The multifractal analysis of Birkhoff averages for conformal repellers under random perturbations

We study the stability of multifractal structures for dynamical systems under small perturbations. For a repeller associated with an expanding C ^1+β -conformal topological mixing map, we show that the multifractal structure of Birkhoff averages is stable under small random perturbations.     

On random perturbations of Hamiltonian systems with many degrees of freedom

We consider a class of random perturbations of Hamiltonian systems with many degrees of freedom. We assume that the perturbations consist of two components: a larger one which preserves the energy and destroys all other first integrals, and a smaller one which is a non-degenerate white noise type process. Under these assumptions, we show that the long time behavior of such a perturbed system is described by a diffusion process on a graph corresponding to the Hamiltonian of the system. The graph is homeomorphic to the set of all connected components of the level sets of the Hamiltonian. We calculate the differential operators which govern the process inside the edges of the graph and the gluing conditions at the vertices.     

Cosmological density perturbations in a conformal scalar field theory

We consider a scenario in which primordial scalar perturbations are generated when a complex conformal scalar field rolls down its negative quartic potential. Initially, these are perturbations of the phase of this field, which are then converted into adiabatic perturbations of the density. The existence of perturbations in the radial field direction, which have a red power spectrum, is a potentially dangerous feature of this scenario. But we show that in the linear order in the small parameter, the self-coupling, the infrared effects are completely nullified by an appropriate field redefinition. We evaluate the statistical anisotropy inherent in the model because of the presence of the long-wave perturbations of the radial field component. In the linear order in the self-coupling, the infrared effects do not affect the statistical anisotropy. They are manifested only at the quadratic order in the self-coupling, weakly (logarithmically) enhancing the corresponding contribution to the statistical anisotropy. The resulting statistical anisotropy is a combination of a large term, which decreases as the momentum increases, and a momentum-independent nonamplified term.     

An invariance principle for isotropic diffusions in random environment

We investigate in this work the asymptotic behavior of isotropic diffusions in random environment that are small perturbations of Brownian motion. When the space dimension is three or more, we prove an invariance principle as well as transience. Our methods also apply to questions of homogenization in random media.     

The eigenvalues and eigenvectors of finite, low rank perturbations of large random matrices

We consider the eigenvalues and eigenvectors of finite, low rank perturbations of random matrices. Specifically, we prove almost sure convergence of the extreme eigenvalues and appropriate projections of the corresponding eigenvectors of the perturbed matrix for additive and multiplicative perturbation models.The limiting non-random value is shown to depend explicitly on the limiting eigenvalue distribution of the unperturbed random matrix and the assumed perturbation model via integral transforms that correspond to very well-known objects in free probability theory that linearize non-commutative free additive and multiplicative convolution. Furthermore, we uncover a phase transition phenomenon whereby the large matrix limit of the extreme eigenvalues of the perturbed matrix differs from that of the original matrix if and only if the eigenvalues of the perturbing matrix are above a certain critical threshold. Square root decay of the eigenvalue density at the edge is sufficient to ensure that this threshold is finite. This critical threshold is intimately related to the same aforementioned integral transforms and our proof techniques bring this connection and the origin of the phase transition into focus. Consequently, our results extend the class of ‘spiked’ random matrix models about which such predictions (called the BBP phase transition) can be made well beyond the Wigner, Wishart and Jacobi random ensembles found in the literature. We examine the impact of this eigenvalue phase transition on the associated eigenvectors and observe an analogous phase transition in the eigenvectors. Various extensions of our results to the problem of non-extreme eigenvalues are discussed.