Boundary Equilibrium Bifurcations Research Articles

Hopf-like boundary equilibrium bifurcations involving two foci in Filippov systems

This paper concerns two-dimensional Filippov systems — ordinary differential equations that are discontinuous on one-dimensional switching manifolds. In the situation that a stable focus transitions to an unstable focus by colliding with a switching manifold as parameters are varied, a simple sufficient condition for a unique local limit cycle to be created is established. If this condition is violated, three nested limit cycles may be created simultaneously. The result is achieved by constructing a Poincaré map and generalising analytical arguments that have been employed for continuous systems. Necessary and sufficient conditions for the existence of pseudo-equilibria (equilibria of sliding motion on the switching manifold) are also determined. For simplicity only piecewise-linear systems are considered.

A general framework for boundary equilibrium bifurcations of Filippov systems.

As parameters are varied, a boundary equilibrium bifurcation (BEB) occurs when an equilibrium collides with a discontinuity surface in a piecewise-smooth system of ordinary differential equations. Under certain genericity conditions, at a BEB, the equilibrium either transitions to a pseudo-equilibrium (on the discontinuity surface) or collides and annihilates with a coexisting pseudo-equilibrium. These two scenarios are distinguished by the sign of a certain inner product. Here, it is shown that this sign can be determined from the number of unstable directions associated with the two equilibria by using techniques developed by Feigin. A normal form is proposed for BEBs in systems of any number of dimensions. The normal form involves a companion matrix, as does the leading order sliding dynamics, and so the connection to the stability of the equilibria is explicit. In two dimensions, the parameters of the normal form distinguish, in a simple way, the eight topologically distinct cases for the generic local dynamics at a BEB. A numerical exploration in three dimensions reveals that BEBs can create multiple attractors and chaotic attractors and that the equilibrium at the BEB can be unstable even if both equilibria are stable. The developments presented here stem from seemingly unutilised similarities between BEBs in discontinuous systems (specifically Filippov systems as studied here) and BEBs in continuous systems for which analogous results are, to date, more advanced.

Editorial

This issue is dedicated to nonsmooth dynamics, particularly the widening applications where dynamics is modelled by nonsmooth differential equations. The modeling of electrical or mechanical switches as nonsmooth can be traced throughout the (at least) 90-year history in which nondifferentiable terms, such as sign or step functions, have been turning up in differential equations. In recent decades, nonsmooth models have found increasing use in areas like contact mechanics, climate modeling, and the life sciences, among others, with a wealth of new theory and novel dynamical phenomena discovered along the way. Our aim here is to give just a partial snapshot of the current landscape of research topics in the field. We open with Paul Glendinning's article extending a classic phenomenon of nonlinear dynamics — a form of chaos introduced by Leonid Pavlovich Shilnikov — to nonsmooth systems. The scenario introduces a fundamental notion of nonsmooth dyamics, that of trajectories (in this case the crucial homoclinic orbit) that can ‘slide’ along a discontinuity. Shilnikov's scenario is moreover shown to occur naturally as an equilibrium hits a discontinuity, helping with a fundamental yet complex problem, namely that of extending the notion of boundary equilibrium bifurcations beyond systems of two variables.

Shilnikov chaos, Filippov sliding and boundary equilibrium bifurcations

In the 1960s, L.P. Shilnikov showed that certain homoclinic orbits for smooth families of differential equations imply the existence of chaos, and there are complicated sequences of bifurcations near the parameter value at which the homoclinic orbit exists. We describe how this analysis is modified if the differential equations are piecewise smooth and the homoclinic orbit has a sliding segment. Moreover, we show that the Shilnikov mechanism appears naturally in the unfolding of boundary equilibrium bifurcations in $\mathbb{R}^3$.

A compendium of Hopf-like bifurcations in piecewise-smooth dynamical systems

This Letter outlines 20 geometric mechanisms by which limit cycles are created locally in two-dimensional piecewise-smooth systems of ODEs. These include boundary equilibrium bifurcations of hybrid systems, Filippov systems, and continuous systems, and limit cycles created from folds and by the addition of hysteresis or time-delay. In each case a stationary solution, such as a regular equilibrium, changes stability and possibly form and emits one limit cycle. Scaling laws for the amplitude and period of the limit cycles are compared to (classical) Hopf bifurcations.

Multiscale System for Environmentally-Driven Infectious Disease with Threshold Control Strategy

A multiscale system for environmentally-driven infectious disease is proposed, in which control measures at three different scales are implemented when the number of infected hosts exceeds a certain threshold. Our coupled model successfully describes the feedback mechanisms of between-host dynamics on within-host dynamics by employing one-scale variable guided enhancement of interventions on other scales. The modeling approach provides a novel idea of how to link the large-scale dynamics to small-scale dynamics. The dynamic behaviors of the multiscale system on two time-scales, i.e. fast system and slow system, are investigated. The slow system is further simplified to a two-dimensional Filippov system. For the Filippov system, we study the dynamics of its two subsystems (i.e. free-system and control-system), the sliding mode dynamics, the boundary equilibrium bifurcations, as well as the global behaviors. We prove that both subsystems may undergo backward bifurcations and the sliding domain exists. Meanwhile, it is possible that the pseudo-equilibrium exists and is globally stable, or the pseudo-equilibrium, the disease-free equilibrium and the real equilibrium are tri-stable, or the pseudo-equilibrium and the real equilibrium are bi-stable, or the pseudo-equilibrium and disease-free equilibrium are bi-stable, which depends on the threshold value and other parameter values. The global stability of the pseudo-equilibrium reveals that we may maintain the number of infected hosts at a previously given value. Moreover, the bi-stability and tri-stability indicate that whether the number of infected individuals tends to zero or a previously given value or other positive values depends on the parameter values and the initial states of the system. These results highlight the challenges in the control of environmentally-driven infectious disease.

The boundary focus–saddle bifurcation in planar piecewise linear systems. Application to the analysis of memristor oscillators

Among the boundary equilibrium bifurcations in planar continuous piecewise linear systems with two zones separated by a straight line, the focus–saddle bifurcation corresponds with a one-parameter transition from a situation without equilibria to a configuration with two equilibria, namely a focus and a saddle point. Depending on the dynamics of the two linear systems involved, the focus can appear surrounded by a limit cycle, by a saddle-loop (homoclinic connection) or by nothing else.After introducing a criticality coefficient whose sign discriminates the different possible situations, the focus–saddle bifurcation is quantitatively characterized for the first time. The analysis requires to work in a more general framework, as is the family of planar refracting linear systems with two zones, for which a new result about existence and uniqueness of limit cycles and saddle-loops is also shown.The achieved results are applied to the study of oscillations in an electronic circuit involving a single memristor cell, showing rigorously the appearance of limit cycles via the focus–saddle bifurcation analyzed in the paper.

The Filippov Approach for Predator-Prey System Involving Mixed Type of Functional Responses

In this paper, a Filippov type model is proposed for the predator-prey system. The smooth subsystems of the proposed model admit regular and virtual equilibrium points and their dynamics is explored. The tangent points, boundary equilibrium and pseudo-equilibrium are obtained on discontinuity boundary. Equation of sliding motion is obtained using the Filippov’s convex method and sliding mode dynamics is discussed. It has been shown that the Filippov system admits pseudo-equilibrium, only if virtual equilibrium of two subsystems coexist. The value of threshold parameter is computed for which tangent point and boundary equilibrium collide. The two parameter bifurcation diagram is drawn to show the existence of regular and virtual equilibrium points in different regions. The existence of boundary equilibrium bifurcation is investigated through numerical simulation, as value of threshold parameter varies.

The instantaneous local transition of a stable equilibrium to a chaotic attractor in piecewise-smooth systems of differential equations

An attractor of a piecewise-smooth continuous system of differential equations can bifurcate from a stable equilibrium to a more complicated invariant set when it collides with a switching manifold under parameter variation. Here numerical evidence is provided to show that this invariant set can be chaotic. The transition occurs locally (in a neighbourhood of a point) and instantaneously (for a single critical parameter value). This phenomenon is illustrated for the normal form of a boundary equilibrium bifurcation in three dimensions using parameter values adapted from of a piecewise-linear model of a chaotic electrical circuit. The variation of a secondary parameter reveals a period-doubling cascade to chaos with windows of periodicity. The dynamics is well approximated by a one-dimensional unimodal map which explains the bifurcation structure. The robustness of the attractor is also investigated by studying the influence of nonlinear terms.

Classification of boundary equilibrium bifurcations in planar Filippov systems.

If a family of piecewise smooth systems depending on a real parameter is defined on two different regions of the plane separated by a switching surface, then a boundary equilibrium bifurcation occurs if a stationary point of one of the systems intersects the switching surface at a critical value of the parameter. We derive the leading order terms of a normal form for boundary equilibrium bifurcations of planar systems. This makes it straightforward to derive a complete classification of the bifurcations that can occur. We are thus able to confirm classic results of Filippov [Differential Equations with Discontinuous Right Hand Sides (Kluwer, Dordrecht, 1988)] using different and more transparent methods, and explain why the 'missing' cases of Hogan et al. [Piecewise Smooth Dynamical Systems: The Case of the Missing Boundary Equilibrium Bifurcations (University of Bristol, 2015)] are the only cases omitted in more recent work.

Stability and boundary equilibrium bifurcations of modified Chua’s circuit with smooth degree of 3

Chua’s circuit is a well-known nonlinear electronic model, having complicated nonsmooth dynamic behaviors. The stability and boundary equilibrium bifurcations for a modified Chua’s circuit system with the smooth degree of 3 are studied. The parametric areas of stability are specified in detail. It is found that the bifurcation graphs of the supercritical and irregular pitchfork bifurcations are similar to those of the piecewise-smooth continuous (PWSC) systems caused by piecewise smoothness. However, the bifurcation graph of the supercritical Hopf bifurcation is similar to those of smooth systems. Therefore, the boundary equilibrium bifurcations of the non-smooth systems with the smooth degree of 3 should receive more attention due to their special features.

Multistability and hidden attractors in a relay system with hysteresis

For nonlinear dynamic systems with switching control, the concept of a “hidden attractor” naturally applies to a stable dynamic state that either (1) coexists with the stable switching cycle or (2), if the switching cycle is unstable, has a basin of attraction that does not intersect with the neighborhood of that cycle. We show how the equilibrium point of a relay system disappears in a boundary-equilibrium bifurcation as the system enters the region of autonomous switching dynamics and demonstrate experimentally how a relay system can exhibit large amplitude chaotic oscillations at high values of the supply voltage. By investigating a four-dimensional model of the experimental relay system we finally show how a variety of hidden periodic, quasiperiodic and chaotic attractors arise, transform and disappear through different bifurcations.

Limit Cycle and Boundary Equilibrium Bifurcations in Continuous Planar Piecewise Linear Systems

Boundary equilibrium bifurcations in continuous planar piecewise linear systems with two and three zones are considered, with emphasis on the possible simultaneous appearance of limit cycles. Situations with two limit cycles surrounding the only equilibrium point are detected and rigorously shown for the first time in the family of systems under study. The theoretical results are applied to the analysis of an electronic Wien bridge oscillator with biased polarization, characterizing the different parameter regions of oscillation.

Non-smooth Hopf-type bifurcations arising from impact–friction contact events in rotating machinery

We analyse the novel dynamics arising in a nonlinear rotor dynamic system by investigating the discontinuity-induced bifurcations corresponding to collisions with the rotor housing (touchdown bearing surface interactions). The simplified Föppl/Jeffcott rotor with clearance and mass unbalance is modelled by a two degree of freedom impact-friction oscillator, as appropriate for a rigid rotor levitated by magnetic bearings. Two types of motion observed in experiments are of interest in this paper: no contact and repeated instantaneous contact. We study how these are affected by damping and stiffness present in the system using analytical and numerical piecewise-smooth dynamical systems methods. By studying the impact map, we show that these types of motion arise at a novel non-smooth Hopf-type bifurcation from a boundary equilibrium bifurcation point for certain parameter values. A local analysis of this bifurcation point allows us a complete understanding of this behaviour in a general setting. The analysis identifies criteria for the existence of such smooth and non-smooth bifurcations, which is an essential step towards achieving reliable and robust controllers that can take compensating action.

On Double Boundary Equilibrium Bifurcations in Piecewise Smooth Planar Systems

In this paper we contribute to the study of codimension-two bifurcations in piecewise smooth (PWS) planar dynamical systems by considering boundary equilibria bifurcations, that is, collisions of an equilibrium point with the discontinuity boundary. First, an improved proof of the characterization theorem for boundary equilibria bifurcations in this class of systems is given. Next, we analyze an specific family in 2D Filippov systems where the simultaneous appearance of two boundary equilibrium bifurcations is possible. The bifurcation set obtained illustrates the complexity of dynamical behavior that can be found in simple non-smooth piecewise linear systems. The case studied seems to be a section of a higher codimension bifurcation point, since it shows the nearby existence of three codimension two points: the double boundary equilibrium point and two homoclinic boundary focus bifurcation points.

NONHYPERBOLIC BOUNDARY EQUILIBRIUM BIFURCATIONS IN PLANAR FILIPPOV SYSTEMS: A CASE STUDY APPROACH

Boundary equilibrium bifurcations in piecewise smooth discontinuous systems are characterized by the collision of an equilibrium point with the discontinuity surface. Generically, these bifurcations are of codimension one, but there are scenarios where the phenomenon can be of higher codimension. Here, the possible collision of a nonhyperbolic equilibrium with the boundary in a two-parameter framework and the nonlinear phenomena associated with such collision are considered. By dealing with planar discontinuous (Filippov) systems, some of such phenomena are pointed out through specific representative cases. A methodology for obtaining the corresponding biparametric bifurcation sets is developed.

Discontinuity-induced bifurcations of equilibria in piecewise-smooth and impacting dynamical systems

A rich variety of dynamical scenarios has been shown to occur when a fixed point of a non-smooth map undergoes a border-collision. This paper concerns a closely related class of discontinuity-induced bifurcations, those involving equilibria of n -dimensional piecewise-smooth flows. Specifically, transitions are studied which occur when a boundary equilibrium, that is one lying within a discontinuity manifold, is perturbed. It is shown that such equilibria can either persist under parameter variations or can disappear giving rise to different bifurcation scenarios. Conditions to classify among the possible simplest scenarios are given for piecewise-smooth continuous, Filippov and impacting systems. Also, we investigate the possible birth of other attractors (e.g. limit cycles) at a boundary-equilibrium bifurcation.