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The Jansen-Rit model of a cortical column in the cerebral cortex is widely used to simulate spontaneous brain activity (EEG) and event-related potentials. It couples a pyramidal cell population with two interneuron populations, of which one is fast and excitatory and the other slow and inhibitory. Our paper studies the transition between alpha and delta oscillations produced by the model. Delta oscillations are slower than alpha oscillations and have a more complex relaxation-type time profile. In the context of neuronal population activation dynamics, a small threshold means that neurons begin to activate with small input or stimulus, indicating high sensitivity to incoming signals. A steep slope signifies that activation increases sharply as input crosses the threshold. Accordingly in the model the excitatory activation thresholds are small and the slopes are steep. Hence, a singular limit replacing the excitatory activation function with all-or-nothing switches, eg. a Heaviside function, is appropriate. In this limit we identify the transition between alpha and delta oscillations as a discontinuity-induced grazing bifurcation. At the grazing the minimum of the pyramidal-cell output equals the threshold for switching off the excitatory interneuron population, leading to a collapse in excitatory feedback.

Bifurcation analysis collects techniques for characterizing the dependence of certain classes of solutions of a dynamical system on variations in problem parameters. Common solution classes of interest include equilibria and periodic orbits, the number and stability of which may vary as parameters vary. Continuation techniques generate continuous families of such solutions in the combined state and parameter space, e.g., curves (branches) of periodic orbits or surfaces of equilibria. Their advantage over simulation-based approaches is the ability to map out such families independently of the dynamic stability of the equilibria or periodic orbits. Bifurcation diagrams represent families of equilibria and periodic orbits as curves or surfaces in appropriate coordinate systems. Special points, such as bifurcations, are often highlighted in such diagrams. This article provides an illustration of this paradigm of synergy between theoretical derivations and computational analysis for several characteristic examples of bifurcation analysis in commonly encountered classes of problems. General theoretical principles are deduced from these illustrations and collected for the reader's subsequent reference., Comment: 31 pages, 12 figures, code for reproducing computational data for figures available at https://github.com/jansieber/DS-handbook24-odebifurcations-resources

We prove convergence of piecewise polynomial collocation methods applied to periodic boundary value problems for functional differential equations with state-dependent delays. The state dependence of the delays leads to nonlinearities that are not locally Lipschitz continuous preventing the direct application of general abstract discretization theoretic frameworks. We employ a weaker form of differentiability, which we call mild differentiability, to prove that a locally unique solution of the functional differential equation is approximated by the solution of the discretized problem with the expected order., Comment: 26 pages, 1 figure

We construct systematically experimental steady-state bifurcation diagrams for entorhinal cortex neurons. A slowly ramped voltage-clamp electrophysiology protocol serves as closed-loop feedback controlled experiment for the subsequent current-clamp open-loop protocol on the same cell. In this way, the voltage-clamped experiment determines dynamically stable and unstable (hidden) steady states of the current-clamp experiment. The transitions between observable steady states and observable spiking states in the current-clamp experiment reveal stability and bifurcations of the steady states, completing the steady-state bifurcation diagram.

The vibro-impact capsule system is a self-propelled mechanism that has abundant coexisting attractors and moves rectilinearly under periodic excitation when overcoming environmental resistance. In this paper, we study the control of coexisting attractors in this system by using a delayed feedback controller (DFC) with a constant delay. The aim of our control is to steer this complex system toward an attractor with preferable performance characteristics among multiple coexisting attractors, e.g., a periodically fast forward progression. For this purpose, we give an example of a feedback-controlled transition from a period-3 motion with low progression speed to a period-1 motion with high progression speed at the system parameters where both responses coexist. The effectiveness of this controller is investigated numerically by considering its convergence time and the required control energy input to achieve transition. We combine pseudo-spectral approximation of the delay, event detection for the discontinuities and path-following (continuation) techniques for non-smooth delay dynamical systems to carry out bifurcation analysis. We systematically study the dynamical performance of the controlled system when varying its control gain and delay time. Our numerical simulations show the effectiveness of DFC under a wide range of system parameters. We find that the desired period-1 motion is achievable in a range of control delays between a period-doubling and a grazing bifurcation. Therefore, two-parameter continuation of these two bifurcations with respect to the control delay and control gain is conducted to identify the delay-gain parameter region where the period-1 motion is stable. The findings of this work can be used for tuning control parameters in experiments, and similar analysis can be carried out for other non-smooth dynamical systems with a constant delay term., Comment: submitted to International Journal of Nonlinear Mechanics

Previous work indicates that tropical forest can exist as an alternative stable state to savanna. Therefore, perturbation by climate change or human impact may lead to crossing of a tipping point beyond which there is rapid forest dieback that is not easily reversed. A hypothesised mechanism for such bistability is a feedback between fire and vegetation, where fire spreads as a contagion process on grass patches. Theoretical models have largely implemented this mechanism implicitly, by assuming a threshold dependence of fire spread on flammable vegetation. Here, we show how the nonlinear dynamics and bistability emerge spontaneously, without assuming equations or thresholds for fire spread. We find that the forest geometry causes the nonlinearity that induces bistability. We demonstrate this in three steps. First, we model forest and fire as interacting contagion processes on grass patches, %using a cellular automaton showing that spatial structure emerges due to two counteracting effects on the forest perimeter: forest expansion by dispersal, and forest erosion by fires originating in adjacent grassland. Then, we derive a landscape-scale balance equation in which these two effects link forest geometry and dynamics: forest expands proportionally to its perimeter, while it shrinks proportionally to its perimeter weighted by adjacent grassland area. Finally, we show that these perimeter quantities introduce nonlinearity in our balance equation and lead to bistability. Relying on the link between structure and dynamics, we propose a forest resilience indicator that could be used for targeted conservation or restoration.

Freezing of Gait (FOG) is one of the most debilitating symptoms of Parkinson's Disease and is associated with falls and loss of independence. The patho-physiological mechanisms underpinning FOG are currently poorly understood. In this paper we combine time series analysis and mathematical modelling to study the FOG phenomenon's dynamics. We focus on the transition from stepping in place into freezing and treat this phenomenon in the context of an escape from an oscillatory attractor into an equilibrium attractor state. We extract a discrete-time discrete-space Markov chain from experimental data and divide its state space into communicating classes to identify the transition into freezing. This allows us to develop a methodology for computationally estimating the time to freezing as well as the phase along the oscillatory (stepping) cycle of a patient experiencing Freezing Episodes (FE). The developed methodology is general and could be applied to any time series featuring transitions between different dynamic regimes including time series data from forward walking in people with FOG., Comment: final, accepted with updated affiliations: 25 pages, 18 figures

This paper presents a framework to perform bifurcation analysis in laboratory experiments or simulations. We employ control-based continuation to study the dynamics of a macroscopic variable of a microscopically defined model, exploring the potential viability of the underlying feedback control techniques in an experiment. In contrast to previous experimental studies that used iterative root-finding methods on the feedback control targets, we propose a feedback control law that is inherently non-invasive. That is, the control discovers the location of equilibria and stabilizes them simultaneously. We call the proposed control zero-in-equilibrium feedback control and we prove that it is able to stabilize branches of equilibria, except at singularities of codimension n+1, where n is the number of state space dimensions the feedback can depend on. We apply the method to a simulated evacuation scenario were pedestrians have to reach an exit after maneuvering left or right around an obstacle. The scenario shows a hysteresis phenomenon with bistability and tipping between two possible steady pedestrian flows in microscopic simulations. We demonstrate for the evacuation scenario that the proposed control law is able to uniformly discover and stabilize steady flows along the entire branch, including points where other non-invasive approaches to feedback control become singular., Comment: submitted (34 pages 12 figures)

This paper studies a control method for switching stable coexisting attractors of a class of non-autonomous dynamical systems. The central idea is to introduce a continuous path for the system's trajectory to transition from its original undesired stable attractor to a desired one by varying one of the system parameters according to the information of the desired attractor. The behaviour of the control is studied numerically for both non-smooth and smooth dynamical systems, using a sof-impact and a Duffing oscillator as examples. Special attention is given to identify the regions where the proposed control strategy is applicable by using the path-following methods implemented via the continuation platform COCO. It is shown that the proposed control concept can be implemented through either using an external control input or varying a system parameter. Finally, extensive numerical results are presented to validate the proposed control methods.

In the study of dynamics on networks, moment closure is a commonly used method to obtain low-dimensional evolution equations amenable to analysis. The variables in the evolution equations are mean counts of subgraph states and are referred to as moments. Due to interaction between neighbours, each moment equation is a function of higher-order moments, such that an infinite hierarchy of equations arises. Hence, the derivation requires truncation at a given order, and, an approximation of the highest-order moments in terms of lower-order ones,known as a closure formula. Recent systematic approximations have either restricted focus to closed moment equations for SIR epidemic spreading or to unclosed moment equations for arbitrary dynamics. In this paper, we develop a general procedure that automates both derivation and closure of arbitrary order moment equations for dynamics with nearest-neighbour interactions on undirected networks. Automation of the closure step was made possible by our generalised closure scheme,which systematically decomposes the largest subgraphs into their smaller components.We show that this decomposition is exact if these components form a tree, there is independence at distances beyond their graph diameter, and there is spatial homogeneity. Testing our method for SIS epidemic spreading on lattices and random networks confirms that biases are larger for networks with many short cycles in regimes with long-range dependence. A Mathematica package that automates the moment closure is available for download.

This paper presents a rigorous framework for the continuation of solutions to nonlinear constraints and the simultaneous analysis of the sensitivities of test functions to constraint violations at each solution point using an adjoint-based approach. By the linearity of a problem Lagrangian in the associated Lagrange multipliers, the formalism is shown to be directly amenable to analysis using the COCO software package, specifically its paradigm for staged problem construction. The general theory is illustrated in the context of algebraic equations and boundary-value problems, with emphasis on periodic orbits in smooth and hybrid dynamical systems, and quasiperiodic invariant tori of flows. In the latter case, normal hyperbolicity is used to prove the existence of continuous solutions to the adjoint conditions associated with the sensitivities of the orbital periods to parameter perturbations and constraint violations, even though the linearization of the governing boundary-value problem lacks a bounded inverse, as required by the general theory. An assumption of transversal stability then implies that these solutions predict the asymptotic phases of trajectories based at initial conditions perturbed away from the torus. Example COCO code is used to illustrate the minimal additional investment in setup costs required to append sensitivity analysis to regular parameter continuation., Comment: revised manuscript, source code for demonstrations available at doi:10.6084/m9.figshare.19252055 and github.com/jansieber/adjoint-sensitivity2022-supp

We study a scalar, first-order delay differential equation (DDE) with instantaneous and state-dependent delayed feedback, which itself may be delayed. The state dependence introduces nonlinearity into an otherwise linear system. We investigate the ensuing nonlinear dynamics with the case of instantaneous state dependence as our starting point. We present the bifurcation diagram in the parameter plane of the two feedback strengths showing how periodic orbits bifurcate from a curve of Hopf bifurcations and disappear along a curve where both period and amplitude grow beyond bound as the orbits become saw-tooth shaped. We then `switch on' the delay within the state-dependent feedback term, reflected by a parameter $b>0$. Our main conclusion is that the new parameter $b$ has an immediate effect: as soon as $b>0$ the bifurcation diagram for $b=0$ changes qualitatively and, specifically, the nature of the limiting saw-tooth shaped periodic orbits changes. Moreover, we show $-$ numerically and through center manifold analysis $-$ that a degeneracy at $b=1/3$ of an equilibrium with a double real eigenvalue zero leads to a further qualitative change and acts as an organizing center for the bifurcation diagram. Our results demonstrate that state dependence in delayed feedback terms may give rise to new dynamics and, moreover, that the observed dynamics may change significantly when the state-dependent feedback depends on past states of the system. This is expected to have implications for models arising in different application contexts, such as models of human balancing and conceptual climate models of delayed action oscillator type., Comment: 24 pages, 12 figures

This paper treats comprehensively the construction of problems from nonlinear dynamics and constrained optimization amenable to parameter continuation techniques and with particular emphasis on multi-segment boundary-value problems with delay. The discussion is grounded in the context of the COCO software package and its explicit support for community-driven development. To this end, the paper first formalizes the COCO construction paradigm for augmented continuation problems compatible with simultaneous analysis of implicitly defined manifolds of solutions to nonlinear equations and the corresponding adjoint variables associated with optimization of scalar objective functions along such manifolds. The paper uses applications to data assimilation from finite time histories and phase response analysis of periodic orbits to identify a universal paradigm of construction that permits abstraction and generalization. It then details the theoretical framework for a COCO-compatible toolbox able to support the analysis of a large family of delay-coupled multi-segment boundary-value problems, including periodic orbits, quasiperiodic orbits, connecting orbits, initial-value problems, and optimal control problems, as illustrated in a suite of numerical examples. The paper aims to present a pedagogical treatment that is accessible to the novice and inspiring to the expert by appealing to the many senses of the applied nonlinear dynamicist. Sprinkled among a systematic discussion of problem construction, graph representations of delay-coupled problems, and vectorized formulas for problem discretization, the paper includes an original derivation using Lagrangian sensitivity analysis of phase-response functionals for periodic-orbit problems in abstract Banach spaces, as well as a demonstration of the regularizing benefits of multi-dimensional manifold continuation for near-singular problems.

This chapter presents a dynamical systems point of view of the study of systems with delays. The focus is on how advanced tools from bifurcation theory, as implemented for example in the package DDE-BIFTOOL, can be applied to the study of delay differential equations (DDEs) arising in applications, including those that feature state-dependent delays. We discuss the present capabilities of the most recent release of DDE-BIFTOOL. They include the numerical continuation of steady states, periodic orbits and their bifurcations of codimension one, as well as the detection of certain bifurcations of codimension two and the calculation of their normal forms. Two longer case studies, of a conceptual DDE model for the El Nino phenomenon and of a prototypical scalar DDE with two state-dependent feedback terms, demonstrate what kind of insights can be obtained in this way., Comment: accepted version for book chapter (50 pages, 14 figures)

A new technique to derive delay models from systems of partial differential equations, based on the Mori-Zwanzig formalism, is used to derive a delay difference equation model for the Atlantic Multidecadal Oscillation. The Mori-Zwanzig formalism gives a rewriting of the original system of equations which contains a memory term. This memory term can be related to a delay term in a resulting delay equation. Here the technique is applied to an idealized, but spatially extended, model of the Atlantic Multidecadal Oscillation. The resulting delay difference model is of a different type than the delay differential model which has been used to describe the El Ni\~no- Southern Oscillation. In addition to this model, which can also be obtained by integration along characteristics, error terms for a smoothing approximation of the model have been derived from the Mori-Zwanzig formalism. Our new method of deriving delay models from spatially extended models has a large potential to use delay models to study a range of climate variability phenomena., Comment: Submitted to Proceedings of the Royal Society A - revised version

Lyapunov exponents are a widely used tool for studying dynamical systems. When calculating Lyapunov exponents for piecewise-smooth systems with time-delayed arguments one faces a lack of continuity in the variational problem. This paper studies how to build a variational equation for the efficient construction of Jacobians along trajectories of the delayed nonsmooth system. Trajectories of the piecewise-smooth system may encounter a so-called grazing event where the trajectory approaches a discontinuity surface in the state space in a non-transversal manner. For this event we develop a grazing point estimation algorithm to ensure the accuracy of trajectories for the nonlinear and the variational equations. We show that the eigenvalues of the Jacobian matrix computed by the algorithm converge with an order consistent with the order of the numerical integration method, therefore guaranteeing the reliability of our proposed numerical method. Finally, the method is demonstrated on a periodically forced impacting oscillator under the time-delayed feedback control., Comment: 28 pages, 6 figures

Models incorporating delay have been frequently used to understand climate variability phenomena, but often the delay is introduced through an ad-hoc physical reasoning, such as the propagation time of waves. In this paper, the Mori-Zwanzig formalism is introduced as a way to systematically derive delay models from systems of partial differential equations and hence provides a better justification for using these delay-type models. The Mori-Zwanzig technique gives a formal rewriting of the system using a projection onto a set of resolved variables, where the rewritten system contains a memory term. The computation of this memory term requires solving the orthogonal dynamics equation, which represents the unresolved dynamics. For nonlinear systems, it is often not possible to obtain an analytical solution to the orthogonal dynamics and an approximate solution needs to be found. Here, we demonstrate the Mori-Zwanzig technique for a two-strip model of the El Nino Southern Oscillation (ENSO) and explore methods to solve the orthogonal dynamics. The resulting nonlinear delay model contains an additional term compared to previously proposed ad-hoc conceptual models. This new term leads to a larger ENSO period, which is closer to that seen in observations., Comment: Submitted to Proceedings of the Royal Society A, 25 pages, 10 figures

This paper generalizes a previously-conceived, continuation-based optimization technique for scalar objective functions on constraint manifolds to cases of periodic and quasiperiodic solutions of delay-differential equations. A Lagrange formalism is used to construct adjoint conditions that are linear and homogenous in the unknown Lagrange multipliers. As a consequence, it is shown how critical points on the constraint manifold can be found through several stages of continuation along a sequence of connected one-dimensional manifolds of solutions to increasing subsets of the necessary optimality conditions. Due to the presence of delayed and advanced arguments in the original and adjoint differential equations, care must be taken to determine the degree of smoothness of the Lagrange multipliers with respect to time. Such considerations naturally lead to a formulation in terms of multi-segment boundary-value problems (BVPs), including the possibility that the number of segments may change, or that their order may permute, during continuation. The methodology is illustrated using the software package coco on periodic orbits of both linear and nonlinear delay-differential equations, keeping in mind that closed-form solutions are not typically available even in the linear case. Finally, we demonstrate optimization on a family of quasiperiodic invariant tori in an example unfolding of a Hopf bifurcation with delay and parametric forcing. The quasiperiodic case is a further original contribution to the literature on optimization constrained by partial differential BVPs., Comment: preprint, 17 pages, 9 figures

Localized states are a universal phenomenon observed in spatially distributed dissipative nonlinear systems. Known as dissipative solitons, auto-solitons, spot or pulse solutions, these states play an important role in data transmission using optical pulses, neural signal propagation, and other processes. While this phenomenon was thoroughly studied in spatially extended systems, temporally localized states are gaining attention only recently, driven primarily by applications from fiber or semiconductor lasers. Here we present a theory for temporal dissipative solitons (TDS) in systems with time-delayed feedback. In particular, we derive a system with an advanced argument, which determines the profile of the TDS. We also provide a complete classification of the spectrum of TDS into interface and pseudo-continuous spectrum. We illustrate our theory with two examples: a generic delayed phase oscillator, which is a reduced model for an injected laser with feedback, and the FitzHugh-Nagumo neuron with delayed feedback. Finally, we discuss possible destabilization mechanisms of TDS and show an example where the TDS delocalizes and its pseudo-continuous spectrum develops a modulational instability., Comment: 5 pages, 4 figures, submitted (revision) supplementary material available at https://doi.org/10.6084/m9.figshare.8269757 source code for reproducing figures 1a,b, 2a, 3a,b,c available at https://doi.org/10.6084/m9.figshare.8241674

We present a study of a delay differential equation (DDE) model for the Mid-Pleistocene Transition (MPT). We investigate the behavior of the model when subjected to periodic forcing. The unforced model has a bistable region consisting of a stable equilibrium along with a large amplitude stable periodic orbit. We study how forcing affects solutions in this region. Forcing based on astronomical data causes a sudden transition in time and under increase of the forcing amplitude, moving the model response from a non-MPT regime to an MPT regime. Similar transition behavior is found for periodic forcing. A bifurcation analysis shows that the transition is not due to a bifurcation but instead to a shifting basin of attraction. While determining the basin boundary we demonstrate how one can accurately compute the intersection of a stable manifold of a saddle with a slow manifold in a DDE by embedding the algorithm for planar maps proposed by England et al. (SIADS 2004(3)) into the equation-free framework by Kevrekidis et al. (Rev. Phys. Chem. 2009 (60))., Comment: 18 pages, supplementary material available on https://doi.org/10.6084/m9.figshare.7048292.v1

The Mid-Pleistocene Transition, the shift from 41 kyr to 100 kyr glacial-interglacial cycles that occurred roughly 1 Myr ago, is often considered as a change in internal climate dynamics. Here we revisit the model of Quaternary climate dynamics that was proposed by Saltzman and Maasch (1988). We show that it is quantitatively similar to a scalar equation for the ice dynamics only when combining the remaining components into a single delayed feedback term. The delay is the sum of the internal times scales of ocean transport and ice sheet dynamics, which is on the order of 10 kyr. We find that, in the absence of astronomical forcing, the delayed feedback leads to bistable behaviour, where stable large-amplitude oscillations of ice volume and an equilibrium coexist over a large range of values for the delay. We then apply astronomical forcing. We perform a systematic study to show how the system response depends on the forcing amplitude. We find that over a wide range of forcing amplitudes the forcing leads to a switch from small-scale oscillations of 41 kyr to large-amplitude oscillations of roughly 100 kyr without any change of other parameters. The transition in the forced model consistently occurs near the time of the Mid-Pleistocene Transition as observed in data records. This provides evidence that the MPT could have been primarily a forcing-induced switch between attractors of the internal dynamics. Small additional random disturbances make the forcing-induced transition near 800 kyr BP even more robust. We also find that the forced system forgets its initial history during the small-scale oscillations, in particular, nearby initial conditions converge prior to transitioning. In contrast to this, in the regime of large-amplitude oscillations, the oscillation phase is very sensitive to random perturbations, which has a strong effect on the timing of the deglaciation events.

This paper addresses testing of compressed structures, such as shells, that exhibit catastrophic buckling and notorious imperfection sensitivity. The central concept is the probing of a loaded structural specimen by a controlled lateral displacement to gain quantitative insight into its buckling behaviour and to measure the energy barrier against buckling. This can provide design information about a structure's stiffness and robustness against buckling in terms of energy and force landscapes. Developments in this area are relatively new but have proceeded rapidly with encouraging progress. Recent experimental tests on uniformly compressed spherical shells, and axially loaded cylinders, show excellent agreement with theoretical solutions. The probing technique could be a valuable experimental procedure for testing prototype structures, but before it can be used a range of potential problems must be examined and solved. The probing response is highly nonlinear and a variety of complications can occur. Here, we make a careful assessment of unexpected limit points and bifurcations, that could accompany probing, causing complications and possibly even collapse of a test specimen. First, a limit point in the probe displacement (associated with a cusp instability and fold) can result in dynamic buckling as probing progresses, as demonstrated in the buckling of a spherical shell under volume control. Second, various types of bifurcations which can occur on the probing path which result in the probing response becoming unstable are also discussed. To overcome these problems, we outline the extra controls over the entire structure that may be needed to stabilize the response., Comment: as accepted in International Journal of Bifurcation and Chaos (18 pages)

A classical scenario for tipping is that a dynamical system experiences a slow parameter drift across a fold tipping point, caused by a run-away positive feedback loop. We study what happens if one turns around after one has crossed the threshold. We derive a simple criterion that relates how far the parameter exceeds the tipping threshold maximally and how long the parameter stays above the threshold to avoid tipping in an inverse-square law to observable properties of the dynamical system near the fold. For the case when the dynamical system is subject to stochastic forcing we give an approximation to the probability of tipping if a parameter changing in time reverses} near the tipping point. The derived approximations are valid if the parameter change in time is sufficiently slow. We demonstrate for a higher dimensional system, a model for the Indian Summer Monsoon, how numerically observed escape from the equilibrium converge to our asymptotic expressions. The inverse-square law between peak of the parameter forcing and the time the parameter spends above a given threshold is also visible in the level curves of equal probability when the system is subject to random disturbances., Comment: 20 pages, 6 figures, 1 table, Supplementary Material found at https://figshare.com/articles/Monsoon_supplementary_material_final_pdf/7605827

A common task when analysing dynamical systems is the determination of normal forms near local bifurcations of equilibria. As most of these normal forms have been classified and analysed, finding which particular class of normal form one encounters in a numerical bifurcation study guides follow-up computations. This paper builds on normal form algorithms for equilibria of delay differential equations with constant delay that were developed and implemented in DDE-Biftool recently. We show how one can extend these methods to delay-differential equations with state-dependent delay (sd-DDEs). Since higher degrees of regularity of local center manifolds are still open for sd-DDEs, we give an independent (still only partial) argument which phenomena from the truncated normal must persist in the full sd-DDE. In particular, we show that all invariant manifolds with a sufficient degree of normal hyperbolicity predicted by the normal form exist also in the full sd-DDE., Comment: 13 pages 3 figures, preprint, revised after review

A common approach to studying high-dimensional systems with emergent low-dimensional behavior is based on lift-evolve-restrict maps (called equation-free methods): first, a user-defined lifting operator maps a set of low-dimensional coordinates into the high-dimensional phase space, then the high-dimensional (microscopic) evolution is applied for some time, and finally a user-defined restriction operator maps down into a low-dimensional space again. We prove convergence of equation-free methods for finite time-scale separation with respect to a method parameter, the so-called healing time. Our convergence result justifies equation-free methods as a tool for performing high-level tasks such as bifurcation analysis on high-dimensional systems. More precisely, if the high-dimensional system has an attracting invariant manifold with smaller expansion and attraction rates in the tangential direction than in the transversal direction (normal hyperbolicity), and restriction and lifting satisfy some generic transversality conditions, then an implicit formulation of the lift-evolve-restrict procedure generates an approximate map that converges to the flow on the invariant manifold for healing time going to infinity. In contrast to all previous results, our result does not require the time scale separation to be large. A demonstration with Michaelis-Menten kinetics shows that the error estimates of our theorem are sharp. The ability to achieve convergence even for finite time scale separation is especially important for applications involving stochastic systems, where the evolution occurs at the level of distributions, governed by the Fokker-Planck equation. In these applications the spectral gap is typically finite. We investigate a low-dimensional stochastic differential equation where the ratio between the decay rates of fast and slow variables is 2., Comment: accepted version (acc. 11 Sep 2018); 39 pages; supplementary material available at https://doi.org/10.6084/m9.figshare.6166421

Early-warning indicators (increase of autocorrelation and variance) are commonly applied to time series data to try and detect tipping points of real-world systems. The theory behind these indicators originates from approximating the fluctuations around an equilibrium observed in time series data by a linear stationary (Ornstein-Uhlenbeck) process. Then for the approach of a bifurcation-type tipping point the formulas for the autocorrelation and variance of an Ornstein-Uhlenbeck process detect the phenomenon `critical slowing down'. The assumption of stationarity and linearity introduces two sources of error in the early-warning indicators. We investigate the difference between the theoretical and observed values for the early-warning indicators for the saddle-node normal form bifurcation with linear drift.

We propose an approximation for the probability of tipping when the speed of parameter change and additive white noise interact to cause tipping. Our approximation is valid for small to moderate drift speeds and helps to estimate the probability of false positives and false negatives in early-warning indicators in the case of rate- and noise-induced tipping. We illustrate our approximation on a prototypical model for rate-induced tipping with additive noise using Monte-Carlo simulations. The formula can be extended to close encounters of rate-induced tipping and is otherwise applicable to other forms of tipping. We also provide an asymptotic formula for the critical ramp speed of the parameter in the absence of noise for a general class of systems undergoing rate-induced tipping., Comment: 14 pages, 9 figures https://link.aps.org/doi/10.1103/PhysRevE.95.052209

Under increasing compression, an unbuckled shell is in a metastable state which becomes increasingly precarious as the buckling load is approached. So to induce premature buckling a lateral disturbance will have to overcome a decreasing energy barrier which reaches zero at buckling. Two archetypal problems that exhibit a severe form of this behaviour are the axially-compressed cylindrical shell and the externally pressurized spherical shell. Focussing on the cylinder, a non-destructive technique was recently proposed to estimate the 'shock sensitivity' of a laboratory specimen using a lateral probe to measure the nonlinear load-deflection characteristic. If a symmetry-breaking bifurcation is encountered on the path, computer simulations showed how this can be suppressed by a controlled secondary probe. Here, we extend our understanding by assessing in general terms how a single control can capture remote saddle solutions: in particular how a symmetric probe could locate an asymmetric solution. Then, more specifically, we analyse the spherical shell with point and ring probes, to test the procedure under challenging conditions to assess its range of applicability. Rather than a bifurcation, the spherical shell offers the challenge of a de-stabilizing fold (limit point) under the rigid control of the probe., Comment: preprint, 29 pages, 28 figures

A dynamical system is said to undergo rate-induced tipping when it fails to track its quasi-equilibrium state due to an above-critical-rate change of system parameters. We study a prototypical model for rate-induced tipping, the saddle-node normal form subject to time-varying equilibrium drift and noise. We find that both most commonly used early-warning indicators, increase in variance and increase in autocorrelation, occur not when the equilibrium drift is fastest but with a delay. We explain this delay by demonstrating that the most likely trajectory for tipping also crosses the tipping threshold with a delay and therefore the tipping itself is delayed. We find solutions of the variational problem determining the most likely tipping path using numerical continuation techniques. The result is a systematic study of the most likely tipping time in the plane of two parameters, distance from tipping threshold and noise intensity., Comment: Manuscript

Time delayed feedback control is one of the most successful methods to discover dynamically unstable features of a dynamical system in an experiment. This approach feeds back only terms that depend on the difference between the current output and the output from a fixed time T ago. Thus, any periodic orbit of period T in the feedback controlled system is also a periodic orbit of the uncontrolled system, independent of any modelling assumptions. It has been an open problem whether this approach can be successful in general, that is, under genericity conditions similar to those in linear control theory (controllability), or if there are fundamental restrictions to time-delayed feedback control. We show that there are no restrictions in principle. This paper proves the following: for every periodic orbit satisfying a genericity condition slightly stronger than classical linear controllability, one can find control gains that stabilise this orbit with extended time-delayed feedback control. While the paper's techniques are based on linear stability analysis, they exploit the specific properties of linearisations near autonomous periodic orbits in nonlinear systems, and are, thus, mostly relevant for the analysis of nonlinear experiments., Comment: supplementary material on Figshare: https://dx.doi.org/10.6084/m9.figshare.2993812

We study a system of phase oscillators with nonlocal coupling in a ring that supports self-organized patterns of coherence and incoherence, called chimera states. Introducing a global feedback loop, connecting the phase lag to the order parameter, we can observe chimera states also for systems with a small number of oscillators. Numerical simulations show a huge variety of regular and irregular patterns composed of localized phase slipping events of single oscillators. Using methods of classical finite dimensional chaos and bifurcation theory, we can identify the emergence of chaotic chimera states as a result of transitions to chaos via period doubling cascades, torus breakup, and intermittency. We can explain the observed phenomena by a mechanism of self-modulated excitability in a discrete excitable medium., Comment: postprint, as accepted in Chaos, 10 pages, 7 figures

DDEBIFTOOL is a collection of Matlab routines for numerical bifurcation analysis of systems of delay differential equations with discrete constant and state-dependent delays. The package supports continuation and stability analysis of steady state solutions and periodic solutions. Further one can compute and continue several local and global bifurcations: fold and Hopf bifurcations of steady states; folds, period doublings and torus bifurcations of periodic orbits; and connecting orbits between equilibria. To analyse the stability of steady state solutions, approximations are computed to the rightmost, stability-determining roots of the characteristic equation which can subsequently be used as starting values in a Newton procedure. For periodic solutions, approximations to the Floquet multipliers are computed. The manual describes the structure of the package, its routines, and its data and method parameter structures., Comment: version 3.1.1, download website: https://sourceforge.net/projects/ddebiftool/

Equation-free methods make possible an analysis of the evolution of a few coarse-grained or macroscopic quantities for a detailed and realistic model with a large number of fine-grained or microscopic variables, even though no equations are explicitly given on the macroscopic level. This will facilitate a study of how the model behavior depends on parameter values including an understanding of transitions between different types of qualitative behavior. These methods are introduced and explained for traffic jam formation and emergence of oscillatory pedestrian counter flow in a corridor with a narrow door.

For an elastic system that is non-conservative but autonomous, subjected for example to time-independent loading by a steadily flowing fluid (air or water), a dangerous bifurcation, such as a sub-critical bifurcation, or a cyclic fold, will trigger a dynamic jump to one or more remote stable attractors. When there is more than one candidate attractor, the one onto which the structure settles can then be indeterminate, being sensitive to infinitesimally small variations in starting conditions or parameters. In this paper we develop and study an archetypal model to explore the nonlinear dynamic interactions between galloping at an incipient sub-critical Hopf bifurcation of a structure with shell-like buckling behaviour that is gravity-loaded to approach a sub-critical pitch-fork bifurcation. For the fluid forces, we draw on the aerodynamic coefficients determined experimentally by Novak for the flow around a bluff body of rectangular cross-section. Meanwhile, for the structural component, we consider a variant of the propped-cantilever model that is widely used to illustrate the sub-critical pitchfork: within this model a symmetry-breaking imperfection makes the behaviour generic. The compound bifurcation corresponding to simultaneous galloping and buckling is the so-called Takens-Bodganov Cusp. We make a full unfolding of this codimension-3 bifurcation for our archetypal model to explore the adjacent phase-space topologies and their indeterminacies., Comment: refereed version

We present a control scheme that is able to find and stabilize an unstable chaotic regime in a system with a large number of interacting particles. This allows us to track a high dimensional chaotic attractor through a bifurcation where it loses its attractivity. Similar to classical delayed feedback control, the scheme is non-invasive, however, only in an appropriately relaxed sense considering the chaotic regime as a statistical equilibrium displaying random fluctuations as a finite size effect. We demonstrate the control scheme for so-called chimera states, which are coherence-incoherence patterns in coupled oscillator systems. The control makes chimera states observable close to coherence, for small numbers of oscillators, and for random initial conditions., Comment: 5 pages, 4 figures

We present a detailed investigation of the dramatic changes that occur in the $\mathcal{L}_1$ halo family when radiation pressure is introduced into the Sun-Earth circular restricted three-body problem (CRTBP). This photo-gravitational CRTBP can be used to model the motion of a solar sail orientated perpendicular to the Sun-line. The problem is then parameterized by the sail lightness number, the ratio of solar radiation pressure acceleration to solar gravitational acceleration. Using boundary-value problem numerical continuation methods and the AUTO software package (Doedel et al. 1991) the families can be fully mapped out as the parameter $\beta$ is increased. Interestingly, the emergence of a branch point in the retrograde satellite family around the Earth at $\beta\approx0.0387$ acts to split the halo family into two new families. As radiation pressure is further increased one of these new families subsequently merges with another non-planar family at $\beta\approx0.289$, resulting in a third new family. The linear stability of the families changes rapidly at low values of $\beta$, with several small regions of neutral stability appearing and disappearing. By using existing methods within AUTO to continue branch points and period-doubling bifurcations, and deriving a new boundary-value problem formulation to continue the folds and Krein collisions, we track bifurcations and changes in the linear stability of the families in the parameter $\beta$ and provide a comprehensive overview of the halo family in the presence of radiation pressure. The results demonstrate that even at small values of $\beta$ there is significant difference to the classical CRTBP, providing opportunity for novel solar sail trajectories. Further, we also find that the branch points between families in the solar sail CRTBP provide a simple means of generating certain families in the classical case., Comment: 31 pages, 17 figures, accepted by Celestial Mechanics and Dynamical Astronomy

Coupled wave equations are popular tool for investigating longitudinal dynamical effects in semiconductor lasers, for example, sensitivity to delayed optical feedback. We study a model that consists of a hyperbolic linear system of partial differential equations with one spatial dimension, which is nonlinearly coupled with a slow subsystem of ordinary differential equations. We first prove the basic statements about the existence of solutions of the initial-boundary-value problem and their smooth dependence on initial values and parameters. Hence, the model constitutes a smooth infinite-dimensional dynamical system. Then we exploit the particular slow-fast structure of the system to construct a low-dimensional attracting invariant manifold for certain parameter constellations. The flow on this invariant manifold is described by a system of ordinary differential equations that is accessible to classical bifurcation theory and numerical tools such as AUTO., Comment: 33 pages

We study properties of basic solutions in systems with dime delays and $S^1$-symmetry. Such basic solutions are relative equilibria (CW solutions) and relative periodic solutions (MW solutions). It follows from the previous theory that the number of CW solutions grows generically linearly with time delay $\tau$. Here we show, in particular, that the number of relative periodic solutions grows generically as $\tau^2$ when delay increases. Thus, in such systems, the relative periodic solutions are more abundant than relative equilibria. The results are directly applicable to, e.g., Lang-Kobayashi model for the lasers with delayed feedback. We also study stability properties of the solutions for large delays.

We consider the chemostat model with the substrate concentration as the single measurement. We propose a control strategy that drives the system at a steady state maximizing the gas production without the knowledge of the specific growth rate. Our approach separates the extremum seeking problem from the feedback control problem such that each of the two subproblems can be solved with relatively simple algorithms. We are then free to choose any numerical optimization algorithm. We give a demonstration for two choices: one is based on slow-fast dynamics and numerical continuation, the other is a combination of golden-section and Newton iteration. The method copes with non-monotonic growth functions.

We introduce a general formulation for an implicit equation-free method in the setting of slow-fast systems. First, we give a rigorous convergence result for equation-free analysis showing that the implicitly defined coarse-level time stepper converges to the true dynamics on the slow manifold within an error that is exponentially small with respect to the small parameter measuring time scale separation. Second, we apply this result to the idealized traffic modeling problem of phantom jams generated by cars with uniform behavior on a circular road. The traffic jams are waves that travel slowly against the direction of traffic. Equation-free analysis enables us to investigate the behavior of the microscopic traffic model on a macroscopic level. The standard deviation of cars' headways is chosen as the macroscopic measure of the underlying dynamics such that traveling wave solutions correspond to equilibria on the macroscopic level in the equation-free setup. The collapse of the traffic jam to the free flow then corresponds to a saddle-node bifurcation of this macroscopic equilibrium. We continue this bifurcation in two parameters using equation-free analysis., Comment: 35 pages

We present a general method for systematically investigating the dynamics and bifurcations of a physical nonlinear experiment. In particular, we show how the odd-number limitation inherent in popular non-invasive control schemes, such as (Pyragas) time-delayed or washout-filtered feedback control, can be overcome for tracking equilibria or forced periodic orbits in experiments. To demonstrate the use of our non-invasive control, we trace out experimentally the resonance surface of a periodically forced mechanical nonlinear oscillator near the onset of instability, around two saddle-node bifurcations (folds) and a cusp bifurcation., Comment: revised and extended version (8 pages, 7 figures)

We propose an adaptive control law that allows one to identify unstable steady states of the open-loop system in the single-species chemostat model without the knowledge of the growth function. We then show how one can use this control law to trace out (reconstruct) the whole graph of the growth function. The process of tracing out the graph can be performed either continuously or step-wise. We present and compare both approaches. Even in the case of two species in competition, which is not directly accessible with our approach due to lack of controllability, feedback control improves identifiability of the non-dominant growth rate., Comment: expansion of ideas from proceedings paper (17 pages, 8 figures), proceedings paper is version v1

Models of global climate phenomena of low to intermediate complexity are very useful for providing an understanding at a conceptual level. An important aspect of such models is the presence of a number of feedback loops that feature considerable delay times, usually due to the time it takes to transport energy (for example, in the form of hot/cold air or water) around the globe. In this paper we demonstrate how one can perform a bifurcation analysis of the behaviour of a periodically-forced system with delay in dependence on key parameters. As an example we consider the El-Nino Southern Oscillation (ENSO), which is a sea surface temperature oscillation on a multi-year scale in the basin of the Pacific Ocean. One can think of ENSO as being generated by an interplay between two feedback effects, one positive and one negative, which act only after some delay that is determined by the speed of transport of sea-surface temperature anomalies across the Pacific. We perform here a case study of a simple delayed-feedback oscillator model for ENSO (introduced by Tziperman et al, J. Climate 11 (1998)), which is parametrically forced by annual variation. More specifically, we use numerical bifurcation analysis tools to explore directly regions of delay-induced resonances and other stability boundaries in this delay-differential equation model for ENSO., Comment: as accepted for Proc Roy Soc A, 20 pages, 7 figures

Approaching a dangerous bifurcation, from which a dynamical system such as the Earth's climate will jump (tip) to a different state, the current stable state lies within a shrinking basin of attraction. Persistence of the state becomes increasingly precarious in the presence of noisy disturbances. We consider an underlying potential, as defined theoretically for a saddle-node fold and (via averaging) for a Hopf bifurcation. Close to a stable state, this potential has a parabolic form; but approaching a jump it becomes increasingly dominated by softening nonlinearities. If we have already detected a decrease in the linear decay rate, nonlinear information allows us to estimate the propensity for early tipping due to noise. We argue that one needs to extract information about the nonlinear features (a "softening") of the underlying potential from the time series to judge the probability and timing of tipping. This analysis is the logical next step if one has detected a decrease of the linear decay rate. If there is no discernable trend in the linear analysis, nonlinear softening is even more important in showing the proximity to tipping. After extensive normal form calibration studies, we check two geological time series from paleo-climate tipping events for softening of the underlying well. For the ending of the last ice age, where we find no convincing linear precursor, we identify a statistically significant nonlinear softening towards increasing temperature. The analysis has thus successfully detected a warning of the imminent tipping event., Comment: 22 pages, 11 figures, changed title back, corrected smaller mistakes, updated references

We study a chain of $N+1$ phase oscillators with asymmetric but uniform coupling. This type of chain possesses $2^{N}$ ways to synchronize in so-called travelling wave states, i.e. states where the phases of the single oscillators are in relative equilibrium. We show that the number of unstable dimensions of a travelling wave equals the number of oscillators with relative phase close to $\pi$. This implies that only the relative equilibrium corresponding to approximate in-phase synchronization is locally stable. Despite the presence of a Lyapunov-type functional periodic or chaotic phase slipping occurs. For chains of length 3 and 4 we locate the region in parameter space where rotations (corresponding to phase slipping) are present., Comment: revision in response to referee reports